# EDGAR Filing Document

**Accession Number:** 0000941568
**File Stem:** 0001410368-26-056377
**Filing Date:** 2026-5
**Character Count:** 69301
**Document Hash:** 6f61de4bcbe575c485371318ee48a115
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-056377.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001410368-26-056377

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Cantor Fitzgerald Variable Insurance Trust
- **CENTRAL INDEX KEY:** 0000941568

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07261
- **FILM NUMBER:** 261043963

**BUSINESS ADDRESS:**
- **STREET 1:** 110 E. 59TH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10022
- **BUSINESS PHONE:** (855) 922-6867

**MAIL ADDRESS:**
- **STREET 1:** 110 E. 59TH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10022

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CREDIT SUISSE TRUST
- **DATE OF NAME CHANGE:** 20011213

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WARBURG PINCUS TRUST
- **DATE OF NAME CHANGE:** 19950315

## Series and Classes Contracts Data

### Cantor Fitzgerald Commodity Return Strategy Portfolio (Series ID: S000011252)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000031307 | Class 1      | CCRSX           |
| C000218423 | Class 2      | CCRRX           |

## Nport-Ex

**Cantor Fitzgerald Commodity Return Strategy Portfolio** 

**Consolidated Schedule of Investments**

March 31, 2026 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par<br> (000)** |  | **Ratings†<br> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **COMMODITY INDEXED STRUCTURED NOTES** (11.2%)** | **COMMODITY INDEXED STRUCTURED NOTES** (11.2%)** |  |  |  |  |
| $26300 | Bank of Montreal, Commodity Index Linked Senior Unsecured Notes, Rule 144A, SOFR <sup>(1),(2),(3)</sup> | (A+, NR) | &nbsp;&nbsp;12/29/26 | 3.630 | $42604558 |
| 28000 | Royal Bank of Canada, Commodity Index Linked Senior Unsecured Notes, Rule 144A, FEDL01 <sup>(1),(2),(3)</sup> | (AA-, A1) | &nbsp;&nbsp;09/16/26 | 3.640 | 48436189 |
| **TOTAL COMMODITY INDEXED STRUCTURED NOTES** (Cost $54,300,000) | **TOTAL COMMODITY INDEXED STRUCTURED NOTES** (Cost $54,300,000) | **TOTAL COMMODITY INDEXED STRUCTURED NOTES** (Cost $54,300,000) |  |  | 91040747 |
| **UNITED STATES AGENCY OBLIGATIONS** (24.7%) | **UNITED STATES AGENCY OBLIGATIONS** (24.7%) |  |  |  |  |
| 2200 | Federal Farm Credit Banks Funding Corp., 1 day Fed Prime Loan Rate - 3.040% <sup>(1)</sup> | (AA+, Aaa) | &nbsp;&nbsp;05/21/26 | 3.710 | 2200106 |
| 2100 | Federal Farm Credit Banks Funding Corp., 1 day Fed Prime Loan Rate - 3.040% <sup>(1)</sup> | (AA+, Aaa) | &nbsp;&nbsp;05/28/26 | 3.710 | 2099925 |
| 9200 | Federal Farm Credit Banks Funding Corp., 1 day USD SOFR + 0.055% <sup>(1)</sup> | (AA+, Aaa) | &nbsp;&nbsp;07/13/27 | 3.685 | 9201104 |
| 4800 | Federal Farm Credit Banks Funding Corp., 1 day USD SOFR + 0.085% <sup>(1)</sup> | (AA+, Aaa) | &nbsp;&nbsp;02/23/28 | 3.715 | 4801306 |
| 4300 | Federal Farm Credit Banks Funding Corp., 1 day USD SOFR + 0.090% <sup>(1)</sup> | (AA+, Aaa) | &nbsp;&nbsp;05/21/26 | 3.720 | 4300224 |
| 5000 | Federal Farm Credit Banks Funding Corp., 1 day USD SOFR + 0.090% <sup>(1)</sup> | (AA+, Aaa) | &nbsp;&nbsp;02/11/28 | 3.720 | 5000791 |
| 4700 | Federal Farm Credit Banks Funding Corp., 1 day USD SOFR + 0.090% <sup>(1)</sup> | (AA+, Aaa) | &nbsp;&nbsp;02/17/28 | 3.720 | 4701772 |
| 8300 | Federal Farm Credit Banks Funding Corp., 1 day USD SOFR + 0.090% <sup>(1)</sup> | (AA+, Aaa) | &nbsp;&nbsp;03/09/28 | 3.720 | 8299861 |
| 7500 | Federal Farm Credit Banks Funding Corp., 1 day USD SOFR + 0.125% <sup>(1)</sup> | (AA+, Aaa) | &nbsp;&nbsp;11/03/27 | 3.755 | 7507140 |
| 13000 | Federal Farm Credit Banks Funding Corp., 1 day USD SOFR + 0.230% <sup>(1)</sup> | (AA+, Aaa) | &nbsp;&nbsp;08/01/28 | 3.860 | 13051135 |
| 3000 | Federal Home Loan Bank Discount Notes <sup>(4)</sup> | (AA+, Aaa) | &nbsp;&nbsp;05/01/26 | 3.718 | 2990700 |
| 6800 | Federal Home Loan Banks | (AA+, Aaa) | &nbsp;&nbsp;10/09/26 | 4.000 | 6808735 |
| 13000 | Federal Home Loan Banks | (AA+, Aaa) | &nbsp;&nbsp;09/09/27 | 3.500 | 12956611 |
| 6500 | Federal Home Loan Banks | (AA+, Aaa) | &nbsp;&nbsp;03/03/28 | 3.500 | 6468219 |
| 12700 | Federal Home Loan Banks, 1 day USD SOFR + 0.230% <sup>(1)</sup> | (AA+, Aaa) | &nbsp;&nbsp;07/14/28 | 3.860 | 12728831 |
| 3000 | Federal Home Loan Mortgage Corp., 1 day USD SOFR + 0.115% <sup>(1)</sup> | (AA+, Aaa) | &nbsp;&nbsp;04/02/26 | 3.745 | 3000008 |
| 9000 | Federal Home Loan Mortgage Corp., 1 day USD SOFR + 0.140% <sup>(1)</sup> | (AA+, Aaa) | &nbsp;&nbsp;09/23/26 | 3.770 | 9005047 |
| 7000 | Federal Home Loan Mortgage Corp., 1 day USD SOFR + 0.140% <sup>(1)</sup> | (AA+, Aaa) | &nbsp;&nbsp;10/16/26 | 3.770 | 7002879 |
| 6100 | Federal Home Loan Mortgage Corp., 1 day USD SOFR + 0.140% <sup>(1)</sup> | (AA+, Aaa) | &nbsp;&nbsp;10/29/26 | 3.770 | 6103025 |
| 6500 | Federal Home Loan Mortgage Corp., 1 day USD SOFR + 0.140% <sup>(1)</sup> | (AA+, Aaa) | &nbsp;&nbsp;10/06/27 | 3.770 | 6507837 |
| 12600 | Federal Home Loan Mortgage Corp., 1 day USD SOFR + 0.220% <sup>(1)</sup> | (AA+, Aaa) | &nbsp;&nbsp;05/23/28 | 3.850 | 12625870 |
| 11400 | Federal National Mortgage Association, 1 day USD SOFR + 0.080% <sup>(1)</sup> | (AA+, Aaa) | &nbsp;&nbsp;12/22/27 | 3.710 | 11406077 |
| 11000 | Federal National Mortgage Association, 1 day USD SOFR + 0.085% <sup>(1)</sup> | (AA+, Aaa) | &nbsp;&nbsp;03/06/28 | 3.715 | 11002326 |
| 14000 | Federal National Mortgage Association, 1 day USD SOFR + 0.090% <sup>(1)</sup> | (AA+, Aaa) | &nbsp;&nbsp;02/02/28 | 3.720 | 14002239 |
| 5000 | Federal National Mortgage Association, 1 day USD SOFR + 0.100% <sup>(1)</sup> | (AA+, Aaa) | &nbsp;&nbsp;06/18/26 | 3.730 | 5001097 |
| 5000 | Federal National Mortgage Association, 1 day USD SOFR + 0.140% <sup>(1)</sup> | (AA+, Aaa) | &nbsp;&nbsp;12/11/26 | 3.770 | 5002662 |
| 6400 | Federal National Mortgage Association, 1 day USD SOFR + 0.260% <sup>(1)</sup> | (AA+, Aaa) | &nbsp;&nbsp;11/05/27 | 3.890 | 6419141 |
| **TOTAL UNITED STATES AGENCY OBLIGATIONS** (Cost $200,075,635) | **TOTAL UNITED STATES AGENCY OBLIGATIONS** (Cost $200,075,635) |  |  |  | 200194668 |
| **UNITED STATES TREASURY OBLIGATIONS** (59.3%) | **UNITED STATES TREASURY OBLIGATIONS** (59.3%) | **UNITED STATES TREASURY OBLIGATIONS** (59.3%) |  |  |  |
| 7000 | U.S. Treasury Bills <sup>(4)</sup> | (AA+, Aaa) | &nbsp;&nbsp;05/12/26 | 3.550 | 6971112 |
| 15500 | U.S. Treasury Bills <sup>(4)</sup> | (AA+, Aaa) | &nbsp;&nbsp;05/26/26 | 3.598 | 15414169 |
| 8000 | U.S. Treasury Bills <sup>(4)</sup> | (AA+, Aaa) | &nbsp;&nbsp;06/25/26 | 3.607 | 7932315 |
| 7500 | U.S. Treasury Bills <sup>(4)</sup> | (AA+, Aaa) | &nbsp;&nbsp;06/30/26 | 3.586 | 7432637 |
| 33400 | U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.150% <sup>(1)</sup> | (AA+, Aaa) | &nbsp;&nbsp;04/30/26 | 3.803 | 33400479 |
| 24200 | U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.182% <sup>(1)</sup> | (AA+, Aaa) | &nbsp;&nbsp;07/31/26 | 3.835 | 24212055 |
| 39200 | U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.205% <sup>(1),(5)</sup> | (AA+, Aaa) | &nbsp;&nbsp;10/31/26 | 3.858 | 39238093 |
| 44600 | U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.098% <sup>(1)</sup> | (AA+, Aaa) | &nbsp;&nbsp;01/31/27 | 3.751 | 44616814 |

