Credit Suisse Index Fund (IE) ETF ICAV

An Irish collective asset-management vehicle constituted as an umbrella fund with segregated liability between sub-funds

Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

The accompanying notes form an integral part of the Financial Statements.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

Table of Contents Page 2

Management and Administration 3

Investment Manager’s Report 5

Reports by Fund CSIF (IE) MSCI USA Blue UCITS ETF 6 CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF 17 CSIF (IE) MSCI World ESG Leaders Blue UCITS ETF 24 CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF 42 CSIF (IE) FTSE EPRA Nareit Developed Green Blue UCITS ETF 54 CSIF (IE) MSCI World ESG Leaders Minimum Volatility Blue UCITS ETF 62

Notes 69

Appendix I –Schedule of Portfolio Changes 81

Appendix II – Tracking Error 87

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

Management and Administration Page 3

Directors Depository

Emanuele Bellingeri (Italian) Brown Brothers Harriman Trustee Services (Ireland) Limited Ulrich Roth (Swiss) 30 Herbert Street Esther van den Hurk (Swiss) Dublin 2 Elizabeth Beazley (Irish) Ireland Fiona Mulcahy (Irish) (Independent Director)

All current Directors are Non-Executive.

Registered Office Austrian Paying and Information Agent

2nd Floor, Block E, Iveagh Court UniCredit Bank Austria AG Harcourt Road Rothschildplatz 1 Dublin 2 A-1020 Vienna Ireland Austria

Administrator French Representative Agent

Brown Brothers Harriman Fund Administration Services (Ireland) Limited 30 Société Generalé Herbert Street 29, Boulevard Haussmann - 75009 Dublin 2 Paris Ireland France

Independent Auditors German Information and Paying Agent(1)

PricewaterhouseCoopers Marcard, Stein & Co AG One Spencer Dock Ballindamm 36 North Wall Quay 20095 Hamburg Dublin 1 Germany Ireland

Secretary German Process Agent

Carne Global Financial Services Limited TMF Deutschland AG 2nd Floor, Block E, Iveagh Court Thurn-und-TaxIs-Platz 6 Harcourt Road 60313 Frankfurt am Main Dublin 2 Germany Ireland

Irish Legal Adviser Liechtenstein Paying Agent

Maples and Calder LLP LGT Bank AG 75 St. Stephen's Green Herrengasse 12 Dublin 2 Ireland FL-9490 Vaduz Liechtenstein Manager Luxembourg Paying Agent

Carne Global Fund Managers (Ireland) Limited Société Generalé 11, Avenue Emile Reuter 2nd Floor, Block E L- 2420 Luxembourg Harcourt Road Dublin 2 Ireland

Investment Manager Spanish Representative

Credit Suisse Asset Management (Switzerland) Ltd. Credit Suisse AG Sucursal en Espana Kalandergasse 1 Calle Ayala, 42 8045 Zurich 28001 Madrid Switzerland Spain

Distributor Swedish Paying Agent

Credit Suisse Fund Management S.A. Skandinaviska Enskilda Banken AB (publ) 5 rue Jean Monnet Kungstradgardsgatan 8 L-2180 SE-106 40 Stockholm Luxembourg Sweden

(1)For Investors in Germany: The Prospectus, the Key Investor Information Documents, the Instrument of Incorporation, the latest annual and semi-annual reports, the Net Asset Value per share of each Fund, the purchase and redemption prices are available free of charge pursuant to Sec.297(1) of the German Capital Investment Code from the office of the German Information Agent as specified on page 3.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

Management and Administration (continued) Page 4

Swiss Representative(1)

Credit Suisse Funds AG Uetlibergstrasse 231 CH-8045 Zurich Switzerland

Swiss Paying Agent

Credit Suisse (Switzerland) Ltd. Paradeplatz 8 CH-8001 Zurich Switzerland

UK Facilities Agent

Credit Suisse Asset Management Limited One Cabot Square London E14 4QJ Great Britain

(1)For Investors in Swizerland: Shareholders may obtain copies of the Instrument of Incorporation, the Prospectus, the Key Investor Information Documents and the annual and semi-annual reports free of charge from the registered office of the Swiss Representative as specified on page 4. The issue and redemption prices or the net asset value together with a reference stating "excluding commissions" will be published for the respective Share Classes daily on the electronic platform http://www.fundinfo.com.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

Investment Manager’s Report Page 5

CSIF (IE) MSCI USA Blue UCITS ETF

Over the period since 31 March 2020, the Fund with reinvested net dividends (USD) returned +33.26%. The MSCI USA NR Index, which comprises large and mid cap US listed companies, returned +33.14% between the beginning and the end of the reporting period. The relative performance of the Fund against its benchmark was +0.12%. As at 30 September 2020, there were 616 constituents in the Fund vs. 619 in the index and the Fund showed an ex-post tracking error of 0.03% p.a. At the end of September 2020, the Fund’s net assets totaled approximately USD 2,269.17 million.

The assets in the CSIF (IE) MSCI USA Blue UCITS ETF are managed on an indexed basis in accordance with the full replication method; all index changes were therefore replicated in the Fund portfolio. The primary drivers of tracking difference are the Fund’s total expense ratio (TER), transaction and rebalancing costs and dividend taxation.

CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF

Over the period since 31 March 2020, the Fund with reinvested net dividends (USD) returned +29.90%. The MSCI USA ESG Leaders NR Index, which comprises large and mid cap US listed companies, returned +29.80% between the beginning and the end of the reporting period. The relative performance of the Fund against its benchmark was +0.10%. As at 30 September 2020, there were 288 constituents in the Fund vs. 288 in the index and the Fund showed an ex-post tracking error of 0.03% p.a. At the end of September 2020, the Fund’s net assets totaled approximately USD 1,061.75 million.

The assets in the CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF are managed on an indexed basis in accordance with the full replication method; all index changes were therefore replicated in the Fund portfolio. The primary drivers of tracking difference are the Fund’s total expense ratio (TER), transaction and rebalancing costs and dividend taxation

CSIF (IE) MSCI World ESG Leaders Blue UCITS ETF

Over the period since 31 March 2020, the Fund with reinvested net dividends (USD) returned +27.26%. The MSCI World ESG Leaders NR Index, which comprises 23 developed market countries, returned +27.09% between the beginning and the end of the reporting period. The relative performance of the Fund against its benchmark was +0.17%. As at 30 September 2020, there were 762 constituents in the Fund vs. 761 in the index and the Fund showed an ex-post tracking error of 0.04% p.a. At the end of September 2020, the Fund’s net assets totaled approximately USD 181.31 million.

The assets in the CSIF (IE) MSCI World ESG Leaders Blue UCITS ETF are managed on an indexed basis in accordance with the full replication method; all index changes were therefore replicated in the Fund portfolio. The primary drivers of tracking difference are the Fund’s total expense ratio (TER), transaction and rebalancing costs and dividend taxation.

CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF

Over the period since 30 June 2020, the Fund with reinvested net dividends (USD) returned +5.35%. The MSCI USA Small Cap ESG Leaders NR Index, which comprises small cap US listed companies, returned +5.19% between the beginning and the end of the reporting period. The relative performance of the Fund against its benchmark was +0.16%. As at 30 September 2020, there were 710 constituents in the Fund vs. 710 in the index and the Fund showed an ex-post tracking error of 0.22% p.a. At the end of September 2020, the Fund’s net assets totaled approximately USD 72.01 million.

The assets in the CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF are managed on an indexed basis in accordance with the full replication method; all index changes were therefore replicated in the Fund portfolio. The primary drivers of tracking difference are the Fund’s total expense ratio (TER), transaction and rebalancing costs and dividend taxation.

CSIF (IE) FTSE EPRA Nareit Developed Green Blue UCITS ETF

Over the period since 30 June 2020, the Fund with reinvested net dividends (USD) returned +2.01%. The FTSE EPRA Nareit Developed Green NR Index, which comprises 21 developed market countries, returned +2.06% between the beginning and the end of the reporting period. The relative performance of the Fund against its benchmark was -0.05%. As at 30 September 2020, there were 317 constituents in the Fund vs. 316 in the index and the Fund showed an ex-post tracking error of 0.02% p.a. At the end of September 2020, the Fund’s net assets totaled approximately USD 112.83 million.

The assets in the CSIF (IE) FTSE EPRA Nareit Developed Green Blue UCITS ETF are managed on an indexed basis in accordance with the full replication method; all index changes were therefore replicated in the Fund portfolio. The primary drivers of tracking difference are the Fund’s total expense ratio (TER), transaction and rebalancing costs and dividend taxation.

CSIF (IE) MSCI World ESG Leaders Minimum Volatility Blue UCITS ETF

Over the period since 31 July 2020, the Fund with reinvested net dividends (USD) returned +0.79%. The MSCI World ESG Leaders Minimum Volatility NR Index, which comprises 23 developed market countries, returned +0.81% between the beginning and the end of the reporting period. The relative performance of the Fund against its benchmark was -0.02%. As at 30 September 2020, there were 226 constituents in the Fund vs. 226 in the index. At the end of September 2020, the Fund’s net assets totaled approximately USD 121.70 million.

The assets in the CSIF (IE) MSCI World ESG Leaders Minimum Volatility Blue UCITS ETF are managed on an indexed basis in accordance with the full replication method; all index changes were therefore replicated in the Fund portfolio. The primary drivers of tracking difference are the Fund’s total expense ratio (TER), transaction and rebalancing costs and dividend taxation.

The information stated relates to the period under review and is not indicative of future returns.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) MSCI USA Blue UCITS ETF Page 6

Statement of Financial Position

30.09.2020* Assets Note USD Financial Assets at Fair Value Through Profit or Loss 2b, 10 2,263,265,970.49 Cash and Cash Equivalents 2e, 6 1,924,899.84 Receivables from: Dividends 1,242,064.62 Futures Margin Cash 2f 347,187.50 Total Assets 2,266,780,122.45

Liabilities Payables for: Investments Purchased 561,590.86 Total Expense Ratio 2h, 11 144,826.05 Total Liabilities (excluding Net Assets Attributable to Holders of Redeemable Participating Shares) 706,416.91 Net Assets Attributable to Holders of Redeemable Participating Shares 2,266,073,705.54

30.09.2020* Total net assets USD 2,266,073,705.54

Net asset value per share Class B USD USD 127.14 Shares Outstanding Class B USD 17,824,028.00

*The Fund launched on 16 March 2020.

The accompanying notes form an integral part of the Financial Statements.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) MSCI USA Blue UCITS ETF Page 7

Statement of Comprehensive Income

For the period ended 30.09.2020* Income Note USD Dividend Income 2j 10,203,559.72 Miscellaneous Income 121.50 Net Gain/(Loss) on Financial Assets and Liabilities at Fair Value through Profit or Loss 5 226,983,592.61 Total Income/(Loss) 237,187,273.83

Expenses Total Expense Ratio 2h, 11 540,032.97 Transaction Costs 2c 19,372.17 Total Expenses 559,405.14

Net Investment Income/(Loss) for the Period before Tax 236,627,868.69 Foreign Withholding Tax 2i, 4 -1,546,573.79 Net Increase/(Decrease) in Net Assets Attributable to Holders of Redeemable Participating Shares 235,081,294.90

*The Fund launched on 16 March 2020.

The accompanying notes form an integral part of the Financial Statements.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) MSCI USA Blue UCITS ETF Page 8

Statement of Changes in Net Assets Attributable to Holders of Redeemable Participating Shares

For the period ended 30.09.2020* USD Increase/(Decrease) in Net Assets Net Increase/(Decrease) in Net Assets Attributable to Holders of Redeemable Participating Shares 235,081,294.90 Capital Transactions Subscriptions 2,045,226,565.64 Redemptions -14,234,155.00 Total Capital Transactions 2,030,992,410.64 Total Increase/(Decrease) for the Period 2,266,073,705.54 Net Assets Attributable to Holders of Redeemable Participating Shares Beginning of Period – End of Period 2,266,073,705.54

*The Fund launched on 16 March 2020.

The accompanying notes form an integral part of the Financial Statements.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) MSCI USA Blue UCITS ETF Page 9

Schedule of Investments

Statement of Investments in Securities Quantity / Valuation Description Nominal (in USD) % of net assets

Shares (and equity-type securities)

Argentina USD MERCADOLIBRE INC 3,297 3,568,936.56 0.16 Total Argentina 3,568,936.56 0.16

Bermuda USD ARCH CAPITAL GROUP LTD 31,352 917,046.00 0.04 USD ATHENE HOLDING LTD -A- 8,880 302,630.40 0.01 USD EVEREST RE GROUP LTD 3,290 649,906.60 0.03 USD RENAISSANCERE HOLDINGS LTD 3,792 643,654.08 0.03 Total Bermuda 2,513,237.08 0.11

Canada USD LULULEMON ATHLETICA INC 9,403 3,097,066.11 0.14 Total Canada 3,097,066.11 0.14

Ireland USD ACCENTURE PLC -A- 48,144 10,880,062.56 0.48 USD ALLEGION PLC 6,834 675,950.94 0.03 USD APTIV PLC 19,595 1,796,469.60 0.08 USD JAZZ PHARMACEUTICALS PLC 4,054 578,059.86 0.03 USD MEDTRONIC PLC 101,404 10,537,903.68 0.46 USD PERRIGO CO PLC 10,530 483,432.30 0.02 USD TRANE TECHNOLOGIES PLC 18,081 2,192,321.25 0.10 Total Ireland 27,144,200.19 1.20

Netherlands USD NXP SEMICONDUCTORS NV 21,537 2,688,032.97 0.12 Total Netherlands 2,688,032.97 0.12

Sweden USD AUTOLIV INC 6,098 444,422.24 0.02 Total Sweden 444,422.24 0.02

Switzerland USD CHUBB LTD 34,677 4,026,693.24 0.18 USD GARMIN LTD 10,276 974,781.36 0.04 USD TE CONNECTIVITY LTD 24,352 2,380,164.48 0.10 Total Switzerland 7,381,639.08 0.32

United Kingdom USD AMCOR PLC 119,693 1,322,607.65 0.06 USD IHS MARKIT LTD 30,993 2,433,260.43 0.11 USD LIBERTY GLOBAL PLC -A- 16,932 355,741.32 0.02 USD LIBERTY GLOBAL PLC -C- 25,209 517,666.82 0.02 USD LINDE PLC 39,421 9,387,322.73 0.41 USD PENTAIR PLC 12,562 574,962.74 0.02 USD WILLIS TOWERS WATSON PLC 9,395 1,961,863.90 0.09 Total United Kingdom 16,553,425.59 0.73

United States USD 3M CO 45,287 7,254,071.66 0.32 USD A O SMITH CORP 10,286 543,100.80 0.02 USD ABBOTT LABORATORIES 135,249 14,719,148.67 0.65 USD ABBVIE INC 134,039 11,740,476.01 0.52 USD ABIOMED INC 3,280 908,756.80 0.04 USD ACTIVISION BLIZZARD INC 58,250 4,715,337.50 0.21 USD ADOBE INC 36,457 17,879,606.51 0.79 USD ADVANCE AUTO PARTS INC 5,181 795,283.50 0.04 USD ADVANCED MICRO DEVICES INC 88,782 7,279,236.18 0.32 USD AES CORP 49,790 901,696.90 0.04 USD AFLAC INC 50,552 1,837,565.20 0.08 USD AGILENT TECHNOLOGIES INC 23,875 2,409,942.50 0.11 USD AGNC INVESTMENT CORP 45,838 637,606.58 0.03 USD AIR PRODUCTS & CHEMICALS INC 16,520 4,920,647.20 0.22 USD AKAMAI TECHNOLOGIES INC 12,475 1,378,986.50 0.06 USD ALBEMARLE CORP 7,975 712,008.00 0.03 USD ALEXANDRIA REAL ESTATE EQUITIES INC 10,033 1,605,280.00 0.07 USD ALEXION PHARMACEUTICALS INC 16,551 1,893,930.93 0.08 USD ALIGN TECHNOLOGY INC 5,568 1,822,740.48 0.08 USD ALLEGHANY CORP 1,191 619,855.95 0.03 USD ALLIANT ENERGY CORP 20,250 1,045,912.50 0.05 USD ALLSTATE CORP 24,907 2,344,744.98 0.10 USD ALLY FINANCIAL INC 26,544 665,458.08 0.03 USD ALNYLAM PHARMACEUTICALS INC 8,864 1,290,598.40 0.06 USD ALPHABET INC -A- 22,680 33,239,808.00 1.47 USD ALPHABET INC -C- 23,035 33,852,236.00 1.49 USD ALTICE USA INC -A- 21,797 566,722.00 0.03 USD ALTRIA GROUP INC 140,811 5,440,937.04 0.24 USD AMAZON.COM INC 32,056 100,935,688.88 4.44 USD AMERCO 784 279,088.32 0.01 USD AMEREN CORP 19,492 1,541,427.36 0.07 USD AMERICAN ELECTRIC POWER CO INC 39,673 3,242,474.29 0.14 USD AMERICAN EXPRESS CO 53,599 5,373,299.75 0.24 USD AMERICAN FINANCIAL GROUP INC/OH 5,095 341,263.10 0.02 USD AMERICAN INTERNATIONAL GROUP INC 63,926 1,759,882.78 0.08 USD AMERICAN TOWER CORP 33,844 8,181,110.12 0.35

The accompanying notes form an integral part of the Financial Statements. Any differences in the percentage of Net Assets are the result of roundings.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) MSCI USA Blue UCITS ETF Page 10

Schedule of Investments (continued)

Quantity / Valuation Description Nominal (in USD) % of net assets

Shares (and equity-type securities) (continued)

United States (continued) USD AMERICAN WATER WORKS CO INC 14,425 2,089,894.00 0.09 USD AMERIPRISE FINANCIAL INC 9,866 1,520,449.26 0.07 USD AMERISOURCEBERGEN CORP -A- 12,022 1,165,172.24 0.05 USD AMETEK INC 18,809 1,869,614.60 0.08 USD AMGEN INC 44,782 11,381,793.12 0.50 USD AMPHENOL CORP -A- 21,507 2,328,562.89 0.10 USD ANALOG DEVICES INC 28,083 3,278,409.42 0.14 USD ANNALY CAPITAL MANAGEMENT INC 118,299 842,288.88 0.04 USD ANSYS INC 6,611 2,163,317.53 0.10 USD ANTHEM INC 19,152 5,144,035.68 0.23 USD AON PLC -A- 17,878 3,688,231.40 0.16 USD APOLLO GLOBAL MANAGEMENT INC -A- 14,492 648,517.00 0.03 USD APPLE INC 1,311,642 151,901,260.02 6.70 USD APPLIED MATERIALS INC 69,020 4,103,239.00 0.18 USD ARAMARK 16,632 439,916.40 0.02 USD ARCHER-DANIELS-MIDLAND CO 42,926 1,995,629.74 0.09 USD ARISTA NETWORKS INC 4,201 869,312.93 0.04 USD ARROW ELECTRONICS INC 5,076 399,278.16 0.02 USD ARTHUR J GALLAGHER & CO 13,912 1,468,828.96 0.06 USD ASSURANT INC 4,593 557,176.83 0.02 USD AT&T INC 540,814 15,418,607.14 0.68 USD ATMOS ENERGY CORP 9,923 948,539.57 0.04 USD AUTODESK INC 16,751 3,869,648.51 0.17 USD AUTOMATIC DATA PROCESSING INC 32,707 4,562,299.43 0.20 USD AUTOZONE INC 1,765 2,078,534.60 0.09 USD AVALARA INC 5,801 738,699.34 0.03 USD AVALONBAY COMMUNITIES INC 11,361 1,696,651.74 0.07 USD AVANTOR INC 32,593 733,016.57 0.03 USD AVERY DENNISON CORP 5,395 689,696.80 0.03 USD AXALTA COATING SYSTEMS LTD 11,664 258,590.88 0.01 USD BAKER HUGHES CO -A- 51,229 680,833.41 0.03 USD BALL CORP 24,274 2,017,654.88 0.09 USD BANK OF AMERICA CORP 594,568 14,323,143.12 0.63 USD BANK OF NEW YORK MELLON CORP 61,268 2,103,943.12 0.09 USD BAXTER INTERNATIONAL INC 39,138 3,147,477.96 0.14 USD BECTON DICKINSON & CO 22,043 5,128,965.24 0.23 USD BERKSHIRE HATHAWAY INC -B- 106,254 22,625,726.76 1.00 USD BEST BUY CO INC 17,573 1,955,699.17 0.09 USD BIOGEN INC 12,294 3,487,561.92 0.15 USD BIOMARIN PHARMACEUTICAL INC 13,733 1,044,806.64 0.05 USD BIO-RAD LABORATORIES INC -A- 1,698 875,251.08 0.04 USD BLACK KNIGHT INC 11,661 1,015,090.05 0.04 USD BLACKROCK INC -A- 11,859 6,683,139.45 0.29 USD BLACKSTONE GROUP INC -A- 53,025 2,767,905.00 0.12 USD BOEING CO 40,361 6,670,058.86 0.29 USD BOOKING HOLDINGS INC 3,025 5,174,807.00 0.23 USD BOOZ ALLEN HAMILTON HOLDING CORP -A- 11,019 914,356.62 0.04 USD BORGWARNER INC 15,715 608,799.10 0.03 USD BOSTON PROPERTIES INC 11,434 918,150.20 0.04 USD BOSTON SCIENTIFIC CORP 107,900 4,122,859.00 0.18 USD BRISTOL-MYERS SQUIBB CO 171,864 10,361,680.56 0.46 USD BROADCOM INC 30,225 11,011,572.00 0.49 USD BROADRIDGE FINANCIAL SOLUTIONS INC 9,207 1,215,324.00 0.05 USD BROWN & BROWN INC 19,302 873,801.54 0.04 USD BROWN-FORMAN CORP -B- 22,689 1,708,935.48 0.08 USD BUNGE LTD 10,826 494,748.20 0.02 USD BURLINGTON STORES INC 4,930 1,016,023.70 0.04 USD CABLE ONE INC 356 671,213.08 0.03 USD CABOT OIL & GAS CORP 30,911 536,614.96 0.02 USD CADENCE DESIGN SYSTEMS INC 20,735 2,210,973.05 0.10 USD CAMDEN PROPERTY TRUST 8,783 781,511.34 0.03 USD CAMPBELL SOUP CO 13,830 668,957.10 0.03 USD CAPITAL ONE FINANCIAL CORP 35,039 2,517,902.54 0.11 USD CARDINAL HEALTH INC 22,869 1,073,699.55 0.05 USD CARLYLE GROUP INC 13,673 337,312.91 0.01 USD CARMAX INC 12,755 1,172,312.05 0.05 USD CARNIVAL CORP 36,053 547,284.54 0.02 USD CARRIER GLOBAL CORP 58,159 1,776,175.86 0.08 USD CATALENT INC 11,615 994,940.90 0.04 USD CATERPILLAR INC 41,533 6,194,646.95 0.27 USD CBOE GLOBAL MARKETS INC 7,930 695,778.20 0.03 USD CBRE GROUP INC -A- 25,711 1,207,645.67 0.05 USD CDK GLOBAL INC 8,659 377,445.81 0.02 USD CDW CORP/DE 10,818 1,293,075.54 0.06 USD CELANESE CORP -A- 7,909 849,822.05 0.04 USD CENTENE CORP 43,776 2,553,454.08 0.11 USD CENTERPOINT ENERGY INC 36,113 698,786.55 0.03 USD CENTURYLINK INC 72,149 727,983.41 0.03 USD CERNER CORP 24,195 1,749,056.55 0.08 USD CF INDUSTRIES HOLDINGS INC 13,688 420,358.48 0.02 USD CH ROBINSON WORLDWIDE INC 10,754 1,098,951.26 0.05 USD CHARLES SCHWAB CORP 88,377 3,201,898.71 0.14 USD CHARTER COMMUNICATIONS INC -A- 11,161 6,968,258.74 0.31 USD CHENIERE ENERGY INC 16,145 747,029.15 0.03 USD CHEVRON CORP 141,208 10,166,976.00 0.45 USD CHIPOTLE MEXICAN GRILL INC -A- 2,003 2,491,151.13 0.11

The accompanying notes form an integral part of the Financial Statements. Any differences in the percentage of Net Assets are the result of roundings.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) MSCI USA Blue UCITS ETF Page 11

Schedule of Investments (continued)

Quantity / Valuation Description Nominal (in USD) % of net assets

Shares (and equity-type securities) (continued)

United States (continued) USD CHURCH & DWIGHT CO INC 18,738 1,755,937.98 0.08 USD CIGNA CORP 28,076 4,756,355.16 0.21 USD CINCINNATI FINANCIAL CORP 12,135 946,165.95 0.04 USD CINTAS CORP 6,312 2,100,822.96 0.09 USD CISCO SYSTEMS INC 321,792 12,675,386.88 0.56 USD CITIGROUP INC 156,289 6,737,618.79 0.30 USD CITIZENS FINANCIAL GROUP INC 29,573 747,605.44 0.03 USD CITRIX SYSTEMS INC 8,989 1,237,875.19 0.05 USD CLOROX CO 9,647 2,027,509.99 0.09 USD CME GROUP INC -A- 26,906 4,501,642.86 0.20 USD CMS ENERGY CORP 22,351 1,372,574.91 0.06 USD COCA-COLA CO 308,850 15,247,924.50 0.67 USD COGNEX CORP 12,919 841,026.90 0.04 USD COGNIZANT TECHNOLOGY SOLUTIONS CORP -A- 41,369 2,871,835.98 0.13 USD COLGATE-PALMOLIVE CO 62,152 4,795,026.80 0.21 USD COMCAST CORP -A- 349,102 16,149,458.52 0.71 USD COMERICA INC 8,931 341,610.75 0.02 USD CONAGRA BRANDS INC 37,362 1,334,197.02 0.06 USD CONCHO RESOURCES INC 14,709 648,961.08 0.03 USD CONOCOPHILLIPS 79,536 2,611,962.24 0.12 USD CONSOLIDATED EDISON INC 26,311 2,046,995.80 0.09 USD CONSTELLATION BRANDS INC -A- 12,688 2,404,502.88 0.11 USD COOPER COS INC 3,917 1,320,499.04 0.06 USD COPART INC 16,443 1,729,145.88 0.08 USD CORNING INC 54,264 1,758,696.24 0.08 USD CORTEVA INC 57,126 1,645,800.06 0.07 USD COSTAR GROUP INC 2,981 2,529,408.31 0.11 USD COSTCO WHOLESALE CORP 33,684 11,957,820.00 0.53 USD COUPA SOFTWARE INC 5,176 1,419,466.24 0.06 USD CROWDSTRIKE HOLDINGS INC -A- 10,709 1,470,559.88 0.06 USD CROWN CASTLE INTERNATIONAL CORP 32,028 5,332,662.00 0.24 USD CROWN HOLDINGS INC 10,200 783,972.00 0.03 USD CSX CORP 59,914 4,653,520.38 0.21 USD CUMMINS INC 11,937 2,520,616.92 0.11 USD CVS HEALTH CORP 100,589 5,874,397.60 0.26 USD DANAHER CORP 48,384 10,418,526.72 0.46 USD DARDEN RESTAURANTS INC 9,610 968,111.40 0.04 USD DATADOG INC -A- 9,909 1,012,303.44 0.04 USD DAVITA INC 6,482 555,183.30 0.02 USD DEERE & CO 22,843 5,062,694.09 0.22 USD DELL TECHNOLOGIES INC -C- 18,364 1,243,059.16 0.05 USD DELTA AIR LINES INC 11,993 366,745.94 0.02 USD DENTSPLY SIRONA INC 15,995 699,461.35 0.03 USD DEXCOM INC 6,928 2,855,929.44 0.13 USD DIAMONDBACK ENERGY INC 10,976 330,597.12 0.01 USD DIGITAL REALTY TRUST INC 20,584 3,020,907.84 0.13 USD DISCOVER FINANCIAL SERVICES 22,868 1,321,313.04 0.06 USD DISCOVERY INC -A- 15,241 331,796.57 0.01 USD DISCOVERY INC -C- 20,690 405,524.00 0.02 USD DISH NETWORK CORP -A- 18,731 543,760.93 0.02 USD DOCUSIGN INC -A- 13,258 2,853,651.92 0.13 USD DOLLAR GENERAL CORP 18,604 3,899,770.48 0.17 USD DOLLAR TREE INC 17,910 1,635,899.40 0.07 USD DOMINION ENERGY INC 64,757 5,111,270.01 0.23 USD DOMINO'S PIZZA INC 2,973 1,264,357.44 0.06 USD DOVER CORP 11,349 1,229,550.66 0.05 USD DOW INC 56,559 2,661,100.95 0.12 USD DR HORTON INC 25,439 1,923,951.57 0.08 USD DROPBOX INC -A- 18,432 355,000.32 0.02 USD DTE ENERGY CO 14,244 1,638,629.76 0.07 USD DUKE ENERGY CORP 56,251 4,981,588.56 0.22 USD DUKE REALTY CORP 29,789 1,099,214.10 0.05 USD DUPONT DE NEMOURS INC 55,382 3,072,593.36 0.14 USD DYNATRACE INC 14,048 576,248.96 0.03 USD E*TRADE FINANCIAL CORP 16,293 815,464.65 0.04 USD EAST WEST BANCORP INC 10,455 342,296.70 0.02 USD EASTMAN CHEMICAL CO 9,806 766,044.72 0.03 USD EATON CORP. PLC 30,801 3,142,626.03 0.14 USD EBAY INC 53,100 2,766,510.00 0.12 USD ECOLAB INC 19,168 3,830,533.12 0.17 USD EDISON INTERNATIONAL 28,253 1,436,382.52 0.06 USD EDWARDS LIFESCIENCES CORP 45,988 3,670,762.16 0.16 USD ELANCO ANIMAL HEALTH INC 29,193 815,360.49 0.04 USD ELECTRONIC ARTS INC 21,479 2,801,076.39 0.12 USD ELI LILLY & CO 65,474 9,691,461.48 0.43 USD EMERSON ELECTRIC CO 47,224 3,096,477.68 0.14 USD ENTERGY CORP 15,042 1,482,088.26 0.07 USD EOG RESOURCES INC 41,836 1,503,585.84 0.07 USD EPAM SYSTEMS INC 4,088 1,321,568.64 0.06 USD EQUIFAX INC 8,745 1,372,090.50 0.06 USD EQUINIX INC 6,791 5,162,042.83 0.23 USD EQUITABLE HOLDINGS INC 30,752 560,916.48 0.02 USD EQUITY LIFESTYLE PROPERTIES INC 12,964 794,693.20 0.04 USD EQUITY RESIDENTIAL 30,101 1,545,084.33 0.07 USD ERIE INDEMNITY CO -A- 2,093 440,116.04 0.02 USD ESSENTIAL UTILITIES INC 18,337 738,064.25 0.03

The accompanying notes form an integral part of the Financial Statements. Any differences in the percentage of Net Assets are the result of roundings.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) MSCI USA Blue UCITS ETF Page 12

Schedule of Investments (continued)

Quantity / Valuation Description Nominal (in USD) % of net assets

Shares (and equity-type securities) (continued)

United States (continued) USD ESSEX PROPERTY TRUST INC 5,190 1,042,100.10 0.05 USD ESTEE LAUDER COS INC -A- 17,031 3,717,015.75 0.16 USD EVERGY INC 17,140 871,054.80 0.04 USD EVERSOURCE ENERGY 26,469 2,211,484.95 0.10 USD EXACT SCIENCES CORP 11,222 1,144,082.90 0.05 USD EXELON CORP 73,153 2,615,951.28 0.12 USD EXPEDIA GROUP INC 9,726 891,776.94 0.04 USD EXPEDITORS INTERNATIONAL OF WASHINGTON INC 12,676 1,147,431.52 0.05 USD EXTRA SPACE STORAGE INC 10,372 1,109,700.28 0.05 USD EXXON MOBIL CORP 321,397 11,033,559.01 0.49 USD F5 NETWORKS INC 4,538 557,130.26 0.02 USD FACEBOOK INC -A- 181,567 47,552,397.30 2.09 USD FACTSET RESEARCH SYSTEMS INC 2,825 946,036.00 0.04 USD FAIR ISAAC CORP 2,059 875,857.42 0.04 USD FASTENAL CO 41,666 1,878,719.94 0.08 USD FEDERAL REALTY INVESTMENT TRUST 4,981 365,804.64 0.02 USD FEDEX CORP 18,945 4,765,046.40 0.21 USD FIDELITY NATIONAL FINANCIAL INC 20,370 637,784.70 0.03 USD FIDELITY NATIONAL INFORMATION SERVICES INC 48,360 7,119,075.60 0.31 USD FIFTH THIRD BANCORP 50,183 1,069,901.56 0.05 USD FIRST REPUBLIC BANK/CA 12,244 1,335,330.64 0.06 USD FIRSTENERGY CORP 41,258 1,184,517.18 0.05 USD FISERV INC 43,944 4,528,429.20 0.20 USD FLEETCOR TECHNOLOGIES INC 6,656 1,584,793.60 0.07 USD FLIR SYSTEMS INC 9,802 351,401.70 0.02 USD FMC CORP 8,652 916,333.32 0.04 USD FORD MOTOR CO 280,798 1,870,114.68 0.08 USD FORTINET INC 10,146 1,195,300.26 0.05 USD FORTIVE CORP 23,464 1,788,191.44 0.08 USD FORTUNE BRANDS HOME & SECURITY INC 10,107 874,457.64 0.04 USD FOX CORP -A- 26,411 735,018.13 0.03 USD FOX CORP -B- 11,649 325,822.53 0.01 USD FRANKLIN RESOURCES INC 23,217 472,465.95 0.02 USD FREEPORT-MCMORAN INC 109,753 1,716,536.92 0.08 USD GARTNER INC 6,642 829,917.90 0.04 USD GENERAL DYNAMICS CORP 21,665 2,999,085.95 0.13 USD GENERAL ELECTRIC CO 671,352 4,182,522.96 0.18 USD GENERAL MILLS INC 46,882 2,891,681.76 0.13 USD GENERAL MOTORS CO 97,583 2,887,480.97 0.13 USD GENUINE PARTS CO 10,119 963,025.23 0.04 USD GILEAD SCIENCES INC 96,059 6,069,968.21 0.27 USD GLOBAL PAYMENTS INC 22,998 4,083,984.84 0.18 USD GLOBE LIFE INC 8,881 709,591.90 0.03 USD GODADDY INC -A- 12,288 933,519.36 0.04 USD GOLDMAN SACHS GROUP INC 24,964 5,017,015.08 0.22 USD GUIDEWIRE SOFTWARE INC 6,324 659,403.48 0.03 USD HALLIBURTON CO 66,068 796,119.40 0.04 USD HARTFORD FINANCIAL SERVICES GROUP INC 26,158 964,183.88 0.04 USD HASBRO INC 9,457 782,283.04 0.03 USD HCA HEALTHCARE INC 20,417 2,545,591.56 0.11 USD HD SUPPLY HOLDINGS INC 11,178 460,980.72 0.02 USD HEALTHPEAK PROPERTIES INC 45,140 1,225,551.00 0.05 USD HEICO CORP 8,824 923,519.84 0.04 USD HEICO CORP -A- 8,219 728,696.54 0.03 USD HENRY SCHEIN INC 11,586 681,025.08 0.03 USD HERSHEY CO 10,769 1,543,628.46 0.07 USD HESS CORP 21,460 878,357.80 0.04 USD HEWLETT PACKARD ENTERPRISE CO 100,404 940,785.48 0.04 USD HILTON WORLDWIDE HOLDINGS INC 21,911 1,869,446.52 0.08 USD HOLOGIC INC 19,168 1,274,096.96 0.06 USD HOME DEPOT INC 81,458 22,621,701.18 1.00 USD HONEYWELL INTERNATIONAL INC 53,052 8,732,889.72 0.39 USD HORMEL FOODS CORP 23,012 1,125,056.68 0.05 USD HOST HOTELS & RESORTS INC 56,310 607,584.90 0.03 USD HOWMET AEROSPACE INC 42,706 714,044.32 0.03 USD HP INC 106,895 2,029,936.05 0.09 USD HUMANA INC 10,090 4,176,150.10 0.18 USD HUNTINGTON BANCSHARES INC/OH 73,547 674,425.99 0.03 USD HUNTINGTON INGALLS INDUSTRIES INC 7,055 992,991.25 0.04 USD IAC/INTERACTIVECORP 5,836 699,036.08 0.03 USD IDEX CORP 5,774 1,053,235.34 0.05 USD IDEXX LABORATORIES INC 6,279 2,468,337.69 0.11 USD ILLINOIS TOOL WORKS INC 24,146 4,665,248.66 0.21 USD ILLUMINA INC 11,065 3,419,970.20 0.15 USD INCYTE CORP 14,007 1,256,988.18 0.06 USD INGERSOLL RAND INC 27,277 971,061.20 0.04 USD INGREDION INC 4,239 320,807.52 0.01 USD INSULET CORP 4,825 1,141,546.75 0.05 USD INTEL CORP 320,690 16,605,328.20 0.73 USD INTERCONTINENTAL EXCHANGE INC 41,454 4,147,472.70 0.18 USD INTERNATIONAL BUSINESS MACHINES CORP 68,172 8,294,487.24 0.37 USD INTERNATIONAL FLAVORS & FRAGRANCES INC 6,325 774,496.25 0.03 USD INTERNATIONAL PAPER CO 25,667 1,040,540.18 0.05 USD INTERPUBLIC GROUP OF COS INC 31,352 522,637.84 0.02 USD INTUIT INC 19,472 6,351,961.12 0.28 USD INTUITIVE SURGICAL INC 8,664 6,147,454.56 0.27

The accompanying notes form an integral part of the Financial Statements. Any differences in the percentage of Net Assets are the result of roundings.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) MSCI USA Blue UCITS ETF Page 13

Schedule of Investments (continued)

Quantity / Valuation Description Nominal (in USD) % of net assets

Shares (and equity-type securities) (continued)

United States (continued) USD INVESCO LTD 30,107 343,520.87 0.02 USD INVITATION HOMES INC 42,548 1,190,918.52 0.05 USD IONIS PHARMACEUTICALS INC 9,182 435,685.90 0.02 USD IPG PHOTONICS CORP 2,653 450,930.41 0.02 USD IQVIA HOLDINGS INC 14,512 2,287,526.56 0.10 USD IRON MOUNTAIN INC 24,749 663,025.71 0.03 USD J M SMUCKER CO 8,917 1,030,091.84 0.05 USD JACK HENRY & ASSOCIATES INC 5,712 928,714.08 0.04 USD JACOBS ENGINEERING GROUP INC 9,821 911,094.17 0.04 USD JB HUNT TRANSPORT SERVICES INC 6,981 882,258.78 0.04 USD JOHNSON & JOHNSON 200,329 29,824,981.52 1.32 USD JOHNSON CONTROLS INTERNATIONAL PLC 55,915 2,284,127.75 0.10 USD JONES LANG LASALLE INC 3,744 358,151.04 0.02 USD JPMORGAN CHASE & CO 231,137 22,251,558.99 0.98 USD JUNIPER NETWORKS INC 29,064 624,876.00 0.03 USD KANSAS CITY SOUTHERN 7,395 1,337,237.85 0.06 USD KELLOGG CO 20,687 1,336,173.33 0.06 USD KEURIG DR PEPPER INC 24,505 676,338.00 0.03 USD KEYCORP 66,930 798,474.90 0.04 USD KEYSIGHT TECHNOLOGIES INC 13,805 1,363,657.90 0.06 USD KIMBERLY-CLARK CORP 26,499 3,912,842.34 0.17 USD KINDER MORGAN INC 145,154 1,789,748.82 0.08 USD KKR & CO INC 41,795 1,435,240.30 0.06 USD KLA CORP 11,893 2,304,149.82 0.10 USD KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC -A- 11,039 449,287.30 0.02 USD KRAFT HEINZ CO 51,767 1,550,421.65 0.07 USD KROGER CO 56,508 1,916,186.28 0.08 USD L3HARRIS TECHNOLOGIES INC 18,705 3,176,857.20 0.14 USD LABORATORY CORP OF AMERICA HOLDINGS 7,362 1,386,043.74 0.06 USD LAM RESEARCH CORP 10,923 3,623,705.25 0.16 USD LAMB WESTON HOLDINGS INC 10,323 684,105.21 0.03 USD LAS VEGAS SANDS CORP 27,525 1,284,316.50 0.06 USD LEAR CORP 4,124 449,722.20 0.02 USD LEIDOS HOLDINGS INC 10,327 920,652.05 0.04 USD LENNAR CORP -A- 19,938 1,628,535.84 0.07 USD LENNOX INTERNATIONAL INC 2,594 707,150.34 0.03 USD LIBERTY BROADBAND CORP -A- 1,599 226,754.19 0.01 USD LIBERTY BROADBAND CORP -C- 9,532 1,361,836.84 0.06 USD LIBERTY MEDIA CORP-LIBERTY FORMULA ONE -C- 16,147 585,651.69 0.03 USD LIBERTY MEDIA CORP-LIBERTY SIRIUSXM -A- 5,585 185,254.45 0.01 USD LIBERTY MEDIA CORP-LIBERTY SIRIUSXM -C- 12,149 401,888.92 0.02 USD LINCOLN NATIONAL CORP 14,209 445,167.97 0.02 USD LIVE NATION ENTERTAINMENT INC 12,346 665,202.48 0.03 USD LKQ CORP 18,824 521,989.52 0.02 USD LOEWS CORP 25,291 878,862.25 0.04 USD LOWE'S COS INC 57,046 9,461,649.56 0.42 USD LYONDELLBASELL INDUSTRIES NV -A- 18,884 1,331,133.16 0.06 USD M&T BANK CORP 9,723 895,391.07 0.04 USD MARATHON PETROLEUM CORP 48,272 1,416,300.48 0.06 USD MARKEL CORP 971 945,462.70 0.04 USD MARKETAXESS HOLDINGS INC 2,805 1,350,859.95 0.06 USD MARRIOTT INTERNATIONAL INC/MD -A- 20,939 1,938,532.62 0.09 USD MARSH & MCLENNAN COS INC 40,148 4,604,975.60 0.20 USD MARTIN MARIETTA MATERIALS INC 4,853 1,142,202.08 0.05 USD MARVELL TECHNOLOGY GROUP LTD 50,550 2,006,835.00 0.09 USD MASCO CORP 19,976 1,101,276.88 0.05 USD MASIMO CORP 3,459 816,531.54 0.04 USD MASTERCARD INC -A- 67,999 22,995,221.83 1.01 USD MATCH GROUP INC 18,633 2,061,741.45 0.09 USD MAXIM INTEGRATED PRODUCTS INC 19,989 1,351,456.29 0.06 USD MCCORMICK & CO INC/MD (non-voting) 9,476 1,839,291.60 0.08 USD MCDONALD'S CORP 56,647 12,433,450.03 0.55 USD MCKESSON CORP 12,536 1,866,986.48 0.08 USD MEDICAL PROPERTIES TRUST INC 40,821 719,674.23 0.03 USD MERCK & CO INC 191,558 15,889,736.10 0.70 USD METLIFE INC 64,507 2,397,725.19 0.11 USD METTLER-TOLEDO INTERNATIONAL INC 1,826 1,763,459.50 0.08 USD MGM RESORTS INTERNATIONAL 34,627 753,137.25 0.03 USD MICROCHIP TECHNOLOGY INC 17,608 1,809,398.08 0.08 USD MICRON TECHNOLOGY INC 84,065 3,947,692.40 0.17 USD MICROSOFT CORP 545,386 114,711,037.38 5.06 USD MID-AMERICA APARTMENT COMMUNITIES INC 9,148 1,060,710.60 0.05 USD MODERNA INC 20,798 1,471,458.50 0.06 USD MOHAWK INDUSTRIES INC 4,236 413,391.24 0.02 USD MOLINA HEALTHCARE INC 4,570 836,492.80 0.04 USD MOLSON COORS BEVERAGE CO -B- 13,821 463,832.76 0.02 USD MONDELEZ INTERNATIONAL INC -A- 108,786 6,249,755.70 0.28 USD MONGODB INC -A- 3,743 866,541.93 0.04 USD MONSTER BEVERAGE CORP 28,734 2,304,466.80 0.10 USD MOODY'S CORP 12,755 3,697,036.75 0.16 USD MORGAN STANLEY 91,073 4,403,379.55 0.19 USD MOSAIC CO 24,712 451,488.24 0.02 USD MOTOROLA SOLUTIONS INC 12,190 1,911,513.90 0.08 USD MSCI INC -A- 6,426 2,292,668.28 0.10 USD MYLAN NV 39,308 582,937.64 0.03 USD NASDAQ INC 9,311 1,142,552.81 0.05

