# EDGAR Filing Document

**Accession Number:** 0001291446
**File Stem:** 0001752724-25-150468
**Filing Date:** 2025-6
**Character Count:** 33286
**Document Hash:** 5d3250e34b7f35781d99c6a8dc53308f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-150468.hdr.sgml**: 20250623

**ACCESSION NUMBER**: 0001752724-25-150468

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250623

**DATE AS OF CHANGE**: 20250623

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Credit Suisse Commodity Strategy Funds
- **CENTRAL INDEX KEY:** 0001291446

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21589
- **FILM NUMBER:** 251063239

**BUSINESS ADDRESS:**
- **STREET 1:** ELEVEN MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10010
- **BUSINESS PHONE:** 212-325-2000

**MAIL ADDRESS:**
- **STREET 1:** ELEVEN MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10010

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Credit Suisse Commodity Return Strategy Fund
- **DATE OF NAME CHANGE:** 20041007

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Credit Suisse Commodity Plus Strategy Fund
- **DATE OF NAME CHANGE:** 20040521

## Series and Classes Contracts Data

### Credit Suisse Commodity Return Strategy Fund (Series ID: S000010422)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000028810 | Class I      | CRSOX           |
| C000028811 | Class A      | CRSAX           |
| C000028812 | Class C      | CRSCX           |

## 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 Commodity Strategy Funds

- **b. Investment Company Act file number:** 811-21589

- **c. CIK number of Registrant:** 0001291446

- **d. LEI of Registrant:** 549300KFU6FOOSD82072

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

  - **Street Address 1:** ELEVEN MADISON AVENUE

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10010

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

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

- **a. Name of Series:** Credit Suisse Commodity Return Strategy Fund

- **b. EDGAR series identifier (if any):** S000010422

- **c. LEI of Series:** 549300W7TSDOCAWFEM71

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**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:** $1291822728.54