---

**Cantor Fitzgerald Commodity Return Strategy Portfolio** 

**Consolidated Schedule of Investments (continued)**

March 31, 2026 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par<br> (000)** |  | **Ratings†<br> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **UNITED STATES TREASURY OBLIGATIONS** (continued)** | **UNITED STATES TREASURY OBLIGATIONS** (continued)** |  |  |  |  |
| $35000 | U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.160% <sup>(1),(6)</sup> | (AA+, Aaa) | 04/30/27 | 3.813 | $35038722 |
| 47000 | U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.159% <sup>(1)</sup> | (AA+, Aaa) | 07/31/27 | 3.812 | 47046130 |
| 33000 | U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.190% <sup>(1),(5)</sup> | (AA+, Aaa) | 10/31/27 | 3.843 | 33041638 |
| 43300 | U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.099% <sup>(1),(5)</sup> | (AA+, Aaa) | 01/31/28 | 3.752 | 43287114 |
| 5500 | U.S. Treasury Notes | (AA+, Aaa) | 05/31/26 | 4.875 | 5509296 |
| 12500 | U.S. Treasury Notes | (AA+, Aaa) | 08/15/26 | 4.375 | 12527924 |
| 12000 | U.S. Treasury Notes | (AA+, Aaa) | 08/31/26 | 3.750 | 12000662 |
| 13200 | U.S. Treasury Notes | (AA+, Aaa) | 12/31/26 | 4.250 | 13247376 |
| 7000 | U.S. Treasury Notes | (AA+, Aaa) | 04/15/27 | 4.500 | 7054637 |
| 5500 | U.S. Treasury Notes | (AA+, Aaa) | 05/31/27 | 3.875 | 5504189 |
| 5800 | U.S. Treasury Notes | (AA+, Aaa) | 07/15/27 | 4.375 | 5840102 |
| 6100 | U.S. Treasury Notes | (AA+, Aaa) | 09/15/27 | 3.375 | 6060088 |
| 13400 | U.S. Treasury Notes | (AA+, Aaa) | 10/31/27 | 3.500 | 13329336 |
| 21000 | U.S. Treasury Notes | (AA+, Aaa) | 01/15/28 | 4.250 | 21149297 |
| 21100 | U.S. Treasury Notes | (AA+, Aaa) | 02/15/28 | 4.250 | 21262783 |
| 5400 | U.S. Treasury Notes | (AA+, Aaa) | 05/15/28 | 3.750 | 5393355 |
| 14300 | U.S. Treasury Notes | (AA+, Aaa) | 01/15/29 | 3.500 | 14178785 |
| **TOTAL UNITED STATES TREASURY OBLIGATIONS** (Cost $480,332,446) | **TOTAL UNITED STATES TREASURY OBLIGATIONS** (Cost $480,332,446) | **TOTAL UNITED STATES TREASURY OBLIGATIONS** (Cost $480,332,446) |  |  | 480689108 |

