Credit Suisse Nova (Lux) Investment Company with Variable Capital Under Luxembourg Law – R.C.S

Credit Suisse Nova (Lux) Investment Company with Variable Capital under Luxembourg law – R.C.S. Luxembourg B 111 925 Audited Annual Report at 31.10.2020

Credit Suisse Nova (Lux) • Audited Annual Report as at 31.10.2020

Table of Contents Page 2

Audit Report 3

Management and Administration 10

Combined Report 11

Notes 14

Manager's Report (unaudited) 20

Report by Subfund Credit Suisse Nova (Lux) CS GAINSSM Commodity Plus (until 03.02.2020) 22 Credit Suisse Nova (Lux) European Senior Loan Fund 24 Credit Suisse Nova (Lux) Fixed Maturity Bond Fund 2019 (until 20.12.2019) 33 Credit Suisse Nova (Lux) Fixed Maturity US Loan Fund 2021 (until 09.10.2020) 36 Credit Suisse Nova (Lux) Global Senior Loan Fund 39 Credit Suisse Nova (Lux) Portfolio Premium I 55 Credit Suisse Nova (Lux) Supply Chain Finance High Income Fund 60 Credit Suisse Nova (Lux) Supply Chain Finance Investment Grade Fund 77

Appendix - Credit Suisse Nova (Lux) Supply Chain Finance High Income Fund 84

Unaudited information 98

Audit report

To the Shareholders of Credit Suisse Nova (Lux) (the “Fund”)

Our opinion

Our opinion for each of the sub-funds of the Fund, except the sub-fund Credit Suisse Nova (Lux) Supply Chain Finance High Income Fund

In our opinion, the accompanying financial statements, with the exception of the financial statements of the sub-fund Credit Suisse Nova (Lux) Supply Chain Finance High Income Fund, give a true and fair view of the financial position of each of the sub-funds as at 31 October 2020, and of the results of their operations and changes in their net assets for the year then ended in accordance with Luxembourg legal and regulatory requirements relating to the preparation and presentation of the financial statements.

Our qualified opinion for Credit Suisse Nova (Lux)

In our opinion, except for the possible effects of the matters described in the “Basis for qualified opinion for the Fund” section of our report, the accompanying financial statements of the Fund give a true and fair view of its financial position as at 31 October 2020, and of the results of its operations and changes in its net assets for the year then ended in accordance with Luxembourg legal and regulatory requirements relating to the preparation and presentation of the financial statements.

What we have audited

The financial statements of the Fund and of each of its sub-funds except the sub-fund Credit Suisse Nova (Lux) Supply Chain Finance High Income Fund comprise:

• the Combined Statement of Net Assets for the Fund and the Statement of Net Assets for each of the sub-funds of the Fund except the sub-fund Credit Suisse Nova (Lux) Supply Chain Finance High Income Fund as at 31 October 2020; • the Combined Statement of Operations / Changes in Net Assets for the Fund and Statement of Operations / Changes in Net Assets for each of the sub-funds of the Fund except the sub-fund Credit Suisse Nova (Lux) Supply Chain Finance High Income Fund for the year then ended; • the Statement of Investments in Securities for each of the sub-funds of the Fund except the sub- fund Credit Suisse Nova (Lux) Supply Chain Finance High Income Fund as at 31 October 2020; and • the notes to the financial statements, which include a summary of significant accounting policies.

Basis for opinion for each of the sub-funds of the Fund except the sub-fund Credit Suisse Nova (Lux) Supply Chain Finance High Income Fund

We conducted our audit in accordance with the Law of 23 July 2016 on the audit profession (Law of 23 July 2016) and with International Standards on Auditing (ISAs) as adopted for Luxembourg by the “Commission de Surveillance du Secteur Financier” (CSSF). Our responsibilities under the Law of 23 July 2016 and ISAs as adopted for Luxembourg by the CSSF are further described in the “Responsibilities of the “Réviseur d’entreprises agréé” for the audit of the financial statements” section of our report.

PricewaterhouseCoopers, Société coopérative, 2 rue Gerhard Mercator, B.P. 1443, L-1014 Luxembourg T : +352 494848 1, F : +352 494848 2900, www.pwc.lu

Cabinet de révision agréé. Expert-comptable (autorisation gouvernementale n°10028256) R.C.S. Luxembourg B 65 477 - TVA LU25482518

We believe that the audit evidence we have obtained is sufficient and appropriate to provide a basis for our opinion for each of the sub-funds of the Fund except the sub-fund Credit Suisse Nova (Lux) Supply Chain Finance High Income Fund.

We are independent of the Fund in accordance with the International Code of Ethics for Professional Accountants, including International Independence Standards, issued by the International Ethics Standards Board for Accountants (IESBA Code) as adopted for Luxembourg by the CSSF together with the ethical requirements that are relevant to our audit of the financial statements. We have fulfilled our other ethical responsibilities under those ethical requirements.

Basis for qualified opinion for the Fund

As described in note “Subsequent events”, the sub-fund Credit Suisse Nova (Lux) Supply Chain Finance High Income Fund has been put in liquidation due to considerable uncertainties with respect to the accurate valuation of the assets held. While the sub-fund Credit Suisse Nova (Lux) Supply Chain Finance High Income Fund has been accounted for under liquidation accounting principles, the supply chain notes held by Credit Suisse Nova (Lux) Supply Chain Finance High Income Fund were measured at amortised cost without consideration of potential value adjustments, as explained in note “Valuation Note”. As further detailed in the same note, supply chain notes representing 18.5% of the net asset value of Credit Suisse Nova (Lux) Supply Chain Finance High Income Fund have not yet matured or are in payment delay and are considered to be subject to uncertainty of repayment. We did not obtain sufficient appropriate evidence regarding the value of these notes. As a consequence, we were not able to assess if any adjustment to the carrying value of these notes was necessary.

As further explained in the note “Subsequent events”, supply chain notes fully paid back since 31 October 2020 may have been reinvested into new notes. A significant part of them relate to the same underlying counterparties and are now under valuation uncertainty or in payment delay. As a consequence, we were not able to assess if any adjustment to the carrying value of the original notes was necessary.

Considering that we issued a disclaimer of opinion on the financial statements of the sub-fund Credit Suisse Nova (Lux) Supply Chain Finance High Income Fund for the year ended 31 October 2020 and that the net assets of Credit Suisse Nova (Lux) Supply Chain Finance High Income Fund represents 16.7% of the Fund’s total net assets, we were not able to assess if any adjustment to the carrying value of the balance shown in the position “Investments in securities at market value” of the Combined Statement of Net Assets of the Fund was necessary.

We believe that the audit evidence we have obtained is sufficient and appropriate to provide a basis for our qualified opinion for the Fund.

Emphasis of Matter

We draw attention to Note “Subsequent events” to the financial statements which indicates that the sub- fund Credit Suisse Nova (Lux) Supply Chain Finance Investment Grade Fund has been put in liquidation with effect from 4 March 2021. We also draw attention to the section “Liquidation cost” in the Note “Subsequent events” which describes that the sub-fund Credit Suisse Nova (Lux) Supply Chain Finance Investment Grade Fund will be responsible for certain costs linked to the management of the wind-down process including, but not limited to, recovery efforts, insurance, and potentially litigation and that no provision has been recorded in the financial statements given the early stage of the process. Our opinion is not modified in respect of this matter.

Other matter

In addition to the present audit report on the financial statements of the Fund and of each of its sub- funds except the sub-fund Credit Suisse Nova (Lux) Supply Chain Finance High Income Fund, we have issued a disclaimer of opinion on the financial statements of the sub-fund Credit Suisse Nova (Lux) Supply Chain Finance High Income Fund for the year ended 31 October 2020. The disclaimer of opinion is included in page 8 of the annual report.

Other information

The Board of Directors of the Fund is responsible for the other information. The other information comprises the information stated in the annual report but does not include the financial statements and our audit report thereon.

Our opinion on the financial statements does not cover the other information and we do not express any form of assurance conclusion thereon.

In connection with our audit of the financial statements, our responsibility is to read the other information identified above and, in doing so, consider whether the other information is materially inconsistent with the financial statements or our knowledge obtained in the audit, or otherwise appears to be materially misstated. If, based on the work we have performed, we conclude that there is a material misstatement of this other information, we are required to report that fact.

We have nothing to report in this regard for each of the sub-funds of the Fund except the sub-fund Credit Suisse Nova (Lux) Supply Chain Finance High Income Fund.

For the Fund, as described in the “Basis for qualified opinion for the Fund” section above, we were not able to obtain sufficient and appropriate audit evidence about the value of the supply chain notes held by the sub-fund Credit Suisse Nova (Lux) Supply Chain Finance High Income Fund. Accordingly, we are unable to conclude whether or not the other information is materially misstated with respect to these matters.

Responsibilities of the Board of Directors of the Fund for the financial statements

The Board of Directors of the Fund is responsible for the preparation and fair presentation of the financial statements in accordance with Luxembourg legal and regulatory requirements relating to the preparation and presentation of the financial statements, and for such internal control as the Board of Directors of the Fund determines is necessary to enable the preparation of financial statements that are free from material misstatement, whether due to fraud or error.

In preparing the financial statements, the Board of Directors of the Fund is responsible for assessing the Fund’s and each of its sub-funds' ability to continue as a going concern, disclosing, as applicable, matters related to going concern and using the going concern basis of accounting unless the Board of Directors of the Fund either intends to liquidate the Fund or close any of its sub-funds or to cease operations, or has no realistic alternative but to do so. 5

Responsibilities of the “Réviseur d’entreprises agréé” for the audit of the financial statements

The objectives of our audit are to obtain reasonable assurance about whether the financial statements as a whole are free from material misstatement, whether due to fraud or error, and to issue an audit report that includes our opinion. Reasonable assurance is a high level of assurance, but is not a guarantee that an audit conducted in accordance with the Law of 23 July 2016 and with ISAs as adopted for Luxembourg by the CSSF will always detect a material misstatement when it exists. Misstatements can arise from fraud or error and are considered material if, individually or in the aggregate, they could reasonably be expected to influence the economic decisions of users taken on the basis of these financial statements.

As part of an audit in accordance with the Law of 23 July 2016 and with ISAs as adopted for Luxembourg by the CSSF, we exercise professional judgment and maintain professional scepticism throughout the audit. We also:

• identify and assess the risks of material misstatement of the financial statements, whether due to fraud or error, design and perform audit procedures responsive to those risks, and obtain audit evidence that is sufficient and appropriate to provide a basis for our opinion. The risk of not detecting a material misstatement resulting from fraud is higher than for one resulting from error, as fraud may involve collusion, forgery, intentional omissions, misrepresentations, or the override of internal control;

• obtain an understanding of internal control relevant to the audit in order to design audit procedures that are appropriate in the circumstances, but not for the purpose of expressing an opinion on the effectiveness of the Fund’s internal control;

• evaluate the appropriateness of accounting policies used and the reasonableness of accounting estimates and related disclosures made by the Board of Directors of the Fund;

• conclude on the appropriateness of the Board of Directors of the Fund’s use of the going concern basis of accounting and, based on the audit evidence obtained, whether a material uncertainty exists related to events or conditions that may cast significant doubt on the Fund’s or any of its sub-funds' ability to continue as a going concern. If we conclude that a material uncertainty exists, we are required to draw attention in our audit report to the related disclosures in the financial statements or, if such disclosures are inadequate, to modify our opinion. Our conclusions are based on the audit evidence obtained up to the date of our audit report. However, future events or conditions may cause the Fund or any of its sub-funds (except for Credit Suisse Nova (Lux) Supply Chain Finance High Income Fund and Credit Suisse Nova (Lux) Supply Chain Finance Investment Grade Fund where a decision to liquidate exists) to cease to continue as a going concern;

• evaluate the overall presentation, structure and content of the financial statements, including the disclosures, and whether the financial statements represent the underlying transactions and events in a manner that achieves fair presentation.

We communicate with those charged with governance regarding, among other matters, the planned scope and timing of the audit and significant audit findings, including any significant deficiencies in internal control that we identify during our audit.

PricewaterhouseCoopers, Société coopérative Luxembourg, 24 June 2021 Represented by

Dr. Norbert Brühl

Audit report

To the Shareholders of Credit Suisse Nova (Lux) Supply Chain Finance High Income Fund

Disclaimer of opinion

We do not express an opinion on the accompanying financial statements of Credit Suisse Nova (Lux) Supply Chain Finance High Income Fund (the “sub-fund”), a sub-fund of Credit Suisse Nova (Lux) (the “Fund”). Because of the significance of the matters described in the “Basis for disclaimer of opinion” section of our report, we have not been able to obtain sufficient appropriate audit evidence to provide a basis for an audit opinion on these financial statements.

We were engaged to audit the financial statements of the sub-fund, which comprise:

• the Statement of Net Assets as at 31 October 2020; • the Statement of Operations / Changes in Net Assets for the year then ended; • the Statement of Investments in Securities as at 31 October 2020; and • the notes to the financial statements, which include a summary of significant accounting policies.

Basis for disclaimer of opinion

As described in note “Subsequent events”, the sub-fund has been put in liquidation due to considerable uncertainties with respect to the accurate valuation of the assets held. While the sub-fund has been accounted for under liquidation accounting principles, the supply chain notes held were measured at amortised cost without consideration of potential value adjustments, as explained in note “Valuation Note”. As further detailed in the same note, supply chain notes representing 18.5% of the net asset value have not yet matured or are in payment delay and are considered to be subject to uncertainty of repayment. We did not obtain sufficient appropriate evidence regarding the value of these notes. As a consequence, we were not able to assess if any adjustment to the carrying value of these notes was necessary as of 31 October 2020.

As further explained in the note “Subsequent events”, supply chain notes fully paid back since 31 October 2020 may have been reinvested into new notes. A significant part of them relates to the same underlying counterparties and are now under valuation uncertainty or in payment delay. As a consequence, we were not able to assess if any adjustment to the carrying value of the original notes was necessary.

Emphasis of Matter

As described in the section “Liquidation cost” within the Note “Subsequent events”, the sub-fund will be responsible for certain costs linked to the management of the wind-down process including, but not limited to, recovery efforts, insurance, and potentially litigation and no provision has been recorded in the financial statements given the early stage of the process.

PricewaterhouseCoopers, Société coopérative, 2 rue Gerhard Mercator, B.P. 1443, L-1014 Luxembourg T : +352 494848 1, F : +352 494848 2900, www.pwc.lu

Cabinet de révision agréé. Expert-comptable (autorisation gouvernementale n°10028256) R.C.S. Luxembourg B 65 477 - TVA LU25482518

Responsibilities of the Board of Directors of the Fund for the financial statements

In preparing the financial statements, the Board of Directors of the Fund is responsible for assessing the sub-fund’s ability to continue as a going concern, disclosing, as applicable, matters related to going concern and using the going concern basis of accounting unless the Board of Directors of the Fund either intends to liquidate the sub-fund or to cease operations, or has no realistic alternative but to do so.

Responsibilities of the “Réviseur d’entreprises agréé” for the audit of the financial statements

Our responsibility is to conduct an audit of the sub-fund’s financial statements in accordance with the Law of 23 July 2016 on the audit profession and with International Standards on Auditing as adopted for Luxembourg by the “Commission de Surveillance du Secteur Financier” (CSSF) and to issue an audit report. However, because of the matters described in the “Basis for disclaimer of opinion” section of our report, we were not able to obtain sufficient appropriate audit evidence to provide a basis for an audit opinion on these financial statements.

PricewaterhouseCoopers, Société coopérative Luxembourg, 24 June 2021 Represented by

Dr. Norbert Brühl

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Credit Suisse Nova (Lux) • Audited Annual Report as at 31.10.2020

Combined Report Page 11

Statement of Net Assets in CHF

31.10.2020 Assets Investments in securities at market value 6,596,528,253.28 Cash at banks and at brokers 437,322,378.53 Receivable for securities sold 59,799,281.65 Subscriptions receivable 323,160.13 Income receivable 21,299,486.87 Net unrealised gain on forward foreign exchange contracts 8,591,554.46 Other assets 265.75 7,123,864,380.67

Liabilities Due to banks and to brokers 7,917,217.49 Payable for securities purchased 304,305,317.51 Provisions for accrued expenses 3,758,636.91 Net unrealised loss on forward foreign exchange contracts 34,002,791.38 Other liabilities 31,642.74 350,015,606.03

Net assets 6,773,848,774.64

The notes are an integral part of the financial statements. Credit Suisse Nova (Lux) • Audited Annual Report as at 31.10.2020

Combined Report Page 12

Statement of Operations / Changes in Net Assets in CHF

For the period from 01.11.2019 to 31.10.2020

Net assets at the beginning of the year 9,761,374,385.16

Income Interest on investments in securities (net) 265,608,296.62 Dividends (net) 9,243,510.88 Bank interest 2,638,123.38 Securities lending income 50,605.99 Other income 32,513.41 277,573,050.28

Expenses Management fee 42,179,211.74 License fee 14,453.60 Depositary fee 4,097,023.65 Administration expenses 3,007,116.28 Printing and publication expenses 133,468.71 Interest and bank charges 657,504.11 Audit, control, legal, representative bank expenses 800,525.34 "Taxe d'abonnement" 1,830,088.72 52,719,392.15

Net income (loss) 224,853,658.13

Realised gain (loss) Realised gain on sales of investments 153,617,073.58 Realised loss on sales of investments -236,039,046.05 Realised gain on financial futures contracts 1,668,961.41 Realised loss on financial futures contracts -1,866,697.17 Realised gain on forward foreign exchange contracts 333,955,007.67 Realised loss on forward foreign exchange contracts -219,959,263.73 Realised gain on foreign exchange 64,131,616.48 Realised loss on foreign exchange -39,392,722.61 56,114,929.58

Net realised gain (loss) 280,968,587.71

The notes are an integral part of the financial statements. Credit Suisse Nova (Lux) • Audited Annual Report as at 31.10.2020

Combined Report Page 13

Statement of Operations / Changes in Net Assets in CHF (continued)

For the period from 01.11.2019 to 31.10.2020

Change in net unrealised appreciation (depreciation) Change in unrealised appreciation on investments 216,182,597.52 Change in unrealised depreciation on investments -255,404,418.83 Change in unrealised appreciation on futures contracts 177,191.87 Change in unrealised depreciation on futures contracts -252,762.28 Change in unrealised appreciation on forward foreign exchange contracts 90,481,844.47 Change in unrealised depreciation on forward foreign exchange contracts -158,722,315.33 -107,537,862.58

Net increase (decrease) in net assets as a result of operations 173,430,725.13

Subscriptions / Redemptions Subscriptions 1,893,079,848.22 Redemptions -4,281,971,569.24 -2,388,891,721.02

Distribution -97,837,673.04

Currency translation adjustment -674,226,941.59

Net assets at the end of the year 6,773,848,774.64

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Credit Suisse Nova (Lux) • Audited Annual Report as at 31.10.2020

Credit Suisse Nova (Lux) CS GAINSSM Commodity Plus (until 03.02.2020) Page 22

Technical Data and Notes

Technical Data

Valoren ISIN Management Fee

B -Capitalisation USD 10681639 LU0460418790 1.55% EB - Capitalisation USD 24067343 LU1043184107 0.65% IB -Capitalisation USD 10681656 LU0460418956 0.65% MB - Capitalisation USD 11475858 LU0520974873 0.50% UB - Capitalisation USD 26383753 LU1144409221 1.15% BH -Capitalisation CHF 10681663 LU0460419095 1.55% EBH - Capitalisation CHF 24889104 LU1086908362 0.65% IBH -Capitalisation CHF 10681677 LU0460419335 0.65% BH -Capitalisation EUR 10681664 LU0460419178 1.55% MBH -Capitalisation EUR 11475880 LU0520976738 0.50%

Credit Suisse Nova (Lux) CS GAINSSM Commodity Plus was closed on 03.02.2020.

Fund Performance

PTD Since Inception 2019 2018 2017 B - Capitalisation USD -7.91% / 6.95% -16.09% 1.62% EB - Capitalisation USD -7.83% / 7.95% -15.30% 2.58% IB - Capitalisation USD -7.83% / 7.91% -15.33% 2.54% MB - Capitalisation USD / / / -15.17% 2.73% UB - Capitalisation USD -7.88% / 7.38% -15.75% 2.03% BH - Capitalisation CHF -8.08% / 3.37% -18.79% -1.00% EBH - Capitalisation CHF / / / / -0.08% IBH - Capitalisation CHF / / / / -0.11% BH - Capitalisation EUR -8.07% / 3.86% -18.61% -0.55% MBH -Capitalisation EUR / / / -17.72% 0.53%

PTD = Performance to Date (31.12.2019 - 03.02.2020)

Fund evolution

Fund Evolution 03.02.2020 31.10.2019 31.10.2018

Total net assets USD 7,162,528.15 8,407,829.16 192,886,229.72

Net asset value per share B - Capitalisation USD 56.96 60.44 63.27 EB - Capitalisation USD 585.83 620.09 643.15 IB - Capitalisation USD 623.35 659.84 684.58 MB - Capitalisation USD / / 675.96 UB - Capitalisation USD 71.34 75.61 78.84 BH - Capitalisation CHF 36.64 39.14 42.45 EBH - Capitalisation CHF / / 587.13 IBH - Capitalisation CHF / / / BH - Capitalisation EUR 49.24 52.56 56.75 MBH - Capitalisation EUR / / 652.93 Credit Suisse Nova (Lux) • Audited Annual Report as at 31.10.2020

Credit Suisse Nova (Lux) CS GAINSSM Commodity Plus (until 03.02.2020) Page 23

Statement of Operations / Changes in Net Assets in USD

For the period from 01.11.2019 to 03.02.2020

Net assets at the beginning of the period 8,407,829.16

Income Interest on investments in securities (net) 17,813.19 Bank interest 4,387.15 22,200.34

Expenses Management fee 22,908.42 License fee 15,769.47 Depositary fee 1,207.21 Administration expenses 1,469.77 Printing and publication expenses 2,063.10 Interest and bank charges 19.17 Audit, control, legal, representative bank expenses 23,352.39 "Taxe d'abonnement" 604.76 67,394.29

Net income (loss) -45,193.95

Realised gain (loss) Realised gain on sales of investments 26,585.48 Realised loss on sales of investments -3,713.26 Realised gain on financial futures contracts 1,820,905.45 Realised loss on financial futures contracts -2,036,643.28 Realised gain on forward foreign exchange contracts 17,973.99 Realised loss on forward foreign exchange contracts -104,582.76 Realised gain on foreign exchange 12,636.61 Realised loss on foreign exchange -7,250.68 -274,088.45

Net realised gain (loss) -319,282.40

Change in net unrealised appreciation (depreciation) Change in unrealised appreciation on investments 4,527.46 Change in unrealised depreciation on investments -7,401.46 Change in unrealised appreciation on futures contracts 193,323.61 Change in unrealised depreciation on futures contracts -275,774.03 Change in unrealised depreciation on forward foreign exchange contracts -2,194.69 -87,519.11

Net increase (decrease) in net assets as a result of operations -406,801.51

Subscriptions / Redemptions Subscriptions 0.00 Redemptions* -8,001,027.65 -8,001,027.65

Net assets at the end of the period 0.00

* Redemptions include USD 7,162,528.15 coming from the liquidation (please see the Notes). The notes are an integral part of the financial statements. Credit Suisse Nova (Lux) • Audited Annual Report as at 31.10.2020

Credit Suisse Nova (Lux) European Senior Loan Fund Page 24

Technical Data and Notes

Technical Data

Valoren ISIN Management Fee Total Expense Ratio

A - Distribution EUR 39530063 LU1735551134 1.50% 1.76% EB - Capitalisation EUR 39530156 LU1735553346 0.55% 0.79% IA - Distribution EUR 39367357 LU1730135586 0.65% 0.93% MA - Distribution EUR 39530171 LU1735554666 0.50% 0.74% UA -Distribution EUR 39530181 LU1735555630 0.90% 1.17% VB - Capitalisation EUR 44978865 LU1915067828 0.35% 0.59% IAH - Distribution CHF 39530163 LU1735554070 0.65% 0.93% AH - Distribution JPY 40242079 LU1768137256 1.50% 1.74% AH - Distribution USD 39530134 LU1735551217 1.50% 1.76% DBH - Capitalisation USD 39367355 LU1730135404 0.00% 0.12% EAH -Distribution USD 39530153 LU1735553007 0.55% / EBH - Capitalisation USD 39530159 LU1735553429 0.55% 0.77% IAH - Distribution USD 39530162 LU1735553932 0.65% 0.92% VBH - Capitalisation USD 44978867 LU1915068123 0.35% 0.57%

There is no management fee for the -DBH- shares. Credit Suisse Nova (Lux) European Senior Loan Fund -VB- EUR was launched on 05.12.2019. Credit Suisse Nova (Lux) European Senior Loan Fund -EAH- USD was closed on 30.04.2020.

Fund Performance

YTD Since Inception 2019 2018 A - Distribution EUR -1.04% 0.79% 3.04% -0.97% EB - Capitalisation EUR -0.19% 3.75% 4.07% / IA - Distribution EUR -0.32% 3.30% 3.93% -0.13% MA - Distribution EUR -0.15% 2.89% 4.12% / UA -Distribution EUR -0.52% 3.15% 3.67% / VB - Capitalisation EUR -0.03% 0.61% / / IAH - Distribution CHF -0.61% 2.10% 3.54% -0.57% AH - Distribution JPY -0.88% 1.77% 3.21% / AH - Distribution USD 0.39% 8.16% 6.08% 1.53% DBH - Capitalisation USD 1.76% 13.95% 7.89% 3.72% EAH -Distribution USD / / 7.21% / EBH - Capitalisation USD 1.10% 10.68% 7.13% / IAH - Distribution USD 1.05% 10.78% 7.01% 2.38% VBH - Capitalisation USD 1.44% 8.29% 7.32% / Credit Suisse Nova (Lux) • Audited Annual Report as at 31.10.2020

Credit Suisse Nova (Lux) European Senior Loan Fund Page 25

Technical Data and Notes

Distributions

Ex-Date Amount

A-Distribution EUR 03.12.2019 0.47 A-Distribution EUR 03.03.2020 0.49 A-Distribution EUR 02.06.2020 0.42 A-Distribution EUR 01.09.2020 0.47 IA-Distribution EUR 03.12.2019 6.86 IA-Distribution EUR 03.03.2020 7.08 IA-Distribution EUR 02.06.2020 6.06 IA-Distribution EUR 01.09.2020 6.72 MA-Distribution EUR 03.12.2019 7.36 MA-Distribution EUR 03.03.2020 7.55 MA-Distribution EUR 02.06.2020 6.54 MA-Distribution EUR 01.09.2020 7.16 UA-Distribution EUR 03.12.2019 0.62 UA-Distribution EUR 03.03.2020 0.65 UA-Distribution EUR 02.06.2020 0.56 UA-Distribution EUR 01.09.2020 0.61 IAH-Distribution CHF 03.12.2019 6.80 IAH-Distribution CHF 03.03.2020 6.89 IAH-Distribution CHF 02.06.2020 5.38 IAH-Distribution CHF 01.09.2020 6.72 AH-Distribution JPY 03.12.2019 48.00 AH-Distribution JPY 03.03.2020 49.00 AH-Distribution JPY 02.06.2020 41.00 AH-Distribution JPY 01.09.2020 46.00 AH-Distribution USD 03.12.2019 0.50 AH-Distribution USD 03.03.2020 0.52 AH-Distribution USD 02.06.2020 0.44 AH-Distribution USD 01.09.2020 0.53 EAH-Distribution USD 03.12.2019 10.21 EAH-Distribution USD 03.03.2020 10.33 IAH-Distribution USD 03.12.2019 7.25 IAH-Distribution USD 03.03.2020 7.48 IAH-Distribution USD 02.06.2020 6.45 IAH-Distribution USD 01.09.2020 7.59

Notes

Forward foreign exchange contracts

Purchases Sales Maturity Valuation Counterparty (in EUR) EUR 10,556,840 GBP -9,795,660 16.12.2020 -308,941.52 GOLDMAN SACHS INTERNATIONAL LONDON JPY 97,676,055 EUR -776,641 16.12.2020 25,116.52 MORGAN STANLEY AND CO. INTL PLC LONDON USD 202,397,732 EUR -170,675,476 16.12.2020 2,886,645.19 CITIBANK N.A. LONDON CHF 241,015 EUR -223,937 16.12.2020 1,889.69 GOLDMAN SACHS INTERNATIONAL LONDON EUR 21,226,719 USD -25,171,981 16.12.2020 -359,406.44 CITIBANK N.A. LONDON Credit Suisse Nova (Lux) • Audited Annual Report as at 31.10.2020

Credit Suisse Nova (Lux) European Senior Loan Fund Page 26

Technical Data and Notes

Forward foreign exchange contracts

Purchases Sales Maturity Valuation Counterparty (in EUR) EUR 641,581 USD -762,022 16.12.2020 -11,889.66 CANADIAN IMPERIAL BK COMMERCE (TORONTO) EUR 392,222 JPY -49,050,562 16.12.2020 -10,406.10 GOLDMAN SACHS INTERNATIONAL LONDON USD 539,774 EUR -454,460 16.12.2020 8,412.65 CANADIAN IMPERIAL BK COMMERCE (TORONTO) EUR 11,613,141 USD -13,654,440 16.12.2020 -96,056.53 CANADIAN IMPERIAL BK COMMERCE (TORONTO) USD 45,963 EUR -39,013 16.12.2020 401.77 CITIBANK N.A. LONDON EUR 668,144 USD -782,635 16.12.2020 -2,992.98 Barclays Bank PLC Wholesale (London) EUR 300,159 GBP -273,000 16.12.2020 -2,659.90 GOLDMAN SACHS INTERNATIONAL LONDON JPY 501,851 EUR -4,046 16.12.2020 73.54 CANADIAN IMPERIAL BK COMMERCE (TORONTO) Net unrealised gain on forward foreign exchange contracts 2,130,186.23 Credit Suisse Nova (Lux) • Audited Annual Report as at 31.10.2020

Credit Suisse Nova (Lux) European Senior Loan Fund Page 27

Statement of Net Assets in EUR and Fund Evolution

31.10.2020 Assets Investments in securities at market value 286,089,793.14 Cash at banks and at brokers 17,312,525.57 Receivable for securities sold 11,303,359.35 Subscriptions receivable 42,498.91 Income receivable 1,623,154.40 Net unrealised gain on forward foreign exchange contracts 2,130,186.23 318,501,517.60

Liabilities Payable for securities purchased 9,169,460.51 Provisions for accrued expenses 175,053.37 Other liabilities 56.48 9,344,570.36

Net assets 309,156,947.24

The notes are an integral part of the financial statements. Credit Suisse Nova (Lux) • Audited Annual Report as at 31.10.2020

Credit Suisse Nova (Lux) European Senior Loan Fund Page 28 Statement of Net Assets in EUR and Fund Evolution

Fund Evolution 31.10.2020 31.10.2019 31.10.2018

Total net assets EUR 309,156,947.24 443,968,515.47 309,007,681.83

Net asset value per share A - Distribution EUR 97.21 99.25 100.37 EB - Capitalisation EUR 1,037.48 1,028.68 1,012.58 IA - Distribution EUR 974.42 994.57 1,005.81 MA - Distribution EUR 976.27 996.32 1,003.13 UA - Distribution EUR 97.78 99.79 100.91 VB - Capitalisation EUR 100.61 / / IAH - Distribution CHF 964.22 986.92 1,001.66 AH - Distribution JPY 9,775.00 9,962.00 10,055.00 AH - Distribution USD 104.33 104.51 102.56 DBH - Capitalisation USD 1,139.45 1,101.52 1,045.12 EAH - Distribution USD / 1,020.37 1,014.45 EBH - Capitalisation USD 1,106.80 1,078.41 1,030.82 IAH - Distribution USD 1,045.19 1,047.64 1,027.90 VBH - Capitalisation USD 108.29 105.11 /

Number of shares outstanding at the end at the beginning Number of shares Number of shares of the year of the year issued redeemed

A - Distribution EUR 102,160.516 207,482.217 23,346.227 128,667.928 EB - Capitalisation EUR 19,565.453 13,267.453 7,692.000 1,394.000 IA - Distribution EUR 66,342.650 77,181.704 40,447.612 51,286.666 MA - Distribution EUR 25,000.000 25,000.000 0.000 0.000 UA -Distribution EUR 27,981.134 36,089.950 3,784.673 11,893.489 VB - Capitalisation EUR 249,625.561 0.000 249,625.561 0.000 IAH - Distribution CHF 250.000 260.000 0.000 10.000 AH - Distribution JPY 4,992.514 215,285.007 0.000 210,292.493 AH - Distribution USD 152,978.924 275,841.470 17,430.853 140,293.399 DBH - Capitalisation USD 99,843.576 99,843.576 1,225.439 1,225.439 EAH - Distribution USD 0.000 39,223.813 0.000 39,223.813 EBH - Capitalisation USD 4,134.666 1,800.000 37,502.938 35,168.272 IAH - Distribution USD 47,897.757 95,595.174 27,206.868 74,904.285 VBH - Capitalisation USD 33,601.208 367,671.259 16,200.354 350,270.405

The notes are an integral part of the financial statements. Credit Suisse Nova (Lux) • Audited Annual Report as at 31.10.2020

Credit Suisse Nova (Lux) European Senior Loan Fund Page 29

Statement of Operations / Changes in Net Assets in EUR

For the period from 01.11.2019 to 31.10.2020

Net assets at the beginning of the year 443,968,515.47

Income Interest on investments in securities (net) 14,667,195.66 Bank interest 35,959.84 14,703,155.50

Expenses Management fee 2,100,597.22 Depositary fee 221,605.52 Administration expenses 401,821.89 Printing and publication expenses 14,170.33 Interest and bank charges 220,325.10 Audit, control, legal, representative bank expenses 81,558.65 "Taxe d'abonnement" 94,320.32 3,134,399.03

Net income (loss) 11,568,756.47

Realised gain (loss) Realised gain on sales of investments 4,486,496.15 Realised loss on sales of investments -21,273,104.21 Realised gain on forward foreign exchange contracts 11,028,402.94 Realised loss on forward foreign exchange contracts -15,237,921.34 Realised gain on foreign exchange 4,543,498.86 Realised loss on foreign exchange -7,474,062.54 -23,926,690.14

Net realised gain (loss) -12,357,933.67

Change in net unrealised appreciation (depreciation) Change in unrealised appreciation on investments 6,366,098.79 Change in unrealised depreciation on investments -15,504,120.40 Change in unrealised appreciation on forward foreign exchange contracts 7,152,961.68 Change in unrealised depreciation on forward foreign exchange contracts -1,206,071.03 -3,191,130.96

Net increase (decrease) in net assets as a result of operations -15,549,064.63

Subscriptions / Redemptions Subscriptions 143,094,613.95 Redemptions -256,177,051.28 -113,082,437.33

Distribution -6,180,066.27

Net assets at the end of the year 309,156,947.24

The notes are an integral part of the financial statements. Credit Suisse Nova (Lux) • Audited Annual Report as at 31.10.2020

Credit Suisse Nova (Lux) European Senior Loan Fund Page 30

Statement of Investments in Securities

Breakdown by Country Statement of Investments in Securities USA 19.74 Quantity / Valuation % of net Description Nominal (in EUR) assets France 17.04 Securities listed on a stock exchange or other organised markets: Shares (and equity-type securities) Luxembourg 12.65 Shares (and equity-type securities) United Kingdom 12.19 EUR TECHNICOLOR (wts) 31.12.2024 52,684 0.00 0.00 Netherlands 8.23 Shares (and equity-type securities) 0.00 0.00 Germany 7.12 Securities listed on a stock exchange or other organised markets: Shares (and equity-type securities) 0.00 0.00 Italy 2.41 Securities listed on a stock exchange or other organised markets: Bonds Sweden 2.11 Bonds Finland 1.86 EUR ADEVINTA ASA 2.625%/20-15.11.2025 1,250,000 1,247,350.00 0.40 Spain 1.75 EUR ADEVINTA ASA 3%/20-15.11.2027 230,000 232,067.70 0.08 EUR ALTICE FRANCE HOLDING S.A. 4%/20- 250,000 224,375.00 0.07 Norway 1.43 15.02.2028 EUR ARROW GLOBAL FINANCE FRN 17-01.04.2025 1,900,000 1,759,229.00 0.57 Ireland 1.31 EUR ARROW GLOBAL FINANCE FRN 18-01.03.2026 100,000 93,943.00 0.03 Belgium 1.27 EUR ASHLAND SERVICES BV 2%/20-30.01.2028 500,000 473,205.00 0.15 EUR AUTODIS SA (reg. -S-) FRN 16-01.05.2022 1,702,000 1,440,479.27 0.47 Denmark 1.26 EUR AVANTOR FUNDING INC 3.875%/20- 500,000 509,070.00 0.16 15.07.2028 Austria 0.89 EUR BANIJAY ENTERTAINMENT 3.5%/20- 500,000 490,000.00 0.16 01.03.2025 Malta 0.63 EUR BLITZ F 6%/18-30.07.2026 1,000,000 1,018,190.00 0.33 Portugal 0.27 EUR BORMIOLI PHARMA BIDCO FRN 17-15.11.2024 2,265,000 2,142,984.45 0.70 EUR CABOT FINANCIAL LUXEMBOU FRN/19- 1,800,000 1,814,544.00 0.59 Switzerland 0.22 14.06.2024 GBP CABOT FNANCIAL (LUXEMBOURG) (reg. -S-) 250,000 280,371.32 0.09 Isle of Man 0.16 7.5%/16-01.10.2023 EUR CENTURION BIDCO SPA 5.875%/20- 250,000 243,202.50 0.08 Total 92.54 30.09.2026 EUR CHEPLAPHARM ARZNEIMITTEL 4.375%/20- 250,000 247,625.00 0.08 15.01.2028 EUR CIRSA FINANCE INTER FRN/19-30.09.2025 1,500,000 1,253,700.00 0.41 EUR CIRSA FINANCE INTER 4.75%/19-22.05.2025 250,000 211,980.00 0.07 EUR EAGLE INT GLO/RUYI US FI 5.375%/18- 500,000 334,310.00 0.11 Breakdown by Economic Sector 01.05.2023 EUR ENCORE CAPITAL GROUP INC 4.875%/20- 1,500,000 1,510,095.00 0.49 Multiple economic sectors 73.51 15.10.2025 EUR EPHIOS HOLDCO II (reg. -S-) 8.25%/15- 500,000 507,950.00 0.16 Financial, investment and other div. companies 12.57 01.07.2023 EUR FABRIC BC SPA FRN/18-30.11.2024 1,500,000 1,465,020.00 0.47 Chemicals 1.38 EUR FEDERAL MOGUL (reg. -S-) FRN 17-15.04.2024 200,000 185,180.00 0.06 Miscellaneous services 1.13 EUR FEDERAL-MOGUL 4.875%/17-15.04.2022 400,000 392,032.00 0.13 EUR GAMMA BIDCO SPA FRN/20-15.07.2025 1,000,000 942,900.00 0.30 Internet, software and IT services 1.10 EUR GAMMA BIDCO SPA 6.25%/20-15.07.2025 1,000,000 957,870.00 0.31 EUR GETLINK SE 3.5%/20-30.10.2025 500,000 501,905.00 0.16 Telecommunication 0.70 EUR GRP ECORE HOLD SAS FRN/18-15.11.2023 1,526,000 1,072,610.14 0.35 Banks and other credit institutions 0.49 EUR HOUSE OF FINANCE NV/THE 4.375%/19- 1,500,000 1,358,295.00 0.44 15.07.2026 Miscellaneous trading companies 0.47 EUR INTL DESIGN GROUP FRN/18-15.11.2025 1,200,000 1,110,084.00 0.36 EUR INTL DESIGN GROUP 6.5%/18-15.11.2025 250,000 238,237.50 0.08 Traffic and transportation 0.43 GBP JERROLD FINCO PLC 4.875%/20-15.01.2026 1,500,000 1,537,581.17 0.50 Pharmaceuticals, cosmetics and medical products 0.27 EUR KAPLA HOLDING SAS FRN/19-15.12.2026 500,000 460,000.00 0.15 EUR KAPLA HOLDING SAS 3.375%/19-15.12.2026 3,350,000 3,064,546.50 1.00 Healthcare and social services 0.19 EUR LHMC FINCO 2 SARL 7.25%/19-02.10.2025 1,560,000 1,151,716.80 0.37 EUR LINCOLN FINANCING SARL FRN/19-01.04.2024 250,000 238,332.50 0.08 Graphics publishing and printing media 0.16 EUR LINCOLN FINANCING SARL 3.625%/19- 950,000 908,171.50 0.29 01.04.2024 Lodging and catering industry, leisure facilities 0.08 EUR LORCA TELECOM BONDCO 4%/20-18.09.2027 250,000 253,905.00 0.08 Mechanical engineering and industrial equipment 0.06 EUR LOUVRE BIDCO SAS FRN/18-30.09.2024 2,000,000 1,126,285.71 0.36 EUR LOUVRE BIDCO SAS 6.5%/20-30.09.2024 500,000 497,605.00 0.16 Total 92.54 EUR NEWCO SAB MIDCO (reg. -S-) 5.375%/17- 100,000 100,535.00 0.03 15.04.2025 EUR NIDDA BONDCO GMBH 5%/17-30.09.2025 1,210,000 1,176,725.00 0.38 EUR PANTHER BF AGGREGATOR 2 4.375%/19- 2,000,000 2,006,940.00 0.66 15.05.2026 EUR PAPER INDUSTRIES FRN/20-01.03.2025 716,666 539,318.73 0.17 EUR PLAYTECH PLC 3.75%/18-12.10.2023 500,000 493,330.00 0.16 EUR PLT VII FINANCE SARL 4.625%/20-05.01.2026 1,000,000 1,003,840.00 0.32 EUR Q-PARK HOLDING BV FRN/20-01.03.2026 200,000 173,518.00 0.06 EUR ROSSINI SARL FRN/19-30.10.2025 135,000 132,314.85 0.04 EUR SASU NEWCO SAB 20 SAS 4.25%/17- 1,572,000 1,484,093.76 0.48 30.09.2024 EUR SCHUMANN (reg. -S-) 7%/16-31.07.2023 500,000 336,579.38 0.11 EUR SOLOCAL GROUP FRN/20-15.03.2025 208,072 170,619.04 0.06 EUR SOLOCAL GROUP 0%/17-15.03.2022 1,500,000 1,251,630.00 0.40 EUR STARFRUIT FINCO/STAR US 6.5%/18- 1,000,000 1,017,690.00 0.33 01.10.2026 EUR STYROLUTION 2.25%/20-16.01.2027 500,000 467,575.00 0.15 EUR TAP SGPS SA 5.625%/19-02.12.2024 1,500,000 841,830.00 0.27 EUR TECHEM VERWALTUNGSGESELL 2%/20- 500,000 473,950.00 0.15 15.07.2025 EUR TRIVIUM PACKAGING FIN FRN/19-15.08.2026 750,000 733,755.00 0.24 EUR TRIVIUM PACKAGING FIN 3.75%/19-15.08.2026 1,000,000 992,760.00 0.32 EUR UNILABS SUBHOLDING AB 5.75%/17- 600,000 601,188.00 0.19 15.05.2025 EUR UNITED GROUP BV FRN/19-15.05.2025 2,000,000 1,951,780.00 0.63 EUR UNITED GROUP BV FRN/20-15.02.2026 500,000 469,645.00 0.15 EUR UNITED GROUP BV 3.125%/20-15.02.2026 500,000 467,500.00 0.15 EUR UNITED GROUP BV 3.625%/20-15.02.2028 500,000 467,340.00 0.15 EUR UNITED GROUP BV 4.875%/17-01.07.2024 800,000 802,000.00 0.26 EUR VERISURE HOLDING AB FRN/20-15.04.2025 750,000 761,595.00 0.25 EUR VERISURE MIDHOLDING AB 5.75%/17- 721,000 718,548.60 0.23 01.12.2023

