# EDGAR Filing Document

**Accession Number:** 0001291446
**File Stem:** 0001410368-26-066136
**Filing Date:** 2026-6
**Character Count:** 38146
**Document Hash:** 53a75b5fb5431a14af727ed8b081a52f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-066136.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0001410368-26-066136

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Cantor Fitzgerald Commodity Strategy Trust
- **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:** 261120573

**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 Commodity Strategy Funds
- **DATE OF NAME CHANGE:** 20120815

**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

### Cantor Fitzgerald 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:** Cantor Fitzgerald Commodity Strategy Trust

- **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:** 110 E. 59th Street

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10022

  - **Telephone number:** 855-922-6867

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

- **a. Name of Series:** Cantor Fitzgerald 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:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**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:** $1505904711.67

**Total Liabilities:** $2419512.04

**Net Assets:** $1503485199.63

**Amount of Assets Invested in Other Investment Companies:** $185602772.07

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -9728.32000000 | **1-Year:** -44769.77000000 | **5-Year:** -7825.42000000 | **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 | 1.02%                | 9.85%                | 5.19%                |
| Class ID C000028811 | 1.03%                | 9.80%                | 5.21%                |
| Class ID C000028812 | 0.95%                | 9.77%                | 5.11%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $58188955.25             | $-55208261.42                              |
| Month 2  | $3842.31                 | $85639932.17                               |
| Month 3  | $481.84                  | $49467781.95                               |