---

---

| | |
|:---|:---|
| **Shares** | |
| **SHORT-TERM INVESTMENTS** (2.2%) |  |
| 18144860 State Street Institutional U.S. Government Money Market Fund - Premier Class, 3.61%<sup>(7)</sup> (Cost $18,144,860) | 18144860 |
| **TOTAL INVESTMENTS AT VALUE** (97.4%) (Cost $752,852,941) | 790069383 |
| **OTHER ASSETS IN EXCESS OF LIABILITIES** (2.6%) | 21062482 |
| **NET ASSETS**<sup>(8)</sup> (100.0%) | $811131865 |

---

---

| | |
|:---|:---|
| † | Credit ratings given by the S&P Global Ratings Division of S&P Global Inc. ("S&P") and Moody's Investors Service, Inc. ("Moody's") are unaudited. |
| <sup>(1)</sup> | Variable rate obligation - The interest rate shown is the rate in effect as of March 31, 2026. The rate may be subject to a cap and floor. |
| <sup>(2)</sup> | Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2026, these securities amounted to a value of $91,040,747 or 11.2% of net assets. |
| <sup>(3)</sup> | Return on security is linked to the Bloomberg Commodity Index Total Return 2 Month Forward<sup>SM</sup>. |
| <sup>(4)</sup> | Securities are zero coupon. Rate presented is cost yield as of March 31, 2026. |
| <sup>(5)</sup> | At March 31, 2026, $4,093,023 in the value of these securities has been pledged to cover initial margin requirements for open futures contracts. |
| <sup>(6)</sup> | At March 31, 2026, $29,526,706 in the value of this security has been pledged as collateral for open swap contracts. |
| <sup>(7)</sup> | Rate shown reflects yield as at March 31, 2026. |
| <sup>(8)</sup> | As of March 31, 2026, the Cantor Fitzgerald Commodity Return Strategy Portfolio held $128,418,821 in the wholly-owned subsidiary, Cantor Fitzgerald Cayman Commodity Fund I, Ltd., representing 15.8% of the Portfolio's consolidated net assets. |

---

**<u>INVESTMENT ABBREVIATIONS</u>**

3 mo. = 3 month

FEDL01 = Federal Funds Rate

SOFR = Secured Overnight Financing Rate

**Futures Contracts**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Contract Description** | **Currency** | **Expiration<br> Date** | **Number of<br> Contracts** | **Notional Amount** | **Notional Value** | **Net Unrealized<br> Appreciation<br> (Depreciation)** |
| **Contracts to Purchase** |  |  |  |  |  |  |
| Agriculture |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Cocoa Futures | USD | May 2026 | 62 | $2113315 | $2046000 | $(67315) |
| &nbsp;&nbsp;&nbsp;Coffee "C" Futures | USD | May 2026 | 27 | 3476311 | 3020794 | (455517) |
| &nbsp;&nbsp;&nbsp;Coffee "C" Futures | USD | Jul 2026 | 11 | 1433037 | 1199550 | (233487) |

---

**Cantor Fitzgerald Commodity Return Strategy Portfolio** 

**Consolidated Schedule of Investments (continued)**

March 31, 2026 (unaudited)

**Futures Contracts (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Contract Description** | **Currency** | **Expiration<br> Date** | **Number of<br> Contracts** | **Notional Amount** | **Notional Value** | **Net Unrealized<br> Appreciation<br> (Depreciation)** |
| **Contracts to Purchase (continued)** |  |  |  |  |  |  |
| Agriculture (continued) |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Corn Futures | USD | May 2026 | 456 | $10239992 | $10436700 | $196708 |
| &nbsp;&nbsp;&nbsp;Cotton No. 2 Futures | USD | May 2026 | 91 | 2908560 | 3185000 | 276440 |
| &nbsp;&nbsp;&nbsp;Soybean Futures | USD | May 2026 | 183 | 10517557 | 10714650 | 197093 |
| &nbsp;&nbsp;&nbsp;Soybean Meal Futures | USD | May 2026 | 177 | 5454903 | 5600280 | 145377 |
| &nbsp;&nbsp;&nbsp;Soybean Oil Futures | USD | May 2026 | 175 | 6061108 | 7232400 | 1171292 |
| &nbsp;&nbsp;&nbsp;Sugar No. 11 Futures | USD | Apr 2026 | 322 | 5334792 | 5597133 | 262341 |
| &nbsp;&nbsp;&nbsp;Wheat (KC HRW) Futures | USD | May 2026 | 134 | 3605445 | 4257850 | 652405 |
| &nbsp;&nbsp;&nbsp;Wheat Futures | USD | May 2026 | 198 | 5340051 | 6100875 | 760824 |
|  |  |  |  |  |  | $2906161 |
| Energy |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Brent Crude Oil Futures | USD | May 2026 | 569 | 50594161 | 54720730 | $4126569 |
| &nbsp;&nbsp;&nbsp;Gasoline RBOB Futures | USD | Apr 2026 | 124 | 13516699 | 16685911 | 3169212 |
| &nbsp;&nbsp;&nbsp;Light Sweet Crude Oil Futures | USD | Apr 2026 | 486 | 38770759 | 49270680 | 10499921 |
| &nbsp;&nbsp;&nbsp;Low Sulphur Gasoil Futures | USD | May 2026 | 200 | 19475507 | 24785000 | 5309493 |
| &nbsp;&nbsp;&nbsp;Natural Gas Futures | USD | Apr 2026 | 438 | 13660965 | 12631920 | (1029045) |
| &nbsp;&nbsp;&nbsp;NY Harbor ULSD Futures | USD | Apr 2026 | 55 | 8596495 | 9502878 | 906383 |
|  |  |  |  |  |  | $22982533 |
| Industrial Metals |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;LME Lead Futures | USD | Jun 2026 | 39 | 1918356 | 1849458 | $(68898) |
| &nbsp;&nbsp;&nbsp;LME Nickel Futures | USD | Jun 2026 | 42 | 4414857 | 4305669 | (109188) |
| &nbsp;&nbsp;&nbsp;LME Primary Aluminum Futures | USD | Jun 2026 | 104 | 8256701 | 9053564 | 796863 |
| &nbsp;&nbsp;&nbsp;LME Zinc Futures | USD | Jun 2026 | 56 | 4764990 | 4540200 | (224790) |
|  |  |  |  |  |  | $393987 |
| Livestock |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Lean Hogs Futures | USD | Jun 2026 | 94 | 4091373 | 3949880 | $(141493) |
| &nbsp;&nbsp;&nbsp;Live Cattle Futures | USD | Jun 2026 | 78 | 7200786 | 7590180 | 389394 |
|  |  |  |  |  |  | $247901 |
| Precious Metals |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Copper Futures | USD | May 2026 | 79 | 11908946 | 11087650 | $(821296) |
| &nbsp;&nbsp;&nbsp;Gold 100 oz. Futures | USD | Jun 2026 | 60 | 30228648 | 28071600 | (2157048) |
| &nbsp;&nbsp;&nbsp;Silver Futures | USD | May 2026 | 19 | 8320759 | 7117305 | (1203454) |
|  |  |  |  |  |  | $(4181798) |
| **Contracts to Sell** |  |  |  |  |  |  |
| Energy |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Brent Crude Oil Futures | USD | Jul 2026 | (316) | (27402248) | (27147560) | $254688 |
| &nbsp;&nbsp;&nbsp;Gasoline RBOB Futures | USD | Jun 2026 | (68) | (7886431) | (8299822) | (413391) |
| &nbsp;&nbsp;&nbsp;Light Sweet Crude Oil Futures | USD | Jun 2026 | (269) | (23068365) | (23276570) | (208205) |
| &nbsp;&nbsp;&nbsp;Low Sulphur Gasoil Futures | USD | Jul 2026 | (111) | (10058801) | (11233200) | (1174399) |
| &nbsp;&nbsp;&nbsp;NY Harbor ULSD Futures | USD | Jun 2026 | (9) | (1269494) | (1305461) | (35967) |
|  |  |  |  |  |  | $(1577274) |
| Industrial Metals |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;LME Nickel Futures | USD | Jun 2026 | (4) | (408352) | (410064) | $(1712) |
| &nbsp;&nbsp;&nbsp;LME Primary Aluminum Futures | USD | Jun 2026 | (11) | (911846) | (957589) | (45743) |
|  |  |  |  |  |  | $(47455) |
| Total Net Unrealized Appreciation (Depreciation) | Total Net Unrealized Appreciation (Depreciation) |  |  |  |  | $20724055 |

