In case PurpleSky's reply is not what you meant, try this...
Go to USERCP (top left) and in the left-hand panel go to Subscribed Threads > List Subscriptions. Select the threads you want to delete and, at the bottom of the list, change 'Move To Folder' to 'Delete Subscription' then click 'Go'.
The threads will still be visible to everyone in the forum but they will be removed from your list.
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