# EDGAR Filing Document

**Accession Number:** 0000941568
**File Stem:** 0001752724-23-027459
**Filing Date:** 2023-2
**Character Count:** 31331
**Document Hash:** ec71d7d679f5b7610aa1d2c3ce37fd7e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-027459.hdr.sgml**: 20230217

**ACCESSION NUMBER**: 0001752724-23-027459

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230217

**DATE AS OF CHANGE**: 20230217

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** CREDIT SUISSE TRUST
- **CENTRAL INDEX KEY:** 0000941568
- **IRS NUMBER:** 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:** 23640803

**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:** WARBURG PINCUS TRUST
- **DATE OF NAME CHANGE:** 19950315

## Series and Classes Contracts Data

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

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

## 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:** 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:** 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:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $610306671.03

**Total Liabilities:** $6651406.39

**Net Assets:** $603655264.64

**Amount of Assets Invested in Other Investment Companies:** $94390369.77

**Cash Not Reported:** $13621443.26

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3334.04000000 | **1-Year:** -5766.42000000 | **5-Year:** -911.43000000 | **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 C000218423 | 1.45%                | 2.95%                | -2.43%               |
| Class ID C000031307 | 1.46%                | 2.92%                | -2.44%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $8363.69                 | $487506.46                                 |
| Month 2  | $776.50                  | $3795196.50                                |
| Month 3  | $8469.09                 | $-2096652.47                               |