The notes are an integral part of the financial statements. Any differences in the percentage of Net Assets are the result of roundings. Credit Suisse Nova (Lux) • Audited Annual Report as at 31.10.2020

Credit Suisse Nova (Lux) European Senior Loan Fund Page 31

Statement of Investments in Securities (Continued)

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

EUR VERTICAL MIDCO GMBH FRN/20-15.07.2027 1,000,000 1,000,050.00 0.32 EUR JACKPOTJOY PLC TERM LOAN B 19 2,000,000 1,980,000.00 0.64 EUR VERTICAL MIDCO GMBH 4.375%/20- 1,000,000 1,010,540.00 0.33 05.12.2024 15.07.2027 EUR KETER GROUP BV B3 17-31.10.2023 270,000 254,475.00 0.08 EUR VERTICAL MIDCO GMBH 6.625%/20- 650,000 671,632.00 0.22 EUR KETER GROUP BV 17-31.10.2023 1,500,000 1,413,750.00 0.46 15.07.2028 EUR KIWI VFS SUB II B-2 18-29.07.2024 1,500,000 1,316,625.00 0.43 EUR WMG ACQUISITION CORP 3.625%/18- 250,000 256,260.00 0.08 15.10.2026 EUR LSF10 IMPALA INVESTMENTS 18-07.08.2026 1,000,000 929,380.00 0.30 EUR L1R HB FINANCE B2 18-30.08.2024 1,999,364 1,587,355.17 0.51 Bonds 56,072,031.42 18.14 EUR MARCEL LUX IV SARL 18-26.09.2025 1,000,000 980,250.00 0.32 Securities listed on a stock exchange or other organised markets: EUR MARKERMEER FINANCE BV TL B 20- 2,000,000 1,883,000.00 0.61 Bonds 56,072,031.42 18.14 22.01.2027 EUR MASCOT BIDCO OY TL 19-30.03.2026 5,575,277 4,865,209.52 1.56 Securities not listed on a stock exchange EUR MASCOT BIDCO OY 1L 20-30.03.2026 1,000,000 940,000.00 0.30 Term Loans EUR MELITA BIDCO LIMITED 1L 20-30.07.2026 2,000,000 1,952,500.00 0.63 EUR MESSER GROUP GMBH 18-01.10.2025 2,000,000 1,962,920.00 0.63 EUR ADCO GLOBAL TL B 19-01.09.2026 3,000,000 2,943,750.00 0.95 USD MISYS LIMITED DOLLAR TL 19-13.06.2024 1,978,519 1,600,377.71 0.52 EUR AHLSEEL AB QUIMPER TL 20-15.02.2027 1,000,000 965,000.00 0.31 EUR MOTOR FUEL GROUP B2 18-12.05.2025 1,000,000 971,250.00 0.31 GBP AIR BIDCO LIMITED TL B 19-21.09.2026 2,985,000 3,164,428.04 1.02 EUR NEP EUROPE FINCO BC 18-031025 989,924 876,083.12 0.28 EUR AL ALPINE AT BIDCO GMBH B 18-31.10.2025 2,000,000 1,863,340.00 0.60 EUR NETS HOLDING A/S B1E 17-06.02.2025 4,000,000 3,893,320.07 1.26 EUR AL ALPINE AT BIDCO GMBH TL 18-02.11.2025 1,000,000 910,000.00 0.29 EUR NEWCO SAB BIDCO B 17-04.04.2024 1,142,857 1,104,285.71 0.36 EUR ALBEA BEAUTY HOLDINGS 18-22.04.2024 1,971,231 1,869,377.06 0.60 EUR NIDDA HEALTHCARE GMBH TL E 20- 2,000,000 1,951,880.00 0.63 EUR ALLNEX SARL B1 18-13.09.2023 3,944,038 3,787,933.22 1.23 21.08.2026 EUR ALTICE FRANCE TLB 18-31.07.2025 3,090,340 2,935,390.81 0.95 USD OBERTHUR TECHNOLOGIES TL B 19- 2,924,181 2,408,580.56 0.78 EUR ALTICE FRANCE TLB 18-31.07.2025 2,309,740 2,193,929.40 0.71 10.01.2024 EUR OPTIMUS BIDCO SAS 18-08.08.2025 2,500,000 2,316,675.00 0.75 EUR APCOA PARKING AG B 17-20.03.2024 1,000,000 911,250.00 0.29 EUR PANTHER BF AGGREGATOR 1L 19-16.03.2026 1,933,504 1,884,354.17 0.61 EUR APCOA PARKING HOLDINGS 1L 20-20.03.2024 1,000,000 970,000.00 0.31 USD PAYSAFE GROUP USD 2ND LIEN 17- 2,000,000 1,585,320.00 0.51 EUR ASMODEE GROUP B 18-23.10.2025 1,244,972 1,172,613.79 0.38 29.11.2025 EUR ASMODEE GROUP TL 18-23.10.2025 1,755,028 1,653,026.21 0.53 EUR QUIMPER AB TL B1 19-13.02.2026 1,000,000 982,340.00 0.32 EUR ASMODEE GROUP TL 18-23.10.2026 1,000,000 880,000.00 0.28 EUR REFINITIV US HOLDINGS INC. 1L 20- 992,424 976,178.27 0.32 EUR AURIS LUXEMBOURG III N 18-24.07.2025 3,000,000 2,797,140.00 0.90 01.10.2025 USD AURIS LUXEMBOURG III TLB2 19-27.02.2026 2,962,412 2,369,395.34 0.77 EUR SECTOR ALARM HOLDING AS 20-15.06.2026 3,000,000 2,927,910.00 0.95 USD AUTOMATE INTERMEDIATE TL 19-30.09.2026 2,000,000 1,635,403.70 0.53 EUR SISAHO INTERNATIONAL 18-25.07.2025 1,000,000 956,500.00 0.31 EUR AVS VERKEJRSSICHERUNG 17./07.2026 2,000,000 1,933,760.00 0.63 EUR SK SPICE B-1 18-12.08.2024 4,000,000 3,653,320.00 1.18 GBP BCA MARKETPLACE (BBD BIDCO) B1 19- 2,500,000 2,632,930.01 0.85 EUR SOLENIS INTERNATIONAL LP 18-18.12.2023 2,937,412 2,866,179.82 0.93 24.09.2026 USD SOLENIS INTL 18-26.06.2025 1,969,735 1,647,654.88 0.53 EUR BEST FOOD OF NATURE LOAN B 31.08.2026 2,000,000 1,961,880.00 0.63 EUR SOLERA LLC B 18-03.03.2023 2,486,977 2,431,020.16 0.79 EUR BIOGROUP LCD B TL 20-25.04.2026 3,000,000 2,917,500.00 0.94 EUR SOPHOS GROUP PLC 1L 20-15.01.2027 1,995,000 1,945,843.20 0.63 EUR BIOGROUP LCD B TL 20-25.04.2026 911,667 886,595.84 0.29 EUR SPEEDSTER BIDCO GMBH B 20-12.02.2027 2,000,000 1,909,500.00 0.62 EUR BIOGROUP LCD B TL 20-25.04.2026 352,607 342,909.82 0.11 EUR SPEEDSTER BIDCO GMBH TL 20-14.02.2028 1,000,000 950,630.00 0.31 EUR BIOGROUP LCD B TL 20-25.04.2026 222,394 216,277.68 0.07 EUR ST HUBERT 17-15.01.2024 1,170,591 1,092,548.06 0.35 EUR BOELS RENTAL B.V. 1L B 20-02.06.2027 4,000,000 3,886,880.00 1.26 EUR STARFRUIT FINCO B.V. EUR TL B 18- 441,620 432,535.98 0.14 EUR BOLUDA CORPORACION MARITIMA B1 19- 2,000,000 1,929,640.00 0.62 19.09.2025 09.02.2026 EUR STARFRUIT FINCO B.V. EUR TL B 18- 58,380 57,179.02 0.02 EUR CAMBREX CORP TL 19-23.11.2026 1,985,000 1,972,593.75 0.64 19.09.2025 GBP CD&R FIREFLY BIDCO TL 18-23.06.2025 1,000,000 1,070,655.49 0.35 USD STARFRUIT US HOLDCO 19-01.10.2025 992,245 823,712.24 0.27 EUR CEP IV INVESTMENT 16 SARL 20-03.10.2024 2,000,000 1,630,000.00 0.53 EUR STELLA GROUP TL 19-31.01.2026 3,000,000 2,936,250.00 0.95 EUR CINEWORLD UK HOLDCO LIMITED 18- 945,770 522,537.69 0.17 USD SUMMER BIDCO FACILITY TL B 19-04.12.2026 3,970,000 3,242,016.14 1.05 28.02.2025 EUR SUNSHINE INVESTMENTS BV 17-31.03.2025 4,500,000 4,399,785.00 1.42 EUR COLUMBUS CAPITAL BV TL 20-30.04.2027 3,200,000 2,373,344.00 0.77 EUR SYNLAB BONDCO PLC TL 20-010724 3,000,000 2,975,190.00 0.96 EUR COMPASS III B2 18-07.05.2025 2,000,000 1,870,840.00 0.61 EUR SYNLAB BONDCO PLC TL 20-010724 2,000,000 1,983,460.00 0.64 EUR CORIALIS GROUP LIMITED 17-29.03.2024 2,600,000 2,551,250.00 0.83 EUR TACKLE B 17-08.08.2022 3,414,327 3,343,206.48 1.08 EUR CRH EUROPEAN DISTRIBUTION 1L 19- 2,500,000 2,459,375.00 0.80 EUR TECHEM GMBH 1L 20-31.07.2025 1,796,881 1,765,723.49 0.57 04.11.2026 EUR TECHNICOLOR S.A. 20-31.12.2024 930,440 724,188.98 0.23 EUR CRH EUROPEAN DISTRIBUTION 2L 19- 1,600,000 1,568,000.00 0.51 04.11.2027 USD TECHNICOLOR USA 20-30.06.2024 291,561 265,629.89 0.09 EUR CTC ACQUICO GMBH 17-07.03.2025 2,170,565 2,063,252.29 0.67 EUR TELE COLUMBUS AG A2 18-15.10.2024 780,209 728,762.42 0.24 USD DELACHAUX SA B 19-01.04.2026 1,962,049 1,595,949.28 0.52 EUR TERREAL HOLDING SAS LOAN B 17./07.2026 2,000,000 1,870,000.00 0.60 USD DELACHAUX SA B 19-01.04.2026 17,951 14,601.43 0.00 EUR THG OPERATIONS HOLDINGS LTD 19- 2,000,000 1,985,000.00 0.64 EUR DEXKO GLOBAL B-1 19-24.07.2024 2,737,068 2,612,531.79 0.85 10.12.2026 EUR TI GROUP AUTOMOTIVE SYSTEM 20- 4,907,270 4,864,330.90 1.56 EUR DEXKO GLOBAL B-2 19-24.07.2024 1,160,559 1,107,753.24 0.36 23.12.2024 EUR DEXKO GLOBAL TL B 19-24.07.2024 495,000 472,418.10 0.15 EUR TMF GROUP HOLDING 17-02.12.2024 2,000,000 1,917,760.00 0.62 EUR DIAVERUM HOLDING (VELOX) TL 20- 2,000,000 1,940,840.00 0.63 USD TRUGREEN LIMITED PARTNERSHIP 20- 1,000,000 911,061.51 0.29 04.07.2024 30.10.2028 EUR DIAVERUM HOLDINGS SARL 19-09.06.2025 2,500,000 2,350,000.00 0.76 EUR UNILABS DIAGNOSTICS AB B-2 17-19.04.2024 1,500,000 1,449,105.00 0.47 EUR DLG ACQUISITIONS TL C 19-15.05.2026 1,000,000 966,250.00 0.31 EUR UNILABS DIAGNOSTICS AB B3 19-19.04.2024 800,000 782,624.00 0.25 EUR DOMIDEP TL B 19-21.09.2026 3,000,000 2,872,500.00 0.93 EUR UPC BROADBAND NEWCO 20-31.01.2029 1,000,000 986,130.00 0.32 USD DUFF AND PHELPS C 2L 20-06.03.2028 964,125 827,681.68 0.27 EUR UPC BROADBAND TL 20-20.01.2029 1,000,000 986,130.00 0.32 EUR DUFF AND PHELPS CORP 1L 20-04.03.2027 1,995,000 1,957,593.75 0.63 EUR VERISURE HOLDING AB B1-E 17-21.10.2022 1,253,782 1,232,680.55 0.40 GBP EAGLE MIDCO LIMITED B 18-12.05.2022 1,000,000 1,044,646.72 0.34 EUR WATERLOGIC LIMITED B 18-28.02.2025 3,750,000 3,531,262.50 1.14 EUR EG GROUP LIMITED B1 18-31.01.2025 1,958,257 1,811,877.09 0.59 EUR WITTUR HOLDING GMBH TL 19-23.09.2026 2,000,000 1,950,720.00 0.63 USD EPICOR SOFTWARE CORP 2L 20-30.07.2028 1,000,000 876,722.32 0.28 EUR XELLA INTERNATIONAL 17-11.04.2024 731,670 703,318.24 0.23 EUR EUNETWORKS HOLDING LIMITED 17- 1,000,000 976,250.00 0.32 EUR XELLA INTERNATIONAL 17-11.04.2024 88,751 85,312.37 0.03 30.11.2024 EUR ZAYO GROUP LLC TL 20-18.02.2027 4,149,150 4,042,848.78 1.31 EUR FILTRATION GROUP CORP. 18-27.03.2025 975,000 946,968.75 0.31 EUR FINANCIERE COLISEE TL 19-27.03.2026 1,000,000 992,500.00 0.32 Term Loans 227,895,183.11 73.71 EUR FINANCIERE COLISEE TL 19-27.03.2026 1,000,000 992,500.00 0.32 EUR FINANCIERE HOLDING CEP TL 20-30.06.2027 2,000,000 1,997,500.00 0.65 Securities not listed on a stock exchange 227,895,183.11 73.71 EUR FINANCIERE PAX MIDCO SPAIN B 20- 2,000,000 1,605,620.00 0.52 01.07.2026 Securities not listed on a stock exchange: Shares (and equity-type securities) EUR FRONERI LUX FINCO SARL 1L 20-01.02.2027 2,000,000 1,945,000.00 0.63 EUR GARRETT BORROWING LLC 18-19.09.2025 3,684,000 3,527,430.00 1.14 Private Equities USD GARRETT MOTION INC. TL 20-09.12.2020 800,000 686,783.71 0.22 USD CIG SPECIAL PURPOSE SPC - CS SLF - 100 428,135.32 0.14 EUR GROUPE BABILOU TERM LOAN B 20- 2,000,000 1,935,000.00 0.63 UNDERLYING TECHNICOLOR 08.10.2027 EUR LECTA TOPCO LIMITED - PRIVATE EQUITY EUR 1,079,720 0.00 0.00 EUR GTT COMMUNICATIONS 18-24.04.2025 2,932,500 2,736,198.45 0.89 EUR HELIOS SOFTWARE HOLDINGS TL 19- 2,481,187 2,434,044.47 0.79 Private Equities 428,135.32 0.14 02.10.2025 Securities not listed on a stock exchange: Shares (and equity-type EUR HESTIAFLOOR 2 DASU 20-08.03.2027 2,000,000 1,973,120.00 0.64 securities) 428,135.32 0.14 GBP HOLLAND & BARETT INTER B1 17-30.08.2024 999,680 877,856.61 0.28 Securities not listed on a stock exchange: Bonds EUR HYPERION INSURANCE GROUP B 17- 2,430,019 2,405,719.00 0.78 20.12.2024 Bonds EUR IMAGINA MEDIA AUDIOVISUAL B 18-26.03.2025 1,226,652 1,016,588.03 0.33 EUR IMAGINA MEDIA AUDIOVISUAL B 2 18- 735,325 609,400.64 0.20 EUR ALTICE FRANCE HOLDING S.A. 8%/20- 500,000 526,215.00 0.17 20.06.2025 15.05.2027

Credit Suisse Nova (Lux) European Senior Loan Fund Page 32

Statement of Investments in Securities (Continued)

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

EUR TECH 6 SAS - EUR NEW MONEY TRANCHE 1 490,326 520,358.86 0.17 NOTES 0%/20-300624 EUR TECH 6 SAS - EUR NEW MONEY TRANCHE 2 610,478 647,869.43 0.21 NOTES 0%/20-300624

Bonds 1,694,443.29 0.55

Securities not listed on a stock exchange: Bonds 1,694,443.29 0.55

Total of Portfolio 286,089,793.14 92.54

Cash at banks and at brokers 17,312,525.57 5.60

Other net assets 5,754,628.53 1.86

Total net assets 309,156,947.24 100.00

Credit Suisse Nova (Lux) Fixed Maturity Bond Fund 2019 (until 20.12.2019) Page 33

Technical Data and Notes

Technical Data

Valoren ISIN Management Fee

A - Distribution USD 31874985 LU1379846873 0.70% B -Capitalisation USD 31878858 LU1379847921 0.70% IA - Distribution USD 31875852 LU1379847251 0.40% IB -Capitalisation USD 31879099 LU1379848143 0.40% UA -Distribution USD 31876509 LU1379847681 0.50% UB - Capitalisation USD 31879200 LU1379848499 0.50% AH - Distribution AUD 32036084 LU1388495621 0.70% IAH - Distribution AUD 32040751 LU1388495894 0.40% AH - Distribution CHF 31875828 LU1379847178 0.70% IAH - Distribution CHF 31876398 LU1379847509 0.40% UAH - Distribution CHF 31878731 LU1379847848 0.50% AH - Distribution EUR 31875292 LU1379847095 0.70% IAH - Distribution EUR 31875935 LU1379847418 0.40% UAH - Distribution EUR 31877390 LU1379847764 0.50% AH - Distribution JPY 32098797 LU1391056998 0.70% AH - Distribution SGD 31875238 LU1379846956 0.70% IAH - Distribution SGD 31875858 LU1379847335 0.40%

Credit Suisse Nova (Lux) Fixed Maturity Bond Fund 2019 matured and was closed on 20.12.2019.

Fund Performance

PTD Since Inception 2019 2018 A - Distribution USD 2.30% 8.82% 1.84% 2.72% B - Capitalisation USD 2.31% 8.82% 1.84% 2.71% IA - Distribution USD 2.61% 10.01% 2.14% 3.03% IB - Capitalisation USD 2.61% 10.01% 2.14% 3.03% UA -Distribution USD 2.51% 9.61% 2.04% 2.93% UB - Capitalisation USD 2.51% 9.61% 2.04% 2.93% AH - Distribution AUD 1.39% 8.67% 1.54% 3.25% IAH - Distribution AUD 1.68% 9.93% 1.88% 3.48% AH - Distribution CHF -0.98% -2.21% -1.51% 0.04% IAH - Distribution CHF -0.70% -1.13% -1.21% 0.36% UAH - Distribution CHF -0.80% -1.56% -1.30% 0.24% AH - Distribution EUR -0.65% -0.70% -1.16% 0.52% IAH - Distribution EUR -0.36% 0.41% -0.86% 0.84% UAH - Distribution EUR -0.46% -0.05% -0.98% 0.65% AH - Distribution JPY -0.45% -0.01% -0.89% 0.69% AH - Distribution SGD 1.61% 6.63% 0.88% 2.25% IAH - Distribution SGD 1.91% 7.83% 1.21% 2.60%

PTD = Performance to Date (31.12.2018 - 20.12.2019) Credit Suisse Nova (Lux) • Audited Annual Report as at 31.10.2020

Credit Suisse Nova (Lux) Fixed Maturity Bond Fund 2019 (until 20.12.2019) Page 34

Technical Data and Notes

Distributions

Ex-Date Amount

A-Distribution USD 03.12.2019 0.75 IA-Distribution USD 03.12.2019 7.50 UA-Distribution USD 03.12.2019 0.75 AH-Distribution AUD 03.12.2019 0.75 IAH-Distribution AUD 03.12.2019 7.50 AH-Distribution CHF 03.12.2019 0.25 IAH-Distribution CHF 03.12.2019 2.50 UAH-Distribution CHF 03.12.2019 0.25 AH-Distribution EUR 03.12.2019 0.50 IAH-Distribution EUR 03.12.2019 5.00 UAH-Distribution EUR 03.12.2019 0.50 AH-Distribution JPY 03.12.2019 50.00 AH-Distribution SGD 03.12.2019 0.75 IAH-Distribution SGD 03.12.2019 7.50

Fund evolution

Fund Evolution 20.12.2019 31.10.2019 31.10.2018

Total net assets USD 797,880,427.33 823,854,016.29 1,064,288,430.33

Net asset value per share A - Distribution USD 97.92 98.51 98.58 B - Capitalisation USD 108.82 108.63 105.46 IA - Distribution USD 990.61 996.06 993.49 IB - Capitalisation USD 1,100.12 1,097.86 1,062.55 UA - Distribution USD 98.68 99.24 99.09 UB - Capitalisation USD 109.61 109.40 105.99 AH - Distribution AUD 97.86 98.59 99.45 IAH - Distribution AUD 990.63 997.60 1,002.98 AH - Distribution CHF 94.35 94.81 96.37 IAH - Distribution CHF 954.12 958.34 971.08 UAH - Distribution CHF 94.99 95.42 96.80 AH - Distribution EUR 92.38 93.05 95.25 IAH - Distribution EUR 934.54 940.85 960.04 UAH - Distribution EUR 93.01 93.66 95.67 AH - Distribution JPY 9,304.00 9,368.00 9,569.00 AH - Distribution SGD 95.87 96.53 97.40 IAH - Distribution SGD 970.16 976.33 981.83 Credit Suisse Nova (Lux) • Audited Annual Report as at 31.10.2020

Credit Suisse Nova (Lux) Fixed Maturity Bond Fund 2019 (until 20.12.2019) Page 35

Statement of Operations / Changes in Net Assets in USD

For the period from 01.11.2019 to 20.12.2019

Net assets at the beginning of the period 823,854,016.29

Income Interest on investments in securities (net) 1,750,375.34 Bank interest 32,190.53 Securities lending income 27,536.33 Other income 35,473.47 1,845,575.67

Expenses Management fee 486,865.27 Depositary fee 60,170.58 Administration expenses 73,175.35 Printing and publication expenses 2,859.74 Interest and bank charges 454.91 Audit, control, legal, representative bank expenses 23,462.92 646,988.77

Net income (loss) 1,198,586.90

Realised gain (loss) Realised gain on sales of investments 2,118,331.56 Realised loss on sales of investments -8,724,599.97 Realised gain on forward foreign exchange contracts 1,489,734.23 Realised loss on forward foreign exchange contracts -778,843.63 Realised gain on foreign exchange 337,894.22 Realised loss on foreign exchange -211,653.22 -5,769,136.81

Net realised gain (loss) -4,570,549.91

Change in net unrealised appreciation (depreciation) Change in unrealised appreciation on investments 8,315,882.11 Change in unrealised depreciation on investments -1,346,132.81 Change in unrealised appreciation on forward foreign exchange contracts 507,910.12 Change in unrealised depreciation on forward foreign exchange contracts -1,306,972.67 6,170,686.75

Net increase (decrease) in net assets as a result of operations 1,600,136.84

Subscriptions / Redemptions Subscriptions 0.00 Redemptions* -820,824,068.63 -820,824,068.63

Distribution -4,630,084.50

Net assets at the end of the period 0.00

* Redemptions include USD 797,880,427.33 coming from the liquidation (please see the Notes). The notes are an integral part of the financial statements. Credit Suisse Nova (Lux) • Audited Annual Report as at 31.10.2020

Credit Suisse Nova (Lux) Fixed Maturity US Loan Fund 2021 (until 09.10.2020) Page 36

Technical Data and Notes

Technical Data

Valoren ISIN Management Fee

A - Distribution USD 34754461 LU1527165754 1.35% EA - Distribution USD 34754479 LU1527167966 0.55% IA - Distribution USD 34754495 LU1527169749 0.65% IB -Capitalisation USD 34754503 LU1527170754 0.65% UA -Distribution USD 34754544 LU1527175126 0.80% IAH - Distribution AUD 34754501 LU1527170598 0.65% AH - Distribution CHF 34754463 LU1527165911 1.35% IAH - Distribution CHF 34754497 LU1527170085 0.65% IAH - Distribution EUR 34754496 LU1527169822 0.65% AH - Distribution SGD 34754465 LU1527166216 1.35% IAH - Distribution SGD 34754499 LU1527170242 0.65%

Credit Suisse Nova (Lux) Fixed Maturity US Loan Fund 2021 was merged into Credit Suisse Nova (Lux) Global Senior Loan Fund on 09.10.2020. Credit Suisse Nova (Lux) Fixed Maturity US Loan Fund 2021 -AH- CHF was closed on 01.10.2020.

Fund Performance

PTD Since Inception 2019 2018 A - Distribution USD -0.43% 7.67% 6.69% -0.49% EA - Distribution USD 0.23% 11.08% 7.59% 0.35% IA - Distribution USD 0.11% 10.49% 7.44% 0.21% IB - Capitalisation USD 0.11% 10.49% 7.44% 0.21% UA -Distribution USD -0.01% 9.88% 7.29% 0.06% IAH - Distribution AUD -0.96% 8.67% 6.55% -0.02% AH - Distribution CHF / / 3.20% -3.70% IAH - Distribution CHF / / / -3.02% IAH - Distribution EUR / / / -2.63% AH - Distribution SGD -0.99% 5.05% 6.06% -1.30% IAH - Distribution SGD -0.45% 7.89% 6.78% -0.61%

PTD = Performance to Date (31.12.2019 - 08.10.2020)

Distributions

Ex-Date Amount

A-Distribution USD 03.12.2019 0.78 A-Distribution USD 03.03.2020 0.71 A-Distribution USD 02.06.2020 0.73 A-Distribution USD 01.09.2020 0.48 EA-Distribution USD 03.12.2019 9.92 EA-Distribution USD 03.03.2020 9.15 EA-Distribution USD 02.06.2020 9.24 EA-Distribution USD 01.09.2020 6.85 IA-Distribution USD 03.12.2019 9.57 IA-Distribution USD 03.03.2020 8.80 IA-Distribution USD 02.06.2020 8.94 IA-Distribution USD 01.09.2020 6.51 UA-Distribution USD 03.12.2019 0.92 UA-Distribution USD 03.03.2020 0.84 UA-Distribution USD 02.06.2020 0.86 UA-Distribution USD 01.09.2020 0.62 IAH-Distribution AUD 03.12.2019 9.41 IAH-Distribution AUD 03.03.2020 8.98 IAH-Distribution AUD 02.06.2020 8.62 Credit Suisse Nova (Lux) • Audited Annual Report as at 31.10.2020

Credit Suisse Nova (Lux) Fixed Maturity US Loan Fund 2021 (until 09.10.2020) Page 37

Technical Data and Notes

Distributions

Ex-Date Amount

IAH-Distribution AUD 01.09.2020 6.08 AH-Distribution CHF 03.12.2019 0.72 AH-Distribution CHF 03.03.2020 0.63 AH-Distribution CHF 02.06.2020 0.67 AH-Distribution CHF 01.09.2020 0.42 AH-Distribution SGD 03.12.2019 0.76 AH-Distribution SGD 03.03.2020 0.70 AH-Distribution SGD 02.06.2020 0.72 AH-Distribution SGD 01.09.2020 0.46 IAH-Distribution SGD 03.12.2019 9.30 IAH-Distribution SGD 03.03.2020 8.70 IAH-Distribution SGD 02.06.2020 8.75 IAH-Distribution SGD 01.09.2020 6.23

Fund evolution

Fund Evolution 09.10.2020 31.10.2019 31.10.2018

Total net assets USD 208,658,859.30 395,370,777.77 597,285,046.92

Net asset value per share A - Distribution USD 97.01 98.99 99.78 EA - Distribution USD 971.75 991.94 999.84 IA - Distribution USD 971.38 991.60 999.50 IB - Capitalisation USD 1,104.93 1,089.24 1,051.73 UA - Distribution USD 97.11 99.13 99.92 IAH - Distribution AUD 955.61 987.27 1,002.87 AH - Distribution CHF / 91.06 95.03 IAH - Distribution CHF / / 951.81 IAH - Distribution EUR / / 959.73 AH - Distribution SGD 94.79 97.34 98.76 IAH - Distribution SGD 948.78 974.65 989.17 Credit Suisse Nova (Lux) • Audited Annual Report as at 31.10.2020

Credit Suisse Nova (Lux) Fixed Maturity US Loan Fund 2021 (until 09.10.2020) Page 38

Statement of Operations / Changes in Net Assets in USD

For the period from 01.11.2019 to 09.10.2020

Net assets at the beginning of the period 395,370,777.77

Income Interest on investments in securities (net) 12,042,624.42 Bank interest 207,140.02 12,249,764.44

Expenses Management fee 2,292,391.18 Depositary fee 167,456.31 Administration expenses 445,399.34 Printing and publication expenses 12,665.04 Interest and bank charges 18,148.87 Audit, control, legal, representative bank expenses 26,523.30 "Taxe d'abonnement" 132,016.14 3,094,600.18

Net income (loss) 9,155,164.26

Realised gain (loss) Realised gain on sales of investments 930,977.38 Realised loss on sales of investments -12,228,476.93 Realised gain on forward foreign exchange contracts 1,555,028.95 Realised loss on forward foreign exchange contracts -1,834,267.47 Realised gain on foreign exchange 586,415.16 Realised loss on foreign exchange -205,854.73 -11,196,177.64

Net realised gain (loss) -2,041,013.38

Change in net unrealised appreciation (depreciation) Change in unrealised appreciation on investments 4,446,776.70 Change in unrealised depreciation on investments -3,107,230.58 Change in unrealised appreciation on forward foreign exchange contracts 27,149.66 Change in unrealised depreciation on forward foreign exchange contracts -354,330.05 1,012,365.73

Net increase (decrease) in net assets as a result of operations -1,028,647.65

Subscriptions / Redemptions Subscriptions 0.00 Redemptions* -384,192,258.05 -384,192,258.05

Distribution -10,149,872.07

Net assets at the end of the period 0.00

* Redemptions include USD 208,658,859.30 coming from the merger (please see the Notes). The notes are an integral part of the financial statements. Credit Suisse Nova (Lux) • Audited Annual Report as at 31.10.2020

Credit Suisse Nova (Lux) Global Senior Loan Fund Page 39

Technical Data and Notes

Technical Data

Valoren ISIN Management Fee Total Expense Ratio

A - Distribution USD 13121277 LU0635705832 1.50% 1.63% B -Capitalisation USD 13121279 LU0635705915 1.50% 1.63% EA - Distribution USD 22900055 LU0996462098 0.55% 0.65% EB - Capitalisation USD 22899692 LU0996461363 0.55% 0.65% IA - Distribution USD 13121344 LU0635706566 0.65% 0.79% IB -Capitalisation USD 13122017 LU0635707614 0.65% 0.79% MA - Distribution USD 13122095 LU0635709313 0.50% 0.60% MB - Capitalisation USD 13122021 LU0635707705 0.50% 0.60% UA -Distribution USD 26386091 LU1144410583 0.90% 1.03% UB - Capitalisation USD 26385959 LU1144410401 0.90% 1.03% VB - Capitalisation USD 44978840 LU1915067406 0.35% 0.45% IAH - Distribution AUD 56359054 LU2213016095 0.65% / AH - Distribution CHF 13122127 LU0635710246 1.50% 1.63% EAH -Distribution CHF 22900283 LU0996462254 0.55% 0.65% EBH - Capitalisation CHF 22899752 LU0996461520 0.55% 0.65% IAH - Distribution CHF 13122138 LU0635710832 0.65% 0.79% MBH -Capitalisation CHF 13122108 LU0635709669 0.50% 0.60% UAH - Distribution CHF 26386372 LU1144410666 0.90% 1.04% AH - Distribution EUR 13122125 LU0635710162 1.50% 1.63% EAH -Distribution EUR 22900102 LU0996462171 0.55% 0.65% EBH - Capitalisation EUR 22909871 LU0996461447 0.55% 0.65% IAH - Distribution EUR 13122136 LU0635710758 0.65% 0.79% MBH -Capitalisation EUR 13122104 LU0635709586 0.50% 0.60% IAH - Distribution GBP 13122132 LU0635710675 0.65% 0.79% MAH - Distribution GBP 13121362 LU0635706640 0.50% / BH -Capitalisation JPY 13122062 LU0635708265 1.50% 1.63% AH - Distribution SGD 13122131 LU0635710592 1.50% 1.63% IAH - Distribution SGD 56359058 LU2213016178 0.65% / MBH -Capitalisation SGD 13122112 LU0635709826 0.50% 0.60%

Credit Suisse Nova (Lux) Global Senior Loan Fund -EBH- CHF was launched on 29.11.2019. Credit Suisse Nova (Lux) Global Senior Loan Fund -IAH- AUD and -IAH- SGD were launched on 08.10.2020. Credit Suisse Nova (Lux) Global Senior Loan Fund -MAH- GBP was launched on 14.10.2020. No TER are disclosed for share-classes launched less than 6 months ago. Credit Suisse Nova (Lux) • Audited Annual Report as at 31.10.2020

Credit Suisse Nova (Lux) Global Senior Loan Fund Page 40

Technical Data and Notes

Fund Performance

YTD Since Inception 2019 2018 2017 A - Distribution USD -0.96% / 6.60% -0.42% 3.65% B - Capitalisation USD -0.96% / 6.60% -0.43% 3.67% EA - Distribution USD -0.14% / 7.66% 0.57% 4.69% EB - Capitalisation USD -0.14% 10.47% 7.66% 0.57% / IA - Distribution USD -0.26% / 7.51% 0.43% 4.54% IB - Capitalisation USD -0.26% / 7.51% 0.43% 4.54% MA - Distribution USD -0.10% 11.11% 7.71% 0.62% / MB - Capitalisation USD -0.10% / 7.71% 0.62% 4.74% UA -Distribution USD -0.46% / 7.25% 0.17% 4.29% UB - Capitalisation USD -0.46% 10.92% 7.25% 0.17% / VB - Capitalisation USD 0.02% 5.85% 7.88% / / IAH - Distribution AUD / -0.18% / / / AH - Distribution CHF -2.77% / 3.13% -3.65% 1.14% EAH -Distribution CHF -1.98% / 4.11% -2.64% 2.17% EBH - Capitalisation CHF -1.96% -0.84% / / / IAH - Distribution CHF -2.07% / 4.00% -2.80% 2.06% MBH -Capitalisation CHF -1.94% / 4.17% -2.54% 2.21% UAH - Distribution CHF -2.28% / 3.71% -3.07% 1.81% AH - Distribution EUR -2.46% / 3.42% -3.21% 1.57% EAH -Distribution EUR -1.60% / 4.42% -2.18% 2.57% EBH - Capitalisation EUR -1.62% 0.19% 4.44% / / IAH - Distribution EUR -1.78% / 4.31% -2.36% 2.46% MBH -Capitalisation EUR -1.59% / 4.58% -14.26% 2.64% IAH - Distribution GBP -1.46% / 5.66% -1.30% 3.32% MAH - Distribution GBP / -0.41% / / / BH - Capitalisation JPY -2.41% / 3.58% -2.96% 1.78% AH - Distribution SGD -1.47% / 5.90% -1.20% 3.31% IAH - Distribution SGD / -0.19% / / / MBH -Capitalisation SGD -0.62% 7.23% 7.05% -0.15% /

Distributions

Ex-Date Amount

A-Distribution USD 03.12.2019 0.92 A-Distribution USD 03.03.2020 0.79 A-Distribution USD 02.06.2020 0.75 A-Distribution USD 01.09.2020 0.76 EA-Distribution USD 03.12.2019 11.60 EA-Distribution USD 03.03.2020 10.34 EA-Distribution USD 02.06.2020 9.69 EA-Distribution USD 01.09.2020 9.84 IA-Distribution USD 03.12.2019 11.46 IA-Distribution USD 03.03.2020 10.18 IA-Distribution USD 02.06.2020 9.57 IA-Distribution USD 01.09.2020 9.68 MA-Distribution USD 03.12.2019 11.42 MA-Distribution USD 03.03.2020 10.20 MA-Distribution USD 02.06.2020 9.56 MA-Distribution USD 01.09.2020 9.70 UA-Distribution USD 03.12.2019 1.11 UA-Distribution USD 03.03.2020 0.98 UA-Distribution USD 02.06.2020 0.92 Credit Suisse Nova (Lux) • Audited Annual Report as at 31.10.2020

Credit Suisse Nova (Lux) Global Senior Loan Fund Page 41

Technical Data and Notes

Distributions

Ex-Date Amount

UA-Distribution USD 01.09.2020 0.93 AH-Distribution CHF 03.12.2019 0.80 AH-Distribution CHF 03.03.2020 0.67 AH-Distribution CHF 02.06.2020 0.64 AH-Distribution CHF 01.09.2020 0.61 EAH-Distribution CHF 03.12.2019 10.30 EAH-Distribution CHF 03.03.2020 8.97 EAH-Distribution CHF 02.06.2020 8.45 EAH-Distribution CHF 01.09.2020 8.16 IAH-Distribution CHF 03.12.2019 9.96 IAH-Distribution CHF 03.03.2020 8.63 IAH-Distribution CHF 02.06.2020 8.17 IAH-Distribution CHF 01.09.2020 7.87 UAH-Distribution CHF 03.12.2019 0.99 UAH-Distribution CHF 03.03.2020 0.86 UAH-Distribution CHF 02.06.2020 0.80 UAH-Distribution CHF 01.09.2020 0.78 AH-Distribution EUR 03.12.2019 0.86 AH-Distribution EUR 03.03.2020 0.74 AH-Distribution EUR 02.06.2020 0.70 AH-Distribution EUR 01.09.2020 0.67 EAH-Distribution EUR 03.12.2019 10.49 EAH-Distribution EUR 03.03.2020 9.37 EAH-Distribution EUR 02.06.2020 8.71 EAH-Distribution EUR 01.09.2020 8.32 IAH-Distribution EUR 03.12.2019 10.29 IAH-Distribution EUR 03.03.2020 9.17 IAH-Distribution EUR 02.06.2020 8.53 IAH-Distribution EUR 01.09.2020 8.14 IAH-Distribution GBP 03.12.2019 10.12 IAH-Distribution GBP 03.03.2020 9.24 IAH-Distribution GBP 02.06.2020 8.75 IAH-Distribution GBP 01.09.2020 8.36 AH-Distribution SGD 03.12.2019 0.87 AH-Distribution SGD 03.03.2020 0.76 AH-Distribution SGD 02.06.2020 0.72 AH-Distribution SGD 01.09.2020 0.70