---

**Commodity Index Swap Contracts**

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional<br> Amount** | **Expiration<br> Date** | **Counterparty** | **Receive** | **Pay** | **Payment<br> Frequency** | **Upfront<br> Premiums<br> Paid/<br> (Received)** | **Value** | **Unrealized<br> Appreciation** |
| USD | $29943943 | 05/05/26 | Bank of America | Bloomberg Commodity Index Total Return | 3.73% | At Maturity | $– $| 1011369 | $1011369 |

---

**Cantor Fitzgerald Commodity Return Strategy Portfolio** 

**Consolidated Schedule of Investments (continued)**

March 31, 2026 (unaudited)

**Commodity Index Swap Contracts (continued)**

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional<br> Amount** | **Expiration<br> Date** | **Counterparty** | **Receive** | **Pay** | **Payment Frequency** | **Upfront<br> Premiums<br> Paid/<br> (Received)** | **Value** | **Unrealized<br> Appreciation** |
| USD | 18534353 | 05/05/26 | JPMorgan Chase & Co. | Bloomberg Commodity Index Total Return | 3.71% | At Maturity | $— | $626076 | $626076 |
| USD | 82035583 | 05/05/26 | Macquarie Bank Ltd. | Bloomberg Commodity Index Total Return | 3.71% | At Maturity |  | 2771100 | 2771100 |
| USD | 56397115 | 05/05/26 | Macquarie Bank Ltd. | Macquarie Commodity Customized Product 112T Index<sup>(a)</sup> | 3.88% | At Maturity |  | 1890723 | 1890723 |
| USD | 74928575 | 05/05/26 | Societe Generale | Bloomberg Commodity Index Total Return | 3.73% | At Maturity |  | 2530743 | 2530743 |
| USD | 58522720 | 05/05/26 | Societe Generale | Bloomberg Commodity Index 2 Month Forward Total Return | 3.76% | At Maturity |  | 966473 | 966473 |
| USD | 50242527 | 05/05/26 | Societe Generale | Societe Generale P04 TR Index<sup>(b)</sup> | 3.88% | At Maturity |  | 1686599 | 1686599 |
| Total |  |  |  |  |  |  | $— | $11483083 | $11483083 |

---

(a) The 112T Index seeks to provide exposure to a diversified group of commodities, inclusive of energy, livestock and meat, agricultural and metals. The Portfolio has indirect exposure to all of the below underlying positions that make up the custom index. When applicable, the table is limited to the largest 50 positions (based on absolute market value) and any other position where the notional value for the position exceeds 1% of the notional value of the index.

---

| | | | |
|:---|:---|:---|:---|
| **Commodity Name** | **Weight** | **Quantity<sup>(1)</sup>** | **3/31/26 Value<sup>(1)</sup>** |
| CBOT Bean Oil MAY 26 Futures | 3.27% | 46.02 | $1901955 |
| CBOT Corn MAY 26 Futures | 4.65% | 118.15 | 2704210 |
| NYBOT Cocoa MAY 26 Futures | 0.80% | 14.05 | 463648 |
| NYMEX WTI Crude Oil MAY 26 Futures | 9.73% | 55.86 | 5663487 |
| NYBOT Cotton MAY 26 Futures | 1.41% | 23.47 | 821420 |
| COMEX Gold JUN 26 Futures | 13.10% | 16.30 | 7626647 |
| COMEX High Grade Copper MAY 26 Futures | 5.15% | 21.35 | 2996086 |
| NYMEX Heating Oil MAY 26 Futures | 3.58% | 12.06 | 2083578 |
| NYBOT Coffee MAY 26 Futures | 1.96% | 10.22 | 1143501 |
| KCBOT Kansas Wheat MAY 26 Futures | 1.73% | 31.66 | 1005881 |
| CME Live Cattle JUN 26 Futures | 3.32% | 19.84 | 1930487 |
| ICE Brent Crude Oil JUL 26 Futures | 11.04% | 66.83 | 6426695 |
| ICE Gas Oil MAY 26 Futures | 4.96% | 23.30 | 2887746 |
| CME Lean Hogs JUN 26 Futures | 1.86% | 25.73 | 1081026 |
| LME Aluminium JUN 26 Futures | 3.82% | 25.55 | 2224643 |
| LME Nickel JUN 26 Futures | 1.81% | 10.27 | 1053178 |
| LME Lead JUN 26 Futures | 0.73% | 9.02 | 427772 |
| LME Zinc JUN 26 Futures | 1.91% | 13.72 | 1112557 |
| NYMEX Nat Gas MAY 26 Futures | 6.10% | 123.07 | 3549296 |
| NYMEX Unleaded Gasoline MAY 26 Futures | 3.25% | 14.06 | 1891544 |
| CBOT Soybeans MAY 26 Futures | 4.88% | 48.49 | 2839340 |
| NYBOT Sugar MAY 26 Futures | 2.54% | 84.91 | 1475855 |
| COMEX Silver MAY 26 Futures | 3.30% | 5.13 | 1921127 |
| CBOT Soy Meal MAY 26 Futures | 2.50% | 45.97 | 1454462 |
| CBOT Wheat MAY 26 Futures | 2.62% | 49.42 | 1522899 |