**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: 3134GXCF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   6000000 | PA      | $5646361.26   | 0.94%             | 2024-05-24      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA         | Royal Bank of Canada                                                        | CUSIP: 78011GBV8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  30000000 | PA      | $21781092.00  | 3.61%             | 2023-05-23      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| United States Treasury       | United States Treasury Note/Bond                                            | CUSIP: 91282CBX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2958797.16   | 0.49%             | 2023-04-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Macquarie                    | BCOMTR.IDX                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |  47595116 | OU      | $-991469.42   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE                   | Federal National Mortgage Association                                       | CUSIP: 3135GA5Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   2300000 | PA      | $2155691.93   | 0.36%             | 2024-06-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors | State Street Institutional US Government Money Market Fund                  | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  14611971 | NS      | $14611971.00  | 2.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.       | COTTON NO.2 FUTR MAR23                                                      | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        35 | NC      | $-13167.52    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE MAE                   | Federal National Mortgage Association                                       | CUSIP: 3135G03U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   6000000 | PA      | $5517932.58   | 0.91%             | 2025-04-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury       | United States Treasury Floating Rate Note                                   | CUSIP: 91282CDE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34000000 | PA      | $34029232.52  | 5.64%             | 2023-10-31      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| United States Treasury       | United States Treasury Note/Bond                                            | CUSIP: 91282CFG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6900000 | PA      | $6759843.75   | 1.12%             | 2024-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK     | Federal Farm Credit Banks Funding Corp                                      | CUSIP: 3133EM6F4<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   5000000 | PA      | $5001063.20   | 0.83%             | 2023-09-27      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade       | WHEAT FUTURE(CBT) MAR23                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       112 | NC      | $-317719.41   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury       | United States Treasury Floating Rate Note                                   | CUSIP: 91282CBK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9960000 | PA      | $9962058.13   | 1.65%             | 2023-01-31      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857492706<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |    592800 | NS      | $592800.00    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL             | Bank of Montreal                                                            | CUSIP: 06367UDP9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |  14000000 | PA      | $13929174.00  | 2.31%             | 2023-12-20      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                  | Federal Home Loan Mortgage Corp                                             | CUSIP: 3134GXGS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   7643000 | PA      | $7175381.31   | 1.19%             | 2024-06-18      | Fixed         | 0.43%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange        | LME PRI ALUM FUTR MAR23                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        86 | NC      | $81509.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange  | LEAN HOGS FUTURE FEB23                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        73 | NC      | $90491.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury       | United States Treasury Bill                                                 | CUSIP: 912796XY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   3200000 | PA      | $3113785.38   | 0.52%             | 2023-08-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale             | BCOMF2T.IDX                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |  44751140 | OU      | $-401999.33   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange  | LIVE CATTLE FUTR FEB23                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        92 | NC      | $135073.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe           | LOW SU GASOIL G MAR23                                                       | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        54 | NC      | $329218.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center  | SILVER FUTURE MAR23                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        62 | NC      | $1653082.10   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC                  | Federal Home Loan Mortgage Corp                                             | CUSIP: 3137EAER6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   5600000 | PA      | $5522723.42   | 0.91%             | 2023-05-05      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange | WTI CRUDE FUTURE MAR23                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       151 | NC      | $846520.63    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade       | SOYBEAN OIL FUTR MAR23                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       128 | NC      | $-86925.15    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.       | SUGAR 11 (WORLD) MAY23                                                      | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |       191 | NC      | $-115327.28   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC                  | Federal Home Loan Mortgage Corp                                             | CUSIP: 3134GXS47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   6200000 | PA      | $6128083.47   | 1.02%             | 2025-08-28      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury       | United States Treasury Floating Rate Note                                   | CUSIP: 91282CEL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44000000 | PA      | $43918131.40  | 7.28%             | 2024-04-30      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade       | KC HRW WHEAT FUT MAR23                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        62 | NC      | $-200818.02   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC                  | Federal Home Loan Mortgage Corp                                             | CUSIP: 3137EAES4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   6100000 | PA      | $5974348.11   | 0.99%             | 2023-06-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK       | Federal Home Loan Banks                                                     | CUSIP: 3130AMMK5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   5000000 | PA      | $5001426.75   | 0.83%             | 2023-05-19      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK       | Federal Home Loan Banks                                                     | CUSIP: 3130ANY61<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   6000000 | PA      | $6000034.20   | 0.99%             | 2023-03-15      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| United States Treasury       | United States Treasury Floating Rate Note                                   | CUSIP: 91282CFD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29000000 | PA      | $28968267.62  | 4.80%             | 2024-07-31      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade       | SOYBEAN FUTURE MAR23                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       119 | NC      | $382915.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange | NY HARB ULSD FUT MAR23                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        29 | NC      | $319162.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL FARM CREDIT BANK     | Federal Farm Credit Banks Funding Corp                                      | CUSIP: 3133EMGG1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   2000000 | PA      | $2000449.64   | 0.33%             | 2023-11-06      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                   | Federal National Mortgage Association                                       | CUSIP: 3135G04Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   9000000 | PA      | $8850179.34   | 1.47%             | 2023-05-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Commodities Exchange Center  | COPPER FUTURE MAY23                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        70 | NC      | $803045.05    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL FARM CREDIT BANK     | Federal Farm Credit Banks Funding Corp                                      | CUSIP: 3133ENYU8<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   2600000 | PA      | $2601161.11   | 0.43%             | 2024-05-15      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK       | Federal Home Loan Banks                                                     | CUSIP: 3130ATVU8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |  26000000 | PA      | $26002858.44  | 4.31%             | 2023-04-10      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK       | Federal Home Loan Banks                                                     | CUSIP: 3130ARHG9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   3700000 | PA      | $3578642.70   | 0.59%             | 2024-02-28      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK     | Federal Farm Credit Banks Funding Corp                                      | CUSIP: 3133ENVX5<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   7400000 | PA      | $7394241.99   | 1.22%             | 2024-02-05      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| United States Treasury       | United States Treasury Floating Rate Note                                   | CUSIP: 91282CDU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  85000000 | PA      | $85005360.95  | 14.08%            | 2024-01-31      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                   | Federal National Mortgage Association                                       | CUSIP: 3135G04Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   7500000 | PA      | $6831518.18   | 1.13%             | 2025-06-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury       | United States Treasury Bill                                                 | CUSIP: 912796U31<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   5900000 | PA      | $5845150.71   | 0.97%             | 2023-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America              | MLBXCS2T.IDX                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |  31946004 | OU      | $-672434.15   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe           | BRENT CRUDE FUTR MAR23                                                      | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |       123 | NC      | $-157184.21   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade       | CORN FUTURE MAR23                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       266 | NC      | $16513.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury       | United States Treasury Floating Rate Note                                   | CUSIP: 91282CCQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  54500000 | PA      | $54546007.81  | 9.04%             | 2023-07-31      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange        | LME ZINC FUTURE MAR23                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        54 | NC      | $143979.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange | NATURAL GAS FUTR MAR23                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       635 | NC      | $-10601549.86 | -1.76%            |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center  | GOLD 100 OZ FUTR FEB23                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       122 | NC      | $1682485.19   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.       | COFFEE 'C' FUTURE MAR23                                                     | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        46 | NC      | $-506196.47   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America              | BCOMTR.IDX                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |  22546083 | OU      | $-470047.80   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury       | United States Treasury Floating Rate Note                                   | CUSIP: 91282CBY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  69000000 | PA      | $69049369.50  | 11.44%            | 2023-04-30      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK     | Federal Farm Credit Banks Funding Corp                                      | CUSIP: 3133ELYS7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |  36500000 | PA      | $36539544.47  | 6.05%             | 2023-05-08      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange | NATURAL GAS FUTR MAY23                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |      -341 | NC      | $3354733.14   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN BANK       | Federal Home Loan Banks                                                     | CUSIP: 3130AKXZ4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2000000 | PA      | $1775691.50   | 0.29%             | 2026-02-26      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Societe Generale             | BCOMTR.IDX                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |  75679791 | OU      | $-1577795.97  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie                    | MQCC112T.IDX                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |  42616853 | OU      | $-959256.60   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC                  | Federal Home Loan Mortgage Corp                                             | CUSIP: 3137EAEU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   7100000 | PA      | $6432217.17   | 1.07%             | 2025-07-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: —       |
| FEDERAL FARM CREDIT BANK     | Federal Farm Credit Banks Funding Corp                                      | CUSIP: 3133EL5J9<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $971224.04    | 0.16%             | 2023-09-01      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK     | Federal Farm Credit Banks Funding Corp                                      | CUSIP: 3133EMXZ0<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   7000000 | PA      | $7001018.71   | 1.16%             | 2023-05-03      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                   | Federal National Mortgage Association                                       | CUSIP: 3135G06H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    900000 | PA      | $864609.76    | 0.14%             | 2023-11-27      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury       | United States Treasury Note/Bond                                            | CUSIP: 91282CFE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3600000 | PA      | $3498328.12   | 0.58%             | 2025-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange        | LME NICKEL FUTURE MAR23                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        33 | NC      | $796530.57    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury       | United States Treasury Bill                                                 | CUSIP: 912796X53<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   4200000 | PA      | $4115428.13   | 0.68%             | 2023-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade       | SOYBEAN MEAL FUTR MAR23                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       122 | NC      | $831240.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange | GASOLINE RBOB FUT MAR23                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        33 | NC      | $396970.22    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE MAE                   | Federal National Mortgage Association                                       | CUSIP: 3135G05G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |  14200000 | PA      | $13867707.22  | 2.30%             | 2023-07-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                   | Federal National Mortgage Association                                       | CUSIP: 3135G06W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |  13000000 | PA      | $12817010.44  | 2.12%             | 2024-08-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-23

**Name of Applicant:** CREDIT SUISSE TRUST

**Signature:** Omar Tariq

**Name of Signer:** Omar Tariq

**Title:** Director