Notes

Forward foreign exchange contracts

Purchases Sales Maturity Valuation Counterparty (in USD) USD 28,890,435 GBP -21,768,845 11.12.2020 733,635.05 MORGAN STANLEY AND CO. INTL PLC LONDON USD 251,091,817 EUR -221,904,693 11.12.2020 -7,635,486.83 CITIBANK N.A. LONDON USD 1,172,828 GBP -884,169 11.12.2020 29,203.54 GOLDMAN SACHS INTERNATIONAL LONDON Credit Suisse Nova (Lux) • Audited Annual Report as at 31.10.2020

Credit Suisse Nova (Lux) Global Senior Loan Fund Page 42

Technical Data and Notes

Forward foreign exchange contracts

Purchases Sales Maturity Valuation Counterparty (in USD) USD 1,156,651 GBP -882,109 11.12.2020 15,696.07 GOLDMAN SACHS INTERNATIONAL LONDON GBP 497,057 USD -658,264 11.12.2020 -15,353.58 CITIBANK N.A. LONDON USD 460,292 GBP -350,552 11.12.2020 6,873.02 Barclays Bank PLC Wholesale (London) USD 949,094 GBP -719,942 11.12.2020 17,889.66 CITIBANK N.A. LONDON USD 70,704,098 EUR -63,019,107 11.12.2020 -2,771,746.41 MORGAN STANLEY AND CO. INTL PLC LONDON USD 22,560,140 EUR -20,000,000 11.12.2020 -758,569.33 MORGAN STANLEY AND CO. INTL PLC LONDON USD 52,187,196 EUR -47,283,603 11.12.2020 -2,941,327.67 MORGAN STANLEY AND CO. INTL PLC LONDON USD 1,986,424 EUR -1,800,000 11.12.2020 -112,217.32 MORGAN STANLEY AND CO. INTL PLC LONDON USD 5,248,494 EUR -4,750,000 11.12.2020 -289,594.56 MORGAN STANLEY AND CO. INTL PLC LONDON USD 1,598,163 GBP -1,233,776 11.12.2020 2,353.35 CITIBANK N.A. LONDON EUR 7,676,419 USD -8,776,927 11.12.2020 173,562.29 Barclays Bank PLC Wholesale (London) GBP 527,496 USD -688,138 11.12.2020 -5,856.68 Barclays Bank PLC Wholesale (London) USD 1,264,368 GBP -981,850 11.12.2020 -5,590.00 CITIBANK N.A. LONDON GBP 558,327 USD -674,912 11.12.2020 47,247.90 GOLDMAN SACHS INTERNATIONAL LONDON EUR 43,936,290 USD -48,319,726 11.12.2020 2,908,758.16 CITIBANK N.A. LONDON GBP 625,741 USD -737,133 11.12.2020 72,222.37 CITIBANK N.A. LONDON EUR 17,234,901 USD -18,715,120 11.12.2020 1,380,291.48 GOLDMAN SACHS INTERNATIONAL LONDON GBP 734,477 USD -868,137 11.12.2020 81,860.37 CITIBANK N.A. LONDON EUR 6,000,000 USD -6,670,974 11.12.2020 324,858.00 GOLDMAN SACHS INTERNATIONAL LONDON GBP 2,641,083 USD -3,277,922 11.12.2020 138,147.94 Barclays Bank PLC Wholesale (London) USD 8,055,012 EUR -7,240,122 11.12.2020 -386,395.12 GOLDMAN SACHS INTERNATIONAL LONDON USD 553,705 GBP -451,736 11.12.2020 -30,577.20 CITIBANK N.A. LONDON USD 583,089 GBP -471,439 11.12.2020 -26,677.98 CITIBANK N.A. LONDON EUR 4,411,896 USD -4,827,695 11.12.2020 316,452.08 GOLDMAN SACHS INTERNATIONAL LONDON USD 9,966,860 EUR -9,078,372 11.12.2020 -617,673.05 Barclays Bank PLC Wholesale (London) GBP 621,459 USD -774,866 11.12.2020 28,950.03 CITIBANK N.A. LONDON EUR 7,000,000 USD -7,656,586 11.12.2020 505,218.00 MORGAN STANLEY AND CO. INTL PLC LONDON Credit Suisse Nova (Lux) • Audited Annual Report as at 31.10.2020

Credit Suisse Nova (Lux) Global Senior Loan Fund Page 43

Technical Data and Notes

Forward foreign exchange contracts

Purchases Sales Maturity Valuation Counterparty (in USD) EUR 2,281,054 USD -2,475,434 11.12.2020 184,211.12 MORGAN STANLEY AND CO. INTL PLC LONDON USD 760,447 EUR -700,000 11.12.2020 -55,679.67 MORGAN STANLEY AND CO. INTL PLC LONDON USD 585,034 GBP -469,551 11.12.2020 -22,292.91 CITIBANK N.A. LONDON USD 720,248 EUR -660,000 11.12.2020 -49,246.32 Barclays Bank PLC Wholesale (London) USD 830,408 EUR -766,000 11.12.2020 -62,665.85 MORGAN STANLEY AND CO. INTL PLC LONDON USD 196,872 GBP -162,298 11.12.2020 -13,046.25 GOLDMAN SACHS INTERNATIONAL LONDON USD 647,374 GBP -530,653 11.12.2020 -38,980.47 CITIBANK N.A. LONDON USD 371,024 EUR -337,500 11.12.2020 -22,469.72 Barclays Bank PLC Wholesale (London) USD 6,498,252 EUR -5,908,743 11.12.2020 -390,800.06 GOLDMAN SACHS INTERNATIONAL LONDON GBP 533,917 USD -650,608 11.12.2020 39,979.20 CITIBANK N.A. LONDON USD 2,581,535 EUR -2,340,000 11.12.2020 -146,698.38 MORGAN STANLEY AND CO. INTL PLC LONDON USD 574,450 GBP -463,690 11.12.2020 -25,295.70 CITIBANK N.A. LONDON USD 1,497,101 EUR -1,343,000 11.12.2020 -68,732.86 Barclays Bank PLC Wholesale (London) USD 10,138,407 EUR -8,990,787 11.12.2020 -344,267.28 GOLDMAN SACHS INTERNATIONAL LONDON USD 3,954,419 EUR -3,500,000 11.12.2020 -126,361.29 MORGAN STANLEY AND CO. INTL PLC LONDON USD 352,207,878 EUR -311,081,366 22.06.2021 -12,060,660.83 Barclays Bank PLC Wholesale (London) EUR 6,000,000 USD -6,815,742 22.06.2021 211,374.00 MORGAN STANLEY AND CO. INTL PLC LONDON GBP 1,000,000 USD -1,247,896 11.12.2020 45,539.10 Barclays Bank PLC Wholesale (London) EUR 6,000,000 USD -6,782,136 11.12.2020 213,696.00 MORGAN STANLEY AND CO. INTL PLC LONDON USD 2,286,350 EUR -2,000,000 22.06.2021 -55,718.92 MORGAN STANLEY AND CO. INTL PLC LONDON USD 2,275,766 EUR -2,000,000 11.12.2020 -56,123.94 MORGAN STANLEY AND CO. INTL PLC LONDON EUR 1,500,000 USD -1,718,820 11.12.2020 30,138.00 MORGAN STANLEY AND CO. INTL PLC LONDON EUR 1,500,000 USD -1,726,457 22.06.2021 30,322.50 MORGAN STANLEY AND CO. INTL PLC LONDON USD 7,834,841 EUR -6,709,735 22.06.2021 -23,379.05 Barclays Bank PLC Wholesale (London) USD 7,800,598 EUR -6,709,735 11.12.2020 -22,743.54 Barclays Bank PLC Wholesale (London) USD 590,673 GBP -461,576 11.12.2020 -6,343.19 CANADIAN IMPERIAL BK COMMERCE (TORONTO) EUR 1,000,000 USD -1,187,172 11.12.2020 -21,200.20 Barclays Bank PLC Wholesale (London) Credit Suisse Nova (Lux) • Audited Annual Report as at 31.10.2020

Credit Suisse Nova (Lux) Global Senior Loan Fund Page 44

Technical Data and Notes

Forward foreign exchange contracts

Purchases Sales Maturity Valuation Counterparty (in USD) EUR 1,000,000 USD -1,192,204 22.06.2021 -21,017.80 Barclays Bank PLC Wholesale (London) USD 2,483,664 EUR -2,100,000 22.06.2021 24,042.33 MORGAN STANLEY AND CO. INTL PLC LONDON USD 2,472,985 EUR -2,100,000 11.12.2020 24,420.47 MORGAN STANLEY AND CO. INTL PLC LONDON GBP 1,159,139 USD -1,519,793 11.12.2020 -20,522.21 Barclays Bank PLC Wholesale (London) EUR 1,000,000 USD -1,196,812 22.06.2021 -25,626.00 MORGAN STANLEY AND CO. INTL PLC LONDON EUR 1,000,000 USD -1,191,534 11.12.2020 -25,562.00 MORGAN STANLEY AND CO. INTL PLC LONDON GBP 2,223,183 USD -2,985,172 11.12.2020 -109,628.50 Barclays Bank PLC Wholesale (London) USD 3,019,142 GBP -2,264,398 11.12.2020 90,263.78 CITIBANK N.A. LONDON USD 7,950,266 EUR -6,699,276 11.12.2020 138,963.22 GOLDMAN SACHS INTERNATIONAL LONDON USD 7,985,490 EUR -6,699,276 22.06.2021 138,637.74 GOLDMAN SACHS INTERNATIONAL LONDON GBP 54,779,019 USD -70,079,353 16.12.2020 777,692.26 Barclays Bank PLC Wholesale (London) SGD 37,396,544 USD -27,369,426 16.12.2020 17,758.87 GOLDMAN SACHS INTERNATIONAL LONDON JPY 1,520,782,904 USD -14,350,163 16.12.2020 206,865.83 MORGAN STANLEY AND CO. INTL PLC LONDON EUR 325,913,276 USD -388,121,547 16.12.2020 -8,061,038.82 GOLDMAN SACHS INTERNATIONAL LONDON CHF 2,847,697 USD -3,149,122 16.12.2020 -37,573.95 GOLDMAN SACHS INTERNATIONAL LONDON CHF 1,010,969,715 USD -1,118,486,463 16.12.2020 -13,846,360.27 CANADIAN IMPERIAL BK COMMERCE (TORONTO) CHF 2,040,024 USD -2,252,747 16.12.2020 -23,706.19 CANADIAN IMPERIAL BK COMMERCE (TORONTO) USD 196,436 CHF -177,887 16.12.2020 2,064.09 CANADIAN IMPERIAL BK COMMERCE (TORONTO) USD 6,181,086 EUR -5,204,191 16.12.2020 112,145.82 CANADIAN IMPERIAL BK COMMERCE (TORONTO) USD 694,458 GBP -535,692 11.12.2020 1,574.68 CANADIAN IMPERIAL BK COMMERCE (TORONTO) EUR 115,559 USD -136,893 16.12.2020 -2,135.89 CANADIAN IMPERIAL BK COMMERCE (TORONTO) USD 379,621,821 EUR -319,090,377 21.09.2021 5,091,668.39 MORGAN STANLEY AND CO. INTL PLC LONDON GBP 721,770 USD -934,784 16.12.2020 -1,169.63 CANADIAN IMPERIAL BK COMMERCE (TORONTO) USD 140,131 EUR -119,537 16.12.2020 733.38 GOLDMAN SACHS INTERNATIONAL LONDON GBP 502,111 USD -638,554 11.12.2020 10,893.91 CANADIAN IMPERIAL BK COMMERCE (TORONTO) EUR 3,000,000 USD -3,526,041 11.12.2020 -28,125.00 MORGAN STANLEY AND CO. INTL PLC LONDON EUR 3,000,000 USD -3,541,950 22.06.2021 -28,392.00 MORGAN STANLEY AND CO. INTL PLC LONDON Credit Suisse Nova (Lux) • Audited Annual Report as at 31.10.2020

Credit Suisse Nova (Lux) Global Senior Loan Fund Page 45

Technical Data and Notes

Forward foreign exchange contracts

Purchases Sales Maturity Valuation Counterparty (in USD) EUR 3,000,000 USD -3,549,339 21.09.2021 -28,470.00 MORGAN STANLEY AND CO. INTL PLC LONDON USD 2,378,744 EUR -2,025,906 16.12.2020 16,235.87 MORGAN STANLEY AND CO. INTL PLC LONDON EUR 3,000,000 USD -3,522,489 16.12.2020 -24,069.00 MORGAN STANLEY AND CO. INTL PLC LONDON USD 301,829 CHF -277,225 16.12.2020 -1,080.97 GOLDMAN SACHS INTERNATIONAL LONDON USD 2,214,231 CHF -2,034,641 16.12.2020 -8,914.84 GOLDMAN SACHS INTERNATIONAL LONDON SGD 13,699,092 USD -10,079,571 16.12.2020 -47,105.01 CANADIAN IMPERIAL BK COMMERCE (TORONTO) USD 11,801,478 NOK -109,285,225 13.10.2021 377,170.92 MORGAN STANLEY AND CO. INTL PLC LONDON AUD 5,919,830 USD -4,233,238 16.12.2020 -75,023.68 CANADIAN IMPERIAL BK COMMERCE (TORONTO) EUR 179,009 USD -210,533 16.12.2020 -1,783.84 CANADIAN IMPERIAL BK COMMERCE (TORONTO) USD 42,315,535 GBP -32,729,518 16.12.2020 -20,285.26 GOLDMAN SACHS INTERNATIONAL LONDON CHF 1,486,059 USD -1,629,006 16.12.2020 -5,257.58 MORGAN STANLEY AND CO. INTL PLC LONDON GBP 32,706,284 USD -42,285,497 16.12.2020 20,310.60 GOLDMAN SACHS INTERNATIONAL LONDON USD 11,318,996 EUR -9,661,498 16.12.2020 52,278.43 MORGAN STANLEY AND CO. INTL PLC LONDON USD 6,197,363 CHF -5,653,539 16.12.2020 19,972.34 MORGAN STANLEY AND CO. INTL PLC LONDON EUR 5,999,999 USD -7,075,565 16.12.2020 -78,726.00 Barclays Bank PLC Wholesale (London) CHF 24,873 USD -27,466 16.12.2020 -288.34 GOLDMAN SACHS INTERNATIONAL LONDON USD 10,230,186 EUR -8,585,000 21.09.2021 153,477.12 MORGAN STANLEY AND CO. INTL PLC LONDON USD 10,209,119 EUR -8,585,000 22.06.2021 153,651.32 MORGAN STANLEY AND CO. INTL PLC LONDON USD 10,163,481 EUR -8,585,000 11.12.2020 153,463.59 MORGAN STANLEY AND CO. INTL PLC LONDON Net unrealised loss on forward foreign exchange contracts -36,608,870.75 Credit Suisse Nova (Lux) • Audited Annual Report as at 31.10.2020

Credit Suisse Nova (Lux) Global Senior Loan Fund Page 46

Statement of Net Assets in USD and Fund Evolution

31.10.2020 Assets Investments in securities at market value 5,469,266,897.92 Cash at banks and at brokers 360,104,780.10 Receivable for securities sold 52,076,754.20 Subscriptions receivable 303,076.12 Income receivable 20,260,292.82 Other assets 289.94 5,902,012,091.10

Liabilities Due to banks and to brokers 17.57 Payable for securities purchased 321,328,553.62 Provisions for accrued expenses 3,167,116.35 Net unrealised loss on forward foreign exchange contracts 36,608,870.75 361,104,558.29

Net assets 5,540,907,532.81

The notes are an integral part of the financial statements. Credit Suisse Nova (Lux) • Audited Annual Report as at 31.10.2020

Credit Suisse Nova (Lux) Global Senior Loan Fund Page 47 Statement of Net Assets in USD and Fund Evolution

Fund Evolution 31.10.2020 31.10.2019 31.10.2018

Total net assets USD 5,540,907,532.81 5,719,347,243.69 7,619,089,411.90

Net asset value per share A - Distribution USD 101.28 103.52 105.55 B - Capitalisation USD 117.72 116.58 114.76 EA - Distribution USD 995.38 1,017.46 1,037.35 EB - Capitalisation USD 1,104.68 1,083.22 1,055.81 IA - Distribution USD 1,015.02 1,037.56 1,057.82 IB - Capitalisation USD 1,256.84 1,234.15 1,204.57 MA - Distribution USD 969.83 991.38 1,010.77 MB - Capitalisation USD 1,352.14 1,325.21 1,291.03 UA - Distribution USD 104.22 106.53 108.61 UB - Capitalisation USD 110.92 109.18 106.83 VB - Capitalisation USD 105.85 103.59 / IAH - Distribution AUD 953.89 / / AH - Distribution CHF 85.51 89.47 94.44 EAH - Distribution CHF 861.47 901.43 951.78 EBH - Capitalisation CHF 991.57 / / IAH - Distribution CHF 859.45 899.13 949.14 MBH - Capitalisation CHF 1,133.37 1,137.64 1,146.98 UAH - Distribution CHF 90.60 94.81 100.09 AH - Distribution EUR 93.43 97.42 102.49 EAH - Distribution EUR 887.48 924.71 973.40 EBH - Capitalisation EUR 1,001.85 1,001.91 1,007.36 IAH - Distribution EUR 898.01 936.34 985.28 MBH - Capitalisation EUR 1,002.61 1,002.30 1,006.45 IAH - Distribution GBP 921.64 955.19 992.13 MAH - Distribution GBP 995.91 / / BH -Capitalisation JPY 10,956.00 11,064.00 11,217.00 AH - Distribution SGD 95.95 98.67 101.33 IAH - Distribution SGD 947.01 / / MBH - Capitalisation SGD 1,072.29 1,057.24 1,037.18

The notes are an integral part of the financial statements. Credit Suisse Nova (Lux) • Audited Annual Report as at 31.10.2020

Credit Suisse Nova (Lux) Global Senior Loan Fund Page 48

Statement of Net Assets in USD and Fund Evolution

Number of shares outstanding at the end at the beginning Number of shares Number of shares of the year of the year issued redeemed

A - Distribution USD 1,396,654.061 1,657,638.632 460,222.919 721,207.490 B -Capitalisation USD 367,969.364 631,595.061 59,419.444 323,045.141 EA -Distribution USD 106,110.536 83,235.263 75,884.393 53,009.120 EB - Capitalisation USD 35,437.532 34,406.824 11,704.928 10,674.220 IA - Distribution USD 384,162.178 348,624.927 189,644.521 154,107.270 IB -Capitalisation USD 141,675.994 206,757.624 27,217.791 92,299.421 MA - Distribution USD 284,222.264 200,530.434 183,077.412 99,385.582 MB - Capitalisation USD 2,030,117.912 2,042,897.188 202,088.631 214,867.907 UA -Distribution USD 108,819.154 77,280.419 74,404.146 42,865.411 UB - Capitalisation USD 64,137.858 140,078.502 11,257.651 87,198.295 VB - Capitalisation USD 4,374.598 295,596.058 85,952.909 377,174.369 IAH - Distribution AUD 6,200.001 0.000 6,200.001 0.000 AH - Distribution CHF 42,745.148 55,852.113 1,247.204 14,354.169 EAH -Distribution CHF 308,950.321 307,362.660 25,552.666 23,965.005 EBH - Capitalisation CHF 11,294.911 0.000 11,294.911 0.000 IAH - Distribution CHF 214,022.824 206,366.230 19,640.871 11,984.277 MBH -Capitalisation CHF 479,790.671 507,475.384 36,415.287 64,100.000 UAH - Distribution CHF 51,272.081 47,061.236 10,564.659 6,353.814 AH - Distribution EUR 110,727.110 198,283.818 32,386.933 119,943.641 EAH -Distribution EUR 56,961.877 110,037.290 9,658.865 62,734.278 EBH - Capitalisation EUR 12,779.331 1,985.551 10,793.780 0.000 IAH - Distribution EUR 123,677.250 191,662.922 3,987.234 71,972.906 MBH -Capitalisation EUR 132,862.055 142,119.445 23,527.610 32,785.000 IAH - Distribution GBP 24,808.620 133,731.047 9,604.154 118,526.581 MAH - Distribution GBP 32,706.284 0.000 32,706.284 0.000 BH -Capitalisation JPY 138,348.019 189,520.054 0.000 51,172.035 AH - Distribution SGD 109,795.519 98,092.022 54,811.594 43,108.097 IAH - Distribution SGD 8,920.685 0.000 8,920.701 0.016 MBH - Capitalisation SGD 30,000.000 30,000.000 0.000 0.000

The notes are an integral part of the financial statements. Credit Suisse Nova (Lux) • Audited Annual Report as at 31.10.2020

Credit Suisse Nova (Lux) Global Senior Loan Fund Page 49

Statement of Operations / Changes in Net Assets in USD

For the period from 01.11.2019 to 31.10.2020

Net assets at the beginning of the year 5,719,347,243.69

Income Interest on investments in securities (net) 255,416,262.25 Dividends (net) 7,894,630.10 Bank interest 1,962,287.64 265,273,179.99

Expenses Management fee 31,595,388.29 Depositary fee 3,165,663.15 Administration expenses 1,655,012.93 Printing and publication expenses 81,266.65 Interest and bank charges 318,757.70 Audit, control, legal, representative bank expenses 332,941.22 "Taxe d'abonnement" 983,554.09 38,132,584.03

Net income (loss) 227,140,595.96

Realised gain (loss) Realised gain on sales of investments 50,923,890.59 Realised loss on sales of investments -174,323,725.11 Realised gain on forward foreign exchange contracts 252,024,735.80 Realised loss on forward foreign exchange contracts -128,715,171.23 Realised gain on foreign exchange 50,627,997.98 Realised loss on foreign exchange -20,677,708.49 29,860,019.54

Net realised gain (loss) 257,000,615.50

Change in net unrealised appreciation (depreciation) Change in unrealised appreciation on investments 183,428,893.75 Change in unrealised depreciation on investments -220,202,489.73 Change in unrealised appreciation on forward foreign exchange contracts 47,545,026.58 Change in unrealised depreciation on forward foreign exchange contracts -157,600,206.20 -146,828,775.60

Net increase (decrease) in net assets as a result of operations 110,171,839.90

Subscriptions / Redemptions Subscriptions* 1,060,928,326.48 Redemptions -1,280,670,939.99 -219,742,613.51

Distribution -68,868,937.27

Net assets at the end of the year 5,540,907,532.81

* Subscriptions include USD 208,658,859.30 coming from the merger (please see the Notes). The notes are an integral part of the financial statements. Credit Suisse Nova (Lux) • Audited Annual Report as at 31.10.2020

Credit Suisse Nova (Lux) Global Senior Loan Fund Page 50

Statement of Investments in Securities

Breakdown by Country Statement of Investments in Securities USA 73.34 Quantity / Valuation % of net Description Nominal (in USD) assets Netherlands 5.14 Securities listed on a stock exchange or other organised markets: Shares (and equity-type securities) Luxembourg 5.00 Shares (and equity-type securities) France 3.72 USD TALOS ENERGY INC 79,551 523,445.58 0.01 United Kingdom 3.23 EUR TECHNICOLOR (wts) 31.12.2024 684,660 0.00 0.00

Germany 2.91 Shares (and equity-type securities) 523,445.58 0.01 Securities listed on a stock exchange or other organised markets: Canada 1.25 Shares (and equity-type securities) 523,445.58 0.01

Sweden 0.88 Securities listed on a stock exchange or other organised markets: Bonds

Ireland 0.76 Bonds Denmark 0.64 USD ACRISURE LLC / FIN INC -144A- 7%/17- 6,909,000 6,903,403.71 0.12 15.11.2025 Australia 0.37 USD ALPHA 2 BV -144A- 8.75%/18-01.06.2023 11,325,000 11,387,967.00 0.21 USD ALTICE FINANCE -144A- 7.5%/16-15.05.2026 3,000,000 3,131,610.00 0.06 Cayman Islands 0.33 USD ALTICE FINANCING SA -144A- 5%/20- 975,000 946,237.50 0.02 15.01.2028 Montenegro 0.28 EUR ALTICE FRANCE HOLDING S.A. 4%/20- 500,000 522,726.44 0.01 15.02.2028 Austria 0.20 USD AMC ENTERTAINMENT HLDGS 12%/20- 1,376,000 77,000.96 0.00 15.06.2026 Finland 0.19 USD AMC ENTERTAINMENT HLDGS -144A- 6,700,000 3,718,500.00 0.07 10.5%/20-15.04.2025 Jersey 0.19 EUR ANACAP FINANCE frn 17-30.07.2024 1,885,000 1,695,793.70 0.03 Italy 0.10 EUR ARROW GLOBAL FINANCE FRN 17-01.04.2025 6,000,000 6,471,277.58 0.12 EUR AUTODIS SA (reg. -S-) FRN 16-01.05.2022 2,634,000 2,596,768.49 0.05 Malta 0.10 EUR AVANTOR INC 4.75%/17-01.10.2024 3,000,000 3,617,942.56 0.07 USD BAUSCH HEALTH COMPANIES -144A- 78,000 78,016.38 0.00 Norway 0.04 5.875%/15-15.05.2023 USD BAUSCH HEALTH COS INC -144A- 5%/19- 3,430,000 3,387,502.30 0.06 Spain 0.03 30.01.2028 Belgium 0.01 USD BORGWARNER INC 5%/20-01.10.2025 9,117,000 10,586,022.21 0.19 EUR CENTURION BIDCO SPA 5.875%/20- 1,000,000 1,133,177.73 0.02 Total 98.71 30.09.2026 EUR CHEPLAPHARM ARZNEIMITTEL 4.375%/20- 250,000 288,445.98 0.01 15.01.2028 USD CINEMARK USA 5.125%/12-15.12.2022 6,169,000 5,351,792.57 0.10 USD CLEVELAND-CLIFFS INC -144A- 4.875%/17- 3,900,000 3,919,500.00 0.07 15.01.2024 Breakdown by Economic Sector USD CLEVELAND-CLIFFS INC -144A- 9.875%/20- 650,000 743,236.00 0.01 17.10.2025 Multiple economic sectors 87.04 USD COMMSCOPE FINANCE LLC -144A- 6%/19- 2,235,000 2,318,633.70 0.04 01.03.2026 Financial, investment and other div. companies 3.82 USD COMMSCOPE FINANCE LLC -144A- 8.25%/19- 1,975,000 2,045,053.25 0.04 01.03.2027 Investment trusts/funds 2.13 USD COMMSCOPE TECHNOLOGIES FINANCE - 6,300,000 5,904,486.00 0.11 144A- 5%/17-15.03.2027 Lodging and catering industry, leisure facilities 0.74 USD COMPASS DIVERSIFIED HOLD -144A- 8%/18- 12,450,000 13,119,561.00 0.24 01.05.2026 Vehicles 0.60 USD COOPER STANDARD AUTOMOTIVE -144A- 25,520,000 17,098,400.00 0.30 5.625%/16-15.11.2026 USD CSC HOLDINGS LLC -144A- 5.375%/18- 250,000 265,455.00 0.00 Chemicals 0.57 01.02.2028 USD DIAMOND SPORTS GR/DIAMON -144A- 10,175,000 5,951,154.00 0.11 Non-ferrous metals 0.55 5.375%/19-15.08.2026 Pharmaceuticals, cosmetics and medical products 0.53 EUR EIRCOM FINANCE DAC 2.625%/19-15.02.2027 500,000 560,059.88 0.01 EUR EIRCOM FINANCE DAC 3.5%/19-15.05.2026 500,000 583,368.53 0.01 Mechanical engineering and industrial equipment 0.47 USD ENERSYS -144A- 5%/15-30.04.2023 800,000 830,000.00 0.01 USD EXTENDED STAY AMERICA -144A- 4.625%/19- 975,000 956,796.75 0.02 Telecommunication 0.43 01.10.2027 Miscellaneous services 0.36 EUR FEDERAL MOGUL (reg. -S-) FRN 17-15.04.2024 2,000,000 2,157,069.23 0.04 EUR FEDERAL-MOGUL 4.875%/17-15.04.2022 400,000 456,658.48 0.01 Petroleum 0.30 USD FORD MOTOR CREDIT 5.875%/11-02.08.2021 3,000,000 3,066,870.00 0.06 EUR GAMMA BIDCO SPA FRN/20-15.07.2025 1,000,000 1,098,337.07 0.02 Real estate 0.28 EUR GARFUNKELUX HOLDCO 3 (reg. -S-) FRN 17- 2,200,000 2,562,285.60 0.05 01.09.2023 Internet, software and IT services 0.28 EUR GARFUNKELUX HOLDCO 3 SA FRN/20- 1,000,000 1,127,167.10 0.02 01.05.2026 Insurance companies 0.12 USD GATEWAY CASINOS & ENTERT -144A- 3,575,000 3,020,606.88 0.05 8.25%/17-01.03.2024 Banks and other credit institutions 0.12 USD GEMS MENASA KY LTD/GEMS -144A- 2,750,000 2,723,820.00 0.05 7.125%/19-31.07.2026 Healthcare and social services 0.10 EUR GETLINK SE 3.5%/20-30.10.2025 550,000 643,108.44 0.01 Aeronautic and astronautic industry 0.09 EUR GRIFOLS 3.2%/17-01.05.2025 1,000,000 1,163,918.12 0.02 EUR GRP ECORE HOLD SAS FRN/18-15.11.2023 100,000 81,876.14 0.00 Mining, coal and steel industry 0.09 USD GTT ESCROW -144A- 7.875%/16-31.12.2024 12,266,000 5,774,710.14 0.10 EUR HOUSE OF FINANCE NV/THE 4.375%/19- 400,000 421,922.65 0.01 Miscellaneous trading companies 0.05 15.07.2026 USD INTL FC STONE INC -144A- 8.625%/20- 6,072,000 6,444,820.80 0.12 Biotechnology 0.02 15.06.2025 EUR JAMES HARDIE INTL FIN 3.625%/18- 1,500,000 1,776,734.06 0.03 Electronics and semiconductors 0.01 01.10.2026 Traffic and transportation 0.01 EUR KAPLA HOLDING SAS 3.375%/19-15.12.2026 1,850,000 1,971,347.29 0.04 EUR KRONOS INTERNATIONAL INC 3.75%/17- 4,000,000 4,590,068.13 0.08 15.09.2025 Total 98.71 EUR LINCOLN FINANCING SARL 3.625%/19- 1,425,000 1,586,825.36 0.03 01.04.2024 EUR LORCA TELECOM BONDCO 4%/20-18.09.2027 500,000 591,522.48 0.01 EUR LOUVRE BIDCO SAS 6.5%/20-30.09.2024 5,000,000 5,796,351.84 0.10 EUR NIDDA BONDCO GMBH 5%/17-30.09.2025 3,000,000 3,398,449.88 0.06 USD NUMERICABLE-SFR -144A- 7.375%/16- 5,750,000 6,002,942.50 0.11 01.05.2026 USD OWENS & MINOR INC 4.375%/14-15.12.2024 21,421,000 21,491,689.30 0.38 USD PANTHER BF AGGREGATOR 2 -144A- 8.5%/19- 1,000,000 1,043,740.00 0.02 15.05.2027 EUR PAPER INDUSTRIES FRN/20-01.03.2025 2,679,333 2,348,688.37 0.04 USD PENINSULA PACIFIC ENTERT -144A- 8.5%/20- 13,500,000 14,049,990.00 0.25 15.11.2027

Credit Suisse Nova (Lux) Global Senior Loan Fund Page 51

Statement of Investments in Securities (Continued)

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

USD PENSKE AUTOMOTIVE GROUP 5.5%/16- 2,614,000 2,697,308.18 0.05 USD AIRXCEL, INC 20-30.10.2020 1,250,000 1,090,625.00 0.02 15.05.2026 USD AKORN OPERATING COMP TL 20-01.10.2025 5,709,420 5,718,954.35 0.10 USD PIONEER ENERGRY SERVICES CORP cv 5%/20- 2,318,000 741,760.00 0.01 03.09.2025 EUR AL ALPINE AT BIDCO GMBH TL 18-210926 5,000,000 5,300,067.50 0.10 USD PIONEER ENERGY SERVICES -144A- FRN/20- 545,868 419,062.86 0.01 EUR AL ALPINE AT BIDCO GMBH 18-03.10.2025 5,000,000 5,426,279.00 0.10 15.05.2025 USD AL AQUA MERGER SUB INC 1L 19-13.12.2023 4,556,554 4,442,640.36 0.08 USD PRISO ACQUISITION -144A- 9%/15-15.05.2023 19,794,000 19,548,950.28 0.34 USD AL AQUA MERGER SUB INC 1L 19-13.12.2023 1,736,102 1,692,699.49 0.03 EUR Q-PARK HOLDING BV FRN/20-01.03.2026 7,300,000 7,377,469.14 0.13 USD AL AQUA MERGER SUB INC 20-13.12.2023 1,088,692 1,072,361.42 0.02 USD RADIOLOGY PARTNERS INC -144A- 9.25%/20- 2,640,000 2,813,157.60 0.05 USD ALERA GROUP INTERMEDIATE 20-01.08.2025 6,764,315 6,561,385.86 0.12 01.02.2028 USD ALKERMES INC 2023 TL 18 - 22.03.2023 13,736,644 13,599,277.90 0.25 USD REICHHOLD INDUSTRIES DEFAULTED -144A- 347,724 4,694.27 0.00 9%/12-08.05.2017 USD ALLIANCE LAUNDRY SYSTEMS LLC 20- 6,854,464 6,785,919.64 0.12 EUR SASU NEWCO SAB 20 SAS 4.25%/17- 500,000 549,855.79 0.01 30.09.2027 30.09.2024 USD ALLIANT HOLDINGS B 18-12.08.2025 44,250,295 42,550,640.89 0.77 EUR SCHUMANN (reg. -S-) 7%/16-31.07.2023 4,000,000 3,136,515.88 0.06 USD ALLIED UNIVERSAL HOLDCO LLC 19- 29,808,162 29,164,007.94 0.53 USD SHELF DRILL HOLD LTD -144A- 8.25%/18- 12,250,000 4,101,177.50 0.07 27.06.2026 15.02.2025 EUR ALLNEX SARL B1 16-13.09.2023 17,309,556 19,364,983.19 0.35 USD SIX FLAGS ENTERTAINMENT -144A- 7,822,000 7,266,403.34 0.13 USD ALLNEX SARL B-2 17-13.09.2023 5,167,809 5,006,315.19 0.09 4.875%/16-31.07.2024 USD ALLNEX SARL B-2 17-13.09.2023 2,195,277 2,126,674.82 0.04 USD SIX FLAGS ENTERTAINMENT -144A- 5.5%/17- 10,650,000 9,892,039.50 0.18 15.04.2027 USD ALLNEX USA B-3 17-13.09.2023 3,893,394 3,771,725.20 0.07 USD SIX FLAGS THEME PARKS -144A- 7%/20- 1,740,000 1,842,329.40 0.03 USD ALLNEX USA B-3 17-13.09.2023 1,653,901 1,602,216.91 0.03 01.07.2025 GBP ALLOY FINCO LIMITED GBP 1L 20-06.03.2025 5,788,980 2,095,934.79 0.04 USD SOLERA LLC / SOLERA FINA -144A- 10.5%/16- 8,514,000 8,837,787.42 0.16 USD ALLOY FINCO LIMITED USD 1L 20-06.03.2025 2,490,118 639,138.70 0.01 01.03.2024 EUR SOLOCAL GROUP FRN/20-15.03.2025 1,155,527 1,103,732.81 0.02 GBP ALLOY TOPCO LIMITED GBP 1L 20-06.03.2024 5,261,028 5,986,471.71 0.11 EUR SOLOCAL GROUP 0%/17-15.03.2022 8,330,240 8,096,777.83 0.15 USD ALLOY TOPCO LIMITED USD 1L 20-06.03.2024 2,260,384 1,910,024.50 0.03 USD STARWOOD PROPERTY TRUST -144A- 10,750,000 10,628,095.00 0.19 USD ALMONDE LLC 17-13.06.2024 40,489,611 38,150,121.32 0.69 5.5%/20-01.11.2023 USD ALPHA 3 B.V. B-1 17 - 31.01.2024 20,795,707 20,392,893.77 0.37 USD STARWOOD PROPERTY TRUST 3.625%/18- 3,948,000 3,949,105.44 0.07 USD ALTICE FINANCING 17-22.03.2025 3,334,981 3,173,100.85 0.06 01.02.2021 USD ALTICE FRANCE S.A. B 18-13.01.2026 4,974,619 4,820,704.56 0.09 EUR STYROLUTION 2.25%/20-16.01.2027 3,400,000 3,703,652.22 0.07 USD ALTISOURCE SOLUTIONS B2 18-29.03.2024 18,902,061 13,349,580.76 0.24 USD SUMMIT MATERIALS LLC/FIN -144A- 4,773,000 4,829,989.62 0.09 5.125%/17-01.06.2025 USD ALTRA INDUSTRIAL MOTION 19-01.10.2025 4,202,335 4,111,732.31 0.07 EUR SYNLAB BONDCO PLC FRN/20-01.07.2025 4,300,000 5,046,170.97 0.09 USD AMC ENTERTAINMENT INC B 19-20.03.2026 3,584,595 1,996,690.90 0.04 EUR SYNLAB UNSECURED BONDCO -144A- 500,000 591,685.56 0.01 USD AMENTUM GOVERNMENT SERVICES 12,450,820 12,170,676.21 0.22 8.25%/15-01.07.2023 03.02.2027 USD TALOS PRODUCTION LLC/FIN 11%/18- 6,939,229 6,557,571.41 0.12 USD AMERICAN AIRLINES B 17-14.12.2023 3,028,971 2,503,717.44 0.05 03.04.2022 USD AMERICAN AIRLINES 18-26.06.2025 50,345,250 31,528,712.74 0.57 USD TASEKO MINES LTD -144A- 8.75%/17- 31,972,000 30,758,342.88 0.55 USD AMERICAN AXLE & MANUFACT B 17- 15,720,779 15,170,552.00 0.27 15.06.2022 15.04.2024 EUR TECHEM VERWALTUNGSGESELL 2%/20- 2,000,000 2,208,322.63 0.04 USD AMERICAN BATH GROUP LLC 16-27.09.2024 2,450,000 2,443,875.00 0.04 15.07.2025 USD TELENET FINANCE LUX NOTE -144A- 5.5%/17- 8,200,000 8,606,392.00 0.16 USD AMERICAN BATH GROUP 18-29.09.2023 7,741,677 7,712,336.40 0.14 01.03.2028 EUR AMMERAAL BELTECH HOLDING B 18- 5,000,000 5,515,739.48 0.10 USD TRANSDIGM INC (subordinated) 5.5%/20- 1,450,000 1,413,938.50 0.03 26.09.2025 15.11.2027 USD ANCHOR GLASS CONTAINER CORP TL 16- 3,902,500 1,471,983.98 0.03 USD TRANSDIGM INC (subordinated) 7.5%/19- 3,000,000 3,098,910.00 0.06 02.12.2024 15.03.2027 USD ANCHOR GLASS CORP 17-07.12.2023 24,948,652 18,569,031.91 0.34 USD TRIMAS CORP -144A- 4.875%/17-15.10.2025 23,737,000 24,113,231.45 0.43 USD ANCHOR GLASS CORP 17-07.12.2023 4,203,255 3,128,440.66 0.06 EUR UNILABS SUBHOLDING AB 5.75%/17- 1,000,000 1,167,156.40 0.02 USD ANCHOR GLASS CORP 17-07.12.2023 180,254 134,161.21 0.00 15.05.2025 EUR APCOA PARKING HOLDINGS 1L 20-20.03.2024 1,000,000 1,129,904.50 0.02 EUR UNITED GROUP BV FRN/20-15.02.2026 8,025,000 8,780,408.95 0.16 USD APPLECARAMEL BUYER, LLC TL 20- 21,738,462 21,400,645.82 0.39 EUR UNITED GROUP BV 3.125%/20-15.02.2026 3,450,000 3,757,514.89 0.07 08.10.2027 EUR UNITED GROUP BV 3.625%/20-15.02.2028 5,000,000 5,443,809.99 0.10 USD APPLIED SYSTEMS INC 1L 20-19.09.2024 1,205,155 1,197,899.76 0.02 EUR UPCB FINANCE VII LTD 3.625%/17-15.06.2029 1,000,000 1,164,850.00 0.02 USD ARAMARK SERVICES INC 19-10.12.2026 2,615,797 2,480,115.31 0.04 USD VALEANT PHARMACEUTICALS -144A- 2,500,000 2,756,100.00 0.05 USD ARISTOCRAT INTL PTY LTD B-3 18-21.10.2024 14,162,761 13,773,284.97 0.25 9.25%/18-01.04.2026 USD ARUBA INVESTMENTS, INC. USD TL 20- 3,221,477 3,197,315.46 0.06 USD VENATOR FIN SARL/VENATOR -144A- 8,386,000 7,246,091.02 0.13 28.10.2027 5.75%/17-15.07.2025 USD ASCEND PERF. MATERIALS OP. B 19- 22,620,297 22,507,195.96 0.41 USD VENATOR FIN SARL/VENATOR -144A- 5,000,000 5,293,100.00 0.10 14.08.2026 9.5%/20-01.07.2025 USD ASCENSUS A&Q 1L TL 20-28.08.2025 7,485,283 7,373,003.96 0.13 EUR VERISURE MIDHOLDING AB 5.75%/17- 1,250,000 1,451,111.89 0.03 01.12.2023 GBP ASMODEE GROUP B 18-17.10.2025 829,981 983,331.21 0.02 EUR VIRGIN MEDIA FINANCE PLC 3.75%/20- 1,600,000 1,774,131.78 0.03 EUR ASMODEE GROUP B 18-23.10.2025 1,776,159 1,948,711.36 0.04 15.07.2030 GBP ASMODEE GROUP FACILITY B 18-22.10.2025 1,170,019 1,386,195.75 0.03 USD W & T OFFSHORE INC -144A- 9.75%/18- 17,000,000 11,100,320.00 0.20 EUR ASMODEE GROUP TL 18-23.10.2025 2,503,841 2,747,086.01 0.05 01.11.2023 USD ASSUREDPARTNERS CAPITAL TERM LOAN B 17,607,535 16,969,261.88 0.31 20-11.02.2027 Bonds 445,450,433.48 8.04 Securities listed on a stock exchange or other organised markets: USD ASSUREDPARTNERS INC 20-13.02.2027 4,554,038 4,522,160.18 0.08 Bonds 445,450,433.48 8.04 USD ATHENAHEALTH TL 19-05.02.2026 38,123,528 37,265,748.45 0.67 USD ATKORE INTERNATIONAL 16-22.12.2023 40,589,678 40,356,287.63 0.73 Securities listed on a stock exchange or other organised markets: Investment funds EUR AURIS LUXEMBOURG III N 18-20.07.2025 2,000,000 2,172,165.69 0.04 Fund units (Open-End) USD AURIS LUXEMBOURG III TLB2 19-27.02.2026 6,649,145 6,194,808.76 0.11 USD AVANTOR, INC. TERM LOAN B 20-30.10.2027 19,116,930 18,925,760.66 0.34 EUR CREDIT SUISSE NOVA (LUX) - EUROPEAN 99,844 113,767,388.69 2.05 USD AVANTOR PERFORMANCE MATERIALS 17- 9,719,340 9,618,064.00 0.17 SENIOR LOAN FUND -DBH- USD 20.09.2024 USD AVOLON TLB BORROWER 1L 20-10.02.2027 14,010,003 13,367,084.09 0.24 Fund units (Open-End) 113,767,388.69 2.05 Securities listed on a stock exchange or other organised markets: USD AXALTA COATING SYSTEMS US B-2 17- 38,394,317 37,194,494.16 0.67 03.06.2024 Investment funds 113,767,388.69 2.05 USD BAUSCH HEALTH COMPANIES B 18- 4,214,146 4,110,562.18 0.07 14.11.2025 Securities not listed on a stock exchange USD BC EQUITY VENTURES LLC 19-04.09.2026 11,700,000 9,667,125.00 0.17 Bonds USD BC EQUITY VENTURES 1L 19-05.09.2025 10,108,938 8,788,508.59 0.16 USD BCP RAPTOR 17-24.06.2024 8,663,442 7,104,022.78 0.13 USD VALITAS HEALTH SERVICES INC CORIZON 1,457,599 1,333,557.61 0.02 HEALTH INC 0% 260222 USD BEACON ROOFING SUPPLY B 17-02.01.2025 16,517,438 15,967,737.38 0.29 USD BELRON FINANCE US LLC TL B 19-30.10.2026 11,910,000 11,552,700.00 0.21 Bonds 1,333,557.61 0.02 USD BERRY GLOBAL (PLASTICS) 20-01.07.2026 9,028,465 8,728,449.51 0.16 USD BERRY GLOBAL TL W 19-01.10.2022 12,050,000 11,909,015.00 0.21 Term Loans USD BERRY GLOBAL TL W 19-01.10.2022 4,109,893 4,061,807.16 0.07 USD ABB/Con-cise Optical LLC B 16-14.06.2023 16,367,534 14,205,709.70 0.26 USD BLACKSTONE CQP HOLDCO LP B 19- 7,567,959 7,390,111.52 0.13 USD ABC SUPPLY TL 19-15.01.2027 33,218,977 32,206,795.14 0.58 07.06.2024 USD ACPRODUCTS INC 1L 20-14.08.2025 7,744,821 7,809,335.79 0.14 USD BLACKSTONE MORTGAGE TRUST 19- 5,115,000 4,893,367.04 0.09 23.04.2026 USD ACRISURE LLC NEW 2020 1L TBL 20-05.22.205 35,388,931 34,042,736.31 0.61 USD Blitz F20-80 GmbH 20-10.01.2027 3,000,000 2,949,990.00 0.05 EUR ADEVINTA.A.EUR.T.1L.EUR. 20-22.10.2027 2,000,000 2,324,924.12 0.04 EUR BOELS RENTAL LTD 1L 20-08.05.2026 17,321,488 19,546,406.29 0.35 USD ADS WASTE HOLDINGS B 17-10.11.2023 4,332,342 4,319,171.18 0.08 USD BOYD CORPORATION B 18-14.08.2025 11,579,215 10,760,448.61 0.19 USD ADVANCED DISPOSAL SERVICES 18- 1,124,561 1,121,142.62 0.02 USD BRAND ENERGY AND INF. SERVICES 17- 16,505,130 15,329,139.48 0.28 10.11.2023 17.06.2024 GBP AIR BIDCO LIMITED TL B 19-21.09.2026 4,975,000 6,143,475.44 0.11 USD BRIGHT HORIZONS FAMILY SOL 17-31.07.2022 2,487,113 2,401,929.77 0.04 USD AIRX HOLDINGS TL 18-25.04.2025 5,620,625 5,277,766.88 0.10