The accompanying notes form an integral part of the Financial Statements. Any differences in the percentage of Net Assets are the result of roundings.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) MSCI USA Blue UCITS ETF Page 14

Schedule of Investments (continued)

Quantity / Valuation Description Nominal (in USD) % of net assets

Shares (and equity-type securities) (continued)

United States (continued) USD NATIONAL OILWELL VARCO INC 30,917 280,108.02 0.01 USD NATIONAL RETAIL PROPERTIES INC 10,794 372,500.94 0.02 USD NETAPP INC 17,666 774,477.44 0.03 USD NETFLIX INC 33,209 16,605,496.27 0.73 USD NEUROCRINE BIOSCIENCES INC 6,242 600,230.72 0.03 USD NEWELL BRANDS INC 31,984 548,845.44 0.02 USD NEWMONT CORP 60,666 3,849,257.70 0.17 USD NEWS CORP -A- 32,463 455,131.26 0.02 USD NEXTERA ENERGY INC 37,429 10,388,793.24 0.46 USD NIELSEN HOLDINGS PLC 31,524 447,010.32 0.02 USD NIKE INC -B- 94,897 11,913,369.38 0.53 USD NISOURCE INC 30,525 671,550.00 0.03 USD NORDSON CORP 4,071 780,899.22 0.03 USD NORFOLK SOUTHERN CORP 20,018 4,283,651.82 0.19 USD NORTHERN TRUST CORP 15,442 1,204,012.74 0.05 USD NORTONLIFELOCK INC 43,471 905,935.64 0.04 USD NRG ENERGY INC 17,438 536,044.12 0.02 USD NUCOR CORP 22,001 986,964.86 0.04 USD NVIDIA CORP 46,501 25,167,271.22 1.11 USD NVR INC 264 1,077,943.68 0.05 USD OCCIDENTAL PETROLEUM CORP 68,592 686,605.92 0.03 USD OGE ENERGY CORP 13,471 403,995.29 0.02 USD OKTA INC -A- 9,006 1,925,933.10 0.08 USD OLD DOMINION FREIGHT LINE INC 7,309 1,322,344.28 0.06 USD OMEGA HEALTHCARE INVESTORS INC 16,753 501,584.82 0.02 USD OMNICOM GROUP INC 18,562 918,819.00 0.04 USD ON SEMICONDUCTOR CORP 29,809 646,557.21 0.03 USD ONEOK INC 31,617 821,409.66 0.04 USD ORACLE CORP 155,703 9,295,469.10 0.41 USD O'REILLY AUTOMOTIVE INC 5,611 2,587,119.88 0.11 USD OTIS WORLDWIDE CORP 32,102 2,003,806.84 0.09 USD OWENS CORNING 7,845 539,814.45 0.02 USD PACCAR INC 27,973 2,385,537.44 0.11 USD PACKAGING CORP OF AMERICA 6,483 706,971.15 0.03 USD PALO ALTO NETWORKS INC 6,964 1,704,439.00 0.08 USD PARKER-HANNIFIN CORP 9,093 1,839,877.62 0.08 USD PAYCHEX INC 25,057 1,998,796.89 0.09 USD PAYCOM SOFTWARE INC 3,743 1,165,195.90 0.05 USD PAYPAL HOLDINGS INC 84,922 16,732,181.66 0.74 USD PELOTON INTERACTIVE INC -A- 14,745 1,463,293.80 0.06 USD PEOPLE'S UNITED FINANCIAL INC 34,673 357,478.63 0.02 USD PEPSICO INC 105,718 14,652,514.80 0.65 USD PERKINELMER INC 8,602 1,079,637.02 0.05 USD PFIZER INC 422,260 15,496,942.00 0.68 USD PG&E CORP 78,720 739,180.80 0.03 USD PHILIP MORRIS INTERNATIONAL INC 117,136 8,784,028.64 0.39 USD PHILLIPS 66 33,155 1,718,755.20 0.08 USD PINNACLE WEST CAPITAL CORP 7,764 578,806.20 0.03 USD PINTEREST INC -A- 30,272 1,256,590.72 0.06 USD PIONEER NATURAL RESOURCES CO 11,637 1,000,665.63 0.04 USD PNC FINANCIAL SERVICES GROUP INC 33,782 3,712,979.62 0.16 USD PPG INDUSTRIES INC 16,850 2,057,048.00 0.09 USD PPL CORP 58,537 1,592,791.77 0.07 USD PRINCIPAL FINANCIAL GROUP INC 20,493 825,253.11 0.04 USD PROCTER & GAMBLE CO 188,243 26,163,894.57 1.15 USD PROGRESSIVE CORP 45,948 4,349,897.16 0.19 USD PROLOGIS INC 56,321 5,667,019.02 0.25 USD PRUDENTIAL FINANCIAL INC 32,130 2,040,897.60 0.09 USD PTC INC 8,522 704,939.84 0.03 USD PUBLIC SERVICE ENTERPRISE GROUP INC 38,133 2,093,883.03 0.09 USD PUBLIC STORAGE 11,892 2,648,586.24 0.12 USD PULTEGROUP INC 19,253 891,221.37 0.04 USD QORVO INC 8,573 1,106,002.73 0.05 USD QUALCOMM INC 85,235 10,030,454.80 0.44 USD QUEST DIAGNOSTICS INC 10,263 1,175,010.87 0.05 USD RALPH LAUREN CORP -A- 4,385 298,048.45 0.01 USD RAYMOND JAMES FINANCIAL INC 10,530 766,162.80 0.03 USD RAYTHEON TECHNOLOGIES CORP 118,121 6,796,682.34 0.30 USD REALTY INCOME CORP 24,914 1,513,525.50 0.07 USD REGENCY CENTERS CORP 12,487 474,755.74 0.02 USD REGENERON PHARMACEUTICALS INC 7,618 4,264,404.04 0.19 USD REGIONS FINANCIAL CORP 66,803 770,238.59 0.03 USD REINSURANCE GROUP OF AMERICA INC 5,376 511,741.44 0.02 USD REPUBLIC SERVICES INC -A- 19,967 1,863,919.45 0.08 USD RESMED INC 10,860 1,861,729.80 0.08 USD RINGCENTRAL INC -A- 5,588 1,534,520.68 0.07 USD ROBERT HALF INTERNATIONAL INC 10,903 577,204.82 0.03 USD ROCKWELL AUTOMATION INC 8,310 1,833,850.80 0.08 USD ROKU INC -A- 7,682 1,450,361.60 0.06 USD ROLLINS INC 12,332 668,271.08 0.03 USD ROPER TECHNOLOGIES INC 8,017 3,167,596.87 0.14 USD ROSS STORES INC 26,185 2,443,584.20 0.11 USD ROYAL CARIBBEAN CRUISES LTD 13,494 873,466.62 0.04 USD RPM INTERNATIONAL INC 9,808 812,494.72 0.04 USD S&P GLOBAL INC 18,092 6,523,975.20 0.29 USD SALESFORCE.COM INC 68,000 17,089,760.00 0.75

The accompanying notes form an integral part of the Financial Statements. Any differences in the percentage of Net Assets are the result of roundings.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) MSCI USA Blue UCITS ETF Page 15

Schedule of Investments (continued)

Quantity / Valuation Description Nominal (in USD) % of net assets

Shares (and equity-type securities) (continued)

United States (continued) USD SAREPTA THERAPEUTICS INC 5,675 796,940.25 0.04 USD SBA COMMUNICATIONS CORP -A- 8,680 2,764,406.40 0.12 USD SCHLUMBERGER NV 107,022 1,665,262.32 0.07 USD SEAGATE TECHNOLOGY PLC 18,130 893,265.10 0.04 USD SEALED AIR CORP 9,742 378,087.02 0.02 USD SEATTLE GENETICS INC 9,229 1,806,023.01 0.08 USD SEI INVESTMENTS CO 7,982 404,847.04 0.02 USD SEMPRA ENERGY 22,145 2,621,082.20 0.12 USD SENSATA TECHNOLOGIES HOLDING PLC 11,728 505,945.92 0.02 USD SERVICENOW INC 14,471 7,018,435.00 0.31 USD SHERWIN-WILLIAMS CO 6,177 4,303,762.98 0.19 USD SIGNATURE BANK 3,704 307,394.96 0.01 USD SIMON PROPERTY GROUP INC 22,333 1,444,498.44 0.06 USD SIRIUS XM HOLDINGS INC 87,448 468,721.28 0.02 USD SKYWORKS SOLUTIONS INC 11,972 1,741,926.00 0.08 USD SLACK TECHNOLOGIES INC -A- 27,727 744,747.22 0.03 USD SNAP INC -A- 67,401 1,759,840.11 0.08 USD SNAP-ON INC 3,961 582,781.93 0.03 USD SNOWFLAKE INC -A- 2,167 543,917.00 0.02 USD SOUTHERN CO 83,014 4,501,019.08 0.20 USD SOUTHWEST AIRLINES CO 11,584 434,400.00 0.02 USD SPLUNK INC 12,212 2,297,443.56 0.10 USD SQUARE INC -A- 27,316 4,440,215.80 0.20 USD SS&C TECHNOLOGIES HOLDINGS INC 17,179 1,039,673.08 0.05 USD STANLEY BLACK & DECKER INC 11,559 1,874,869.80 0.08 USD STARBUCKS CORP 90,224 7,752,046.08 0.34 USD STATE STREET CORP 25,072 1,487,521.76 0.07 USD STEEL DYNAMICS INC 13,445 384,930.35 0.02 USD STERIS PLC 6,249 1,101,011.31 0.05 USD STRYKER CORP 25,452 5,303,433.24 0.23 USD SUN COMMUNITIES INC 7,769 1,092,399.09 0.05 USD SVB FINANCIAL GROUP 3,907 940,102.34 0.04 USD SYNCHRONY FINANCIAL 39,647 1,037,561.99 0.05 USD SYNOPSYS INC 11,321 2,422,467.58 0.11 USD SYSCO CORP 35,743 2,223,929.46 0.10 USD T ROWE PRICE GROUP INC 16,623 2,131,401.06 0.09 USD TAKE-TWO INTERACTIVE SOFTWARE INC 8,472 1,399,743.84 0.06 USD TARGET CORP 37,680 5,931,585.60 0.26 USD TD AMERITRADE HOLDING CORP 20,713 810,913.95 0.04 USD TELADOC HEALTH INC 5,447 1,194,200.28 0.05 USD TELEDYNE TECHNOLOGIES INC 4,562 1,415,178.02 0.06 USD TELEFLEX INC 3,342 1,137,683.64 0.05 USD TERADYNE INC 12,299 977,278.54 0.04 USD TESLA INC 56,112 24,072,609.12 1.06 USD TEXAS INSTRUMENTS INC 69,453 9,917,193.87 0.44 USD THERMO FISHER SCIENTIFIC INC 30,117 13,297,257.84 0.59 USD TIFFANY & CO 8,331 965,146.35 0.04 USD TJX COS INC 90,715 5,048,289.75 0.22 USD T-MOBILE US INC 41,781 4,778,075.16 0.21 USD TRACTOR SUPPLY CO 8,936 1,280,886.24 0.06 USD TRADE DESK INC -A- 3,010 1,561,527.80 0.07 USD TRADEWEB MARKETS INC -A- 6,047 350,726.00 0.02 USD TRANSDIGM GROUP INC 4,890 2,323,336.80 0.10 USD TRANSUNION 15,550 1,308,221.50 0.06 USD TRAVELERS COS INC 19,937 2,156,984.03 0.10 USD TRIMBLE INC 17,933 873,337.10 0.04 USD TRUIST FINANCIAL CORP 100,400 3,820,220.00 0.17 USD TWILIO INC -A- 9,276 2,292,006.84 0.10 USD TWITTER INC 59,010 2,625,945.00 0.12 USD TYLER TECHNOLOGIES INC 2,933 1,022,326.48 0.05 USD TYSON FOODS INC -A- 21,380 1,271,682.40 0.06 USD UBER TECHNOLOGIES INC 72,232 2,635,023.36 0.12 USD UDR INC 28,218 920,188.98 0.04 USD UGI CORP 12,736 420,033.28 0.02 USD ULTA BEAUTY INC 3,794 849,780.12 0.04 USD UNION PACIFIC CORP 52,372 10,310,475.64 0.45 USD UNITED PARCEL SERVICE INC -B- 53,554 8,923,703.02 0.39 USD UNITED RENTALS INC 5,713 996,918.50 0.04 USD UNITEDHEALTH GROUP INC 72,235 22,520,705.95 0.99 USD UNIVERSAL HEALTH SERVICES INC -B- 5,510 589,680.20 0.03 USD US BANCORP 103,459 3,709,005.15 0.16 USD VAIL RESORTS INC 3,319 710,166.43 0.03 USD VALERO ENERGY CORP 30,612 1,326,111.84 0.06 USD VARIAN MEDICAL SYSTEMS INC 6,858 1,179,576.00 0.05 USD VEEVA SYSTEMS INC -A- 10,230 2,876,573.70 0.13 USD VENTAS INC 27,684 1,161,620.64 0.05 USD VEREIT INC 79,786 518,609.00 0.02 USD VERISIGN INC 7,429 1,521,830.65 0.07 USD VERISK ANALYTICS INC -A- 13,208 2,447,574.48 0.11 USD VERIZON COMMUNICATIONS INC 313,626 18,657,610.74 0.82 USD VERTEX PHARMACEUTICALS INC 19,219 5,229,874.28 0.23 USD VF CORP 26,531 1,863,802.75 0.08 USD VIACOMCBS INC -B- 41,420 1,160,174.20 0.05 USD VICI PROPERTIES INC 31,090 726,573.30 0.03 USD VISA INC -A- 127,527 25,501,574.19 1.13 USD VISTRA CORP 30,742 579,794.12 0.03

The accompanying notes form an integral part of the Financial Statements. Any differences in the percentage of Net Assets are the result of roundings.

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CSIF (IE) MSCI USA Blue UCITS ETF Page 16

Schedule of Investments (continued)

Quantity / Valuation Description Nominal (in USD) % of net assets

Shares (and equity-type securities) (continued)

United States (continued) USD VMWARE INC -A- 6,318 907,707.06 0.04 USD VORNADO REALTY TRUST 14,969 504,604.99 0.02 USD VOYA FINANCIAL INC 9,154 438,751.22 0.02 USD VULCAN MATERIALS CO 10,281 1,393,486.74 0.06 USD W R BERKLEY CORP 14,200 868,330.00 0.04 USD WALGREENS BOOTS ALLIANCE INC 57,742 2,074,092.64 0.09 USD WALMART INC 107,817 15,084,676.47 0.67 USD WALT DISNEY CO 137,215 17,025,637.20 0.75 USD WASTE CONNECTIONS INC 19,236 1,996,696.80 0.09 USD WASTE MANAGEMENT INC 32,626 3,692,284.42 0.16 USD WATERS CORP 4,677 915,195.36 0.04 USD WAYFAIR INC -A- 4,805 1,398,303.05 0.06 USD WEC ENERGY GROUP INC 24,922 2,414,941.80 0.11 USD WELLS FARGO & CO 295,352 6,943,725.52 0.31 USD WELLTOWER INC 31,471 1,733,737.39 0.08 USD WEST PHARMACEUTICAL SERVICES INC 5,398 1,483,910.20 0.07 USD WESTERN DIGITAL CORP 22,476 821,497.80 0.04 USD WESTERN UNION CO 35,290 756,264.70 0.03 USD WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP 13,706 848,127.28 0.04 USD WESTROCK CO 17,872 620,873.28 0.03 USD WEYERHAEUSER CO 58,028 1,654,958.56 0.07 USD WHIRLPOOL CORP 4,859 893,521.51 0.04 USD WILLIAMS COS INC 89,129 1,751,384.85 0.08 USD WORKDAY INC -A- 13,188 2,837,134.44 0.13 USD WP CAREY INC 13,272 864,803.52 0.04 USD WW GRAINGER INC 3,219 1,148,442.63 0.05 USD WYNN RESORTS LTD 7,458 535,558.98 0.02 USD XCEL ENERGY INC 41,774 2,882,823.74 0.13 USD XILINX INC 18,592 1,938,030.08 0.09 USD XPO LOGISTICS INC 7,382 624,960.12 0.03 USD XYLEM INC/NY 14,406 1,211,832.72 0.05 USD YUM! BRANDS INC 22,751 2,077,166.30 0.09 USD ZEBRA TECHNOLOGIES CORP -A- 4,086 1,031,551.56 0.05 USD ZILLOW GROUP INC -C- 10,474 1,064,053.66 0.05 USD ZIMMER BIOMET HOLDINGS INC 15,632 2,128,140.48 0.09 USD ZIONS BANCORP NA 11,558 337,724.76 0.01 USD ZOETIS INC -A- 35,780 5,916,938.60 0.26 USD ZOOM VIDEO COMMUNICATIONS INC -A- 12,017 5,649,311.87 0.25 USD ZSCALER INC 5,519 776,468.11 0.03 Total United States 2,199,839,323.17 97.07 Shares (and equity-type securities) 2,263,230,282.99 99.87 Total of Portfolio 2,263,230,282.99 99.87

Total Financial Derivative Instruments 35,687.50 0.00

Net Other Assets 2,807,735.05 0.13

Net asset value attributable to holders of redeemable participating shares 2,266,073,705.54 100.00

Unrealised gain on futures contracts

Description Currency Counterparty Quantity Engagement Valuation % of net assets (in USD) E-MINI S&P 500 -50- 12/20 USD Credit Suisse 25 4,190,000.00 35,687.50 0.00 Total unrealised gain on futures contracts 35,687.50 0.00

Portfolio Analysis USD % of Total Assets (a) Transferable Securities listed on a stock exchange 2,263,230,282.99 99.84 (b) Financial derivative instruments 35,687.50 0.00 (c) Other assets 3,514,151.96 0.16 Total Assets 2,266,780,122.45 100.00

The accompanying notes form an integral part of the Financial Statements. Any differences in the percentage of Net Assets are the result of roundings.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF Page 17

Statement of Financial Position

30.09.2020* Assets Note USD Financial Assets at Fair Value Through Profit or Loss 2b, 10 1,057,702,942.68 Cash and Cash Equivalents 2e, 6 2,436,846.37 Receivables from: Dividends 683,042.44 Capital Shares Issued 6,831,862.16 Futures Margin Cash 2f 352,767.99 Total Assets 1,068,007,461.64

Liabilities Payables for: Investments Purchased 8,218,236.79 Total Expense Ratio 2h, 11 87,179.13 Total Liabilities (excluding Net Assets Attributable to Holders of Redeemable Participating Shares) 8,305,415.92 Net Assets Attributable to Holders of Redeemable Participating Shares 1,059,702,045.72

30.09.2020* Total net assets USD 1,059,702,045.72

Net asset value per share Class B USD USD 124.21 Shares Outstanding Class B USD 8,531,615.00

*The Fund launched on 16 March 2020.

The accompanying notes form an integral part of the Financial Statements.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF Page 18

Statement of Comprehensive Income

For the period ended 30.09.2020* Income Note USD Dividend Income 2j 6,797,638.72 Net Gain/(Loss) on Financial Assets and Liabilities at Fair Value through Profit or Loss 5 133,826,810.62 Total Income/(Loss) 140,624,449.34

Expenses Total Expense Ratio 2h, 11 391,174.42 Transaction Costs 2c 12,266.68 Total Expenses 403,441.10

Net Investment Income/(Loss) for the Period before Tax 140,221,008.24 Foreign Withholding Tax 2i, 4 -1,027,500.04 Net Increase/(Decrease) in Net Assets Attributable to Holders of Redeemable Participating Shares 139,193,508.20

*The Fund launched on 16 March 2020.

The accompanying notes form an integral part of the Financial Statements.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF Page 19

Statement of Changes in Net Assets Attributable to Holders of Redeemable Participating Shares

For the period ended 30.09.2020* USD Increase/(Decrease) in Net Assets Net Increase/(Decrease) in Net Assets Attributable to Holders of Redeemable Participating Shares 139,193,508.20 Capital Transactions Subscriptions 956,325,371.77 Redemptions -35,816,834.25 Total Capital Transactions 920,508,537.52 Total Increase/(Decrease) for the Period 1,059,702,045.72 Net Assets Attributable to Holders of Redeemable Participating Shares Beginning of Period – End of Period 1,059,702,045.72

*The Fund launched on 16 March 2020.

The accompanying notes form an integral part of the Financial Statements.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF Page 20

Schedule of Investments

Statement of Investments in Securities Quantity / Valuation Description Nominal (in USD) % of net assets

Shares (and equity-type securities)

Argentina USD MERCADOLIBRE INC 3,224 3,489,915.52 0.33 Total Argentina 3,489,915.52 0.33

Bermuda USD ARCH CAPITAL GROUP LTD 28,984 847,782.00 0.08 Total Bermuda 847,782.00 0.08

Canada USD LULULEMON ATHLETICA INC 8,807 2,900,761.59 0.27 Total Canada 2,900,761.59 0.27

Ireland USD ACCENTURE PLC -A- 45,439 10,268,759.61 0.97 USD ALLEGION PLC 6,567 649,541.97 0.06 USD APTIV PLC 18,968 1,738,986.24 0.17 USD JAZZ PHARMACEUTICALS PLC 3,885 553,962.15 0.05 USD PERRIGO CO PLC 9,791 449,504.81 0.04 USD TRANE TECHNOLOGIES PLC 16,889 2,047,791.25 0.19 Total Ireland 15,708,546.03 1.48

Switzerland USD CHUBB LTD 31,995 3,715,259.40 0.35 USD GARMIN LTD 10,192 966,813.12 0.09 Total Switzerland 4,682,072.52 0.44

United Kingdom USD AMCOR PLC 110,572 1,221,820.60 0.12 USD IHS MARKIT LTD 26,768 2,101,555.68 0.20 USD LIBERTY GLOBAL PLC -A- 11,758 247,035.58 0.02 USD LIBERTY GLOBAL PLC -C- 27,624 567,258.84 0.05 USD LINDE PLC 37,624 8,959,403.12 0.85 USD PENTAIR PLC 11,534 527,911.18 0.05 USD WILLIS TOWERS WATSON PLC 9,287 1,939,311.34 0.18 Total United Kingdom 15,564,296.34 1.47

United States USD 3M CO 41,211 6,601,177.98 0.62 USD ABBVIE INC 126,132 11,047,901.88 1.04 USD ABIOMED INC 3,195 885,206.70 0.08 USD ACTIVISION BLIZZARD INC 55,219 4,469,978.05 0.42 USD ADOBE INC 34,424 16,882,562.32 1.60 USD ADVANCE AUTO PARTS INC 4,920 755,220.00 0.07 USD AES CORP 47,004 851,242.44 0.08 USD AGILENT TECHNOLOGIES INC 21,845 2,205,034.30 0.21 USD ALEXANDRIA REAL ESTATE EQUITIES INC 8,933 1,429,280.00 0.13 USD ALIGN TECHNOLOGY INC 5,284 1,729,770.24 0.16 USD ALLIANT ENERGY CORP 18,149 937,395.85 0.09 USD ALLSTATE CORP 22,220 2,091,790.80 0.20 USD ALLY FINANCIAL INC 26,238 657,786.66 0.06 USD ALPHABET INC -A- 21,438 31,419,532.80 2.97 USD ALPHABET INC -C- 21,617 31,768,343.20 3.01 USD AMERCO 698 248,474.04 0.02 USD AMERICAN EXPRESS CO 48,826 4,894,806.50 0.46 USD AMERICAN FINANCIAL GROUP INC/OH 5,360 359,012.80 0.03 USD AMERICAN INTERNATIONAL GROUP INC 61,049 1,680,678.97 0.16 USD AMERICAN TOWER CORP 31,640 7,648,337.20 0.72 USD AMERICAN WATER WORKS CO INC 12,794 1,853,594.72 0.17 USD AMERIPRISE FINANCIAL INC 8,595 1,324,575.45 0.12 USD AMERISOURCEBERGEN CORP -A- 10,715 1,038,497.80 0.10 USD AMGEN INC 41,921 10,654,641.36 1.01 USD AON PLC -A- 16,611 3,426,849.30 0.32 USD APPLIED MATERIALS INC 65,481 3,892,845.45 0.37 USD ARAMARK 16,116 426,268.20 0.04 USD ARTHUR J GALLAGHER & CO 13,358 1,410,337.64 0.13 USD ASSURANT INC 4,199 509,380.69 0.05 USD AUTODESK INC 15,660 3,617,616.60 0.34 USD AXALTA COATING SYSTEMS LTD 15,259 338,292.03 0.03 USD BAKER HUGHES CO -A- 45,876 609,692.04 0.06 USD BALL CORP 23,292 1,936,031.04 0.18 USD BANK OF NEW YORK MELLON CORP 56,333 1,934,475.22 0.18 USD BECTON DICKINSON & CO 20,852 4,851,843.36 0.46 USD BEST BUY CO INC 16,427 1,828,160.83 0.17 USD BIOGEN INC 11,741 3,330,686.88 0.31 USD BIOMARIN PHARMACEUTICAL INC 12,788 972,911.04 0.09 USD BLACKROCK INC -A- 10,875 6,128,606.25 0.58 USD BOOKING HOLDINGS INC 2,941 5,031,109.88 0.47 USD BORGWARNER INC 14,743 571,143.82 0.05 USD BOSTON PROPERTIES INC 10,569 848,690.70 0.08 USD BRISTOL-MYERS SQUIBB CO 161,461 9,734,483.69 0.92 USD BUNGE LTD 9,835 449,459.50 0.04 USD BURLINGTON STORES INC 4,657 959,761.13 0.09 USD CABLE ONE INC 340 641,046.20 0.06 USD CADENCE DESIGN SYSTEMS INC 19,947 2,126,948.61 0.20 USD CAMPBELL SOUP CO 12,841 621,119.17 0.06 USD CARDINAL HEALTH INC 20,556 965,104.20 0.09

The accompanying notes form an integral part of the Financial Statements. Any differences in the percentage of Net Assets are the result of roundings.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

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Schedule of Investments (continued)

Quantity / Valuation Description Nominal (in USD) % of net assets

Shares (and equity-type securities) (continued)

United States (continued) USD CARLYLE GROUP INC 9,747 240,458.49 0.02 USD CARMAX INC 11,457 1,053,012.87 0.10 USD CATERPILLAR INC 38,672 5,767,928.80 0.54 USD CBOE GLOBAL MARKETS INC 7,776 682,266.24 0.06 USD CBRE GROUP INC -A- 23,684 1,112,437.48 0.10 USD CENTENE CORP 40,951 2,388,671.83 0.23 USD CENTURYLINK INC 65,628 662,186.52 0.06 USD CERNER CORP 21,429 1,549,102.41 0.15 USD CH ROBINSON WORLDWIDE INC 9,465 967,228.35 0.09 USD CHARLES SCHWAB CORP 83,019 3,007,778.37 0.28 USD CHENIERE ENERGY INC 16,118 745,779.86 0.07 USD CIGNA CORP 26,363 4,466,155.83 0.42 USD CISCO SYSTEMS INC 301,651 11,882,032.89 1.12 USD CITIZENS FINANCIAL GROUP INC 30,013 758,728.64 0.07 USD CITRIX SYSTEMS INC 8,286 1,141,065.06 0.11 USD CLOROX CO 8,898 1,870,092.66 0.18 USD CME GROUP INC -A- 25,923 4,337,177.13 0.41 USD CMS ENERGY CORP 20,131 1,236,244.71 0.12 USD COCA-COLA CO 291,084 14,370,817.08 1.36 USD COGNEX CORP 12,171 792,332.10 0.07 USD COLGATE-PALMOLIVE CO 58,035 4,477,400.25 0.42 USD COMERICA INC 9,846 376,609.50 0.04 USD CONOCOPHILLIPS 75,872 2,491,636.48 0.24 USD CONSOLIDATED EDISON INC 23,613 1,837,091.40 0.17 USD COPART INC 14,869 1,563,624.04 0.15 USD CSX CORP 55,015 4,273,015.05 0.40 USD CUMMINS INC 10,395 2,195,008.20 0.21 USD DARDEN RESTAURANTS INC 9,157 922,476.18 0.09 USD DAVITA INC 5,608 480,325.20 0.05 USD DEERE & CO 21,277 4,715,621.51 0.44 USD DELTA AIR LINES INC 11,125 340,202.50 0.03 USD DENTSPLY SIRONA INC 15,504 677,989.92 0.06 USD DEXCOM INC 6,534 2,693,510.82 0.25 USD DISCOVER FINANCIAL SERVICES 21,640 1,250,359.20 0.12 USD DISCOVERY INC -A- 11,060 240,776.20 0.02 USD DISCOVERY INC -C- 22,921 449,251.60 0.04 USD DOMINION ENERGY INC 60,046 4,739,430.78 0.45 USD DOMINO'S PIZZA INC 2,768 1,177,175.04 0.11 USD DOVER CORP 10,173 1,102,142.82 0.10 USD DTE ENERGY CO 13,602 1,564,774.08 0.15 USD DUPONT DE NEMOURS INC 51,939 2,881,575.72 0.27 USD E*TRADE FINANCIAL CORP 15,719 786,735.95 0.07 USD EAST WEST BANCORP INC 10,001 327,432.74 0.03 USD EATON CORP PLC 28,532 2,911,119.96 0.27 USD EBAY INC 49,764 2,592,704.40 0.24 USD ECOLAB INC 18,363 3,669,661.92 0.35 USD EDISON INTERNATIONAL 26,806 1,362,817.04 0.13 USD EDWARDS LIFESCIENCES CORP 44,915 3,585,115.30 0.34 USD ELECTRONIC ARTS INC 20,402 2,660,624.82 0.25 USD EOG RESOURCES INC 41,342 1,485,831.48 0.14 USD EQUINIX INC 6,380 4,849,629.40 0.46 USD EQUITABLE HOLDINGS INC 28,277 515,772.48 0.05 USD EQUITY RESIDENTIAL 26,493 1,359,885.69 0.13 USD ERIE INDEMNITY CO -A- 1,803 379,134.84 0.04 USD ESTEE LAUDER COS INC -A- 16,134 3,521,245.50 0.33 USD EVERSOURCE ENERGY 23,863 1,993,753.65 0.19 USD EXPEDIA GROUP INC 9,532 873,989.08 0.08 USD EXPEDITORS INTERNATIONAL OF WASHINGTON INC 11,619 1,051,751.88 0.10 USD FACTSET RESEARCH SYSTEMS INC 2,683 898,483.04 0.08 USD FASTENAL CO 40,591 1,830,248.19 0.17 USD FIFTH THIRD BANCORP 50,182 1,069,880.24 0.10 USD FIRST REPUBLIC BANK/CA 12,125 1,322,352.50 0.12 USD FORTUNE BRANDS HOME & SECURITY INC 9,714 840,455.28 0.08 USD FRANKLIN RESOURCES INC 20,328 413,674.80 0.04 USD GENERAL MILLS INC 42,910 2,646,688.80 0.25 USD GENUINE PARTS CO 10,035 955,030.95 0.09 USD GILEAD SCIENCES INC 89,499 5,655,441.81 0.53 USD HARTFORD FINANCIAL SERVICES GROUP INC 25,560 942,141.60 0.09 USD HASBRO INC 9,220 762,678.40 0.07 USD HCA HEALTHCARE INC 19,148 2,387,372.64 0.23 USD HEALTHPEAK PROPERTIES INC 38,107 1,034,605.05 0.10 USD HENRY SCHEIN INC 10,191 599,026.98 0.06 USD HESS CORP 19,656 804,520.08 0.08 USD HEWLETT PACKARD ENTERPRISE CO 91,595 858,245.15 0.08 USD HILTON WORLDWIDE HOLDINGS INC 19,690 1,679,950.80 0.16 USD HOLOGIC INC 18,283 1,215,271.01 0.11 USD HOME DEPOT INC 76,807 21,330,071.97 2.02 USD HORMEL FOODS CORP 20,886 1,021,116.54 0.10 USD HOST HOTELS & RESORTS INC 50,014 539,651.06 0.05 USD HOWMET AEROSPACE INC 27,842 465,518.24 0.04 USD HP INC 100,463 1,907,792.37 0.18 USD HUMANA INC 9,446 3,909,604.94 0.37 USD HUNTINGTON BANCSHARES INC/OH 71,571 656,306.07 0.06 USD IDEX CORP 5,350 975,893.50 0.09 USD IDEXX LABORATORIES INC 6,009 2,362,197.99 0.22 USD ILLINOIS TOOL WORKS INC 22,541 4,355,146.61 0.41

The accompanying notes form an integral part of the Financial Statements. Any differences in the percentage of Net Assets are the result of roundings.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

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Schedule of Investments (continued)

Quantity / Valuation Description Nominal (in USD) % of net assets

Shares (and equity-type securities) (continued)

United States (continued) USD INTEL CORP 302,155 15,645,585.90 1.48 USD INTERCONTINENTAL EXCHANGE INC 38,746 3,876,537.30 0.37 USD INTERNATIONAL BUSINESS MACHINES CORP 63,516 7,727,991.72 0.73 USD INTERNATIONAL FLAVORS & FRAGRANCES INC 6,072 743,516.40 0.07 USD INTUIT INC 18,600 6,067,506.00 0.57 USD INVESCO LTD 27,307 311,572.87 0.03 USD IRON MOUNTAIN INC 20,040 536,871.60 0.05 USD JOHNSON & JOHNSON 188,503 28,064,326.64 2.66 USD JOHNSON CONTROLS INTERNATIONAL PLC 52,545 2,146,463.25 0.20 USD JONES LANG LASALLE INC 3,607 345,045.62 0.03 USD KANSAS CITY SOUTHERN 6,703 1,212,103.49 0.11 USD KELLOGG CO 18,217 1,176,636.03 0.11 USD KEYCORP 68,642 818,899.06 0.08 USD KEYSIGHT TECHNOLOGIES INC 13,147 1,298,660.66 0.12 USD KIMBERLY-CLARK CORP 24,331 3,592,715.46 0.34 USD KINDER MORGAN INC 145,184 1,790,118.72 0.17 USD LABORATORY CORP OF AMERICA HOLDINGS 6,864 1,292,285.28 0.12 USD LAM RESEARCH CORP 10,479 3,476,408.25 0.33 USD LENNOX INTERNATIONAL INC 2,470 673,346.70 0.06 USD LIBERTY BROADBAND CORP -C- 7,924 1,132,101.88 0.11 USD LINCOLN NATIONAL CORP 13,594 425,900.02 0.04 USD LKQ CORP 20,351 564,333.23 0.05 USD LOEWS CORP 18,142 630,434.50 0.06 USD LOWE'S COS INC 54,139 8,979,494.54 0.85 USD M&T BANK CORP 9,180 845,386.20 0.08 USD MARATHON PETROLEUM CORP 46,176 1,354,803.84 0.13 USD MARKETAXESS HOLDINGS INC 2,685 1,293,069.15 0.12 USD MARSH & MCLENNAN COS INC 36,600 4,198,020.00 0.40 USD MASCO CORP 18,690 1,030,379.70 0.10 USD MASTERCARD INC -A- 63,857 21,594,521.69 2.05 USD MCCORMICK & CO INC/MD (non-voting) 8,747 1,697,792.70 0.16 USD MCDONALD'S CORP 53,275 11,693,329.75 1.10 USD MERCK & CO INC 179,958 14,927,516.10 1.41 USD METTLER-TOLEDO INTERNATIONAL INC 1,686 1,628,254.50 0.15 USD MICROSOFT CORP 514,545 108,224,249.85 10.22 USD MOHAWK INDUSTRIES INC 4,317 421,296.03 0.04 USD MOODY'S CORP 12,058 3,495,011.30 0.33 USD MOSAIC CO 25,403 464,112.81 0.04 USD NASDAQ INC 8,090 992,723.90 0.09 USD NATIONAL OILWELL VARCO INC 26,784 242,663.04 0.02 USD NEWELL BRANDS INC 28,282 485,319.12 0.05 USD NEWMONT CORP 56,915 3,611,256.75 0.34 USD NIELSEN HOLDINGS PLC 25,062 355,379.16 0.03 USD NIKE INC -B- 88,596 11,122,341.84 1.05 USD NORFOLK SOUTHERN CORP 18,424 3,942,551.76 0.37 USD NORTHERN TRUST CORP 13,987 1,090,566.39 0.10 USD NUCOR CORP 21,263 953,858.18 0.09 USD NVIDIA CORP 43,881 23,749,274.82 2.25 USD NVR INC 249 1,016,696.88 0.10 USD OCCIDENTAL PETROLEUM CORP 63,878 639,418.78 0.06 USD OMNICOM GROUP INC 15,177 751,261.50 0.07 USD ONEOK INC 31,260 812,134.80 0.08 USD OWENS CORNING 7,561 520,272.41 0.05 USD PACCAR INC 24,450 2,085,096.00 0.20 USD PARKER-HANNIFIN CORP 9,087 1,838,663.58 0.17 USD PEOPLE'S UNITED FINANCIAL INC 29,713 306,341.03 0.03 USD PEPSICO INC 99,134 13,739,972.40 1.30 USD PHILLIPS 66 31,013 1,607,713.92 0.15 USD PINNACLE WEST CAPITAL CORP 8,047 599,903.85 0.06 USD PIONEER NATURAL RESOURCES CO 11,645 1,001,353.55 0.09 USD PNC FINANCIAL SERVICES GROUP INC 30,164 3,315,325.24 0.31 USD PPG INDUSTRIES INC 16,664 2,034,341.12 0.19 USD PRINCIPAL FINANCIAL GROUP INC 19,546 787,117.42 0.07 USD PROCTER & GAMBLE CO 176,877 24,584,134.23 2.33 USD PROGRESSIVE CORP 42,206 3,995,642.02 0.38 USD PROLOGIS INC 52,845 5,317,263.90 0.50 USD PRUDENTIAL FINANCIAL INC 27,808 1,766,364.16 0.17 USD PUBLIC SERVICE ENTERPRISE GROUP INC 35,778 1,964,569.98 0.19 USD QUEST DIAGNOSTICS INC 9,458 1,082,846.42 0.10 USD RAYMOND JAMES FINANCIAL INC 8,734 635,485.84 0.06 USD REGIONS FINANCIAL CORP 67,384 776,937.52 0.07 USD REINSURANCE GROUP OF AMERICA INC 4,798 456,721.62 0.04 USD RESMED INC 10,247 1,756,643.21 0.17 USD ROBERT HALF INTERNATIONAL INC 8,128 430,296.32 0.04 USD ROCKWELL AUTOMATION INC 8,188 1,806,927.84 0.17 USD ROPER TECHNOLOGIES INC 7,436 2,938,037.96 0.28 USD ROSS STORES INC 25,166 2,348,491.12 0.22 USD ROYAL CARIBBEAN CRUISES LTD 12,618 816,763.14 0.08 USD S&P GLOBAL INC 17,290 6,234,774.00 0.59 USD SALESFORCE.COM INC 64,259 16,149,571.88 1.53 USD SBA COMMUNICATIONS CORP -A- 7,880 2,509,622.40 0.24 USD SCHLUMBERGER NV 99,156 1,542,867.36 0.15 USD SEMPRA ENERGY 20,823 2,464,610.28 0.23 USD SHERWIN-WILLIAMS CO 5,874 4,092,650.76 0.39 USD SNAP-ON INC 3,582 527,019.66 0.05 USD SOUTHERN CO 75,993 4,120,340.46 0.39

The accompanying notes form an integral part of the Financial Statements. Any differences in the percentage of Net Assets are the result of roundings.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF Page 23

Schedule of Investments (continued)

Quantity / Valuation Description Nominal (in USD) % of net assets

Shares (and equity-type securities) (continued)

United States (continued) USD STANLEY BLACK & DECKER INC 10,870 1,763,114.00 0.17 USD STARBUCKS CORP 83,321 7,158,940.32 0.68 USD STATE STREET CORP 24,986 1,482,419.38 0.14 USD STEEL DYNAMICS INC 14,952 428,075.76 0.04 USD STERIS PLC 5,967 1,051,325.73 0.10 USD SVB FINANCIAL GROUP 3,630 873,450.60 0.08 USD T ROWE PRICE GROUP INC 16,101 2,064,470.22 0.19 USD TARGET CORP 35,572 5,599,744.24 0.53 USD TD AMERITRADE HOLDING CORP 19,162 750,192.30 0.07 USD TELADOC HEALTH INC 4,993 1,094,665.32 0.10 USD TELEDYNE TECHNOLOGIES INC 2,588 802,823.48 0.08 USD TESLA INC 53,062 22,764,128.62 2.16 USD TEXAS INSTRUMENTS INC 65,433 9,343,178.07 0.88 USD TIFFANY & CO 7,757 898,648.45 0.08 USD TJX COS INC 86,243 4,799,422.95 0.45 USD TRACTOR SUPPLY CO 8,194 1,174,527.96 0.11 USD TRAVELERS COS INC 17,867 1,933,030.73 0.18 USD TRIMBLE INC 17,697 861,843.90 0.08 USD TRUIST FINANCIAL CORP 96,274 3,663,225.70 0.35 USD UDR INC 21,279 693,908.19 0.07 USD ULTA BEAUTY INC 3,794 849,780.12 0.08 USD UNION PACIFIC CORP 48,378 9,524,176.86 0.90 USD UNITED PARCEL SERVICE INC -B- 50,224 8,368,825.12 0.79 USD UNITED RENTALS INC 5,089 888,030.50 0.08 USD US BANCORP 96,701 3,466,730.85 0.33 USD VAIL RESORTS INC 2,857 611,312.29 0.06 USD VALERO ENERGY CORP 28,951 1,254,157.32 0.12 USD VARIAN MEDICAL SYSTEMS INC 6,425 1,105,100.00 0.10 USD VERIZON COMMUNICATIONS INC 295,161 17,559,127.89 1.67 USD VERTEX PHARMACEUTICALS INC 18,531 5,042,655.72 0.48 USD VF CORP 23,349 1,640,267.25 0.15 USD VISA INC -A- 120,540 24,104,383.80 2.27 USD VMWARE INC -A- 5,888 845,928.96 0.08 USD VOYA FINANCIAL INC 8,810 422,263.30 0.04 USD WALT DISNEY CO 129,041 16,011,407.28 1.51 USD WASTE MANAGEMENT INC 30,233 3,421,468.61 0.32 USD WATERS CORP 4,427 866,275.36 0.08 USD WEC ENERGY GROUP INC 22,241 2,155,152.90 0.20 USD WELLTOWER INC 29,525 1,626,532.25 0.15 USD WEST PHARMACEUTICAL SERVICES INC 5,178 1,423,432.20 0.13 USD WESTERN UNION CO 29,345 628,863.35 0.06 USD WEYERHAEUSER CO 52,629 1,500,979.08 0.14 USD WHIRLPOOL CORP 4,363 802,312.07 0.08 USD WILLIAMS COS INC 85,602 1,682,079.30 0.16 USD WW GRAINGER INC 3,206 1,143,804.62 0.11 USD XCEL ENERGY INC 37,108 2,560,823.08 0.24 USD XYLEM INC/NY 12,668 1,065,632.16 0.10 USD ZIONS BANCORP NA 11,739 343,013.58 0.03 USD ZOETIS INC -A- 33,930 5,611,004.10 0.53 Total United States 1,014,489,156.18 95.74 Shares (and equity-type securities) 1,057,682,530.18 99.81 Total of Portfolio 1,057,682,530.18 99.81

Total Financial Derivative Instruments 20,412.50 0.00

Net Other Assets 1,999,103.04 0.19

Net asset value attributable to holders of redeemable participating shares 1,059,702,045.72 100.00

Unrealised gain on futures contracts

Description Currency Counterparty Quantity Engagement Valuation % of net assets (in USD) E-MINI S&P 500 -50- 12/20 USD Credit Suisse 23 3,854,800.00 20,412.50 0.00 Total unrealised gain on futures contracts 20,412.50 0.00

Portfolio Analysis USD % of Total Assets (a) Transferable Securities listed on a stock exchange 1,057,682,530.18 99.03 (b) Financial derivative instruments 20,412.50 0.00 (c) Other assets 10,304,518.96 0.97 Total Assets 1,068,007,461.64 100.00

The accompanying notes form an integral part of the Financial Statements. Any differences in the percentage of Net Assets are the result of roundings.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) MSCI World ESG Leaders Blue UCITS ETF Page 24

Statement of Financial Position

30.09.2020* Assets Note USD Financial Assets at Fair Value Through Profit or Loss 2b, 10 180,308,669.44 Cash and Cash Equivalents 2e, 6 393,829.16 Receivables from: Dividends 270,099.72 Investments Sold 529,090.90 Capital Shares Issued 11,504,652.92 Futures Margin Cash 2f 105,207.78 Total Assets 193,111,549.92

Liabilities Financial Liabilities at Fair Value Through Profit or Loss 2b, 10 1,267,760.89 Payables for: Investments Purchased 11,002,073.11 Total Expense Ratio 2h, 11 22,712.80 Total Liabilities (excluding Net Assets Attributable to Holders of Redeemable Participating Shares) 12,292,546.80 Net Assets Attributable to Holders of Redeemable Participating Shares 180,819,003.12

30.09.2020* Total net assets USD 180,819,003.12

Net asset value per share Class B USD USD 125.91 Class BH CHF CHF 122.39 Class BH EUR EUR 122.59 Shares Outstanding Class B USD 730,301.00 Class BH CHF 408,408.00 Class BH EUR 239,735.00

*The Fund launched on 16 March 2020.