**Total Liabilities:** $5804095.50

**Net Assets:** $1286018633.04

**Amount of Assets Invested in Other Investment Companies:** $153476854.98

**Cash Not Reported:** $5871128.46

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -7534.45000000 | **1-Year:** -15185.77000000 | **5-Year:** -2026.42000000 | **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 C000028810 | 0.89%                | 3.93%                | -4.94%               |
| Class ID C000028811 | 0.84%                | 3.94%                | -4.94%               |
| Class ID C000028812 | 0.85%                | 3.84%                | -5.03%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2295.18                 | $4750476.27                                |
| Month 2  | $14059.21                | $32102391.59                               |
| Month 3  | $-175.76                 | $-46738086.75                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FREDDIE MAC                  | Federal Home Loan Mortgage Corp                            | CUSIP: 3134HAWA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   3500000 | PA      | $3502565.71   | 0.27%             | 2026-10-29      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury       | U.S. Treasury Bills                                        | CUSIP: 912797PJ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  11000000 | PA      | $10975413.46  | 0.85%             | 2025-05-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                        | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $11939062.56  | 0.93%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange  | LEAN HOGS FUTURE JUN25                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |       126 | NC      | $209455.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                        | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $12193359.36  | 0.95%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK       | Federal Home Loan Banks                                    | CUSIP: 3130AWLH1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |  14400000 | PA      | $14404471.06  | 1.12%             | 2025-07-10      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade       | CORN FUTURE JUL25                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       928 | NC      | $111819.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                        | CUSIP: 91282CLH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17100000 | PA      | $17091650.41  | 1.33%             | 2026-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange | GASOLINE RBOB FUT JUL25                                    | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        58 | NC      | $-17754.22    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange        | LME ZINC FUTURE JUN25                                      | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       105 | NC      | $-480243.20   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE MAE                   | Federal National Mortgage Association                      | CUSIP: 3135G07M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |  11000000 | PA      | $11028763.46  | 0.86%             | 2027-11-05      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                        | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23000000 | PA      | $23203496.18  | 1.80%             | 2026-12-31      | 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        |  27200000 | PA      | $27215368.00  | 2.12%             | 2027-04-30      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV      | BNP Paribas Issuance BV                                    | CUSIP: 05581NJZ9<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |  49700000 | PA      | $55532576.80  | 4.32%             | 2025-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury       | U.S. Treasury Floating Rate Notes                          | CUSIP: 91282CJD4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  88000000 | PA      | $88030583.52  | 6.85%             | 2025-10-31      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Commodities Exchange Center  | COPPER FUTURE JUL25                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       125 | NC      | $79446.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN BANK       | Federal Home Loan Banks                                    | CUSIP: 3130B07B9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2200000 | PA      | $2201565.87   | 0.17%             | 2026-02-23      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                        | CUSIP: 91282CHU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $20144921.80  | 1.57%             | 2026-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.       | COTTON NO.2 FUTR JUL25                                     | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |       109 | NC      | $-56684.27    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL FARM CREDIT BANK     | Federal Farm Credit Banks Funding Corp                     | CUSIP: 3133ERFH9<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   2600000 | PA      | $2600062.74   | 0.20%             | 2026-05-21      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange        | LME PRI ALUM FUTR JUN25                                    | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -77 | NC      | $-33889.98    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury       | U.S. Treasury Floating Rate Notes                          | CUSIP: 91282CKM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 149000000 | PA      | $149043326.22 | 11.59%            | 2026-04-30      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade       | WHEAT FUTURE(CBT) JUL25                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       239 | NC      | $-367762.92   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                        | CUSIP: 91282CKS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $11113867.16  | 0.86%             | 2026-05-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange        | LME ZINC FUTURE JUN25                                      | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -32 | NC      | $43088.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange        | LME NICKEL FUTURE JUN25                                    | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        94 | NC      | $-30762.54    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC                  | Federal Home Loan Mortgage Corp                            | CUSIP: 3134GXS47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |  22800000 | PA      | $22772271.55  | 1.77%             | 2025-08-28      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                        | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $12189375.00  | 0.95%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                        | CUSIP: 91282CHN4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14500000 | PA      | $14515413.06  | 1.13%             | 2025-07-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Macquarie                    | MQCC112T.IDX                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |  47580173 | OU      | $-135996.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury       | U.S. Treasury Bills                                        | CUSIP: 912797NN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  35000000 | PA      | $34884501.40  | 2.71%             | 2025-05-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe           | BRENT CRUDE FUTR SEP25                                     | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |       156 | NC      | $-763771.75   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade       | SOYBEAN FUTURE JUL25                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       278 | NC      | $-88168.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury       | U.S. Treasury Floating Rate Notes                          | CUSIP: 91282CMJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35000000 | PA      | $34984201.35  | 2.72%             | 2027-01-31      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL             | Bank of Montreal                                           | CUSIP: 06367UEA1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |  44000000 | PA      | $50374203.44  | 3.92%             | 2025-06-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe           | LOW SU GASOIL G JUL25                                      | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        94 | NC      | $46750.