Credit Suisse Nova (Lux) Global Senior Loan Fund Page 52

Statement of Investments in Securities (Continued)

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

USD BROOKFIELD WEC HOLDINGS 1L 20- 35,346,244 34,468,243.27 0.62 USD EVERGREEN SKILLS LUX SARL 1L 20- 1,341,024 1,343,263.92 0.02 01.08.2025 27.12.2025 USD BROOKS AUTOMATION B 17-27.09.2024 2,580,456 2,528,846.69 0.05 USD EVERGREEN SKILLS LUX SARL 1L 20- 3,436,336 3,396,234.14 0.06 EUR CAB 1L 20-25.04.2026 2,500,000 2,875,723.44 0.05 28.04.2025 USD EWT HOLDINGS III 20-20.12.2024 4,974,611 4,865,815.83 0.09 USD CAESARS RESORT COLLECTION 17-01.11.2024 16,464,066 15,398,511.77 0.28 USD EXC HOLDINGS III CORP 1L 20-02.12.2024 4,228,424 4,172,059.26 0.08 USD CALLAWAY GOLF CO 18-141225 5,545,982 5,517,697.64 0.10 USD FERRO CORPORATION B1 18-14.02.2024 10,989,723 10,780,259.21 0.19 USD CAMELOT U.S. ACQUISITION 20-16.03.2021 12,918,182 12,762,130.18 0.23 EUR FINANCIERE HOLDING CEP TL 20-30.06.2027 6,000,000 6,980,363.63 0.13 USD CASMAR HOLDINGS PTY 18-08.12.2023 8,545,291 6,836,233.19 0.12 USD FLEX ACQUISITION COMPANY 16-29.12.2023 38,433,352 37,417,558.02 0.68 USD CENTURYLINK A TL B 20-15.03.2027 18,911,572 18,172,318.32 0.33 USD FLEX ACQUISITION COMPANY 18-20.06.2025 1,498,382 1,438,911.47 0.03 USD CENTURYLINK A TL B 20-28.01.2025 11,699,331 11,242,004.09 0.20 USD FLEXERA SOFTWARE LLC 19-26.02.2025 15,842,915 15,635,056.19 0.28 USD CERIDIAN LLC 1L 20-30.04.2025 15,124,083 14,599,428.15 0.26 USD FLIGHT BIDCO INC. 1L 19-23.07.2025 4,273,946 4,088,286.18 0.07 EUR CEVA SANTE ANIMALE SA 19-27.03.2026 4,000,000 4,635,264.31 0.08 USD FLY FUNDING II SARL 19-09.08.2025 2,722,175 2,346,733.05 0.04 USD CHANGE HEALTHCARE 17-01.03.2024 37,430,168 36,489,922.08 0.66 USD FLYNN RESTAURANT GROUP LP 1L 19- 10,888,608 10,279,498.89 0.19 USD CHARTER COMM OPERATING TL B 19- 1,645,631 1,601,923.37 0.03 27.06.2025 01.02.2027 USD FLYNN RESTAURANT GRP LTD 2L 20- 1,545,000 1,313,250.00 0.02 USD CHARTER COMMUNICATION TL B1 19- 1,940,043 1,896,702.52 0.03 29.06.2026 30.04.2025 USD FOREST CITY ENTERPRISES TL 19-07.12.2025 11,205,333 10,816,619.68 0.20 USD CHI OVERHEAD DOORS TERM LOAN 20- 11,875,397 11,786,331.20 0.21 31.07.2025 USD FRONERI INTL LTD 1L 20-29.01.2027 6,733,125 6,471,139.11 0.12 USD CHROMAFLO TECHNO CORP 16-01.11.2023 3,996,571 3,836,708.10 0.07 EUR FRONERI LUX FINCO SARL 1L 20-01.02.2027 14,000,000 15,859,432.75 0.29 USD CHROMAFLO TECHNO CORP 16-01.11.2024 893,924 728,548.20 0.01 EUR FUGUE FINANCE BV 1L 20-01.09.2024 4,000,000 4,469,156.70 0.08 USD CHROMAFLO TECHNOLOGIE CORP B-2 16- 5,196,819 4,988,946.38 0.09 EUR FUGUE FINANCE B.V. 17-02.09.2024 17,000,000 18,993,915.97 0.34 03.11.2022 EUR GALILEO GLOBAL EDUCATION TLB 19- 2,000,000 2,271,084.75 0.04 USD CINEWORLD UK HOLDCO LIMITED 18- 16,011,941 8,903,920.20 0.16 10.01.2025 05.02.2025 USD GARRETT MOTION INC. TL 20-09.12.2020 5,360,000 5,360,000.00 0.10 USD CITCO FUNDING LLC TL 17-23.03.2022 17,052,181 16,561,931.21 0.30 USD GATEWAY CASINOS & ENTERTAIN B 19- 17,900,292 16,002,145.43 0.29 USD CITCO FUNDING LLC TL 17-28.09.2023 7,141,734 6,936,408.83 0.13 01.12.2023 USD CLEAR CHANNEL OUTDOOR HOLDINGS 19- 32,318,181 29,363,330.09 0.53 EUR GENESYS TELECOM LABO B-3 18-01.12.2023 2,830,343 3,267,252.82 0.06 07.08.2026 USD GFL ENVIRONMENTAL INC B 18-31.05.2025 4,318,764 4,274,367.00 0.08 EUR COBALT BIDCO TERM LOAN B 20-08.10.2027 2,000,000 2,309,315.13 0.04 USD GLASS CONTAINER ACQUISITION 20- 5,619,600 4,158,504.00 0.08 EUR COBHAM PLC EUR 1L 20-20.01.2027 10,000,000 11,387,923.06 0.21 07.12.2023 EUR COLOUROZ INV B4 15-07.09.2021 1,907,149 1,970,241.36 0.04 USD GLOBAL EDUCATION MNG TL 19-29.07.2026 10,182,375 9,868,452.45 0.18 USD COLOUROZ INVESTMENT B-2 18-07.09.2021 3,261,310 2,900,935.39 0.05 USD GO DADDY OPERATING COMP. B-1 17- 22,527,725 21,967,460.92 0.40 USD COLOUROZ INVESTMENT 1 GMBH C 17- 2,279,320 2,027,455.06 0.04 15.02.2024 07.09.2021 USD GOLDEN NUGGET INC 17-04.10.2023 17,235,522 15,145,715.08 0.27 USD COLOUROZ INVESTMENT 1 GMBH C 17- 539,006 479,446.25 0.01 USD GOLDEN NUGGET INC 19-04.10.2023 2,178,172 1,914,068.66 0.03 07.09.2021 USD GOLDEN NUGGET INC 19-04.10.2023 1,857,612 1,632,376.51 0.03 USD COLOUROZ INVESTMENT 2 LLC B-2 17- 14,464,695 12,866,345.96 0.23 07.09.2021 USD GRAFTECH FINANCE 18-03.02.2025 31,148,838 30,603,733.24 0.55 USD COMMERCE MERGER SUB 17-28.06.2024 8,991,292 8,699,074.65 0.16 USD GRANITE US HOLDINGS CORP B 20-30.09.2026 6,729,900 6,292,456.03 0.11 USD COMMSCOPE TL 19-06.02.2026 13,828,252 13,321,999.34 0.24 USD GREATBATCH LTD 19-09.07.2024 3,000,000 2,967,330.00 0.05 EUR COMPASS III B2 18-07.05.2025 12,500,000 13,620,299.84 0.25 USD GREATBATCH LTD 19-09.07.2024 2,000,000 1,978,220.00 0.04 EUR COMPASS III 2ND LIEN 18-30.04.2026 5,000,000 4,892,370.00 0.09 USD GREENROCK FINANCE INC 20-28.06.2024 5,018,857 4,756,621.44 0.09 USD CONSERVICE LLC 20-07.05.2027 4,000,000 3,910,000.00 0.07 USD GRIFOLIS WORLDWIDE TL B 19-08.11.2027 14,022,817 13,660,046.80 0.25 USD CORNERSTONE ONDEMAND INC. B 20- 6,973,938 6,904,198.37 0.12 EUR GTT COMMUNICATIONS 18-24.04.2025 3,860,506 4,195,887.59 0.08 22.04.2027 USD GTT COMMUNICATIONS 19-31.05.2025 7,415,302 6,309,531.94 0.11 USD CPM HOLDINGS INC 18-09.10.2025 2,307,028 2,128,648.50 0.04 EUR GVC HOLDINGS PLC B3 19-29.03.2024 38,500,000 44,030,963.07 0.79 USD CPM HOLDINGS INC 2L 18-26.10.2025 1,977,011 1,802,381.62 0.03 USD H.B. FULLER COMPANY 17-21.10.2024 9,750,681 9,567,855.48 0.17 EUR CRH EUROPEAN DISTRIBUTION A 20- 25,000,000 28,420,592.73 0.51 EUR HESTIAFLOOR 2 DASU 20-08.03.2027 10,000,000 11,491,944.16 0.21 06.11.2025 USD HNC HOLDINGS B 16-05.10.2023 6,980,994 6,906,855.67 0.12 EUR CRH EUROPEAN DISTRIBUTION 1L 19- 3,000,000 3,437,763.56 0.06 04.11.2026 GBP HOLLAND&BARETT B-1 17-30.08.2024 6,498,242 6,647,042.51 0.12 EUR CRH EUROPEAN DISTRIBUTION 2L 19- 6,500,000 7,420,094.50 0.13 EUR HOLLAND&BARETT B-2 17-30.08.2024 9,998,728 9,246,917.50 0.17 04.11.2027 USD HORNBLOWER SUB LLC 20-02.11.2025 32,187,010 31,221,399.99 0.56 USD CROWN FINANCE US INC TL 19-20.09.2026 12,454,710 6,850,090.41 0.12 USD HORNBLOWER SUB 19-27.04.2025 6,384,259 4,536,398.78 0.08 USD CS INTERMEDIATE HOLDCO 2 B-1 16- 26,085,877 22,284,903.77 0.40 02.11.2023 USD HUB INTERNATIONAL LIMITED B 18-21.04.2025 37,317,175 35,835,310.02 0.65 USD CSC HOLDINGS LLC 16-17.07.2025 36,010,211 34,691,876.89 0.63 USD HUB INTERNATIONAL 20-19.11.2020 6,718,876 6,676,076.34 0.12 EUR CTC ACQUICO GMBH 17-07.03.2025 20,849,483 23,085,794.58 0.42 USD HUDSON RIVER TRADING 20-18.02.2027 12,084,145 11,912,912.55 0.21 USD CULLIGAN AL AQUA MERGER 20-16.04.2025 16,467,250 16,384,913.75 0.30 USD HYLAND SOFTWARE TL 18-01.07.2024 37,238,058 36,653,048.58 0.66 USD DAVITA INC TL A 19-12.08.2024 12,693,968 12,440,088.89 0.22 USD IG INVESTMENTS HOLDINGS 18-21.05.2025 22,882,917 22,377,662.09 0.40 USD DAVITA TL B 20-12.08.2026 7,441,864 7,270,701.26 0.13 EUR INEOS FINANCE PLC 17-01.04.2024 7,683,747 8,683,510.99 0.16 USD DAYCO PRODUCTS TERM LOAN 20-19.05.2023 3,526,023 2,199,356.72 0.04 USD INGERSOLL-RAND COMPANY LTD 20- 16,915,000 16,322,975.00 0.29 05.02.2027 USD DCG ACQUISITION CORP. DD 1L 20-300926 112,633 106,860.35 0.00 USD INOVALON HOLDINGS TL 20-02.04.2025 16,142,076 15,671,212.06 0.28 USD DCG ACQUISITION CORP. 1L 20-30.09.2026 10,332,129 9,802,607.42 0.18 USD INTERNATIONAL CAR WASH GRP LTD 17- 11,955,466 11,492,191.50 0.21 EUR DELACHAUX SA C 19-01.04.2026 5,000,000 5,575,962.22 0.10 03.10.2024 USD DELL INTERNATIONAL LLC A4 1L 19- 2,330,001 2,309,613.68 0.04 USD INTERNATIONAL CAR WASH GRP LTD 17- 7,500,000 6,956,250.00 0.13 20.12.2023 03.10.2025 USD DELTA AIR LINES, INC. TL 20-01.03.2021 13,677,254 13,611,740.06 0.25 USD INTRAWEST OPERATIONS GROUP 17- 44,451,647 42,618,016.56 0.77 EUR DIAMOND (BC) B.V. 17-06.09.2024 16,488,071 18,404,273.65 0.33 31.07.2024 USD IQVIA INC TL A 18-090623 1,718,829 1,698,065.65 0.03 USD DIAMOND SPORTS GROUP 1L B 19-17.07.2026 9,626,344 5,932,234.57 0.11 USD IRB HOLDING CORP B 20-05.02.2025 26,346,271 24,999,713.05 0.45 EUR DIAVERUM HOLDING SARL(AKA) B 17- 32,600,000 36,682,990.26 0.66 04.07.2024 USD ISTAR FINANCIAL 18-28.06.2023 1,524,205 1,508,962.89 0.03 USD DTZ US BORROWER TL B 19-21.08.2025 34,734,819 33,097,419.40 0.60 USD ISTAR FINANCIAL 18-28.06.2023 841,770 833,352.28 0.02 USD DUFF AND PHELPS C 2L 20-06.03.2028 5,958,952 5,958,951.82 0.11 USD ISTAR INC B 16-01.10.2021 8,417,849 8,333,670.91 0.15 USD DUFF AND PHELPS CORP 1L 20-04.03.2027 9,877,343 9,708,637.59 0.18 USD JACOBS DOUWE EGBERTS INTL B 19- 4,000,000 3,985,000.00 0.07 EUR DUFF AND PHELPS CORP 1L 20-04.03.2027 3,990,000 4,560,606.16 0.08 01.11.2025 EUR JADE GERMANY GmbH 17-31.05.2023 6,772,500 6,837,113.38 0.12 USD DYNACAST INTERNATIONAL B 15-28.01.2022 11,979,450 11,116,929.74 0.20 USD JAGUAR HOLDING COMPANY I 20-18.08.2022 23,329,677 23,136,040.79 0.42 USD DYNACAST INTERNATIONAL B 17-28.01.2022 8,280,169 7,683,997.07 0.14 EUR KETER GROUP BV B3 17-31.10.2023 15,250,000 16,742,534.66 0.30 USD DYNACAST INTERNATIONAL2ND LIEN 15- 2,919,387 1,693,244.60 0.03 30.01.2023 EUR KETER GROUP BV 16-31.10.2023 11,000,000 12,076,582.38 0.22 USD EAGLE HOLDING COMPANY II 18-18.08.2022 12,308,367 12,206,207.63 0.22 USD KINDERCARE (KUEGH) TL B 19-21.02.2025 23,499,538 21,331,235.40 0.38 USD EG AMERICA LLC 18-07.02.2025 3,552,847 3,395,207.27 0.06 USD KLOECKNER PENTAPLAST 2 17-30.06.2022 2,691,750 2,606,178.83 0.05 EUR EG FINCO LTD TL 18-07.02.2025 29,777,296 32,093,298.44 0.58 USD K-MAC HOLDINGS CORP 2L 19-16.03.2026 5,900,801 5,603,637.12 0.10 USD EG GROUP LIMITED TL NEW 18-01.04.2026 3,792,836 3,617,417.80 0.07 EUR KP GERMANY ERSTE GMBH 17-30.06.2022 14,464,063 16,121,958.02 0.29 USD ELECTRICAL COMPONENTS INT 18-23.06.2025 1,701,909 1,549,451.82 0.03 USD LANDRY S FINANCE ACQUISITION 1L 20- 2,713,406 3,106,849.50 0.06 USD ELECTRICAL COMPONENTS INT. 2L 18- 7,000,000 3,920,000.00 0.07 04.10.2023 22.06.2026 USD LANDRYS FINANCE ACQ 1L 20-04.10.2023 221,594 251,509.55 0.00 EUR ELSAN SAS FACILITY B3 1L EUR 19-31.10.2022 7,000,000 8,036,777.74 0.15 USD LBM BORROWER LLC 18-19.08.2022 11,416,218 11,409,139.64 0.21 USD EMERALD TOPCO 19-24.07.2026 6,203,008 5,970,394.74 0.11 USD LBM BORROWER LLC 18-20.08.2022 33,394,512 33,373,807.53 0.60 USD ENDO LUXEMBOURG FINANCE 17-29.04.2024 14,707,461 13,935,319.16 0.25 USD LBM BORROWER LLC 2L 20-20.08.2023 4,025,900 3,911,846.41 0.07 USD EPICOR SOFTWARE CORP 2L 20-30.07.2028 11,890,000 12,142,662.50 0.22 USD LEARNING CARE GROUP 20-13.03.2025 5,808,971 5,808,970.59 0.10 USD EPICOR SOFTWARE CORPORATION 1L 20- 38,210,000 38,028,502.49 0.69 USD LEARNING CARE GROUPE N2 B 18-12.03.2025 16,882,632 15,363,194.84 0.28 30.07.2027 USD LEVEL 3 FINANCING TLB 19-01.03.2027 41,312,202 39,804,307.06 0.72 USD ESH HOSPITALITY TL B 19-11.09.2026 3,112,664 3,003,721.18 0.05 USD LIFESCAN GLOBAL CORPORATION 18- 2,696,726 2,520,090.18 0.05 19.06.2024 The notes are an integral part of the financial statements. Any differences in the percentage of Net Assets are the result of roundings. Credit Suisse Nova (Lux) • Audited Annual Report as at 31.10.2020

Credit Suisse Nova (Lux) Global Senior Loan Fund Page 53

Statement of Investments in Securities (Continued)

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

USD LIONS GATE CAPITAL A 19-22.03.2023 4,575,000 4,392,000.00 0.08 USD PROJECT ALPHA INTERM TERM LOAN 19- 7,555,621 7,413,952.66 0.13 USD LS GROUP OPCO ACQUISITION 20-26.10.2027 4,669,811 4,623,113.22 0.08 26.04.2024 USD PROJECT ALPHA INTERMEDIATE 17- 18,203,166 17,830,000.68 0.32 EUR LSF10 IMPALA INVEST B 19-24.09.2025 4,000,000 4,545,850.42 0.08 26.04.2024 EUR LSF10 XL BIDCO SCA B3 19-27.10.2026 20,000,000 22,299,655.43 0.40 USD PROJECT LEOPARD HOLDINGS 1L 19- 7,372,871 7,216,197.40 0.13 USD MA FINANCECO B-3 17-21.06.2024 4,626,970 4,349,352.19 0.08 07.07.2023 EUR MA FINANCECO 17-21.06.2024 4,780,674 5,379,095.96 0.10 USD PROJECT LEOPARD HOLDINGS 1L 19- 1,636,141 1,601,373.30 0.03 07.07.2023 USD M/A-COM TSH 17-070524 25,883,080 24,964,230.42 0.45 USD PROJECT LEOPARD HOLDINGS 1L 20- 7,552,348 7,408,400.73 0.13 EUR MARKERMEER FINANCE BV TL B 20- 18,000,000 19,740,712.95 0.36 07.07.2023 22.01.2027 USD RADIOLOGY PARTNERS B 19-09.07.2025 18,392,963 17,316,974.21 0.31 EUR MASCOT BIDCO OY TL 19-30.03.2026 8,000,000 8,131,957.63 0.15 USD RADIOLOGY PARTNERS B 19-09.07.2025 1,496,212 1,408,683.71 0.03 EUR MASCOT BIDCO OY 1L 20-30.03.2026 2,000,000 2,189,918.00 0.04 USD RAVAGO HOLDINGS AMERICA 16-13.07.2023 491,742 488,054.07 0.01 USD MAVERICK TERM LOAN B 20-24.01.2025 5,694,159 5,452,156.80 0.10 USD RAVAGO HOLDINGS 16-13.07.2023 4,828,817 4,792,601.18 0.09 USD MAXLINEAR B 17-13.05.2024 4,988,235 4,925,882.35 0.09 EUR REFINITIV US HOLDINGS INC. 20-01.10.2025 10,000,000 11,457,814.06 0.21 USD MEGA BROADBAND INVESTMENTS 20- 10,600,000 10,504,600.00 0.19 19.10.2027 USD REFINITIV US HOLDINGS 20-01.10.2025 18,170,114 17,877,757.07 0.32 EUR MELITA BIDCO LIMITED 1L 20-30.07.2026 5,000,000 5,685,924.06 0.10 USD RESTAURANT BRANDS BURGER KING 19- 47,506,670 45,507,589.05 0.82 14.11.2025 USD MERLIN ENTERT. PLC DD 1L 19-16.10.2026 1,611,847 1,374,776.93 0.02 USD REYNOLDS GROUP 17-06.02.2023 18,698,207 18,326,860.81 0.33 USD MERLIN ENTERTAINMENTS PLC B 1L 19- 12,264,057 10,460,259.53 0.19 11.10.2026 USD REYNOLDS GROUP 17-06.02.2023 4,747,993 4,653,697.49 0.08 USD MESSER INDUSTRIES LLC 18-01.10.2025 2,472,399 2,404,853.53 0.04 USD REYNOLDS GROUP 20-01.03.2021 17,255,312 16,823,929.62 0.30 USD METRO-GOLDWYN-MAYER INC 2L 18- 14,312,676 13,919,077.47 0.25 USD ROBERTSHAW US HOLDING 18-16.02.2026 5,418,478 3,332,364.14 0.06 29.06.2026 USD RPI FINANCE TRUST (REMAIN CO.) 20- 5,233,024 5,201,939.71 0.09 USD MICRO FOCUS B2 20-29.05.2025 2,616,593 2,600,239.29 0.05 05.02.2027 EUR MICRO FOCUS GRP LTD 1L 20-29.05.2025 5,000,000 5,784,237.40 0.10 USD SAMSONITE IP HOLDINGS SARL AND TUMI INC. 8,569,432 8,333,772.44 0.15 (SARL & PTL ACQUISITION) 20-25.04.2025 USD MICRO HOLDING CORP SL B 17-15.09.2025 7,343,750 7,297,851.56 0.13 USD SBA SENIOR FINANCE II LLC B-2 18- 9,873,862 9,551,776.44 0.17 USD MICRO HOLDING CORP 17-13.09.2024 41,280,454 39,855,040.13 0.72 10.04.2025 USD MICROCHIP TECHNOLOGY TLB 18-23.05.2025 11,660,727 11,519,865.29 0.21 USD SCHENECTADY INTL GRP 18-17.08.2025 30,199,470 28,991,490.92 0.52 USD MILEAGE PLUS HOLDINGS LLC 1L 20- 2,505,811 2,542,922.53 0.05 USD SEATTLE SPINCO 17-30.06.2024 31,282,926 29,405,950.52 0.53 25.06.2027 USD SEDGWICK CLAIMS MANAGEMENT SERVICES 5,486,250 5,413,118.29 0.10 USD MINIMAX VIKING GMBH 18-01.07.2025 2,738,724 2,692,521.86 0.05 INC. 20-21.05.2025 USD MISTER CAR WASH HOLDINGS 1L 19- 14,934,736 14,085,397.16 0.25 USD SEDGWICK CMS HOLDING INC. 18-06.11.2025 12,815,217 12,279,413.12 0.22 08.05.2026 USD SERTA SIMMONS HOLDING LLC 1L 20- 15,139,589 15,127,023.51 0.27 USD MLN US HOLDCO LLC 18-11.07.2025 6,390,878 5,209,268.55 0.09 10.08.2023 USD MPH ACQUISITION (MULTIPLAN) 19-07.06.2023 23,941,400 23,607,896.13 0.43 USD SERTA SIMMONS HOLDINGS LLC 20- 36,176,622 30,750,128.60 0.55 USD MPH ACQUISITION (MULTIPLAN) 19-07.06.2023 5,000,000 4,930,350.00 0.09 10.08.2023 USD SERVICE LOGIC ACQUISITION 20-22.10.2027 3,638,543 3,615,801.95 0.07 EUR MSX INTERNATIONAL B3 19-08.01.2024 20,000,000 19,244,952.79 0.35 USD SERVICE LOGIC ACQUISITION 20-22.10.2027 1,049,580 1,043,019.80 0.02 USD MTN INFRASTRUCTURE TOPCO 1L 19- 11,640,528 11,338,572.88 0.20 15.11.2024 EUR SFR GROUP SA TLB-11 17-31.07.2025 15,027,391 16,626,972.46 0.30 EUR NEPTUNE BIDCO 1L 20-05.02.2027 12,000,000 13,231,903.90 0.24 USD SHAPE TECHNOLOGIES GRP 20-21.04.2025 8,560,652 6,459,696.92 0.12 EUR NETS HOLDING A/S B1E 17-29.11.2024 21,077,317 23,897,113.75 0.43 EUR SK SPICE B-1 17-11.08.2024 5,000,000 5,319,462.25 0.10 NOK NETS HOLDING A/S B1N 17-29.11.2024 112,500,000 11,416,098.06 0.21 EUR SOLENIS INTERNATIONAL LP 18-18.12.2023 11,271,022 12,810,669.99 0.23 USD NEW ARCLIN US HOLDING 17-14.02.2025 10,813,200 10,056,276.00 0.18 USD SOLENIS INTL 18-18.06.2024 7,097,593 6,742,712.94 0.12 USD NEW ARCLIN U.S. HOLDINGS CORP. 18- 7,211,738 7,076,517.72 0.13 USD SOLERA 1L B 19-03.03.2023 5,215,652 5,067,579.99 0.09 14.02.2024 USD SOLERA 17-03.03.2023 35,579,709 34,569,600.68 0.62 EUR NEWCO SAB BIDCO B 17-04.04.2024 5,000,000 5,627,681.56 0.10 USD SOTERA HEALTH HOLDING 1L 19-01.11.2029 38,884,233 38,722,085.62 0.70 USD NFP CORP 1L 20-03.02.2027 41,594,219 39,722,479.52 0.72 USD SOUTHERN GRAPHIC 18-30.12.2022 1,309,515 851,184.92 0.02 USD NICE SYSTEMS A 17-15.11.2021 9,505,263 9,410,210.53 0.17 USD SOUTHERN GRAPHIC 18-30.12.2022 1,132,534 736,147.26 0.01 EUR NIDDA HEALTHCARE HOLDING 1L 20- 20,500,000 23,309,423.13 0.42 21.08.2026 USD SOUTHERN GRAPHICS INC 18-30.12.2022 22,701,595 14,756,036.79 0.27 USD NOMAD FOODS EUROPE B-4 17-15.05.2024 15,675,688 15,293,671.93 0.28 USD SOUTHERN GRAPHICS 2ND LIEN 17- 11,881,401 3,653,530.86 0.07 01.12.2023 USD NORANDA ALUMINIUM ACQUISITIO B 12- 8,570,424 685,633.92 0.01 28.02.2019 USD SOUTHERN VETERINARY PARTNERS 20- 487,879 483,000.00 0.01 01.10.2027 USD NUMERICABLE-SFR TLB-12 17-31.01.2026 20,757,399 20,038,777.83 0.36 USD SOUTHERN VETERINARY PARTNERS 20- 3,537,121 3,501,750.00 0.06 EUR NUMERICABLE-SFR TLB-12 17-31.01.2026 12,551,310 13,919,784.30 0.25 02.10.2027 USD NUVEI TECHNOLOGIES CORP. 20-29.09.2025 652,490 650,858.71 0.01 EUR SPEEDSTER BIDCO GMBH 20-12.02.2027 14,500,000 16,126,037.79 0.29 EUR OBERTHUR TECHNOLOGIES GROUP B 17- 28,000,000 31,144,501.26 0.56 USD SS&C TECHNOLOGIES B-3 18-27.02.2025 23,658,933 22,964,069.86 0.41 10.01.2024 USD SS&C TECHNOLOGIES EUROPE B4 18- 16,622,048 16,133,858.47 0.29 USD Oberthur Technologies Group .17 -14.12.2023 10,075,079 9,666,635.72 0.17 28.02.2025 USD OMNITRACS 20-01.09.2030 6,181,818 6,079,447.27 0.11 EUR STARFRUIT FINCO B.V. EUR TL B 18- 23,000,000 26,240,447.82 0.47 USD OMNITRACS B 18-17.03.2025 9,251,164 8,876,491.57 0.16 19.09.2025 USD STARFRUIT FINCO B.V. TLB 18-19.09.2025 17,898,820 17,308,158.87 0.31 USD ONEX CARESTREAM FINANCE 1L 20- 6,872,279 6,597,387.74 0.12 28.02.2023 EUR STARS GROUP HOLDINGS BV 18-28.07.2025 10,143,631 11,820,770.66 0.21 USD ORION ENGINEERED CARBONS GMBH 17- 6,513,695 6,391,562.96 0.12 USD STARS GROUP HOLDINGS BV 19-10.07.2025 2,680,514 2,676,921.61 0.05 25.07.2024 USD STERICYCLE INC TL 20-17.11.2022 3,081,657 2,927,574.57 0.05 USD ORION ENGINEERED CARBONS GMBH 17- 778,017 763,429.33 0.01 25.07.2024 USD STERICYCLE INC TL 20-17.11.2022 944,504 897,278.41 0.02 EUR ORION ENGINEERED CARBONS 17-25.07.2024 4,885,856 5,529,429.25 0.10 USD STERICYCLE INC TL 20-17.11.2022 883,969 839,770.88 0.02 USD ORYX MIDSTREAM SERVICES B 19-11.05.2026 10,727,698 9,715,325.53 0.18 USD STS OPERATING INC. 18-11.12.2024 6,149,146 5,784,809.10 0.10 EUR PANTHER BF AGGREGATOR 1L 19-16.03.2026 29,002,558 32,924,849.30 0.59 USD STS OPERATING INC 18-27.04.2026 2,000,000 1,485,000.00 0.03 USD PANTHER BF AGGREGATOR 1L 19-16.03.2026 10,201,354 9,892,762.70 0.18 USD SUMMIT MATERIALS B 17-11.11.2024 19,973,535 19,549,096.89 0.35 USD PAYSAFE GROUP USD 2ND LIEN 17- 3,108,108 2,869,809.44 0.05 EUR SUNSHINE INVESTMENTS 17-31.03.2025 7,500,000 8,541,815.93 0.15 29.11.2025 USD SURF INTERMEDIATE (SOPHOS) TL 20- 2,493,750 2,412,079.69 0.04 USD PCI PHARMA SERVICES 20-15.03.2021 5,897,399 5,790,537.97 0.10 16.01.2027 USD PENN ENGINEERING & MANUF B 17- 7,339,390 7,155,905.51 0.13 USD SURGERY CENTER HOLDINGS 17-12.06.2024 11,181,984 10,579,163.38 0.19 27.06.2024 USD SYNEOS HEALTH INC 1L 19-26.03.2024 40,756,752 39,805,896.49 0.72 USD PES HOLDINGS A 18-02.01.2023 19,512,822 16,976,155.08 0.31 EUR SYNLAB BONDCO PLC B 17-01.07.2024 3,000,000 3,465,650.07 0.06 USD PES HOLDINGS C 18-31.12.2022 25,361,623 1,902,121.74 0.03 EUR TACKLE B 17-08.08.2022 8,283,564 9,448,118.43 0.17 USD PES HOLDINGS LLC A2 19-31.12.2022 17,719,090 13,820,890.28 0.25 EUR TECHEM GMBH 1L 20-31.07.2025 8,988,084 10,288,223.69 0.19 USD PG&E CORPORATION 20-18.06.2025 9,933,757 9,809,585.27 0.18 EUR TECHNICOLOR S.A. 20-31.12.2024 8,839,175 8,013,929.58 0.14 USD PGT INNOVATIONS INC. TL A 20-31.10.2022 8,437,500 7,956,562.50 0.14 USD TECHNICOLOR S.A. 20-31.12.2024 3,946,543 3,071,712.81 0.06 USD PLAYA RESORTS HOLDINGS 17-05.04.2024 8,674,692 7,265,054.36 0.13 USD TECHNICOLOR USA 1L 20-30.06.2024 3,166,780 3,360,745.00 0.06 USD PODS LLC B-4 TL 19-06.12.2024 4,367,279 4,272,640.29 0.08 USD TECHNICOLOR USA 20-30.06.2024 3,032,233 3,217,957.42 0.06 USD PQ CORPORATION B1 18-10.02.2025 13,705,216 13,289,125.73 0.24 USD TECTA AMERICA CORP 18-21.11.2025 6,436,984 6,050,764.62 0.11 USD PRESTIGE BRANDS B-4 17-26.01.2024 4,080,743 4,055,238.73 0.07 EUR TELE COLUMBUS AG A2 18-15.10.2024 5,617,508 6,112,072.16 0.11 USD PRINCE MINERALS INC TL 18-16.03.2025 18,629,077 16,789,455.99 0.30 EUR TELENET INTERNATIONAL FINANCE 20- 4,000,000 4,564,534.62 0.08 USD PRINCE MINERALS INC TL2 18-20.03.2026 4,344,794 3,932,038.62 0.07 30.04.2029 USD PRISO ACQUISITION B 17 - 09.05.2022 35,538,641 34,650,175.28 0.63 USD TELENET INTL FINANCE (USD) TL 20- 11,500,000 11,095,430.00 0.20 21.04.2029 USD PROAMPAC PG BORROWER LLC 17-20.11.2023 3,444,902 3,380,309.80 0.06 USD TEMPO ACQUISITION LLC 1L 20-02.11.2026 33,105,510 31,971,646.15 0.58 USD PROAMPAC PG BORROWER LLC 17-20.11.2023 955,953 938,028.71 0.02 USD THE ULTIMATE SOFTWARE GROUP B 19- 36,798,393 36,113,575.05 0.65 USD PROAMPAC PG BORROWER LLC 17-20.11.2023 838,616 822,891.48 0.01 08.04.2026 USD PROAMPAC PG BORROWER LLC 17-20.11.2023 635,392 623,478.23 0.01 USD THE ULTIMATE SOFTWARE TL 20-03.05.2027 2,460,000 2,496,900.00 0.05 USD PROAMPAC PG BORROWER LLC 17-20.11.2023 10,062 9,873.53 0.00 USD TI AUTOMOTIVE TL 20-01.12.2020 3,440,317 3,414,514.64 0.06 USD PROAMPAC PG BORROWER 17-18.11.2024 4,375,000 4,353,125.00 0.08 EUR TI GROUP AUTOMOTIVE SYSTEM 15- 21,646,726 24,994,555.42 0.45 USD PROAMPAC PG BORROWER 17-20.11.2023 1,640,804 1,610,039.18 0.03 30.06.2022