The accompanying notes form an integral part of the Financial Statements.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) MSCI World ESG Leaders Blue UCITS ETF Page 25

Statement of Comprehensive Income

For the period ended 30.09.2020* Income Note USD Dividend Income 2j 1,972,048.07 Miscellaneous Income 85.99 Net Gain/(Loss) on Financial Assets and Liabilities at Fair Value through Profit or Loss 5 30,695,327.84 Total Income/(Loss) 32,667,461.90

Expenses Total Expense Ratio 2h, 11 126,025.20 Transaction Costs 2c 86,382.22 Total Expenses 212,407.42

Finance Costs Interest Expenses 931.79 Overdraft Expense 7.11 Total Finance Costs 938.90

Net Investment Income/(Loss) for the Period before Tax 32,454,115.58 Foreign Withholding Tax 2i, 4 -258,769.04 Net Increase/(Decrease) in Net Assets Attributable to Holders of Redeemable Participating Shares 32,195,346.54

*The Fund launched on 16 March 2020.

The accompanying notes form an integral part of the Financial Statements.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) MSCI World ESG Leaders Blue UCITS ETF Page 26

Statement of Changes in Net Assets Attributable to Holders of Redeemable Participating Shares

For the period ended 30.09.2020* USD Increase/(Decrease) in Net Assets Net Increase/(Decrease) in Net Assets Attributable to Holders of Redeemable Participating Shares 32,195,346.54 Capital Transactions Subscriptions 183,762,677.96 Redemptions -35,139,021.38 Total Capital Transactions 148,623,656.58 Total Increase/(Decrease) for the Period 180,819,003.12 Net Assets Attributable to Holders of Redeemable Participating Shares Beginning of Period – End of Period 180,819,003.12

*The Fund launched on 16 March 2020.

The accompanying notes form an integral part of the Financial Statements.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) MSCI World ESG Leaders Blue UCITS ETF Page 27

Schedule of Investments

Statement of Investments in Securities Quantity / Valuation Description Nominal (in USD) % of net assets

Shares (and equity-type securities)

Argentina USD MERCADOLIBRE INC 356 385,362.88 0.21 Total Argentina 385,362.88 0.21

Australia AUD APA GROUP (stapled security) 9,582 70,945.39 0.04 AUD ASX LTD 1,453 84,377.28 0.05 AUD AURIZON HOLDINGS LTD 13,721 41,796.74 0.02 AUD AUSNET SERVICES 17,572 23,678.09 0.01 AUD AUSTRALIA & NEW ZEALAND BANKING GROUP LTD 22,980 283,629.14 0.16 AUD BLUESCOPE STEEL LTD 3,802 34,608.56 0.02 AUD BRAMBLES LTD 12,284 92,359.80 0.05 AUD COCA-COLA AMATIL LTD 4,538 30,899.81 0.02 AUD COCHLEAR LTD 493 69,964.83 0.04 AUD COLES GROUP LTD 10,668 129,986.91 0.07 AUD COMMONWEALTH BANK OF AUSTRALIA 14,179 646,455.57 0.36 AUD COMPUTERSHARE LTD 3,909 34,237.70 0.02 AUD DEXUS 8,675 55,276.30 0.03 AUD EVOLUTION MINING LTD 11,982 49,381.56 0.03 AUD FORTESCUE METALS GROUP LTD 13,536 158,141.42 0.09 AUD GOODMAN GROUP 13,300 171,017.98 0.09 AUD GPT GROUP 17,268 48,269.67 0.03 AUD INSURANCE AUSTRALIA GROUP LTD 18,799 59,016.92 0.03 AUD LENDLEASE CORP LTD (stapled security) 5,013 39,631.54 0.02 AUD MACQUARIE GROUP LTD 2,704 231,737.65 0.13 AUD MIRVAC GROUP 30,140 47,094.20 0.03 AUD NATIONAL AUSTRALIA BANK LTD 25,934 329,940.44 0.18 AUD NEWCREST MINING LTD 6,646 148,812.37 0.08 AUD NORTHERN STAR RESOURCES LTD 6,092 59,558.25 0.03 AUD ORICA LTD 3,545 39,205.76 0.02 AUD ORIGIN ENERGY LTD 15,106 46,557.07 0.03 AUD RAMSAY HEALTH CARE LTD 1,584 75,022.74 0.04 AUD SEEK LTD 2,500 38,149.02 0.02 AUD STOCKLAND 20,001 54,189.01 0.03 AUD SUNCORP GROUP LTD 10,441 63,236.31 0.03 AUD SYDNEY AIRPORT (stapled security) 9,934 41,724.34 0.02 AUD TELSTRA CORP LTD 31,240 62,247.73 0.03 AUD TRANSURBAN GROUP (stapled security) 21,871 221,188.90 0.12 AUD VICINITY CENTRES 28,772 28,355.70 0.02 AUD WOODSIDE PETROLEUM LTD 7,169 90,332.73 0.05 Total Australia 3,701,027.43 2.04

Austria EUR ANDRITZ AG 518 16,011.93 0.01 EUR ERSTE GROUP BANK AG 2,130 44,647.18 0.02 EUR OMV AG 1,105 30,321.21 0.02 EUR VOESTALPINE AG 736 19,419.08 0.01 Total Austria 110,399.40 0.06

Belgium EUR COLRUYT SA 475 30,836.00 0.02 EUR KBC GROUP NV 1,993 100,004.14 0.06 EUR SOLVAY SA 557 47,981.58 0.03 EUR TELENET GROUP HOLDING NV 260 10,104.02 0.01 EUR UCB SA 1,015 115,453.25 0.06 EUR UMICORE SA 1,481 61,739.49 0.03 Total Belgium 366,118.48 0.21

Bermuda USD ARCH CAPITAL GROUP LTD 3,278 95,881.50 0.05 Total Bermuda 95,881.50 0.05

Canada CAD AGNICO EAGLE MINES LTD 1,924 152,810.90 0.08 CAD ALGONQUIN POWER & UTILITIES CORP 4,796 69,440.12 0.04 CAD ALIMENTATION COUCHE-TARD INC -B- 6,860 238,142.02 0.13 CAD B2GOLD CORP 8,297 53,853.63 0.03 CAD BANK OF MONTREAL 5,103 297,374.15 0.16 CAD BANK OF NOVA SCOTIA 9,689 401,269.31 0.22 CAD BLACKBERRY LTD 3,285 15,026.28 0.01 CAD CAE INC 1,872 27,300.44 0.02 CAD CANADIAN APARTMENT PROPERTIES REAL ESTATE INVESTMENT TRUST 645 22,429.53 0.02 CAD CANADIAN IMPERIAL BANK OF COMMERCE 3,551 264,593.70 0.15 CAD CANADIAN NATIONAL RAILWAY CO 5,659 600,788.16 0.33 CAD CANADIAN TIRE CORP LTD -A- 432 43,376.26 0.02 CAD CANOPY GROWTH CORP 1,623 23,195.26 0.01 CAD CENOVUS ENERGY INC 8,333 32,377.52 0.02 CAD CGI INC -A- 1,787 120,912.64 0.07 CAD CRONOS GROUP INC 1,204 6,030.14 0.00 CAD DOLLARAMA INC 2,215 84,636.80 0.05 CAD EMPIRE CO LTD 1,410 40,798.43 0.02 CAD ENBRIDGE INC 16,053 467,498.93 0.26 CAD FIRST CAPITAL REAL ESTATE INVESTMENT TRUST 853 8,276.16 0.00 CAD FORTIS INC 3,746 152,672.46 0.08 CAD FRANCO-NEVADA CORP 1,515 211,039.53 0.12 CAD GILDAN ACTIVEWEAR INC -A- 1,660 32,609.69 0.02

The accompanying notes form an integral part of the Financial Statements. Any differences in the percentage of Net Assets are the result of roundings.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) MSCI World ESG Leaders Blue UCITS ETF Page 28

Schedule of Investments (continued)

Quantity / Valuation Description Nominal (in USD) % of net assets

Shares (and equity-type securities) (continued)

Canada (continued) CAD INTACT FINANCIAL CORP 1,157 123,499.95 0.06 CAD KEYERA CORP 1,781 26,800.00 0.01 CAD LOBLAW COS LTD 1,430 74,650.12 0.04 USD LULULEMON ATHLETICA INC 989 325,746.93 0.18 CAD LUNDIN MINING CORP 5,602 31,160.67 0.02 CAD MAGNA INTERNATIONAL INC 2,265 103,317.57 0.06 CAD MANULIFE FINANCIAL CORP 15,472 214,517.27 0.12 CAD METRO INC/CN 2,033 97,240.03 0.05 CAD NUTRIEN LTD 4,560 178,235.15 0.10 CAD OPEN TEXT CORP 2,217 93,410.26 0.05 CAD RITCHIE BROS AUCTIONEERS INC 867 51,257.34 0.03 CAD ROGERS COMMUNICATIONS INC -B- 2,827 111,788.99 0.06 CAD SHOPIFY INC -A- 857 873,642.77 0.48 CAD SUN LIFE FINANCIAL INC 4,664 189,458.09 0.10 CAD SUNCOR ENERGY INC 12,180 148,266.37 0.08 CAD TECK RESOURCES LTD -B- 3,864 53,631.71 0.03 CAD TELUS CORP 3,434 60,234.79 0.03 CAD TORONTO-DOMINION BANK 14,433 666,138.46 0.37 CAD WHEATON PRECIOUS METALS CORP 3,576 174,898.06 0.10 CAD WSP GLOBAL INC 880 57,605.99 0.03 Total Canada 7,021,952.58 3.86

Denmark DKK CHR HANSEN HOLDING 857 95,288.98 0.05 DKK COLOPLAST -B- 948 149,866.96 0.08 DKK DEMANT 757 23,791.34 0.01 DKK GENMAB 522 189,137.88 0.10 DKK GN STORE NORD 993 75,213.17 0.04 DKK H LUNDBECK 476 15,709.82 0.01 DKK NOVO NORDISK -B- 13,737 950,785.86 0.53 DKK NOVOZYMES -B- 1,660 104,577.84 0.06 DKK ORSTED 144A 1,519 209,480.93 0.12 DKK PANDORA 817 58,909.20 0.03 DKK TRYG 964 30,433.71 0.02 DKK VESTAS WIND SYSTEMS 1,581 256,536.57 0.14 Total Denmark 2,159,732.26 1.19

Finland EUR ELISA OYJ 1,135 66,920.55 0.04 EUR NESTE OYJ 3,379 178,188.42 0.10 EUR ORION OYJ -B- 815 36,957.30 0.02 EUR STORA ENSO OYJ -R- 4,641 72,790.35 0.04 EUR UPM-KYMMENE OYJ 4,258 129,771.80 0.07 EUR WARTSILA OYJ ABP 3,540 27,887.63 0.02 Total Finland 512,516.05 0.29

France EUR ACCOR SA 1,423 40,048.34 0.02 EUR AIR LIQUIDE SA 3,749 595,693.88 0.33 EUR AMUNDI SA 144A 471 33,249.55 0.02 EUR ATOS SE 786 63,413.16 0.04 EUR AXA SA 15,308 283,193.81 0.16 EUR BOUYGUES SA 1,612 55,991.03 0.03 EUR CARREFOUR SA 4,830 77,397.19 0.04 EUR CIE DE SAINT-GOBAIN 4,128 174,313.58 0.10 EUR CIE GENERALE DES ETABLISSEMENTS MICHELIN SCA 1,354 145,630.09 0.08 EUR CNP ASSURANCES 1,369 17,145.22 0.01 EUR COVIVIO 415 29,247.65 0.02 EUR CREDIT AGRICOLE SA 8,599 75,344.79 0.04 EUR DANONE SA 4,883 316,192.47 0.17 EUR DASSAULT SYSTEMES SE 1,056 197,821.36 0.11 EUR EIFFAGE SA 636 52,072.13 0.03 EUR ESSILORLUXOTTICA SA 2,249 306,321.21 0.17 EUR EURAZEO SE 226 12,243.87 0.01 EUR GECINA SA 350 46,255.18 0.03 EUR GETLINK SE 3,449 46,915.85 0.03 EUR JCDECAUX SA 679 11,760.31 0.01 EUR KERING SA 599 398,692.08 0.22 EUR KLEPIERRE SA 1,618 22,739.71 0.01 EUR L'OREAL SA 1,993 648,776.58 0.36 EUR NATIXIS SA 5,983 13,488.20 0.01 EUR ORANGE SA 15,939 166,049.68 0.09 EUR PUBLICIS GROUPE SA 1,627 52,619.92 0.03 EUR SCHNEIDER ELECTRIC SE 4,353 541,337.04 0.30 EUR SEB SA 172 28,015.55 0.02 EUR TELEPERFORMANCE 468 144,663.73 0.08 EUR TOTAL SE 19,529 668,699.90 0.37 EUR UBISOFT ENTERTAINMENT SA 731 66,056.38 0.04 EUR UNIBAIL-RODAMCO-WESTFIELD 1,002 37,012.35 0.02 EUR VALEO SA 1,720 52,945.15 0.03 EUR WENDEL SE 186 16,892.84 0.01 Total France 5,438,239.78 3.04

Germany EUR ADIDAS AG 1,508 488,243.14 0.27 EUR ALLIANZ SE 3,309 634,894.49 0.35

The accompanying notes form an integral part of the Financial Statements. Any differences in the percentage of Net Assets are the result of roundings.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

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Schedule of Investments (continued)

Quantity / Valuation Description Nominal (in USD) % of net assets

Shares (and equity-type securities) (continued)

Germany (continued) EUR BASF SE 7,247 441,736.15 0.24 EUR BAYERISCHE MOTOREN WERKE AG 2,637 191,690.31 0.11 EUR BAYERISCHE MOTOREN WERKE AG (pref.shares) 463 25,355.16 0.01 EUR BEIERSDORF AG 751 85,424.03 0.05 EUR COMMERZBANK AG 7,655 37,639.04 0.02 EUR DELIVERY HERO SE 144A 1,024 117,821.87 0.07 EUR DEUTSCHE BOERSE AG 1,494 262,440.47 0.15 EUR DEUTSCHE WOHNEN SE 2,737 137,015.39 0.08 EUR FRAPORT AG FRANKFURT AIRPORT SERVICES WORLDWIDE 281 11,131.00 0.01 EUR HEIDELBERGCEMENT AG 1,187 72,826.07 0.04 EUR HENKEL AG & CO KGAA 830 77,766.63 0.04 EUR HENKEL AG & CO KGAA (pref.shares) 1,425 149,256.06 0.08 EUR MERCK KGAA 1,031 150,581.22 0.08 EUR METRO AG 1,087 10,860.19 0.01 EUR MTU AERO ENGINES AG 424 70,602.91 0.04 EUR MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG IN MUENCHEN (reg. 1,102 279,903.58 0.15 shares) EUR SAP SE 8,245 1,283,589.94 0.71 EUR SARTORIUS AG (pref.shares) 267 109,709.38 0.06 EUR SIEMENS AG (reg. shares) 6,037 763,713.58 0.42 EUR SYMRISE AG -A- 1,028 142,247.13 0.08 EUR TELEFONICA DEUTSCHLAND HOLDING AG 7,044 18,081.47 0.01 Total Germany 5,562,529.21 3.08

GERMANY EUR SIEMENS ENERGY AG 2,847 76,786.29 0.04 Total GERMANY 76,786.29 0.04

Hong Kong HKD ASM PACIFIC TECHNOLOGY LTD 2,482 25,236.34 0.01 HKD BOC HONG KONG HOLDINGS LTD 27,923 73,500.54 0.04 HKD CLP HOLDINGS LTD 13,019 120,950.71 0.07 HKD HANG SENG BANK LTD 5,707 84,021.77 0.05 HKD HKT TRUST & HKT LTD (stapled security) 26,502 35,085.23 0.02 HKD HONG KONG & CHINA GAS CO LTD 83,611 119,752.53 0.07 HKD HONG KONG EXCHANGES & CLEARING LTD 9,605 448,398.58 0.25 HKD MTR CORP LTD 11,420 56,363.23 0.03 HKD PACIFIC CENTURY PREMIUM DEVELOPMENTS LTD 2,800 733.42 0.00 HKD PCCW LTD 25,927 15,455.84 0.01 HKD SWIRE PACIFIC LTD -A- 4,460 21,408.00 0.01 HKD SWIRE PROPERTIES LTD 9,082 23,906.17 0.01 Total Hong Kong 1,024,812.36 0.57

Ireland USD ACCENTURE PLC -A- 5,078 1,147,577.22 0.63 USD ALLEGION PLC 691 68,346.81 0.04 USD APTIV PLC 2,133 195,553.44 0.11 EUR CRH PLC 5,649 204,492.13 0.11 GBP CRH PLC 531 19,193.89 0.01 GBP DCC PLC 787 61,127.41 0.03 USD JAZZ PHARMACEUTICALS PLC 410 58,461.90 0.03 EUR KERRY GROUP PLC -A- 902 115,821.47 0.06 EUR KERRY GROUP PLC -A- 359 46,097.46 0.03 EUR KINGSPAN GROUP PLC 1,228 111,745.10 0.06 USD PERRIGO CO PLC 1,021 46,874.11 0.03 USD TRANE TECHNOLOGIES PLC 1,901 230,496.25 0.13 Total Ireland 2,305,787.19 1.27

Israel ILS BANK HAPOALIM BM 8,111 43,397.16 0.02 ILS BANK LEUMI LE-ISRAEL BM 10,915 48,123.91 0.03 ILS MIZRAHI TEFAHOT BANK LTD 939 16,675.40 0.01 Total Israel 108,196.47 0.06

Italy EUR ASSICURAZIONI GENERALI SPA 8,836 124,597.46 0.07 EUR ENEL SPA 63,858 555,482.70 0.31 EUR INTESA SANPAOLO SPA 130,447 245,208.78 0.14 EUR PIRELLI & C SPA 144A 2,399 10,301.89 0.01 Total Italy 935,590.83 0.53

Japan JPY AEON CO LTD 5,105 136,707.38 0.08 JPY AJINOMOTO CO INC 3,606 73,773.85 0.04 JPY ANA HOLDINGS INC 806 18,559.46 0.01 JPY ASAHI KASEI CORP 9,468 82,065.57 0.05 JPY ASTELLAS PHARMA INC 14,647 217,491.23 0.12 JPY BENESSE HOLDINGS INC 466 11,944.76 0.01 JPY BRIDGESTONE CORP 4,428 139,180.10 0.08 JPY CASIO COMPUTER CO LTD 1,380 22,152.18 0.01 JPY CENTRAL JAPAN RAILWAY CO 1,183 169,160.14 0.09 JPY CHUGAI PHARMACEUTICAL CO LTD 5,321 237,738.23 0.13 JPY CYBERAGENT INC 794 48,679.81 0.03 JPY DAI NIPPON PRINTING CO LTD 1,925 38,780.92 0.02 JPY DAICEL CORP 1,530 10,975.17 0.01 JPY DAIFUKU CO LTD 794 79,603.15 0.04

The accompanying notes form an integral part of the Financial Statements. Any differences in the percentage of Net Assets are the result of roundings.

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Schedule of Investments (continued)

Quantity / Valuation Description Nominal (in USD) % of net assets

Shares (and equity-type securities) (continued)

Japan (continued) JPY DAI-ICHI LIFE HOLDINGS INC 8,500 118,966.17 0.07 JPY DAIICHI SANKYO CO LTD 13,500 413,072.11 0.23 JPY DAIKIN INDUSTRIES LTD 2,030 371,259.36 0.21 JPY DAIWA HOUSE INDUSTRY CO LTD 4,424 113,083.86 0.06 JPY DENSO CORP 3,501 152,507.32 0.08 JPY EAST JAPAN RAILWAY CO 2,383 146,326.54 0.08 JPY EISAI CO LTD 2,033 184,632.54 0.10 JPY ENEOS HOLDINGS INC 22,400 79,598.22 0.04 JPY FAST RETAILING CO LTD 444 277,095.04 0.15 JPY FUJITSU LTD 1,582 214,970.91 0.12 JPY HANKYU HANSHIN HOLDINGS INC 1,800 57,651.85 0.03 JPY HINO MOTORS LTD 2,066 13,293.04 0.01 JPY HIROSE ELECTRIC CO LTD 230 29,488.30 0.02 JPY HITACHI CONSTRUCTION MACHINERY CO LTD 899 32,371.84 0.02 JPY HITACHI METALS LTD 1,898 29,046.43 0.02 JPY HONDA MOTOR CO LTD 13,008 304,892.33 0.17 JPY HULIC CO LTD 2,380 22,191.98 0.01 JPY INPEX CORP 7,447 39,764.85 0.02 JPY ISUZU MOTORS LTD 4,300 37,381.03 0.02 JPY JAPAN RETAIL FUND INVESTMENT CORP 19 29,239.08 0.02 JPY JFE HOLDINGS INC 3,755 26,046.24 0.01 JPY KAJIMA CORP 3,316 39,655.00 0.02 JPY KANSAI PAINT CO LTD 1,664 41,123.02 0.02 JPY KAO CORP 3,852 287,887.08 0.16 JPY KAWASAKI HEAVY INDUSTRIES LTD 1,031 13,843.71 0.01 JPY KDDI CORP 12,734 320,491.84 0.18 JPY KEIO CORP 795 48,967.12 0.03 JPY KEYENCE CORP 1,468 681,347.86 0.38 JPY KIKKOMAN CORP 1,134 62,540.32 0.03 JPY KOBAYASHI PHARMACEUTICAL CO LTD 346 33,344.26 0.02 JPY KOBE BUSSAN CO LTD 400 21,908.46 0.01 JPY KOMATSU LTD 6,854 150,030.70 0.08 JPY KONAMI HOLDINGS CORP 686 29,512.37 0.02 JPY KUBOTA CORP 8,169 145,335.90 0.08 JPY KURARAY CO LTD 1,995 19,244.86 0.01 JPY KURITA WATER INDUSTRIES LTD 791 25,934.43 0.01 JPY KYUSHU RAILWAY CO 1,148 24,443.82 0.01 JPY LAWSON INC 346 16,459.02 0.01 JPY MARUBENI CORP 13,000 73,235.10 0.04 JPY MARUI GROUP CO LTD 1,276 24,315.70 0.01 JPY MAZDA MOTOR CORP 4,300 24,896.24 0.01 JPY MERCARI INC 800 36,766.80 0.02 JPY MITSUBISHI CHEMICAL HOLDINGS CORP 9,484 54,434.37 0.03 JPY MITSUBISHI ESTATE CO LTD 9,394 141,270.52 0.08 JPY MITSUBISHI MATERIALS CORP 703 13,789.54 0.01 JPY MITSUBISHI UFJ LEASE & FINANCE CO LTD 2,373 10,905.95 0.01 JPY MITSUI CHEMICALS INC 1,370 32,922.58 0.02 JPY MITSUI FUDOSAN CO LTD 7,425 128,510.97 0.07 JPY MIURA CO LTD 700 34,094.57 0.02 JPY MIZUHO FINANCIAL GROUP INC 18,721 232,482.43 0.13 JPY MS&AD INSURANCE GROUP HOLDINGS INC 3,300 88,308.54 0.05 JPY MURATA MANUFACTURING CO LTD 4,531 290,803.21 0.16 JPY NABTESCO CORP 904 32,680.38 0.02 JPY NAGOYA RAILROAD CO LTD 1,373 37,496.31 0.02 JPY NEC CORP 2,029 118,052.31 0.07 JPY NGK INSULATORS LTD 2,342 33,178.15 0.02 JPY NGK SPARK PLUG CO LTD 1,145 19,855.49 0.01 JPY NIKON CORP 1,997 13,397.86 0.01 JPY NINTENDO CO LTD 904 511,064.53 0.28 JPY NIPPON BUILDING FUND INC 10 56,476.83 0.03 JPY NIPPON EXPRESS CO LTD 473 27,520.33 0.02 JPY NIPPON PAINT HOLDINGS CO LTD 1,200 122,922.39 0.07 JPY NIPPON PROLOGIS REIT INC 16 53,899.37 0.03 JPY NIPPON SHINYAKU CO LTD 400 32,748.98 0.02 JPY NIPPON YUSEN KK 942 16,219.22 0.01 JPY NISSIN FOODS HOLDINGS CO LTD 559 52,441.01 0.03 JPY NITORI HOLDINGS CO LTD 674 139,551.79 0.08 JPY NITTO DENKO CORP 1,247 80,825.17 0.04 JPY NOMURA REAL ESTATE HOLDINGS INC 916 17,307.91 0.01 JPY NOMURA REAL ESTATE MASTER FUND INC 32 40,026.53 0.02 JPY NOMURA RESEARCH INSTITUTE LTD 2,414 70,798.16 0.04 JPY NSK LTD 2,831 21,488.02 0.01 JPY NTT DOCOMO INC 8,834 325,216.43 0.18 JPY OBAYASHI CORP 4,901 44,351.89 0.02 JPY ODAKYU ELECTRIC RAILWAY CO LTD 2,273 56,948.85 0.03 JPY OMRON CORP 1,478 114,564.96 0.06 JPY ONO PHARMACEUTICAL CO LTD 2,752 86,161.36 0.05 JPY ORIENTAL LAND CO LTD/JAPAN 1,585 221,386.34 0.12 JPY ORIX CORP 10,825 133,863.59 0.07 JPY OSAKA GAS CO LTD 2,847 55,305.13 0.03 JPY OTSUKA CORP 697 35,533.59 0.02 JPY PANASONIC CORP 17,542 147,743.11 0.08 JPY PARK24 CO LTD 807 12,977.15 0.01 JPY RAKUTEN INC 6,396 68,608.66 0.04 JPY RECRUIT HOLDINGS CO LTD 10,098 398,063.87 0.22 JPY RESONA HOLDINGS INC 15,735 53,319.78 0.03

The accompanying notes form an integral part of the Financial Statements. Any differences in the percentage of Net Assets are the result of roundings.

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Schedule of Investments (continued)

Quantity / Valuation Description Nominal (in USD) % of net assets

Shares (and equity-type securities) (continued)

Japan (continued) JPY ROHM CO LTD 700 53,728.80 0.03 JPY SANTEN PHARMACEUTICAL CO LTD 2,833 57,690.87 0.03 JPY SCSK CORP 500 27,812.00 0.02 JPY SECOM CO LTD 1,694 154,198.46 0.09 JPY SEGA SAMMY HOLDINGS INC 1,660 20,103.10 0.01 JPY SEKISUI CHEMICAL CO LTD 2,636 41,889.24 0.02 JPY SEKISUI HOUSE LTD 4,875 85,807.95 0.05 JPY SEVEN & I HOLDINGS CO LTD 5,897 181,609.49 0.10 JPY SG HOLDINGS CO LTD 1,300 67,137.31 0.04 JPY SHARP CORP/JAPAN 1,697 20,872.79 0.01 JPY SHIMADZU CORP 1,705 51,539.37 0.03 JPY SHIMIZU CORP 4,347 32,500.55 0.02 JPY SHIN-ETSU CHEMICAL CO LTD 2,836 367,768.98 0.20 JPY SHIONOGI & CO LTD 2,100 112,014.59 0.06 JPY SHISEIDO CO LTD 3,170 181,284.47 0.10 JPY SHOWA DENKO KK 1,025 18,668.15 0.01 JPY SOHGO SECURITY SERVICES CO LTD 566 26,817.02 0.01 JPY SOMPO HOLDINGS INC 2,711 93,226.75 0.05 JPY SONY CORP 10,076 766,895.03 0.42 JPY STANLEY ELECTRIC CO LTD 1,021 29,170.05 0.02 JPY SUMITOMO CHEMICAL CO LTD 9,878 32,480.49 0.02 JPY SUMITOMO METAL MINING CO LTD 1,915 58,885.39 0.03 JPY SUMITOMO MITSUI TRUST HOLDINGS INC 2,607 68,985.58 0.04 JPY SUMITOMO RUBBER INDUSTRIES LTD 1,158 10,676.91 0.01 JPY SUNTORY BEVERAGE & FOOD LTD 1,029 38,515.59 0.02 JPY SYSMEX CORP 1,355 128,784.71 0.07 JPY T&D HOLDINGS INC 4,215 41,219.37 0.02 JPY TAISEI CORP 1,387 46,658.30 0.03 JPY TAKEDA PHARMACEUTICAL CO LTD 12,575 446,136.64 0.25 JPY TDK CORP 1,000 108,120.91 0.06 JPY TEIJIN LTD 1,065 16,439.73 0.01 JPY TOBU RAILWAY CO LTD 1,477 45,417.09 0.03 JPY TOKYO CENTURY CORP 400 21,643.13 0.01 JPY TOKYO ELECTRON LTD 1,195 309,479.29 0.17 JPY TOKYO GAS CO LTD 2,955 67,371.65 0.04 JPY TOKYU CORP 3,862 49,880.66 0.03 JPY TOPPAN PRINTING CO LTD 2,000 28,010.99 0.02 JPY TORAY INDUSTRIES INC 10,183 46,249.52 0.03 JPY TOTO LTD 1,131 51,711.12 0.03 JPY TOYO SUISAN KAISHA LTD 782 41,200.80 0.02 JPY TOYODA GOSEI CO LTD 460 10,483.27 0.01 JPY TOYOTA TSUSHO CORP 1,700 47,393.16 0.03 JPY UNICHARM CORP 3,173 141,677.02 0.08 JPY USS CO LTD 2,103 37,444.68 0.02 JPY WEST JAPAN RAILWAY CO 1,251 61,536.44 0.03 JPY YAKULT HONSHA CO LTD 911 50,500.81 0.03 JPY YAMADA DENKI CO LTD 5,581 27,711.97 0.02 JPY YAMAHA CORP 1,133 53,896.14 0.03 JPY YAMAHA MOTOR CO LTD 2,059 29,695.80 0.02 JPY YASKAWA ELECTRIC CORP 1,822 70,701.13 0.04 JPY YOKOGAWA ELECTRIC CORP 1,811 28,573.06 0.02 JPY ZOZO INC 900 24,971.10 0.01 Total Japan 15,013,680.15 8.35

Jordan GBP HIKMA PHARMACEUTICALS PLC 1,434 48,089.52 0.03 Total Jordan 48,089.52 0.03

Luxembourg EUR SES SA -A- 3,357 23,839.96 0.01 EUR TENARIS SA 3,246 16,219.17 0.01 Total Luxembourg 40,059.13 0.02

Netherlands EUR AEGON NV 13,437 34,980.31 0.02 EUR AKZO NOBEL NV 1,483 150,287.83 0.08 EUR ASML HOLDING NV 3,362 1,240,688.77 0.69 EUR ING GROEP NV 31,016 220,298.61 0.12 EUR KONINKLIJKE AHOLD DELHAIZE NV 8,614 255,055.48 0.14 EUR KONINKLIJKE DSM NV 1,377 227,032.31 0.13 EUR KONINKLIJKE KPN NV 26,837 63,161.11 0.03 EUR KONINKLIJKE PHILIPS NV 7,217 340,213.20 0.19 EUR KONINKLIJKE VOPAK NV 594 33,476.39 0.02 EUR NN GROUP NV 2,161 81,217.80 0.04 EUR PROSUS NV 3,834 353,830.48 0.20 EUR WOLTERS KLUWER NV 2,123 181,337.80 0.10 Total Netherlands 3,181,580.09 1.76

New Zealand NZD AUCKLAND INTERNATIONAL AIRPORT LTD 10,628 51,177.91 0.03 NZD FISHER & PAYKEL HEALTHCARE CORP LTD 4,634 101,908.46 0.06 NZD MERCURY NZ LTD 6,135 20,681.70 0.01 NZD MERIDIAN ENERGY LTD 11,371 37,205.34 0.02 NZD RYMAN HEALTHCARE LTD 3,923 36,510.89 0.02 Total New Zealand 247,484.30 0.14

The accompanying notes form an integral part of the Financial Statements. Any differences in the percentage of Net Assets are the result of roundings.

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Schedule of Investments (continued)

Quantity / Valuation Description Nominal (in USD) % of net assets

Shares (and equity-type securities) (continued)

Norway NOK EQUINOR ASA 8,098 114,936.45 0.06 NOK MOWI ASA 3,494 61,932.74 0.03 NOK NORSK HYDRO ASA 10,729 29,515.47 0.02 NOK ORKLA ASA 5,992 60,441.29 0.03 NOK SCHIBSTED ASA -B- 737 29,380.44 0.02 NOK TELENOR ASA 5,762 96,345.35 0.05 Total Norway 392,551.74 0.21

Portugal EUR EDP - ENERGIAS DE PORTUGAL SA 22,156 108,991.27 0.06 EUR GALP ENERGIA SGPS SA 3,614 33,530.72 0.02 EUR JERONIMO MARTINS SGPS SA 2,008 32,270.91 0.02 Total Portugal 174,792.90 0.10

Singapore SGD ASCENDAS REAL ESTATE INVESTMENT TRUST 23,770 56,416.97 0.03 SGD CAPITALAND COMMERCIAL TRUST 9,128 10,966.17 0.01 SGD CAPITALAND LTD 21,872 43,420.35 0.02 SGD CAPITALAND MALL TRUST 12,488 17,655.73 0.01 SGD CITY DEVELOPMENTS LTD 3,521 19,628.46 0.01 SGD DBS GROUP HOLDINGS LTD 13,760 200,689.77 0.11 SGD JARDINE CYCLE & CARRIAGE LTD 891 11,742.06 0.01 SGD KEPPEL CORP LTD 11,845 38,612.74 0.02 SGD SINGAPORE AIRLINES LTD 9,999 25,416.84 0.01 SGD SINGAPORE EXCHANGE LTD 6,143 41,175.34 0.02 SGD SINGAPORE TELECOMMUNICATIONS LTD 62,751 97,452.29 0.05 SGD UNITED OVERSEAS BANK LTD 9,000 125,463.34 0.07 SGD UOL GROUP LTD 3,629 17,678.45 0.01 Total Singapore 706,318.51 0.38

Spain EUR BANCO BILBAO VIZCAYA ARGENTARIA SA 53,194 147,960.48 0.08 EUR BANKINTER SA 5,617 24,219.57 0.01 EUR CAIXABANK SA 28,630 60,867.79 0.03 EUR IBERDROLA SA 47,010 579,377.16 0.32 EUR INDUSTRIA DE DISENO TEXTIL SA 8,664 241,804.18 0.13 EUR NATURGY ENERGY GROUP SA 2,231 44,789.04 0.02 EUR RED ELECTRICA CORP. SA 3,426 64,340.24 0.04 EUR REPSOL SA 11,897 79,827.71 0.04 EUR TELEFONICA SA 38,832 133,740.24 0.07 Total Spain 1,376,926.41 0.74

Sweden SEK ASSA ABLOY AB -B- 7,996 187,704.98 0.10 SEK ATLAS COPCO AB -A- 5,365 257,040.45 0.14 SEK ATLAS COPCO AB -B- 3,118 130,712.13 0.07 SEK BOLIDEN AB 2,058 61,326.10 0.03 SEK ELECTROLUX AB 1,844 43,143.42 0.02 SEK ESSITY AB -B- 4,840 163,748.83 0.09 SEK HENNES & MAURITZ AB -B- 6,518 112,699.50 0.06 SEK HUSQVARNA AB -B- 3,075 33,917.77 0.02 SEK ICA GRUPPEN AB 838 42,630.32 0.02 SEK INVESTMENT AB LATOUR -B- 1,027 24,189.01 0.01 SEK KINNEVIK AB -B- 1,857 75,659.78 0.04 SEK SANDVIK AB 9,093 178,710.47 0.10 SEK SKANDINAVISKA ENSKILDA BANKEN AB -A- 12,984 115,535.84 0.06 SEK SKANSKA AB -B- 2,424 51,405.05 0.03 SEK SKF AB -B- 2,817 58,448.82 0.03 SEK SVENSKA CELLULOSA AB SCA -B- 4,913 67,546.89 0.04 SEK SVENSKA HANDELSBANKEN AB -A- 12,412 104,454.95 0.06 SEK TELE2 AB -B- 3,984 56,443.71 0.03 SEK TELIA CO AB 19,575 80,596.51 0.04 Total Sweden 1,845,914.53 0.99

Switzerland CHF ABB LTD (reg. shares) 14,686 374,842.67 0.21 CHF ADECCO GROUP AG (reg. shares) 1,178 62,416.37 0.03 CHF ALCON INC 3,923 223,317.44 0.12 CHF CHOCOLADEFABRIKEN LINDT & SPRUENGLI AG 8 67,700.68 0.04 CHF CHOCOLADEFABRIKEN LINDT & SPRUENGLI AG (reg. shares) 1 89,251.70 0.05 USD CHUBB LTD 3,599 417,915.88 0.23 CHF CIE FINANCIERE RICHEMONT SA 4,164 279,639.51 0.15 CHF CLARIANT AG (reg. shares) 1,477 29,194.36 0.02 GBP COCA-COLA HBC AG 1,497 37,003.35 0.02 USD GARMIN LTD 1,140 108,140.40 0.06 CHF GIVAUDAN SA (reg. shares) 73 315,439.46 0.17 CHF KUEHNE + NAGEL INTERNATIONAL AG (reg. shares) 412 80,404.46 0.04 CHF LONZA GROUP AG (reg. shares) 590 365,141.77 0.20 CHF ROCHE HOLDING AG 5,605 1,922,629.39 1.06 CHF SGS SA (reg. shares) 48 128,992.65 0.07 CHF SIKA AG (reg. shares) 1,133 279,072.54 0.15 CHF SONOVA HOLDING AG 444 112,890.78 0.06 CHF STRAUMANN HOLDING AG (reg. shares) 84 85,028.57 0.05 CHF SWISS RE AG 2,379 176,803.40 0.10 CHF SWISSCOM AG (reg. shares) 205 109,020.95 0.06

The accompanying notes form an integral part of the Financial Statements. Any differences in the percentage of Net Assets are the result of roundings.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

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Schedule of Investments (continued)

Quantity / Valuation Description Nominal (in USD) % of net assets

Shares (and equity-type securities) (continued)

Switzerland (continued) CHF ZURICH INSURANCE GROUP AG 1,200 418,873.47 0.23 Total Switzerland 5,683,719.80 3.12

United Kingdom GBP 3I GROUP PLC 7,726 99,542.13 0.06 USD AMCOR PLC 12,532 138,478.60 0.08 GBP ASSOCIATED BRITISH FOODS PLC 2,663 64,292.92 0.04 GBP AVIVA PLC 31,180 115,164.25 0.06 GBP BARRATT DEVELOPMENTS PLC 7,620 46,871.70 0.03 GBP BERKELEY GROUP HOLDINGS PLC 982 53,675.71 0.03 GBP BRITISH LAND CO PLC 6,462 28,186.65 0.02 GBP BT GROUP PLC -A- 67,846 86,290.38 0.05 GBP BURBERRY GROUP PLC 2,995 60,169.88 0.03 EUR CNH INDUSTRIAL NV 7,496 58,437.15 0.03 USD COCA-COLA EUROPEAN PARTNERS PLC 1,601 62,134.81 0.03 GBP COMPASS GROUP PLC 14,209 214,738.22 0.12 GBP CRODA INTERNATIONAL PLC 1,026 82,900.80 0.05 GBP FERGUSON PLC 1,801 181,889.35 0.10 GBP GLAXOSMITHKLINE PLC 39,832 747,704.62 0.41 USD IHS MARKIT LTD 3,020 237,100.20 0.13 GBP INFORMA PLC 11,925 58,043.65 0.03 GBP INTERCONTINENTAL HOTELS GROUP PLC 1,296 68,593.69 0.04 GBP J SAINSBURY PLC 11,938 29,470.16 0.02 GBP JD SPORTS FASHION PLC 3,216 33,651.97 0.02 GBP JOHNSON MATTHEY PLC 1,439 43,848.19 0.02 GBP KINGFISHER PLC 16,793 64,413.54 0.04 GBP LAND SECURITIES GROUP PLC 5,065 34,213.47 0.02 GBP LEGAL & GENERAL GROUP PLC 47,360 115,321.07 0.06 USD LIBERTY GLOBAL PLC -A- 1,258 26,430.58 0.01 USD LIBERTY GLOBAL PLC -C- 3,119 64,048.67 0.04 USD LINDE PLC 4,143 986,572.59 0.55 GBP LONDON STOCK EXCHANGE GROUP PLC 2,513 288,364.05 0.16 GBP MONDI PLC 3,855 81,708.49 0.05 GBP NATIONAL GRID PLC 27,971 321,759.76 0.18 GBP NEXT PLC 1,056 81,229.21 0.04 GBP PEARSON PLC 5,418 38,468.12 0.02 USD PENTAIR PLC 1,349 61,743.73 0.03 GBP PRUDENTIAL PLC 20,711 296,936.75 0.16 GBP RECKITT BENCKISER GROUP PLC 5,643 551,522.43 0.31 GBP RELX PLC 15,417 344,010.74 0.19 GBP RENTOKIL INITIAL PLC 14,961 103,593.51 0.06 GBP RSA INSURANCE GROUP PLC 8,213 47,960.45 0.03 GBP SAGE GROUP PLC 8,370 77,995.86 0.04 GBP SCHRODERS PLC 915 31,879.48 0.02 GBP SEGRO PLC 9,606 115,791.36 0.06 GBP SMITH & NEPHEW PLC 6,944 136,139.28 0.08 GBP SPIRAX-SARCO ENGINEERING PLC 592 84,684.60 0.05 GBP SSE PLC 8,251 128,856.06 0.07 GBP STANDARD CHARTERED PLC 21,301 98,062.58 0.05 GBP STANDARD LIFE ABERDEEN PLC 16,201 47,334.91 0.03 GBP TAYLOR WIMPEY PLC 28,122 39,428.21 0.02 GBP TESCO PLC 77,751 213,597.55 0.12 EUR UNILEVER NV 11,470 692,690.21 0.38 GBP UNILEVER PLC 9,280 572,985.49 0.32 GBP WHITBREAD PLC 1,383 37,993.78 0.02 USD WILLIS TOWERS WATSON PLC 1,025 214,040.50 0.12 GBP WM MORRISON SUPERMARKETS PLC 17,038 37,478.48 0.02 GBP WPP PLC 9,729 76,472.12 0.04 Total United Kingdom 8,624,912.66 4.79