---

(1) Amounts represent quantity and value of index components as they relate specifically to the Portfolio's swap position as of March 31, 2026.

(b) The P04 TR Index seeks to provide exposure to a diversified group of commodities, inclusive of energy, livestock and meat, agricultural and metals. The Portfolio has indirect exposure to all of the below underlying positions that make up the custom index. When applicable, the table is limited to the largest 50 positions (based on absolute market value) and any other position where the notional value for the position exceeds 1% of the notional value of the index.

---

| | | | |
|:---|:---|:---|:---|
| **Commodity Name** | **Weight** | **Quantity<sup>(1)</sup>** | **3/31/26 Value<sup>(1)</sup>** |
| CBOT Bean Oil MAY 26 Futures | 3.27% | 41.03 | $1695675 |
| CBOT Corn MAY 26 Futures | 4.65% | 105.35 | 2411281 |
| NYBOT Cocoa MAY 26 Futures | 0.80% | 12.57 | 414844 |
| NYMEX WTI Crude Oil MAY 26 Futures | 9.74% | 49.82 | 5050726 |
| ICE Brent Crude Oil JUL 26 Futures | 10.92% | 58.88 | 5662621 |
| NYBOT Cotton MAY 26 Futures | 1.41% | 20.89 | 731163 |
| COMEX Gold JUN 26 Futures | 13.13% | 14.55 | 6808628 |
| COMEX High Grade Copper MAY 26 Futures | 5.15% | 19.03 | 2670559 |
| NYMEX Heating Oil MAY 26 Futures | 3.58% | 10.74 | 1856427 |
| NYBOT Coffee MAY 26 Futures | 1.97% | 9.13 | 1021553 |
| KCBOT Kansas Wheat MAY 26 Futures | 1.73% | 28.23 | 897100 |
| LME Aluminium JUN 26 Futures | 3.83% | 22.81 | 1986066 |
| CME Live Cattle JUN 26 Futures | 3.33% | 17.75 | 1726788 |
| CME Lean Hogs JUN 26 Futures | 1.84% | 22.71 | 954141 |
| LME Lead JUN 26 Futures | 0.74% | 8.09 | 383731 |
| LME Nickel JUN 26 Futures | 1.81% | 9.16 | 938585 |
| LME Zinc JUN 26 Futures | 1.91% | 12.22 | 990440 |
| NYMEX Nat Gas MAY 26 Futures | 6.11% | 109.86 | 3168371 |
| ICE Gas Oil MAY 26 Futures | 4.97% | 20.80 | 2577219 |
| CBOT Soybeans MAY 26 Futures | 4.89% | 43.31 | 2535734 |
| NYBOT Sugar MAY 26 Futures | 2.54% | 75.77 | 1317130 |
| COMEX Silver MAY 26 Futures | 3.31% | 4.58 | 1716417 |
| CBOT Soy Meal MAY 26 Futures | 2.50% | 40.97 | 1296388 |
| CBOT Wheat MAY 26 Futures | 2.62% | 44.09 | 1358614 |
| NYMEX Unleaded Gasoline MAY 26 Futures | 3.25% | 12.52 | 1685304 |

---

(1) Amounts represent quantity and value of index components as they relate specifically to the Portfolio's swap position as of March 31, 2026.

SECURITY VALUATION — The Board of Trustees (the "Board") is responsible for the Portfolio's valuation process. The Board has delegated the supervision of the daily valuation process to the Adviser, who has established a Pricing Committee and a Pricing Group, which, pursuant to the policies adopted by the Board, are responsible for making fair valuation determinations and overseeing the Portfolio's pricing policies. The net asset value ("NAV") of the Portfolio is determined daily as of the close of regular trading on the New York Stock Exchange, Inc. (the "Exchange") on each day the Exchange is open for business. The valuations for fixed income securities (which may include, but are not limited to, corporate, government, municipal, mortgage-backed, collateralized mortgage obligations and asset-backed securities) and certain derivative instruments are typically the prices supplied by independent third party pricing services, which may use market prices or broker/dealer quotations or a variety of valuation techniques and methodologies. The independent third party pricing services use inputs that are observable such as issuer details, interest rates, yield curves, prepayment speeds, credit risks/spreads, default rates and quoted prices for similar securities. These pricing services generally price fixed income securities assuming orderly transactions of an institutional "round lot" size, but some trades occur in smaller "odd lot" sizes which may be effected at lower prices than institutional round lot trades. Structured note agreements are valued in accordance with a dealer-supplied valuation based on changes in the value of the underlying index. Futures contracts are valued daily at the settlement price established by the board of trade or exchange on which they are traded. Forward contracts are valued at the London closing spot rates and the London closing forward point rates on a daily basis. The currency forward contract pricing model derives the differential in point rates to the expiration date of the forward and calculates its present value. Over the counter derivative financial instruments, such as swap agreements, generally derive their value from underlying asset prices, indices, reference rates, and other inputs or a combination of these factors. Equity securities for which market quotations are available are valued at the last reported sales price or official closing price on the primary market or exchange on which they trade. Investments in open-ended mutual funds are valued at the NAV as reported on each business day and under normal circumstances. Securities for which market quotations are not readily available are valued at their fair value as determined in good faith by the Adviser, as the Board's valuation designee (as defined in Rule 2a-5 under the 1940 Act), in accordance with the Adviser's procedures. The Board oversees the Adviser in its role as valuation designee in accordance with the requirements of Rule 2a-5 under the 1940 Act. The Portfolio may utilize a service provided by an independent third party to fair value certain securities. When fair value pricing is employed, the prices of securities used by the Portfolio to calculate its NAV may differ from quoted or published prices for the same securities. If independent third party pricing services are unable to supply prices for a portfolio investment, or if the prices supplied are deemed by the Adviser to be unreliable, the market price may be determined by the Adviser using quotations from one or more brokers/dealers or at the transaction price if the security has recently been purchased and no value has yet been obtained from a pricing service or pricing broker. When reliable prices are not readily available, such as when the value of a security has been significantly affected by events after the close of the exchange or market on which the security is principally traded, but before the Portfolio calculates its NAV, these securities will be fair valued in good faith by the Pricing Group, in accordance with procedures established by the Adviser.