Credit Suisse Nova (Lux) Global Senior Loan Fund Page 54

Statement of Investments in Securities (Continued)

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

EUR TMF GROUP HOLDING BV 17-08.12.2025 1,000,000 1,074,574.13 0.02 Shares (and equity-type securities) EUR TMF GROUP HOLDING 17-02.12.2024 3,000,000 3,350,854.10 0.06 USD PIONEER ENERGY SERVICES CORP 25,858 19,393.50 0.00 USD TMS INTERNATIONAL CORP B-2 18-14.08.2024 7,209,889 6,885,444.03 0.12 USD REMAINCO LLC (EX UCI INTERNATIONAL) 199,641 1,960,474.62 0.04 USD TRANSDIGM INC. E 20-30.05.2025 11,395,625 10,704,024.50 0.19 USD TRANSDIGM TRANCHE F TERM LOAN 20- 4,174,764 3,921,147.12 0.07 30.12.2025 Shares (and equity-type securities) 1,979,868.12 0.04 Securities not listed on a stock exchange: Shares (and equity-type USD TRANSPLACE HOLDINGS INC 1L 19- 2,363,636 2,323,005.44 0.04 07.10.2024 securities) 13,824,993.01 0.25 USD TRANSPLACE INTERNATIONAL 17-29.09.2025 2,659,333 2,406,696.68 0.04 Securities not listed on a stock exchange: Bonds USD TRAVERSE MIDSTREAM PARTNERS 1L 19- 9,529,378 8,763,597.30 0.16 27.09.2024 Bonds USD TRONOX FINANCE LLC 17-23.09.2024 26,327,835 25,749,676.11 0.46 USD TRUGREEN LIMITED PARTNERSHIP 20- 4,081,818 4,000,181.80 0.07 EUR ALTICE FRANCE HOLDING S.A. 8%/20- 500,000 612,961.54 0.01 30.10.2028 15.05.2027 USD TRUGREEN LIMITED PARTNERSHIP1L 20- 5,358,683 5,305,096.06 0.10 EUR PAPER INDUSTRIES FNC (subordinated) FRN/20- 1,345,549 76,991.38 0.00 30.10.2027 04.02.2028 USD UFC HOLDINGS LLC TL 19-29.04.2026 5,777,470 5,654,698.35 0.10 EUR TECH 6 SAS - EUR INCREMENTAL NEW MONEY 250,505 309,673.51 0.01 TRANCHE 1 NOTES 0%/20-300624 USD ULTIMATE SOFTWARE 20-18.06.2025 10,205,000 10,134,891.65 0.18 EUR TECH 6 SAS - EUR INCREMENTAL NEW MONEY 337,097 416,718.61 0.01 USD UNITED NATURAL FOODS 19-22.10.2025 21,079,543 20,719,504.57 0.37 TRANCHE 2 NOTES 0%/20-300624 USD UNITED SITE SERVICES 17-21.08.2024 3,861,818 3,659,072.73 0.07 EUR TECH 6 SAS - EUR NEW MONEY TRANCHE 1 5,099,394 6,303,856.18 0.11 USD UPC BROADBAND HOLDING BV 1L 20- 1,571,607 1,508,255.19 0.03 NOTES 0%/20-300624 30.04.2028 EUR TECH 6 SAS - EUR NEW MONEY TRANCHE 2 6,348,968 7,848,575.31 0.14 EUR UPC BROADBAND HOLDING BV 20-30.04.2029 3,000,000 3,400,861.11 0.06 NOTES 0%/20-300624 USD UPC BROADBAND HOLDING B1 1L 20- 8,432,399 8,211,048.30 0.15 20.08.2029 Bonds 15,568,776.53 0.28 EUR UPC BROADBAND NEWCO 20-31.01.2029 2,000,000 2,297,387.06 0.04 Securities not listed on a stock exchange: Bonds 15,568,776.53 0.28 EUR UPC BROADBAND TL 20-20.01.2029 2,000,000 2,297,387.06 0.04 USD UPC FINANCING PARTNERSHIP 1L 20- 8,432,399 8,211,048.30 0.15 Securities not listed on a stock exchange: Investment funds 20.01.2029 USD US FOODS INC B 16-270623 6,449,709 6,157,859.67 0.11 Fund units (Open-End) USD US FOODS INC B 17-27.06.2023 4,356,948 4,159,796.23 0.08 USD SOFTWARE LUXEMBURG HOLDING S.A. A 32,184 4,248,288.00 0.08 USD US FOODS TL B 19-15.08.2026 14,361,908 13,616,956.17 0.25 SHARES USD UTEX INDUSTRIES B 14-14.05.2021 25,724,095 7,614,332.18 0.14 USD UTEX INDUSTRIES INC DIP TL 20-08.02.2021 2,124,919 2,124,918.92 0.04 Fund units (Open-End) 4,248,288.00 0.08 USD UTEX INDUSTRIES INC EXIT TL 20-30.10.2024 1,487,443 1,487,443.24 0.03 Securities not listed on a stock exchange: Investment funds 4,248,288.00 0.08 USD VALEANT PHARMA INT. TLB 18-190525 4,297,142 4,191,517.82 0.08 USD VANTAGE SPECIALTY CHEMICALS 17- 5,782,176 4,475,173.30 0.08 Securities listed on a stock exchange or other organised markets: Certificates 20.10.2025 USD VEEAM (VS BUYER) LLC TERM LOAN B 20- 3,781,253 3,686,721.88 0.07 Certificates 19.02.2027 USD VERINT SYSTEMS 18-28.06.2024 6,759,641 6,658,246.22 0.12 USD SPRINT HOLDINGS G-24 1,471 0.00 0.00 EUR VERISURE HOLDING AB B1E 20-21.10.2022 8,461,345 9,690,317.38 0.17 USD SPRINT HOLDINGS H-24 133 0.00 0.00 USD VERTICAL US NEWCO INC. (THYSSENKRUPP) B 6,331,778 6,232,875.48 0.11 USD SPRINT HOLDINGS I-24 326 0.03 0.00 20-01.07.2027 USD VERTIV TLB 20-11.02.2025 31,798,563 31,170,541.27 0.56 Certificates 0.03 0.00 USD VFH PARENT B 19-24.01.2026 13,052,221 12,897,291.24 0.23 Securities listed on a stock exchange or other organised markets: USD VIRGIN MEDIA BRISTOL TL B 20-10.01.2029 16,067,360 15,743,120.43 0.28 Certificates 0.03 0.00 USD VIRGIN MEDIA BRISTOL TL 19-04.01.2028 1,000,000 964,380.00 0.02 Total of Portfolio 5,469,266,897.92 98.71 USD VIRTUS INVESTMENT PARTNERS 1L 17- 1,027,150 1,015,594.29 0.02 03.06.2024 Cash at banks and at brokers 360,104,780.10 6.50 USD VOUVRAY US FINANCE LLC 17-11.03.2024 17,051,129 13,044,113.42 0.24 USD WALTER INVESTMENT MANAGEMENT B 12- 23,854,256 7,037,005.37 0.13 Due to banks and to brokers -17.57 / 18.12.2020 EUR WATERLOGIC GROUP HOLDINGS 20- 2,000,000 2,193,808.60 0.04 Other net liabilities -288,464,127.64 -5.21 14.03.2025 USD WEBER-STEPHEN PRODUCTS LLC 20- 5,068,592 5,014,763.55 0.09 Total net assets 5,540,907,532.81 100.00 20.10.2027 GBP WEBHELP SAS B 19-10.08.2026 3,000,000 3,817,763.72 0.07 USD WESTERN DENTAL SERVICES INC 18- 3,422,756 3,183,162.92 0.06 30.06.2023 USD WESTERN DENTAL SERVICES 1 LIEN 19- 15,652,268 14,634,870.76 0.26 30.06.2023 USD WESTERN DIGITAL CORP A-1 19-27.02.2023 3,750,237 3,673,657.47 0.07 USD WILLIAM MORRIS ENDEAVOR 18-16.05.2025 46,810,192 39,654,785.79 0.72 USD WILSONART D 17-19.12.2023 24,050,435 23,650,957.38 0.43 EUR WITTUR HOLDING GMBH TL 19-23.09.2026 7,000,000 7,953,036.67 0.14 USD WME ENTERTAINMENT TL 20-01.05.2027 9,950,000 9,800,750.00 0.18 USD WMG ACQUISITION CORP E 18-01.11.2023 16,099,979 15,838,354.78 0.29 USD WMG ACQUISITION CORP E 18-01.11.2023 6,184,129 6,083,636.57 0.11 EUR XELLA INTERNATIONAL 17-11.04.2024 9,878,461 11,061,031.49 0.20 USD XPLORNET COMMUNICATIONS COV-LITE TLB 14,962,500 14,640,806.25 0.26 20-29.05.2027 USD XPO LOGISTICS B 18-14.02.2025 5,300,000 5,191,350.00 0.09 EUR ZARA UK MIDCO LIMITED B 18-05.02.2025 19,500,000 19,941,579.68 0.36 EUR ZAYO GROUP LLC TL 20-18.02.2027 15,920,000 18,069,304.16 0.33 USD ZAYO GROUP LLC 1L 20-19.02.2027 19,809,231 19,058,065.21 0.34 USD ZEKELMAN INDUSTRIES 1L 20-17.01.2027 41,655,650 40,393,067.31 0.73 USD ZEP INC 17-12.08.2024 15,440,839 14,514,388.94 0.26 USD ZEP 17-15.08.2025 2,250,000 1,935,000.00 0.03 EUR ZIGGO SECURED FINANCE TL H 19-17.01.2029 48,698,484 55,148,867.46 1.00

Term Loans 4,874,550,014.99 87.98

Securities not listed on a stock exchange 4,875,883,572.60 88.00

Securities not listed on a stock exchange: Shares (and equity-type securities)

Private Equities USD AKORN HOLDING COMPANY LLC 486,072 4,739,202.00 0.09 GBP ALLOY TOPCO LIMITED - PRIVATE EQUITY GBP 8,866,484 0.00 0.00 USD CIG SPECIAL PURPOSE SPC - CS NOVA - 100 7,105,922.89 0.12 UNDERLYING Philadelphia Energy Solutions Equity EUR LECTA TOPCO LIMITED - PRIVATE EQUITY EUR 4,036,648 0.00 0.00

Private Equities 11,845,124.89 0.21

Credit Suisse Nova (Lux) Portfolio Premium I Page 55

Technical Data and Notes

Technical Data

Valoren ISIN Management Fee Total Expense Ratio

B -Capitalisation USD 3634459 LU0337021249 0.46% 0.79%

Fund Performance

YTD Since Inception 2019 2018 2017 B - Capitalisation USD -2.12% / 23.25% -7.22% 22.41% Credit Suisse Nova (Lux) • Audited Annual Report as at 31.10.2020

Credit Suisse Nova (Lux) Portfolio Premium I Page 56

Statement of Net Assets in USD and Fund Evolution

31.10.2020 Assets Investments in securities at market value 123,439,096.44 Cash at banks and at brokers 4,417,752.05 Income receivable 89,525.78 127,946,374.27

Liabilities Provisions for accrued expenses 73,139.14 73,139.14

Net assets 127,873,235.13

Fund Evolution 31.10.2020 31.10.2019 31.10.2018

Total net assets USD 127,873,235.13 123,495,586.17 111,005,415.99

Net asset value per share B - Capitalisation USD 1,888.91 1,824.24 1,639.74

Number of shares outstanding at the end at the beginning Number of shares Number of shares of the year of the year issued redeemed

B -Capitalisation USD 67,696.964 67,696.964 0.000 0.000

The notes are an integral part of the financial statements. Credit Suisse Nova (Lux) • Audited Annual Report as at 31.10.2020

Credit Suisse Nova (Lux) Portfolio Premium I Page 57

Statement of Operations / Changes in Net Assets in USD

For the period from 01.11.2019 to 31.10.2020

Net assets at the beginning of the year 123,495,586.17

Income Dividends (net) 2,190,419.91 Bank interest 6,278.41 Securities lending income 27,676.88 2,224,375.20

Expenses Management fee 557,028.37 Depositary fee 71,032.77 Administration expenses 116,404.47 Printing and publication expenses 2,629.03 Interest and bank charges 3,685.46 Audit, control, legal, representative bank expenses 19,709.94 "Taxe d'abonnement" 59,294.58 829,784.62

Net income (loss) 1,394,590.58

Realised gain (loss) Realised gain on sales of investments 1,673,410.27 Realised loss on sales of investments -3,736,033.37 Realised gain on foreign exchange 29,133.48 Realised loss on foreign exchange -2,562.40 -2,036,052.02

Net realised gain (loss) -641,461.44

Change in net unrealised appreciation (depreciation) Change in unrealised appreciation on investments 14,870,435.43 Change in unrealised depreciation on investments -9,851,325.03 5,019,110.40

Net increase (decrease) in net assets as a result of operations 4,377,648.96

Subscriptions / Redemptions Subscriptions 0.00 Redemptions 0.00 0.00

Net assets at the end of the year 127,873,235.13

The notes are an integral part of the financial statements. Credit Suisse Nova (Lux) • Audited Annual Report as at 31.10.2020

Credit Suisse Nova (Lux) Portfolio Premium I Page 58

Statement of Investments in Securities

Breakdown by Country Statement of Investments in Securities USA 60.52 Quantity / Valuation % of net Description Nominal (in USD) assets Ireland 9.75 Securities listed on a stock exchange or other organised markets: Shares (and equity-type securities) Switzerland 7.50 Shares (and equity-type securities) Japan 3.68 CHF ABB (reg. shares) 47,000 1,140,956.13 0.89 Luxembourg 3.62 USD ABBVIE 10,000 851,000.00 0.67 EUR ADIDAS (reg. shares) 2,500 742,591.88 0.58 France 3.50 CHF ALCON INC 2,000 113,686.47 0.09 Germany 3.16 USD ALIBABA ADR 5,000 1,523,450.00 1.19 EUR ALLIANZ SE (reg. shares) (restricted) 5,000 879,811.21 0.69 United Kingdom 1.57 USD ALPHABET -A- 1,000 1,616,110.00 1.26 Netherlands 1.44 USD AMAZON.COM 500 1,518,075.00 1.19 USD APPLE 20,000 2,177,200.00 1.70 Cayman Islands 1.19 USD AT&T 50,000 1,351,000.00 1.06 EUR BASF (reg. shares) 16,000 877,271.83 0.69 Spain 0.60 EUR BNP PARIBAS -A- 22,500 782,473.43 0.61 Total 96.53 USD BRISTOL MYERS SQUIBB 15,000 876,750.00 0.69 GBP BRITISH AMERICAN TOBACCO 20,000 633,080.71 0.50 USD CISCO SYSTEMS 27,000 969,300.00 0.76 USD CITIGROUP 22,500 931,950.00 0.73 USD COCA-COLA 16,000 768,960.00 0.60 Breakdown by Economic Sector USD COLGATE-PALMOLIVE 15,000 1,183,350.00 0.93 EUR DEUTSCHE TELEKOM (reg. shares) 45,000 685,106.53 0.54 Investment trusts/funds 44.16 GBP DIAGEO 21,000 678,583.38 0.53 Pharmaceuticals, cosmetics and medical products 10.24 USD DUKE ENERGY 12,000 1,105,320.00 0.86 USD EDWARDS LIFESCIENCES 15,000 1,075,350.00 0.84 Food and soft drinks 5.62 USD FEDEX 10,000 2,594,700.00 2.02 EUR HEINEKEN 10,000 887,615.70 0.69 Internet, software and IT services 4.40 EUR IBERDROLA 65,000 766,616.91 0.60 Telecommunication 4.39 USD INTEL 25,000 1,107,000.00 0.87 USD JOHNSON & JOHNSON 9,000 1,233,990.00 0.97 Textiles, garments and leather goods 3.40 CHF KUEHNE & NAGEL INTERNATIONAL 6,200 1,238,571.56 0.97 Financial, investment and other div. companies 2.88 EUR L'OREAL 5,000 1,617,394.23 1.26 EUR LVMH MOET HENNESSY LOUIS VUITTON 2,600 1,218,409.80 0.95 Insurance companies 2.63 USD MEDTRONIC 12,500 1,257,125.00 0.98 USD MERCK & CO 12,000 902,520.00 0.71 Electronics and semiconductors 2.53 USD MICROSOFT 7,500 1,518,525.00 1.19 Computer hardware and networking 2.46 USD MONDELEZ INTERNATIONAL 25,000 1,328,000.00 1.04 CHF NESTLE (reg. shares) 11,000 1,237,349.60 0.97 Miscellaneous consumer goods 2.00 USD NEWMONT MINING 22,000 1,382,480.00 1.08 Tobacco and alcoholic beverages 1.72 USD NIKE -B- 20,000 2,401,600.00 1.87 CHF NOVARTIS (reg. shares) 13,500 1,052,980.03 0.82 Electrical appliances and components 1.55 USD NVIDIA 5,000 2,506,800.00 1.95 USD OTIS WORLDWIDE CORP 15,000 919,200.00 0.72 Banks and other credit institutions 1.34 USD PROCTER & GAMBLE 10,000 1,371,000.00 1.07 Retailing, department stores 1.19 GBP PRUDENTIAL 57,000 694,883.66 0.54 USD QUALCOMM 15,000 1,850,400.00 1.45 Miscellaneous services 1.19 CHF ROCHE HOLDINGS (cert. shares) 6,000 1,929,506.01 1.51 Precious metals and precious stones 1.08 EUR SIEMENS (reg. shares) 7,200 844,562.84 0.66 USD STARBUCKS 20,000 1,739,200.00 1.36 Traffic and transportation 0.97 CHF SWISS REINSURANCE 11,000 788,975.39 0.62 USD THERMO FISHER SCIENTIFIC 4,500 2,129,040.00 1.66 Mechanical engineering and industrial equipment 0.72 USD TYSON FOODS -A- 20,000 1,144,600.00 0.90 Chemicals 0.69 EUR UNILEVER 17,000 961,408.95 0.75 USD UNITEDHEALTH GROUP 7,500 2,288,550.00 1.79 Graphics publishing and printing media 0.68 USD VERIZON COMMUNICATIONS 30,000 1,709,700.00 1.34 Energy and water supply 0.60 EUR VIVENDI 30,000 866,298.95 0.68 CHF ZURICH INSURANCE GROUP (reg. shares) 3,000 995,029.39 0.78 Healthcare and social services 0.09 Shares (and equity-type securities) 66,965,409.59 52.37 Total 96.53 Securities listed on a stock exchange or other organised markets: Shares (and equity-type securities) 66,965,409.59 52.37

Securities listed on a stock exchange or other organised markets: Investment funds

Fund units (Open-End) USD CONSUMER STAPLES SELECT SECTOR SPDR 25,000 1,556,500.00 1.22 FUND USD CSIF 2 - CREDIT SUISSE (LUX) DIGITAL HEALTH 1,500 3,197,640.00 2.50 EQUITY FUND -SB- USD USD DB X-TRACKERS SICAV - DB X-TRACKER MSCI 62,000 1,433,750.00 1.12 CHINA INDEX UCITS ETF -1C- USD USD HEALTH CARE SELECT SECTOR SPDR FUND 30,000 3,049,800.00 2.39 USD INDUSTRIAL SECTOR SPDR TRUST 15,000 1,138,050.00 0.89 USD INVESCO QQQ TRUST SERIES 1 20,000 5,387,600.00 4.21 CHF ISHARES (CH) SMI(r) 10,000 1,081,330.74 0.85 USD ISHARES EDGE MSCI USA QUALITY -USD ACC- 150,000 1,203,667.95 0.94 USD USD ISHARES III MSCI AUSTRALIA 45,000 1,529,244.77 1.20 USD ISHARES MSCI EMERGING MARKETS UCITS ETF 40,000 1,212,148.00 0.95 USD ISHARES MSCI EMG MARKET ETF 90,000 4,023,900.00 3.15 EUR ISHARES MSCI EMU MID CAP UCITS ETF 30,000 1,309,677.49 1.02 USD ISHARES MSCI JAPAN UCITS ETF -USD ACC- 20,000 3,118,834.00 2.44 USD GBP ISHARES PLC - ISHARES CORE FTSE 100 400,000 2,843,690.95 2.22 UCITS ETF USD ISHARES S&P MID CAP 400 GROWTH ETF 16,000 969,440.00 0.76 USD SECTOR SPDR TRUST 50,000 1,436,000.00 1.12 USD SECTOR SPDR TRUST - CONSUMER 11,000 1,572,670.00 1.23 DISCRETIONARY SELECT SECTOR SPDR FUND USD SPDR DOW JONES INDUSTRIAL AVERAGE ETF 10,000 2,650,600.00 2.07 TRUST USD SPDR S&P 500 TRUST (units) 1 16,000 5,227,040.00 4.09 The notes are an integral part of the financial statements. Any differences in the percentage of Net Assets are the result of roundings. Credit Suisse Nova (Lux) • Audited Annual Report as at 31.10.2020

Credit Suisse Nova (Lux) Portfolio Premium I Page 59

Statement of Investments in Securities (Continued)

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

JPY TOPIX EXCHANGE TRADED FUND 300,000 4,709,202.95 3.68 USD UTILITIES SELECT SECTOR SPDR TRUST 20,000 1,248,400.00 0.98 USD VANGUARD FTSE FUNDS - EMERGING 150,000 6,574,500.00 5.13 MARKETS ETF

Fund units (Open-End) 56,473,686.85 44.16 Securities listed on a stock exchange or other organised markets: Investment funds 56,473,686.85 44.16

Total of Portfolio 123,439,096.44 96.53

Cash at banks and at brokers 4,417,752.05 3.45

Other net assets 16,386.64 0.02

Total net assets 127,873,235.13 100.00

Credit Suisse Nova (Lux) Supply Chain Finance High Income Fund Page 60

Technical Data and Notes

Technical Data

Valoren ISIN Management Fee Total Expense Ratio

DA -Distribution USD 41037927 LU1799126948 0.00% 0.09% DB -Capitalisation USD 41037932 LU1799127243 0.00% 0.09% IA - Distribution USD 41038093 LU1799128480 0.90% 1.04% IA5 -Distribution USD 41038089 LU1799129454 0.75% 0.88% IA10 - Distribution USD 41038076 LU1799130387 0.50% 0.63% IB -Capitalisation USD 41038102 LU1799128993 0.90% 1.04% IB5 - Capitalisation USD 41038100 LU1799129967 0.75% 0.89% IB10 - Capitalisation USD 41038075 LU1799130890 0.50% 0.64% IB25 - Capitalisation USD 41038046 LU1799131781 0.35% 0.49% DBH - Capitalisation CHF 41037933 LU1799127326 0.00% 0.12% EBH - Capitalisation CHF 41038074 LU1799128134 0.60% 0.78% IBH -Capitalisation CHF 41038113 LU1799129025 0.80% 1.02% DBH - Capitalisation EUR 41037935 LU1799127599 0.00% / EBH - Capitalisation EUR 41038077 LU1799128217 0.60% 0.78% IAH25 - Distribution EUR 41038070 LU1799131518 0.25% 0.47% IBH -Capitalisation EUR 41038114 LU1799129298 0.80% 1.02% IBH5 - Capitalisation EUR 41038107 LU1799130114 0.65% / IBH25 - Capitalisation EUR 41038052 LU1799131948 0.25% 0.47% IBH -Capitalisation GBP 41038115 LU1799129371 0.90% 1.11% IBH -Capitalisation JPY 46808289 LU1962447865 0.80% /

There is no management fee for the -DA-, -DB- and -DBH- shares. Credit Suisse Nova (Lux) Supply Chain Finance High Income Fund -IBH5- EUR was closed on 01.04.2020. Credit Suisse Nova (Lux) Supply Chain Finance High Income Fund -IBH- JPY was launched on 03.08.2020. Credit Suisse Nova (Lux) Supply Chain Finance High Income Fund -DBH- EUR was closed on 03.08.2020. No TER are disclosed for share-classes launched less than 6 months ago.

Fund Performance

YTD Since Inception 2019 DA -Distribution USD 5.55% 12.16% 5.32% DB -Capitalisation USD 5.55% 15.58% 5.32% IA - Distribution USD 4.72% 12.25% 4.32% IA5 -Distribution USD 4.85% 8.73% / IA10 - Distribution USD 5.06% 12.31% 4.74% IB - Capitalisation USD 4.71% 12.25% 4.32% IB5 - Capitalisation USD 4.84% 12.67% 4.48% IB10 - Capitalisation USD 5.06% 13.37% 4.74% IB25 - Capitalisation USD 5.19% 8.86% / DBH - Capitalisation CHF 4.12% 7.34% 1.85% EBH - Capitalisation CHF 3.55% 4.38% / IBH - Capitalisation CHF 3.34% 5.07% 1.00% DBH - Capitalisation EUR / / 2.22% EBH - Capitalisation EUR 3.68% 6.04% 1.55% IAH25 - Distribution EUR 3.99% 5.20% / IBH - Capitalisation EUR 3.47% 5.84% 1.34% IBH5 - Capitalisation EUR / / / IBH25 - Capitalisation EUR 3.94% 4.61% / IBH - Capitalisation GBP 4.02% 8.40% 2.53% IBH - Capitalisation JPY / 1.29% / Credit Suisse Nova (Lux) • Audited Annual Report as at 31.10.2020

Credit Suisse Nova (Lux) Supply Chain Finance High Income Fund Page 61

Technical Data and Notes

Distributions

Ex-Date Amount

DA-Distribution USD 03.12.2019 11.25 DA-Distribution USD 03.03.2020 11.36 DA-Distribution USD 02.06.2020 16.89 DA-Distribution USD 01.09.2020 17.81 IA-Distribution USD 03.12.2019 8.78 IA-Distribution USD 03.03.2020 8.92 IA-Distribution USD 02.06.2020 14.52 IA-Distribution USD 01.09.2020 15.35 IA5-Distribution USD 03.12.2019 9.17 IA5-Distribution USD 03.03.2020 9.30 IA5-Distribution USD 02.06.2020 14.90 IA5-Distribution USD 01.09.2020 15.73 IA10-Distribution USD 03.12.2019 9.81 IA10-Distribution USD 03.03.2020 9.94 IA10-Distribution USD 02.06.2020 15.53 IA10-Distribution USD 01.09.2020 16.38 IAH25-Distribution EUR 03.12.2019 2.46 IAH25-Distribution EUR 03.03.2020 3.71 IAH25-Distribution EUR 02.06.2020 10.10 IAH25-Distribution EUR 01.09.2020 14.54

Forward foreign exchange contracts

Purchases Sales Maturity Valuation Counterparty (in USD) USD 358,769,758 GBP -275,000,000 10.11.2020 3,155,500.08 CITIBANK N.A. LONDON EUR 13,436,400 USD -15,840,253 10.11.2020 -185,180.47 CREDIT SUISSE (SCHWEIZ) AG USD 8,380,833 ZAR -150,000,000 12.11.2020 -837,961.72 CREDIT SUISSE (SCHWEIZ) AG USD 175,138,250 AUD -245,000,000 10.11.2020 3,078,211.26 CREDIT SUISSE (SCHWEIZ) AG CHF 11,499,300 USD -12,553,574 10.11.2020 -3,433.74 CREDIT SUISSE (SCHWEIZ) AG JPY 834,716,700 USD -7,884,355 10.11.2020 101,314.83 CREDIT SUISSE (SCHWEIZ) AG GBP 1,804,300 USD -2,353,921 10.11.2020 -20,703.08 CITIBANK N.A. LONDON USD 5,540,858 EUR -4,700,000 10.11.2020 64,760.16 CREDIT SUISSE (SCHWEIZ) AG USD 4,781,506 EUR -4,000,000 12.11.2020 120,780.51 CITIBANK N.A. LONDON USD 5,927,900 EUR -5,000,000 12.11.2020 102,006.72 CREDIT SUISSE (SCHWEIZ) AG USD 1,522,027 CAD -2,000,000 12.11.2020 21,975.18 CREDIT SUISSE (SCHWEIZ) AG USD 644,968 HKD -5,000,000 12.11.2020 225.81 CITIBANK N.A. LONDON USD 5,914,735 EUR -5,000,000 12.11.2020 88,845.37 CREDIT SUISSE (SCHWEIZ) AG USD 3,658,536 SGD -5,000,000 12.11.2020 -3,126.71 CITIBANK N.A. LONDON Credit Suisse Nova (Lux) • Audited Annual Report as at 31.10.2020

Credit Suisse Nova (Lux) Supply Chain Finance High Income Fund Page 62

Technical Data and Notes

Forward foreign exchange contracts

Purchases Sales Maturity Valuation Counterparty (in USD) USD 1,323,374 NZD -2,000,000 12.11.2020 1,588.66 CITIBANK N.A. LONDON USD 35,779,290 EUR -30,000,000 12.11.2020 823,871.56 CREDIT SUISSE (SCHWEIZ) AG USD 1,537,099 CAD -2,000,000 12.11.2020 37,046.18 CITIBANK N.A. LONDON USD 3,381,485 NZD -5,000,000 12.11.2020 77,021.24 CITIBANK N.A. LONDON USD 257,949 HKD -2,000,000 12.11.2020 52.26 CREDIT SUISSE (SCHWEIZ) AG USD 1,289,653 HKD -10,000,000 12.11.2020 168.30 CITIBANK N.A. LONDON USD 5,914,350 EUR -5,000,000 12.11.2020 88,460.47 CREDIT SUISSE (SCHWEIZ) AG USD 5,932,390 EUR -5,000,000 12.11.2020 106,495.47 CREDIT SUISSE (SCHWEIZ) AG USD 14,580,740 AUD -20,000,000 12.11.2020 534,863.24 CITIBANK N.A. LONDON USD 1,527,395 CAD -2,000,000 12.11.2020 27,342.74 CREDIT SUISSE (SCHWEIZ) AG USD 5,921,040 EUR -5,000,000 12.11.2020 95,148.62 CREDIT SUISSE (SCHWEIZ) AG GBP 40,000,000 USD -52,717,560 12.11.2020 -991,240.00 CREDIT SUISSE (SCHWEIZ) AG CHF 11,637,800 USD -12,711,017 09.12.2020 1,755.40 CITIBANK N.A. LONDON EUR 14,834,000 USD -17,518,530 10.11.2020 -235,080.33 CITIBANK N.A. LONDON JPY 904,956,700 USD -8,529,459 09.12.2020 131,619.45 CITIBANK N.A. LONDON JPY 70,240,000 USD -661,795 10.11.2020 10,185.49 CITIBANK N.A. LONDON CHF 138,500 USD -151,145 10.11.2020 11.28 CITIBANK N.A. LONDON USD 5,899,865 EUR -5,000,000 12.11.2020 73,979.48 CREDIT SUISSE (SCHWEIZ) AG USD 32,579,375 GBP -25,000,000 12.11.2020 250,430.63 CREDIT SUISSE (SCHWEIZ) AG GBP 1,358,500 USD -1,772,496 09.12.2020 -15,399.95 CREDIT SUISSE (SCHWEIZ) AG EUR 38,199,000 USD -45,140,148 09.12.2020 -603,666.44 CITIBANK N.A. LONDON USD 5,952,540 EUR -5,000,000 12.11.2020 126,639.88 CREDIT SUISSE (SCHWEIZ) AG USD 5,933,250 EUR -5,000,000 12.11.2020 107,355.23 CREDIT SUISSE (SCHWEIZ) AG USD 1,289,683 HKD -10,000,000 12.11.2020 198.07 CITIBANK N.A. LONDON USD 1,289,687 HKD -10,000,000 12.11.2020 202.56 CREDIT SUISSE (SCHWEIZ) AG USD 11,895,550 EUR -10,000,000 12.11.2020 243,752.41 CREDIT SUISSE (SCHWEIZ) AG USD 2,275,974 CAD -3,000,000 12.11.2020 25,896.32 CREDIT SUISSE (SCHWEIZ) AG Credit Suisse Nova (Lux) • Audited Annual Report as at 31.10.2020

Credit Suisse Nova (Lux) Supply Chain Finance High Income Fund Page 63

Technical Data and Notes

Forward foreign exchange contracts

Purchases Sales Maturity Valuation Counterparty (in USD) USD 11,817,700 EUR -10,000,000 12.11.2020 165,923.99 CREDIT SUISSE (SCHWEIZ) AG USD 11,751,230 EUR -10,000,000 12.11.2020 99,472.41 CREDIT SUISSE (SCHWEIZ) AG USD 11,722,747 EUR -10,000,000 12.11.2020 70,997.32 CITIBANK N.A. LONDON USD 651,943 NZD -1,000,000 12.11.2020 -8,949.22 CITIBANK N.A. LONDON USD 13,985,496 EUR -12,000,000 12.11.2020 3,419.06 CREDIT SUISSE (SCHWEIZ) AG USD 2,329,630 EUR -2,000,000 12.11.2020 -715.80 CREDIT SUISSE (SCHWEIZ) AG USD 1,310,985 NZD -2,000,000 12.11.2020 -10,799.88 CITIBANK N.A. LONDON GBP 10,000,000 USD -12,735,560 12.11.2020 196,020.00 CREDIT SUISSE (SCHWEIZ) AG GBP 7,000,000 USD -9,036,797 12.11.2020 15,309.00 CREDIT SUISSE (SCHWEIZ) AG USD 3,936,521 NZD -6,000,000 12.11.2020 -28,834.45 CITIBANK N.A. LONDON USD 5,842,285 EUR -5,000,000 12.11.2020 16,415.45 CREDIT SUISSE (SCHWEIZ) AG USD 1,289,829 HKD -10,000,000 12.11.2020 344.30 CITIBANK N.A. LONDON USD 11,715,400 EUR -10,000,000 12.11.2020 63,652.35 CREDIT SUISSE (SCHWEIZ) AG USD 748,432 CAD -1,000,000 12.11.2020 -1,593.02 CREDIT SUISSE (SCHWEIZ) AG USD 645,020 HKD -5,000,000 12.11.2020 277.31 CREDIT SUISSE (SCHWEIZ) AG USD 754,505 CAD -1,000,000 12.11.2020 4,479.45 CREDIT SUISSE (SCHWEIZ) AG USD 7,161,427 AUD -10,000,000 12.11.2020 138,497.14 CITIBANK N.A. LONDON EUR 10,221,800 USD -12,030,735 10.11.2020 -121,070.07 CITIBANK N.A. LONDON EUR 38,492,200 USD -45,374,028 12.01.2021 -454,631.38 CITIBANK N.A. LONDON GBP 1,662,900 USD -2,146,301 12.01.2021 5,187.08 CITIBANK N.A. LONDON JPY 975,530,500 USD -9,217,501 12.01.2021 124,834.68 CREDIT SUISSE (SCHWEIZ) AG JPY 70,573,800 USD -666,384 09.12.2020 9,057.33 CREDIT SUISSE (SCHWEIZ) AG CHF 209,500 USD -228,482 10.11.2020 162.93 CREDIT SUISSE (SCHWEIZ) AG EUR 293,200 USD -345,292 09.12.2020 -3,447.92 CITIBANK N.A. LONDON JPY 70,573,800 USD -666,181 10.11.2020 8,992.61 CREDIT SUISSE (SCHWEIZ) AG CHF 11,847,300 USD -12,946,595 12.01.2021 10,547.80 CREDIT SUISSE (SCHWEIZ) AG GBP 163,000 USD -210,314 09.12.2020 511.76 CITIBANK N.A. LONDON Credit Suisse Nova (Lux) • Audited Annual Report as at 31.10.2020

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Technical Data and Notes

Forward foreign exchange contracts

Purchases Sales Maturity Valuation Counterparty (in USD) CHF 209,500 USD -228,663 09.12.2020 188.70 CREDIT SUISSE (SCHWEIZ) AG USD 1,290,107 HKD -10,000,000 12.11.2020 621.69 CREDIT SUISSE (SCHWEIZ) AG USD 759,365 CAD -1,000,000 12.11.2020 9,338.95 CREDIT SUISSE (SCHWEIZ) AG EUR 496,600 USD -586,485 10.11.2020 -7,884.52 UBS AG London/London Branch USD 5,867,186 EUR -5,000,000 12.11.2020 41,309.54 CITIBANK N.A. LONDON EUR 499,300 USD -588,668 10.11.2020 -6,921.55 CITIBANK N.A. LONDON USD 6,044,076 ZAR -100,000,000 12.11.2020 -101,096.49 UBS AG London/London Branch USD 737,042 SGD -1,000,000 12.11.2020 4,709.96 CREDIT SUISSE (SCHWEIZ) AG USD 1,140,095 SEK -10,000,000 12.11.2020 16,483.14 CITIBANK N.A. LONDON USD 1,290,127 HKD -10,000,000 12.11.2020 642.16 UBS AG London/London Branch EUR 352,900 USD -417,066 10.11.2020 -5,894.14 CREDIT SUISSE (SCHWEIZ) AG GBP 4,987,400 USD -6,493,739 10.11.2020 -44,318.03 CREDIT SUISSE (SCHWEIZ) AG USD 2,365,718 EUR -2,000,000 12.11.2020 35,362.19 CREDIT SUISSE (SCHWEIZ) AG USD 1,519,576 CAD -2,000,000 12.11.2020 19,523.68 CREDIT SUISSE (SCHWEIZ) AG USD 1,290,127 HKD -10,000,000 12.11.2020 642.49 UBS AG London/London Branch USD 5,872,885 EUR -5,000,000 12.11.2020 47,006.96 CREDIT SUISSE (SCHWEIZ) AG USD 4,867,381 ZAR -80,000,000 12.11.2020 -48,709.19 CREDIT SUISSE (SCHWEIZ) AG USD 2,584,490 GBP -2,000,000 12.11.2020 -1,823.86 CREDIT SUISSE (SCHWEIZ) AG USD 3,331,701 NZD -5,000,000 12.11.2020 27,237.02 CITIBANK N.A. LONDON Net unrealised gain on forward foreign exchange contracts 6,892,391.35 Credit Suisse Nova (Lux) • Audited Annual Report as at 31.10.2020

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Statement of Net Assets in USD and Fund Evolution

31.10.2020 Assets Investments in securities at market value 1,144,930,876.39 Cash at banks and at brokers 86,887,548.59 Income receivable 583,333.33 Net unrealised gain on forward foreign exchange contracts 6,892,391.35 1,239,294,149.66

Liabilities Due to banks and to brokers 1,914,937.64 Provisions for accrued expenses 641,845.86 Other liabilities 27,173.74 2,583,957.24

Net assets 1,236,710,192.42

The notes are an integral part of the financial statements. Credit Suisse Nova (Lux) • Audited Annual Report as at 31.10.2020

Credit Suisse Nova (Lux) Supply Chain Finance High Income Fund Page 66 Statement of Net Assets in USD and Fund Evolution

Fund Evolution 31.10.2020 31.10.2019 31.10.2018

Total net assets USD 1,236,710,192.42 2,326,818,905.50 401,678,197.45

Net asset value per share DA - Distribution USD 1,015.99 1,011.25 / DB - Capitalisation USD 1,155.83 1,087.15 1,029.77 IA - Distribution USD 1,013.52 1,008.78 1,012.94 IA5 - Distribution USD 1,013.90 1,009.17 / IA10 - Distribution USD 1,014.55 1,009.81 1,011.75 IB - Capitalisation USD 1,122.48 1,065.88 1,019.30 IB5 - Capitalisation USD 1,126.65 1,068.25 1,020.04 IB10 - Capitalisation USD 1,133.69 1,072.23 1,021.28 IB25 - Capitalisation USD 1,088.56 1,028.01 / DBH - Capitalisation CHF 1,073.39 1,028.53 1,009.21 EBH - Capitalisation CHF 1,043.75 1,006.77 / IBH -Capitalisation CHF 1,050.68 1,015.89 1,005.10 DBH - Capitalisation EUR / 1,021.89 / EBH - Capitalisation EUR 1,060.36 1,021.13 1,004.49 IAH25 - Distribution EUR 1,013.21 1,002.46 / IBH -Capitalisation EUR 1,058.36 1,021.65 1,007.04 IBH5 - Capitalisation EUR / 1,000.64 / IBH25 - Capitalisation EUR 1,046.05 1,004.24 / IBH -Capitalisation GBP 1,083.96 1,038.81 1,011.73 IBH - Capitalisation JPY 101,294.00 / /

The notes are an integral part of the financial statements. Credit Suisse Nova (Lux) • Audited Annual Report as at 31.10.2020

Credit Suisse Nova (Lux) Supply Chain Finance High Income Fund Page 67

Statement of Net Assets in USD and Fund Evolution

Number of shares outstanding at the end at the beginning Number of shares Number of shares of the year of the year issued redeemed