United States USD 3M CO 4,579 733,464.22 0.41 USD ABBVIE INC 14,058 1,231,340.22 0.68 USD ABIOMED INC 360 99,741.60 0.06 USD ACTIVISION BLIZZARD INC 6,125 495,818.75 0.27 USD ADOBE INC 3,831 1,878,837.33 1.04 USD ADVANCE AUTO PARTS INC 531 81,508.50 0.05 USD AES CORP 5,120 92,723.20 0.05 USD AGILENT TECHNOLOGIES INC 2,435 245,788.90 0.14 USD ALEXANDRIA REAL ESTATE EQUITIES INC 1,016 162,560.00 0.09 USD ALIGN TECHNOLOGY INC 596 195,106.56 0.11 USD ALLIANT ENERGY CORP 1,999 103,248.35 0.06 USD ALLSTATE CORP 2,498 235,161.72 0.13 USD ALLY FINANCIAL INC 3,000 75,210.00 0.04 USD ALPHABET INC -A- 2,388 3,499,852.80 1.93 USD ALPHABET INC -C- 2,408 3,538,796.80 1.95 USD AMERCO 71 25,274.58 0.01 USD AMERICAN EXPRESS CO 5,447 546,061.75 0.30 USD AMERICAN FINANCIAL GROUP INC/OH 539 36,102.22 0.02 USD AMERICAN INTERNATIONAL GROUP INC 6,855 188,718.15 0.10 USD AMERICAN TOWER CORP 3,535 854,515.55 0.47 USD AMERICAN WATER WORKS CO INC 1,430 207,178.40 0.11 USD AMERIPRISE FINANCIAL INC 980 151,027.80 0.08 USD AMERISOURCEBERGEN CORP -A- 1,209 117,176.28 0.06 USD AMGEN INC 4,674 1,187,943.84 0.66 USD AON PLC -A- 1,842 380,004.60 0.21 USD APPLIED MATERIALS INC 7,311 434,638.95 0.24

The accompanying notes form an integral part of the Financial Statements. Any differences in the percentage of Net Assets are the result of roundings.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) MSCI World ESG Leaders Blue UCITS ETF Page 34

Schedule of Investments (continued)

Quantity / Valuation Description Nominal (in USD) % of net assets

Shares (and equity-type securities) (continued)

United States (continued) USD ARAMARK 1,708 45,176.60 0.02 USD ARTHUR J GALLAGHER & CO 1,516 160,059.28 0.09 USD ASSURANT INC 486 58,956.66 0.03 USD AUTODESK INC 1,741 402,188.41 0.22 USD AXALTA COATING SYSTEMS LTD 1,524 33,787.08 0.02 USD BAKER HUGHES CO -A- 4,905 65,187.45 0.04 USD BALL CORP 2,611 217,026.32 0.12 USD BANK OF NEW YORK MELLON CORP 6,319 216,994.46 0.12 USD BECTON DICKINSON & CO 2,310 537,490.80 0.30 USD BEST BUY CO INC 1,837 204,439.73 0.11 USD BIOGEN INC 1,297 367,932.96 0.20 USD BIOMARIN PHARMACEUTICAL INC 1,438 109,403.04 0.06 USD BLACKROCK INC -A- 1,216 685,276.80 0.38 USD BOOKING HOLDINGS INC 326 557,681.68 0.31 USD BORGWARNER INC 1,650 63,921.00 0.04 USD BOSTON PROPERTIES INC 1,175 94,352.50 0.05 USD BRISTOL-MYERS SQUIBB CO 18,029 1,086,968.41 0.60 USD BUNGE LTD 1,075 49,127.50 0.03 USD BURLINGTON STORES INC 495 102,014.55 0.06 USD CABLE ONE INC 36 67,875.48 0.04 USD CADENCE DESIGN SYSTEMS INC 2,200 234,586.00 0.13 USD CAMPBELL SOUP CO 1,356 65,589.72 0.04 USD CARDINAL HEALTH INC 2,353 110,473.35 0.06 USD CARLYLE GROUP INC 1,050 25,903.50 0.01 USD CARMAX INC 1,306 120,034.46 0.07 USD CATERPILLAR INC 4,309 642,687.35 0.36 USD CBOE GLOBAL MARKETS INC 879 77,123.46 0.04 USD CBRE GROUP INC -A- 2,708 127,194.76 0.07 USD CENTENE CORP 4,640 270,651.20 0.15 USD CENTURYLINK INC 6,984 70,468.56 0.04 USD CERNER CORP 2,422 175,086.38 0.10 USD CH ROBINSON WORLDWIDE INC 1,061 108,423.59 0.06 USD CHARLES SCHWAB CORP 9,213 333,786.99 0.18 USD CHENIERE ENERGY INC 1,724 79,769.48 0.04 USD CIGNA CORP 2,937 497,557.17 0.28 USD CISCO SYSTEMS INC 33,547 1,321,416.33 0.73 USD CITIZENS FINANCIAL GROUP INC 3,478 87,923.84 0.05 USD CITRIX SYSTEMS INC 930 128,070.30 0.07 USD CLOROX CO 1,003 210,800.51 0.12 USD CME GROUP INC -A- 2,857 478,004.67 0.26 USD CMS ENERGY CORP 2,253 138,356.73 0.08 USD COCA-COLA CO 32,480 1,603,537.60 0.89 USD COGNEX CORP 1,359 88,470.90 0.05 USD COLGATE-PALMOLIVE CO 6,476 499,623.40 0.28 USD COMERICA INC 1,107 42,342.75 0.02 USD CONOCOPHILLIPS 8,571 281,471.64 0.16 USD CONSOLIDATED EDISON INC 2,652 206,325.60 0.11 USD COPART INC 1,683 176,984.28 0.10 USD CSX CORP 6,061 470,757.87 0.26 USD CUMMINS INC 1,168 246,634.88 0.14 USD DARDEN RESTAURANTS INC 1,035 104,265.90 0.06 USD DAVITA INC 658 56,357.70 0.03 USD DEERE & CO 2,363 523,711.69 0.29 USD DELTA AIR LINES INC 1,194 36,512.52 0.02 USD DENTSPLY SIRONA INC 1,656 72,416.88 0.04 USD DEXCOM INC 735 302,989.05 0.17 USD DISCOVER FINANCIAL SERVICES 2,438 140,867.64 0.08 USD DISCOVERY INC -A- 1,245 27,103.65 0.01 USD DISCOVERY INC -C- 2,548 49,940.80 0.03 USD DOMINION ENERGY INC 6,680 527,252.40 0.29 USD DOMINO'S PIZZA INC 309 131,411.52 0.07 USD DOVER CORP 1,165 126,216.10 0.07 USD DTE ENERGY CO 1,540 177,161.60 0.10 USD DUPONT DE NEMOURS INC 5,864 325,334.72 0.18 USD E*TRADE FINANCIAL CORP 1,768 88,488.40 0.05 USD EAST WEST BANCORP INC 1,190 38,960.60 0.02 USD EATON CORP. PLC 3,133 319,659.99 0.18 USD EBAY INC 5,594 291,447.40 0.16 USD ECOLAB INC 2,032 406,074.88 0.22 USD EDISON INTERNATIONAL 3,024 153,740.16 0.09 USD EDWARDS LIFESCIENCES CORP 4,926 393,193.32 0.22 USD ELECTRONIC ARTS INC 2,290 298,638.90 0.17 USD EOG RESOURCES INC 4,633 166,510.02 0.09 USD EQUINIX INC 705 535,891.65 0.30 USD EQUITABLE HOLDINGS INC 3,034 55,340.16 0.03 USD EQUITY RESIDENTIAL 2,962 152,039.46 0.08 USD ERIE INDEMNITY CO -A- 189 39,742.92 0.02 USD ESTEE LAUDER COS INC -A- 1,790 390,667.50 0.22 USD EVERSOURCE ENERGY 2,668 222,911.40 0.12 USD EXPEDIA GROUP INC 1,086 99,575.34 0.06 USD EXPEDITORS INTERNATIONAL OF WASHINGTON INC 1,261 114,145.72 0.06 USD FACTSET RESEARCH SYSTEMS INC 285 95,440.80 0.05 USD FASTENAL CO 4,541 204,753.69 0.11 USD FIFTH THIRD BANCORP 5,748 122,547.36 0.07 USD FIRST REPUBLIC BANK/CA 1,356 147,885.36 0.08 USD FORTUNE BRANDS HOME & SECURITY INC 1,119 96,815.88 0.05

The accompanying notes form an integral part of the Financial Statements. Any differences in the percentage of Net Assets are the result of roundings.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

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Schedule of Investments (continued)

Quantity / Valuation Description Nominal (in USD) % of net assets

Shares (and equity-type securities) (continued)

United States (continued) USD FRANKLIN RESOURCES INC 2,167 44,098.45 0.02 USD GENERAL MILLS INC 4,833 298,099.44 0.16 USD GENUINE PARTS CO 1,080 102,783.60 0.06 USD GILEAD SCIENCES INC 9,953 628,930.07 0.35 USD HARTFORD FINANCIAL SERVICES GROUP INC 2,857 105,309.02 0.06 USD HASBRO INC 1,040 86,028.80 0.05 USD HCA HEALTHCARE INC 2,150 268,062.00 0.15 USD HEALTHPEAK PROPERTIES INC 4,284 116,310.60 0.06 USD HENRY SCHEIN INC 1,136 66,774.08 0.04 USD HESS CORP 2,070 84,725.10 0.05 USD HEWLETT PACKARD ENTERPRISE CO 10,405 97,494.85 0.05 USD HILTON WORLDWIDE HOLDINGS INC 2,182 186,168.24 0.10 USD HOLOGIC INC 2,069 137,526.43 0.08 USD HOME DEPOT INC 8,558 2,376,642.18 1.31 USD HORMEL FOODS CORP 2,351 114,940.39 0.06 USD HOST HOTELS & RESORTS INC 5,190 56,000.10 0.03 USD HOWMET AEROSPACE INC 3,200 53,504.00 0.03 USD HP INC 11,372 215,954.28 0.12 USD HUMANA INC 1,052 435,412.28 0.24 USD HUNTINGTON BANCSHARES INC/OH 8,092 74,203.64 0.04 USD IDEX CORP 581 105,980.21 0.06 USD IDEXX LABORATORIES INC 679 266,921.69 0.15 USD ILLINOIS TOOL WORKS INC 2,494 481,865.74 0.27 USD INTEL CORP 33,737 1,746,901.86 0.97 USD INTERCONTINENTAL EXCHANGE INC 4,342 434,417.10 0.24 USD INTERNATIONAL BUSINESS MACHINES CORP 7,064 859,476.88 0.48 USD INTERNATIONAL FLAVORS & FRAGRANCES INC 681 83,388.45 0.05 USD INTUIT INC 2,071 675,580.91 0.37 USD INVESCO LTD 2,853 32,552.73 0.02 USD IRON MOUNTAIN INC 2,291 61,375.89 0.03 USD JOHNSON & JOHNSON 20,970 3,122,013.60 1.72 USD JOHNSON CONTROLS INTERNATIONAL PLC 5,935 242,444.75 0.13 USD JONES LANG LASALLE INC 375 35,872.50 0.02 USD KANSAS CITY SOUTHERN 757 136,888.31 0.08 USD KELLOGG CO 2,055 132,732.45 0.07 USD KEYCORP 7,764 92,624.52 0.05 USD KEYSIGHT TECHNOLOGIES INC 1,471 145,305.38 0.08 USD KIMBERLY-CLARK CORP 2,718 401,339.88 0.22 USD KINDER MORGAN INC 16,184 199,548.72 0.11 USD LABORATORY CORP OF AMERICA HOLDINGS 774 145,720.98 0.08 USD LAM RESEARCH CORP 1,156 383,503.00 0.21 USD LENNOX INTERNATIONAL INC 275 74,967.75 0.04 USD LIBERTY BROADBAND CORP -C- 856 122,296.72 0.07 USD LINCOLN NATIONAL CORP 1,398 43,799.34 0.02 USD LKQ CORP 2,136 59,231.28 0.03 USD LOEWS CORP 2,016 70,056.00 0.04 USD LOWE'S COS INC 6,008 996,486.88 0.55 USD M&T BANK CORP 1,039 95,681.51 0.05 USD MARATHON PETROLEUM CORP 5,204 152,685.36 0.08 USD MARKETAXESS HOLDINGS INC 301 144,958.59 0.08 USD MARSH & MCLENNAN COS INC 4,059 465,567.30 0.26 USD MASCO CORP 2,105 116,048.65 0.06 USD MASTERCARD INC -A- 7,114 2,405,741.38 1.33 USD MCCORMICK & CO INC/MD (non-voting) 984 190,994.40 0.11 USD MCDONALD'S CORP 5,918 1,298,941.82 0.72 USD MERCK & CO INC 20,090 1,666,465.50 0.92 USD METTLER-TOLEDO INTERNATIONAL INC 189 182,526.75 0.10 USD MICROSOFT CORP 57,336 12,059,480.88 6.66 USD MOHAWK INDUSTRIES INC 457 44,598.63 0.02 USD MOODY'S CORP 1,337 387,529.45 0.21 USD MOSAIC CO 2,923 53,403.21 0.03 USD NASDAQ INC 858 105,285.18 0.06 USD NATIONAL OILWELL VARCO INC 3,113 28,203.78 0.02 USD NEWELL BRANDS INC 3,262 55,975.92 0.03 USD NEWMONT CORP 6,419 407,285.55 0.23 USD NIELSEN HOLDINGS PLC 2,698 38,257.64 0.02 USD NIKE INC -B- 9,859 1,237,698.86 0.68 USD NORFOLK SOUTHERN CORP 2,030 434,399.70 0.24 USD NORTHERN TRUST CORP 1,572 122,568.84 0.07 USD NUCOR CORP 2,397 107,529.42 0.06 USD NVIDIA CORP 4,899 2,651,436.78 1.47 USD NVR INC 28 114,327.36 0.06 USD OCCIDENTAL PETROLEUM CORP 7,256 72,632.56 0.04 USD OMNICOM GROUP INC 1,605 79,447.50 0.04 USD ONEOK INC 3,350 87,033.00 0.05 USD OWENS CORNING 860 59,176.60 0.03 USD PACCAR INC 2,733 233,070.24 0.13 USD PARKER-HANNIFIN CORP 1,030 208,410.20 0.12 USD PEOPLE'S UNITED FINANCIAL INC 3,216 33,156.96 0.02 USD PEPSICO INC 11,044 1,530,698.40 0.85 USD PHILLIPS 66 3,484 180,610.56 0.10 USD PINNACLE WEST CAPITAL CORP 913 68,064.15 0.04 USD PIONEER NATURAL RESOURCES CO 1,330 114,366.70 0.06 USD PNC FINANCIAL SERVICES GROUP INC 3,377 371,166.07 0.21 USD PPG INDUSTRIES INC 1,877 229,144.16 0.13 USD PRINCIPAL FINANCIAL GROUP INC 2,180 87,788.60 0.05

The accompanying notes form an integral part of the Financial Statements. Any differences in the percentage of Net Assets are the result of roundings.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

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Schedule of Investments (continued)

Quantity / Valuation Description Nominal (in USD) % of net assets

Shares (and equity-type securities) (continued)

United States (continued) USD PROCTER & GAMBLE CO 19,706 2,738,936.94 1.51 USD PROGRESSIVE CORP 4,633 438,606.11 0.24 USD PROLOGIS INC 5,895 593,154.90 0.33 USD PRUDENTIAL FINANCIAL INC 3,144 199,706.88 0.11 USD PUBLIC SERVICE ENTERPRISE GROUP INC 4,033 221,452.03 0.12 USD QUEST DIAGNOSTICS INC 1,064 121,817.36 0.07 USD RAYMOND JAMES FINANCIAL INC 961 69,922.36 0.04 USD REGIONS FINANCIAL CORP 7,639 88,077.67 0.05 USD REINSURANCE GROUP OF AMERICA INC 507 48,261.33 0.03 USD RESMED INC 1,155 198,001.65 0.11 USD ROBERT HALF INTERNATIONAL INC 899 47,593.06 0.03 USD ROCKWELL AUTOMATION INC 918 202,584.24 0.11 USD ROPER TECHNOLOGIES INC 834 329,521.74 0.18 USD ROSS STORES INC 2,834 264,468.88 0.15 USD ROYAL CARIBBEAN CRUISES LTD 1,333 86,285.09 0.05 USD S&P GLOBAL INC 1,908 688,024.80 0.38 USD SALESFORCE.COM INC 7,164 1,800,456.48 1.00 USD SBA COMMUNICATIONS CORP -A- 891 283,765.68 0.16 USD SCHLUMBERGER NV 11,046 171,875.76 0.10 USD SEMPRA ENERGY 2,337 276,607.32 0.15 USD SHERWIN-WILLIAMS CO 646 450,094.04 0.25 USD SNAP-ON INC 411 60,470.43 0.03 USD SOUTHERN CO 8,385 454,634.70 0.25 USD STANLEY BLACK & DECKER INC 1,234 200,154.80 0.11 USD STARBUCKS CORP 9,320 800,774.40 0.44 USD STATE STREET CORP 2,799 166,064.67 0.09 USD STEEL DYNAMICS INC 1,678 48,041.14 0.03 USD STERIS PLC 679 119,633.01 0.07 USD SVB FINANCIAL GROUP 411 98,894.82 0.05 USD T ROWE PRICE GROUP INC 1,801 230,924.22 0.13 USD TARGET CORP 3,979 626,374.18 0.35 USD TD AMERITRADE HOLDING CORP 2,152 84,250.80 0.05 USD TELADOC HEALTH INC 564 123,651.36 0.07 USD TELEDYNE TECHNOLOGIES INC 298 92,442.58 0.05 USD TESLA INC 5,919 2,539,310.19 1.40 USD TEXAS INSTRUMENTS INC 7,305 1,043,080.95 0.58 USD TIFFANY & CO 868 100,557.80 0.06 USD TJX COS INC 9,533 530,511.45 0.29 USD TRACTOR SUPPLY CO 912 130,726.08 0.07 USD TRAVELERS COS INC 2,015 218,002.85 0.12 USD TRIMBLE INC 1,894 92,237.80 0.05 USD TRUIST FINANCIAL CORP 10,770 409,798.50 0.23 USD UDR INC 2,279 74,318.19 0.04 USD ULTA BEAUTY INC 401 89,815.98 0.05 USD UNION PACIFIC CORP 5,380 1,059,160.60 0.59 USD UNITED PARCEL SERVICE INC -B- 5,606 934,127.78 0.52 USD UNITED RENTALS INC 580 101,210.00 0.06 USD US BANCORP 10,790 386,821.50 0.21 USD VAIL RESORTS INC 319 68,256.43 0.04 USD VALERO ENERGY CORP 3,253 140,919.96 0.08 USD VARIAN MEDICAL SYSTEMS INC 724 124,528.00 0.07 USD VERIZON COMMUNICATIONS INC 32,893 1,956,804.57 1.08 USD VERTEX PHARMACEUTICALS INC 2,069 563,016.28 0.31 USD VF CORP 2,655 186,513.75 0.10 USD VISA INC -A- 13,429 2,685,397.13 1.49 USD VMWARE INC -A- 631 90,655.77 0.05 USD VOYA FINANCIAL INC 938 44,958.34 0.02 USD WALT DISNEY CO 14,381 1,784,394.48 0.99 USD WASTE MANAGEMENT INC 3,346 378,666.82 0.21 USD WATERS CORP 466 91,186.88 0.05 USD WEC ENERGY GROUP INC 2,495 241,765.50 0.13 USD WELLTOWER INC 3,323 183,064.07 0.10 USD WEST PHARMACEUTICAL SERVICES INC 586 161,091.40 0.09 USD WESTERN UNION CO 3,287 70,440.41 0.04 USD WEYERHAEUSER CO 5,939 169,380.28 0.09 USD WHIRLPOOL CORP 495 91,025.55 0.05 USD WILLIAMS COS INC 9,612 188,875.80 0.10 USD WW GRAINGER INC 361 128,793.97 0.07 USD XCEL ENERGY INC 4,126 284,735.26 0.16 USD XYLEM INC/NY 1,419 119,366.28 0.07 USD ZIONS BANCORP NA 1,304 38,102.88 0.02 USD ZOETIS INC -A- 3,792 627,083.04 0.35 Total United States 113,058,579.31 62.53 Shares (and equity-type securities) 180,199,541.76 99.66 Total of Portfolio 180,199,541.76 99.66

Total Financial Derivative Instruments -1,158,633.21 -0.64

Net Other Assets 1,778,094.57 0.98

Net asset value attributable to holders of redeemable participating shares 180,819,003.12 100.00

The accompanying notes form an integral part of the Financial Statements. Any differences in the percentage of Net Assets are the result of roundings.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) MSCI World ESG Leaders Blue UCITS ETF Page 37

Schedule of Investments (continued)

Unrealized gain on forward foreign exchange contracts for class hedging purposes

Purchase Currency Purchase Quantity Sale Currency Sale Quantity Maturity Valuation % of net assets Counterparty (in USD) CHF 1,703,487 GBP -1,414,000 02.10.2020 26,116.91 0.01 BROWN BROTHERS HARRIMAN AND CO EUR 729,544 GBP -652,000 02.10.2020 12,594.27 0.01 BROWN BROTHERS HARRIMAN AND CO CHF 1,011,475 AUD -1,520,000 02.10.2020 11,465.85 0.01 BROWN BROTHERS HARRIMAN AND CO CHF 453,944 SEK -4,351,000 02.10.2020 7,943.69 0.00 BROWN BROTHERS HARRIMAN AND CO CHF 1,731,614 CAD -2,508,000 02.10.2020 7,153.33 0.00 BROWN BROTHERS HARRIMAN AND CO USD 1,098,000 EUR -930,661 02.10.2020 6,659.70 0.00 BROWN BROTHERS HARRIMAN AND CO CHF 101,709 NOK -981,000 02.10.2020 5,858.41 0.00 BROWN BROTHERS HARRIMAN AND CO EUR 432,031 AUD -699,000 02.10.2020 5,613.62 0.00 BROWN BROTHERS HARRIMAN AND CO EUR 738,771 CAD -1,152,000 02.10.2020 3,883.65 0.00 BROWN BROTHERS HARRIMAN AND CO EUR 195,456 SEK -2,017,000 02.10.2020 3,838.59 0.00 BROWN BROTHERS HARRIMAN AND CO EUR 44,510 NOK -462,000 02.10.2020 2,818.29 0.00 BROWN BROTHERS HARRIMAN AND CO JPY 14,074,000 EUR -112,635 02.10.2020 1,283.29 0.00 BROWN BROTHERS HARRIMAN AND CO CHF 34,451,146 USD -37,531,000 03.11.2020 1,202.09 0.00 BROWN BROTHERS HARRIMAN AND CO CHF 104,190 CAD -150,000 02.10.2020 1,107.10 0.00 BROWN BROTHERS HARRIMAN AND CO CHF 282,190 EUR -261,000 02.10.2020 1,083.96 0.00 BROWN BROTHERS HARRIMAN AND CO CHF 95,507 GBP -80,000 02.10.2020 529.10 0.00 BROWN BROTHERS HARRIMAN AND CO EUR 561,045 CHF -604,000 02.10.2020 494.86 0.00 BROWN BROTHERS HARRIMAN AND CO CHF 7,672 NOK -74,000 02.10.2020 441.92 0.00 BROWN BROTHERS HARRIMAN AND CO CHF 57,675 AUD -87,000 02.10.2020 418.64 0.00 BROWN BROTHERS HARRIMAN AND CO CHF 26,842 SEK -258,000 02.10.2020 388.90 0.00 BROWN BROTHERS HARRIMAN AND CO CHF 302,872 HKD -2,555,000 03.11.2020 329.21 0.00 BROWN BROTHERS HARRIMAN AND CO EUR 13,503,189 USD -15,845,000 03.11.2020 298.59 0.00 BROWN BROTHERS HARRIMAN AND CO CHF 15,545 SEK -149,000 02.10.2020 272.04 0.00 BROWN BROTHERS HARRIMAN AND CO CHF 54,544 CAD -79,000 02.10.2020 225.32 0.00 BROWN BROTHERS HARRIMAN AND CO CHF 14,457 GBP -12,000 02.10.2020 221.63 0.00 BROWN BROTHERS HARRIMAN AND CO CHF 17,382 EUR -16,000 02.10.2020 157.03 0.00 BROWN BROTHERS HARRIMAN AND CO EUR 2,409 NOK -25,000 02.10.2020 152.50 0.00 BROWN BROTHERS HARRIMAN AND CO CHF 39,000 EUR -36,071 02.10.2020 149.81 0.00 BROWN BROTHERS HARRIMAN AND CO CHF 32,401 AUD -49,000 02.10.2020 145.14 0.00 BROWN BROTHERS HARRIMAN AND CO EUR 28,849 AUD -47,000 02.10.2020 142.14 0.00 BROWN BROTHERS HARRIMAN AND CO EUR 26,293 CAD -41,000 02.10.2020 138.21 0.00 BROWN BROTHERS HARRIMAN AND CO EUR 10,978 SEK -114,000 02.10.2020 135.51 0.00 BROWN BROTHERS HARRIMAN AND CO CHF 31,528 DKK -217,000 02.10.2020 130.73 0.00 BROWN BROTHERS HARRIMAN AND CO EUR 5,587,909 USD -6,557,000 03.11.2020 123.56 0.00 BROWN BROTHERS HARRIMAN AND CO EUR 49,256 CAD -77,000 02.10.2020 114.00 0.00 BROWN BROTHERS HARRIMAN AND CO EUR 5,620 SEK -58,000 02.10.2020 110.37 0.00 BROWN BROTHERS HARRIMAN AND CO CHF 52,372 CAD -76,000 02.10.2020 106.34 0.00 BROWN BROTHERS HARRIMAN AND CO EUR 5,595 GBP -5,000 02.10.2020 96.58 0.00 BROWN BROTHERS HARRIMAN AND CO JPY 485,863,000 CHF -4,229,865 02.10.2020 92.39 0.00 BROWN BROTHERS HARRIMAN AND CO CHF 55,325 NZD -91,000 02.10.2020 66.30 0.00 BROWN BROTHERS HARRIMAN AND CO GBP 1,538,000 CHF -1,826,719 02.10.2020 60.22 0.00 BROWN BROTHERS HARRIMAN AND CO

The accompanying notes form an integral part of the Financial Statements. Any differences in the percentage of Net Assets are the result of roundings.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

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Schedule of Investments (continued)

Unrealized gain on forward foreign exchange contracts for class hedging purposes (continued)

Purchase Currency Purchase Quantity Sale Currency Sale Quantity Maturity Valuation % of net assets Counterparty (in USD) EUR 25,416 NZD -45,000 02.10.2020 58.83 0.00 BROWN BROTHERS HARRIMAN AND CO EUR 2,248 GBP -2,000 02.10.2020 49.94 0.00 BROWN BROTHERS HARRIMAN AND CO JPY 205,137,000 EUR -1,657,643 02.10.2020 38.04 0.00 BROWN BROTHERS HARRIMAN AND CO CHF 1,933,289 CAD -2,813,000 03.11.2020 31.60 0.00 BROWN BROTHERS HARRIMAN AND CO DKK 3,905,000 CHF -565,172 02.10.2020 25.88 0.00 BROWN BROTHERS HARRIMAN AND CO SEK 4,758,000 CHF -488,405 02.10.2020 23.23 0.00 BROWN BROTHERS HARRIMAN AND CO CHF 1,080,382 AUD -1,642,000 03.11.2020 20.41 0.00 BROWN BROTHERS HARRIMAN AND CO EUR 2,462 AUD -4,000 02.10.2020 19.57 0.00 BROWN BROTHERS HARRIMAN AND CO CHF 31,159 ILS -116,000 03.11.2020 17.82 0.00 BROWN BROTHERS HARRIMAN AND CO EUR 557,979 CHF -601,000 03.11.2020 10.60 0.00 BROWN BROTHERS HARRIMAN AND CO CHF 7,904 NZD -13,000 02.10.2020 9.47 0.00 BROWN BROTHERS HARRIMAN AND CO CHF 188,290 SGD -280,000 03.11.2020 9.42 0.00 BROWN BROTHERS HARRIMAN AND CO EUR 119,956 HKD -1,091,000 03.11.2020 8.34 0.00 BROWN BROTHERS HARRIMAN AND CO CAD 1,187,000 EUR -757,798 02.10.2020 7.65 0.00 BROWN BROTHERS HARRIMAN AND CO CAD 1,187,000 EUR -757,798 02.10.2020 7.65 0.00 BROWN BROTHERS HARRIMAN AND CO CHF 31,166 ILS -116,000 02.10.2020 6.67 0.00 BROWN BROTHERS HARRIMAN AND CO EUR 5,048,000 CHF -5,438,572 02.10.2020 5.78 0.00 BROWN BROTHERS HARRIMAN AND CO DKK 1,687,000 EUR -226,630 02.10.2020 5.59 0.00 BROWN BROTHERS HARRIMAN AND CO EUR 279,454 CHF -301,000 03.11.2020 5.30 0.00 BROWN BROTHERS HARRIMAN AND CO SEK 2,045,000 EUR -194,846 02.10.2020 5.18 0.00 BROWN BROTHERS HARRIMAN AND CO SEK 2,045,000 EUR -194,846 02.10.2020 5.18 0.00 BROWN BROTHERS HARRIMAN AND CO GBP 649,000 EUR -715,492 02.10.2020 5.03 0.00 BROWN BROTHERS HARRIMAN AND CO AUD 693,000 EUR -423,573 02.10.2020 4.88 0.00 BROWN BROTHERS HARRIMAN AND CO EUR 14,215 ILS -57,000 02.10.2020 4.44 0.00 BROWN BROTHERS HARRIMAN AND CO NOK 1,055,000 CHF -103,589 02.10.2020 4.40 0.00 BROWN BROTHERS HARRIMAN AND CO EUR 230,000 CHF -247,733 03.11.2020 4.37 0.00 BROWN BROTHERS HARRIMAN AND CO SGD 280,000 CHF -188,444 02.10.2020 4.12 0.00 BROWN BROTHERS HARRIMAN AND CO EUR 13,706 DKK -102,000 02.10.2020 3.81 0.00 BROWN BROTHERS HARRIMAN AND CO EUR 45,739 HKD -416,000 03.11.2020 3.18 0.00 BROWN BROTHERS HARRIMAN AND CO GBP 32,000 CHF -37,978 03.11.2020 1.69 0.00 BROWN BROTHERS HARRIMAN AND CO NZD 104,000 CHF -63,157 02.10.2020 1.38 0.00 BROWN BROTHERS HARRIMAN AND CO NOK 487,000 EUR -44,385 02.10.2020 0.94 0.00 BROWN BROTHERS HARRIMAN AND CO NZD 45,000 EUR -25,365 02.10.2020 0.52 0.00 BROWN BROTHERS HARRIMAN AND CO CHF 7,397 SGD -11,000 03.11.2020 0.38 0.00 BROWN BROTHERS HARRIMAN AND CO ILS 57,000 EUR -14,211 02.10.2020 0.26 0.00 BROWN BROTHERS HARRIMAN AND CO EUR 81,158 SGD -130,000 03.11.2020 0.06 0.00 BROWN BROTHERS HARRIMAN AND CO EUR 34,336 SGD -55,000 03.11.2020 0.02 0.00 BROWN BROTHERS HARRIMAN AND CO Total unrealised gain on forward foreign exchange contracts 104,575.42 0.03

The accompanying notes form an integral part of the Financial Statements. Any differences in the percentage of Net Assets are the result of roundings.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

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Schedule of Investments (continued)

Unrealized loss on forward foreign exchange contracts for class hedging purposes

Purchase Currency Purchase Quantity Sale Currency Sale Quantity Maturity Valuation % of net assets Counterparty (in USD) CHF 5,460 NZD -9,000 03.11.2020 -0.14 0.00 BROWN BROTHERS HARRIMAN AND CO SGD 130,000 EUR -81,210 02.10.2020 -0.18 0.00 BROWN BROTHERS HARRIMAN AND CO EUR 15,209 NZD -27,000 03.11.2020 -0.27 0.00 BROWN BROTHERS HARRIMAN AND CO EUR 339,383 GBP -308,000 03.11.2020 -0.29 0.00 BROWN BROTHERS HARRIMAN AND CO CHF 6,965 NOK -71,000 03.11.2020 -0.29 0.00 BROWN BROTHERS HARRIMAN AND CO CHF 8,797 JPY -1,011,000 04.11.2020 -0.30 0.00 BROWN BROTHERS HARRIMAN AND CO EUR 3,738 ILS -15,000 03.11.2020 -0.42 0.00 BROWN BROTHERS HARRIMAN AND CO EUR 25,348 NZD -45,000 03.11.2020 -0.46 0.00 BROWN BROTHERS HARRIMAN AND CO EUR 20,857 NOK -229,000 03.11.2020 -0.54 0.00 BROWN BROTHERS HARRIMAN AND CO EUR 715,129 GBP -649,000 03.11.2020 -0.60 0.00 BROWN BROTHERS HARRIMAN AND CO CHF 601,000 EUR -557,839 02.10.2020 -0.64 0.00 BROWN BROTHERS HARRIMAN AND CO AUD 54,000 CHF -35,530 03.11.2020 -0.67 0.00 BROWN BROTHERS HARRIMAN AND CO ILS 116,000 CHF -31,160 02.10.2020 -0.68 0.00 BROWN BROTHERS HARRIMAN AND CO EUR 44,356 NOK -487,000 03.11.2020 -1.10 0.00 BROWN BROTHERS HARRIMAN AND CO CAD 116,000 CHF -79,723 03.11.2020 -1.30 0.00 BROWN BROTHERS HARRIMAN AND CO CHF 23,288 SEK -227,000 03.11.2020 -1.36 0.00 BROWN BROTHERS HARRIMAN AND CO EUR 14,206 ILS -57,000 03.11.2020 -1.60 0.00 BROWN BROTHERS HARRIMAN AND CO CHF 63,099 NZD -104,000 03.11.2020 -1.63 0.00 BROWN BROTHERS HARRIMAN AND CO EUR 193,637 AUD -317,000 03.11.2020 -1.95 0.00 BROWN BROTHERS HARRIMAN AND CO CHF 36,891 DKK -255,000 03.11.2020 -2.50 0.00 BROWN BROTHERS HARRIMAN AND CO EUR 34,340 CHF -37,000 02.10.2020 -2.81 0.00 BROWN BROTHERS HARRIMAN AND CO CHF 4,000 EUR -3,716 02.10.2020 -3.28 0.00 BROWN BROTHERS HARRIMAN AND CO EUR 336,889 CAD -528,000 03.11.2020 -3.54 0.00 BROWN BROTHERS HARRIMAN AND CO EUR 423,314 AUD -693,000 03.11.2020 -4.25 0.00 BROWN BROTHERS HARRIMAN AND CO EUR 107,057 SEK -1,124,000 03.11.2020 -4.25 0.00 BROWN BROTHERS HARRIMAN AND CO CHF 103,498 NOK -1,055,000 03.11.2020 -4.33 0.00 BROWN BROTHERS HARRIMAN AND CO DKK 117,000 EUR -15,723 02.10.2020 -5.37 0.00 BROWN BROTHERS HARRIMAN AND CO EUR 128,675 DKK -958,000 03.11.2020 -6.41 0.00 BROWN BROTHERS HARRIMAN AND CO EUR 194,778 SEK -2,045,000 03.11.2020 -7.73 0.00 BROWN BROTHERS HARRIMAN AND CO EUR 757,362 CAD -1,187,000 03.11.2020 -7.96 0.00 BROWN BROTHERS HARRIMAN AND CO HKD 1,091,000 EUR -120,046 06.10.2020 -8.37 0.00 BROWN BROTHERS HARRIMAN AND CO EUR 226,592 DKK -1,687,000 03.11.2020 -11.32 0.00 BROWN BROTHERS HARRIMAN AND CO CHF 126,036 EUR -117,000 02.10.2020 -17.88 0.00 BROWN BROTHERS HARRIMAN AND CO HKD 184,000 CHF -21,812 03.11.2020 -23.71 0.00 BROWN BROTHERS HARRIMAN AND CO AUD 1,642,000 CHF -1,081,302 02.10.2020 -23.99 0.00 BROWN BROTHERS HARRIMAN AND CO EUR 2,761 CHF -3,000 02.10.2020 -27.45 0.00 BROWN BROTHERS HARRIMAN AND CO CHF 488,120 SEK -4,758,000 03.11.2020 -28.52 0.00 BROWN BROTHERS HARRIMAN AND CO EUR 843,206 JPY -104,384,000 04.11.2020 -29.36 0.00 BROWN BROTHERS HARRIMAN AND CO CHF 564,945 DKK -3,905,000 03.11.2020 -38.41 0.00 BROWN BROTHERS HARRIMAN AND CO AUD 5,000 EUR -3,090 02.10.2020 -40.15 0.00 BROWN BROTHERS HARRIMAN AND CO HKD 2,555,000 CHF -302,897 06.10.2020 -40.95 0.00 BROWN BROTHERS HARRIMAN AND CO

The accompanying notes form an integral part of the Financial Statements. Any differences in the percentage of Net Assets are the result of roundings.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) MSCI World ESG Leaders Blue UCITS ETF Page 40

Schedule of Investments (continued)

Unrealized loss on forward foreign exchange contracts for class hedging purposes (continued)

Purchase Currency Purchase Quantity Sale Currency Sale Quantity Maturity Valuation % of net assets Counterparty (in USD) EUR 228,614 DKK -1,702,000 02.10.2020 -41.90 -0.00 BROWN BROTHERS HARRIMAN AND CO CAD 2,813,000 CHF -1,934,865 02.10.2020 -42.14 -0.00 BROWN BROTHERS HARRIMAN AND CO EUR 1,657,080 JPY -205,137,000 04.11.2020 -57.73 -0.00 BROWN BROTHERS HARRIMAN AND CO USD 2,292,000 CHF -2,103,915 03.11.2020 -73.41 -0.00 BROWN BROTHERS HARRIMAN AND CO CHF 1,825,335 GBP -1,538,000 03.11.2020 -80.76 -0.00 BROWN BROTHERS HARRIMAN AND CO CHF 5,437,209 EUR -5,048,000 03.11.2020 -95.92 -0.00 BROWN BROTHERS HARRIMAN AND CO GBP 48,000 EUR -53,001 02.10.2020 -97.36 -0.00 BROWN BROTHERS HARRIMAN AND CO AUD 14,000 CHF -9,316 02.10.2020 -105.62 -0.00 BROWN BROTHERS HARRIMAN AND CO AUD 52,000 EUR -31,884 02.10.2020 -117.68 -0.00 BROWN BROTHERS HARRIMAN AND CO CHF 166,867 EUR -155,000 02.10.2020 -136.71 -0.00 BROWN BROTHERS HARRIMAN AND CO CHF 22,510 HKD -191,000 06.10.2020 -141.82 -0.00 BROWN BROTHERS HARRIMAN AND CO CHF 4,227,399 JPY -485,863,000 04.11.2020 -143.99 -0.00 BROWN BROTHERS HARRIMAN AND CO EUR 6,359 HKD -59,000 06.10.2020 -155.47 -0.00 BROWN BROTHERS HARRIMAN AND CO SEK 144,000 EUR -13,856 02.10.2020 -159.41 -0.00 BROWN BROTHERS HARRIMAN AND CO CHF 10,222 HKD -88,000 06.10.2020 -227.59 -0.00 BROWN BROTHERS HARRIMAN AND CO EUR 8,013 JPY -1,017,000 02.10.2020 -240.60 -0.00 BROWN BROTHERS HARRIMAN AND CO CHF 14,860 JPY -1,736,000 02.10.2020 -276.23 -0.00 BROWN BROTHERS HARRIMAN AND CO USD 15,845,000 EUR -13,512,401 02.10.2020 -324.38 -0.00 BROWN BROTHERS HARRIMAN AND CO CAD 83,000 EUR -53,324 02.10.2020 -392.78 -0.00 BROWN BROTHERS HARRIMAN AND CO CHF 533,341 DKK -3,688,000 02.10.2020 -485.53 -0.00 BROWN BROTHERS HARRIMAN AND CO CHF 37,347 GBP -32,000 02.10.2020 -720.16 -0.00 BROWN BROTHERS HARRIMAN AND CO USD 37,531,000 CHF -34,482,297 02.10.2020 -751.64 -0.00 BROWN BROTHERS HARRIMAN AND CO EUR 41,167 GBP -38,000 02.10.2020 -852.04 -0.00 BROWN BROTHERS HARRIMAN AND CO EUR 55,040 USD -66,000 02.10.2020 -1,456.84 -0.00 BROWN BROTHERS HARRIMAN AND CO EUR 79,903 SGD -130,000 02.10.2020 -1,533.10 -0.00 BROWN BROTHERS HARRIMAN AND CO CHF 229,568 JPY -26,532,000 02.10.2020 -1,546.23 -0.00 BROWN BROTHERS HARRIMAN AND CO CHF 106,014 USD -117,000 02.10.2020 -1,610.81 -0.00 BROWN BROTHERS HARRIMAN AND CO CHF 113,759 JPY -13,313,000 02.10.2020 -2,334.40 -0.00 BROWN BROTHERS HARRIMAN AND CO EUR 106,224 JPY -13,392,000 02.10.2020 -2,339.02 -0.00 BROWN BROTHERS HARRIMAN AND CO EUR 81,074 JPY -10,286,000 02.10.2020 -2,398.83 -0.00 BROWN BROTHERS HARRIMAN AND CO EUR 111,229 HKD -1,032,000 06.10.2020 -2,719.37 -0.00 BROWN BROTHERS HARRIMAN AND CO CHF 185,289 SGD -280,000 02.10.2020 -3,438.02 -0.00 BROWN BROTHERS HARRIMAN AND CO CHF 4,843,454 EUR -4,499,000 02.10.2020 -3,968.19 -0.00 BROWN BROTHERS HARRIMAN AND CO CHF 1,870,335 USD -2,041,000 02.10.2020 -5,261.39 -0.00 BROWN BROTHERS HARRIMAN AND CO CHF 193,166 JPY -22,763,000 02.10.2020 -5,453.04 -0.00 BROWN BROTHERS HARRIMAN AND CO CHF 264,381 HKD -2,276,000 06.10.2020 -5,886.21 -0.00 BROWN BROTHERS HARRIMAN AND CO CHF 823,619 USD -908,000 02.10.2020 -11,544.13 -0.01 BROWN BROTHERS HARRIMAN AND CO EUR 829,356 USD -985,000 02.10.2020 -12,455.59 -0.01 BROWN BROTHERS HARRIMAN AND CO EUR 945,982 USD -1,132,000 02.10.2020 -22,694.09 -0.01 BROWN BROTHERS HARRIMAN AND CO EUR 1,533,164 JPY -194,516,000 02.10.2020 -45,363.41 -0.03 BROWN BROTHERS HARRIMAN AND CO CHF 2,194,804 USD -2,440,000 02.10.2020 -51,097.79 -0.03 BROWN BROTHERS HARRIMAN AND CO CHF 3,576,994 JPY -421,519,000 02.10.2020 -100,977.97 -0.05 BROWN BROTHERS HARRIMAN AND CO

The accompanying notes form an integral part of the Financial Statements. Any differences in the percentage of Net Assets are the result of roundings.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

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Schedule of Investments (continued)

Unrealized loss on forward foreign exchange contracts for class hedging purposes (continued)

Purchase Currency Purchase Quantity Sale Currency Sale Quantity Maturity Valuation % of net assets Counterparty (in USD) EUR 12,334,532 USD -14,760,000 02.10.2020 -295,905.33 -0.16 BROWN BROTHERS HARRIMAN AND CO CHF 28,806,801 USD -32,025,000 02.10.2020 -670,658.39 -0.37 BROWN BROTHERS HARRIMAN AND CO Total unrealised loss on forward foreign exchange contracts -1,256,719.98 -0.67

Unrealised gain on futures contracts

Description Currency Counterparty Quantity Engagement Valuation % of net assets (in USD) E-MINI S&P 500 -50- 12/20 USD Credit Suisse 4 670,400.00 4,457.50 0.00 TOPIX -10000- 12/20 JPY Credit Suisse 1 154,032.12 94.76 0.00 Total unrealised gain on futures contracts 4,552.26 0.00

Unrealised loss on futures contracts

Description Currency Counterparty Quantity Engagement Valuation % of net assets (in USD) EURO STOXX 50 -10- 12/20 EUR Credit Suisse 5 187,272.20 -7,900.73 -0.00 FTSE 100 -10- 12/20 GBP Credit Suisse 1 75,518.91 -2,656.70 -0.00 MSCI SINGAPORE -100- 10/20 SGD Credit Suisse 2 41,418.21 -483.48 -0.00 Total unrealised loss on futures contracts -11,040.91 -0.00

Portfolio Analysis USD % of Total Assets (a) Transferable Securities listed on a stock exchange 179,703,970.35 93.06 (b) Transferable Securities listed on another organised markets 495,571.41 0.26 (c) Financial derivative instruments 109,127.68 0.06 (d) Other assets 12,802,880.48 6.62 Total Assets 193,111,549.92 100.00

The accompanying notes form an integral part of the Financial Statements. Any differences in the percentage of Net Assets are the result of roundings.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF Page 42

Statement of Financial Position

30.09.2020* Assets Note USD Financial Assets at Fair Value Through Profit or Loss 2b, 10 71,735,465.82 Cash and Cash Equivalents 2e, 6 188,021.88 Receivables from: Dividends 57,729.36 Futures Margin Cash 2f 24,270.00 Total Assets 72,005,487.06

Liabilities Financial Liabilities at Fair Value Through Profit or Loss 2b, 10 3,040.00 Payables for: Total Expense Ratio 2h, 11 11,874.03 Total Liabilities (excluding Net Assets Attributable to Holders of Redeemable Participating Shares) 14,914.03 Net Assets Attributable to Holders of Redeemable Participating Shares 71,990,573.03

30.09.2020* Total net assets USD 71,990,573.03

Net asset value per share Class B USD USD 109.44 Shares Outstanding Class B USD 657,800.00

*The Fund launched on 26 June 2020.