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL  | GOLDMAN SACHS INTERNATIONAL                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | Long             | DBT              | CORP              | GB        |  41700000 | PA      | $37759050.59  | 2.94%             | 2026-02-24      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK     | Federal Farm Credit Banks Funding Corp                     | CUSIP: 3133ER3M1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   5700000 | PA      | $5700546.17   | 0.44%             | 2028-02-11      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| BOFA FINANCE LLC             | BofA Finance LLC                                           | CUSIP: 09709PBM0<br>LEI: 549300CGZYSEY3ZSIW16 | Long             | SN               | CORP              | US        |  40300000 | PA      | $43378476.70  | 3.37%             | 2026-02-10      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade       | SOYBEAN MEAL FUTR JUL25                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       270 | NC      | $-209233.01   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA         | Royal Bank of Canada                                       | CUSIP: 78011GCA3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | SN               | CORP              | CA        |  60700000 | PA      | $56864489.61  | 4.42%             | 2025-07-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LN DISCOUNT NT      | Federal Home Loan Bank Discount Notes                      | CUSIP: 313385JG2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |  12500000 | PA      | $12386711.75  | 0.96%             | 2025-07-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America              | BCOMTR.IDX                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |  20236569 | OU      | $-24382.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange  | LIVE CATTLE FUTR JUN25                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |       106 | NC      | $481842.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange | NY HARB ULSD FUT JUL25                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        51 | NC      | $-72862.10    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade       | KC HRW WHEAT FUT JUL25                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       152 | NC      | $-392679.37   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                        | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24100000 | PA      | $24503863.22  | 1.91%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange | WTI CRUDE FUTURE JUL25                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       465 | NC      | $-5863608.97  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.       | COFFEE 'C' FUTURE JUL25                                    | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        57 | NC      | $1002119.12   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade       | CORN FUTURE SEP25                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |      -335 | NC      | $308328.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe           | BRENT CRUDE FUTR JUL25                                     | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        97 | NC      | $-306681.56   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange | NATURAL GAS FUTR JUL25                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       617 | NC      | $-1200269.90  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL FARM CREDIT BANK     | Federal Farm Credit Banks Funding Corp                     | CUSIP: 3133ERFN6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   2500000 | PA      | $2499303.58   | 0.19%             | 2026-05-28      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK       | Federal Home Loan Banks                                    | CUSIP: 3130B3A29<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   6000000 | PA      | $6022311.60   | 0.47%             | 2026-10-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury       | U.S. Treasury Bills                                        | CUSIP: 912797PH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  35000000 | PA      | $34950760.95  | 2.72%             | 2025-05-13      | 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        |   5200000 | PA      | $5201782.40   | 0.40%             | 2026-05-21      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Macquarie                    | BCOMTR.IDX                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |  26516235 | OU      | $-31716.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commodities Exchange Center  | GOLD 100 OZ FUTR JUN25                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       130 | NC      | $903348.57    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury       | U.S. Treasury Bills                                        | CUSIP: 912797NM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  35000000 | PA      | $34913793.60  | 2.71%             | 2025-05-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange        | LME PRI ALUM FUTR JUN25                                    | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       229 | NC      | $-415023.74   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury       | U.S. Treasury Floating Rate Notes                          | CUSIP: 91282CLA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11300000 | PA      | $11306426.54  | 0.88%             | 2026-07-31      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange        | LME NICKEL FUTURE JUN25                                    | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -34 | NC      | $-69185.82    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                        | CUSIP: 91282CHV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $15029949.15  | 1.17%             | 2025-08-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commodities Exchange Center  | SILVER FUTURE JUL25                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        71 | NC      | $212646.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.       | SUGAR 11 (WORLD) JUL25                                     | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |       314 | NC      | $-223825.94   | -0.02%            |  |  |  | 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        |  32486447 | NS      | $32486446.95  | 2.53%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange        | LME LEAD FUTURE JUN25                                      | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        63 | NC      | $35093.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN BANK       | Federal Home Loan Banks                                    | CUSIP: 3130AKXZ4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   5300000 | PA      | $5154727.90   | 0.40%             | 2026-02-26      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange        | LME LEAD FUTURE JUN25                                      | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -19 | NC      | $-23341.31    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury       | U.S. Treasury Floating Rate Notes                          | CUSIP: 91282CHS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  57000000 | PA      | $57001717.41  | 4.43%             | 2025-07-31      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade       | SOYBEAN OIL FUTR JUL25                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       314 | NC      | $232212.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury       | U.S. Treasury Floating Rate Notes                          | CUSIP: 91282CJU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 124800000 | PA      | $124942159.68 | 9.72%             | 2026-01-31      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Societe Generale             | SGCOP04T.IDX                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |  52867651 | OU      | $-83211.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury       | U.S. Treasury Bills                                        | CUSIP: 912797NV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  24000000 | PA      | $23859666.72  | 1.86%             | 2025-06-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK       | Canadian Imperial Bank of Commerce                         | CUSIP: 13605VGU1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | SN               | CORP              | CA        |  49800000 | PA      | $46284431.75  | 3.60%             | 2026-02-24      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                  | Federal Home Loan Mortgage Corp                            | CUSIP: 3134HATA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |  13000000 | PA      | $13009170.46  | 1.01%             | 2026-10-16      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange | WTI CRUDE FUTURE SEP25                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |      -235 | NC      | $451696.59    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                        | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15400000 | PA      | $15649648.48  | 1.22%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                        | CUSIP: 91282CGL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $11997084.72  | 0.93%             | 2026-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury       | U.S. Treasury Floating Rate Notes                          | CUSIP: 91282CLT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26000000 | PA      | $26025395.51  | 2.02%             | 2026-10-31      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-28

**Name of Applicant:** Credit Suisse Commodity Strategy Funds

**Signature:** Rose-Ann Bubloski

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

**Title:** Director