DA - Distribution USD 39,782.898 49,124.350 14,144.367 23,485.819 DB -Capitalisation USD 91,408.114 145,474.292 56,557.582 110,623.760 IA - Distribution USD 149,125.802 235,387.856 74,517.331 160,779.385 IA5 - Distribution USD 35,578.152 33,657.176 29,724.421 27,803.445 IA10 - Distribution USD 44,553.621 95,182.854 48,888.483 99,517.716 IB -Capitalisation USD 142,872.747 269,224.721 62,059.088 188,411.062 IB5 - Capitalisation USD 19,730.908 105,790.457 9,193.915 95,253.464 IB10 - Capitalisation USD 38,714.516 281,795.756 45,363.686 288,444.926 IB25 - Capitalisation USD 381,575.900 670,794.731 230,441.606 519,660.437 DBH - Capitalisation CHF 22,700.000 12,929.898 9,770.102 0.000 EBH - Capitalisation CHF 6,652.493 9,338.909 2,949.586 5,636.002 IBH - Capitalisation CHF 4,124.011 7,874.324 1,741.727 5,492.040 DBH - Capitalisation EUR 0.000 54,118.196 0.000 54,118.196 EBH - Capitalisation EUR 12,159.310 47,501.796 6,924.715 42,267.201 IAH25 - Distribution EUR 29,867.388 54,867.388 0.000 25,000.000 IBH - Capitalisation EUR 50,140.097 75,488.785 11,501.797 36,850.485 IBH5 - Capitalisation EUR 0.000 5,000.000 0.000 5,000.000 IBH25 - Capitalisation EUR 20,000.000 30,000.000 0.000 10,000.000 IBH - Capitalisation GBP 9,236.603 19,505.044 5,797.885 16,066.326 IBH - Capitalisation JPY 28,974.720 0.000 28,974.720 0.000

The notes are an integral part of the financial statements. Credit Suisse Nova (Lux) • Audited Annual Report as at 31.10.2020

Credit Suisse Nova (Lux) Supply Chain Finance High Income Fund Page 68

Statement of Operations / Changes in Net Assets in USD

For the period from 01.11.2019 to 31.10.2020

Net assets at the beginning of the year 2,326,818,905.50

Income Interest on investments in securities (net) 3,337,585.28 Bank interest 613,164.07 3,950,749.35

Expenses Management fee 8,554,971.34 Depositary fee 714,781.92 Administration expenses 514,071.70 Printing and publication expenses 25,551.56 Interest and bank charges 86,626.54 Audit, control, legal, representative bank expenses 337,821.90 "Taxe d'abonnement" 699,705.33 10,933,530.29

Net income (loss) -6,982,780.94

Realised gain (loss) Realised gain on sales of investments 100,445,702.64 Realised loss on sales of investments -32,760,021.74 Realised gain on forward foreign exchange contracts 92,501,803.71 Realised loss on forward foreign exchange contracts -82,518,469.42 Realised gain on foreign exchange 10,204,918.40 Realised loss on foreign exchange -12,021,910.88 75,852,022.71

Net realised gain (loss) 68,869,241.77

Change in net unrealised appreciation (depreciation) Change in unrealised appreciation on investments 17,294,980.28 Change in unrealised depreciation on investments -25,737,486.35 Change in unrealised appreciation on forward foreign exchange contracts 40,795,670.72 Change in unrealised depreciation on forward foreign exchange contracts -10,502,874.30 21,850,290.35

Net increase (decrease) in net assets as a result of operations 90,719,532.12

Subscriptions / Redemptions Subscriptions 677,748,423.40 Redemptions -1,842,679,493.01 -1,164,931,069.61

Distribution -15,897,175.59

Net assets at the end of the year 1,236,710,192.42

The notes are an integral part of the financial statements. Credit Suisse Nova (Lux) • Audited Annual Report as at 31.10.2020

Credit Suisse Nova (Lux) Supply Chain Finance High Income Fund Page 69

Statement of Investments in Securities

Breakdown by Country Statement of Investments in Securities Luxembourg** 84.24 Quantity / Valuation % of net Description Nominal* (in USD) assets USA 8.11 Securities listed on a stock exchange or other organised markets: Bonds Switzerland 0.23 Bonds Total 92.58 USD US TREASURY AG-2020 1.75%/15-31.12.2020 100,000,000 100,261,719.00 8.11

Bonds 100,261,719.00 8.11 Securities listed on a stock exchange or other organised markets: Bonds 100,261,719.00 8.11 Breakdown by Economic Sector Securities not listed on a stock exchange Receivables backed securities** 84.47 Receivables backed securities: multiple obligors notes Countries and central governments 8.11 GBP REHBEIN MULTI OBLIGOR PROGRAMME 20- 4,864,761 698,392.24 0.06 09.11.2020 Total 92.58 GBP REHBEIN MULTI OBLIGOR PROGRAMME 20- 4,840,848 694,959.26 0.06 09.11.2020 GBP REHBEIN MULTI OBLIGOR PROGRAMME 20- 4,787,235 687,262.50 0.06 09.11.2020 GBP REHBEIN MULTI OBLIGOR PROGRAMME 20- 3,985,659 572,187.07 0.05 09.11.2020 GBP REHBEIN MULTI OBLIGOR PROGRAMME 20- 2,382,776 342,074.97 0.03 09.11.2020 GBP REHBEIN MULTI OBLIGOR PROGRAMME 20- 2,348,397 337,139.33 0.03 09.11.2020 GBP REHBEIN MULTI OBLIGOR PROGRAMME 20- 2,257,884 324,145.15 0.03 09.11.2020 GBP REHBEIN MULTI OBLIGOR PROGRAMME 20- 2,208,636 317,075.03 0.03 09.11.2020 GBP REHBEIN MULTI OBLIGOR PROGRAMME 20- 2,186,514 313,899.17 0.03 09.11.2020 GBP REHBEIN MULTI OBLIGOR PROGRAMME 20- 2,161,161 310,259.45 0.03 09.11.2020 GBP REHBEIN MULTI OBLIGOR PROGRAMME 20- 2,111,229 303,091.14 0.02 09.11.2020 GBP REHBEIN MULTI OBLIGOR PROGRAMME 20- 2,096,136 300,924.36 0.02 09.11.2020 GBP REHBEIN MULTI OBLIGOR PROGRAMME 20- 2,055,384 295,073.95 0.02 09.11.2020 GBP REHBEIN MULTI OBLIGOR PROGRAMME 20- 2,040,525 292,940.77 0.02 09.11.2020 GBP REHBEIN MULTI OBLIGOR PROGRAMME 20- 2,035,575 292,230.15 0.02 09.11.2020 GBP REHBEIN MULTI OBLIGOR PROGRAMME 20- 4,846,896 1,388,206.13 0.11 09.12.2020 GBP REHBEIN MULTI OBLIGOR PROGRAMME 20- 4,490,073 1,286,007.96 0.10 09.12.2020 GBP REHBEIN MULTI OBLIGOR PROGRAMME 20- 4,342,545 1,243,754.28 0.10 09.12.2020 GBP REHBEIN MULTI OBLIGOR PROGRAMME 20- 4,147,219 1,187,810.40 0.10 09.12.2020 GBP REHBEIN MULTI OBLIGOR PROGRAMME 20- 4,073,895 1,166,809.86 0.09 09.12.2020 GBP REHBEIN MULTI OBLIGOR PROGRAMME 20- 2,577,348 738,181.78 0.06 09.12.2020 GBP REHBEIN MULTI OBLIGOR PROGRAMME 20- 2,450,763 701,926.40 0.06 09.12.2020 GBP REHBEIN MULTI OBLIGOR PROGRAMME 20- 2,331,810 667,856.91 0.05 09.12.2020 GBP REHBEIN MULTI OBLIGOR PROGRAMME 20- 2,307,240 660,819.78 0.05 09.12.2020 GBP REHBEIN MULTI OBLIGOR PROGRAMME 20- 2,279,061 652,748.98 0.05 09.12.2020 GBP REHBEIN MULTI OBLIGOR PROGRAMME 20- 2,230,578 638,862.91 0.05 09.12.2020 GBP REHBEIN MULTI OBLIGOR PROGRAMME 20- 2,225,817 637,499.30 0.05 09.12.2020 GBP REHBEIN MULTI OBLIGOR PROGRAMME 20- 2,212,380 633,650.79 0.05 09.12.2020 GBP REHBEIN MULTI OBLIGOR PROGRAMME 20- 2,170,638 621,695.41 0.05 09.12.2020 GBP REHBEIN MULTI OBLIGOR PROGRAMME 20- 2,121,210 607,538.67 0.05 09.12.2020 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,630,241 1,490,949.66 0.12 04.02.2021 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,271,951 1,287,853.31 0.10 04.02.2021 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 1,937,997 1,098,551.80 0.09 04.02.2021 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 1,927,116 1,092,383.88 0.09 04.02.2021 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 1,133,955 642,781.34 0.05 04.02.2021 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 1,114,740 631,889.31 0.05 04.02.2021 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 1,082,043 613,355.07 0.05 04.02.2021 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 6,217,659 2,654,144.22 0.21 06.01.2021 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 4,985,775 2,128,287.50 0.17 06.01.2021 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 4,964,895 2,119,374.41 0.17 06.01.2021 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 4,317,282 1,842,926.59 0.15 06.01.2021 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 3,790,161 1,617,913.42 0.13 06.01.2021 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,545,191 1,086,470.65 0.09 06.01.2021 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,348,343 1,002,441.75 0.08 06.01.2021 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,263,950 966,416.75 0.08 06.01.2021 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,236,644 954,760.59 0.08 06.01.2021 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,205,342 941,398.64 0.08 06.01.2021 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,162,907 923,284.33 0.07 06.01.2021 **Country and sector of the securitisation vehicles. *For Receivables backed securities, Nominal represents the Initial Nominal and does reflect the actual pay-downs. The notes are an integral part of the financial statements. Any differences in the percentage of Net Assets are the result of roundings. Credit Suisse Nova (Lux) • Audited Annual Report as at 31.10.2020

Credit Suisse Nova (Lux) Supply Chain Finance High Income Fund Page 70

Statement of Investments in Securities (Continued)

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

GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,128,689 908,677.63 0.07 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,488,446 2,797,832.99 0.23 06.01.2021 08.06.2021 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,095,145 894,359.06 0.07 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,469,339 2,776,350.20 0.22 06.01.2021 08.06.2021 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 4,577,274 3,882,211.95 0.31 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,439,909 2,743,261.18 0.22 07.04.2021 08.06.2021 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 3,057,201 2,592,963.03 0.21 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,318,292 2,606,523.62 0.21 07.04.2021 08.06.2021 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,888,829 2,450,158.42 0.20 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,310,291 2,597,527.87 0.21 07.04.2021 08.06.2021 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,691,279 2,282,606.52 0.18 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,280,996 2,564,590.43 0.21 07.04.2021 08.06.2021 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,679,480 2,272,599.21 0.18 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 1,575,855 1,771,780.10 0.14 07.04.2021 08.06.2021 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,594,727 2,200,716.01 0.18 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 4,006,251 5,074,493.41 0.42 07.04.2021 09.07.2021 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,506,329 2,125,741.29 0.17 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 3,491,046 4,421,912.14 0.37 07.04.2021 09.07.2021 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,461,266 2,087,521.14 0.17 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 3,082,329 3,904,213.25 0.32 07.04.2021 09.07.2021 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,390,652 2,027,629.93 0.16 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 3,059,010 3,874,676.37 0.31 07.04.2021 09.07.2021 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,378,655 2,017,454.67 0.16 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,733,714 3,462,642.18 0.28 07.04.2021 09.07.2021 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,370,123 2,010,218.27 0.16 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,715,453 3,439,511.99 0.28 07.04.2021 09.07.2021 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,296,242 1,947,556.15 0.16 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,619,639 3,318,149.77 0.27 07.04.2021 09.07.2021 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,290,653 1,942,815.84 0.16 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,514,726 3,185,262.36 0.26 07.04.2021 09.07.2021 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,290,581 1,942,754.77 0.16 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,463,858 3,120,830.72 0.25 07.04.2021 09.07.2021 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,106,657 1,786,759.75 0.14 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,447,937 3,100,664.48 0.25 07.04.2021 09.07.2021 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,022,696 1,715,548.39 0.14 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,426,832 3,073,931.96 0.25 07.04.2021 09.07.2021 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 6,317,865 6,233,824.65 0.51 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,386,206 3,022,473.28 0.24 07.05.2021 09.07.2021 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 4,706,703 4,644,094.36 0.39 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,288,340 2,898,511.92 0.23 07.05.2021 09.07.2021 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,971,107 2,931,585.29 0.24 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,240,982 2,838,526.19 0.23 07.05.2021 09.07.2021 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,754,189 2,717,552.92 0.22 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 1,885,032 2,387,664.30 0.19 07.05.2021 09.07.2021 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,737,881 2,701,462.02 0.22 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 20- 6,065,667 944,036.46 0.08 07.05.2021 02.12.2020 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,671,749 2,636,209.16 0.21 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 20- 5,753,538 895,457.92 0.07 07.05.2021 02.12.2020 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,623,698 2,588,797.34 0.21 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 20- 4,007,691 623,736.13 0.05 07.05.2021 02.12.2020 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,570,805 2,536,608.27 0.21 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 20- 3,884,598 604,578.58 0.05 07.05.2021 02.12.2020 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,540,601 2,506,805.89 0.20 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 20- 3,829,635 596,029.26 0.05 07.05.2021 02.12.2020 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,461,986 2,429,236.63 0.20 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 20- 3,659,733 569,586.38 0.05 07.05.2021 02.12.2020 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,439,540 2,407,089.34 0.19 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 20- 3,387,015 527,141.62 0.04 07.05.2021 02.12.2020 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,426,094 2,393,822.06 0.19 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 20- 3,330,567 518,356.29 0.04 07.05.2021 02.12.2020 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,365,551 2,334,084.57 0.19 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 20- 3,235,149 503,501.72 0.04 07.05.2021 02.12.2020 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,315,817 2,285,011.96 0.18 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 20- 2,825,757 439,786.09 0.04 07.05.2021 02.12.2020 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 3,624,696 2,558,006.25 0.21 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 20- 2,378,286 370,147.03 0.03 08.03.2021 02.12.2020 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 3,600,711 2,541,079.53 0.21 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 20- 2,193,237 341,343.97 0.03 08.03.2021 02.12.2020 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 3,466,071 2,446,062.04 0.20 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 20- 1,259,091 195,958.36 0.02 08.03.2021 02.12.2020 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 3,009,672 2,123,974.01 0.17 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 20- 1,238,112 192,693.30 0.02 08.03.2021 02.12.2020 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,702,691 1,907,332.49 0.15 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 20- 1,046,439 162,863.64 0.01 08.03.2021 02.12.2020 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,692,710 1,900,288.75 0.15 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 20- 965,025 150,191.46 0.01 08.03.2021 02.12.2020 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,647,053 1,868,067.86 0.15 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 20- 9,436,230 736,051.12 0.06 08.03.2021 03.11.2020 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,613,402 1,844,319.81 0.15 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 20- 9,219,753 719,165.34 0.06 08.03.2021 03.11.2020 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,578,716 1,819,841.35 0.15 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 20- 6,603,174 515,065.20 0.04 08.03.2021 03.11.2020 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,382,327 1,681,246.47 0.14 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 20- 6,358,023 495,942.76 0.04 08.03.2021 03.11.2020 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,338,794 1,650,524.53 0.13 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 20- 4,392,144 342,598.95 0.03 08.03.2021 03.11.2020 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,313,684 1,632,804.00 0.13 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 20- 4,181,499 326,168.08 0.03 08.03.2021 03.11.2020 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,305,557 1,627,068.65 0.13 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 20- 4,111,803 320,731.61 0.03 08.03.2021 03.11.2020 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,247,363 1,586,000.27 0.13 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 20- 1,932,543 150,743.51 0.01 08.03.2021 03.11.2020 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,236,617 1,578,416.58 0.13 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 6,968,480 3,608,003.27 0.29 08.03.2021 01.04.2021 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 4,458,402 5,012,712.42 0.42 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 7,813,854 3,601,614.13 0.29 08.06.2021 01.04.2021 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 3,640,230 4,092,816.92 0.33 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 5,275,752 2,731,575.67 0.22 08.06.2021 01.04.2021 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 3,249,684 3,653,715.25 0.30 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 4,864,984 2,518,896.25 0.20 08.06.2021 01.04.2021 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 3,163,788 3,557,139.27 0.29 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 3,987,981 1,838,167.02 0.15 08.06.2021 01.04.2021 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,986,623 3,357,948.02 0.27 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 2,175,007 1,493,330.28 0.12 08.06.2021 01.04.2021 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,706,264 3,042,731.92 0.25 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 2,881,341 1,328,087.07 0.11 08.06.2021 01.04.2021 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,570,292 2,889,854.85 0.23 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 2,549,784 1,320,177.28 0.11 08.06.2021 01.04.2021 GBP REHBEIN MULTI OBLIGOR PROGRAMME 21- 2,508,669 2,820,570.06 0.23 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 2,144,223 988,488.84 0.08 08.06.2021 01.04.2021

*For Receivables backed securities, Nominal represents the Initial Nominal and does reflect the actual pay-downs. The notes are an integral part of the financial statements. Any differences in the percentage of Net Assets are the result of roundings. Credit Suisse Nova (Lux) • Audited Annual Report as at 31.10.2020

Credit Suisse Nova (Lux) Supply Chain Finance High Income Fund Page 71

Statement of Investments in Securities (Continued)

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

AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 1,754,712 808,793.65 0.07 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 3,465,297 1,857,788.60 0.15 01.04.2021 04.05.2021 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 7,839,540 3,007,642.81 0.24 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 3,071,943 1,647,083.02 0.13 02.03.2021 04.05.2021 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 7,813,854 2,997,788.37 0.24 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 2,576,511 1,381,299.43 0.11 02.03.2021 04.05.2021 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 5,935,221 2,277,050.03 0.18 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 2,568,753 1,377,140.27 0.11 02.03.2021 04.05.2021 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 5,473,107 2,099,759.80 0.17 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 1,663,182 891,747.87 0.07 02.03.2021 04.05.2021 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 3,987,981 1,529,990.58 0.12 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 1,524,726 817,424.48 0.07 02.03.2021 04.05.2021 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 2,561,192 1,103,596.19 0.09 USD WINDERMERE DUTCH MRSA MULTI OBLIGOR 11,348,304 4,140,992.44 0.33 02.03.2021 PROGRAMME 2018 18-07.06.2021 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 2,549,784 1,098,680.59 0.09 USD WINDERMERE DUTCH MRSA MULTI OBLIGOR 1,418,538 1,350,988.07 0.11 02.03.2021 PROGRAMME 2018 21-07.09.2021 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 2,048,625 785,984.19 0.06 02.03.2021 Receivables backed securities: multiple obligors notes 385,533,338.91 31.17 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 1,959,021 751,606.33 0.06 02.03.2021 Receivables backed securities: single obligor notes AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 1,754,712 673,196.00 0.05 02.03.2021 USD ALSTON CONSTRUCTION COMPANY INC 20- 891,235 889,076.66 0.07 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 445,644 170,977.67 0.01 16.11.2020 02.03.2021 USD ALSTON CONSTRUCTION COMPANY INC 20- 135,877 135,478.02 0.01 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 7,421,895 4,534,971.01 0.38 18.11.2020 02.06.2021 SEK ASTRAZENECA AB 20-18.12.2020 7,846,391 876,306.35 0.07 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 5,701,149 3,482,668.53 0.28 GBP ASTRAZENECA UK LIMITED 20-02.11.2020 486,594 90,729.32 0.01 02.06.2021 GBP ASTRAZENECA UK LIMITED 20-04.11.2020 514,337 296,286.15 0.02 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 5,558,814 3,395,720.16 0.27 02.06.2021 GBP ASTRAZENECA UK LIMITED 20-16.11.2020 1,452,248 598,074.95 0.05 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 3,883,440 2,663,538.07 0.22 GBP ASTRAZENECA UK LIMITED 21-04.01.2021 843,304 1,080,194.67 0.09 02.06.2021 GBP ASTRAZENECA UK LIMITED 21-04.01.2021 186,009 238,675.68 0.02 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 4,306,815 2,630,909.85 0.21 USD AUTOMOTIVE ALLIANCE LLC 20-04.12.2020 157,507 156,126.37 0.01 02.06.2021 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 3,881,862 2,371,318.24 0.19 USD AUTOMOTIVE ALLIANCE LLC 20-06.11.2020 204,967 204,598.91 0.02 02.06.2021 USD AUTOMOTIVE ALLIANCE LLC 20-11.12.2020 157,506 155,849.55 0.01 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 2,884,527 1,762,074.87 0.14 USD AUTOMOTIVE ALLIANCE LLC 20-13.11.2020 199,646 198,935.69 0.02 02.06.2021 USD AUTOMOTIVE ALLIANCE LLC 20-18.12.2020 157,420 155,499.52 0.01 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 2,237,814 1,367,016.44 0.11 02.06.2021 USD AUTOMOTIVE ALLIANCE LLC 20-20.11.2020 194,359 193,324.54 0.02 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 2,235,699 1,365,724.44 0.11 USD AUTOMOTIVE ALLIANCE LLC 20-27.11.2020 189,044 187,711.88 0.02 02.06.2021 USD AUTOMOTIVE ALLIANCE LLC 20-29.12.2020 183,847 181,781.29 0.01 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 2,233,008 1,364,426.01 0.11 USD AUTOMOTIVE ALLIANCE LLC 21-01.04.2021 209,708 204,776.99 0.02 02.06.2021 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 1,269,189 775,311.18 0.06 USD AUTOMOTIVE ALLIANCE LLC 21-04.01.2021 210,031 207,441.36 0.02 02.06.2021 USD AUTOMOTIVE ALLIANCE LLC 21-05.02.2021 225,130 221,012.65 0.02 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 5,661,090 3,894,291.38 0.31 USD AUTOMOTIVE ALLIANCE LLC 21-05.03.2021 209,801 204,903.62 0.02 02.07.2021 USD AUTOMOTIVE ALLIANCE LLC 21-09.04.2021 167,825 163,668.41 0.01 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 4,735,584 3,257,631.29 0.26 02.07.2021 USD AUTOMOTIVE ALLIANCE LLC 21-09.04.2021 155,923 152,723.82 0.01 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 4,368,870 3,005,532.54 0.24 USD AUTOMOTIVE ALLIANCE LLC 21-12.02.2021 248,925 244,163.49 0.02 02.07.2021 USD AUTOMOTIVE ALLIANCE LLC 21-12.03.2021 209,842 204,682.77 0.02 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 3,959,311 2,707,323.56 0.22 USD AUTOMOTIVE ALLIANCE LLC 21-14.01.2021 155,965 154,181.08 0.01 02.07.2021 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 3,866,211 2,659,585.37 0.22 USD AUTOMOTIVE ALLIANCE LLC 21-15.01.2021 189,019 186,302.21 0.02 02.07.2021 USD AUTOMOTIVE ALLIANCE LLC 21-16.04.2021 157,333 153,271.72 0.01 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 3,610,068 2,458,759.12 0.20 USD AUTOMOTIVE ALLIANCE LLC 21-19.02.2021 215,067 210,591.09 0.02 02.07.2021 USD AUTOMOTIVE ALLIANCE LLC 21-19.03.2021 209,790 204,357.65 0.02 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 3,298,620 2,246,636.91 0.18 02.07.2021 USD AUTOMOTIVE ALLIANCE LLC 21-22.01.2021 157,426 154,966.23 0.01 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 2,807,856 1,931,537.82 0.16 USD AUTOMOTIVE ALLIANCE LLC 21-23.04.2021 188,789 183,715.26 0.01 02.07.2021 USD AUTOMOTIVE ALLIANCE LLC 21-26.02.2021 225,535 220,561.24 0.02 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 2,290,203 1,575,441.80 0.13 USD AUTOMOTIVE ALLIANCE LLC 21-26.03.2021 199,282 194,776.79 0.02 02.07.2021 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 2,287,179 1,573,361.57 0.13 USD AUTOMOTIVE ALLIANCE LLC 21-26.03.2021 153,600 151,845.62 0.01 02.07.2021 USD AUTOMOTIVE ALLIANCE LLC 21-29.01.2021 240,401 206,472.17 0.02 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 2,233,008 1,536,181.72 0.12 USD BAUERS INTELLIGENT TRANSPORTATION INC 27,202,813 4,677,727.46 0.37 02.07.2021 20-14.12.2020 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 982,521 675,918.15 0.05 USD BAUERS INTELLIGENT TRANSPORTATION INC 1,046,833 267,912.98 0.02 02.07.2021 21-01.01.2021 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 6,065,667 1,407,347.15 0.11 USD BAUERS INTELLIGENT TRANSPORTATION INC 2,353,481 2,325,697.40 0.19 04.01.2021 21-08.01.2021 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 5,753,538 1,334,927.44 0.11 USD BAUERS INTELLIGENT TRANSPORTATION INC 2,348,611 2,305,858.81 0.19 04.01.2021 21-10.02.2021 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 4,555,683 1,056,975.31 0.09 USD BAUERS INTELLIGENT TRANSPORTATION INC 2,322,132 2,211,885.07 0.18 04.01.2021 21-10.05.2021 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 4,396,365 1,020,011.55 0.08 USD BAUERS INTELLIGENT TRANSPORTATION INC 2,230,673 2,199,473.20 0.18 04.01.2021 21-13.01.2021 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 3,829,635 888,546.29 0.07 USD BAUERS INTELLIGENT TRANSPORTATION INC 321,597 306,142.23 0.02 04.01.2021 21-13.05.2021 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 3,659,733 849,125.87 0.07 USD BAUERS INTELLIGENT TRANSPORTATION INC 2,233,726 2,197,180.28 0.18 04.01.2021 21-26.01.2021 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 3,510,162 814,401.39 0.07 USD BAUERS INTELLIGENT TRANSPORTATION INC 2,218,354 2,187,143.07 0.18 04.01.2021 21-29.01.2021 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 3,110,706 721,722.62 0.06 USD BLACK BOX CORPORATION 19-24.12.2020 16,015,457 4,146,248.16 0.33 04.01.2021 USD BLACK BOX CORPORATION 21-21.09.2021 4,097,062 3,854,892.45 0.31 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 2,663,892 618,072.31 0.05 04.01.2021 USD BLACK BOX CORPORATION 21-23.06.2021 2,113,048 2,036,728.34 0.16 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 2,387,016 553,831.95 0.04 AUD BROAD CONSTRUCTION PTY LTD 21- 397,745 276,556.38 0.02 04.01.2021 04.01.2021 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 2,378,286 551,806.43 0.04 AUD BROAD CONSTRUCTION SERVICES (WA) PTY 299,515 208,336.91 0.02 04.01.2021 LTD 21-04.01.2021 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 2,358,243 547,141.81 0.04 USD BUDERIM GROUP LIMITED 20-01.12.2020 1,076,886 1,070,449.85 0.09 04.01.2021 USD BUDERIM GROUP LIMITED 20-04.11.2020 692,625 691,974.71 0.06 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 1,775,331 411,898.95 0.03 04.01.2021 AUD BUDERIM GROUP LIMITED 20-04.12.2020 1,081,977 755,012.50 0.06 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 1,745,739 405,033.24 0.03 AUD BUDERIM GROUP LIMITED 20-06.11.2020 1,111,057 779,249.47 0.06 04.01.2021 USD BUDERIM GROUP LIMITED 20-09.12.2020 540,100 536,056.74 0.04 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 1,046,439 242,793.24 0.02 USD BUDERIM GROUP LIMITED 20-23.12.2020 821,476 813,187.23 0.07 04.01.2021 AUD BUDERIM GROUP LIMITED 21-08.01.2021 1,127,710 781,944.78 0.06 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 1,037,628 240,742.64 0.02 04.01.2021 AUD BUDERIM GROUP LIMITED 21-22.01.2021 2,965,718 2,051,195.93 0.17 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 6,813,099 3,652,586.68 0.30 USD BUDERIM GROUP LIMITED 21-29.01.2021 1,486,660 1,465,710.67 0.12 04.05.2021 AUD CALIBRE GROUP LIMITED 20-02.11.2020 847,594 594,896.19 0.05 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 6,759,198 3,623,689.69 0.29 04.05.2021 AUD CALIBRE GROUP LIMITED 20-05.11.2020 655,141 459,570.46 0.04 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 5,163,876 2,768,417.83 0.22 AUD CALIBRE GROUP LIMITED 20-07.12.2020 923,430 644,035.13 0.05 04.05.2021 AUD CALIBRE GROUP LIMITED 20-09.12.2020 458,353 319,549.78 0.03 AUD SEAVIEW MULTI OBLIGOR PROGRAMME 21- 4,719,357 2,530,105.69 0.20 AUD CALIBRE GROUP LIMITED 20-11.11.2020 210,994 147,848.03 0.01 04.05.2021

Credit Suisse Nova (Lux) Supply Chain Finance High Income Fund Page 72

Statement of Investments in Securities (Continued)

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

AUD CALIBRE GROUP LIMITED 20-11.12.2020 876,015 610,509.54 0.05 USD FRESH RESULTS LLC 20-05.11.2020 369,055 368,639.53 0.03 AUD CALIBRE GROUP LIMITED 20-12.11.2020 1,011,314 708,521.33 0.06 USD FRESH RESULTS LLC 20-10.11.2020 220,520 220,065.07 0.02 AUD CALIBRE GROUP LIMITED 20-16.12.2020 561,006 390,619.78 0.03 USD FRESH RESULTS LLC 20-12.11.2020 338,305 337,480.53 0.03 AUD CALIBRE GROUP LIMITED 20-18.11.2020 272,002 190,355.61 0.02 USD FRESH RESULTS LLC 20-17.11.2020 307,577 306,540.24 0.02 AUD CALIBRE GROUP LIMITED 20-18.12.2020 795,343 553,580.56 0.04 USD FRESH RESULTS LLC 20-19.11.2020 307,577 306,425.20 0.02 AUD CALIBRE GROUP LIMITED 20-20.11.2020 926,899 648,434.54 0.05 USD FRESH RESULTS LLC 20-22.12.2020 150,007 148,523.42 0.01 AUD CALIBRE GROUP LIMITED 20-23.12.2020 215,392 149,783.79 0.01 USD FRESH RESULTS LLC 20-24.11.2020 150,083 149,380.91 0.01 AUD CALIBRE GROUP LIMITED 20-27.11.2020 1,186,471 828,987.30 0.07 USD FRESH RESULTS LLC 20-29.12.2020 214,163 211,766.16 0.02 AUD CALIBRE GROUP LIMITED 21-04.01.2021 831,745 577,132.61 0.05 USD FRESH RESULTS LLC 21-02.02.2021 249,022 245,359.82 0.02 AUD CALIBRE GROUP LIMITED 21-06.01.2021 529,072 367,768.41 0.03 USD FRESH RESULTS LLC 21-05.01.2021 214,674 211,992.98 0.02 AUD CALIBRE GROUP LIMITED 21-12.01.2021 1,926,637 1,338,184.98 0.11 USD FRESH RESULTS LLC 21-07.01.2021 241,173 238,594.07 0.02 AUD CALIBRE GROUP LIMITED 21-13.01.2021 199,197 138,318.96 0.01 USD FRESH RESULTS LLC 21-09.02.2021 255,686 251,647.80 0.02 AUD CALIBRE GROUP LIMITED 21-21.01.2021 1,033,334 716,701.20 0.06 USD FRESH RESULTS LLC 21-12.01.2021 254,372 251,449.68 0.02 AUD CALIBRE GROUP LIMITED 21-27.01.2021 556,909 386,029.32 0.03 USD FRESH RESULTS LLC 21-19.01.2021 203,972 201,415.91 0.02 AUD CALIBRE GROUP LIMITED 21-27.01.2021 292,895 202,964.77 0.02 USD FRESH RESULTS LLC 21-21.01.2021 203,971 201,351.62 0.02 GBP CHBG LIMITED 21-02.03.2021 3,000,000 3,808,253.70 0.31 USD FRESH RESULTS LLC 21-23.02.2021 326,306 320,459.04 0.03 GBP CHBG LIMITED 21-05.03.2021 3,000,000 3,806,406.44 0.31 USD FRESH RESULTS LLC 21-26.01.2021 280,344 276,518.32 0.02 GBP CHBG LIMITED 21-10.03.2021 3,000,000 3,803,550.67 0.31 USD FRESH RESULTS LLC 21-26.01.2021 235,731 231,868.87 0.02 GBP CHBG LIMITED 21-15.03.2021 3,000,000 3,800,979.25 0.31 USD FRESH RESULTS LLC 21-28.01.2021 356,643 351,671.79 0.03 GBP CHBG LIMITED 21-17.03.2021 3,070,973 3,892,890.88 0.31 EUR GARDNER DENVER, INC 20-03.11.2020 181,887 8,738.10 0.00 GBP CHBG LIMITED 21-18.03.2021 1,429,027 1,785,490.98 0.14 USD GARDNER DENVER, INC 21-04.01.2021 213,749 62,382.86 0.01 AUD CML GROUP LTD 20-11.12.2020 1,470,380 1,026,404.39 0.08 CAD GENERAL MILLS INC 20-01.12.2020 549,011 335,888.24 0.03 AUD CML GROUP LTD 20-20.11.2020 20,906,331 1,053,311.48 0.09 AUD GENERAL MILLS INC 20-02.11.2020 240,337 151,904.03 0.01 AUD CML GROUP LTD 21-15.01.2021 1,427,054 991,271.18 0.08 CAD GENERAL MILLS INC 20-02.12.2020 1,361,487 686,895.04 0.06 AUD CML GROUP LTD 21-16.04.2021 1,301,913 878,746.40 0.07 CAD GENERAL MILLS INC 20-05.11.2020 465,585 81,251.56 0.01 AUD CML GROUP LTD 21-16.07.2021 1,189,535 797,614.65 0.06 CAD GENERAL MILLS INC 20-07.12.2020 1,232,623 616,205.54 0.05 AUD CML GROUP LTD 21-17.09.2021 1,102,322 730,957.21 0.06 AUD GENERAL MILLS INC 20-08.12.2020 407,548 20,893.31 0.00 AUD CML GROUP LTD 21-18.06.2021 1,194,685 794,289.41 0.06 CAD GENERAL MILLS INC 20-09.11.2020 334,876 32,345.76 0.00 AUD CML GROUP LTD 21-19.02.2021 1,378,039 951,249.21 0.08 USD GENERAL MILLS INC 20-10.12.2020 554,740 487,252.90 0.04 AUD CML GROUP LTD 21-19.03.2021 1,341,210 922,572.37 0.07 CAD GENERAL MILLS INC 20-10.12.2020 272,163 195,165.90 0.02 AUD CML GROUP LTD 21-20.08.2021 1,141,547 760,657.82 0.06 AUD GENERAL MILLS INC 20-15.12.2020 265,237 142,323.53 0.01 AUD CML GROUP LTD 21-21.05.2021 1,252,994 838,716.52 0.07 CAD GENERAL MILLS INC 20-16.12.2020 668,346 343,151.58 0.03 AUD CML GROUP LTD 21-22.10.2021 1,055,397 703,253.68 0.06 CAD GENERAL MILLS INC 20-16.12.2020 250,256 178,965.59 0.01 ZAR COLUMBUS STAINLESS PTY LTD 21- 87,664,846 5,333,948.84 0.42 CAD GENERAL MILLS INC 20-19.11.2020 573,172 112,182.02 0.01 15.01.2021 USD GENERAL MILLS INC 20-21.12.2020 251,008 120,806.74 0.01 ZAR COLUMBUS STAINLESS PTY LTD 21- 86,328,874 5,252,750.79 0.41 15.01.2021 CAD GENERAL MILLS INC 20-22.12.2020 635,690 412,272.94 0.03 ZAR COLUMBUS STAINLESS PTY LTD 21- 6,395,705 389,145.99 0.03 USD GENERAL MILLS INC 20-22.12.2020 255,346 137,113.70 0.01 15.01.2021 CAD GENERAL MILLS INC 20-23.12.2020 423,284 315,074.60 0.03 USD COMPANIA MINERA AUTLAN SAB DE CV 21- 184,446 179,950.22 0.01 AUD GENERAL MILLS INC 20-23.12.2020 803,057 134,351.49 0.01 15.04.2021 EUR GENERAL MILLS INC 20-24.12.2020 343,078 396,772.90 0.03 USD COMPANIA MINERA AUTLAN SAB DE CV 21- 337,665 328,637.66 0.03 22.04.2021 GBP GENERAL MILLS INC 20-29.12.2020 226,257 290,141.24 0.02 USD COMPANIA MINERA AUTLAN SAB DE CV 21- 2,056,306 2,016,051.84 0.16 AUD GENERAL MILLS INC 20-29.12.2020 299,561 208,819.84 0.02 25.03.2021 USD GENERAL MILLS INC 21-01.03.2021 240,653 214,587.20 0.02 USD CORE CONSTRUCTION INC. 20-10.11.2020 145,110 131,043.24 0.01 CAD GENERAL MILLS INC 21-04.01.2021 1,249,442 928,166.41 0.08 USD CORE CONSTRUCTION INC. 20-13.11.2020 142,800 142,424.46 0.01 CAD GENERAL MILLS INC 21-04.01.2021 419,154 300,271.38 0.02 NZD CPB CONTRACTORS PTY LTD 20-31.12.2020 399,384 260,921.50 0.02 CAD GENERAL MILLS INC 21-04.01.2021 326,367 232,416.53 0.02 AUD CPB CONTRACTORS PTY LTD 21-01.02.2021 2,656,583 1,572,073.40 0.13 AUD GENERAL MILLS INC 21-04.01.2021 488,571 161,886.88 0.01 NZD CPB CONTRACTORS PTY LTD 21-01.02.2021 1,540,750 1,000,700.07 0.08 USD GENERAL MILLS INC 21-05.02.2021 502,648 268,622.87 0.02 NZD CPB CONTRACTORS PTY LTD 21-01.02.2021 810,227 439,277.69 0.04 USD GENERAL MILLS INC 21-06.01.2021 261,054 247,627.98 0.02 NZD CPB CONTRACTORS PTY LTD 21-01.03.2021 2,650,844 1,712,628.59 0.14 USD GENERAL MILLS INC 21-06.04.2021 965,120 955,621.27 0.08 NZD CPB CONTRACTORS PTY LTD 21-01.03.2021 1,347,171 878,675.83 0.07 EUR GENERAL MILLS INC 21-06.04.2021 294,062 339,137.07 0.03 NZD CPB CONTRACTORS PTY LTD 21-01.03.2021 1,105,840 715,564.54 0.06 CAD GENERAL MILLS INC 21-07.01.2021 313,532 233,263.78 0.02 NZD CPB CONTRACTORS PTY LTD 21-01.03.2021 982,797 637,214.31 0.05 USD GENERAL MILLS INC 21-07.04.2021 1,008,782 998,116.29 0.08 AUD CPB CONTRACTORS PTY LTD 21-01.03.2021 877,151 557,637.90 0.05 USD GENERAL MILLS INC 21-07.04.2021 590,377 584,248.10 0.05 NZD CPB CONTRACTORS PTY LTD 21-01.03.2021 690,506 446,485.18 0.04 EUR GENERAL MILLS INC 21-07.04.2021 247,843 284,804.31 0.02 NZD CPB CONTRACTORS PTY LTD 21-01.03.2021 364,460 238,400.88 0.02 USD GENERAL MILLS INC 21-08.01.2021 336,026 297,703.04 0.02 NZD CPB CONTRACTORS PTY LTD 21-01.04.2021 4,889,497 3,162,453.73 0.26 USD GENERAL MILLS INC 21-08.02.2021 597,145 590,603.11 0.05 AUD CPB CONTRACTORS PTY LTD 21-01.04.2021 1,078,886 751,869.01 0.06 GBP GENERAL MILLS INC 21-08.02.2021 267,878 314,213.36 0.03 AUD CPB CONTRACTORS PTY LTD 21-01.04.2021 854,620 595,114.69 0.05 GBP GENERAL MILLS INC 21-08.03.2021 762,385 901,435.15 0.07 AUD CPB CONTRACTORS PTY LTD 21-01.04.2021 812,806 564,776.88 0.05 USD GENERAL MILLS INC 21-08.03.2021 634,024 437,061.77 0.04 AUD CPB CONTRACTORS PTY LTD 21-01.04.2021 810,093 564,335.14 0.05 USD GENERAL MILLS INC 21-09.02.2021 887,717 502,123.17 0.04 AUD CPB CONTRACTORS PTY LTD 21-01.04.2021 817,151 562,372.42 0.05 USD GENERAL MILLS INC 21-09.02.2021 557,054 230,267.37 0.02 AUD CPB CONTRACTORS PTY LTD 21-01.04.2021 701,630 486,161.20 0.04 USD GENERAL MILLS INC 21-10.02.2021 868,144 532,376.19 0.04 AUD CPB CONTRACTORS PTY LTD 21-01.04.2021 686,757 476,881.48 0.04 USD GENERAL MILLS INC 21-10.02.2021 847,073 415,357.48 0.03 AUD CPB CONTRACTORS PTY LTD 21-01.04.2021 546,383 380,901.15 0.03 CAD GENERAL MILLS INC 21-11.01.2021 1,457,233 696,387.60 0.06 NZD CPB CONTRACTORS PTY LTD 21-01.04.2021 379,621 246,946.56 0.02 CAD GENERAL MILLS INC 21-11.01.2021 551,919 239,212.91 0.02 AUD CPB CONTRACTORS PTY LTD 21-01.04.2021 342,443 235,478.41 0.02 USD GENERAL MILLS INC 21-11.02.2021 177,632 72,465.93 0.01 NZD CPB CONTRACTORS PTY LTD 21-29.01.2021 3,198,230 2,081,087.65 0.17 USD GENERAL MILLS INC 21-12.01.2021 202,330 105,915.71 0.01 NZD CPB CONTRACTORS PTY LTD 21-29.01.2021 741,593 470,855.96 0.04 AUD GENERAL MILLS INC 21-12.01.2021 411,291 98,956.47 0.01 NZD CPB CONTRACTORS PTY LTD 21-29.01.2021 607,165 398,021.44 0.03 USD GENERAL MILLS INC 21-12.04.2021 2,458,667 2,396,657.13 0.19 USD DEAL PARTNERS LIMITED 20-08.12.2020 1,533,342 1,518,292.09 0.12 USD GENERAL MILLS INC 21-12.04.2021 890,658 879,897.59 0.07 USD DEAL PARTNERS LIMITED 20-17.11.2020 1,533,341 1,526,330.93 0.12 GBP GENERAL MILLS INC 21-12.04.2021 160,130 204,166.34 0.02 USD DEAL PARTNERS LIMITED 20-17.12.2020 1,533,341 1,514,969.77 0.12 EUR GENERAL MILLS INC 21-13.01.2021 619,864 716,195.72 0.06 USD DEAL PARTNERS LIMITED 21-05.01.2021 1,533,342 1,514,112.80 0.12 CAD GENERAL MILLS INC 21-13.01.2021 780,611 581,679.03 0.05 USD DEAL PARTNERS LIMITED 21-13.04.2021 1,533,342 1,494,511.43 0.12 EUR GENERAL MILLS INC 21-13.01.2021 167,258 192,871.73 0.02 USD DEAL PARTNERS LIMITED 21-17.02.2021 1,533,340 1,502,650.37 0.12 USD GENERAL MILLS INC 21-13.04.2021 493,999 488,302.78 0.04 USD DEAL PARTNERS LIMITED 21-17.03.2021 1,533,342 1,494,082.45 0.12 USD GENERAL MILLS INC 21-13.04.2021 472,018 451,342.17 0.04 USD DEAL PARTNERS LIMITED 21-18.01.2021 1,533,342 1,510,541.96 0.12 USD GENERAL MILLS INC 21-14.04.2021 411,304 404,652.19 0.03 USD DEAL PARTNERS LIMITED 21-25.01.2021 402,915 394,197.43 0.03 USD GENERAL MILLS INC 21-15.02.2021 1,248,900 429,346.57 0.03 USD DEAL PARTNERS LIMITED 21-27.04.2021 1,530,439 1,488,370.74 0.12 USD GENERAL MILLS INC 21-15.02.2021 452,061 355,819.88 0.03 USD ENERGIZER HOLDINGS INC 20-07.12.2020 348,018 346,094.60 0.03 USD GENERAL MILLS INC 21-15.03.2021 426,344 420,175.09 0.03 USD ENERGIZER HOLDINGS INC 20-16.11.2020 303,776 302,622.95 0.02 GBP GENERAL MILLS INC 21-15.03.2021 287,634 287,140.78 0.02 USD ENERGIZER HOLDINGS INC 20-23.11.2020 198,876 198,056.17 0.02 USD GENERAL MILLS INC 21-17.02.2021 1,241,306 815,120.39 0.07 USD ENERGIZER HOLDINGS INC 20-30.11.2020 243,317 242,234.22 0.02 USD GENERAL MILLS INC 21-17.03.2021 579,677 543,775.45 0.04 USD ENERGIZER HOLDINGS INC 21-04.01.2021 339,338 337,700.95 0.03 CAD GENERAL MILLS INC 21-18.01.2021 263,540 195,936.32 0.02 USD ENERGIZER HOLDINGS INC 21-11.01.2021 193,055 191,555.96 0.02 CAD GENERAL MILLS INC 21-18.01.2021 180,851 134,628.49 0.01 USD ENERGIZER HOLDINGS INC 21-14.01.2021 159,271 158,178.84 0.01 USD GENERAL MILLS INC 21-18.03.2021 1,075,070 835,259.68 0.07 USD FRESH RESULTS LLC 20-03.11.2020 256,390 256,197.59 0.02 CAD GENERAL MILLS INC 21-19.01.2021 613,756 456,561.34 0.04