The accompanying notes form an integral part of the Financial Statements. Any differences in the percentage of Net Assets are the result of roundings.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF Page 43

Statement of Comprehensive Income

For the period ended 30.09.2020* Income Note USD Dividend Income 2j 242,860.37 Miscellaneous Income 29.36 Net Gain/(Loss) on Financial Assets and Liabilities at Fair Value through Profit or Loss 5 3,999,437.86 Total Income/(Loss) 4,242,327.59

Expenses Total Expense Ratio 2h, 11 35,643.86 Transaction Costs 2c 863.87 Total Expenses 36,507.73

Net Investment Income/(Loss) for the Period before Tax 4,205,819.86 Foreign Withholding Tax 2i, 4 -45,141.44 Net Increase/(Decrease) in Net Assets Attributable to Holders of Redeemable Participating Shares 4,160,678.42

*The Fund launched on 26 June 2020.

The accompanying notes form an integral part of the Financial Statements. Any differences in the percentage of Net Assets are the result of roundings.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF Page 44

Statement of Changes in Net Assets Attributable to Holders of Redeemable Participating Shares

For the period ended 30.09.2020* USD Increase/(Decrease) in Net Assets Net Increase/(Decrease) in Net Assets Attributable to Holders of Redeemable Participating Shares 4,160,678.42 Capital Transactions Subscriptions 67,829,894.61 Total Capital Transactions 67,829,894.61 Total Increase/(Decrease) for the Period 71,990,573.03 Net Assets Attributable to Holders of Redeemable Participating Shares Beginning of Period – End of Period 71,990,573.03

*The Fund launched on 26 June 2020.

The accompanying notes form an integral part of the Financial Statements. Any differences in the percentage of Net Assets are the result of roundings.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF Page 45

Schedule of Investments

Statement of Investments in Securities Quantity / Valuation Description Nominal (in USD) % of net assets

Shares (and equity-type securities)

Bermuda USD TRITON INTERNATIONAL LTD 2,357 95,859.19 0.13 Total Bermuda 95,859.19 0.13

Canada USD IMAX CORP 2,275 27,209.00 0.04 USD MERCER INTERNATIONAL INC 1,897 12,520.20 0.02 USD TILRAY INC -2- 2,187 10,606.95 0.01 Total Canada 50,336.15 0.07

Cayman Islands USD THERAVANCE BIOPHARMA INC 1,910 28,239.35 0.04 Total Cayman Islands 28,239.35 0.04

Ireland USD CIMPRESS PLC 797 59,902.52 0.08 USD PROTHENA CORP. PLC 1,150 11,488.50 0.02 Total Ireland 71,391.02 0.10

Netherlands USD CORE LABORATORIES NV 1,941 29,619.66 0.04 USD FRANK'S INTERNATIONAL NV 5,700 8,778.00 0.01 USD UNIQURE NV 1,425 52,482.75 0.07 Total Netherlands 90,880.41 0.12

Puerto Rico USD POPULAR INC 3,823 138,660.21 0.19 USD TRIPLE-S MANAGEMENT CORP -B- 1,124 20,085.88 0.03 Total Puerto Rico 158,746.09 0.22

Singapore USD KULICKE & SOFFA INDUSTRIES INC 2,795 62,608.00 0.09 Total Singapore 62,608.00 0.09

Switzerland USD QUOTIENT LTD 2,628 13,507.92 0.02 Total Switzerland 13,507.92 0.02

Thailand USD FABRINET 1,613 101,667.39 0.14 Total Thailand 101,667.39 0.14

United Kingdom USD CARDTRONICS PLC -A- 1,653 32,729.40 0.05 USD DELPHI TECHNOLOGIES PLC 3,739 62,478.69 0.09 USD JANUS HENDERSON GROUP PLC 6,934 150,606.48 0.21 USD TECHNIPFMC PLC 18,528 116,911.68 0.16 Total United Kingdom 362,726.25 0.51

United States USD 1-800-FLOWERS.COM INC -A- 1,087 27,109.78 0.04 USD 8X8 INC 4,260 66,243.00 0.09 USD AAON INC 1,810 109,052.50 0.15 USD AARON'S INC 2,977 168,647.05 0.23 USD ABM INDUSTRIES INC 2,908 106,607.28 0.15 USD ACADIA HEALTHCARE CO INC 3,466 102,177.68 0.14 USD ACADIA PHARMACEUTICALS INC 5,175 213,468.75 0.30 USD ACCELERATE DIAGNOSTICS INC 1,325 14,124.50 0.02 USD ACCO BRANDS CORP 4,242 24,603.60 0.03 USD ACI WORLDWIDE INC 5,157 134,752.41 0.19 USD ACUITY BRANDS INC 1,761 180,238.35 0.25 USD ADDUS HOMECARE CORP 647 61,147.97 0.08 USD ADT INC 6,602 53,938.34 0.07 USD ADTRAN INC 2,183 22,386.67 0.03 USD ADVANCED DRAINAGE SYSTEMS INC 2,238 139,740.72 0.19 USD AEGION CORP -A- 1,376 19,442.88 0.03 USD AERIE PHARMACEUTICALS INC 1,892 22,268.84 0.03 USD AEROVIRONMENT INC 990 59,409.90 0.08 USD AFFILIATED MANAGERS GROUP INC 2,089 142,845.82 0.20 USD AGENUS INC 5,726 22,904.00 0.03 USD AGIOS PHARMACEUTICALS INC 2,688 94,080.00 0.13 USD AKCEA THERAPEUTICS INC 1,058 19,192.12 0.03 USD ALAMO GROUP INC 438 47,317.14 0.07 USD ALEXANDER & BALDWIN INC 3,040 34,078.40 0.05 USD ALLISON TRANSMISSION HOLDINGS INC 5,138 180,549.32 0.25 USD ALLSCRIPTS HEALTHCARE SOLUTIONS INC 7,116 57,924.24 0.08 USD AMALGAMATED BANK -A- 772 8,167.76 0.01 USD AMEDISYS INC 1,428 337,622.04 0.47 USD AMERICAN AXLE & MANUFACTURING HOLDINGS INC 4,886 28,192.22 0.04 USD AMERICAN CAMPUS COMMUNITIES INC 6,092 212,732.64 0.30 USD AMERICAN EAGLE OUTFITTERS INC 6,916 102,425.96 0.14 USD AMERICAN PUBLIC EDUCATION INC 673 18,971.87 0.03 USD AMERICA'S CAR-MART INC 292 24,784.96 0.03 USD AMERICOLD REALTY TRUST 8,871 317,138.25 0.44 USD AMERIS BANCORP 2,884 65,697.52 0.09 USD AMN HEALTHCARE SERVICES INC 2,039 119,199.94 0.17

The accompanying notes form an integral part of the Financial Statements. Any differences in the percentage of Net Assets are the result of roundings.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF Page 46

Schedule of Investments (continued)

Quantity / Valuation Description Nominal (in USD) % of net assets

Shares (and equity-type securities) (continued)

United States (continued) USD ANAPTYSBIO INC 1,071 15,797.25 0.02 USD ANGIODYNAMICS INC 1,739 20,972.34 0.03 USD ANTARES PHARMA INC 6,766 18,268.20 0.03 USD ANTERO MIDSTREAM CORP 12,668 68,027.16 0.09 USD APACHE CORP 16,766 158,774.02 0.22 USD APTARGROUP INC 2,843 321,827.60 0.45 USD ARCBEST CORP 1,112 34,538.72 0.05 USD ARCHROCK INC 5,693 30,628.34 0.04 USD ARGAN INC 651 27,283.41 0.04 USD ARMADA HOFFLER PROPERTIES INC 2,514 23,279.64 0.03 USD ARMSTRONG WORLD INDUSTRIES INC 2,085 143,468.85 0.20 USD ARTISAN PARTNERS ASSET MANAGEMENT INC -A- 2,554 99,580.46 0.14 USD ARVINAS INC 887 20,942.07 0.03 USD ASBURY AUTOMOTIVE GROUP INC 842 82,052.90 0.11 USD ASPEN TECHNOLOGY INC 2,984 377,744.56 0.52 USD ASSEMBLY BIOSCIENCES INC 1,337 21,980.28 0.03 USD ASSOCIATED BANC-CORP. 6,781 85,576.22 0.12 USD ASTEC INDUSTRIES INC 882 47,848.50 0.07 USD ATARA BIOTHERAPEUTICS INC 2,970 38,491.20 0.05 USD ATKORE INTERNATIONAL GROUP INC 2,054 46,687.42 0.06 USD ATRICURE INC 1,915 76,408.50 0.11 USD ATRION CORP 65 40,690.00 0.06 USD AUTONATION INC 2,530 133,912.90 0.19 USD AVAYA HOLDINGS CORP 3,651 55,495.20 0.08 USD AVIS BUDGET GROUP INC 2,454 64,589.28 0.09 USD AVISTA CORP 2,931 100,005.72 0.14 USD AVNET INC 4,347 112,326.48 0.16 USD AVROBIO INC 1,291 16,808.82 0.02 USD AXON ENTERPRISE INC 2,638 239,266.60 0.33 USD AXONICS MODULATION TECHNOLOGIES INC 922 47,058.88 0.07 USD AXSOME THERAPEUTICS INC 1,205 85,856.25 0.12 USD BADGER METER INC 1,271 83,085.27 0.12 USD BALCHEM CORP 1,403 136,974.89 0.19 USD BANCFIRST CORP 788 32,181.92 0.04 USD BANCORP INC 2,209 19,085.76 0.03 USD BANCORPSOUTH BANK 4,604 89,225.52 0.12 USD BANK OF HAWAII CORP 1,741 87,955.32 0.12 USD BANK OZK 5,339 113,827.48 0.16 USD BANKUNITED INC 4,132 90,532.12 0.13 USD BANNER CORP 1,568 50,583.68 0.07 USD BARNES GROUP INC 2,106 75,268.44 0.10 USD BEACON ROOFING SUPPLY INC 2,393 74,350.51 0.10 USD BELDEN INC 1,980 61,617.60 0.09 USD BENCHMARK ELECTRONICS INC 1,612 32,481.80 0.05 USD BERKSHIRE HILLS BANCORP INC 1,847 18,673.17 0.03 USD BEYOND MEAT INC 1,100 182,666.00 0.25 USD BIG LOTS INC 1,700 75,820.00 0.11 USD BIOCRYST PHARMACEUTICALS INC 7,550 25,934.25 0.04 USD BIO-TECHNE CORP 1,679 415,938.67 0.58 USD BIOTELEMETRY INC 1,489 67,868.62 0.09 USD BJ'S WHOLESALE CLUB HOLDINGS INC 6,099 253,413.45 0.35 USD BLACKBAUD INC 2,196 122,602.68 0.17 USD BLACKLINE INC 2,117 189,746.71 0.26 USD BLOOM ENERGY CORP -A- 3,961 71,179.17 0.10 USD BLUEBIRD BIO INC 2,818 152,031.10 0.21 USD BOINGO WIRELESS INC 1,950 19,880.25 0.03 USD BOISE CASCADE CO 1,697 67,744.24 0.09 USD BOK FINANCIAL CORP 1,372 70,671.72 0.10 USD BOSTON PRIVATE FINANCIAL HOLDINGS INC 3,474 19,176.48 0.03 USD BOTTOMLINE TECHNOLOGIES DE INC 1,911 80,567.76 0.11 USD BRADY CORP -A- 2,167 86,723.34 0.12 USD BRANDYWINE REALTY TRUST 7,761 80,248.74 0.11 USD BRIGHT HORIZONS FAMILY SOLUTIONS INC 2,655 403,666.20 0.56 USD BRIGHTSPHERE INVESTMENT GROUP INC 2,983 38,480.70 0.05 USD BRINKER INTERNATIONAL INC 1,915 81,808.80 0.11 USD BRIXMOR PROPERTY GROUP INC 12,956 151,455.64 0.21 USD BROOKDALE SENIOR LIVING INC 8,285 21,043.90 0.03 USD BROOKLINE BANCORP INC 3,532 30,534.14 0.04 USD BRUKER CORP 4,789 190,362.75 0.26 USD BRYN MAWR BANK CORP 887 22,059.69 0.03 USD BUCKLE INC 1,289 26,282.71 0.04 USD BUILDERS FIRSTSOURCE INC 5,174 168,775.88 0.23 USD CABOT MICROELECTRONICS CORP 1,275 182,082.75 0.25 USD CACTUS INC -A- 2,068 39,684.92 0.06 USD CADENCE BANCORP -A- 5,549 47,665.91 0.07 USD CALLAWAY GOLF CO 3,887 74,397.18 0.10 USD CAMDEN NATIONAL CORP 661 19,978.73 0.03 USD CAMPING WORLD HOLDINGS INC -A- 1,381 41,084.75 0.06 USD CARDIOVASCULAR SYSTEMS INC 1,701 66,934.35 0.09 USD CARDLYTICS INC 1,070 75,509.90 0.10 USD CARLISLE COS INC 2,409 294,789.33 0.41 USD CARRIAGE SERVICES INC -A- 745 16,620.95 0.02 USD CARTER'S INC 1,915 165,800.70 0.23 USD CASEY'S GENERAL STORES INC 1,617 287,260.05 0.40 USD CATCHMARK TIMBER TRUST INC -A- 2,224 19,860.32 0.03 USD CATHAY GENERAL BANCORP 3,313 71,825.84 0.10

The accompanying notes form an integral part of the Financial Statements. Any differences in the percentage of Net Assets are the result of roundings.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF Page 47

Schedule of Investments (continued)

Quantity / Valuation Description Nominal (in USD) % of net assets

Shares (and equity-type securities) (continued)

United States (continued) USD CAVCO INDUSTRIES INC 358 64,550.98 0.09 USD CENTURY COMMUNITIES INC 1,218 51,557.94 0.07 USD CERUS CORP 7,088 44,370.88 0.06 USD CHAMPIONX CORP 8,229 65,749.71 0.09 USD CHART INDUSTRIES INC 1,561 109,691.47 0.15 USD CHEESECAKE FACTORY INC 1,864 51,707.36 0.07 USD CHEFS' WAREHOUSE INC 1,368 19,890.72 0.03 USD CHEMED CORP 700 336,245.00 0.47 USD CHILDREN'S PLACE INC 719 20,383.65 0.03 USD CIENA CORP 6,777 268,979.13 0.37 USD CIMAREX ENERGY CO 4,465 108,633.45 0.15 USD CINEMARK HOLDINGS INC 4,858 48,580.00 0.07 USD CIRRUS LOGIC INC 2,594 174,965.30 0.24 USD CLEAN ENERGY FUELS CORP 6,745 16,727.60 0.02 USD CLEAR CHANNEL OUTDOOR HOLDINGS INC -A- 16,436 16,436.00 0.02 USD CLEARWAY ENERGY INC -A- 1,435 35,444.50 0.05 USD CLEARWAY ENERGY INC -C- 3,388 91,340.48 0.13 USD CLEVELAND-CLIFFS INC 17,292 111,014.64 0.15 USD CNX RESOURCES CORP 8,135 76,794.40 0.11 USD COHEN & STEERS INC 1,018 56,743.32 0.08 USD COHERENT INC 1,049 116,365.57 0.16 USD COHERUS BIOSCIENCES INC 2,451 44,951.34 0.06 USD COLLEGIUM PHARMACEUTICAL INC 1,421 29,585.22 0.04 USD COLONY CAPITAL INC 21,284 58,105.32 0.08 USD COLUMBIA BANKING SYSTEM INC 3,148 75,079.80 0.10 USD COLUMBIA FINANCIAL INC 2,190 24,309.00 0.03 USD COLUMBIA PROPERTY TRUST INC 5,040 54,986.40 0.08 USD COLUMBIA SPORTSWEAR CO 1,327 115,422.46 0.16 USD COMFORT SYSTEMS USA INC 1,592 82,003.92 0.11 USD COMMERCE BANCSHARES INC/MO 4,405 247,957.45 0.34 USD COMMERCIAL METALS CO 5,149 102,877.02 0.14 USD COMMSCOPE HOLDING CO INC 8,483 76,347.00 0.11 USD COMMUNITY BANK SYSTEM INC 2,333 127,055.18 0.18 USD COMMUNITY TRUST BANCORP INC 718 20,290.68 0.03 USD COMPASS MINERALS INTERNATIONAL INC 1,481 87,897.35 0.12 USD COMPUTER PROGRAMS & SYSTEMS INC 585 16,151.85 0.02 USD CONDUENT INC 7,437 23,649.66 0.03 USD COOPER TIRE & RUBBER CO 2,187 69,327.90 0.10 USD CORE-MARK HOLDING CO INC 1,988 57,512.84 0.08 USD CORESITE REALTY CORP 1,683 200,075.04 0.28 USD CORNERSTONE BUILDING BRANDS INC 2,455 19,590.90 0.03 USD CORPORATE OFFICE PROPERTIES TRUST 4,878 115,706.16 0.16 USD CORVEL CORP 436 37,247.48 0.05 USD COUSINS PROPERTIES INC 6,530 186,692.70 0.26 USD COVANTA HOLDING CORP 5,157 39,966.75 0.06 USD COVETRUS INC 4,389 107,091.60 0.15 USD COWEN INC -A- 1,107 18,010.89 0.03 USD CRAWFORD & CO -A- 730 4,774.20 0.01 USD CREE INC 4,780 304,677.20 0.42 USD CROCS INC 2,968 126,822.64 0.18 USD CSG SYSTEMS INTERNATIONAL INC 1,430 58,558.50 0.08 USD CTS CORP 1,292 28,462.76 0.04 USD CUBESMART 8,573 276,993.63 0.38 USD CUBIC CORP 1,360 79,111.20 0.11 USD CULLEN/FROST BANKERS INC 2,598 166,142.10 0.23 USD CUSHMAN & WAKEFIELD PLC 4,762 50,048.62 0.07 USD CYRUSONE INC 5,088 356,312.64 0.49 USD DARLING INGREDIENTS INC 7,155 257,794.65 0.36 USD DAVE & BUSTER'S ENTERTAINMENT INC 1,972 29,895.52 0.04 USD DECKERS OUTDOOR CORP 1,222 268,852.22 0.37 USD DELEK US HOLDINGS INC 3,206 35,682.78 0.05 USD DENALI THERAPEUTICS INC 3,449 123,577.67 0.17 USD DESIGNER BRANDS INC -A- 2,684 14,574.12 0.02 USD DIAMOND HILL INVESTMENT GROUP INC 132 16,674.24 0.02 USD DIAMONDROCK HOSPITALITY CO 8,718 44,200.26 0.06 USD DICERNA PHARMACEUTICALS INC 2,732 49,148.68 0.07 USD DICK'S SPORTING GOODS INC 2,866 165,884.08 0.23 USD DINE BRANDS GLOBAL INC 686 37,448.74 0.05 USD DMC GLOBAL INC 639 21,048.66 0.03 USD DOLBY LABORATORIES INC -A- 2,814 186,511.92 0.26 USD DOMTAR CORP 2,459 64,597.93 0.09 USD DONALDSON CO INC 5,643 261,948.06 0.36 USD DORMAN PRODUCTS INC 1,204 108,817.52 0.15 USD DOUGLAS DYNAMICS INC 997 34,097.40 0.05 USD DOUGLAS EMMETT INC 7,239 181,698.90 0.25 USD DRIL-QUIP INC 1,581 39,145.56 0.05 USD DUNKIN' BRANDS GROUP INC 3,604 295,203.64 0.41 USD DXC TECHNOLOGY CO 11,231 200,473.35 0.28 USD EAGLE PHARMACEUTICALS INC 513 21,792.24 0.03 USD EASTERLY GOVERNMENT PROPERTIES INC 3,264 73,146.24 0.10 USD ECHO GLOBAL LOGISTICS INC 1,191 30,692.07 0.04 USD EDGEWELL PERSONAL CARE CO 2,249 62,702.12 0.09 USD EHEALTH INC 1,020 80,580.00 0.11 USD EL POLLO LOCO HOLDINGS INC 848 13,737.60 0.02 USD ELASTIC NV 2,342 252,678.38 0.35 USD EMCOR GROUP INC 2,393 162,030.03 0.23

The accompanying notes form an integral part of the Financial Statements. Any differences in the percentage of Net Assets are the result of roundings.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF Page 48

Schedule of Investments (continued)

Quantity / Valuation Description Nominal (in USD) % of net assets

Shares (and equity-type securities) (continued)

United States (continued) USD EMPIRE STATE REALTY TRUST INC -A- 6,707 41,046.84 0.06 USD ENCOMPASS HEALTH CORP 4,392 285,392.16 0.40 USD ENCORE CAPITAL GROUP INC 1,212 46,771.08 0.06 USD ENERGIZER HOLDINGS INC 2,716 106,304.24 0.15 USD ENERPAC TOOL GROUP CORP -A- 2,633 49,526.73 0.07 USD ENSIGN GROUP INC 2,226 127,015.56 0.18 USD ENVESTNET INC 2,362 182,251.92 0.25 USD ENVISTA HOLDINGS CORP 6,920 170,785.60 0.24 USD EPLUS INC 586 42,895.20 0.06 USD EQT CORP 11,129 143,897.97 0.20 USD EQUITY BANCSHARES INC -A- 593 9,191.50 0.01 USD ESSENTIAL PROPERTIES REALTY TRUST INC 3,996 73,206.72 0.10 USD ETHAN ALLEN INTERIORS INC 1,098 14,866.92 0.02 USD ETSY INC 5,221 635,030.23 0.89 USD EURONET WORLDWIDE INC 2,298 209,347.80 0.29 USD EVERCORE INC -A- 1,773 116,060.58 0.16 USD EXLSERVICE HOLDINGS INC 1,481 97,701.57 0.14 USD EXPONENT INC 2,252 162,211.56 0.23 USD EXTREME NETWORKS INC 5,172 20,791.44 0.03 USD FARO TECHNOLOGIES INC 771 47,015.58 0.07 USD FEDERAL AGRICULTURAL MORTGAGE CORP -C- 466 29,665.56 0.04 USD FEDERAL SIGNAL CORP 2,628 76,869.00 0.11 USD FEDERATED HERMES INC -B- 4,193 90,191.43 0.13 USD FIBROGEN INC 3,541 145,605.92 0.20 USD FIRST AMERICAN FINANCIAL CORP 4,913 250,120.83 0.35 USD FIRST BUSEY CORP 2,155 34,242.95 0.05 USD FIRST FINANCIAL BANCORP 4,327 51,945.64 0.07 USD FIRST FINANCIAL BANKSHARES INC 5,557 155,095.87 0.22 USD FIRST HORIZON NATIONAL CORP 24,044 226,734.92 0.31 USD FIRST INDUSTRIAL REALTY TRUST INC 5,619 223,636.20 0.31 USD FIRST INTERSTATE BANCSYSTEM INC -A- 1,878 59,814.30 0.08 USD FIRST MERCHANTS CORP 2,416 55,954.56 0.08 USD FIRST SOLAR INC 3,500 231,700.00 0.32 USD FIRSTCASH INC 1,824 104,351.04 0.14 USD FITBIT INC -A- 9,755 67,894.80 0.09 USD FIVE BELOW INC 2,463 312,801.00 0.43 USD FIVE POINT HOLDINGS LLC -A- 2,237 9,328.29 0.01 USD FLEX LTD 22,191 247,207.74 0.34 USD FLEXION THERAPEUTICS INC 1,979 20,601.39 0.03 USD FLOWERS FOODS INC 8,749 212,863.17 0.30 USD FLUSHING FINANCIAL CORP 1,165 12,255.80 0.02 USD FOOT LOCKER INC 4,562 150,682.86 0.21 USD FOUR CORNERS PROPERTY TRUST INC 3,055 78,177.45 0.11 USD FRANKLIN ELECTRIC CO INC 1,721 101,246.43 0.14 USD FRANKLIN STREET PROPERTIES CORP 4,808 17,597.28 0.02 USD FRESH DEL MONTE PRODUCE INC 1,365 31,285.80 0.04 USD FRESHPET INC 1,775 198,178.75 0.28 USD FRONTDOOR INC 3,800 147,858.00 0.21 USD FTI CONSULTING INC 1,631 172,837.07 0.24 USD FULTON FINANCIAL CORP 7,167 66,868.11 0.09 USD G1 THERAPEUTICS INC 1,373 15,858.15 0.02 USD GAMESTOP CORP -A- 3,058 31,191.60 0.04 USD GAP INC 9,748 166,008.44 0.23 USD GATX CORP 1,363 86,891.25 0.12 USD GENERAC HOLDINGS INC 2,759 534,252.76 0.74 USD GENESCO INC 632 13,613.28 0.02 USD GENMARK DIAGNOSTICS INC 2,717 38,581.40 0.05 USD GENTHERM INC 1,418 57,996.20 0.08 USD GENWORTH FINANCIAL INC -A- 21,890 73,331.50 0.10 USD GLACIER BANCORP INC 4,221 135,283.05 0.19 USD GLAUKOS CORP 1,784 88,343.68 0.12 USD GLOBAL BLOOD THERAPEUTICS INC 2,383 131,398.62 0.18 USD GLOBUS MEDICAL INC -A- 3,365 166,634.80 0.23 USD GOPRO INC -A- 5,278 23,909.34 0.03 USD GRAHAM HOLDINGS CO -B- 191 77,185.01 0.11 USD GRANITE CONSTRUCTION INC 2,049 36,082.89 0.05 USD GRAPHIC PACKAGING HOLDING CO 12,645 178,168.05 0.25 USD GRAY TELEVISION INC 3,867 53,248.59 0.07 USD GREAT LAKES DREDGE & DOCK CORP 2,807 26,694.57 0.04 USD GREAT WESTERN BANCORP INC 2,477 30,838.65 0.04 USD GREEN BRICK PARTNERS INC 1,090 17,549.00 0.02 USD GREEN DOT CORP -A- 2,220 112,354.20 0.16 USD GREIF INC -A- 1,116 40,410.36 0.06 USD GREIF INC -B- 170 6,711.60 0.01 USD GROUP 1 AUTOMOTIVE INC 761 67,264.79 0.09 USD GROUPON INC -A- 1,055 21,522.00 0.03 USD GUARDANT HEALTH INC 2,502 279,673.56 0.39 USD GUESS? INC 1,732 20,125.84 0.03 USD HAEMONETICS CORP 2,236 195,091.00 0.27 USD HAIN CELESTIAL GROUP INC 3,631 124,543.30 0.17 USD HALOZYME THERAPEUTICS INC 5,722 150,374.16 0.21 USD HANCOCK WHITNEY CORP 3,796 71,402.76 0.10 USD HANESBRANDS INC 15,317 241,242.75 0.34 USD HANGER INC 1,643 25,992.26 0.04 USD HANMI FINANCIAL CORP 1,410 11,576.10 0.02 USD HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC 3,226 136,363.02 0.19

The accompanying notes form an integral part of the Financial Statements. Any differences in the percentage of Net Assets are the result of roundings.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF Page 49

Schedule of Investments (continued)

Quantity / Valuation Description Nominal (in USD) % of net assets

Shares (and equity-type securities) (continued)

United States (continued) USD HANOVER INSURANCE GROUP INC 1,678 156,356.04 0.22 USD HARMONIC INC 4,327 24,144.66 0.03 USD HAVERTY FURNITURE COS INC 776 16,249.44 0.02 USD HAWAIIAN ELECTRIC INDUSTRIES INC 4,750 157,890.00 0.22 USD HB FULLER CO 2,245 102,776.10 0.14 USD HEALTH CATALYST INC 650 23,790.00 0.03 USD HEALTHCARE SERVICES GROUP INC 3,241 69,778.73 0.10 USD HEARTLAND FINANCIAL USA INC 1,447 43,402.77 0.06 USD HEIDRICK & STRUGGLES INTERNATIONAL INC 846 16,623.90 0.02 USD HELEN OF TROY LTD 1,119 216,548.88 0.30 USD HELIX ENERGY SOLUTIONS GROUP INC 6,180 14,893.80 0.02 USD HEMISPHERE MEDIA GROUP INC -A- 742 6,447.98 0.01 USD HERC HOLDINGS INC 881 34,896.41 0.05 USD HERITAGE FINANCIAL CORP/WA 1,608 29,571.12 0.04 USD HERMAN MILLER INC 2,575 77,662.00 0.11 USD HERON THERAPEUTICS INC 3,730 55,278.60 0.08 USD HESKA CORP 397 39,219.63 0.05 USD HEXCEL CORP 3,718 124,738.90 0.17 USD HIBBETT SPORTS INC 759 29,767.98 0.04 USD HILL-ROM HOLDINGS INC 2,924 244,183.24 0.34 USD HMS HOLDINGS CORP 3,839 91,944.05 0.13 USD HNI CORP 1,863 58,460.94 0.08 USD HOMESTREET INC 1,042 26,841.92 0.04 USD HOMETRUST BANCSHARES INC 755 10,252.90 0.01 USD HOPE BANCORP INC 5,447 41,315.50 0.06 USD HORIZON THERAPEUTICS PLC 7,972 619,264.96 0.87 USD HOWARD HUGHES CORP 1,796 103,449.60 0.14 USD HUB GROUP INC -A- 1,456 73,083.92 0.10 USD HUBBELL INC -B- 2,375 324,995.00 0.45 USD HUBSPOT INC 1,824 533,027.52 0.74 USD HUDSON PACIFIC PROPERTIES INC 6,718 147,325.74 0.20 USD HUNTSMAN CORP 8,796 195,359.16 0.27 USD HURON CONSULTING GROUP INC 985 38,740.05 0.05 USD IAA INC 5,907 307,577.49 0.43 USD ICF INTERNATIONAL INC 821 50,516.13 0.07 USD IDACORP INC 2,200 175,780.00 0.24 USD IHEARTMEDIA INC -A- 2,702 21,940.24 0.03 USD IMMUNOMEDICS INC 8,640 734,659.20 1.03 USD INDEPENDENCE REALTY TRUST INC 4,472 51,830.48 0.07 USD INFINERA CORP 7,110 43,797.60 0.06 USD INGEVITY CORP 1,829 90,425.76 0.13 USD INNOSPEC INC 1,120 70,918.40 0.10 USD INOGEN INC 818 23,722.00 0.03 USD INSIGHT ENTERPRISES INC 1,532 86,680.56 0.12 USD INSPERITY INC 1,627 106,552.23 0.15 USD INTERDIGITAL INC 1,344 76,688.64 0.11 USD INTERNATIONAL BANCSHARES CORP 2,404 62,648.24 0.09 USD INTERSECT ENT INC 1,241 20,240.71 0.03 USD INTRA-CELLULAR THERAPIES INC 2,615 67,100.90 0.09 USD INVESTORS BANCORP INC 10,232 74,284.32 0.10 USD IRIDIUM COMMUNICATIONS INC 5,298 135,522.84 0.19 USD IROBOT CORP 1,234 93,660.60 0.13 USD IRONWOOD PHARMACEUTICALS INC -A- 6,546 58,881.27 0.08 USD ISTAR INC 3,356 39,634.36 0.06 USD ITRON INC 1,655 100,524.70 0.14 USD ITT INC 3,808 224,862.40 0.31 USD JACK IN THE BOX INC 936 74,234.16 0.10 USD JBG SMITH PROPERTIES 5,286 141,347.64 0.20 USD JOHN WILEY & SONS INC -A- 1,948 61,771.08 0.09 USD JOHNSON OUTDOORS INC -A- 273 22,355.97 0.03 USD KAR AUCTION SERVICES INC 5,623 80,971.20 0.11 USD KB HOME 3,610 138,587.90 0.19 USD KELLY SERVICES INC -A- 1,479 25,202.16 0.04 USD KENNEDY-WILSON HOLDINGS INC 5,590 81,166.80 0.11 USD KILROY REALTY CORP 4,553 236,573.88 0.33 USD KIMBALL ELECTRONICS INC 1,114 12,877.84 0.02 USD KIMBALL INTERNATIONAL INC -B- 1,670 17,601.80 0.02 USD KIMCO REALTY CORP 19,129 215,392.54 0.30 USD KNOLL INC 2,237 26,978.22 0.04 USD KNOWLES CORP 3,989 59,436.10 0.08 USD KONTOOR BRANDS INC 2,118 51,255.60 0.07 USD KORN FERRY 2,427 70,383.00 0.10 USD KOSMOS ENERGY LTD 18,145 17,702.26 0.02 USD KRATOS DEFENSE & SECURITY SOLUTIONS INC 5,230 100,834.40 0.14 USD LANDS' END INC 756 9,850.68 0.01 USD LANDSTAR SYSTEM INC 1,687 211,701.63 0.29 USD LA-Z-BOY INC 2,005 63,418.15 0.09 USD LCI INDUSTRIES 1,091 115,962.39 0.16 USD LEMAITRE VASCULAR INC 742 24,137.26 0.03 USD LENDINGCLUB CORP 2,047 9,641.37 0.01 USD LEVI STRAUSS & CO -A- 2,790 37,386.00 0.05 USD LGI HOMES INC 936 108,735.12 0.15 USD LHC GROUP INC 1,327 282,067.12 0.39 USD LIBERTY OILFIELD SERVICES INC -A- 2,880 23,011.20 0.03 USD LIFE STORAGE INC 2,089 219,909.03 0.31 USD LIGAND PHARMACEUTICALS INC 719 68,535.08 0.10

The accompanying notes form an integral part of the Financial Statements. Any differences in the percentage of Net Assets are the result of roundings.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF Page 50

Schedule of Investments (continued)

Quantity / Valuation Description Nominal (in USD) % of net assets

Shares (and equity-type securities) (continued)

United States (continued) USD LIMELIGHT NETWORKS INC 5,164 29,744.64 0.04 USD LIONS GATE ENTERTAINMENT CORP -A- 2,618 24,818.64 0.03 USD LIONS GATE ENTERTAINMENT CORP -B- 4,986 43,477.92 0.06 USD LITHIA MOTORS INC -A- 972 221,557.68 0.31 USD LITTELFUSE INC 1,066 189,044.44 0.26 USD LIVE OAK BANCSHARES INC 1,199 30,370.67 0.04 USD LORAL SPACE & COMMUNICATIONS INC 614 11,236.20 0.02 USD LOUISIANA-PACIFIC CORP 4,985 147,107.35 0.20 USD LPL FINANCIAL HOLDINGS INC 3,494 267,884.98 0.37 USD LUMENTUM HOLDINGS INC 3,308 248,530.04 0.35 USD LUMINEX CORP 1,867 49,008.75 0.07 USD MACERICH CO 4,917 33,386.43 0.05 USD MACQUARIE INFRASTRUCTURE CORP 3,215 86,451.35 0.12 USD MADISON SQUARE GARDEN SPORTS CORP 680 102,326.40 0.14 USD MAGELLAN HEALTH INC 1,012 76,689.36 0.11 USD MALIBU BOATS INC -A- 897 44,455.32 0.06 USD MANHATTAN ASSOCIATES INC 2,782 265,653.18 0.37 USD MARATHON OIL CORP 34,418 140,769.62 0.20 USD MARCUS & MILLICHAP INC 1,024 28,180.48 0.04 USD MARINEMAX INC 995 25,541.65 0.04 USD MARRIOTT VACATIONS WORLDWIDE CORP 1,825 165,728.25 0.23 USD MATERION CORP 889 46,254.67 0.06 USD MATTHEWS INTERNATIONAL CORP -A- 1,321 29,537.56 0.04 USD MCGRATH RENTCORP 1,062 63,284.58 0.09 USD MEDIFAST INC 454 74,660.30 0.10 USD MEDNAX INC 3,675 59,829.00 0.08 USD MERCURY SYSTEMS INC 2,470 191,326.20 0.27 USD MERIDIAN BIOSCIENCE INC 1,863 31,633.74 0.04 USD MERIT MEDICAL SYSTEMS INC 2,166 94,221.00 0.13 USD MERITAGE HOMES CORP 1,664 183,688.96 0.26 USD MERITOR INC 3,050 63,867.00 0.09 USD METHODE ELECTRONICS INC 1,612 45,942.00 0.06 USD MGIC INVESTMENT CORP 15,033 133,192.38 0.19 USD MGM GROWTH PROPERTIES LLC -A- 5,706 159,653.88 0.22 USD MICHAELS COS INC 3,196 30,857.38 0.04 USD MIDDLEBY CORP 2,453 220,058.63 0.31 USD MIMECAST LTD 2,660 124,807.20 0.17 USD MINERALS TECHNOLOGIES INC 1,506 76,956.60 0.11 USD MIRATI THERAPEUTICS INC 1,256 208,558.80 0.29 USD MOBILEIRON INC 3,715 26,042.15 0.04 USD MODEL N INC 1,085 38,278.80 0.05 USD MONRO INC 1,455 59,029.35 0.08 USD MOOG INC -A- 1,362 86,527.86 0.12 USD MORNINGSTAR INC 1,050 168,640.50 0.23 USD MR COOPER GROUP INC 3,154 70,397.28 0.10 USD MSA SAFETY INC 1,636 219,502.12 0.30 USD MTS SYSTEMS CORP 839 16,033.29 0.02 USD MURPHY USA INC 1,223 156,874.21 0.22 USD MYERS INDUSTRIES INC 1,354 17,913.42 0.02 USD MYOKARDIA INC 2,205 300,607.65 0.42 USD MYR GROUP INC 736 27,364.48 0.04 USD NATIONAL BANK HOLDINGS CORP -A- 1,357 35,621.25 0.05 USD NATIONAL CINEMEDIA INC 2,618 7,107.87 0.01 USD NATIONAL FUEL GAS CO 3,613 146,651.67 0.20 USD NATIONAL INSTRUMENTS CORP 5,401 192,815.70 0.27 USD NATIONAL RESEARCH CORP 597 29,378.37 0.04 USD NATIONAL VISION HOLDINGS INC 3,489 133,419.36 0.19 USD NAVISTAR INTERNATIONAL CORP 1,941 84,511.14 0.12 USD NBT BANCORP INC 1,907 51,145.74 0.07 USD NCR CORP 5,557 123,031.98 0.17 USD NEENAH INC 750 28,102.50 0.04 USD NEKTAR THERAPEUTICS -A- 7,884 130,795.56 0.18 USD NEOGENOMICS INC 4,600 169,694.00 0.24 USD NETGEAR INC 1,290 39,757.80 0.06 USD NETSCOUT SYSTEMS INC 3,212 70,117.96 0.10 USD NEW JERSEY RESOURCES CORP 4,155 112,268.10 0.16 USD NEW RELIC INC 2,252 126,922.72 0.18 USD NEW YORK COMMUNITY BANCORP INC 20,408 168,774.16 0.23 USD NEW YORK TIMES CO -A- 6,180 264,442.20 0.37 USD NEXTERA ENERGY PARTNERS LP 2,768 165,969.28 0.23 USD NEXTGEN HEALTHCARE INC 2,318 29,531.32 0.04 USD NOBLE ENERGY INC 21,100 180,405.00 0.25 USD NORDSTROM INC 4,779 56,965.68 0.08 USD NORWEGIAN CRUISE LINE HOLDINGS LTD 11,291 193,189.01 0.27 USD NOVANTA INC 1,562 164,541.08 0.23 USD NUANCE COMMUNICATIONS INC 12,343 409,664.17 0.57 USD NUTANIX INC -A- 7,914 175,532.52 0.24 USD OCEANEERING INTERNATIONAL INC 4,636 16,318.72 0.02 USD OCEANFIRST FINANCIAL CORP 2,456 33,622.64 0.05 USD ODONATE THERAPEUTICS INC 910 12,221.30 0.02 USD ODP CORP 2,304 44,812.80 0.06 USD OLD NATIONAL BANCORP/IN 7,349 92,303.44 0.13 USD OMNICELL INC 1,852 138,270.32 0.19 USD ONE GAS INC 2,349 162,104.49 0.23 USD ONESPAN INC 1,397 29,281.12 0.04 USD OPKO HEALTH INC 18,866 69,615.54 0.10

The accompanying notes form an integral part of the Financial Statements. Any differences in the percentage of Net Assets are the result of roundings.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF Page 51

Schedule of Investments (continued)

Quantity / Valuation Description Nominal (in USD) % of net assets

Shares (and equity-type securities) (continued)