The Portfolio uses valuation techniques to measure fair value that are consistent with the market approach and/or income approach, depending on the type of security and the particular circumstance. The market approach uses prices and other relevant information generated by market transactions involving identical or comparable securities. The income approach uses valuation techniques to discount estimated future cash flows to present value.

Generally accepted accounting principles in the United States of America ("GAAP") established a disclosure hierarchy that categorizes the inputs to valuation techniques used to value assets and liabilities at each measurement date. These inputs are summarized in the three broad levels listed below:

&nbsp;&nbsp;&nbsp;&nbsp;· Level 1—quoted prices in active markets for identical investments

&nbsp;&nbsp;&nbsp;&nbsp;· Level 2—other significant observable inputs (including quoted prices for similar
investments, interest rates, prepayment speeds, credit risk, etc.)

&nbsp;&nbsp;&nbsp;&nbsp;· Level 3—significant unobservable inputs (including the Portfolio 's
own assumptions in determining the fair value of investments)

The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

The following is a summary of the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities carried at fair value:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **<u>Assets</u>** |  |  |  |  |
| Investments in Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Commodity Indexed Structured Notes | $— | $91040747 | $— | $91040747 |
| &nbsp;&nbsp;&nbsp;United States Agency Obligations |  | 200194668 |  | 200194668 |
| &nbsp;&nbsp;&nbsp;United States Treasury Obligations |  | 480689108 |  | 480689108 |
| &nbsp;&nbsp;&nbsp;Short-term Investments | 18144860 |  |  | 18144860 |
|  | $18144860 | $771924523 | $— | $790069383 |
| Other Financial Instruments\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Futures Contracts | $29115003 | $— | $— | $29115003 |
| &nbsp;&nbsp;&nbsp;Swap Contracts |  | 11483083 |  | 11483083 |
|  | $29115003 | $11483083 | $— | $40598086 |
| **<u>Liabilities</u>** |  |  |  |  |
| Other Financial Instruments\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Futures Contracts | $8390948 | $— | $— | $8390948 |

---

\* Other financial instruments include unrealized appreciation (depreciation) on futures and swap contracts.

During the period ended March 31, 2026, there were no transfers in or out of Level 3. All transfers, if any, are assumed to occur at the end of the reporting period.

Other information regarding the Portfolio is available in the most recent Report to Shareholders. This information is also available on the Portfolio's website at https://www.cantorassetmanagement.com/capabilities/commodities/, as well as on the website of the Securities and Exchange Commission at www.sec.gov.

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** CREDIT SUISSE TRUST

- **b. Investment Company Act file number:** 811-07261

- **c. CIK number of Registrant:** 0000941568

- **d. LEI of Registrant:** 549300NNW5TC7U41BU59

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 1285 Avenue of the Americas

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10019

  - **Telephone number:** 212-325-2000

**Item A.2. Information about the Series.**

- **a. Name of Series:** Commodity Return Strategy Portfolio

- **b. EDGAR series identifier (if any):** S000011252

- **c. LEI of Series:** 549300P53JEFR8TMV554

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $812232544.85

**Total Liabilities:** $924124.67

**Net Assets:** $811308420.18

**Amount of Assets Invested in Other Investment Companies:** $128357054.99

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -3038.60000000 | **1-Year:** -21649.12000000 | **5-Year:** -5461.53000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000031307 | 10.30%               | 0.91%                | 10.21%               |
| Class ID C000218423 | 10.29%               | 0.95%                | 10.20%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $359.45                  | $15771812.25                               |
| Month 2  | $-43.74                  | $2360408.75                                |
| Month 3  | $51.82                   | $10721464.09                               |