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Statement of Investments in Securities (Continued)

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

CAD GENERAL MILLS INC 21-20.01.2021 490,830 364,926.03 0.03 USD KELLOGG COMPANY 20-11.12.2020 222,107 171,179.72 0.01 USD GENERAL MILLS INC 21-20.04.2021 209,515 206,733.14 0.02 USD KELLOGG COMPANY 20-11.12.2020 137,304 93,038.20 0.01 USD GENERAL MILLS INC 21-22.03.2021 711,348 704,176.10 0.06 USD KELLOGG COMPANY 20-14.12.2020 251,515 218,496.33 0.02 EUR GENERAL MILLS INC 21-22.03.2021 375,891 402,592.59 0.03 CAD KELLOGG COMPANY 20-14.12.2020 210,264 156,393.42 0.01 USD GENERAL MILLS INC 21-22.03.2021 437,066 402,078.61 0.03 USD KELLOGG COMPANY 20-16.12.2020 1,007,595 999,713.03 0.08 USD GENERAL MILLS INC 21-23.02.2021 733,070 313,612.76 0.03 USD KELLOGG COMPANY 20-16.12.2020 601,706 448,591.61 0.04 USD GENERAL MILLS INC 21-25.01.2021 1,423,588 1,404,411.79 0.11 USD KELLOGG COMPANY 20-21.12.2020 147,382 128,605.84 0.01 USD GENERAL MILLS INC 21-25.01.2021 1,102,613 1,087,759.74 0.09 USD KELLOGG COMPANY 20-21.12.2020 231,330 88,387.17 0.01 EUR GENERAL MILLS INC 21-25.01.2021 672,654 688,480.60 0.06 USD KELLOGG COMPANY 20-22.12.2020 200,072 198,310.25 0.02 USD GENERAL MILLS INC 21-26.01.2021 521,410 514,304.52 0.04 USD KELLOGG COMPANY 20-22.12.2020 141,843 138,036.55 0.01 USD GENERAL MILLS INC 21-26.04.2021 821,929 799,464.97 0.06 USD KELLOGG COMPANY 20-23.12.2020 207,676 118,113.77 0.01 USD GENERAL MILLS INC 21-28.01.2021 703,658 695,497.42 0.06 USD KELLOGG COMPANY 20-24.12.2020 211,306 198,558.38 0.02 AUD GENERAL MILLS INC 21-28.01.2021 662,481 345,491.35 0.03 CAD KELLOGG COMPANY 20-28.12.2020 338,820 104,018.07 0.01 USD GENERAL MILLS INC 21-28.01.2021 213,969 212,867.70 0.02 USD KELLOGG COMPANY 20-29.12.2020 173,846 172,240.45 0.01 USD GENERAL MILLS INC 21-29.03.2021 1,361,402 1,345,792.23 0.11 USD KELLOGG COMPANY 20-30.12.2020 177,780 176,193.00 0.01 GBP GENERAL MILLS INC 21-29.03.2021 379,923 485,777.65 0.04 USD KELLOGG COMPANY 20-31.12.2020 518,188 223,641.68 0.02 EUR GENERAL MILLS INC 21-29.03.2021 421,900 424,273.34 0.03 USD KELLOGG COMPANY 21-01.02.2021 400,374 107,478.06 0.01 USD GENERAL MILLS INC 21-30.03.2021 1,070,744 997,779.83 0.08 USD KELLOGG COMPANY 21-02.02.2021 341,544 337,827.65 0.03 USD GENERAL MILLS INC 21-30.03.2021 408,206 402,971.96 0.03 USD KELLOGG COMPANY 21-02.02.2021 310,241 306,839.75 0.02 USD GENERAL MILLS INC 21-30.03.2021 351,618 324,253.01 0.03 USD KELLOGG COMPANY 21-04.01.2021 601,221 428,462.17 0.03 GBP ICELAND FOODS LIMITED 20-17.12.2020 3,512,933 4,503,162.45 0.35 USD KELLOGG COMPANY 21-04.01.2021 180,908 101,153.70 0.01 GBP ICELAND FOODS LIMITED 21-14.01.2021 12,063,458 15,422,673.66 1.24 USD KELLOGG COMPANY 21-04.02.2021 252,016 247,294.19 0.02 GBP INTERNATIONAL FLAVORS & FRAGRANCES INC 171,595 136,031.24 0.01 USD KELLOGG COMPANY 21-05.02.2021 403,527 399,162.51 0.03 20-07.12.2020 USD KELLOGG COMPANY 21-07.01.2021 328,071 314,240.27 0.03 USD INTERNATIONAL FLAVORS & FRAGRANCES INC 270,657 85,954.69 0.01 20-09.12.2020 USD KELLOGG COMPANY 21-08.01.2021 275,374 154,348.58 0.01 USD INTERNATIONAL FLAVORS & FRAGRANCES INC 324,986 269,524.89 0.02 USD KELLOGG COMPANY 21-08.01.2021 464,509 140,313.11 0.01 20-10.11.2020 USD KELLOGG COMPANY 21-08.02.2021 264,290 261,281.21 0.02 USD INTERNATIONAL FLAVORS & FRAGRANCES INC 660,590 143,158.13 0.01 USD KELLOGG COMPANY 21-10.02.2021 331,393 327,159.24 0.03 20-11.12.2020 USD KELLOGG COMPANY 21-11.02.2021 201,561 199,424.92 0.02 EUR INTERNATIONAL FLAVORS & FRAGRANCES INC 164,383 190,446.56 0.02 20-14.12.2020 USD KELLOGG COMPANY 21-12.02.2021 1,097,774 893,460.37 0.07 USD INTERNATIONAL FLAVORS & FRAGRANCES INC 809,482 602,381.42 0.05 USD KELLOGG COMPANY 21-13.01.2021 370,141 365,947.69 0.03 20-17.12.2020 USD KELLOGG COMPANY 21-14.01.2021 719,353 651,611.92 0.05 USD INTERNATIONAL FLAVORS & FRAGRANCES INC 219,759 198,957.58 0.02 20-17.12.2020 USD KELLOGG COMPANY 21-15.01.2021 346,502 286,889.56 0.02 USD INTERNATIONAL FLAVORS & FRAGRANCES INC 1,069,388 710,133.97 0.06 USD KELLOGG COMPANY 21-16.02.2021 460,976 454,457.02 0.04 20-18.12.2020 USD KELLOGG COMPANY 21-16.02.2021 144,920 143,109.87 0.01 USD INTERNATIONAL FLAVORS & FRAGRANCES INC 464,913 298,960.31 0.02 USD KELLOGG COMPANY 21-17.02.2021 155,887 153,669.33 0.01 20-18.12.2020 USD INTERNATIONAL FLAVORS & FRAGRANCES INC 938,329 458,832.20 0.04 USD KELLOGG COMPANY 21-19.01.2021 413,916 360,728.59 0.03 20-21.12.2020 USD KELLOGG COMPANY 21-19.01.2021 267,187 261,217.86 0.02 EUR INTERNATIONAL FLAVORS & FRAGRANCES INC 246,806 100,521.36 0.01 USD KELLOGG COMPANY 21-19.01.2021 142,471 140,460.84 0.01 20-22.12.2020 USD KELLOGG COMPANY 21-21.01.2021 291,754 187,328.47 0.02 USD INTERNATIONAL FLAVORS & FRAGRANCES INC 421,920 142,966.09 0.01 20-23.11.2020 USD KELLOGG COMPANY 21-22.01.2021 397,991 392,733.10 0.03 USD INTERNATIONAL FLAVORS & FRAGRANCES INC 842,645 517,992.52 0.04 USD KELLOGG COMPANY 21-22.01.2021 160,956 158,974.40 0.01 20-24.12.2020 USD KELLOGG COMPANY 21-22.02.2021 456,670 448,579.46 0.04 USD INTERNATIONAL FLAVORS & FRAGRANCES INC 460,822 247,820.42 0.02 USD KELLOGG COMPANY 21-23.02.2021 245,139 241,146.83 0.02 20-29.12.2020 AUD INTERNATIONAL FLAVORS & FRAGRANCES INC 260,120 77,356.49 0.01 USD KELLOGG COMPANY 21-24.02.2021 326,704 322,418.91 0.03 20-29.12.2020 USD KELLOGG COMPANY 21-25.01.2021 255,214 217,176.70 0.02 EUR INTERNATIONAL FLAVORS & FRAGRANCES INC 142,877 74,089.61 0.01 USD KELLOGG COMPANY 21-25.02.2021 348,495 343,860.30 0.03 20-30.11.2020 USD KELLOGG COMPANY 21-27.01.2021 363,847 358,281.18 0.03 USD INTERNATIONAL FLAVORS & FRAGRANCES INC 702,384 474,770.34 0.04 20-30.12.2020 USD KELLOGG COMPANY 21-27.01.2021 147,288 145,664.51 0.01 USD INTERNATIONAL FLAVORS & FRAGRANCES INC 375,666 352,137.24 0.03 USD KELLOGG COMPANY 21-28.01.2021 284,495 281,507.45 0.02 21-01.01.2021 CAD KELLOGG COMPANY 21-28.01.2021 336,562 243,963.57 0.02 USD INTERNATIONAL FLAVORS & FRAGRANCES INC 463,163 459,452.24 0.04 USD KELLOGG COMPANY 21-28.01.2021 216,269 213,591.85 0.02 21-01.02.2021 USD INTERNATIONAL FLAVORS & FRAGRANCES INC 275,606 273,438.64 0.02 GBP KERRY IRELAND INVESTMENTS LTD 23- 199,535 225,864.29 0.02 21-02.02.2021 06.01.2023 AUD INTERNATIONAL FLAVORS & FRAGRANCES INC 272,968 190,186.59 0.02 GBP KERRY IRELAND INVESTMENTS LTD 23- 152,174 172,368.14 0.01 21-02.02.2021 06.01.2023 EUR INTERNATIONAL FLAVORS & FRAGRANCES INC 158,243 183,190.07 0.01 GBP KERRY IRELAND INVESTMENTS LTD 23- 118,641 134,196.55 0.01 21-04.01.2021 06.01.2023 USD INTERNATIONAL FLAVORS & FRAGRANCES INC 717,838 711,123.54 0.06 GBP KERRY IRELAND INVESTMENTS LTD 23- 102,201 118,149.70 0.01 21-08.02.2021 06.01.2023 USD INTERNATIONAL FLAVORS & FRAGRANCES INC 604,821 597,043.67 0.05 GBP KERRY LEEDS INVESTMENTS LIMITED 23- 10,774,816 10,660,563.00 0.85 21-08.02.2021 06.01.2023 USD INTERNATIONAL FLAVORS & FRAGRANCES INC 368,859 364,273.16 0.03 GBP KERRY LEEDS INVESTMENTS LIMITED 23- 482,328 516,107.01 0.04 21-11.01.2021 06.01.2023 USD INTERNATIONAL FLAVORS & FRAGRANCES INC 187,318 185,452.71 0.01 GBP KERRY LEEDS INVESTMENTS LIMITED 23- 359,074 417,850.58 0.03 21-11.01.2021 06.01.2023 USD INTERNATIONAL FLAVORS & FRAGRANCES INC 351,761 144,949.08 0.01 GBP KERRY LEEDS INVESTMENTS LIMITED 23- 336,139 361,078.18 0.03 21-11.01.2021 06.01.2023 USD INTERNATIONAL FLAVORS & FRAGRANCES INC 673,669 662,366.33 0.05 GBP KERRY LEEDS INVESTMENTS LIMITED 23- 186,316 217,740.00 0.02 21-12.02.2021 06.01.2023 EUR INTERNATIONAL FLAVORS & FRAGRANCES INC 292,098 338,300.48 0.03 GBP KERRY LEEDS INVESTMENTS LIMITED 23- 167,228 181,441.86 0.01 21-14.01.2021 06.01.2023 USD INTERNATIONAL FLAVORS & FRAGRANCES INC 457,755 452,639.50 0.04 HKD LEIGHTON CONTRACTORS (ASIA) LIMITED 20- 6,130,771 785,550.77 0.06 21-16.02.2021 02.12.2020 USD INTERNATIONAL FLAVORS & FRAGRANCES INC 1,083,155 1,071,251.52 0.09 HKD LEIGHTON CONTRACTORS (ASIA) LIMITED 20- 1,730,234 221,355.91 0.02 21-17.02.2021 11.12.2020 USD INTERNATIONAL FLAVORS & FRAGRANCES INC 188,585 186,457.47 0.02 HKD LEIGHTON CONTRACTORS (ASIA) LIMITED 20- 3,193,760 408,270.61 0.03 21-17.02.2021 15.12.2020 USD INTERNATIONAL FLAVORS & FRAGRANCES INC 744,084 643,519.05 0.05 HKD LEIGHTON CONTRACTORS (ASIA) LIMITED 21- 3,687,361 469,658.17 0.04 21-18.01.2021 02.03.2021 USD INTERNATIONAL FLAVORS & FRAGRANCES INC 581,378 574,768.52 0.05 HKD LEIGHTON CONTRACTORS (ASIA) LIMITED 21- 5,165,704 654,766.86 0.05 21-18.02.2021 04.03.2021 USD INTERNATIONAL FLAVORS & FRAGRANCES INC 466,318 455,571.00 0.04 SGD LEIGHTON CONTRACTORS (ASIA) LIMITED 21- 1,371,371 984,465.26 0.08 21-19.01.2021 11.02.2021 USD INTERNATIONAL FLAVORS & FRAGRANCES INC 381,751 378,073.24 0.03 SGD LEIGHTON CONTRACTORS (ASIA) LIMITED 21- 772,355 559,261.47 0.05 21-20.01.2021 11.02.2021 USD INTERNATIONAL FLAVORS & FRAGRANCES INC 388,316 385,190.59 0.03 HKD LEIGHTON CONTRACTORS (ASIA) LIMITED 21- 4,054,776 514,194.61 0.04 21-26.01.2021 11.02.2021 EUR INTERNATIONAL FLAVORS & FRAGRANCES INC 236,022 259,113.28 0.02 HKD LEIGHTON CONTRACTORS (ASIA) LIMITED 21- 7,385,118 935,414.71 0.08 21-26.01.2021 12.03.2021 USD INTERNATIONAL FLAVORS & FRAGRANCES INC 645,701 598,086.26 0.05 HKD LEIGHTON CONTRACTORS (ASIA) LIMITED 21- 1,172,356 149,011.20 0.01 21-27.01.2021 12.03.2021 USD INTERNATIONAL FLAVORS & FRAGRANCES INC 382,425 379,207.84 0.03 HKD LEIGHTON CONTRACTORS (ASIA) LIMITED 21- 2,076,239 263,896.61 0.02 21-27.01.2021 15.01.2021 USD INTERNATIONAL FLAVORS & FRAGRANCES INC 567,820 562,605.37 0.05 HKD LEIGHTON CONTRACTORS (ASIA) LIMITED 21- 3,230,166 408,374.01 0.03 21-29.01.2021 16.02.2021

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Statement of Investments in Securities (Continued)

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

HKD LEIGHTON CONTRACTORS (ASIA) LIMITED 21- 4,771,527 603,436.39 0.05 USD R.W. CHELSEA HOLDINGS LTD 20-22.12.2020 474,230 467,971.24 0.04 17.02.2021 USD R.W. CHELSEA HOLDINGS LTD 20-29.12.2020 562,703 556,379.71 0.04 SGD LEIGHTON CONTRACTORS (ASIA) LIMITED 21- 891,904 641,480.09 0.05 17.03.2021 USD R.W. CHELSEA HOLDINGS LTD 21-01.02.2021 454,449 446,478.65 0.04 SGD LEIGHTON CONTRACTORS (ASIA) LIMITED 21- 1,402,534 1,006,936.58 0.08 USD R.W. CHELSEA HOLDINGS LTD 21-01.03.2021 452,839 442,579.91 0.04 18.03.2021 USD R.W. CHELSEA HOLDINGS LTD 21-05.01.2021 449,624 443,997.83 0.04 SGD LEIGHTON CONTRACTORS (ASIA) LIMITED 21- 318,034 227,741.09 0.02 USD R.W. CHELSEA HOLDINGS LTD 21-05.04.2021 265,367 258,953.82 0.02 18.03.2021 USD R.W. CHELSEA HOLDINGS LTD 21-05.04.2021 222,068 216,712.32 0.02 HKD LEIGHTON CONTRACTORS (ASIA) LIMITED 21- 2,642,703 333,894.53 0.03 19.03.2021 USD R.W. CHELSEA HOLDINGS LTD 21-08.02.2021 413,611 405,836.76 0.03 SGD LEIGHTON CONTRACTORS (ASIA) LIMITED 21- 459,360 323,634.50 0.03 USD R.W. CHELSEA HOLDINGS LTD 21-08.03.2021 313,051 305,572.38 0.02 22.01.2021 USD R.W. CHELSEA HOLDINGS LTD 21-09.04.2021 147,933 144,265.66 0.01 HKD LEIGHTON CONTRACTORS (ASIA) LIMITED 21- 4,703,465 595,320.89 0.05 24.02.2021 USD R.W. CHELSEA HOLDINGS LTD 21-12.01.2021 467,844 461,388.19 0.04 HKD LEIGHTON CONTRACTORS (ASIA) LIMITED 21- 4,793,345 609,144.88 0.05 USD R.W. CHELSEA HOLDINGS LTD 21-15.02.2021 567,016 555,651.91 0.04 26.02.2021 USD R.W. CHELSEA HOLDINGS LTD 21-15.03.2021 423,607 412,949.57 0.03 HKD LEIGHTON CONTRACTORS (ASIA) LIMITED 21- 4,606,742 583,990.41 0.05 USD R.W. CHELSEA HOLDINGS LTD 21-16.04.2021 737,313 718,500.37 0.06 26.02.2021 SGD LEIGHTON CONTRACTORS (ASIA) LIMITED 21- 465,361 329,218.94 0.03 USD R.W. CHELSEA HOLDINGS LTD 21-19.01.2021 445,448 438,734.36 0.04 26.02.2021 USD R.W. CHELSEA HOLDINGS LTD 21-22.02.2021 402,933 394,332.21 0.03 HKD LEIGHTON CONTRACTORS (ASIA) LIMITED 21- 3,318,617 421,388.68 0.03 USD R.W. CHELSEA HOLDINGS LTD 21-23.04.2021 480,939 468,009.84 0.04 27.01.2021 USD R.W. CHELSEA HOLDINGS LTD 21-25.03.2021 1,111,971 1,087,232.15 0.09 HKD LEIGHTON CONTRACTORS (ASIA) LIMITED 21- 1,055,623 133,794.37 0.01 27.01.2021 USD R.W. CHELSEA HOLDINGS LTD 21-29.01.2021 445,957 438,419.64 0.04 HKD LEIGHTON CONTRACTORS (ASIA) LIMITED 21- 8,339,342 1,056,998.74 0.09 USD R.W. CHELSEA HOLDINGS LTD 21-31.03.2021 492,927 481,425.68 0.04 29.01.2021 ZAR SA TAXI HOLDINGS (PTY) LTD 21-19.01.2021 150,000,000 9,055,360.93 0.72 HKD LEIGHTON CONTRACTORS (ASIA) LIMITED 21- 4,003,267 391,042.14 0.03 EUR SCHENKER AG 20-01.12.2020 433,374 406,300.11 0.03 29.01.2021 USD MARELLI CORPORATION 20-10.11.2020 343,086 256,914.03 0.02 EUR SCHENKER AG 20-02.11.2020 666,959 49,789.31 0.00 USD MARELLI CORPORATION 20-10.11.2020 435,826 227,195.03 0.02 EUR SCHENKER AG 20-03.11.2020 1,181,053 126,338.12 0.01 USD MARELLI CORPORATION 20-10.12.2020 1,746,776 1,064,993.06 0.09 EUR SCHENKER AG 20-04.12.2020 2,136,878 2,327,376.61 0.19 USD MARELLI CORPORATION 20-10.12.2020 273,431 221,026.09 0.02 EUR SCHENKER AG 20-04.12.2020 1,669,175 1,890,686.70 0.15 USD MARELLI CORPORATION 20-10.12.2020 261,794 182,622.42 0.01 EUR SCHENKER AG 20-04.12.2020 1,394,061 1,554,804.23 0.13 USD MARELLI CORPORATION 20-10.12.2020 143,977 143,281.91 0.01 EUR SCHENKER AG 20-06.11.2020 1,728,788 1,324,662.54 0.11 USD MARELLI CORPORATION 20-10.12.2020 192,286 131,697.69 0.01 EUR SCHENKER AG 20-06.11.2020 1,214,553 907,728.99 0.07 USD METALCORP GROUP SA 20-04.11.2020 1,280,070 1,278,869.27 0.10 EUR SCHENKER AG 20-06.11.2020 575,650 361,907.34 0.03 USD METALCORP GROUP SA 20-11.12.2020 778,178 773,121.92 0.06 EUR SCHENKER AG 20-06.11.2020 1,256,777 212,209.96 0.02 USD METALCORP GROUP SA 20-12.11.2020 1,007,239 1,004,784.30 0.08 EUR SCHENKER AG 20-09.12.2020 433,687 503,235.84 0.04 USD METALCORP GROUP SA 20-16.12.2020 887,101 879,308.72 0.07 EUR SCHENKER AG 20-10.11.2020 1,225,357 590,789.24 0.05 USD METALCORP GROUP SA 20-18.12.2020 336,327 333,779.11 0.03 EUR SCHENKER AG 20-11.12.2020 1,420,650 1,647,790.62 0.13 USD METALCORP GROUP SA 20-20.11.2020 214,118 213,277.72 0.02 EUR SCHENKER AG 20-11.12.2020 1,443,887 1,633,075.06 0.13 USD METALCORP GROUP SA 20-23.12.2020 612,015 606,896.71 0.05 EUR SCHENKER AG 20-13.11.2020 1,269,486 1,447,835.18 0.12 USD METALCORP GROUP SA 20-23.12.2020 523,750 519,373.73 0.04 EUR SCHENKER AG 20-13.11.2020 1,516,994 1,078,093.80 0.09 USD METALCORP GROUP SA 20-27.11.2020 953,945 948,948.46 0.08 EUR SCHENKER AG 20-13.11.2020 1,088,212 322,420.16 0.03 USD MPB CORPORATION 20-05.11.2020 158,816 47,471.66 0.00 EUR SCHENKER AG 20-16.11.2020 1,391,867 1,221,190.99 0.10 USD MPB CORPORATION 20-07.12.2020 247,240 221,680.67 0.02 EUR SCHENKER AG 20-16.11.2020 611,738 464,656.65 0.04 USD MPB CORPORATION 20-21.12.2020 322,835 310,646.81 0.03 EUR SCHENKER AG 20-18.12.2020 2,080,016 2,406,741.63 0.19 USD MPB CORPORATION 21-05.01.2021 212,218 210,176.67 0.02 EUR SCHENKER AG 20-18.12.2020 1,036,366 1,201,429.51 0.10 USD NEWELL BRANDS INC 20-02.11.2020 157,453 69,973.93 0.01 EUR SCHENKER AG 20-20.11.2020 2,546,139 2,368,258.19 0.19 USD NEWELL BRANDS INC 20-07.12.2020 268,840 258,587.28 0.02 EUR SCHENKER AG 20-20.11.2020 842,254 977,585.70 0.08 USD NEWELL BRANDS INC 20-07.12.2020 212,337 168,710.75 0.01 EUR SCHENKER AG 20-20.11.2020 1,173,260 783,058.85 0.06 USD NEWELL BRANDS INC 21-04.01.2021 214,890 212,978.38 0.02 EUR SCHENKER AG 20-20.11.2020 560,291 359,094.16 0.03 USD NEWELL BRANDS INC 21-16.02.2021 498,517 494,007.54 0.04 EUR SCHENKER AG 20-20.11.2020 1,060,537 289,300.38 0.02 USD NISSAN NORTH AMERICA INC 20-03.11.2020 739,380 46,261.20 0.00 EUR SCHENKER AG 20-24.12.2020 1,716,614 1,984,687.85 0.16 USD NISSAN NORTH AMERICA INC 20-03.11.2020 1,372,732 45,756.08 0.00 EUR SCHENKER AG 20-24.12.2020 1,397,835 1,615,729.48 0.13 USD NISSAN NORTH AMERICA INC 20-03.11.2020 855,284 9,673.09 0.00 EUR SCHENKER AG 20-24.12.2020 1,385,520 1,605,517.62 0.13 USD NISSAN NORTH AMERICA INC 20-03.12.2020 5,092,459 5,065,690.59 0.40 EUR SCHENKER AG 20-27.11.2020 2,138,122 1,660,449.59 0.13 USD NISSAN NORTH AMERICA INC 20-03.12.2020 4,452,041 4,428,662.35 0.35 EUR SCHENKER AG 20-30.11.2020 1,057,074 978,118.87 0.08 USD NISSAN NORTH AMERICA INC 20-03.12.2020 3,794,677 3,774,724.97 0.31 GBP SHOP DIRECT HOLDINGS LIMITED 20- 8,742,567 11,273,604.76 0.90 10.11.2020 USD NISSAN NORTH AMERICA INC 20-08.12.2020 459,728 425,968.18 0.03 USD SWINERTON INCORPORATED 20-02.12.2020 3,036,462 2,985,242.20 0.24 USD NISSAN NORTH AMERICA INC 20-09.11.2020 2,367,363 327,471.43 0.03 USD SWINERTON INCORPORATED 20-04.12.2020 235,772 234,497.45 0.02 USD NISSAN NORTH AMERICA INC 20-22.12.2020 1,054,473 1,051,590.85 0.09 USD SWINERTON INCORPORATED 20-06.11.2020 744,481 743,508.57 0.06 USD NISSAN NORTH AMERICA INC 21-04.01.2021 4,201,008 4,158,166.67 0.33 USD SWINERTON INCORPORATED 20-08.12.2020 2,093,244 7,040.64 0.00 USD NISSAN NORTH AMERICA INC 21-04.01.2021 1,595,196 1,582,563.48 0.13 USD SWINERTON INCORPORATED 20-10.12.2020 168,134 167,095.12 0.01 USD NISSAN NORTH AMERICA INC 21-04.01.2021 371,770 299,538.53 0.02 USD SWINERTON INCORPORATED 20-11.12.2020 156,346 155,330.66 0.01 USD NISSAN NORTH AMERICA INC 21-17.02.2021 2,221,419 2,183,657.99 0.18 USD SWINERTON INCORPORATED 20-11.12.2020 310,172 95,990.62 0.01 USD PEGASO PCS S.A. DE C.V. 21-08.03.2021 10,278,020 10,100,399.99 0.81 USD SWINERTON INCORPORATED 20-13.11.2020 411,573 410,496.86 0.03 USD PEGASO PCS S.A. DE C.V. 21-08.07.2021 8,802,786 8,466,583.57 0.67 USD SWINERTON INCORPORATED 20-15.12.2020 498,375 495,502.33 0.04 USD PEGASO PCS S.A. DE C.V. 21-08.10.2021 5,221,422 4,925,301.53 0.39 USD SWINERTON INCORPORATED 20-18.11.2020 351,169 199,595.86 0.02 USD PEGASO PCS S.A. DE C.V. 22-06.05.2022 5,697,718 5,252,031.67 0.41 USD SWINERTON INCORPORATED 20-19.11.2020 934,504 931,616.76 0.08 GBP PRIMEVERE LIMITED 21-07.06.2021 2,961,944 3,681,746.17 0.30 USD SWINERTON INCORPORATED 20-20.11.2020 949,914 946,833.78 0.08 GBP PRIMEVERE LIMITED 21-07.06.2021 1,658,647 2,075,648.57 0.17 USD SWINERTON INCORPORATED 20-22.12.2020 397,071 394,854.49 0.03 GBP PRIMEVERE LIMITED 21-07.06.2021 333,484 408,576.71 0.03 USD SWINERTON INCORPORATED 20-27.11.2020 136,391 135,800.53 0.01 GBP PRIMEVERE LIMITED 21-07.06.2021 140,000 175,204.03 0.01 USD SWINERTON INCORPORATED 20-31.12.2020 1,105,380 1,095,236.05 0.09 GBP PRIMEVERE LIMITED 21-07.06.2021 140,000 175,202.91 0.01 USD SWINERTON INCORPORATED 21-06.01.2021 2,672,632 2,654,962.48 0.21 GBP PRIMEVERE LIMITED 21-07.06.2021 140,000 175,192.22 0.01 USD SWINERTON INCORPORATED 21-12.01.2021 366,426 363,824.06 0.03 EUR RAIN (PTY) LTD 21-08.03.2021 4,115,899 4,684,106.07 0.37 AUD THE FOOD REVOLUTION GROUP LTD 20- 511,917 357,284.74 0.03 EUR RAIN (PTY) LTD 21-09.04.2021 2,388,563 2,716,244.52 0.22 03.12.2020 EUR RAIN (PTY) LTD 21-09.04.2021 2,272,254 2,584,006.99 0.21 AUD THE FOOD REVOLUTION GROUP LTD 20- 511,917 359,037.25 0.03 06.11.2020 EUR RAIN (PTY) LTD 21-15.02.2021 4,781,421 5,462,094.89 0.43 AUD THE FOOD REVOLUTION GROUP LTD 20- 511,917 356,765.19 0.03 USD ROBUST INTERNATIONAL PTE LIMITED 20- 4,980,678 4,941,428.27 0.39 11.12.2020 11.12.2020 AUD THE FOOD REVOLUTION GROUP LTD 20- 511,917 358,582.73 0.03 USD ROYAL BUSINESS AND ASSOCIATES INC 20- 235,354 235,044.29 0.02 13.11.2020 06.11.2020 AUD THE FOOD REVOLUTION GROUP LTD 20- 511,917 358,126.74 0.03 USD ROYAL BUSINESS AND ASSOCIATES INC 20- 230,108 229,806.58 0.02 20.11.2020 06.11.2020 AUD THE FOOD REVOLUTION GROUP LTD 20- 511,917 357,673.84 0.03 USD ROYAL BUSINESS AND ASSOCIATES INC 20- 197,937 195,978.75 0.02 27.11.2020 22.12.2020 AUD THE FOOD REVOLUTION GROUP LTD 21- 511,917 354,247.31 0.03 USD ROYAL BUSINESS AND ASSOCIATES INC 21- 232,263 229,563.59 0.02 05.02.2021 13.01.2021 AUD THE FOOD REVOLUTION GROUP LTD 21- 511,917 354,957.13 0.03 USD R.W. CHELSEA HOLDINGS LTD 20-01.12.2020 500,496 496,463.77 0.04 08.01.2021 USD R.W. CHELSEA HOLDINGS LTD 20-08.12.2020 564,477 558,960.59 0.05 AUD THE FOOD REVOLUTION GROUP LTD 21- 511,917 353,880.54 0.03 USD R.W. CHELSEA HOLDINGS LTD 20-12.11.2020 459,884 458,365.31 0.04 12.02.2021 USD R.W. CHELSEA HOLDINGS LTD 20-15.12.2020 476,499 471,016.25 0.04 AUD THE FOOD REVOLUTION GROUP LTD 21- 511,917 354,509.33 0.03 15.01.2021 USD R.W. CHELSEA HOLDINGS LTD 20-20.11.2020 543,007 540,116.90 0.04

Credit Suisse Nova (Lux) Supply Chain Finance High Income Fund Page 75

Statement of Investments in Securities (Continued)