United States (continued) USD OPTION CARE HEALTH INC 1,709 22,849.33 0.03 USD ORASURE TECHNOLOGIES INC 3,045 37,057.65 0.05 USD ORMAT TECHNOLOGIES INC 1,772 104,742.92 0.15 USD ORTHOFIX MEDICAL INC 807 25,129.98 0.03 USD ORTHOPEDIATRICS CORP 543 24,934.56 0.03 USD OSHKOSH CORP 3,012 221,382.00 0.31 USD OSI SYSTEMS INC 763 59,216.43 0.08 USD OUTFRONT MEDIA INC 6,273 91,272.15 0.13 USD OVERSTOCK.COM INC 1,687 122,560.55 0.17 USD OWENS & MINOR INC 2,623 65,863.53 0.09 USD OXFORD INDUSTRIES INC 749 30,229.64 0.04 USD PARAMOUNT GROUP INC 7,971 56,434.68 0.08 USD PARK HOTELS & RESORTS INC 10,437 104,265.63 0.14 USD PARSLEY ENERGY INC -A- 13,147 123,055.92 0.17 USD PATTERSON COS INC 3,750 90,393.75 0.13 USD PAYLOCITY HOLDING CORP 1,548 249,878.16 0.35 USD PENNANT GROUP INC 1,234 47,583.04 0.07 USD PENNYMAC FINANCIAL SERVICES INC 2,805 163,026.60 0.23 USD PENUMBRA INC 1,501 291,764.38 0.41 USD PERFICIENT INC 1,428 61,032.72 0.08 USD PERFORMANCE FOOD GROUP CO 5,834 201,973.08 0.28 USD PETIQ INC -A- 871 28,673.32 0.04 USD PETMED EXPRESS INC 882 27,888.84 0.04 USD PHIBRO ANIMAL HEALTH CORP -A- 895 15,573.00 0.02 USD PIEDMONT OFFICE REALTY TRUST INC -A- 5,482 74,390.74 0.10 USD PINNACLE FINANCIAL PARTNERS INC 3,383 120,400.97 0.17 USD PITNEY BOWES INC 7,770 41,258.70 0.06 USD PLANTRONICS INC 1,490 17,641.60 0.02 USD PLEXUS CORP 1,271 89,770.73 0.12 USD PLUG POWER INC 14,288 191,602.08 0.27 USD POOL CORP 1,760 588,790.40 0.82 USD PORTLAND GENERAL ELECTRIC CO 3,986 141,503.00 0.20 USD POTLATCHDELTIC CORP 2,931 123,395.10 0.17 USD PRA GROUP INC 1,966 78,541.70 0.11 USD PREMIER INC -A- 3,092 101,510.36 0.14 USD PRICESMART INC 936 62,197.20 0.09 USD PRIMERICA INC 1,807 204,443.98 0.28 USD PROASSURANCE CORP 2,353 36,800.92 0.05 USD PROGRESS SOFTWARE CORP 1,965 72,076.20 0.10 USD PROS HOLDINGS INC 1,777 56,757.38 0.08 USD PROSPERITY BANCSHARES INC 4,134 214,265.22 0.30 USD PROTO LABS INC 1,106 143,227.00 0.20 USD PROVIDENCE SERVICE CORP 536 49,799.76 0.07 USD PVH CORP 3,153 188,044.92 0.26 USD QCR HOLDINGS INC 656 17,980.96 0.02 USD QTS REALTY TRUST INC -A- 2,653 167,192.06 0.23 USD QUALYS INC 1,444 141,526.44 0.20 USD QUANTA SERVICES INC 6,064 320,543.04 0.45 USD QUIDEL CORP 1,650 361,977.00 0.50 USD QUOTIENT TECHNOLOGY INC 3,336 24,619.68 0.03 USD R1 RCM INC 4,249 72,870.35 0.10 USD RADNET INC 1,860 28,551.00 0.04 USD RAPID7 INC 2,138 130,931.12 0.18 USD RAVEN INDUSTRIES INC 1,571 33,807.92 0.05 USD RAYONIER INC 5,998 158,587.12 0.22 USD REALOGY HOLDINGS CORP 4,975 46,964.00 0.07 USD REALREAL INC 1,057 15,294.79 0.02 USD REATA PHARMACEUTICALS INC -A- 1,070 104,239.40 0.14 USD REDWOOD TRUST INC 4,907 36,900.64 0.05 USD RELIANCE STEEL & ALUMINUM CO 2,818 287,548.72 0.40 USD RENEWABLE ENERGY GROUP INC 1,693 90,440.06 0.13 USD RENT-A-CENTER INC 2,144 64,084.16 0.09 USD REPLIGEN CORP 2,194 323,702.76 0.45 USD RESIDEO TECHNOLOGIES INC 5,077 55,847.00 0.08 USD RESOURCES CONNECTION INC 1,269 14,656.95 0.02 USD REVANCE THERAPEUTICS INC 2,235 56,187.90 0.08 USD REXFORD INDUSTRIAL REALTY INC 5,376 246,005.76 0.34 USD REXNORD CORP 5,297 158,062.48 0.22 USD RIBBON COMMUNICATIONS INC 2,663 10,305.81 0.01 USD RIGEL PHARMACEUTICALS INC 7,381 17,714.40 0.02 USD RLJ LODGING TRUST 7,339 63,555.74 0.09 USD RMR GROUP INC -A- 690 18,954.30 0.03 USD ROGERS CORP 811 79,526.66 0.11 USD ROYAL GOLD INC 2,897 348,132.49 0.48 USD RYDER SYSTEM INC 2,321 98,039.04 0.14 USD S&T BANCORP INC 1,657 29,312.33 0.04 USD SABRA HEALTH CARE REIT INC 8,923 123,003.56 0.17 USD SAGE THERAPEUTICS INC 2,262 138,253.44 0.19 USD SALLY BEAUTY HOLDINGS INC 5,083 44,171.27 0.06 USD SANGAMO THERAPEUTICS INC 5,065 47,864.25 0.07 USD SCANSOURCE INC 1,110 22,011.30 0.03 USD SCHNITZER STEEL INDUSTRIES INC -A- 1,238 23,806.74 0.03 USD SCHOLASTIC CORP 1,317 27,643.83 0.04 USD SEACOAST BANKING CORP OF FLORIDA 2,232 40,242.96 0.06 USD SELECT MEDICAL HOLDINGS CORP 4,681 97,458.42 0.14 USD SERVICE CORP INTERNATIONAL 7,890 332,800.20 0.46

The accompanying notes form an integral part of the Financial Statements. Any differences in the percentage of Net Assets are the result of roundings.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF Page 52

Schedule of Investments (continued)

Quantity / Valuation Description Nominal (in USD) % of net assets

Shares (and equity-type securities) (continued)

United States (continued) USD SERVICEMASTER GLOBAL HOLDINGS INC 5,801 231,343.88 0.32 USD SERVISFIRST BANCSHARES INC 1,983 67,481.49 0.09 USD SHAKE SHACK INC -A- 1,517 97,816.16 0.14 USD SHENANDOAH TELECOMMUNICATIONS CO 2,059 91,491.67 0.13 USD SHOCKWAVE MEDICAL INC 1,144 86,715.20 0.12 USD SHOE CARNIVAL INC 483 16,219.14 0.02 USD SIGA TECHNOLOGIES INC 2,368 16,268.16 0.02 USD SIGNET JEWELERS LTD 2,375 44,412.50 0.06 USD SILICON LABORATORIES INC 1,942 190,024.70 0.26 USD SILK ROAD MEDICAL INC 1,163 78,165.23 0.11 USD SIMMONS FIRST NATIONAL CORP -A- 4,948 78,450.54 0.11 USD SIMPLY GOOD FOODS CO 3,737 82,400.85 0.11 USD SIMULATIONS PLUS INC 700 52,752.00 0.07 USD SINCLAIR BROADCAST GROUP INC -A- 2,223 42,748.29 0.06 USD SITE CENTERS CORP 6,745 48,564.00 0.07 USD SITEONE LANDSCAPE SUPPLY INC 1,848 225,363.60 0.31 USD SL GREEN REALTY CORP 3,392 157,287.04 0.22 USD SLEEP NUMBER CORP 1,206 58,985.46 0.08 USD SLM CORP 14,900 120,541.00 0.17 USD SMARTSHEET INC -A- 4,731 233,806.02 0.32 USD SONOCO PRODUCTS CO 4,370 223,175.90 0.31 USD SONOS INC 3,829 58,124.22 0.08 USD SOUTH JERSEY INDUSTRIES INC 4,031 77,677.37 0.11 USD SOUTH STATE CORP 3,096 149,072.40 0.21 USD SOUTHWEST GAS HOLDINGS INC 2,441 154,027.10 0.21 USD SOUTHWESTERN ENERGY CO 26,423 62,094.05 0.09 USD SP PLUS CORP 953 17,106.35 0.02 USD SPARTANNASH CO 1,585 25,914.75 0.04 USD SPECTRUM BRANDS HOLDINGS INC 1,706 97,514.96 0.14 USD SPROUTS FARMERS MARKET INC 5,104 106,826.72 0.15 USD SPS COMMERCE INC 1,560 121,477.20 0.17 USD ST JOE CO 1,417 29,232.71 0.04 USD STAAR SURGICAL CO 1,469 83,086.64 0.12 USD STARWOOD PROPERTY TRUST INC 12,282 185,335.38 0.26 USD STEELCASE INC -A- 3,708 37,487.88 0.05 USD STEPAN CO 882 96,138.00 0.13 USD STERLING BANCORP 8,619 90,671.88 0.13 USD STOCK YARDS BANCORP INC 935 31,827.40 0.04 USD STONEX GROUP INC 702 35,914.32 0.05 USD SUMMIT MATERIALS INC -A- 4,925 81,459.50 0.11 USD SUNCOKE ENERGY INC 3,806 13,016.52 0.02 USD SUNSTONE HOTEL INVESTORS INC 9,483 75,295.02 0.10 USD SUPERNUS PHARMACEUTICALS INC 2,292 47,765.28 0.07 USD SURGERY PARTNERS INC 1,024 22,425.60 0.03 USD SURMODICS INC 599 23,307.09 0.03 USD SVMK INC 4,888 108,073.68 0.15 USD SYKES ENTERPRISES INC 1,710 58,499.10 0.08 USD SYNNEX CORP 1,927 269,895.62 0.37 USD TACTILE SYSTEMS TECHNOLOGY INC 838 30,662.42 0.04 USD TANDEM DIABETES CARE INC 2,517 285,679.50 0.40 USD TAPESTRY INC 12,049 188,325.87 0.26 USD TAYLOR MORRISON HOME CORP -A- 5,548 136,425.32 0.19 USD TCF FINANCIAL CORP 6,640 155,110.40 0.22 USD TEGNA INC 9,281 109,051.75 0.15 USD TEJON RANCH CO 975 13,796.25 0.02 USD TENNANT CO 756 45,632.16 0.06 USD TENNECO INC -A- 2,236 15,517.84 0.02 USD TERADATA CORP 4,900 111,230.00 0.15 USD TETRA TECH INC 2,381 227,385.50 0.32 USD TEXAS CAPITAL BANCSHARES INC 2,184 67,987.92 0.09 USD TFS FINANCIAL CORP 2,420 35,549.80 0.05 USD THOR INDUSTRIES INC 2,409 229,481.34 0.32 USD TIVITY HEALTH INC 1,489 20,875.78 0.03 USD TORO CO 4,706 395,068.70 0.55 USD TREEHOUSE FOODS INC 2,447 99,176.91 0.14 USD TRICIDA INC 1,304 11,814.24 0.02 USD TRICO BANCSHARES 1,202 29,436.98 0.04 USD TRINET GROUP INC 1,945 115,377.40 0.16 USD TRINSEO SA 1,347 34,537.08 0.05 USD TRIPADVISOR INC 4,300 84,237.00 0.12 USD TRISTATE CAPITAL HOLDINGS INC 1,030 13,637.20 0.02 USD TRUEBLUE INC 1,746 27,045.54 0.04 USD TRUPANION INC 1,293 102,017.70 0.14 USD TRUSTMARK CORP 2,645 56,629.45 0.08 USD TTEC HOLDINGS INC 803 43,803.65 0.06 USD TTM TECHNOLOGIES INC 4,360 49,747.60 0.07 USD TURNING POINT THERAPEUTICS INC 1,517 132,525.12 0.18 USD ULTRAGENYX PHARMACEUTICAL INC 2,502 205,639.38 0.29 USD UMB FINANCIAL CORP 2,026 99,294.26 0.14 USD UMPQUA HOLDINGS CORP 9,630 102,270.60 0.14 USD UNIFIRST CORP/MA 664 125,741.68 0.17 USD UNITED BANKSHARES INC/WV 5,641 121,112.27 0.17 USD UNITED COMMUNITY BANKS INC/GA 3,612 61,151.16 0.08 USD UNITED NATURAL FOODS INC 2,331 34,661.97 0.05 USD UNITI GROUP INC 7,981 84,079.84 0.12 USD UNIVERSAL DISPLAY CORP 1,866 337,260.84 0.47

The accompanying notes form an integral part of the Financial Statements. Any differences in the percentage of Net Assets are the result of roundings.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF Page 53

Schedule of Investments (continued)

Quantity / Valuation Description Nominal (in USD) % of net assets

Shares (and equity-type securities) (continued)

United States (continued) USD UNIVEST FINANCIAL CORP 1,326 19,054.62 0.03 USD US CONCRETE INC 692 20,095.68 0.03 USD US FOODS HOLDING CORP 9,720 215,978.40 0.30 USD US PHYSICAL THERAPY INC 558 48,479.04 0.07 USD VALLEY NATIONAL BANCORP 16,722 114,545.70 0.16 USD VALMONT INDUSTRIES INC 937 116,356.66 0.16 USD VALVOLINE INC 8,193 155,994.72 0.22 USD VAREX IMAGING CORP 1,689 21,484.08 0.03 USD VECTRUS INC 505 19,190.00 0.03 USD VIAD CORP 894 18,622.02 0.03 USD VIEWRAY INC 4,965 17,377.50 0.02 USD VIRTU FINANCIAL INC -A- 2,715 62,472.15 0.09 USD VIRTUS INVESTMENT PARTNERS INC 332 46,031.80 0.06 USD VIRTUSA CORP 1,234 60,663.44 0.08 USD VISHAY INTERTECHNOLOGY INC 5,762 89,714.34 0.12 USD VISHAY PRECISION GROUP INC 489 12,381.48 0.02 USD VISTEON CORP 1,216 84,171.52 0.12 USD VOCERA COMMUNICATIONS INC 1,391 40,450.28 0.06 USD WABASH NATIONAL CORP 2,482 29,684.72 0.04 USD WASHINGTON REAL ESTATE INVESTMENT TRUST 3,587 72,206.31 0.10 USD WASHINGTON TRUST BANCORP INC 682 20,910.12 0.03 USD WATTS WATER TECHNOLOGIES INC -A- 1,136 113,770.40 0.16 USD WAVE LIFE SCIENCES LTD 1,035 8,787.15 0.01 USD WEBSTER FINANCIAL CORP 3,999 105,613.59 0.15 USD WEIS MARKETS INC 761 36,528.00 0.05 USD WELBILT INC 5,828 35,900.48 0.05 USD WENDY'S CO 8,241 183,733.10 0.26 USD WERNER ENTERPRISES INC 2,710 113,792.90 0.16 USD WESBANCO INC 2,976 63,567.36 0.09 USD WESCO INTERNATIONAL INC 2,171 95,567.42 0.13 USD WESTERN ALLIANCE BANCORP 4,251 134,416.62 0.19 USD WEX INC 1,918 266,544.46 0.37 USD WILLIAMS-SONOMA INC 3,380 305,687.20 0.42 USD WINMARK CORP 139 23,933.02 0.03 USD WINNEBAGO INDUSTRIES INC 1,390 71,821.30 0.10 USD WINTRUST FINANCIAL CORP 2,514 100,685.70 0.14 USD WOLVERINE WORLD WIDE INC 3,566 92,145.44 0.13 USD WOODWARD INC 2,614 209,538.24 0.29 USD WORKIVA INC -A- 1,500 83,640.00 0.12 USD WORLD FUEL SERVICES CORP 2,850 60,391.50 0.08 USD WORLD WRESTLING ENTERTAINMENT INC -A- 2,009 81,304.23 0.11 USD WORTHINGTON INDUSTRIES INC 1,704 69,489.12 0.10 USD WSFS FINANCIAL CORP 2,258 60,898.26 0.08 USD WW INTERNATIONAL INC 2,056 38,796.72 0.05 USD XENIA HOTELS & RESORTS INC 4,925 43,241.50 0.06 USD XEROX HOLDINGS CORP 7,868 147,682.36 0.21 USD YETI HOLDINGS INC 3,289 149,057.48 0.21 USD Y-MABS THERAPEUTICS INC 865 33,207.35 0.05 USD ZENDESK INC 5,041 518,819.72 0.72 USD ZIOPHARM ONCOLOGY INC 9,192 23,163.84 0.03 USD ZOGENIX INC 2,236 40,091.48 0.06 USD ZUMIEZ INC 917 25,510.94 0.04 USD ZYNGA INC -A- 39,774 362,738.88 0.50 Total United States 70,699,504.05 98.21 Shares (and equity-type securities) 71,735,465.82 99.65 Total of Portfolio 71,735,465.82 99.65

Total Financial Derivative Instruments -3,040.00 -0.00

Net Other Assets 258,147.21 0.35

Net asset value attributable to holders of redeemable participating shares 71,990,573.03 100.00

Unrealised loss on futures contracts

Description Currency Counterparty Quantity Engagement Valuation % of net assets (in USD) E-MINI S&P MIDCAP 400 -100- 12/20 USD Credit Suisse 1 185,590.00 -3,040.00 -0.00 Total unrealised loss on futures contracts -3,040.00 -0.00

Portfolio Analysis USD % of Total Assets (a) Transferable Securities listed on a stock exchange 71,735,465.82 99.62 (b) Other assets 270,021.24 0.38 Total Assets 72,005,487.06 100.00

The accompanying notes form an integral part of the Financial Statements. Any differences in the percentage of Net Assets are the result of roundings.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) FTSE EPRA Nareit Developed Green Blue UCITS ETF Page 54

Statement of Financial Position

30.09.2020* Assets Note USD Financial Assets at Fair Value Through Profit or Loss 2b, 10 112,057,455.36 Cash and Cash Equivalents 2e, 6 286,282.45 Receivables from: Dividends 409,903.49 Futures Margin Cash 2f 30,501.61 Total Assets 112,784,142.91

Liabilities Payables for: Total Expense Ratio 2h, 11 23,577.79 Total Liabilities (excluding Net Assets Attributable to Holders of Redeemable Participating Shares) 23,577.79 Net Assets Attributable to Holders of Redeemable Participating Shares 112,760,565.12

30.09.2020* Total net assets USD 112,760,565.12

Net asset value per share Class B USD USD 102.51 Shares Outstanding Class B USD 1,100,000.00

*The Fund launched on 26 June 2020.

The accompanying notes form an integral part of the Financial Statements.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) FTSE EPRA Nareit Developed Green Blue UCITS ETF Page 55

Statement of Comprehensive Income

For the period ended 30.09.2020* Income Note USD Dividend Income 2j 1,226,434.41 Net Gain/(Loss) on Financial Assets and Liabilities at Fair Value through Profit or Loss 5 2,142,336.92 Total Income/(Loss) 3,368,771.33

Expenses Total Expense Ratio 2h, 11 71,949.87 Transaction Costs 2c 50,068.15 Total Expenses 122,018.02

Finance Costs Overdraft Expense 50.68 Total Finance Costs 50.68

Net Investment Income/(Loss) for the Period before Tax 3,246,702.63 Foreign Withholding Tax 2i, 4 -256,621.70 Net Increase/(Decrease) in Net Assets Attributable to Holders of Redeemable Participating Shares 2,990,080.93

*The Fund launched on 26 June 2020.

The accompanying notes form an integral part of the Financial Statements.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) FTSE EPRA Nareit Developed Green Blue UCITS ETF Page 56

Statement of Changes in Net Assets Attributable to Holders of Redeemable Participating Shares

For the period ended 30.09.2020* USD Increase/(Decrease) in Net Assets Net Increase/(Decrease) in Net Assets Attributable to Holders of Redeemable Participating Shares 2,990,080.93 Capital Transactions Subscriptions 109,770,484.19 Total Capital Transactions 109,770,484.19 Total Increase/(Decrease) for the Period 112,760,565.12 Net Assets Attributable to Holders of Redeemable Participating Shares Beginning of Period – End of Period 112,760,565.12

*The Fund launched on 26 June 2020.

The accompanying notes form an integral part of the Financial Statements.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) FTSE EPRA Nareit Developed Green Blue UCITS ETF Page 57

Schedule of Investments

Statement of Investments in Securities Quantity / Valuation Description Nominal (in USD) % of net assets

Shares (and equity-type securities)

Australia AUD BWP TRUST 55,920 161,925.86 0.14 AUD CHARTER HALL RETAIL REAL ESTATE INVESTMENT TRUST 55,098 132,691.41 0.12 AUD CROMWELL PROPERTY GROUP 117,212 71,409.94 0.06 AUD DEXUS 70,612 449,933.11 0.40 AUD GPT GROUP 176,073 492,181.24 0.44 AUD MIRVAC GROUP 534,469 835,115.79 0.74 AUD NATIONAL STORAGE REAL ESTATE INVESTMENT TRUST 79,494 103,413.84 0.09 AUD SCENTRE GROUP 232,734 366,986.59 0.33 AUD SHOPPING CENTRES AUSTRALASIA PROPERTY GROUP 123,105 188,823.98 0.17 AUD STOCKLAND 28,642 77,600.20 0.07 AUD VICINITY CENTRES 700,651 690,513.43 0.61 Total Australia 3,570,595.39 3.17

Austria EUR CA IMMOBILIEN ANLAGEN AG 6,919 205,273.20 0.18 Total Austria 205,273.20 0.18

Belgium EUR AEDIFICA SA 3,323 406,037.80 0.36 EUR BEFIMMO SA 762 34,089.29 0.03 EUR COFINIMMO SA 814 122,371.65 0.11 EUR INTERVEST OFFICES & WAREHOUSES NV 2,280 60,424.31 0.05 EUR LEASINVEST REAL ESTATE SCA 133 12,632.96 0.01 EUR MONTEA C.V.A 364 43,111.30 0.04 EUR RETAIL ESTATES NV 219 14,278.66 0.01 EUR WAREHOUSES DE PAUW CVA 7,144 260,202.40 0.23 EUR WERELDHAVE BELGIUM COMM VA 275 14,027.83 0.01 EUR XIOR STUDENT HOUSING NV 1,109 72,306.07 0.06 Total Belgium 1,039,482.27 0.91

Canada CAD ALLIED PROPERTIES REAL ESTATE INVESTMENT TRUST 6,424 172,412.80 0.15 CAD ARTIS REAL ESTATE INVESTMENT TRUST 28,200 167,838.29 0.15 CAD BOARDWALK REAL ESTATE INVESTMENT TRUST 4,681 96,195.73 0.09 CAD CANADIAN APARTMENT PROPERTIES REAL ESTATE INVESTMENT TRUST 2,891 100,533.00 0.09 CAD CHARTWELL RETIREMENT RESIDENCES (units) 557 4,211.64 0.00 CAD CHOICE PROPERTIES REAL ESTATE INVESTMENT TRUST 35,439 339,068.25 0.30 CAD COMINAR REAL ESTATE INVESTMENT TRUST -U- 10,927 60,044.30 0.05 CAD CROMBIE REAL ESTATE INVESTMENT TRUST 17,469 172,237.87 0.15 CAD DREAM INDUSTRIAL REAL ESTATE INVESTMENT TRUST 4,619 39,109.78 0.03 CAD DREAM OFFICE REAL ESTATE INVESTMENT TRUST 3,401 46,212.35 0.04 CAD FIRST CAPITAL REAL ESTATE INVESTMENT TRUST 31,507 305,693.97 0.27 CAD GRANITE REAL ESTATE INVESTMENT TRUST 7,770 449,534.42 0.40 CAD H&R REAL ESTATE INVESTMENT TRUST 24,651 178,457.92 0.16 CAD INTERRENT REAL ESTATE INVESTMENT TRUST 14,855 140,125.77 0.12 CAD KILLAM APARTMENT REAL ESTATE INVESTMENT TRUST 12,523 162,754.47 0.14 CAD NORTHVIEW APARTMENT REAL ESTATE INVESTMENT TRUST 2,140 57,707.51 0.05 CAD NORTHWEST HEALTHCARE PROPERTIES REAL ESTATE INVESTMENT TRUST 1,019 8,666.17 0.01 CAD RIOCAN REAL ESTATE INVESTMENT TRUST 47,750 502,612.76 0.46 CAD SMARTCENTRES REAL ESTATE INVESTMENT TRUST 5,760 86,243.68 0.08 CAD SUMMIT INDUSTRIAL INCOME REAL ESTATE INVESTMENT TRUST 14,544 139,805.32 0.12 USD WPT INDUSTRIAL REAL ESTATE INVESTMENT TRUST 7,309 92,824.30 0.08 Total Canada 3,322,290.30 2.94

Finland EUR CITYCON OYJ 6,995 55,122.05 0.05 EUR KOJAMO OYJ 15,744 338,596.77 0.30 Total Finland 393,718.82 0.35

France EUR CARMILA SA 3,016 27,374.15 0.02 EUR COVIVIO 5,558 391,707.07 0.35 EUR GECINA SA 4,928 651,272.91 0.58 EUR ICADE 3,522 197,913.11 0.18 EUR KLEPIERRE SA 18,617 261,647.23 0.23 EUR MERCIALYS SA 5,885 32,476.32 0.03 EUR UNIBAIL-RODAMCO-WESTFIELD 8,749 323,174.71 0.29 Total France 1,885,565.50 1.68

Germany EUR ADO PROPERTIES SA 144A 5,662 156,958.82 0.14 EUR ALSTRIA OFFICE REAL ESTATE INVESTMENT TRUST-AG 8,114 112,846.50 0.10 EUR DEUTSCHE EUROSHOP AG 6,512 80,944.74 0.07 EUR DEUTSCHE WOHNEN SE 30,544 1,529,045.70 1.36 EUR HAMBORNER REAL ESTATE INVESTMENT TRUST AG 4,730 48,361.11 0.04 EUR LEG IMMOBILIEN AG 6,065 866,256.48 0.77 EUR TAG IMMOBILIEN AG 11,124 335,766.93 0.30 EUR TLG IMMOBILIEN AG 990 20,409.03 0.02 EUR VONOVIA SE 49,000 3,365,997.96 2.98 Total Germany 6,516,587.27 5.78

Guernsey GBP BMO COMMERCIAL PROPERTY TRUST LTD 11,903 9,940.78 0.01 GBP UK COMMERCIAL PROPERTY REIT LTD 69,022 60,855.97 0.05 Total Guernsey 70,796.75 0.06

The accompanying notes form an integral part of the Financial Statements. Any differences in the percentage of Net Assets are the result of roundings.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) FTSE EPRA Nareit Developed Green Blue UCITS ETF Page 58

Schedule of Investments (continued)

Quantity / Valuation Description Nominal (in USD) % of net assets

Shares (and equity-type securities) (continued)

Hong Kong HKD CHAMPION REAL ESTATE INVESTMENT TRUST 232,000 114,952.26 0.10 HKD CK ASSET HOLDINGS LTD 233,000 1,134,935.48 1.01 HKD HANG LUNG PROPERTIES LTD 210,000 530,554.84 0.47 USD HONGKONG LAND HOLDINGS LTD 106,300 394,373.00 0.35 HKD HYSAN DEVELOPMENT CO LTD 52,000 155,329.03 0.14 HKD LINK REAL ESTATE INVESTMENT TRUST 142,900 1,161,638.71 1.03 HKD NEW WORLD DEVELOPMENT CO LTD 55,250 267,338.71 0.24 HKD SINO LAND CO LTD 292,000 339,096.77 0.30 HKD SUN HUNG KAI PROPERTIES LTD 133,500 1,701,909.68 1.51 HKD SWIRE PROPERTIES LTD 68,400 180,046.45 0.16 HKD WHARF REAL ESTATE INVESTMENT CO LTD 196,000 796,645.16 0.71 Total Hong Kong 6,776,820.09 6.02

Ireland EUR HIBERNIA REIT PLC 61,355 73,962.48 0.07 Total Ireland 73,962.48 0.07

Israel ILS AMOT INVESTMENTS LTD 10,061 46,123.58 0.04 ILS AZRIELI GROUP LTD 2,050 91,702.48 0.08 Total Israel 137,826.06 0.12

Italy EUR IMMOBILIARE GRANDE DISTRIBUZIONE SIIQ SPA 1,798 6,251.48 0.01 Total Italy 6,251.48 0.01

Japan JPY ACTIVIA PROPERTIES INC 34 128,712.21 0.11 JPY ADVANCE RESIDENCE INVESTMENT CORP 159 468,577.66 0.42 JPY AEON MALL CO LTD 9,700 135,669.48 0.12 JPY AEON REIT INVESTMENT CORP 148 169,836.07 0.15 JPY COMFORIA RESIDENTIAL REIT INC 77 224,002.65 0.20 JPY DAIWA HOUSE REIT INVESTMENT CORP 258 657,651.85 0.58 JPY DAIWA OFFICE INVESTMENT CORP 26 148,810.76 0.13 JPY DAIWA SECURITIES LIVING INVESTMENTS CORP 230 237,126.88 0.21 JPY FRONTIER REAL ESTATE INVESTMENT CORP 5 16,962.00 0.02 JPY FUKUOKA REIT CORP 30 38,718.85 0.03 JPY GLOBAL ONE REAL ESTATE INVESTMENT CORP 98 93,886.10 0.08 JPY GLP J-REIT 357 550,740.07 0.49 JPY HULIC CO LTD 400 3,729.75 0.00 JPY HULIC REIT INC 54 71,280.20 0.06 JPY ICHIGO OFFICE REIT INVESTMENT CORP 196 141,711.36 0.13 JPY INDUSTRIAL & INFRASTRUCTURE FUND INVESTMENT CORP 87 148,641.14 0.13 JPY INVESCO OFFICE J-REIT INC 1,633 224,995.93 0.20 JPY INVINCIBLE INVESTMENT CORP 909 268,746.33 0.24 JPY JAPAN EXCELLENT INC 16 18,633.56 0.02 JPY JAPAN HOTEL REIT INVESTMENT CORP 37 18,126.60 0.02 JPY JAPAN LOGISTICS FUND INC 56 159,992.42 0.14 JPY JAPAN PRIME REALTY INVESTMENT CORP 23 71,159.86 0.06 JPY JAPAN REAL ESTATE INVESTMENT CORP 133 678,044.16 0.60 JPY JAPAN RETAIL FUND INVESTMENT CORP 264 406,269.31 0.36 JPY KENEDIX OFFICE INVESTMENT CORP 56 333,781.86 0.30 JPY KENEDIX RESIDENTIAL NEXT INVESTMENT CORP 14 24,662.18 0.02 JPY KENEDIX RETAIL REIT CORP 50 100,018.95 0.09 JPY LASALLE LOGIPORT REAL ESTATE INVESTMENT TRUST 135 225,405.10 0.20 JPY MCUBS MIDCITY INVESTMENT CORP 12 9,222.02 0.01 JPY MITSUBISHI ESTATE CO LTD 140,100 2,106,876.72 1.86 JPY MITSUBISHI ESTATE LOGISTICS REIT INVESTMENT CORP 9 37,013.17 0.03 JPY MITSUI FUDOSAN CO LTD 73,200 1,266,936.42 1.12 JPY MITSUI FUDOSAN LOGISTICS PARK INC 38 180,763.76 0.16 JPY MORI HILLS REIT INVESTMENT CORP 263 341,179.76 0.30 JPY MORI TRUST SOGO REIT INC 51 64,275.56 0.06 JPY NIPPON ACCOMMODATIONS FUND INC 5 28,759.59 0.03 JPY NIPPON BUILDING FUND INC 60 338,860.99 0.30 JPY NIPPON PROLOGIS REIT INC 209 704,060.46 0.62 JPY NIPPON REIT INVESTMENT CORP 10 33,781.86 0.03 JPY NOMURA REAL ESTATE HOLDINGS INC 6,600 124,707.67 0.11 JPY NOMURA REAL ESTATE MASTER FUND INC 481 601,648.82 0.53 JPY ORIX JREIT INC 358 547,194.16 0.49 JPY PREMIER INVESTMENT CORP 208 241,053.73 0.21 JPY SEKISUI HOUSE REIT INC 597 438,995.55 0.39 JPY SUMITOMO REALTY & DEVELOPMENT CO LTD 1,200 35,273.38 0.03 JPY TOKYO TATEMONO CO LTD 16,400 199,385.96 0.18 JPY TOKYU REIT INC 30 41,732.21 0.04 JPY UNITED URBAN INVESTMENT CORP 173 191,311.48 0.17 Total Japan 13,298,926.56 11.78

Luxembourg EUR AROUNDTOWN SA 36,408 183,156.58 0.16 EUR GRAND CITY PROPERTIES SA 9,781 236,505.00 0.21 EUR SHURGARD SELF STORAGE SA 2,031 88,597.46 0.08 Total Luxembourg 508,259.04 0.45

Netherlands EUR EUROCOMMERCIAL PROPERTIES NV 4,208 48,851.66 0.04 EUR NSI NV 1,826 64,237.77 0.06

The accompanying notes form an integral part of the Financial Statements. Any differences in the percentage of Net Assets are the result of roundings.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) FTSE EPRA Nareit Developed Green Blue UCITS ETF Page 59

Schedule of Investments (continued)

Quantity / Valuation Description Nominal (in USD) % of net assets

Shares (and equity-type securities) (continued)

Netherlands (continued) EUR VASTNED RETAIL NV 1,401 37,457.72 0.03 EUR WERELDHAVE NV 7,006 64,081.57 0.06 Total Netherlands 214,628.72 0.19

New Zealand NZD GOODMAN PROPERTY TRUST 164,724 255,874.00 0.23 NZD KIWI PROPERTY GROUP LTD 58,677 41,112.62 0.04 NZD PRECINCT PROPERTIES NEW ZEALAND LTD 60,374 67,443.19 0.06 Total New Zealand 364,429.81 0.33

Norway NOK ENTRA ASA 144A 10,289 144,604.18 0.13 Total Norway 144,604.18 0.13

Singapore SGD ASCENDAS REAL ESTATE INVESTMENT TRUST 241,000 572,002.05 0.51 SGD ASCOTT RESIDENCE TRUST (units) 84,200 54,895.61 0.05 SGD CAPITALAND COMMERCIAL TRUST 279,300 335,544.65 0.30 SGD CAPITALAND LTD 161,400 320,411.69 0.28 SGD CAPITALAND MALL TRUST 236,200 333,943.30 0.30 SGD CDL HOSPITALITY TRUSTS (stapled security) 65,200 50,150.17 0.04 SGD CITY DEVELOPMENTS LTD 9,200 51,287.09 0.05 SGD FRASERS CENTREPOINT TRUST 67,500 118,178.16 0.10 SGD FRASERS LOGISTICS & COMMERCIAL TRUST 267,800 272,684.78 0.24 SGD KEPPEL DC REAL ESTATE INVESTMENT TRUST 97,300 207,415.57 0.18 SGD KEPPEL REAL ESTATE INVESTMENT TRUST 207,400 162,565.38 0.14 USD MANULIFE US REAL ESTATE INVESTMENT TRUST 88,400 65,416.00 0.06 SGD MAPLETREE COMMERCIAL TRUST 261,900 372,196.91 0.33 SGD MAPLETREE INDUSTRIAL TRUST 129,600 304,751.30 0.27 SGD MAPLETREE LOGISTICS TRUST 86,200 128,816.94 0.11 SGD PARKWAY LIFE REAL ESTATE INVESTMENT TRUST 31,600 96,066.22 0.09 SGD SUNTEC REAL ESTATE INVESTMENT TRUST 329,300 349,780.24 0.31 SGD UOL GROUP LTD 27,600 134,451.69 0.12 Total Singapore 3,930,557.75 3.48

Spain EUR INMOBILIARIA COLONIAL SOCIMI SA 43,815 362,483.50 0.32 EUR LAR ESPANA REAL ESTATE SOCIMI SA 6,334 29,227.47 0.03 EUR MERLIN PROPERTIES SOCIMI SA 61,201 511,342.39 0.45 Total Spain 903,053.36 0.80

Sweden SEK ATRIUM LJUNGBERG AB -B- 14,130 231,447.82 0.21 SEK CASTELLUM AB 25,609 583,713.52 0.52 SEK CATENA AB 2,803 124,490.78 0.11 SEK DIOS FASTIGHETER AB 12,347 87,601.62 0.08 SEK FABEGE AB 38,697 537,434.31 0.48 SEK FASTIGHETS AB BALDER -B- 8,830 449,096.76 0.40 SEK HUFVUDSTADEN AB -A- 25,334 353,543.75 0.31 SEK KLOVERN AB -B- 32,135 59,386.92 0.05 SEK KUNGSLEDEN AB 17,395 165,301.09 0.15 SEK NYFOSA AB 8,040 71,461.68 0.06 SEK PANDOX AB -B- 7,031 81,229.65 0.07 SEK SAMHALLSBYGGNADSBOLAGET I NORDEN AB 78,865 239,502.87 0.21 SEK WALLENSTAM AB -B- 20,236 309,305.56 0.27 SEK WIHLBORGS FASTIGHETER AB 16,224 321,760.89 0.29 Total Sweden 3,615,277.22 3.21

Switzerland CHF ALLREAL HOLDING AG (reg. shares) 1,397 301,980.08 0.27 CHF HIAG IMMOBILIEN HOLDING AG 237 23,061.55 0.02 CHF INTERSHOP HOLDING AG 94 60,876.19 0.05 CHF MOBIMO HOLDING AG (reg. shares) 592 174,297.69 0.15 CHF PSP SWISS PROPERTY AG (reg. shares) 5,324 646,123.54 0.57 CHF SWISS PRIME SITE AG (reg. shares) 3,985 362,607.89 0.32 Total Switzerland 1,568,946.94 1.38

United Kingdom GBP ABERDEEN STANDARD EUROPEAN LOGISTICS INCOME PLC 144A 28,772 39,800.19 0.04 GBP ASSURA PLC 91,131 90,952.52 0.08 GBP BIG YELLOW GROUP PLC 15,198 204,338.93 0.18 GBP BMO REAL ESTATE INVESTMENTS LTD 21,363 14,250.93 0.01 GBP BRITISH LAND CO PLC 102,565 447,379.00 0.40 GBP CAPITAL & COUNTIES PROPERTIES PLC 117,896 170,553.44 0.15 GBP CLS HOLDINGS PLC 8,251 22,720.48 0.02 GBP CUSTODIAN REIT PLC 6,389 7,334.61 0.01 GBP DERWENT LONDON PLC 2,620 87,049.39 0.08 GBP EMPIRIC STUDENT PROPERTY PLC 40,597 32,015.12 0.03 GBP GCP STUDENT LIVING PLC 53,713 85,689.16 0.08 GBP GREAT PORTLAND ESTATES PLC 3,540 27,413.31 0.02 GBP HAMMERSON PLC 456,745 96,248.23 0.09 GBP HELICAL PLC 2,136 8,160.00 0.01 GBP LAND SECURITIES GROUP PLC 38,492 260,008.83 0.23 GBP LXI REIT PLC 4,938 6,894.55 0.01 GBP NEWRIVER REIT PLC 11,836 7,551.34 0.01 GBP PICTON PROPERTY INCOME LTD 10,193 8,249.12 0.01 GBP PRIMARY HEALTH PROPERTIES PLC 145,113 278,401.49 0.25

The accompanying notes form an integral part of the Financial Statements. Any differences in the percentage of Net Assets are the result of roundings.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

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Schedule of Investments (continued)

Quantity / Valuation Description Nominal (in USD) % of net assets

Shares (and equity-type securities) (continued)

United Kingdom (continued) GBP SAFESTORE HOLDINGS PLC 14,414 145,348.47 0.13 GBP SCHRODER REAL ESTATE INVESTMENT TRUST LTD 74,647 31,122.43 0.03 GBP SEGRO PLC 103,959 1,253,128.75 1.11 GBP STANDARD LIFE INVESTMENT PROPERTY INCOME TRUST LTD 23,724 14,246.40 0.01 GBP TRITAX BIG BOX REIT PLC 134,823 270,163.71 0.24 EUR TRITAX EUROBOX PLC 144A 117,761 131,187.81 0.12 GBP UNITE GROUP PLC 19,991 216,834.22 0.18 Total United Kingdom 3,957,042.43 3.53

United States USD ACADIA REALTY TRUST 15,315 160,807.50 0.14 USD AGREE REALTY CORP 7,038 447,898.32 0.40 USD ALEXANDER'S INC 26 6,375.72 0.01 USD ALEXANDRIA REAL ESTATE EQUITIES INC 10,021 1,603,360.00 1.42 USD AMERICAN ASSETS TRUST INC 3,114 75,016.26 0.07 USD AMERICAN CAMPUS COMMUNITIES INC 23,517 821,213.64 0.73 USD AMERICAN FINANCE TRUST INC 31,190 195,561.30 0.17 USD AMERICOLD REALTY TRUST 7,800 278,850.00 0.25 USD APARTMENT INVESTMENT & MANAGEMENT CO -A- 10,770 363,164.40 0.32 USD APPLE HOSPITALITY REIT INC 7,518 72,247.98 0.06 USD ARMADA HOFFLER PROPERTIES INC 3,899 36,104.74 0.03 USD AVALONBAY COMMUNITIES INC 20,552 3,069,235.68 2.71 USD BOSTON PROPERTIES INC 13,155 1,056,346.50 0.94 USD BRANDYWINE REALTY TRUST 15,031 155,420.54 0.14 USD BRIXMOR PROPERTY GROUP INC 4,430 51,786.70 0.05 USD BROOKFIELD PROPERTY REIT INC -A- 11,794 144,358.56 0.13 USD CAMDEN PROPERTY TRUST 8,672 771,634.56 0.68 USD COLONY CAPITAL INC 7,310 19,956.30 0.02 USD COLUMBIA PROPERTY TRUST INC 14,514 158,347.74 0.14 USD COMMUNITY HEALTHCARE TRUST INC 7,159 334,754.84 0.30 USD CORPORATE OFFICE PROPERTIES TRUST 7,868 186,628.96 0.17 USD COUSINS PROPERTIES INC 10,079 288,158.61 0.26 USD CUBESMART 15,212 491,499.72 0.44 USD CYRUSONE INC 5,662 396,509.86 0.35 USD DIAMONDROCK HOSPITALITY CO 18,193 92,238.51 0.08 USD DIGITAL REALTY TRUST INC 24,129 3,541,172.04 3.13 USD DIVERSIFIED HEALTHCARE TRUST 70,844 249,370.88 0.22 USD DOUGLAS EMMETT INC 12,030 301,953.00 0.27 USD DUKE REALTY CORP 58,539 2,160,089.10 1.91 USD EASTERLY GOVERNMENT PROPERTIES INC 5,408 121,193.28 0.11 USD EASTGROUP PROPERTIES INC 2,003 259,047.99 0.23 USD EMPIRE STATE REALTY TRUST INC -A- 14,063 86,065.56 0.08 USD EPR PROPERTIES 1,362 37,455.00 0.03 USD EQUITY COMMONWEALTH 10,812 287,923.56 0.26 USD EQUITY LIFESTYLE PROPERTIES INC 456 27,952.80 0.02 USD EQUITY RESIDENTIAL 65,751 3,374,998.83 2.98 USD ESSENTIAL PROPERTIES REALTY TRUST INC 51,679 946,759.28 0.84 USD ESSEX PROPERTY TRUST INC 9,009 1,808,917.11 1.60 USD EXTRA SPACE STORAGE INC 10,322 1,104,350.78 0.98 USD FEDERAL REALTY INVESTMENT TRUST 2,986 219,291.84 0.19 USD FIRST INDUSTRIAL REALTY TRUST INC 19,589 779,642.20 0.69 USD FOUR CORNERS PROPERTY TRUST INC 24,615 629,897.85 0.56 USD FRANKLIN STREET PROPERTIES CORP 7,996 29,265.36 0.03 USD GAMING & LEISURE PROPERTIES INC 14,476 534,598.68 0.47 USD GETTY REALTY CORP 8,418 218,952.18 0.19 USD HEALTHCARE REALTY TRUST INC 7,366 221,863.92 0.20 USD HEALTHCARE TRUST OF AMERICA INC -A- 1,589 41,314.00 0.04 USD HEALTHPEAK PROPERTIES INC 100,906 2,739,597.90 2.42 USD HIGHWOODS PROPERTIES INC 8,698 291,991.86 0.26 USD HOST HOTELS & RESORTS INC 60,372 651,413.88 0.58 USD HUDSON PACIFIC PROPERTIES INC 16,690 366,011.70 0.32 USD INDUSTRIAL LOGISTICS PROPERTIES TRUST 5,505 120,394.35 0.11 USD INNOVATIVE INDUSTRIAL PROPERTIES INC -A- 1,784 221,412.24 0.20 USD JBG SMITH PROPERTIES 18,996 507,953.04 0.45 USD KENNEDY-WILSON HOLDINGS INC 6,317 91,722.84 0.08 USD KILROY REALTY CORP 10,176 528,744.96 0.47 USD KIMCO REALTY CORP 12,193 137,293.18 0.12 USD KITE REALTY GROUP TRUST 769 8,905.02 0.01 USD LEXINGTON REALTY TRUST 30,888 322,779.60 0.29 USD LIFE STORAGE INC 4,039 425,185.53 0.38 USD MACERICH CO 5,556 37,725.24 0.03 USD MACK-CALI REALTY CORP 8,538 107,749.56 0.10 USD MEDICAL PROPERTIES TRUST INC 15,517 273,564.71 0.24 USD MID-AMERICA APARTMENT COMMUNITIES INC 6,798 788,228.10 0.70 USD MONMOUTH REAL ESTATE INVESTMENT CORP 1,542 21,356.70 0.02 USD NATIONAL HEALTH INVESTORS INC 1,195 72,022.65 0.06 USD NATIONAL RETAIL PROPERTIES INC 225 7,764.75 0.01 USD NATIONAL STORAGE AFFILIATES TRUST 4,720 154,391.20 0.14 USD NEXPOINT RESIDENTIAL TRUST INC 1,681 74,552.35 0.07 USD OFFICE PROPERTIES INCOME TRUST 4,731 98,026.32 0.09 USD PARAMOUNT GROUP INC 10,888 77,087.04 0.07 USD PARK HOTELS & RESORTS INC 23,396 233,726.04 0.21 USD PEBBLEBROOK HOTEL TRUST 13,920 174,417.60 0.15 USD PHYSICIANS REALTY TRUST 621 11,122.11 0.01 USD PIEDMONT OFFICE REALTY TRUST INC -A- 10,055 136,446.35 0.12 USD PROLOGIS INC 48,397 4,869,706.14 4.31