**Designated Index Information**

- **Index Name:** Bloomberg Commodity Total Rtn Idx

- **Index Identifier:** BCOM

### Schedule of Portfolio Investments

| Name                         | Title                                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| BANK OF MONTREAL             | Bank of Montreal                                                      | CUSIP: 06367UEX1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |  26300000 | PA      | $42604557.71  | 5.25%             | 2026-12-29      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN BANK       | Federal Home Loan Banks                                               | CUSIP: 3130B3A29<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   6800000 | PA      | $6808735.08   | 0.84%             | 2026-10-09      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN BANK       | Federal Home Loan Banks                                               | CUSIP: 3130B72R4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |  12700000 | PA      | $12728830.91  | 1.57%             | 2028-07-14      | Floating      | 3.86%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN BANK       | Federal Home Loan Banks                                               | CUSIP: 3130B7QM9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |  13000000 | PA      | $12956610.68  | 1.60%             | 2027-09-09      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN BANK       | Federal Home Loan Banks                                               | CUSIP: 3130B9RC6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   6500000 | PA      | $6468218.51   | 0.80%             | 2028-03-03      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FED HOME LN DISCOUNT NT      | Federal Home Loan Bank Discount Notes                                 | CUSIP: 313385WF9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   3000000 | PA      | $2990700.00   | 0.37%             | 2026-05-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANK     | Federal Farm Credit Banks Funding Corp.                               | CUSIP: 3133ERFG1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   4300000 | PA      | $4300224.33   | 0.53%             | 2026-05-21      | Floating      | 3.72%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANK     | Federal Farm Credit Banks Funding Corp.                               | CUSIP: 3133ERFH9<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   2200000 | PA      | $2200106.02   | 0.27%             | 2026-05-21      | Floating      | 3.71%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANK     | Federal Farm Credit Banks Funding Corp.                               | CUSIP: 3133ERFN6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   2100000 | PA      | $2099925.49   | 0.26%             | 2026-05-28      | Floating      | 3.71%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANK     | Federal Farm Credit Banks Funding Corp.                               | CUSIP: 3133ETP76<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   7500000 | PA      | $7507140.00   | 0.93%             | 2027-11-03      | Floating      | 3.75%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANK     | Federal Farm Credit Banks Funding Corp.                               | CUSIP: 3133ETSE8<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |  13000000 | PA      | $13051135.37  | 1.61%             | 2028-08-01      | Floating      | 3.86%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANK     | Federal Farm Credit Banks Funding Corp.                               | CUSIP: 3133EWCS7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   5000000 | PA      | $5000790.90   | 0.62%             | 2028-02-11      | Floating      | 3.72%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANK     | Federal Farm Credit Banks Funding Corp.                               | CUSIP: 3133EWDD9<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   9200000 | PA      | $9201104.18   | 1.13%             | 2027-07-13      | Floating      | 3.69%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANK     | Federal Farm Credit Banks Funding Corp.                               | CUSIP: 3133EWDN7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   4700000 | PA      | $4701772.23   | 0.58%             | 2028-02-17      | Floating      | 3.72%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANK     | Federal Farm Credit Banks Funding Corp.                               | CUSIP: 3133EWET3<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   4800000 | PA      | $4801305.60   | 0.59%             | 2028-02-23      | Floating      | 3.71%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANK     | Federal Farm Credit Banks Funding Corp.                               | CUSIP: 3133EWGE4<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   8300000 | PA      | $8299861.39   | 1.02%             | 2028-03-09      | Floating      | 3.72%                 | No            | 2                  | On Loan: No      |
| FREDDIE MAC                  | Federal Home Loan Mortgage Corp.                                      | CUSIP: 3134HAMW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   9000000 | PA      | $9005046.57   | 1.11%             | 2026-09-23      | Floating      | 3.77%                 | No            | 2                  | On Loan: No      |
| FREDDIE MAC                  | Federal Home Loan Mortgage Corp.                                      | CUSIP: 3134HAPV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   3000000 | PA      | $3000007.98   | 0.37%             | 2026-04-02      | Floating      | 3.75%                 | No            | 2                  | On Loan: No      |
| FREDDIE MAC                  | Federal Home Loan Mortgage Corp.                                      | CUSIP: 3134HATA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   7000000 | PA      | $7002878.68   | 0.86%             | 2026-10-16      | Floating      | 3.77%                 | No            | 2                  | On Loan: No      |
| FREDDIE MAC                  | Federal Home Loan Mortgage Corp.                                      | CUSIP: 3134HAWA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   6100000 | PA      | $6103024.87   | 0.75%             | 2026-10-29      | Floating      | 3.77%                 | No            | 2                  | On Loan: No      |
| FREDDIE MAC                  | Federal Home Loan Mortgage Corp.                                      | CUSIP: 3134HBTK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |  12600000 | PA      | $12625869.69  | 1.56%             | 2028-05-23      | Floating      | 3.85%                 | No            | 2                  | On Loan: No      |
| FREDDIE MAC                  | Federal Home Loan Mortgage Corp.                                      | CUSIP: 3134HBU66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   6500000 | PA      | $6507837.38   | 0.80%             | 2027-10-06      | Floating      | 3.77%                 | No            | 2                  | On Loan: No      |
| FANNIE MAE                   | Federal National Mortgage Association                                 | CUSIP: 3135G07G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   5000000 | PA      | $5001096.95   | 0.62%             | 2026-06-18      | Floating      | 3.73%                 | No            | 2                  | On Loan: No      |
| FANNIE MAE                   | Federal National Mortgage Association                                 | CUSIP: 3135G07M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   6400000 | PA      | $6419141.12   | 0.79%             | 2027-11-05      | Floating      | 3.89%                 | No            | 2                  | On Loan: No      |
| FANNIE MAE                   | Federal National Mortgage Association                                 | CUSIP: 3135G1AB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   5000000 | PA      | $5002661.95   | 0.62%             | 2026-12-11      | Floating      | 3.77%                 | No            | 2                  | On Loan: No      |
| FANNIE MAE                   | Federal National Mortgage Association                                 | CUSIP: 3135G1AC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |  11400000 | PA      | $11406077.11  | 1.41%             | 2027-12-22      | Floating      | 3.71%                 | No            | 2                  | On Loan: No      |
| FANNIE MAE                   | Federal National Mortgage Association                                 | CUSIP: 3135G1AE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |  14000000 | PA      | $14002238.88  | 1.73%             | 2028-02-02      | Floating      | 3.72%                 | No            | 2                  | On Loan: No      |
| FANNIE MAE                   | Federal National Mortgage Association                                 | CUSIP: 3135G1AG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |  11000000 | PA      | $11002325.51  | 1.36%             | 2028-03-06      | Floating      | 3.71%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA         | Royal Bank of Canada                                                  | CUSIP: 78011GCD7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | SN               | CORP              | CA        |  28000000 | PA      | $48436189.48  | 5.97%             | 2026-09-16      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| State Street Global Advisors | State Street Institutional U.S. Government Money Market Fund , 3.629% | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   6763277 | NS      | $6763276.92   | 0.83%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Global Advisors | State Street Institutional US Government Money Market Fund            | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  11381583 | NS      | $11381582.93  | 1.40%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury       | U.S. Treasury Bills                                                   | CUSIP: 912797TE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   8000000 | PA      | $7932314.80   | 0.98%             | 2026-06-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury       | U.S. Treasury Bills                                                   | CUSIP: 912797TR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   7000000 | PA      | $6971111.70   | 0.86%             | 2026-05-12      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury       | U.S. Treasury Bills                                                   | CUSIP: 912797TT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   8000000 | PA      | $7955762.32   | 0.98%             | 2026-05-26      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury       | U.S. Treasury Bills                                                   | CUSIP: 912797TT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   7500000 | PA      | $7458406.28   | 0.92%             | 2026-05-26      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury       | U.S. Treasury Bills                                                   | CUSIP: 912797UC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   7500000 | PA      | $7432636.88   | 0.92%             | 2026-06-30      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                                   | CUSIP: 91282CHU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12500000 | PA      | $12527924.25  | 1.54%             | 2026-08-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                                   | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $7054637.31   | 0.87%             | 2027-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury       | U.S. Treasury Floating Rate Notes                                     | CUSIP: 91282CKM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33400000 | PA      | $33400478.63  | 4.12%             | 2026-04-30      | Floating      | 3.80%                 | No            | 2                  | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                                   | CUSIP: 91282CKS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $5509295.72   | 0.68%             | 2026-05-31      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                                   | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5800000 | PA      | $5840101.55   | 0.72%             | 2027-07-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury       | U.S. Treasury Floating Rate Notes                                     | CUSIP: 91282CLA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24200000 | PA      | $24212055.47  | 2.98%             | 2026-07-31      | Floating      | 3.83%                 | No            | 2                  | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                                   | CUSIP: 91282CLH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $12000661.80  | 1.48%             | 2026-08-31      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                                   | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6100000 | PA      | $6060087.88   | 0.75%             | 2027-09-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury       | U.S. Treasury Floating Rate Notes                                     | CUSIP: 91282CLT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39200000 | PA      | $39238092.99  | 4.84%             | 2026-10-31      | Floating      | 3.86%                 | No            | 2                  | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                                   | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13200000 | PA      | $13247376.38  | 1.63%             | 2026-12-31      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                                   | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21000000 | PA      | $21149296.98  | 2.61%             | 2028-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury       | U.S. Treasury Floating Rate Notes                                     | CUSIP: 91282CMJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44600000 | PA      | $44616813.76  | 5.50%             | 2027-01-31      | Floating      | 3.