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

AUD THE FOOD REVOLUTION GROUP LTD 21- 511,917 353,528.68 0.03 AUD TPG TELECOM LIMITED 21-07.04.2021 596,423 413,880.77 0.03 19.02.2021 AUD TPG TELECOM LIMITED 21-12.03.2021 6,790,684 4,475,765.67 0.35 AUD THE FOOD REVOLUTION GROUP LTD 21- 511,917 354,061.63 0.03 22.01.2021 AUD UNITED RETAIL GROUP PTY LTD 20- 2,605,316 1,823,618.10 0.15 17.11.2020 AUD THE FOOD REVOLUTION GROUP LTD 21- 511,917 353,320.97 0.03 26.02.2021 AUD UNITED RETAIL GROUP PTY LTD 21- 1,601,217 1,108,864.06 0.09 15.01.2021 AUD THE FOOD REVOLUTION GROUP LTD 21- 1,023,834 709,225.60 0.06 29.01.2021 AUD UNITED RETAIL GROUP PTY LTD 21- 2,651,114 1,830,857.81 0.15 19.02.2021 USD THE TIMKEN COMPANY 20-07.12.2020 368,069 326,650.68 0.03 EUR VANTAGE TOWERS, S.L.U. 21-05.04.2021 838,921 954,577.18 0.08 USD THE TIMKEN CORPORATION 20-05.11.2020 167,923 62,854.45 0.01 EUR VANTAGE TOWERS, S.L.U. 21-05.04.2021 399,714 413,109.68 0.03 USD THE TIMKEN CORPORATION 20-20.11.2020 287,732 197,529.59 0.02 EUR VANTAGE TOWERS, S.L.U. 21-26.04.2021 301,316 342,832.42 0.03 USD THE TIMKEN CORPORATION 20-21.12.2020 378,277 368,277.42 0.03 EUR VLEI LIMITED 21-23.08.2021 13,500,000 14,921,094.94 1.20 USD THE TIMKEN CORPORATION 21-05.01.2021 197,213 195,344.31 0.02 EUR VODAFONE ESPANA S.A.U. 21-02.02.2021 569,456 522,610.91 0.04 USD THE TURNER CORPORATION 20-01.12.2020 2,318,941 2,307,486.15 0.19 EUR VODAFONE ESPANA S.A.U. 21-05.03.2021 1,527,534 1,018,240.43 0.08 CAD THE TURNER CORPORATION 20-01.12.2020 510,953 381,819.87 0.03 EUR VODAFONE ESPANA S.A.U. 21-05.04.2021 4,215,709 4,797,234.10 0.38 USD THE TURNER CORPORATION 20-02.12.2020 1,306,115 1,299,460.94 0.11 EUR VODAFONE ESPANA S.A.U. 21-05.04.2021 1,034,881 1,177,630.90 0.10 USD THE TURNER CORPORATION 20-02.12.2020 946,058 941,973.95 0.08 EUR VODAFONE GMBH 20-03.12.2020 701,245 811,806.92 0.07 CAD THE TURNER CORPORATION 20-04.11.2020 1,090,853 533,526.87 0.04 EUR VODAFONE GMBH 20-03.12.2020 1,175,620 621,994.42 0.05 USD THE TURNER CORPORATION 20-04.12.2020 1,872,806 631,313.21 0.05 EUR VODAFONE GMBH 20-03.12.2020 918,356 611,257.89 0.05 USD THE TURNER CORPORATION 20-06.11.2020 2,048,938 2,046,256.78 0.17 EUR VODAFONE GMBH 20-03.12.2020 1,191,434 206,463.64 0.02 USD THE TURNER CORPORATION 20-06.11.2020 1,541,406 1,539,391.97 0.12 EUR VODAFONE GMBH 20-04.12.2020 1,175,946 1,214,242.28 0.10 USD THE TURNER CORPORATION 20-06.11.2020 1,185,592 1,184,043.21 0.10 EUR VODAFONE GMBH 20-04.12.2020 1,211,565 1,033,949.66 0.08 USD THE TURNER CORPORATION 20-08.12.2020 729,501 725,665.73 0.06 EUR VODAFONE GMBH 20-09.11.2020 1,413,623 357,972.99 0.03 USD THE TURNER CORPORATION 20-08.12.2020 576,974 572,773.55 0.05 EUR VODAFONE GMBH 20-16.11.2020 1,156,959 1,343,523.65 0.11 USD THE TURNER CORPORATION 20-09.11.2020 622,317 46,084.67 0.00 EUR VODAFONE GMBH 20-24.12.2020 3,203,013 3,693,963.89 0.30 USD THE TURNER CORPORATION 20-11.11.2020 2,987,464 2,981,924.79 0.24 EUR VODAFONE GMBH 20-29.12.2020 1,371,564 209,896.22 0.02 USD THE TURNER CORPORATION 20-11.11.2020 3,400,994 238,872.90 0.02 EUR VODAFONE GMBH 20-30.11.2020 501,463 580,858.39 0.05 USD THE TURNER CORPORATION 20-11.11.2020 672,410 202,121.32 0.02 EUR VODAFONE GMBH 20-30.12.2020 1,633,843 1,891,497.30 0.15 USD THE TURNER CORPORATION 20-12.11.2020 2,944,660 2,937,516.08 0.24 EUR VODAFONE GMBH 21-01.03.2021 901,712 627,158.01 0.05 USD THE TURNER CORPORATION 20-13.11.2020 1,416,726 1,413,663.55 0.11 EUR VODAFONE GMBH 21-02.02.2021 5,608,500 6,421,821.42 0.51 USD THE TURNER CORPORATION 20-13.11.2020 1,416,724 1,413,661.61 0.11 EUR VODAFONE GMBH 21-02.02.2021 1,991,066 2,279,787.88 0.18 USD THE TURNER CORPORATION 20-13.11.2020 1,416,724 1,413,661.55 0.11 EUR VODAFONE GMBH 21-02.02.2021 1,460,330 1,521,380.97 0.12 USD THE TURNER CORPORATION 20-13.11.2020 1,359,876 1,356,936.75 0.11 EUR VODAFONE GMBH 21-02.02.2021 3,711,992 1,521,071.24 0.12 USD THE TURNER CORPORATION 20-13.11.2020 1,359,876 1,356,936.75 0.11 EUR VODAFONE GMBH 21-02.02.2021 1,220,632 1,245,305.26 0.10 USD THE TURNER CORPORATION 20-13.11.2020 1,359,868 1,356,928.75 0.11 EUR VODAFONE GMBH 21-02.02.2021 1,021,108 799,366.42 0.06 USD THE TURNER CORPORATION 20-13.11.2020 1,060,944 89,586.44 0.01 EUR VODAFONE GMBH 21-02.02.2021 554,143 634,490.64 0.05 USD THE TURNER CORPORATION 20-15.12.2020 1,412,204 1,405,301.30 0.11 EUR VODAFONE GMBH 21-02.02.2021 539,142 598,107.35 0.05 USD THE TURNER CORPORATION 20-15.12.2020 532,033 343,531.22 0.03 EUR VODAFONE GMBH 21-02.02.2021 501,101 573,789.90 0.05 USD THE TURNER CORPORATION 20-16.11.2020 1,281,167 1,277,806.15 0.10 EUR VODAFONE GMBH 21-04.01.2021 3,129,497 3,602,100.96 0.29 USD THE TURNER CORPORATION 20-17.11.2020 1,479,621 1,475,507.83 0.12 EUR VODAFONE GMBH 21-04.01.2021 1,476,916 1,700,005.19 0.14 USD THE TURNER CORPORATION 20-17.11.2020 1,479,609 1,475,495.88 0.12 EUR VODAFONE GMBH 21-04.01.2021 1,050,408 1,209,106.55 0.10 USD THE TURNER CORPORATION 20-17.11.2020 416,480 286,171.34 0.02 EUR VODAFONE GMBH 21-04.01.2021 1,357,915 986,590.33 0.08 USD THE TURNER CORPORATION 20-18.11.2020 433,091 85,075.12 0.01 EUR VODAFONE GMBH 21-05.03.2021 1,049,567 869,952.53 0.07 USD THE TURNER CORPORATION 20-18.12.2020 795,515 676,020.20 0.05 EUR VODAFONE GMBH 21-05.04.2021 721,137 820,589.52 0.07 USD THE TURNER CORPORATION 20-18.12.2020 2,385,208 570,223.98 0.05 EUR VODAFONE GMBH 21-28.01.2021 1,189,113 1,365,592.22 0.11 USD THE TURNER CORPORATION 20-21.12.2020 862,354 857,498.79 0.07 EUR VODAFONE GMBH 21-28.01.2021 948,270 766,877.27 0.06 USD THE TURNER CORPORATION 20-22.12.2020 269,811 268,496.66 0.02 EUR VODAFONE GROUP SERVICES LIMITED 20- 1,180,436 1,374,379.99 0.11 USD THE TURNER CORPORATION 20-23.12.2020 887,629 881,516.19 0.07 30.11.2020 USD THE TURNER CORPORATION 20-24.11.2020 657,632 655,049.99 0.05 GBP VODAFONE GROUP SERVICES LIMITED 20- 2,764,475 3,569,209.16 0.29 USD THE TURNER CORPORATION 20-24.12.2020 937,729 930,867.34 0.08 30.12.2020 EUR VODAFONE IRELAND LIMITED 20-17.11.2020 335,000 51,090.15 0.00 USD THE TURNER CORPORATION 20-25.11.2020 1,538,989 1,533,590.90 0.12 EUR VODAFONE IRELAND LIMITED 20-30.11.2020 376,545 149,902.65 0.01 USD THE TURNER CORPORATION 20-26.11.2020 265,503 45,899.35 0.00 EUR VODAFONE IRELAND LIMITED 21-02.02.2021 1,559,673 1,785,988.21 0.14 USD THE TURNER CORPORATION 21-05.02.2021 209,898 208,467.37 0.02 EUR VODAFONE IRELAND LIMITED 21-02.02.2021 1,112,961 1,064,518.01 0.09 USD THE TURNER CORPORATION 21-06.01.2021 317,835 224,846.09 0.02 EUR VODAFONE IRELAND LIMITED 21-02.02.2021 892,946 1,022,544.56 0.08 USD THE TURNER CORPORATION 21-08.01.2021 482,175 479,748.90 0.04 EUR VODAFONE IRELAND LIMITED 21-02.02.2021 789,056 713,894.43 0.06 USD THE TURNER CORPORATION 21-15.01.2021 234,867 232,847.42 0.02 EUR VODAFONE IRELAND LIMITED 21-04.03.2021 1,975,854 2,123,916.62 0.17 USD THE TURNER CORPORATION 21-21.01.2021 1,194,633 1,185,508.36 0.10 EUR VODAFONE IRELAND LIMITED 21-04.03.2021 1,767,433 2,013,037.62 0.16 USD THE TURNER CORPORATION 21-28.01.2021 557,227 551,994.03 0.04 EUR VODAFONE IRELAND LIMITED 21-04.03.2021 1,617,897 1,849,792.98 0.15 USD THE TURNER CORPORATION 21-29.01.2021 895,806 887,197.01 0.07 EUR VODAFONE IRELAND LIMITED 21-04.03.2021 843,030 960,174.59 0.08 GBP THE VERY GROUP LIMITED 21-07.01.2021 1,022,369 1,308,432.86 0.11 EUR VODAFONE IRELAND RETAIL LIMITED 21- 2,623,177 3,003,774.17 0.24 GBP THE VERY GROUP LIMITED 21-09.02.2021 579,146 740,632.53 0.06 02.02.2021 GBP THE VERY GROUP LIMITED 21-14.01.2021 2,427,389 3,103,326.12 0.25 EUR VODAFONE IRELAND RETAIL LIMITED 21- 1,117,367 1,279,398.87 0.10 USD TOWER TRADE GROUP LIMITED 20-04.12.2020 615,384 609,962.41 0.05 02.02.2021 USD TOWER TRADE GROUP LIMITED 20-06.11.2020 615,384 614,277.24 0.05 EUR VODAFONE IRELAND RETAIL LIMITED 21- 865,955 991,636.20 0.08 02.02.2021 USD TOWER TRADE GROUP LIMITED 20-11.12.2020 615,384 608,910.15 0.05 EUR VODAFONE IRELAND RETAIL LIMITED 21- 250,923 249,237.43 0.02 USD TOWER TRADE GROUP LIMITED 20-13.11.2020 615,384 613,176.87 0.05 04.01.2021 USD TOWER TRADE GROUP LIMITED 20-18.12.2020 615,384 607,844.27 0.05 EUR VODAFONE IRELAND RETAIL LIMITED 21- 1,352,897 1,540,797.25 0.12 USD TOWER TRADE GROUP LIMITED 20-20.11.2020 615,384 612,102.02 0.05 04.03.2021 EUR VODAFONE IRELAND RETAIL LIMITED 21- 939,559 1,070,121.25 0.09 USD TOWER TRADE GROUP LIMITED 20-24.12.2020 615,384 606,964.51 0.05 04.03.2021 USD TOWER TRADE GROUP LIMITED 20-27.11.2020 615,384 611,039.81 0.05 EUR VODAFONE IRELAND RETAIL LIMITED 21- 1,315,221 1,496,551.70 0.12 USD TOWER TRADE GROUP LIMITED 20-31.12.2020 615,384 608,238.89 0.05 05.04.2021 USD TOWER TRADE GROUP LIMITED 21-01.04.2021 615,384 600,923.31 0.05 EUR VODAFONE KABEL DEUTSCHLAND GMBH 20- 502,778 230,812.78 0.02 04.12.2020 USD TOWER TRADE GROUP LIMITED 21-04.02.2021 615,384 604,292.74 0.05 EUR VODAFONE KABEL DEUTSCHLAND GMBH 20- 1,298,047 1,499,347.94 0.12 USD TOWER TRADE GROUP LIMITED 21-04.03.2021 615,384 601,121.13 0.05 25.12.2020 USD TOWER TRADE GROUP LIMITED 21-07.01.2021 615,384 607,454.86 0.05 EUR VODAFONE KABEL DEUTSCHLAND GMBH 20- 2,011,060 2,321,888.53 0.19 28.12.2020 USD TOWER TRADE GROUP LIMITED 21-08.04.2021 615,384 600,264.78 0.05 EUR VODAFONE KABEL DEUTSCHLAND GMBH 21- 2,415,244 2,785,180.01 0.23 USD TOWER TRADE GROUP LIMITED 21-11.02.2021 615,384 603,453.69 0.05 02.02.2021 USD TOWER TRADE GROUP LIMITED 21-11.03.2021 615,384 600,347.06 0.05 EUR VODAFONE KABEL DEUTSCHLAND GMBH 21- 2,007,224 2,305,142.81 0.19 USD TOWER TRADE GROUP LIMITED 21-14.01.2021 615,384 606,664.33 0.05 02.02.2021 USD TOWER TRADE GROUP LIMITED 21-15.04.2021 615,384 599,567.38 0.05 EUR VODAFONE KABEL DEUTSCHLAND GMBH 21- 1,532,287 1,754,530.98 0.14 02.02.2021 USD TOWER TRADE GROUP LIMITED 21-18.02.2021 615,384 602,682.92 0.05 EUR VODAFONE KABEL DEUTSCHLAND GMBH 21- 1,468,110 1,689,768.24 0.14 USD TOWER TRADE GROUP LIMITED 21-18.03.2021 615,384 599,565.26 0.05 02.02.2021 USD TOWER TRADE GROUP LIMITED 21-21.01.2021 615,384 605,881.55 0.05 EUR VODAFONE KABEL DEUTSCHLAND GMBH 21- 1,107,820 1,268,526.40 0.10 02.02.2021 USD TOWER TRADE GROUP LIMITED 21-22.04.2021 615,384 598,926.83 0.05 EUR VODAFONE KABEL DEUTSCHLAND GMBH 21- 1,894,119 1,906,866.00 0.15 USD TOWER TRADE GROUP LIMITED 21-25.02.2021 615,384 601,889.57 0.05 03.02.2021 USD TOWER TRADE GROUP LIMITED 21-25.03.2021 615,384 598,778.17 0.05 EUR VODAFONE KABEL DEUTSCHLAND GMBH 21- 1,113,297 952,642.44 0.08 USD TOWER TRADE GROUP LIMITED 21-28.01.2021 615,384 605,097.47 0.05 04.01.2021 AUD TPG TELECOM LIMITED 20-22.12.2020 449,703 313,353.99 0.03 EUR VODAFONE KABEL DEUTSCHLAND GMBH 21- 1,063,542 671,116.69 0.05 04.01.2021 AUD TPG TELECOM LIMITED 21-01.04.2021 2,748,620 1,888,389.14 0.15

Credit Suisse Nova (Lux) Supply Chain Finance High Income Fund Page 76

Statement of Investments in Securities (Continued)

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

EUR VODAFONE KABEL DEUTSCHLAND GMBH 21- 770,680 494,410.24 0.04 04.01.2021 EUR VODAFONE KABEL DEUTSCHLAND GMBH 21- 508,486 359,293.88 0.03 04.01.2021 EUR VODAFONE KABEL DEUTSCHLAND GMBH 21- 292,123 226,271.83 0.02 04.01.2021 EUR VODAFONE KABEL DEUTSCHLAND GMBH 21- 4,379,375 5,006,028.98 0.39 05.03.2021 GBP VODAFONE LIMITED 20-11.12.2020 567,831 496,388.91 0.04 EUR VODAFONE ONO S.A.U. 21-25.02.2021 253,157 236,791.05 0.02 EUR VODAFONE PORTUGAL COMUNICACOES 1,824,265 2,088,766.77 0.17 PESSOAIS S.A 21-02.02.2021 EUR VODAFONE PORTUGAL COMUNICACOES 918,342 1,052,595.72 0.09 PESSOAIS S.A 21-02.02.2021 EUR VODAFONE PORTUGAL COMUNICACOES 873,034 892,245.51 0.07 PESSOAIS S.A 21-02.02.2021 EUR VODAFONE PORTUGAL COMUNICACOES 227,749 260,819.37 0.02 PESSOAIS S.A 21-02.02.2021 EUR VODAFONE PORTUGAL COMUNICACOES 2,260,226 2,252,814.73 0.18 PESSOAIS S.A 21-04.01.2021 EUR VODAFONE PORTUGAL COMUNICACOES 1,285,517 1,379,304.50 0.11 PESSOAIS S.A 21-04.01.2021 EUR VODAFONE PORTUGAL COMUNICACOES 1,156,197 1,215,835.50 0.10 PESSOAIS S.A 21-04.01.2021 EUR VODAFONE PORTUGAL COMUNICACOES 1,178,341 1,350,277.46 0.11 PESSOAIS S.A 21-05.03.2021 EUR VODAFONE PORTUGAL COMUNICACOES 1,877,662 2,162,013.24 0.17 PESSOAIS S.A 21-28.01.2021 EUR VODAFONE PORTUGAL COMUNICACOES 955,232 1,096,993.68 0.09 PESSOAIS S.A 21-28.01.2021 GBP VODAFONE PROCUREMENT COMPANY SARL 633,662 79,986.27 0.01 20-03.11.2020 EUR VODAFONE PROCUREMENT COMPANY SARL 693,106 353,251.15 0.03 20-19.11.2020 GBP VODAFONE PROCUREMENT COMPANY SARL 356,649 457,239.59 0.04 21-02.02.2021 EUR VODAFONE PROCUREMENT COMPANY SARL 885,491 1,022,222.05 0.08 21-04.03.2021 GBP VODAFONE PROCUREMENT COMPANY SARL 1,152,909 1,236,964.32 0.10 21-05.03.2021 USD VODAFONE PROCUREMENT COMPANY SARL 736,476 730,341.60 0.06 21-05.03.2021 EUR VODAFONE PROCUREMENT COMPANY SARL 3,000,000 3,413,815.45 0.28 21-05.04.2021 EUR VODAFONE SERVICIOS SLU 20-17.12.2020 256,001 105,657.02 0.01 USD WESTFORD LIMITED 20-04.12.2020 2,743,054 2,718,933.06 0.22 USD WESTFORD LIMITED 20-07.12.2020 2,748,517 2,722,384.62 0.22 USD WESTFORD LIMITED 20-09.12.2020 2,752,330 2,724,746.37 0.22 USD WESTFORD LIMITED 20-10.12.2020 2,755,575 2,727,272.71 0.22 USD WESTFORD LIMITED 20-14.12.2020 2,758,917 2,727,838.38 0.22

Receivables backed securities: single obligor notes 659,135,818.48 53.30

Securities not listed on a stock exchange 1,044,669,157.39 84.47

Total of Portfolio 1,144,930,876.39 92.58

Cash at banks and at brokers 86,887,548.59 7.03

Due to banks and to brokers -1,914,937.64 -0.15

Other net assets 6,806,705.08 0.54

Total net assets 1,236,710,192.42 100.00

Credit Suisse Nova (Lux) Supply Chain Finance Investment Grade Fund Page 77

Technical Data and Notes

Technical Data

Valoren ISIN Management Fee Total Expense Ratio

DB -Capitalisation USD 52046406 LU2105087832 0.00% 0.09% IB -Capitalisation USD 52046881 LU2105088053 0.20% 0.39% DBH - Capitalisation EUR 52067846 LU2105086511 0.00% 0.12% IBH -Capitalisation EUR 52067917 LU2105086784 0.15% 0.38%

There is no management fee for the -DB- and -DBH- shares. Credit Suisse Nova (Lux) Supply Chain Finance Investment Grade Fund was launched on 24.02.2020. Credit Suisse Nova (Lux) Supply Chain Finance Investment Grade Fund -DB- USD and -IB- USD were launched on 24.02.2020. Credit Suisse Nova (Lux) Supply Chain Finance Investment Grade Fund -DBH- EUR was launched on 09.03.2020. Credit Suisse Nova (Lux) Supply Chain Finance Investment Grade Fund -IBH- EUR was launched on 11.03.2020.

Fund Performance

YTD Since Inception DB -Capitalisation USD / 0.68% IB - Capitalisation USD / 0.46% DBH - Capitalisation EUR / -0.06% IBH - Capitalisation EUR / -0.23%

Notes

Forward foreign exchange contracts

Purchases Sales Maturity Valuation Counterparty (in USD) USD 10,542,828 AUD -14,750,000 10.11.2020 184,111.45 CREDIT SUISSE (SCHWEIZ) AG USD 11,958,200 CAD -16,000,000 12.11.2020 -42,206.01 CREDIT SUISSE (SCHWEIZ) AG USD 43,604,463 EUR -37,000,000 10.11.2020 494,758.62 CREDIT SUISSE (SCHWEIZ) AG EUR 9,402,700 USD -11,081,073 10.11.2020 -125,761.12 CREDIT SUISSE (SCHWEIZ) AG USD 34,060,317 GBP -26,100,000 10.11.2020 309,290.76 CREDIT SUISSE (SCHWEIZ) AG USD 1,317,128 NZD -2,000,000 12.11.2020 -4,657.31 CREDIT SUISSE (SCHWEIZ) AG USD 1,160,992 HKD -9,000,000 12.11.2020 455.42 CREDIT SUISSE (SCHWEIZ) AG USD 343,527 SEK -3,000,000 12.11.2020 6,443.74 CREDIT SUISSE (SCHWEIZ) AG EUR 20,000,000 USD -23,612,040 12.11.2020 -308,580.00 CREDIT SUISSE (SCHWEIZ) AG USD 1,438,152 AUD -2,000,000 12.11.2020 33,565.64 CREDIT SUISSE (SCHWEIZ) AG USD 1,981,851 GBP -1,500,000 12.11.2020 42,112.24 CREDIT SUISSE (SCHWEIZ) AG USD 2,360,226 EUR -2,000,000 12.11.2020 29,871.72 CREDIT SUISSE (SCHWEIZ) AG CAD 2,000,000 USD -1,514,229 12.11.2020 -14,178.21 CREDIT SUISSE (SCHWEIZ) AG GBP 11,000,000 USD -14,400,133 12.11.2020 -175,395.00 CREDIT SUISSE (SCHWEIZ) AG Credit Suisse Nova (Lux) • Audited Annual Report as at 31.10.2020

Credit Suisse Nova (Lux) Supply Chain Finance Investment Grade Fund Page 78

Technical Data and Notes

Forward foreign exchange contracts

Purchases Sales Maturity Valuation Counterparty (in USD) AUD 2,000,000 USD -1,434,058 12.11.2020 -29,474.85 CREDIT SUISSE (SCHWEIZ) AG USD 3,553,959 EUR -3,000,000 12.11.2020 58,423.80 CREDIT SUISSE (SCHWEIZ) AG GBP 2,500,000 USD -3,279,735 12.11.2020 -46,840.00 CREDIT SUISSE (SCHWEIZ) AG USD 1,183,387 EUR -1,000,000 12.11.2020 18,208.95 CREDIT SUISSE (SCHWEIZ) AG USD 4,719,420 EUR -4,000,000 12.11.2020 58,711.72 CREDIT SUISSE (SCHWEIZ) AG USD 5,988,525 EUR -5,000,000 10.11.2020 162,866.69 CREDIT SUISSE (SCHWEIZ) AG EUR 5,000,000 USD -5,995,065 12.11.2020 -169,200.00 CREDIT SUISSE (SCHWEIZ) AG GBP 4,000,000 USD -5,381,168 12.11.2020 -208,536.00 CREDIT SUISSE (SCHWEIZ) AG EUR 3,000,000 USD -3,565,050 12.11.2020 -69,531.00 CREDIT SUISSE (SCHWEIZ) AG AUD 3,000,000 USD -2,202,345 12.11.2020 -95,470.27 CREDIT SUISSE (SCHWEIZ) AG CAD 1,000,000 USD -764,081 12.11.2020 -14,055.95 CREDIT SUISSE (SCHWEIZ) AG GBP 1,000,000 USD -1,326,926 12.11.2020 -33,768.00 CREDIT SUISSE (SCHWEIZ) AG EUR 6,075,800 USD -7,180,836 09.12.2020 -97,018.38 CREDIT SUISSE (SCHWEIZ) AG EUR 1,673,100 USD -1,976,157 10.11.2020 -26,788.01 CREDIT SUISSE (SCHWEIZ) AG GBP 4,000,000 USD -5,174,516 12.11.2020 -1,884.00 CREDIT SUISSE (SCHWEIZ) AG EUR 2,500,000 USD -2,949,218 12.11.2020 -36,285.00 CREDIT SUISSE (SCHWEIZ) AG CAD 6,000,000 USD -4,540,532 12.11.2020 -40,379.19 CREDIT SUISSE (SCHWEIZ) AG AUD 8,500,000 USD -6,184,413 12.11.2020 -214,934.59 CREDIT SUISSE (SCHWEIZ) AG EUR 3,000,000 USD -3,561,572 12.11.2020 -66,052.50 CREDIT SUISSE (SCHWEIZ) AG CAD 2,000,000 USD -1,520,100 12.11.2020 -20,048.90 CREDIT SUISSE (SCHWEIZ) AG NZD 2,000,000 USD -1,316,468 12.11.2020 5,317.34 CREDIT SUISSE (SCHWEIZ) AG USD 3,235,625 CHF -3,000,000 12.11.2020 -38,693.05 CREDIT SUISSE (SCHWEIZ) AG USD 1,284,847 GBP -1,000,000 12.11.2020 -8,309.35 CREDIT SUISSE (SCHWEIZ) AG CAD 1,500,000 USD -1,122,781 12.11.2020 2,257.71 CREDIT SUISSE (SCHWEIZ) AG USD 4,699,804 EUR -4,000,000 12.11.2020 39,101.16 CREDIT SUISSE (SCHWEIZ) AG USD 1,180,439 EUR -1,000,000 12.11.2020 15,261.77 CREDIT SUISSE (SCHWEIZ) AG USD 1,295,220 GBP -1,000,000 12.11.2020 2,062.84 CREDIT SUISSE (SCHWEIZ) AG Credit Suisse Nova (Lux) • Audited Annual Report as at 31.10.2020

Credit Suisse Nova (Lux) Supply Chain Finance Investment Grade Fund Page 79

Technical Data and Notes

Forward foreign exchange contracts

Purchases Sales Maturity Valuation Counterparty (in USD) CAD 1,500,000 USD -1,131,592 12.11.2020 -6,553.84 CREDIT SUISSE (SCHWEIZ) AG EUR 90,800 USD -106,796 10.11.2020 -1,002.89 CREDIT SUISSE (SCHWEIZ) AG EUR 6,166,600 USD -7,264,150 12.01.2021 -67,888.10 CREDIT SUISSE (SCHWEIZ) AG EUR 90,800 USD -106,860 09.12.2020 -995.53 CREDIT SUISSE (SCHWEIZ) AG EUR 1,000,000 USD -1,181,066 12.11.2020 -15,893.00 CREDIT SUISSE (SCHWEIZ) AG USD 646,264 GBP -500,000 12.11.2020 -314.98 CREDIT SUISSE (SCHWEIZ) AG EUR 399,800 USD -475,018 10.11.2020 -9,201.79 CREDIT SUISSE (SCHWEIZ) AG EUR 219,900 USD -260,085 10.11.2020 -3,874.42 CREDIT SUISSE (SCHWEIZ) AG USD 1,300,606 GBP -1,000,000 12.11.2020 7,448.42 CREDIT SUISSE (SCHWEIZ) AG USD 4,682,384 EUR -4,000,000 12.11.2020 21,685.99 CREDIT SUISSE (SCHWEIZ) AG USD 5,262,852 EUR -4,500,000 12.11.2020 19,568.07 CREDIT SUISSE (SCHWEIZ) AG GBP 2,000,000 USD -2,593,640 12.11.2020 -7,324.00 CREDIT SUISSE (SCHWEIZ) AG Net unrealised loss on forward foreign exchange contracts -489,571.19 Credit Suisse Nova (Lux) • Audited Annual Report as at 31.10.2020

Credit Suisse Nova (Lux) Supply Chain Finance Investment Grade Fund Page 80

Statement of Net Assets in USD and Fund Evolution

31.10.2020 Assets Investments in securities at market value 126,194,687.43 Cash at banks and at brokers 5,560,100.32 Income receivable 414,731.64 132,169,519.39

Liabilities Due to banks and to brokers 6,723,054.24 Provisions for accrued expenses 14,814.97 Net unrealised loss on forward foreign exchange contracts 489,571.19 Other liabilities 7,284.00 7,234,724.40

Net assets 124,934,794.99

Fund Evolution 31.10.2020

Total net assets USD 124,934,794.99

Net asset value per share DB - Capitalisation USD 1,006.81 IB - Capitalisation USD 1,004.62 DBH - Capitalisation EUR 999.42 IBH - Capitalisation EUR 997.67

Number of shares outstanding at the end at the beginning Number of shares Number of shares of the period of the period issued redeemed

DB -Capitalisation USD 80,000.000 0.000 80,000.000 0.000 IB - Capitalisation USD 22,019.902 0.000 47,019.902 25,000.000 DBH - Capitalisation EUR 13,138.014 0.000 13,138.014 0.000 IBH - Capitalisation EUR 6,000.798 0.000 16,000.798 10,000.000

The notes are an integral part of the financial statements. Credit Suisse Nova (Lux) • Audited Annual Report as at 31.10.2020

Credit Suisse Nova (Lux) Supply Chain Finance Investment Grade Fund Page 81

Statement of Operations / Changes in Net Assets in USD

For the period from 24.02.2020 to 31.10.2020

Net assets at the beginning of the period 0.00

Income Interest on investments in securities (net) 139,817.20 Bank interest 10,965.32 150,782.52

Expenses Management fee 62,818.83 Depositary fee 31,571.94 Administration expenses 7,291.58 Printing and publication expenses 2,078.42 Interest and bank charges 33,025.65 Audit, control, legal, representative bank expenses 14,590.76 "Taxe d'abonnement" 11,658.03 163,035.21

Net income (loss) -12,252.69

Realised gain (loss) Realised gain on sales of investments 6,257,543.60 Realised loss on sales of investments -971,747.90 Realised gain on forward foreign exchange contracts 3,922,917.56 Realised loss on forward foreign exchange contracts -8,283,363.61 Realised gain on foreign exchange 2,878,737.07 Realised loss on foreign exchange -1,145,976.14 2,658,110.58

Net realised gain (loss) 2,645,857.89

Change in net unrealised appreciation (depreciation) Change in unrealised appreciation on investments 87,046.94 Change in unrealised depreciation on investments -344,670.19 Change in unrealised appreciation on forward foreign exchange contracts 1,511,524.05 Change in unrealised depreciation on forward foreign exchange contracts -2,001,095.24 -747,194.44

Net increase (decrease) in net assets as a result of operations 1,898,663.45

Subscriptions / Redemptions Subscriptions 160,067,355.12 Redemptions -37,031,223.58 123,036,131.54

Net assets at the end of the period 124,934,794.99

The notes are an integral part of the financial statements. Credit Suisse Nova (Lux) • Audited Annual Report as at 31.10.2020

Credit Suisse Nova (Lux) Supply Chain Finance Investment Grade Fund Page 82

Statement of Investments in Securities

Breakdown by Country Statement of Investments in Securities USA 51.30 Quantity / Valuation % of net Description Nominal* (in USD) assets Luxembourg** 49.66 Securities listed on a stock exchange or other organised markets: Bonds Switzerland 0.05 Bonds Total 101.01 USD US S. AE-2020 1.375%/15-31.10.2020 10,000,000 10,000,000.00 8.00 USD US TREASURY AF-2020 1.625%/15-30.11.2020 33,000,000 33,039,961.02 26.45 USD US TREASURY AG-2020 1.75%/15-31.12.2020 21,000,000 21,054,960.99 16.85

Bonds 64,094,922.01 51.30 Breakdown by Economic Sector Securities listed on a stock exchange or other organised markets: Countries and central governments 51.30 Bonds 64,094,922.01 51.30 Receivables backed securities** 49.71 Securities not listed on a stock exchange Total 101.01 Receivables backed securities: multiple obligors notes USD DRAGADOS MULTI OBLIGOR PROGRAMME 901,356 900,313.00 0.72 2019 20-09.12.2020 USD DRAGADOS MULTI OBLIGOR PROGRAMME 4,006,856 4,005,188.35 3.21 2019 20-10.11.2020 USD DRAGADOS MULTI OBLIGOR PROGRAMME 729,223 727,706.62 0.58 2019 20-22.12.2020 USD DRAGADOS MULTI OBLIGOR PROGRAMME 1,001,062 1,000,102.12 0.80 2019 20-24.11.2020 USD DRAGADOS MULTI OBLIGOR PROGRAMME 2,473,301 2,464,862.64 1.97 2019 21-16.02.2021

Receivables backed securities: multiple obligors notes 9,098,172.73 7.28

Receivables backed securities: single obligor notes EUR AIRBUS SE. 20-10.11.2020 561,606 654,046.93 0.52 EUR AIRBUS SE. 20-10.11.2020 517,114 602,231.50 0.48 EUR AIRBUS SE. 20-10.11.2020 517,499 468,937.64 0.38 EUR AIRBUS SE. 20-10.11.2020 554,243 365,215.62 0.29 EUR AIRBUS SE. 20-10.11.2020 267,166 270,392.87 0.22 EUR AIRBUS SE. 20-10.11.2020 153,937 131,719.63 0.11 EUR AIRBUS SE. 20-10.11.2020 419,525 91,846.03 0.07 EUR AIRBUS SE. 20-10.11.2020 239,576 50,403.56 0.04 EUR AIRBUS SE. 20-10.11.2020 368,146 45,182.28 0.04 EUR AIRBUS SE. 20-10.11.2020 859,690 23,536.89 0.02 EUR AIRBUS SE. 20-10.11.2020 248,581 12,295.63 0.01 EUR AIRBUS SE. 20-10.12.2020 1,770,722 2,061,859.07 1.65 USD AIRBUS SE. 20-10.12.2020 876,748 866,782.57 0.69 EUR AIRBUS SE. 20-10.12.2020 340,385 396,272.06 0.32 EUR AIRBUS SE. 20-10.12.2020 281,609 327,770.93 0.26 EUR AIRBUS SE. 20-10.12.2020 271,204 315,744.87 0.25 EUR AIRBUS SE. 20-10.12.2020 267,706 295,513.87 0.24 EUR AIRBUS SE. 20-10.12.2020 251,496 292,803.70 0.23 EUR AIRBUS SE. 20-10.12.2020 200,324 233,177.27 0.19 EUR AIRBUS SE. 20-10.12.2020 155,767 181,394.04 0.15 EUR ASTRAZENECA AB 20-07.12.2020 231,212 232,206.51 0.19 EUR ASTRAZENECA AB 20-13.11.2020 276,400 299,474.22 0.24 GBP ASTRAZENECA AB 20-17.11.2020 202,687 16,237.38 0.01 EUR ASTRAZENECA AB 20-22.12.2020 282,380 328,641.47 0.26 GBP ASTRAZENECA AB 20-29.12.2020 167,768 216,639.03 0.17 EUR ASTRAZENECA AB 21-04.01.2021 170,314 198,243.29 0.16 USD ASTRAZENECA PHARMACEUTICALS LP 20- 283,305 143,035.33 0.11 05.11.2020 USD ASTRAZENECA PHARMACEUTICALS LP 20- 380,159 69,960.99 0.06 12.11.2020 GBP ASTRAZENECA UK LIMITED 20-01.12.2020 270,484 349,443.68 0.28 GBP ASTRAZENECA UK LIMITED 20-02.12.2020 544,113 658,737.58 0.53 GBP ASTRAZENECA UK LIMITED 20-07.12.2020 697,231 900,549.19 0.72 EUR ASTRAZENECA UK LIMITED 20-09.11.2020 130,557 84,956.39 0.07 GBP ASTRAZENECA UK LIMITED 20-09.12.2020 399,959 516,586.91 0.41 GBP ASTRAZENECA UK LIMITED 20-11.12.2020 181,035 233,805.69 0.19 EUR ASTRAZENECA UK LIMITED 20-14.12.2020 161,152 14,239.21 0.01 GBP ASTRAZENECA UK LIMITED 20-16.11.2020 475,575 437,244.96 0.35 GBP ASTRAZENECA UK LIMITED 20-16.12.2020 775,243 1,001,112.79 0.80 EUR ASTRAZENECA UK LIMITED 20-17.11.2020 142,304 165,724.20 0.13 EUR ASTRAZENECA UK LIMITED 20-21.12.2020 326,857 380,449.07 0.30 GBP ASTRAZENECA UK LIMITED 20-23.12.2020 184,854 238,684.16 0.19 GBP ASTRAZENECA UK LIMITED 20-25.11.2020 139,450 180,176.04 0.14 GBP ASTRAZENECA UK LIMITED 20-29.12.2020 252,709 326,157.79 0.26 GBP ASTRAZENECA UK LIMITED 21-04.01.2021 260,483 336,112.93 0.27 GBP ASTRAZENECA UK LIMITED 21-11.01.2021 229,282 295,902.75 0.24 AUD CPB CONTRACTORS PTY LTD 20-02.11.2020 1,666,819 6,618.40 0.01 GBP GENERAL MILLS INC 20-07.12.2020 234,588 209,952.84 0.17 EUR GENERAL MILLS INC 20-07.12.2020 324,421 35,938.27 0.03 CAD GENERAL MILLS INC 20-21.12.2020 749,044 244,707.03 0.20 EUR GENERAL MILLS INC 20-23.11.2020 529,042 47,214.32 0.04 CAD HENKEL CORPORATION 20-05.11.2020 352,552 90,978.19 0.07 USD HENKEL CORPORATION 21-05.02.2021 1,930,497 1,926,614.85 1.54 USD HENKEL CORPORATION 21-05.02.2021 929,792 916,796.99 0.73 USD HENKEL CORPORATION 21-05.03.2021 643,650 641,708.37 0.51 CAD HENKEL GLOBAL SUPPLY CHAIN B.V. 20- 275,321 194,583.19 0.16 05.11.2020 EUR HENKEL GLOBAL SUPPLY CHAIN B.V. 20- 168,946 124,604.25 0.10 05.11.2020 CAD HENKEL GLOBAL SUPPLY CHAIN B.V. 21- 547,843 399,378.03 0.32 05.01.2021 USD HENKEL GLOBAL SUPPLY CHAIN B.V. 21- 1,751,731 1,745,061.63 1.40 05.02.2021 EUR HENKEL GLOBAL SUPPLY CHAIN B.V. 21- 603,929 700,872.62 0.56 05.02.2021

**Country and sector of the securitisation vehicles. *For Receivables backed securities, Nominal represents the Initial Nominal and does reflect the actual pay-downs. The notes are an integral part of the financial statements. Any differences in the percentage of Net Assets are the result of roundings. Credit Suisse Nova (Lux) • Audited Annual Report as at 31.10.2020

Credit Suisse Nova (Lux) Supply Chain Finance Investment Grade Fund Page 83

Statement of Investments in Securities (Continued)

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

CAD HENKEL GLOBAL SUPPLY CHAIN B.V. 21- 204,997 153,119.81 0.12 05.02.2021 EUR HENKEL GLOBAL SUPPLY CHAIN B.V. 21- 511,338 594,213.97 0.48 05.03.2021 USD HENKEL GLOBAL SUPPLY CHAIN B.V. 21- 3,016,610 2,976,853.67 2.37 06.04.2021 USD HENKEL GLOBAL SUPPLY CHAIN B.V. 21- 1,431,616 1,426,890.29 1.14 06.04.2021 AUD INTERNATIONAL FLAVORS & FRAGRANCES INC 254,803 41,791.71 0.03 20-24.11.2020 HKD LEIGHTON CONTRACTORS (ASIA) LIMITED 20- 1,987,849 255,658.20 0.20 24.12.2020 CHF NOVARTIS PHARMA AG 20-07.12.2020 1,065,722 1,161,665.81 0.93 USD NOVARTIS PHARMA AG 20-07.12.2020 342,902 342,404.07 0.27 CHF NOVARTIS PHARMA AG 20-15.12.2020 1,966,408 590,988.36 0.47 GBP NOVARTIS PHARMA AG 20-15.12.2020 374,348 483,546.70 0.39 GBP NOVARTIS PHARMA AG 20-17.11.2020 190,470 215,795.97 0.17 CHF NOVARTIS PHARMA AG 20-29.12.2020 211,457 230,511.30 0.18 CHF NOVARTIS PHARMA AG 21-18.01.2021 1,119,501 1,218,703.71 0.98 GBP NOVARTIS PHARMA AG 21-20.01.2021 122,002 157,482.14 0.13 USD NOVARTIS PHARMACEUTICALS CORPORATION 207,938 186,549.49 0.15 20-02.12.2020 EUR SCHENKER AG 20-04.12.2020 492,159 572,924.61 0.46 EUR SCHENKER AG 20-08.12.2020 861,569 1,002,934.16 0.80 EUR SCHENKER AG 20-08.12.2020 392,679 445,119.75 0.36 EUR SCHENKER AG 20-11.12.2020 1,456,586 1,695,347.99 1.36 EUR SCHENKER AG 20-11.12.2020 1,218,568 1,418,495.32 1.14 EUR SCHENKER AG 20-11.12.2020 594,017 634,115.02 0.51 EUR SCHENKER AG 20-13.11.2020 554,222 645,432.99 0.52 EUR SCHENKER AG 20-15.12.2020 1,158,057 1,308,663.97 1.05 EUR SCHENKER AG 20-18.12.2020 1,081,548 1,258,708.87 1.01 EUR SCHENKER AG 20-18.12.2020 639,660 744,579.94 0.60 EUR SCHENKER AG 20-18.12.2020 395,856 448,875.41 0.36 EUR SCHENKER AG 20-24.12.2020 661,713 770,083.17 0.62 EUR SCHENKER AG 20-27.11.2020 1,302,792 1,516,747.15 1.21 EUR SCHENKER AG 20-27.11.2020 203,791 210,877.26 0.17 AUD TELSTRA CORPORATION LTD 20-02.11.2020 485,073 38,548.17 0.03 AUD TELSTRA CORPORATION LTD 20-02.11.2020 407,133 23,457.21 0.02 AUD TELSTRA CORPORATION LTD 20-02.11.2020 358,254 19,252.23 0.02 AUD TELSTRA CORPORATION LTD 20-16.12.2020 194,354 136,361.95 0.11 AUD TELSTRA CORPORATION LTD 20-24.11.2020 1,684,862 50,980.61 0.04 EUR VANTAGE TOWERS GMBH 21-05.03.2021 523,645 609,107.64 0.49 EUR VODAFONE GMBH 20-02.11.2020 402,559 12,219.04 0.01 EUR VODAFONE GROUP SERVICES LIMITED 20- 303,306 352,887.43 0.28 30.12.2020 EUR VODAFONE KABEL DEUTSCHLAND GMBH 21- 2,049,370 2,381,374.31 1.90 05.03.2021 GBP VODAFONE LIMITED 20-02.11.2020 924,448 34,918.28 0.03 GBP VODAFONE LIMITED 20-03.12.2020 418,554 57,701.84 0.05 GBP VODAFONE LIMITED 21-04.01.2021 443,854 19,994.15 0.02 GBP VODAFONE PROCUREMENT COMPANY SARL 687,865 25,300.47 0.02 20-02.11.2020 EUR VODAFONE PROCUREMENT COMPANY SARL 2,792,668 3,245,088.89 2.59 21-05.03.2021 USD WABTEC CORP. 21-28.01.2021 690,585 688,842.16 0.55

Receivables backed securities: single obligor notes 53,001,592.69 42.43

Securities not listed on a stock exchange 62,099,765.42 49.71

Total of Portfolio 126,194,687.43 101.01

Cash at banks and at brokers 5,560,100.32 4.45

Due to banks and to brokers -6,723,054.24 -5.38

Other net liabilities -96,938.52 -0.08

Total net assets 124,934,794.99 100.00

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