The accompanying notes form an integral part of the Financial Statements. Any differences in the percentage of Net Assets are the result of roundings.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) FTSE EPRA Nareit Developed Green Blue UCITS ETF Page 61

Schedule of Investments (continued)

Quantity / Valuation Description Nominal (in USD) % of net assets

Shares (and equity-type securities) (continued)

United States (continued) USD PS BUSINESS PARKS INC 2,443 298,998.77 0.27 USD PUBLIC STORAGE 12,340 2,748,364.80 2.43 USD QTS REALTY TRUST INC -A- 4,562 287,497.24 0.25 USD REALTY INCOME CORP 11,917 723,957.75 0.64 USD REGENCY CENTERS CORP 11,225 426,774.50 0.38 USD RETAIL OPPORTUNITY INVESTMENTS CORP 656 6,832.24 0.01 USD RETAIL PROPERTIES OF AMERICA INC -A- 4,683 27,208.23 0.02 USD REXFORD INDUSTRIAL REALTY INC 15,061 689,191.36 0.61 USD RLJ LODGING TRUST 12,794 110,796.04 0.10 USD RYMAN HOSPITALITY PROPERTIES INC 3,428 126,150.40 0.11 USD SABRA HEALTH CARE REIT INC 7,351 101,333.54 0.09 USD SAFEHOLD INC 2,001 124,262.10 0.11 USD SERVICE PROPERTIES TRUST 2,102 16,710.90 0.01 USD SIMON PROPERTY GROUP INC 21,919 1,417,720.92 1.26 USD SITE CENTERS CORP 10,885 78,372.00 0.07 USD SL GREEN REALTY CORP 5,580 258,744.60 0.23 USD SPIRIT REALTY CAPITAL INC 5,993 202,263.75 0.18 USD STAG INDUSTRIAL INC 11,121 339,079.29 0.30 USD STORE CAPITAL CORP 4,318 118,442.74 0.11 USD SUMMIT HOTEL PROPERTIES INC 6,456 33,442.08 0.03 USD SUNSTONE HOTEL INVESTORS INC 12,724 101,028.56 0.09 USD TANGER FACTORY OUTLET CENTERS INC 9,077 54,734.31 0.05 USD TAUBMAN CENTERS INC 35,331 1,176,168.99 1.04 USD TERRENO REALTY CORP 1 54.76 0.00 USD UDR INC 25,896 844,468.56 0.75 USD UNIVERSAL HEALTH REALTY INCOME TRUST 1,098 62,575.02 0.06 USD URBAN EDGE PROPERTIES 987 9,593.64 0.01 USD VENTAS INC 79,495 3,335,610.20 2.95 USD VEREIT INC 10,350 67,275.00 0.06 USD VICI PROPERTIES INC 53,177 1,242,746.49 1.10 USD VORNADO REALTY TRUST 15,295 515,594.45 0.46 USD WASHINGTON REAL ESTATE INVESTMENT TRUST 13,911 280,028.43 0.25 USD WEINGARTEN REALTY INVESTORS 931 15,789.76 0.01 USD WELLTOWER INC 9,126 502,751.34 0.46 USD WP CAREY INC 19,463 1,268,209.08 1.13 USD XENIA HOTELS & RESORTS INC 14,048 123,341.44 0.11 Total United States 59,546,958.42 52.80 Shares (and equity-type securities) 112,051,854.04 99.37 Total of Portfolio 112,051,854.04 99.37

Total Financial Derivative Instruments 5,601.32 0.00

Net Other Assets 703,109.76 0.63

Net asset value attributable to holders of redeemable participating shares 112,760,565.12 100.00

Unrealised gain on futures contracts

Description Currency Counterparty Quantity Engagement Valuation % of net assets (in USD) E-MINI S&P 500 -50- 12/20 USD Credit Suisse 2 335,200.00 5,015.00 0.00 FTSE EPRA EUROPE -10- 12/20 EUR Credit Suisse 17 384,447.43 586.32 0.00 Total unrealised gain on futures contracts 5,601.32 0.00

Portfolio Analysis USD % of Total Assets (a) Transferable Securities listed on a stock exchange 109,920,364.90 97.46 (b) Transferable Securities listed on another organised markets 2,131,489.14 1.89 (c) Financial derivative instruments 5,601.32 0.00 (d) Other assets 726,687.55 0.65 Total Assets 112,784,142.91 100.00

The accompanying notes form an integral part of the Financial Statements. Any differences in the percentage of Net Assets are the result of roundings.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) MSCI World ESG Leaders Minimum Volatility Blue UCITS ETF Page 62

Statement of Financial Position

30.09.2020* Assets Note USD Financial Assets at Fair Value Through Profit or Loss 2b, 10 121,177,932.34 Cash and Cash Equivalents 2e, 6 137,376.00 Receivables from: Dividends 337,518.94 Futures Margin Cash 2f 61,338.91 Other 114,045.69 Total Assets 121,828,211.88

Liabilities Financial Liabilities at Fair Value Through Profit or Loss 2b, 10 5,975.51 Payables for: Total Expense Ratio 2h, 11 24,882.84 Total Liabilities (excluding Net Assets Attributable to Holders of Redeemable Participating Shares) 30,858.35 Net Assets Attributable to Holders of Redeemable Participating Shares 121,797,353.53

30.09.2020* Total net assets USD 121,797,353.53

Net asset value per share Class B USD USD 100.83 Shares Outstanding Class B USD 1,207,922.00

*The Fund launched on 27 July 2020.

The accompanying notes form an integral part of the Financial Statements.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) MSCI World ESG Leaders Minimum Volatility Blue UCITS ETF Page 63

Statement of Comprehensive Income

For the period ended 30.09.2020* Income Note USD Dividend Income 2j 629,758.96 Net Gain/(Loss) on Financial Assets and Liabilities at Fair Value through Profit or Loss 5 1,168,129.85 Total Income/(Loss) 1,797,888.81

Expenses Total Expense Ratio 2h, 11 60,400.34 Transaction Costs 2c 48,997.09 Total Expenses 109,397.43

Finance Costs Interest Expenses 651.81 Total Finance Costs 651.81

Net Investment Income/(Loss) for the Period before Tax 1,687,839.57 Foreign Withholding Tax 2i, 4 -93,946.65 Net Increase/(Decrease) in Net Assets Attributable to Holders of Redeemable Participating Shares 1,593,892.92

*The Fund launched on 27 July 2020.

The accompanying notes form an integral part of the Financial Statements.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) MSCI World ESG Leaders Minimum Volatility Blue UCITS ETF Page 64

Statement of Changes in Net Assets Attributable to Holders of Redeemable Participating Shares

For the period ended 30.09.2020* USD Increase/(Decrease) in Net Assets Net Increase/(Decrease) in Net Assets Attributable to Holders of Redeemable Participating Shares 1,593,892.92 Capital Transactions Subscriptions 143,280,563.11 Redemptions -23,077,102.50 Total Capital Transactions 120,203,460.61 Total Increase/(Decrease) for the Period 121,797,353.53 Net Assets Attributable to Holders of Redeemable Participating Shares Beginning of Period – End of Period 121,797,353.53

*The Fund launched on 27 July 2020.

The accompanying notes form an integral part of the Financial Statements.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) MSCI World ESG Leaders Minimum Volatility Blue UCITS ETF Page 65

Schedule of Investments

Statement of Investments in Securities Quantity / Valuation Description Nominal (in USD) % of net assets

Shares (and equity-type securities)

Australia AUD AURIZON HOLDINGS LTD 28,871 87,946.48 0.07 AUD COCHLEAR LTD 467 66,275.00 0.05 AUD COMMONWEALTH BANK OF AUSTRALIA 1,714 78,145.49 0.06 AUD DEXUS 8,856 56,429.61 0.05 AUD NEWCREST MINING LTD 13,514 302,595.61 0.25 AUD TELSTRA CORP LTD 54,843 109,278.24 0.09 AUD TRANSURBAN GROUP (stapled security) 36,492 369,056.08 0.30 Total Australia 1,069,726.51 0.87

Belgium EUR COLRUYT SA 6,195 402,166.41 0.33 EUR KBC GROUP NV 1,208 60,614.65 0.05 EUR UCB SA 761 86,561.50 0.07 Total Belgium 549,342.56 0.45

Bermuda USD ARCH CAPITAL GROUP LTD 22,319 652,830.75 0.54 Total Bermuda 652,830.75 0.54

Canada CAD AGNICO EAGLE MINES LTD 22,259 1,767,888.68 1.45 CAD BANK OF MONTREAL 2,842 165,615.78 0.14 CAD BANK OF NOVA SCOTIA 11,401 472,171.68 0.39 CAD CANADIAN IMPERIAL BANK OF COMMERCE 2,289 170,558.99 0.14 CAD CGI INC -A- 15,449 1,045,315.83 0.86 CAD EMPIRE CO LTD 4,153 120,167.28 0.10 CAD FRANCO-NEVADA CORP 11,386 1,586,070.01 1.30 CAD LOBLAW COS LTD 6,580 343,494.97 0.29 CAD METRO INC/CN 6,160 294,637.77 0.24 CAD OPEN TEXT CORP 4,535 191,076.02 0.16 CAD ROGERS COMMUNICATIONS INC -B- 16,907 668,559.04 0.55 CAD TELUS CORP 45,423 796,751.56 0.65 CAD TORONTO-DOMINION BANK 15,929 735,184.62 0.60 CAD WHEATON PRECIOUS METALS CORP 10,776 527,041.80 0.43 Total Canada 8,884,534.03 7.30

Denmark DKK COLOPLAST -B- 4,350 687,680.67 0.56 DKK H LUNDBECK 1,609 53,103.15 0.04 DKK NOVO NORDISK -B- 12,114 838,452.35 0.69 DKK TRYG 13,496 426,071.98 0.35 Total Denmark 2,005,308.15 1.64

Finland EUR NESTE OYJ 1,961 103,411.51 0.08 Total Finland 103,411.51 0.08

France EUR AIR LIQUIDE SA 498 79,129.25 0.06 EUR ESSILORLUXOTTICA SA 535 72,868.76 0.06 EUR GETLINK SE 4,625 62,912.67 0.05 EUR ORANGE SA 63,609 662,667.27 0.54 Total France 877,577.95 0.71

Germany EUR ADIDAS AG 264 85,474.93 0.07 EUR BEIERSDORF AG 1,784 202,924.73 0.17 EUR DEUTSCHE BOERSE AG 1,137 199,728.79 0.16 EUR DEUTSCHE WOHNEN SE 1,608 80,497.17 0.07 EUR FRAPORT AG FRANKFURT AIRPORT SERVICES WORLDWIDE 2,203 87,265.49 0.07 EUR MERCK KGAA 2,101 306,858.52 0.25 EUR MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG IN MUENCHEN (reg. 1,944 493,768.20 0.41 shares) EUR SAP SE 3,017 469,689.61 0.39 EUR TELEFONICA DEUTSCHLAND HOLDING AG 86,817 222,853.23 0.18 Total Germany 2,149,060.67 1.77

Hong Kong HKD CLP HOLDINGS LTD 8,500 78,967.74 0.06 HKD HANG SENG BANK LTD 37,900 557,985.81 0.46 HKD HKT TRUST & HKT LTD (stapled security) 167,000 221,086.45 0.19 HKD MTR CORP LTD 158,500 782,274.19 0.64 HKD PACIFIC CENTURY PREMIUM DEVELOPMENTS LTD 50,976 13,352.42 0.01 HKD PCCW LTD 472,000 281,372.90 0.23 Total Hong Kong 1,935,039.51 1.59

Ireland USD ACCENTURE PLC -A- 7,517 1,698,766.83 1.39 EUR KERRY GROUP PLC -A- 5,292 679,520.17 0.56 EUR KINGSPAN GROUP PLC 1,124 102,281.35 0.08 Total Ireland 2,480,568.35 2.03

Israel ILS BANK HAPOALIM BM 13,403 71,711.52 0.06 ILS BANK LEUMI LE-ISRAEL BM 10,893 48,026.91 0.04

The accompanying notes form an integral part of the Financial Statements. Any differences in the percentage of Net Assets are the result of roundings.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) MSCI World ESG Leaders Minimum Volatility Blue UCITS ETF Page 66

Schedule of Investments (continued)

Quantity / Valuation Description Nominal (in USD) % of net assets

Shares (and equity-type securities) (continued)

Israel (continued) ILS MIZRAHI TEFAHOT BANK LTD 7,966 141,465.61 0.12 Total Israel 261,204.04 0.22

Italy EUR ASSICURAZIONI GENERALI SPA 43,734 616,698.21 0.51 Total Italy 616,698.21 0.51

Japan JPY AJINOMOTO CO INC 9,400 192,311.19 0.16 JPY ANA HOLDINGS INC 12,900 297,043.49 0.24 JPY BRIDGESTONE CORP 11,300 355,179.57 0.29 JPY CENTRAL JAPAN RAILWAY CO 2,700 386,079.79 0.32 JPY CHUGAI PHARMACEUTICAL CO LTD 13,000 580,830.10 0.48 JPY EAST JAPAN RAILWAY CO 6,600 405,268.64 0.33 JPY FUJITSU LTD 2,900 394,068.04 0.32 JPY HIROSE ELECTRIC CO LTD 1,500 192,314.98 0.16 JPY KAO CORP 1,200 89,684.45 0.07 JPY KDDI CORP 22,500 566,284.47 0.46 JPY KEIO CORP 6,100 375,722.54 0.31 JPY KEYENCE CORP 2,200 1,021,093.53 0.84 JPY KYUSHU RAILWAY CO 15,500 330,034.11 0.27 JPY LAWSON INC 5,300 252,117.88 0.21 JPY MIZUHO FINANCIAL GROUP INC 62,410 775,024.21 0.64 JPY NAGOYA RAILROAD CO LTD 18,900 516,154.65 0.42 JPY NEC CORP 17,000 989,102.62 0.81 JPY NIPPON PROLOGIS REIT INC 227 764,697.24 0.63 JPY NITORI HOLDINGS CO LTD 2,000 414,100.26 0.34 JPY NOMURA RESEARCH INSTITUTE LTD 5,100 149,573.58 0.12 JPY NTT DOCOMO INC 59,900 2,205,169.15 1.82 JPY ODAKYU ELECTRIC RAILWAY CO LTD 13,300 333,224.68 0.27 JPY ORIENTAL LAND CO LTD/JAPAN 6,500 907,893.49 0.75 JPY SECOM CO LTD 8,400 764,620.49 0.63 JPY SEKISUI HOUSE LTD 15,300 269,304.94 0.22 JPY SEVEN & I HOLDINGS CO LTD 3,400 104,709.56 0.09 JPY SOHGO SECURITY SERVICES CO LTD 1,500 71,069.84 0.06 JPY SUNTORY BEVERAGE & FOOD LTD 9,900 370,558.14 0.30 JPY TAKEDA PHARMACEUTICAL CO LTD 3,600 127,721.03 0.10 JPY TOBU RAILWAY CO LTD 7,500 230,621.62 0.19 JPY TOKYU CORP 5,400 69,745.10 0.06 JPY TOYO SUISAN KAISHA LTD 9,400 495,252.53 0.41 JPY USS CO LTD 11,000 195,859.00 0.16 JPY WEST JAPAN RAILWAY CO 10,000 491,898.04 0.40 JPY YAMADA DENKI CO LTD 71,100 353,040.84 0.29 Total Japan 16,037,373.79 13.17

Netherlands EUR KONINKLIJKE AHOLD DELHAIZE NV 17,907 530,215.74 0.44 EUR KONINKLIJKE KPN NV 89,268 210,093.00 0.17 Total Netherlands 740,308.74 0.61

New Zealand NZD AUCKLAND INTERNATIONAL AIRPORT LTD 18,183 87,558.14 0.07 NZD RYMAN HEALTHCARE LTD 17,698 164,713.15 0.14 Total New Zealand 252,271.29 0.21

Norway NOK ORKLA ASA 14,895 150,245.83 0.12 NOK TELENOR ASA 33,495 560,063.78 0.46 Total Norway 710,309.61 0.58

Singapore SGD ASCENDAS REAL ESTATE INVESTMENT TRUST 168,200 399,214.71 0.33 SGD CAPITALAND COMMERCIAL TRUST 91,800 110,286.43 0.09 SGD CAPITALAND MALL TRUST 168,500 238,227.97 0.20 SGD SINGAPORE AIRLINES LTD 42,300 107,523.99 0.09 SGD SINGAPORE EXCHANGE LTD 26,900 180,305.47 0.15 SGD SINGAPORE TELECOMMUNICATIONS LTD 331,100 514,198.23 0.42 Total Singapore 1,549,756.80 1.28

Spain EUR INDUSTRIA DE DISENO TEXTIL SA 2,612 72,898.49 0.06 EUR TELEFONICA SA 13,542 46,639.63 0.04 Total Spain 119,538.12 0.10

Sweden SEK TELIA CO AB 96,575 397,630.03 0.33 Total Sweden 397,630.03 0.33

Switzerland CHF CHOCOLADEFABRIKEN LINDT & SPRUENGLI AG (reg. shares) 5 446,258.50 0.37 USD CHUBB LTD 10,017 1,163,174.04 0.96 USD GARMIN LTD 1,634 155,001.24 0.13 CHF GIVAUDAN SA (reg. shares) 355 1,533,986.39 1.26 CHF KUEHNE + NAGEL INTERNATIONAL AG (reg. shares) 2,030 396,167.62 0.33 CHF ROCHE HOLDING AG 3,206 1,099,723.43 0.90 CHF SGS SA (reg. shares) 150 403,102.04 0.33 CHF SONOVA HOLDING AG 487 123,823.89 0.10

The accompanying notes form an integral part of the Financial Statements. Any differences in the percentage of Net Assets are the result of roundings.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) MSCI World ESG Leaders Minimum Volatility Blue UCITS ETF Page 67

Schedule of Investments (continued)

Quantity / Valuation Description Nominal (in USD) % of net assets

Shares (and equity-type securities) (continued)

Switzerland (continued) CHF SWISS RE AG 5,159 383,408.46 0.31 CHF SWISSCOM AG (reg. shares) 2,927 1,556,606.48 1.28 CHF ZURICH INSURANCE GROUP AG 2,928 1,022,051.27 0.84 Total Switzerland 8,283,303.36 6.81

United Kingdom GBP GLAXOSMITHKLINE PLC 31,231 586,251.33 0.48 USD IHS MARKIT LTD 1,208 94,840.08 0.08 USD LINDE PLC 1,441 343,145.33 0.28 GBP RELX PLC 15,251 340,306.66 0.28 GBP RSA INSURANCE GROUP PLC 12,266 71,628.25 0.06 GBP SMITH & NEPHEW PLC 9,391 184,113.49 0.15 EUR UNILEVER NV 8,974 541,953.09 0.44 GBP UNILEVER PLC 1,902 117,437.33 0.10 USD WILLIS TOWERS WATSON PLC 2,045 427,036.90 0.34 Total United Kingdom 2,706,712.46 2.21

United States USD ACTIVISION BLIZZARD INC 761 61,602.95 0.05 USD ADOBE INC 4,557 2,234,889.51 1.84 USD ALEXANDRIA REAL ESTATE EQUITIES INC 2,221 355,360.00 0.29 USD ALLIANT ENERGY CORP 7,639 394,554.35 0.32 USD ALLSTATE CORP 11,507 1,083,268.98 0.89 USD AMERCO 595 211,808.10 0.17 USD AMERICAN EXPRESS CO 2,016 202,104.00 0.17 USD AMERICAN FINANCIAL GROUP INC/OH 4,807 321,972.86 0.26 USD AMERICAN TOWER CORP 5,479 1,324,438.67 1.08 USD AMERICAN WATER WORKS CO INC 4,189 606,902.32 0.50 USD AMGEN INC 1,281 325,578.96 0.27 USD AON PLC -A- 4,453 918,653.90 0.75 USD ARTHUR J GALLAGHER & CO 6,620 698,939.60 0.57 USD ASSURANT INC 571 69,268.01 0.06 USD BECTON DICKINSON & CO 799 185,911.32 0.15 USD BRISTOL-MYERS SQUIBB CO 5,896 355,469.84 0.29 USD BUNGE LTD 1,652 75,496.40 0.06 USD CAMPBELL SOUP CO 6,398 309,471.26 0.25 USD CBOE GLOBAL MARKETS INC 2,976 261,114.24 0.21 USD CERNER CORP 1,665 120,362.85 0.10 USD CH ROBINSON WORLDWIDE INC 12,057 1,232,104.83 1.01 USD CISCO SYSTEMS INC 38,008 1,497,135.12 1.23 USD CITRIX SYSTEMS INC 9,987 1,375,309.77 1.13 USD CLOROX CO 4,167 875,778.39 0.72 USD CME GROUP INC -A- 3,324 556,138.44 0.46 USD CMS ENERGY CORP 8,207 503,991.87 0.41 USD COCA-COLA CO 32,845 1,621,557.65 1.33 USD COLGATE-PALMOLIVE CO 13,312 1,027,020.80 0.84 USD CONSOLIDATED EDISON INC 18,537 1,442,178.60 1.18 USD DENTSPLY SIRONA INC 2,337 102,197.01 0.08 USD DOMINION ENERGY INC 6,533 515,649.69 0.42 USD DTE ENERGY CO 2,774 319,120.96 0.26 USD ECOLAB INC 3,174 634,292.16 0.52 USD ELECTRONIC ARTS INC 1,486 193,789.26 0.16 USD ERIE INDEMNITY CO -A- 1,390 292,289.20 0.24 USD EVERSOURCE ENERGY 14,780 1,234,869.00 1.01 USD EXPEDITORS INTERNATIONAL OF WASHINGTON INC 819 74,135.88 0.06 USD FIRST REPUBLIC BANK/CA 572 62,382.32 0.05 USD GENERAL MILLS INC 12,560 774,700.80 0.64 USD GENUINE PARTS CO 1,162 110,587.54 0.09 USD GILEAD SCIENCES INC 20,326 1,284,399.94 1.05 USD HARTFORD FINANCIAL SERVICES GROUP INC 12,623 465,283.78 0.38 USD HEALTHPEAK PROPERTIES INC 37,938 1,030,016.70 0.84 USD HENRY SCHEIN INC 1,830 107,567.40 0.09 USD HORMEL FOODS CORP 21,913 1,071,326.57 0.88 USD HUMANA INC 794 328,628.66 0.27 USD INTEL CORP 4,764 246,679.92 0.20 USD INTERCONTINENTAL EXCHANGE INC 5,401 540,370.05 0.44 USD INTERNATIONAL BUSINESS MACHINES CORP 5,079 617,961.93 0.51 USD INTUIT INC 1,525 497,470.25 0.41 USD JOHNSON & JOHNSON 11,015 1,639,913.20 1.35 USD KELLOGG CO 9,380 605,854.20 0.50 USD KEYSIGHT TECHNOLOGIES INC 11,330 1,119,177.40 0.92 USD KIMBERLY-CLARK CORP 5,671 837,379.86 0.69 USD KINDER MORGAN INC 4,565 56,286.45 0.05 USD LABORATORY CORP OF AMERICA HOLDINGS 354 66,647.58 0.05 USD LOEWS CORP 8,294 288,216.50 0.24 USD M&T BANK CORP 2,521 232,158.89 0.19 USD MARSH & MCLENNAN COS INC 8,349 957,630.30 0.79 USD MASTERCARD INC -A- 3,627 1,226,542.59 1.01 USD MCCORMICK & CO INC/MD (non-voting) 3,633 705,165.30 0.58 USD MCDONALD'S CORP 8,318 1,825,717.82 1.50 USD MERCK & CO INC 21,536 1,786,411.20 1.47 USD MICROSOFT CORP 4,340 912,832.20 0.75 USD NASDAQ INC 3,826 469,488.46 0.39 USD NEWMONT CORP 25,244 1,601,731.80 1.32 USD NIKE INC -B- 1,875 235,387.50 0.19 USD NVR INC 56 228,654.72 0.19

The accompanying notes form an integral part of the Financial Statements. Any differences in the percentage of Net Assets are the result of roundings.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) MSCI World ESG Leaders Minimum Volatility Blue UCITS ETF Page 68

Schedule of Investments (continued)

Quantity / Valuation Description Nominal (in USD) % of net assets

Shares (and equity-type securities) (continued)

United States (continued) USD OMNICOM GROUP INC 2,830 140,085.00 0.12 USD PEPSICO INC 12,909 1,789,187.40 1.47 USD PINNACLE WEST CAPITAL CORP 5,066 377,670.30 0.31 USD PROCTER & GAMBLE CO 8,911 1,238,539.89 1.02 USD PROGRESSIVE CORP 5,181 490,485.27 0.40 USD PUBLIC SERVICE ENTERPRISE GROUP INC 9,512 522,303.92 0.43 USD QUEST DIAGNOSTICS INC 3,891 445,480.59 0.37 USD RESMED INC 1,075 184,287.25 0.15 USD ROPER TECHNOLOGIES INC 206 81,392.66 0.07 USD ROSS STORES INC 3,885 362,548.20 0.30 USD SBA COMMUNICATIONS CORP -A- 260 82,804.80 0.07 USD SEMPRA ENERGY 1,198 141,795.28 0.12 USD SOUTHERN CO 15,010 813,842.20 0.67 USD STARBUCKS CORP 3,304 283,879.68 0.23 USD TEXAS INSTRUMENTS INC 14,809 2,114,577.11 1.75 USD TIFFANY & CO 2,361 273,521.85 0.22 USD TJX COS INC 12,404 690,282.60 0.57 USD TRACTOR SUPPLY CO 1,085 155,523.90 0.13 USD TRAVELERS COS INC 5,136 555,663.84 0.46 USD TRUIST FINANCIAL CORP 1,735 66,016.75 0.05 USD UDR INC 14,607 476,334.27 0.39 USD ULTA BEAUTY INC 267 59,802.66 0.05 USD US BANCORP 11,014 394,851.90 0.32 USD VERIZON COMMUNICATIONS INC 31,370 1,866,201.30 1.54 USD VERTEX PHARMACEUTICALS INC 3,024 822,890.88 0.68 USD VISA INC -A- 8,243 1,648,352.71 1.35 USD WALT DISNEY CO 2,457 304,864.56 0.25 USD WASTE MANAGEMENT INC 15,979 1,808,343.43 1.48 USD WEC ENERGY GROUP INC 19,536 1,893,038.40 1.56 USD WESTERN UNION CO 39,884 854,714.12 0.70 USD XCEL ENERGY INC 24,179 1,668,592.79 1.37 USD ZOETIS INC -A- 3,863 638,824.31 0.51 Total United States 68,793,998.40 56.48 Shares (and equity-type securities) 121,176,504.84 99.49 Total of Portfolio 121,176,504.84 99.49

Total Financial Derivative Instruments -4,548.01 -0.00

Net Other Assets 625,396.70 0.51

Net asset value attributable to holders of redeemable participating shares 121,797,353.53 100.00

Unrealised gain on futures contracts

Description Currency Counterparty Quantity Engagement Valuation % of net assets (in USD) E-MINI S&P 500 -50- 12/20 USD Credit Suisse 1 167,600.00 1,427.50 0.00 Total unrealised gain on futures contracts 1,427.50 0.00

Unrealised loss on futures contracts

Description Currency Counterparty Quantity Engagement Valuation % of net assets (in USD) SMI -10- 12/20 CHF Credit Suisse 3 332,538.78 -5,975.51 -0.00 Total unrealised loss on futures contracts -5,975.51 -0.00

Portfolio Analysis USD % of Total Assets (a) Transferable Securities listed on a stock exchange 120,538,372.10 98.94 (b) Transferable Securities listed on another organised markets 638,132.74 0.52 (c) Financial derivative instruments 1,427.50 0.00 (d) Other assets 650,279.54 0.54 Total Assets 121,828,211.88 100.00

The accompanying notes form an integral part of the Financial Statements. Any differences in the percentage of Net Assets are the result of roundings.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

Notes Page 69

1. General information

Credit Suisse Index Fund (IE) ETF ICAV (“ICAV”) is an open-ended umbrella registered in Ireland pursuant to the Irish Collective Asset-management Vehicles Act 2015 (as amended) with segregated liability between funds formed in Ireland on 11 October 2019 under the ICAV Act with registration number C401941. The ICAV has been authorised by the Central Bank of Ireland (the “Central Bank") under the European Communities (Undertakings for Collective Investment in Transferable Securities) Regulations 2011 (as amended) (the “UCITS Regulations”).

The ICAV is structured as an umbrella fund consisting of different funds (each a “Fund”, collectively the “Funds”), each comprising one or more classes.

During the period ended 30.09.2020 the ICAV had six active Funds:

Funds Share Classes Commencement Date CSIF (IE) MSCI USA Blue UCITS ETF Class B USD 16 March 2020 CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF Class B USD 16 March 2020 CSIF (IE) MSCI World ESG Leaders Blue UCITS ETF Class B USD 16 March 2020 Class BH CHF 16 March 2020 Class BH EUR 16 March 2020 CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF Class B USD 26 June 2020 CSIF (IE) FTSE EPRA Nareit Developed Green Blue UCITS ETF Class B USD 26 June 2020 CSIF (IE) MSCI World ESG Leaders Minimum Volatility Blue UCITS ETF Class B USD 27 July 2020

The hedged share classes include “H” in their name. All share classes that are not hedged share classes do not include “H” in their name and are unhedged share classes.

Additional Funds (in respect of which a Supplement or Supplements will be issued) may be established by the Directors from time to time with the prior approval of the Central Bank.

The Funds are exchange traded funds which means that the shares of the Funds are listed and or admitted to trading on one or more stock exchanges.

The investment objective of each Fund is to provide the Shareholders with a return in line with the performance of the Reference Index, less the fees and expenses of the Fund.

Fund Reference Index CSIF (IE) MSCI USA Blue UCITS ETF MSCI USA Index CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF MSCI USA ESG Leaders CSIF (IE) MSCI World ESG Leaders Blue UCITS ETF MSCI World ESG Leaders Index CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF MSCI USA Small Cap ESG Leaders Index CSIF (IE) FTSE EPRA Nareit Developed Green Blue UCITS ETF FTSE EPRA Nareit Developed Green Index CSIF (IE) MSCI World ESG Leaders Minimum Volatility Blue UCITS ETF MSCI World ESG Leaders Minimum Volatility Index

The Shares of each Fund are listed and admitted for trading on the main market of the Deutsche Börse. The Shares of each Fund may be listed and admitted for trading on a number of other stock exchanges (including without limitation, Frankfurt Stock Exchange (XTF Exchange Traded Fund platform), SIX Swiss Exchange and Borsa Italiana), but the ICAV does not warrant or guarantee that such listings will take place or continue to exist. In the event that such listings do take place, the listings of the Shares of the Funds will normally be on the main market of the Deutsche Börse (although a number of Funds may be listed on an alternative stock exchange) and any other listings shall be secondary to the main listing.

2. Significant Accounting Policies a) Basis of Preparation of Financial Statements The financial statements are prepared in accordance with accounting standards generally accepted in Ireland, including Financial Reporting Standard 102 (“FRS 102”), ICAV Act 2015, as amended, the UCITS Regulations, the Central Bank (Supervision and Enforcement) Act 2013 (Section 48(1)) (UCITS) Regulations 2019 (the “CBI UCITS Regulations”). Accounting standards generally accepted in Ireland in preparing financial statements which present a true and fair view are those published by the Institute of Chartered Accountants in Ireland and issued by the Financial Reporting Council (the “FRC”).

The ICAV has availed of the exemption available to open-ended investment funds under Section 7 “Statement of Cash Flows” of FRS 102, not to prepare a cash flow statement on the basis that substantially all of the ICAV’s investments are highly liquid and carried at fair value and the ICAV provides a statement of changes in net assets attributable to holders of redeemable participating shares. b) Financial Assets and Financial Liabilities

(i) Classification and Measurement

Financial assets and financial liabilities, including derivative investments, are classified and measured at Fair Value Through Profit and Loss (“FVTPL“) from the launch date. Obligations for net assets attributable to holders of redeemable shares are presented at the redemption amount, which approximates their fair value. All other financial assets and liabilities are measured at amortised cost, which approximates fair value.

(ii) Recognition and Derecognition

Purchases and sales of financial instruments are recognised on the trade date, being the date on which the ICAV commits itself to the purchase or sale. Financial instruments at FVTPL are initially recognised when the Funds become party to the contractual provisions of the instrument. Financial instruments are derecognised when the contractual rights to the cash flows from the instruments expire, or when substantially all the risks and rewards of ownership have been transferred. Realised gains and losses are specifically identified when securities are derecognised. Premiums received on expired options are realised as gains, while premiums paid on expired options are realised as losses. Premiums on exercised options will result in gains or losses by either increasing the proceeds received when selling the underlying security or decreasing the cost basis when purchasing the underlying security.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

Notes (continued) Page 70

2. Significant Accounting Policies (continued) b) Financial Assets and Financial Liabilities (continued)

(iii) Equities

Equities are valued at the latest available last traded value at period-end. Instruments traded on a recognised market are valued on the basis of valuations provided by a principal market maker or a pricing service. When applicable, unlisted and suspended instruments are based on the Investment Manager’s assessment of their net realisable value or the last traded price from broker-dealers for non-exchange-trade purposes.

The fair value of investments in open-ended investment funds, comprising collective investment schemes, is based upon the net asset values per share as supplied by the funds, in accordance with the valuation policy of the applicable fund as outlined in its prospectus.

(iv) Derivatives

Futures contracts are valued in an active market if quoted prices are readily and regularly available; this represents the amount that would be required to close the position. Forward foreign currency contracts are valued as the difference between the contracted rate and the current forward rate that would close out the contract on the valuation date. c) Transaction Costs

Transaction costs are costs incurred to acquire or dispose of financial assets or financial liabilities at fair value through profit or loss. They include fees and commissions paid to agents, advisers, brokers and dealers. Transaction costs, when incurred, are included as part of the cost of such purchases or sales. d) Foreign Currency Exchange

All transactions in foreign currencies are translated into each Fund’s functional currency at the exchange rates prevailing on the date of the transaction. At the reporting date, monetary assets and liabilities denominated in foreign currencies are translated at the prevailing exchange rates. Gains and losses arising on translation are included in total return and are reported on a net basis.

The functional currency of all active Funds is United States Dollar (“USD”). e) Cash, Cash Equivalents and Bank Overdrafts

Cash and cash equivalents are composed of cash on hand and demand deposits with financial institutions or bank overdrafts. Bank overdrafts, when applicable, are presented as liabilities. Cash held or pledged as collateral against financial transactions or derivative instruments, if any, is not included within Cash and Bank Overdrafts but is segregated and presented separately on the Statement of Assets and Liabilities as Cash Collateral. f) Margin

Upon entering into futures contracts, cash deposits are required (initial margin) in an amount equal to a certain percentage of the contract value. Subsequent payments (variation margin) are made or received by the Funds each day. Margin against these derivative instruments is not included within Cash or Bank Overdrafts but is segregated and presented separately on the Statement of Assets and Liabilities as Futures Margin Cash. g) Redeemable Participating Shares

Redeemable participating shares provide shareholders with the right to redeem their shares for cash and are classified as financial liabilities. Any distributions on these shares are recognised in the Statement of Comprehensive Income as finance costs. h) Fees and Expenses

In accordance with the Prospectus, fees and operating expenses are charged to the Statement of Comprehensive Income on an accrual basis. i) Taxation

Liabilities relating to uncertain tax positions are accrued only when such liabilities are probable and can be estimated with reasonable certainty. Dividend and interest income received by the Fund may be subject to withholding tax imposed in the country of origin. Investment income is recorded gross of such taxes. j) Dividend Income

Dividends are credited to the Statement of Comprehensive Income on the dates on which the relevant securities are listed as “ex-dividend”. Income is shown gross of any non-recoverable withholding taxes and net of any tax credits. Withholding tax is disclosed in the Statement of Comprehensive Income.

3. Risk Management Policies

The risk management process in respect of the ICAV on behalf of each Fund has been filed with the Central Bank which accurately measures, monitors and manages the various risks associated with the use of financial derivative instrument and Securities Financing Transactions where appropriate. Any financial derivative instrument not included in the risk management process will not be utilised until such time as the risk management process has been updated, in accordance with the Central Bank requirements. The ICAV will, on request, provide supplementary information to shareholders relating to the risk management methods employed, including the quantitative limits that are applied and any recent developments in the risk and yield characteristics of the main categories of investments.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

Notes (continued) Page 71

3. Risk Management Policies (continued) a) Market Risk

The potential for changes in the fair value of the Fund’s investment portfolios is referred to as market risk which comprises of three main types of risk: currency risk, interest rate risk and price risk.

Currency Risk

Currency exchange rates may fluctuate significantly over short periods of time causing, along with other factors, a Fund's Net Asset Value to fluctuate as well. Consequently, the Fund may be exposed to risks that the exchange rate of their functional currency relative to other foreign currencies may change in a manner that has an adverse effect on the value of that portion of the Fund’s assets or liabilities denominated in currencies other than the functional currency.

The Funds may enter into currency exchange transactions and/or use derivatives (at a Fund level or at a Class level) to seek to protect against fluctuation as a result of changes in currency exchange rates.

The following tables document the Funds’ exposure to currency risks:

CSIF (IE) MSCI USA Blue UCITS ETF

Net Currency Effect on NAV of 5% Change Exposure in Foreign Exchange Rate USD USD Canadian Dollar 6.77 0.34 6.77 0.34

CSIF (IE) MSCI USA ESG LEADERS BLUE UCITS ETF

There was no exposure to foreign currency as of 30 September 2020.

CSIF (IE) MSCI WORLD ESG LEADERS BLUE UCITS ETF

Net Currency Effect on NAV of 5% Change Exposure in Foreign Exchange Rate USD USD Australian Dollar 3,483,321.93 174,166.10 British Pound Sterling 5,902,793.46 295,139.67 Canadian Dollar 6,316,956.35 315,847.82 Danish Krone 2,033,452.85 101,672.64 Euro 29,255,454.25 1,462,772.71 Hong Kong Dollar 989,781.37 49,489.07 Israeli New Shekel 110,809.24 5,540.46 Japanese Yen 14,468,708.53 723,435.43 New Zealand Dollar 220,751.54 11,037.58 Norwegian Krone 379,699.71 18,984.99 Singapore Dollar 666,217.45 33,310.87 Swedish Krona 1,740,348.64 87,017.43 Swiss Franc 4,062,480.97 203,124.05 69,630,776.29 3,481,538.82

CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF

There was no exposure to foreign currency as of 30 September 2020.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

Notes (continued) Page 72

3. Risk Management Policies (continued) a) Market Risk (continued)

Currency Risk (continued)

CSIF (IE) FTSE EPRA Nareit Developed Green Blue UCITS ETF

Net Currency Effect on NAV of 5% Change Exposure in Foreign Exchange Rate USD USD Australian Dollar 3,578,821.56 178,941.08 British Pound Sterling 3,905,667.59 195,283.38 Canadian Dollar 3,261,213.47 163,060.67 Euro 11,944,786.83 597,239.34 Hong Kong Dollar 6,414,837.58 320,741.88 Israeli New Shekel 141,132.63 7,056.63 Japanese Yen 13,460,529.31 673,026.47 New Zealand Dollar 382,239.11 19,111.96 Norwegian Krone 152,655.25 7,632.76 Singapore Dollar 3,869,352.84 193,467.64 Swedish Krona 3,627,500.83 181,375.04 Swiss Franc 1,569,819.58 78,490.98 52,308,556.58 2,615,427.83

CSIF (IE) MSCI World ESG Leaders Minimum Volatility Blue UCITS ETF

Net Currency Effect on NAV of 5% Change Exposure in Foreign Exchange Rate USD USD Australian Dollar 1,087,658.67 54,382.93 British Pound Sterling 1,319,732.43 65,986.62 Canadian Dollar 8,928,085.12 446,404.26 Danish Krone 2,009,992.22 100,499.61 Euro 6,498,266.35 324,913.32 Hong Kong Dollar 1,955,099.37 97,754.97 Israeli New Shekel 266,290.17 13,314.51 Japanese Yen 16,222,689.73 811,134.49 New Zealand Dollar 255,178.33 12,758.92 Norwegian Krone 710,388.63 35,519.43 Singapore Dollar 1,557,858.04 77,892.90 Swedish Krona 398,457.27 19,922.86 Swiss Franc 6,976,030.62 348,801.53 48,185,726.95 2,409,286.35

Interest Rate Risk

Interest rate risk arises from the effects of fluctuations in the prevailing levels of market interest rates on the fair value of financial assets and future cash flows.

The majority of the Funds’ financial assets and liabilities are non-interest bearing. As a result, the Funds are not subject to significant amounts of risk due to fluctuations in the prevailing levels of market interest rates.

Price Risk

Price risk is the risk that the value of financial instruments will fluctuate as a result of changes in market prices (other than those arising from interest rate risk or currency risk), whether caused by factors specific to an individual investment, its issuer, or all factors affecting all instruments traded in the market.

As Funds’ financial instruments are carried at fair value with fair value changes recognised in the Statement of Comprehensive income, all changes in market conditions will directly affect Net Assets attributable to holder of redeemable participating shares.

The investment objective of each Fund is to seek to track as closely as reasonably possible the performance of the benchmark indices. In order to achieve this objective, each Fund invests primarily in securities held in the relevant index.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

Notes (continued) Page 73

3. Risk Management Policies (continued) a) Market Risk (continued)

Price Risk (continued)

The following sensitivity analysis assumes a change in the market price of investments while holding all other variables constant. In practice this is unlikely to occur, and changes in some of the variables may be correlated. In addition, as the sensitivity analysis uses historical data as a basis for determining future events, it does not encompass all possible scenarios, particularly those that are of an extreme nature. At 30 September 2020, had the fair value of investments increased/decreased by 5%, with all other variable held constant, the net asset attributable to shareholders for each Fund would have increased/decreased as set out in the table below:

Effect on NAV Fund 30.09.2020 USD CSIF (IE) MSCI USA Blue UCITS ETF 113,163,298.52 CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF 52,885,147.13 CSIF (IE) MSCI World ESG Leaders Blue UCITS ETF 9,009,652.66 CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF 3,586,621.29 CSIF (IE) FTSE EPRA Nareit Developed Green Blue UCITS ETF 5,602,872.77 CSIF (IE) MSCI World ESG Leaders Minimum Volatility Blue UCITS ETF 6,058,597.84

b) Liquidity Risk

Liquidity risk is the risk that sufficient cash cannot be raised to meet liabilities when due. One of the key liquidity factors influencing the Funds is exposure to cash redemptions of redeemable participating shares. The Funds are exchange traded funds which means that the Shares of the Funds are listed and or admitted to trading on one or more stock exchanges. Certain brokers are authorised by the ICAV to subscribe and redeem Shares of the Funds directly with the ICAV in the Primary Market and they are referred to as "Authorised Participants”. Potential investors who are not Authorised Participants can purchase and sell the Shares of the Funds on the Secondary Market through a broker/dealer on a recognised stock exchange or OTC.