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                                   | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21100000 | PA      | $21262783.12  | 2.62%             | 2028-02-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury       | U.S. Treasury Floating Rate Notes                                     | CUSIP: 91282CMX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35000000 | PA      | $35038721.55  | 4.32%             | 2027-04-30      | Floating      | 3.81%                 | No            | 2                  | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                                   | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5400000 | PA      | $5393355.46   | 0.66%             | 2028-05-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                                   | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $5504189.46   | 0.68%             | 2027-05-31      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury       | U.S. Treasury Floating Rate Notes                                     | CUSIP: 91282CNQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47000000 | PA      | $47046130.03  | 5.80%             | 2027-07-31      | Floating      | 3.81%                 | No            | 2                  | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                                   | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13400000 | PA      | $13329335.90  | 1.64%             | 2027-10-31      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury       | U.S. Treasury Floating Rate Notes                                     | CUSIP: 91282CPG0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33000000 | PA      | $33041638.41  | 4.07%             | 2027-10-31      | Floating      | 3.84%                 | No            | 2                  | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                                   | CUSIP: 91282CPT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14300000 | PA      | $14178785.19  | 1.75%             | 2029-01-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury       | U.S. Treasury Floating Rate Notes                                     | CUSIP: 91282CPX3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43300000 | PA      | $43287114.35  | 5.34%             | 2028-01-31      | Floating      | 3.75%                 | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange | NATURAL GAS FUTR MAY26                                                | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       453 | NC      | $-1058891.37  | -0.13%            |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center  | COPPER FUTURE MAY26                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        79 | NC      | $-821295.54   | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange        | LME PRI ALUM FUTR JUN26                                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       104 | NC      | $796862.56    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange        | LME PRI ALUM FUTR JUN26                                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -11 | NC      | $-45742.56    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center  | GOLD 100 OZ FUTR JUN26                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        61 | NC      | $-2192998.42  | -0.27%            |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange        | LME NICKEL FUTURE JUN26                                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        42 | NC      | $-109187.82   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange        | LME NICKEL FUTURE JUN26                                               | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -4 | NC      | $-1711.32     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange        | LME ZINC FUTURE JUN26                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        56 | NC      | $-224790.16   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange | WTI CRUDE FUTURE MAY26                                                | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       493 | NC      | $10758246.74  | 1.33%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S., Inc.       | COFFEE 'C' FUTURE MAY26                                               | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        27 | NC      | $-455517.32   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade       | CORN FUTURE MAY26                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       456 | NC      | $196707.59    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade       | WHEAT FUTURE(CBT) MAY26                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       198 | NC      | $760824.04    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S., Inc.       | SUGAR 11 (WORLD) MAY26                                                | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |       322 | NC      | $262340.85    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange | WTI CRUDE FUTURE JUL26                                                | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |      -269 | NC      | $-208205.11   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange | NY HARB ULSD FUT MAY26                                                | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        55 | NC      | $906382.77    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S., Inc.       | COTTON NO.2 FUTR MAY26                                                | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        91 | NC      | $276440.07    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe           | BRENT CRUDE FUTR JUL26                                                | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |       577 | NC      | $4357193.87   | 0.54%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S., Inc.       | COFFEE 'C' FUTURE JUL26                                               | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        11 | NC      | $-233487.24   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange        | LME LEAD FUTURE JUN26                                                 | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        39 | NC      | $-68897.79    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange | NY HARB ULSD FUT JUL26                                                | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -6 | NC      | $-52273.21    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade       | KC HRW WHEAT FUT MAY26                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       134 | NC      | $652404.97    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade       | SOYBEAN OIL FUTR MAY26                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       175 | NC      | $1171292.50   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade       | SOYBEAN MEAL FUTR MAY26                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       177 | NC      | $145376.70    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade       | SOYBEAN FUTURE MAY26                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       183 | NC      | $197093.48    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange  | LIVE CATTLE FUTR APR26                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        10 | NC      | $21916.44     | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| ICE Futures Europe           | BRENT CRUDE FUTR SEP26                                                | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |      -316 | NC      | $254687.79    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange  | LIVE CATTLE FUTR JUN26                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        68 | NC      | $381173.05    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center  | SILVER FUTURE MAY26                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        19 | NC      | $-1203453.92  | -0.15%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S., Inc.       | COCOA FUTURE MAY26                                                    | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        62 | NC      | $-67315.34    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe           | LOW SU GASOIL G MAY26                                                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |       200 | NC      | $5309492.97   | 0.65%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange  | LEAN HOGS FUTURE JUN26                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |       105 | NC      | $-160150.94   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange | GASOLINE RBOB FUT MAY26                                               | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       124 | NC      | $3169212.68   | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe           | LOW SU GASOIL G JUL26                                                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |      -111 | NC      | $-1174399.03  | -0.14%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange | GASOLINE RBOB FUT JUL26                                               | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       -68 | NC      | $-413390.52   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| JP Morgan Chase              | BCOMTR.IDX                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         0 | OU      | $626076.32    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America              | BCOMTR.IDX                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         0 | OU      | $1011368.72   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Macquarie                    | BCOMTR.IDX                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         0 | OU      | $2771099.47   | 0.34%             |  |  |  | No            | 2                  | On Loan: No      |
| Macquarie                    | MQCC112T.IDX                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         0 | OU      | $1890722.50   | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale             | SGCOP04T.IDX                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         0 | OU      | $1686599.44   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale             | BCOMTR.IDX                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         0 | OU      | $2530742.77   | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale             | BCOMF2T.IDX                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         0 | OU      | $966473.46    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** CREDIT SUISSE TRUST

**Signature:** Rose-Ann Bubloski

**Name of Signer:** Rose-Ann Bubloski

**Title:** Director