Cut the butternut squash in half, peel and seed. Peel, core and coarsely chop the apples. Peel the onion and also chop coarsely. Combine all these ingredients with the rosemary, marjoram, chicken broth, water, bread, and salt and pepper to taste in a heavy saucepan. Bring to a boil and simmer, uncovered for 45 minutes. Puree the soup in a blender until smooth, in several batches, not filling the blender more than a quarter full each time. Return the soup to the saucepan and bring to a boil, then reduce the heat. Just before serving, add the heavy cream and serve hot with a sprinkle of freshly chopped parsley on top.