As a result of the liquid nature of the Funds financial instruments there is deemed to be little liquidity risk. Substantially all of the Funds’ liabilities including net asset attributable to redeemable participating shareholders are payable within one month. c) Credit Risk

Credit risk is the risk that a counterparty to a transaction or an issuer of a financial instrument will fail to pay interest and principal when due, or that perceptions of the issuer’s ability to make such payments will cause the price of an investment to decline. Significant investment in debt securities or use of over-the-counter derivative contracts to a material degree will generally increase credit risk.

Credit risk exposure is also created through interactions with brokers and custodians. However, transactions in listed securities are settled and paid for upon delivery of securities using only approved brokers. The risk of default is therefore considered minimal because securities are delivered only when the broker has made payment and the broker is paid for purchases only once the securities have been received by Brown Brothers Harriman Trustee Services (Ireland) Limited (the “Depositary”).

Credit risk may also arise from assets of the Funds which are substantially all held by the Depositary. Bankruptcy or insolvency of the Depositary may cause certain rights with respect to securities and other positions held to be delayed or limited. Additionally, the Depositary ensures there is legal separation of non-cash assets held in custody, that such assets are held on a fiduciary basis, and that appropriate internal control systems are maintained such that records clearly identify the nature and amount of all assets under custody. All securities held in custody by the Depositary are segregated from the Depositary’s own assets, whether in a vault, in segregated accounts on the books of sub-custodians, or in an account maintained at a central securities depositary. The Depositary maintains segregated accounts per client on its own books as well as on the books of sub-custodians in local markets, where possible.

4. Taxation

Under current law and practice, the ICAV qualifies as an investment undertaking as defined in Section 739B of the Taxes Consolidation Act, 1997, as amended. On that basis, it is not chargeable to Irish tax on its income or gains.

However, Irish tax may arise on the happening of a “chargeable event”. A chargeable event includes any distribution payments to shareholders, any encashment redemption, cancellation or transfer of shares, or appropriation or cancellation of shares of a Shareholder by the ICAV for the purposes of meeting the amount of tax payable on a gain arising on a transfer. Any tax arising on a chargeable event is a liability of the Shareholders, albeit it is paid by the ICAV (although if the ICAV fails to deduct the correct amount of tax it becomes ultimately a liability of the ICAV).

No Irish tax will arise on the ICAV in respect of chargeable events in respect of:

(a) a shareholder who is neither Irish resident nor ordinarily resident in Ireland for tax purposes, at the time of the chargeable event, provided appropriate valid declarations in accordance with the provisions of the Taxes Consolidation Act, 1997, as amended, are held by the ICAV or the ICAV has been authorised by the Irish Revenue to make gross payments in the absence of appropriate declarations; and (b) certain exempted Irish tax resident shareholders who have provided the necessary signed statutory declarations.

Dividends, interest and capital gains received on investments may be subject to withholding or other taxes imposed by the country from which the investment income/gains are received, and such taxes may not be recoverable.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

Notes (continued) Page 74

5. Net Gain/(Loss) on Financial Assets at Fair Value through Profit or Loss

Net Gain/(Loss) on Financial Assets at Fair Value through Profit or Loss for the period ended 30 September 2020 are disclosed in the tables below:

CSIF (IE) MSCI USA CSIF (IE) MSCI USA ESG CSIF (IE) MSCI World ESG Blue UCITS ETF Leaders Blue UCITS ETF Leaders Blue UCITS ETF

30 September 2020 30 September 2020 30 September 2020 USD USD USD Realised and Unrealised Gains/(Losses) on Investments Net Realised Gain/(Loss) on Investments 2,833,544.11 5,599,060.78 751,503.70 Net Realised Gain/(Loss) on Forward Foreign Exchange Contracts – – 2,374,148.81 Net Realised Gain/(Loss) on Futures Contracts 188,551.73 157,361.06 156,167.57 Net Realised Currency Gain/(Loss) – 1.83 109,496.47 3,022,095.84 5,756,423.67 3,391,316.55

Change in Unrealised Gain/Loss on Investments 223,925,809.20 128,049,974.45 28,461,805.69 Change in Unrealised Gain/Loss on Forward Foreign Exchange Contracts – – -1,152,144.56 Change in Unrealised Gain/Loss on Futures Contracts 35,687.50 20,412.50 -6,488.65 Change in Unrealised Currency Gain/Loss 0.07 – 838.81 223,961,496.77 128,070,386.95 27,304,011.29 Net Gain/(Loss) on Financial Assets at Fair Value through Profit or Loss 226,983,592.61 133,826,810.62 30,695,327.84

CSIF (IE) MSCI USA CSIF (IE) FTSE EPRA CSIF (IE) MSCI World ESG Small Cap ESG Leaders Nareit Developed Green Leaders Minimum Volatility Blue UCITS ETF Blue UCITS ETF Blue UCITS ETF

30 September 2020 30 September 2020 30 September 2020 USD USD USD Realised and Unrealised Gains/(Losses) on Investments Net Realised Gain/(Loss) on Investments 200,731.78 925,929.85 430,841.37 Net Realised Gain/(Loss) on Futures Contracts -3,330.37 -11,064.40 -8,096.96 Net Realised Currency Gain/(Loss) – 285,754.29 -20,949.67 197,401.41 1,200,619.74 401,794.74

Change in Unrealised Gain/Loss on Investments 3,805,076.45 935,793.66 770,602.28 Change in Unrealised Gain/Loss on Futures Contracts -3,040.00 5,601.32 -4,548.01 Change in Unrealised Currency Gain/Loss – 322.20 280.84 3,802,036.45 941,717.18 766,335.11 Net Gain/(Loss) on Financial Assets at Fair Value through Profit or Loss 3,999,437.86 2,142,336.92 1,168,129.85

6. Cash and Cash Equivalents

All cash at bank balances are held with Brown Brothers Harriman & Co.

In line with the Central Bank of Ireland (the “CBI”) Guidance paper entitled Umbrella Funds – Cash Accounts Holding Subscription, Redemption and Dividend Monies published in March 2016, one or more Fund cash accounts are being operated by the Administrator, on behalf of the Fund, in accordance with the requirements of the CBI. Such Fund cash accounts are designed to hold unprocessed subscription monies received from investors, redemption monies payable to investors and/or other amounts due to investors. As at 30 September 2020, there was no cash held in these accounts. Any balances held on these cash accounts at the period end are reflected on the Statement of Financial Position.

7. Distribution Policy

The dividend policy and information on the declaration and payment of dividends for each Fund will be specified in the relevant Supplement. The Directors may declare dividends in respect of any Shares in the ICAV out of the net income of the ICAV and net realised and unrealised gains, partially or fully out of the capital of the relevant Fund.

Distributions, if any, may be declared on an annual basis or at any intervals to be specified by the Directors.

There were no active distribution share classes as at 30 September 2020.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

Notes (continued) Page 75

8. Net Asset Value

The Net Asset Value per redeemable participating share is determined by dividing the value of the Net Assets of a Fund Attributable to Redeemable Participating Shares by the total number of redeemable participating shares in issue at that time.

9. Share Capital

The authorised share capital of the ICAV is 2 redeemable Non-Participating Shares of no par value and 500,000,000,000 participating Shares of no par value. The share capital may be divided into different Classes of Shares with any preferential, deferred or special rights or privileges attached thereto, and from time to time may be varied so far as may be necessary to give effect to any such preference restriction or other term.

The movement in the number of redeemable participating Shares for each Fund for the period ended 30 September 2020 is as follows:

CSIF (IE) MSCI USA Blue UCITS ETF

Balance at Shares Issued Shares Redeemed Balance at Share Class Inception During Period During Period End of Period Class B USD – 17,944,028.00 -120,000.00 17,824,028.00 – 17,944,028.00 -120,000.00 17,824,028.00

CSIF (IE) MSCI USA ESG LEADERS BLUE UCITS ETF

Balance at Shares Issued Shares Redeemed Balance at Share Class Inception During Period During Period End of Period Class B USD – 8,828,576.00 -296,961.00 8,531,615.00 – 8,828,576.00 -296,961.00 8,531,615.00

CSIF (IE) MSCI WORLD ESG LEADERS BLUE UCITS ETF

Balance at Shares Issued Shares Redeemed Balance at Share Class Inception During Period During Period End of Period Class B USD – 769,587.00 -39,286.00 730,301.00 Class BH CHF – 490,450.00 -82,042.00 408,408.00 Class BH EUR – 427,337.000 -187,602.00 239,735.00 – 1,687,374.00 -308,930.00 1,378,444.00

CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF

Balance at Shares Issued Shares Redeemed Balance at Share Class Inception During Period During Period End of Period Class B USD – 657,800.00 – 657,800.00 – 657,800.00 – 657,800.00

CSIF (IE) FTSE EPRA Nareit Developed Green Blue UCITS ETF

Balance at Shares Issued Shares Redeemed Balance at Share Class Inception During Period During Period End of Period Class B USD – 1,100,000.00 – 1,100,000.00 – 1,100,000.00 – 1,100,000.00

CSIF (IE) MSCI World ESG Leaders Minimum Volatility Blue UCITS ETF

Balance at Shares Issued Shares Redeemed Balance at Share Class Inception During Period During Period End of Period Class B USD – 1,432,922.00 -225,000.00 1,207,922.00 – 1,432,922.00 -225,000.00 1,207,922.00

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

Notes (continued) Page 76

10. Fair Value Measurement

FRS 102 on “Fair Value: Disclosure” requires disclosure relating to the fair value hierarchy in which fair value measurements are categorised for assets and liabilities. The disclosures are based on a three-level fair value hierarchy for the inputs used in valuation techniques to measure fair value.

The fair value hierarchy has the following levels:

(i) Level 1: Investments whose values are based on quoted market prices in active markets, and therefore classified within level 1, include active listed equities. Quoted prices for these instruments are not adjusted.

(ii) Level 2: Financial instruments that trade in markets that are not considered to be active but are valued based on quoted market prices, dealer quotations or alternative pricing sources supported by observable inputs are classified within level 2. As level 2 investments include positions that are not traded in active markets and/or are subject to transfer restrictions, valuations may be adjusted to reflect illiquidity and/or non-transferability, which are generally based on available market information.

(iii) Level 3: Investments classified within level 3 have significant unobservable inputs, as they trade infrequently. Pricing inputs are unobservable for the investment and include situations where there is little, if any, market activity for the instrument. The inputs into the determination of fair value require significant management judgement or estimation. As observable prices are not available for these securities, the ICAV has used valuation techniques to derive the fair value.

The level in the fair value hierarchy within which the fair value measurement is categorised in its entirety is determined on the basis of the lowest level input that is significant to the fair value measurement of the instrument in its entirety. For this purpose, the significance of an input is assessed against the fair value measurement of the instrument in its entirety. If a fair value measurement uses observable inputs that require significant adjustment based on unobservable inputs, that measurement is a level 3 measurement. Assessing the significance of a particular input to the fair value measurement in its entirety requires judgement, considering factors specific to the financial asset or liability.

The determination of what constitutes “observable” requires significant judgement by the Directors in consultation with the Investment Manager. The Directors consider observable data to be that market data that is readily available, regularly distributed or updated, reliable and verifiable, not proprietary, and provided by independent sources that are actively involved in the relevant market.

The following tables show an analysis of assets and liabilities recorded at fair value as at 30 September 2020:

CSIF (IE) MSCI USA Blue UCITS ETF Level 1 Level 2 Level 3 Total USD USD USD USD Assets

Equities 2,263,230,282.99 – – 2,263,230,282.99 Futures Contracts 35,687.50 – – 35,687.50 Total Assets 2,263,265,970.49 – – 2,263,265,970.49

CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF Level 1 Level 2 Level 3 Total USD USD USD USD Assets

Equities 1,057,682,530.18 – – 1,057,682,530.18 Futures Contracts 20,412.50 – – 20,412.50 Total Assets 1,057,702,942.68 – – 1,057,702,942.68

CSIF (IE) MSCI World ESG Leaders Blue UCITS ETF Level 1 Level 2 Level 3 Total USD USD USD USD Assets

Equities 180,162,529.41 37,012.35 – 180,199,541.76 Futures Contracts 4,552.26 – – 4,552.26 Forward Foreign Currency Contracts – 104,575.42 – 104,575.42 Total Assets 180,167,081.67 141,587.77 – 180,308,669.44

Liabilities

Futures Contracts 11,040.91 – – 11,040.91 Forward Foreign Currency Contracts – 1,256,719.98 – 1,256,719.98 Total Liabilities 11,040.91 1,256,719.98 – 1,267,760.89

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

Notes (continued) Page 77

10. Fair Value Measurement (continued)

CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF Level 1 Level 2 Level 3 Total USD USD USD USD Assets

Equities 71,735,465.82 – – 71,735,465.82 Total Assets 71,735,465.82 – – 71,735,465.82

Liabilities

Futures Contracts 3,040.00 – – 3,040.00 Total Liabilities 3,040.00 – – 3,040.00

CSIF (IE) FTSE EPRA Nareit Developed Green Blue UCITS ETF Level 1 Level 2 Level 3 Total USD USD USD USD Assets

Equities 111,728,679.33 323,174.71 – 112,051,854.04 Futures Contracts 5,601.32 – – 5,601.32 Total Assets 111,734,280.65 323,174.71 – 112,057,455.36

CSIF (IE) MSCI World ESG Leaders Minimum Volatility Blue UCITS ETF Level 1 Level 2 Level 3 Total USD USD USD USD Assets

Equities 121,176,504.84 – – 121,176,504.84 Futures Contracts 1,427.50 – – 1,427.50 Total Assets 121,177,932.34 – – 121,177,932.34

Liabilities

Futures Contracts 5,975.51 – – 5,975.51 Total Liabilities 5,975.51 – – 5,975.51

11. Fees and Expenses

All of the fees and expenses payable in respect of a Fund are paid as one single fee. This is referred to as the Total Expense Ratio ("TER"). Out of the aforementioned TER, the ICAV will bear all costs incurred in connection with the ICAV’s assets. This includes, but is not limited to, fees and out-of-pocket expenses properly incurred of the Manager, Investment Manager, any sub-investment manager, Depositary, Administrator, Directors, Distributor or sub-distributor, Secretary, MLRO, auditor, legal advisors, tax agent and Paying Agents. The TER is allocated by the ICAV and paid directly by the ICAV. The ICAV may pay, subject to any applicable regulations, part or all of its fees to any person that invests in or provides services to the ICAV or in respect of any Fund. All Directors will be entitled to reimbursement by the ICAV of out-of- pocket expenses properly incurred in connection with the business of the ICAV or the discharge of their duties.

The TER is calculated and accrued daily from the Net Asset Value of each Fund and payable monthly in arrears.

If a Fund's expenses actually incurred in any period exceed the TER (“Deficit”), the Investment Manager will pay the difference to the Fund from its own resources. Conversely, if the TER in any period is greater than the Fund's expenses actually incurred (“Surplus”), the Investment Manager will receive the difference from the ICAV in respect of the relevant Fund. The Investment Manager may use the Surplus to pay any Deficit in a period to the Fund. The Investment Manager will pay any Deficit in the period to the Fund monthly in arrears (on the fourth last Business Day of the month following each calendar month). The ICAV on behalf of the relevant Fund will pay any Surplus to the Investment Manager at such frequency as requested by the Investment Manager.

The Investment Manager may waive all or a portion of the Surplus it is entitled to receive in respect of any Fund.

The costs attributable to the individual Funds shall be allocated directly to them; otherwise the costs shall be divided among the individual Funds in proportion to the net asset value of each Fund.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

Notes (continued) Page 78

11. Fees and Expenses (continued)

The table below outlines the maximum TER figures per annum applicable to the active share classes of each Fund:

Maximum TER Fund (% of Net Asset Value)

CSIF (IE) MSCI USA Blue UCITS ETF Class B USD 0.15 CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF Class B USD 0.15 CSIF (IE) MSCI World ESG Leaders Blue UCITS ETF Class B USD 0.15 Class BH CHF 0.18 Class BH EUR 0.18 CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF Class B USD 0.25 CSIF (IE) FTSE EPRA Nareit Developed Green Blue UCITS ETF Class B USD 0.25 CSIF (IE) MSCI World ESG Leaders Minimum Volatility Blue UCITS ETF Class B USD 0.25

During the life of the Fund, the maximum TER may need to be increased from time to time. Any such increase will be subject to the prior approval of Shareholders.

Manager’s Fees

Carne Global Fund Managers (Ireland) Limited, as Manager to the ICAV, earned a fee of USD 145,902 during the period, of which USD 95,389 was payable at period end. Elizabeth Beazley, a Director of the ICAV, is also an employee of Carne Global Financial Services Limited, the parent Company of the Manager.

Carne Global Financial Services Limited earned fees during the period in respect of Director support services and other fund governance services provided to the ICAV, the fees amounted to USD 9,473 and USD 48,399, respectively, of which USD 12,606 was payable at period end.

Directors’ Fees

The aggregate emoluments of the Directors paid by the Manager out of the TER on behalf of Funds (including expenses) for the period ended 30 September 2020 were USD 18,810 and USD 10,346 which were paid to Fiona Mulcahy and Elizabeth Beazley, respectively.

12. Exchange Rates

The following exchange rates have been used to translate assets and liabilities in currencies other than functional currency of the Funds:

FX to USD Australian Dollar 1.3952 British Pound Sterling 0.7735 Canadian Dollar 1.3358 Danish Krone 6.3478 Euro 0.8528 Hong Kong Dollar 7.7500 Israeli New Shekel 3.4203 Japanese Yen 105.5300 New Zealand Dollar 1.5129 Norwegian Krone 9.3566 Singapore Dollar 1.3651 Swedish Krona 8.9500 Swiss Franc 0.9188

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

Notes (continued) Page 79

13. Related Parties and Connected Persons

Related Parties

Under FRS 102: “Related Party Disclosure” parties are described as related if any one party has the ability to control the other party or exercise significant influence over the other party in making financial or operational decisions.

The following table details related parties of the ICAV:

Party Name Distributor Credit Suisse Fund Management S.A. Manager Carne Global Fund Managers (Ireland) Limited Investment Manager Credit Suisse Asset Management (Switzerland) Ltd. Derivatives Transactions Clearer Credit Suisse International Authorised Participants Credit Suisse Securities (Europe) Limited Credit Suisse (Switzerland) Ltd. Swiss Representative Credit Suisse Funds AG Directors Emanuele Bellingeri Ulrich Roth Esther van den Hurk Elizabeth Beazley Fiona Mulcahy

Connected Persons

The Manager, the Depositary, the Administrator, the Distributor, the Authorised Participant, the Derivatives Transactions Clearer, the Investment Managers and each of their respective affiliates are considered to be connected parties of the ICAV for the purposes of the Central Bank UCITS Regulations.

The following table details the counterparties that are connected persons of the ICAV:

Party Name Administrator Brown Brothers Harriman Fund Administration Services (Ireland) Limited Depositary Brown Brothers Harriman Trustee Services (Ireland) Limited Distributor Credit Suisse Fund Management S.A. Manager Carne Global Fund Managers (Ireland) Limited Investment Manager Credit Suisse Asset Management (Switzerland) Ltd. Derivatives Transactions Clearer Credit Suisse International Authorised Participants Credit Suisse Securities (Europe) Limited Credit Suisse (Switzerland) Ltd. Swiss Representative Credit Suisse Funds AG

Dealing with Connected Persons

Regulation 43 of the Central Bank UCITS Regulations (“Restriction on transactions with connected persons”) states that “a responsible person shall ensure that any transaction between a UCITS and connected person is: (i) conducted at arm’s length; and (ii) in the best interest of the unit-holders of the UCITS”.

In accordance with Regulation 81(4) of the Central Bank UCITS Regulations, the Board of Directors are satisfied that: (i) there are arrangements in place, evidenced by written procedures, to ensure that the obligations that are prescribed by Regulation 43(1) are applied to all transactions with a connected person; and (ii) all transactions with connected persons that were entered into during the year to which the report relates complied with the obligations that are prescribed by Regulation 43(1).

14. Soft Commission

There were no soft commission arrangements entered into during the period ended 30 September 2020.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

Notes (continued) Page 80

15. Efficient Portfolio Management

The ICAV on behalf of a Fund may employ techniques and instruments relating to Transferable Securities, Money Market Instruments and/or other financial instruments (including FDI) in which it invests for efficient portfolio management purposes. Such techniques and instruments include futures, options, swaps, forwards and repurchase and reverse repurchase agreements (details of which are outlined below). Details of any additional techniques and instruments used for a Fund may be set out in the relevant Supplement.

Use of such techniques and instruments should be in line with the best interests of Shareholders and will generally be made for one or more of the following reasons:

(ii) the reduction of risk; (iii) the reduction of cost; or (iv) the generation of additional capital or income for the relevant Fund with an appropriate level of risk, taking into account the risk profile of the Fund and the risk diversification rules set out in the UCITS Regulations.

During the period ended 30 September 2020, the Funds did not employ any investment techniques and instruments for efficient portfolio management.

16. Significant Events During the Period

The following share classes launched during the period ended 30 September 2020:

Funds Share Classes Commencement Date CSIF (IE) MSCI USA Blue UCITS ETF Class B USD 16 March 2020 CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF Class B USD 16 March 2020 CSIF (IE) MSCI World ESG Leaders Blue UCITS ETF Class B USD 16 March 2020 Class BH CHF 16 March 2020 Class BH EUR 16 March 2020 CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF Class B USD 26 June 2020 CSIF (IE) FTSE EPRA Nareit Developed Green Blue UCITS ETF Class B USD 26 June 2020 CSIF (IE) MSCI World ESG Leaders Minimum Volatility Blue UCITS ETF Class B USD 27 July 2020

The COVID-19 epidemic is believed to have originated in Wuhan, Hubei, China. While containment efforts were made to slow the spread of the epidemic the outbreak has now spread globally and has led to the World Health Organisation declaring the COVID-19 outbreak a pandemic on 11 March 2020.

The Board is aware that global financial markets have been monitoring and reacting to the outbreak. All markets have incurred increased volatility and uncertainty since the onset of the pandemic. The Board has also noted the operational risks that are posed to the ICAV and its service providers due to global and local movement restrictions that have been enacted by various governments. COVID-19 pandemic is an unprecedented event and the eventual impact on the global economy and markets will largely depend on the scale and duration of the outbreak. The Board will continue to monitor this situation.

There were no other significant events during the period ended 30 September 2020 that had a material effect on the financial statements.

17. Events Since the Period End

There were no significant events that had a material effect on the financial statements.

18. Approval of Financial Statements

The report for the period ended 30 September 2020 and unaudited financial statements were approved by the Board of Directors of the Fund on 26 November 2020.

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) MSCI USA Blue UCITS ETF Page 81

Appendix I – Schedule of Portfolio Changes

In accordance with the UCITS Regulations, as amended, a statement of changes in the composition of the Schedule of Investments during the reporting year is provided to ensure that Unitholders can identify changes in the investments held by the Funds. The CBI requires a schedule of material changes in the composition of the portfolio during the year. These are defined as aggregate purchases of a security exceeding one per cent of the total value of purchases for the year and aggregate disposals greater than one per cent of the total value of sales. At a minimum the largest 20 purchases and 20 sales must be given or all purchases and sales if less than 20.

CSIF (IE) MSCI USA Blue UCITS ETF

Top Twenty Purchases for Period Ended 30.09.2020

Security Description Nominal Cost USD APPLE INC 546,173.00 119,022,293.01 MICROSOFT CORP 552,217.00 105,512,885.51 AMAZON.COM INC 32,234.00 85,114,112.76 FACEBOOK INC -A- 182,744.00 41,062,830.98 ALPHABET INC -C- 23,636.00 33,084,718.59 ALPHABET INC -A- 22,783.00 31,821,747.07 JOHNSON & JOHNSON 201,652.00 28,971,192.75 VISA INC -A- 131,011.00 24,743,041.09 PROCTER & GAMBLE CO 190,121.00 23,256,955.14 JPMORGAN CHASE & CO 235,070.00 22,586,973.95 UNITEDHEALTH GROUP INC 72,769.00 21,054,496.14 BERKSHIRE HATHAWAY INC -B- 108,186.00 20,708,199.05 MASTERCARD INC -A- 68,621.00 20,466,759.67 HOME DEPOT INC 82,035.00 19,859,441.41 INTEL CORP 324,860.00 18,286,739.30 VERIZON COMMUNICATIONS INC 316,123.00 17,843,902.67 NVIDIA CORP 46,713.00 17,527,277.67 AT&T INC 548,352.00 16,546,284.19 WALT DISNEY CO 138,128.00 15,874,801.87 MERCK & CO INC 193,089.00 15,282,618.21

Top Twenty Sales for Period Ended 30.09.2020

Security Description Nominal Proceeds USD APPLE INC 13,034.00 2,537,711.47 MICROSOFT CORP 6,831.00 1,417,188.35 ALLERGAN PLC 6,978.00 1,343,947.25 ALPHABET INC -C- 601.00 939,476.46 ORACLE CORP 12,770.00 723,636.64 VISA INC -A- 3,484.00 719,670.17 ILLINOIS TOOL WORKS INC 3,435.00 651,576.68 TRANSDIGM GROUP INC 1,430.00 644,957.72 BANK OF AMERICA CORP 24,351.00 586,263.05 AMAZON.COM INC 178.00 521,644.76 COMCAST CORP -A- 10,196.00 445,645.57 BERKSHIRE HATHAWAY INC -B- 1,932.00 404,599.80 JPMORGAN CHASE & CO 3,933.00 382,498.41 FACEBOOK INC -A- 1,177.00 277,227.89 INTEL CORP 4,170.00 259,596.22 GENERAL DYNAMICS CORP 1,758.00 232,357.89 AT&T INC 7,538.00 230,818.08 PROCTER & GAMBLE CO 1,878.00 226,987.74 NEWMONT CORP 3,426.00 211,127.03 BRISTOL-MYERS SQUIBB CO 3,527.00 210,746.06

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF Page 82

Appendix I – Schedule of Portfolio Changes (continued)

CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF

Top Twenty Purchases for Period Ended 30.09.2020

Security Description Nominal Cost USD MICROSOFT CORP 535,801.00 96,627,180.83 ALPHABET INC -C- 22,843.00 30,555,068.58 ALPHABET INC -A- 22,348.00 29,879,425.89 JOHNSON & JOHNSON 196,103.00 27,326,857.47 VISA INC -A- 127,233.00 23,583,075.27 PROCTER & GAMBLE CO 184,551.00 21,524,502.14 MASTERCARD INC -A- 67,066.00 19,211,600.32 HOME DEPOT INC 81,217.00 18,648,253.56 INTEL CORP 320,403.00 18,414,714.36 VERIZON COMMUNICATIONS INC 306,414.00 16,938,964.04 WALT DISNEY CO 134,354.00 14,803,412.08 CISCO SYSTEMS INC 314,362.00 14,671,431.80 NVIDIA CORP 45,263.00 14,612,610.87 MERCK & CO INC 188,632.00 14,523,366.40 COCA-COLA CO 303,939.00 14,242,157.13 ADOBE INC 35,878.00 13,723,742.59 PEPSICO INC 103,694.00 13,466,191.11 ABBVIE INC 130,522.00 11,872,523.64 SALESFORCE.COM INC 66,595.00 11,737,828.12 MCDONALD'S CORP 56,133.00 10,317,953.12

Major Sales for Period Ended 30.09.2020

Security Description Nominal Proceeds USD MICROSOFT CORP 21,256.00 4,224,861.37 ALPHABET INC -C- 1,226.00 1,831,631.82 ALPHABET INC -A- 910.00 1,319,500.62 VISA INC -A- 6,693.00 1,315,796.92 HOME DEPOT INC 4,410.00 1,176,241.95 JOHNSON & JOHNSON 7,600.00 1,117,439.05 MASTERCARD INC -A- 3,209.00 1,014,146.71 PROCTER & GAMBLE CO 7,674.00 988,631.39 INTEL CORP 18,248.00 985,655.91 COGNIZANT TECH SOLUTIONS -A- 17,882.00 947,746.00 TE CONNECTIVITY LTD 10,821.00 879,206.25 IQVIA HOLDINGS INC 5,368.00 802,623.36 MOTOROLA SOLUTIONS INC 5,649.00 765,555.66 MERCK & CO INC 8,674.00 715,111.23 NVIDIA CORP 1,382.00 677,470.08 LINDE PLC 2,847.00 675,109.67 MARVEL TECHNOLOGY GROUP LTD 20,588.00 671,580.56 TESLA INC 1,319.00 668,147.35 TRANSDIGM GROUP INC 1,566.00 665,268.12 VERIZON COMMUNICATIONS INC 11,253.00 659,888.02 ADOBE INC 1,454.00 652,936.78 WALT DISNEY CO 5,313.00 650,560.28 COCA-COLA CO 12,855.00 625,157.25 UNION PACIFIC CORP 3,279.00 625,068.00 PEPSICO INC 4,560.00 610,597.64 MCDONALD'S CORP 2,858.00 590,624.91

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) MSCI World ESG Leaders Blue UCITS ETF Page 83

Appendix I – Schedule of Portfolio Changes (continued)

CSIF (IE) MSCI World ESG Leaders Blue UCITS ETF

Top Twenty Purchases for Period Ended 30.09.2020

Security Description Nominal Cost USD MICROSOFT CORP 65,287.00 10,899,549.19 ALPHABET INC -C- 2,756.00 3,462,058.23 ALPHABET INC -A- 2,722.00 3,409,710.79 JOHNSON & JOHNSON 23,797.00 3,229,032.44 VISA INC -A- 15,502.00 2,757,216.94 PROCTER & GAMBLE CO 22,549.00 2,631,446.59 MASTERCARD INC -A- 8,151.00 2,252,395.26 INTEL CORP 39,142.00 2,124,345.74 HOME DEPOT INC 9,735.00 2,083,218.57 VERIZON COMMUNICATIONS INC 37,357.00 2,044,065.44 ROCHE HOLDING AG 6,358.00 1,973,646.48 MERCK & CO INC 22,995.00 1,770,804.17 COCA-COLA CO 36,832.00 1,753,122.96 WALT DISNEY CO 16,403.00 1,730,923.30 PEPSICO INC 12,619.00 1,616,660.35 CISCO SYSTEMS INC 33,547.00 1,573,982.38 NVIDIA CORP 5,443.00 1,566,195.74 ADOBE INC 4,398.00 1,561,055.46 SALESFORCE.COM INC 8,090.00 1,350,991.87 ABBVIE INC 15,630.00 1,340,464.00

Top Twenty Sales for Period Ended 30.09.2020

Security Description Nominal Proceeds USD MICROSOFT CORP 7,951.00 1,310,150.53 CSL LTS 3,283.00 603,894.77 ALPHABET INC -C- 348.00 433,776.72 ALPHABET INC -A- 334.00 403,696.34 JOHNSON & JOHNSON 2,827.00 382,448.30 VISA INC -A- 2,073.00 349,624.20 PROCTER & GAMBLE CO 2,843.00 317,642.10 INTEL CORP 5,405.00 301,275.24 WESTPAC BANKING CORP 25,725.00 289,672.97 MASTERCARD INC -A- 1,037.00 262,254.45 ROCHE HOLDING AG 753.00 251,664.89 VERIZON COMMUNICATIONS INC 4,464.00 242,191.83 HOME DEPOT INC 1,177.00 239,756.41 MERCK & CO INC 2,905.00 223,060.88 DEUTSCHE POST AG-REG 7,103.00 217,244.79 WESFARMERS LTD 7,820.00 206,279.11 COGNIZANT TECH SOLUTIONS -A- 3,933.00 204,996.01 WALT DISNEY CO 2,022.00 201,768.92 PEPSICO INC 1,575.00 194,867.75 TE CONNECTIVITY LTD 2,454.00 193,064.41

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF Page 84

Appendix I – Schedule of Portfolio Changes (continued)

CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF

Top Twenty Purchases for Period Ended 30.09.2020

Security Description Nominal Cost USD GROUPON INC -A- 79,305.00 1,512,843.97 ETSY INC 5,221.00 546,314.21 POOL CORP 1,760.00 473,194.37 HORIZON THERAPEUTICS PLC 8,297.00 463,849.02 ZENDESK INC 5,041.00 440,694.25 BIO-TECHNE CORP 1,679.00 433,889.10 HUBSPOT INC 1,824.00 405,146.93 ZYNGA INC -A- 39,774.00 382,786.60 CYRUSONE INC 5,088.00 381,570.13 CIENA CORP 6,777.00 363,785.01 QUIDEL CORP 1,650.00 359,431.93 ROYAL GOLD INC 2,897.00 352,775.45 GENERAC HOLDINGS INC 2,759.00 336,720.37 ZSCALER INC 3,086.00 335,362.96 AMERICOLD REALTY TRUST 8,871.00 322,337.33 HILL-ROM HOLDINGS INC 2,924.00 319,301.62 CHEMED CORP 700.00 316,582.39 IMMUNOMEDICS INC 8,640.00 315,955.23 APTARGROUP INC 2,843.00 315,167.99 NUANCE COMMUNICATIONS INC 12,343.00 313,435.12

Top Twenty Sales for Period Ended 30.09.2020

Security Description Nominal Proceeds USD GROUPON INC -A- 78,250.00 1,442,586.56 ZSCALLER INC 3,086.00 442,347.24 BERRY GLOBAL GROUP INC 5,778.00 297,798.12 BROOKFIELD RENEWABLE COR -A- 1,876.00 90,085.52 WILLSCOT MOBILE MINI HOLDING 3,492.00 51,185.66 HORIZON THERAPEUTICS PLC 325.00 24,414.00 SLM CORP 2,065.00 15,776.60 POPULAR INC 349.00 12,926.96 SINCLAIR BROADCAST GROUP INC -A- 562.00 11,695.22 RELIANCE STEEL & ALUMINUM CO 100.00 10,487.00 PRIMERICA INC 75.00 9,363.75 QUANTA SERVICES INC 156.00 7,995.00 AVAYA HOLDINGS CORP 498.00 7,728.96 TRIPADVISOR INC 275.00 6,426.75 SPECTRUM BRANDS HOLDINGS INC 90.00 5,364.00 MORNINGSTAR INC 33.00 5,284.95 MURPHY USA INC 36.00 4,854.96 AVIS BUDGET GROUP INC 133.00 4,536.63 SUNSTONE HOTEL INVESTORS INC 539.00 4,489.87 HANESBRANDS INC 283.00 4,327.07

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) FTSE EPRA Nareit Developed Green Blue UCITS ETF Page 85

Appendix I – Schedule of Portfolio Changes (continued)

CSIF (IE) FTSE EPRA Nareit Developed Green Blue UCITS ETF

Major Purchases for Period Ended 30.09.2020

Security Description Nominal Cost USD PROLOGIS INC 93,918.00 8,580,427.94 EQUITY RESIDENTIAL 65,751.00 3,764,563.11 DIGITAL REALTY TRUST INC 24,129.00 3,413,957.10 VENTAS INC 91,610.00 3,356,299.85 AVALONBAY COMMUNITIES INC 20,552.00 3,143,317.52 VONOVIA SE 50,715.00 3,076,515.34 HEALTHPEAK PROPERTIES INC 100,906.00 2,717,303.84 PUBLIC STORAGE 12,340.00 2,628,988.11 MITSUBISHI ESTATE CO LTD 150,100.00 2,199,398.92 DUKE REALTY CORP 58,539.00 2,139,015.06 ESSEX PROPERTY TRUST INC 9,009.00 2,029,828.39 EXTRA SPACE STORAGE INC 21,271.00 1,957,148.31 SUN HUNG KAI PROPERTIES LTD 144,500.00 1,832,056.43 ALEXANDRIA REAL ESTATE EQUITIES INC 11,168.00 1,804,852.90 SIMON PROPERTY GROUP INC 23,747.00 1,614,370.69 TAUBMAN CENTERS INC 41,566.00 1,597,722.02 MITSUI FUDOSAN CO LTD 90,800.00 1,588,680.75 LINK REAL ESTATE INVESTMENT TRUST 181,300.00 1,490,945.39 DEUTSCHE WOHNEN SE 33,634.00 1,482,680.22 CK ASSET HOLDINGS LTD 233,000.00 1,391,658.75 SEGRO PLC 103,959.00 1,297,924.28 WP CAREY INC 19,463.00 1,291,024.53

Top Twenty Sales for Period Ended 30.09.2020

Security Description Nominal Proceeds USD PROLOGIS INC 45,521.00 4,530,249.92 EXTRA SPACE STORAGE INC 10,949.00 1,196,944.68 TRITAX BIG BOX REIT PLC 414,291.00 838,166.20 CUBESMART 18,142.00 584,353.82 VENTAS INC 12,115.00 522,277.65 NIPPON BUILDING FUND INC 84.00 499,209.20 LIFE STORAGE INC 4,627.00 496,338.29 VORNADO REALTY TRUST 11,431.00 405,114.64 MONTEA C.V.A 3,508.00 399,406.85 JBG SMITH PROPERTIES 13,556.00 360,047.36 MITSUI FUDOSAN CO LTD 17,600.00 337,575.84 LINK REAL ESTATE INVESTMENT TRUST 38,400.00 322,805.66 AMERICOLD REALTY TRUST 6,669.00 235,882.53 CYRUSONE INC 3,232.00 234,610.88 TAUBMAN CENTERS INC 6,235.00 223,898.85 EASTGROUP PROPERTIES INC 1,674.00 222,323.94 APARTMENT INVESTMENT & MANAGEMENT CO -A- 6,223.00 217,369.39 GAMING & LEISURE PROPERTIES INC 5,700.00 212,268.00 NIPPON REIT INVESTMENT CORP 61.00 203,187.16 DAIWA HOUSE REIT INVESTMENT CORP 77.00 197,804.94

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

CSIF (IE) MSCI World ESG Leaders Minimum Volatility Blue UCITS ETF Page 86

Appendix I – Schedule of Portfolio Changes (continued)

CSIF (IE) MSCI World ESG Leaders Minimum Volatility Blue UCITS ETF

Major Purchases for Period Ended 30.09.2020

Security Description Nominal Cost USD ADOBE INC 5,395.00 2,323,610.31 TEXAS INSTRUMENTS INC 17,449.00 2,262,982.55 WEC ENERGY GROUP INC 23,136.00 2,165,209.48 FRANCO-NEVADA CORP 13,499.00 2,142,857.41 VERIZON COMMUNICATIONS INC 36,870.00 2,096,691.58 CISCO SYSTEMS INC 45,080.00 2,089,137.09 PEPSICO INC 15,299.00 2,080,737.16 WASTE MANAGEMENT INC 18,879.00 2,026,201.51 NEWMONT CORP 29,939.00 1,997,175.75 ACCENTURE PLC -A- 8,917.00 1,975,668.00 MCDONALD'S CORP 9,876.00 1,964,742.01 MERCK & CO INC 25,436.00 1,962,317.37 NTT DOCOMO INC 71,000.00 1,951,099.97 XCEL ENERGY INC 28,669.00 1,945,777.32 JOHNSON & JOHNSON 13,069.00 1,935,301.74 VISA INC -A- 9,777.00 1,908,008.25 AGNICO EAGLE MINES LTD 26,359.00 1,898,250.27 COCA-COLA CO 38,941.00 1,887,884.46 SWISSCOM AG (reg. shares) 3,465.00 1,855,374.75 GILEAD SCIENCES INC 24,103.00 1,771,902.78 GIVAUDAN SA (reg. shares) 420.00 1,715,659.62 CITRIX SYSTEMS INC 11,833.00 1,684,850.78 AMERICAN TOWER CORP 6,512.00 1,667,200.77 CONSOLIDATED EDISON INC 21,996.00 1,661,671.52 CHUBB LTD 11,890.00 1,600,419.76 EVERSOURCE ENERGY 17,586.00 1,570,894.43

Major Sales for Period Ended 30.09.2020

Security Description Nominal Proceeds USD ADOBE INC 838.00 430,220.82 TEXAS INSTRUMENTS INC 2,640.00 375,276.00 WEC ENERGY GROUP INC 3,600.00 338,688.00 AGNICO EAGLE MINES LTD 4,100.00 338,396.72 ACCENTURE PLC -A- 1,400.00 335,902.00 PEPSICO INC 2,390.00 334,743.40 MCDONALD'S CORP 1,558.00 332,664.16 MERCK & CO INC 3,900.00 332,553.00 WASTE MANAGEMENT INC 2,900.00 330,600.00 VERIZON COMMUNICATIONS INC 5,500.00 325,985.00 VISA INC -A- 1,534.00 325,192.66 FRANCO-NEVADA CORP 2,113.00 318,129.79 NEWMONT CORP 4,695.00 315,879.60 JOHNSON & JOHNSON 2,054.00 315,104.14 XCEL ENERGY INC 4,490.00 311,942.75 NTT DOCOMO INC 11,100.00 309,726.06 COCA-COLA CO 6,096.00 301,934.88 SWISSCOM AG (reg. shares) 538.00 298,739.52 CISCO SYSTEMS INC 7,072.00 298,579.84 GIVAUDAN SA (reg. shares) 65.00 273,585.43 CITRIX SYSTEMS INC 1,846.00 268,039.20 AMERICAN TOWER CORP 1,033.00 257,371.95 GILEAD SCIENCES INC 3,777.00 252,114.75 CONSOLIDATED EDISON INC 3,459.00 246,765.06 EVERSOURCE ENERGY 2,806.00 240,502.26 MASTERCARD INC -A- 666.00 238,554.54 CHUBB LTD 1,873.00 234,125.00

Credit Suisse Index Fund (IE) ETF ICAV • Unaudited Report as of and for the period from 11 October 2019 (date of registration) to 30 September 2020

Appendix II – Tracking Error Page 87

Each of the Funds employ a “passive” investment strategy designed to replicate the performance of the Reference Index by holding all of the Index securities in a similar proportion to their weighting in the Index. However, where full replication of the Index is not reasonably possible (for example as a result of the number of securities or the illiquidity of certain securities within the Index), the Sub-Funds will use optimisation to select Index securities in order to build a representative portfolio that provides a return that is comparable to that of the Index

Tracking error measures the volatility of the return difference between the Fund its Reference Index. It is calculated as the standard deviation of the difference in returns between the Fund and its Reference Index. Anticipated tracking error is disclosed for Funds in the table below. Realised (ex-post) tracking error may vary from the anticipated tracking error, depending on a range of circumstances. These include transaction costs, securities lending income and withholding tax differences. The anticipated tracking error and ex-post tracking error are not expected to vary significantly under normal circumstances.

For the period ended 30 September 2020, the anticipated tracking errors and the ex-post tracking errors were as follows:

Anticipated Ex-Post tracking Fund tracking error error Explanation for divergence CSIF (IE) MSCI USA Blue UCITS ETF 0.60% 0.03% The fund has tracked its benchmark within acceptable tolerances of its anticipated tracking error. CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF 0.70% 0.03% The fund has tracked its benchmark within acceptable tolerances of its anticipated tracking error. CSIF (IE) MSCI World ESG Leaders Blue UCITS ETF 0.60% 0.04% The fund has tracked its benchmark within acceptable tolerances of its anticipated tracking error. CSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF 0.80% 0.22% The fund has tracked its benchmark within acceptable tolerances of its anticipated tracking error. CSIF (IE) FTSE EPRA Nareit Developed Green Blue UCITS ETF 0.70% 0.02% The fund has tracked its benchmark within acceptable tolerances of its anticipated tracking error. CSIF (IE) MSCI World ESG Leaders Minimum Volatility Blue UCITS ETF* 0.70% − −

*As of 30 September 2020, CSIF (IE) MSCI World ESG Leaders Minimum Volatility Blue UCITS ETF has been active for less than 3 months, therefore Ex-Post tracking error is not available.

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