**Designated Index Information**

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

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

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| New York Mercantile Exchange | NY HARB ULSD FUT SEP26                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       -60 | NC      | $-826800.04   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC                  | Federal Home Loan Mortgage Corp                              | CUSIP: 3134HAWA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   3500000 | PA      | $3501513.93   | 0.23%             | 2026-10-29      | Floating      | 3.77%                 | No            |                  2 | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                          | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $11924296.92  | 0.79%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury       | U.S. Treasury Floating Rate Notes                            | CUSIP: 91282CNQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38000000 | PA      | $38039187.12  | 2.53%             | 2027-07-31      | Floating      | 3.78%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange  | LIVE CATTLE FUTR JUN26                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        16 | NC      | $81793.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                          | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38900000 | PA      | $39131728.47  | 2.60%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe           | LOW SU GASOIL G JUL26                                        | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |       272 | NC      | $4296586.67   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America              | BCOMTR.IDX                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         0 | OU      | $2017410.62   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                          | CUSIP: 91282CLH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17100000 | PA      | $17101141.77  | 1.14%             | 2026-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTL           | GOLDMAN SACHS INTL                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | Long             | DBT              | CORP              | GB        |  49000000 | PA      | $74195839.20  | 4.93%             | 2027-03-30      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                   | Federal National Mortgage Association                        | CUSIP: 3135G1AE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |  24600000 | PA      | $24607313.58  | 1.64%             | 2028-02-02      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.       | COTTON NO.2 FUTR JUL26                                       | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        16 | NC      | $40594.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE MAE                   | Federal National Mortgage Association                        | CUSIP: 3135G07M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |  11000000 | PA      | $11031983.93  | 0.73%             | 2027-11-05      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                          | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $25082935.25  | 1.67%             | 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        |  40000000 | PA      | $40045872.80  | 2.66%             | 2027-04-30      | Floating      | 3.78%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange | GASOLINE RBOB FUT JUL26                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       171 | NC      | $3791174.08   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange        | LME PRI ALUM FUTR JUN26                                      | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        36 | NC      | $299039.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.       | COCOA FUTURE JUL26                                           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        19 | NC      | $26735.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe           | BRENT CRUDE FUTR SEP26                                       | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |       -13 | NC      | $-153206.52   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC                  | Federal Home Loan Mortgage Corp                              | CUSIP: 3134HBU66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   8500000 | PA      | $8509668.58   | 0.57%             | 2027-10-06      | Floating      | 3.77%                 | No            |                  2 | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                          | CUSIP: 91282CHU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $20036464.00  | 1.33%             | 2026-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK     | Federal Farm Credit Banks Funding Corp                       | CUSIP: 3133ERFH9<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   2600000 | PA      | $2600033.96   | 0.17%             | 2026-05-21      | Floating      | 3.71%                 | No            |                  2 | On Loan: No      |
| Macquarie                    | BCOMTR.IDX                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         0 | OU      | $2644161.58   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Commodities Exchange Center  | GOLD 100 OZ FUTR AUG26                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        10 | NC      | $-177742.52   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange        | LME PRI ALUM FUTR JUN26                                      | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -25 | NC      | $-91376.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.       | SUGAR 11 (WORLD) JUL26                                       | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        79 | NC      | $58170.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                          | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $12009843.72  | 0.80%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                          | CUSIP: 91282CKS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $12009001.68  | 0.80%             | 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        |  12000000 | PA      | $12076640.64  | 0.80%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury       | U.S. Treasury Floating Rate Notes                            | CUSIP: 91282CPX3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  75800000 | PA      | $75814301.94  | 5.04%             | 2028-01-31      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade       | CORN FUTURE JUL26                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        85 | NC      | $67229.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie                    | MQCC112T.IDX                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         0 | OU      | $6108086.99   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Chase              | BCOMTR.IDX                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         0 | OU      | $1334594.09   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale             | SGCOP04T.IDX                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         0 | OU      | $6812426.74   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury       | U.S. Treasury Floating Rate Notes                            | CUSIP: 91282CMJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35000000 | PA      | $35010976.00  | 2.33%             | 2027-01-31      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange        | LME ZINC FUTURE SEP26                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        10 | NC      | $17895.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL FARM CREDIT BANK     | Federal Farm Credit Banks Funding Corp                       | CUSIP: 3133EWGE4<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |  14700000 | PA      | $14701909.82  | 0.98%             | 2028-03-09      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange | WTI CRUDE FUTURE SEP26                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |      -626 | NC      | $-6013123.85  | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC                  | Federal Home Loan Mortgage Corp                              | CUSIP: 3134HBTK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |  23700000 | PA      | $23746924.10  | 1.58%             | 2028-05-23      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury       | U.S. Treasury Bills                                          | CUSIP: 912797UB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  27000000 | PA      | $26856820.62  | 1.79%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange        | LME LEAD FUTURE JUN26                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -22 | NC      | $-10909.62    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange        | LME LEAD FUTURE JUN26                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        22 | NC      | $-7482.42     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury       | U.S. Treasury Floating Rate Notes                            | CUSIP: 91282CQM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44000000 | PA      | $44003437.28  | 2.93%             | 2028-04-30      | Floating      | 3.73%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange | NATURAL GAS FUTR JUL26                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        85 | NC      | $-64326.45    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade       | WHEAT FUTURE(CBT) JUL26                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        45 | NC      | $87543.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange        | LME NICKEL FUTURE JUN26                                      | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -7 | NC      | $-97923.21    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN BANK       | Federal Home Loan Banks                                      | CUSIP: 3130B72R4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |  24600000 | PA      | $24653799.71  | 1.64%             | 2028-07-14      | Floating      | 3.86%                 | 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        |  21377063 | NS      | $21377062.95  | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                          | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41500000 | PA      | $41758564.51  | 2.78%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade       | SOYBEAN OIL FUTR JUL26                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        25 | NC      | $76011.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN IMPERIAL BANK       | Canadian Imperial Bank of Commerce                           | CUSIP: 13605VHM8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | SN               | CORP              | CA        |  57000000 | PA      | $84874633.62  | 5.65%             | 2027-03-24      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange | NY HARB ULSD FUT JUL26                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        66 | NC      | $1288850.43   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL FARM CREDIT BANK     | Federal Farm Credit Banks Funding Corp                       | CUSIP: 3133EWET3<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   8500000 | PA      | $8501732.22   | 0.57%             | 2028-02-23      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange        | LME NICKEL FUTURE JUN26                                      | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        14 | NC      | $156823.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury       | U.S. Treasury Bills                                          | CUSIP: 912797TT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  28000000 | PA      | $27930035.42  | 1.86%             | 2026-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange        | LME ZINC FUTURE JUN26                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        20 | NC      | $-14742.20    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center  | SILVER FUTURE JUL26                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         4 | NC      | $15375.08     | 0.00%             |  |  |  | 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      | $2499936.35   | 0.17%             | 2026-05-28      | Floating      | 3.71%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV      | BNP Paribas Issuance BV                                      | CUSIP: 05619J6H8<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |  54000000 | PA      | $108484103.52 | 7.22%             | 2026-11-23      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK       | Federal Home Loan Banks                                      | CUSIP: 3130B3A29<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   6000000 | PA      | $6005922.18   | 0.40%             | 2026-10-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade       | SOYBEAN FUTURE JUL26                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        33 | NC      | $24892.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL FARM CREDIT BANK     | Federal Farm Credit Banks Funding Corp                       | CUSIP: 3133ERFG1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   5200000 | PA      | $5200092.35   | 0.35%             | 2026-05-21      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade       | SOYBEAN MEAL FUTR JUL26                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        45 | NC      | $-12370.26    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL FARM CREDIT BANK     | Federal Farm Credit Banks Funding Corp                       | CUSIP: 3133ETSE8<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |  25100000 | PA      | $25159465.16  | 1.67%             | 2028-08-01      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe           | BRENT CRUDE FUTR JUL26                                       | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        58 | NC      | $822134.71    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN BANK       | Federal Home Loan Banks                                      | CUSIP: 3130B7QM9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |  22400000 | PA      | $22283733.92  | 1.48%             | 2027-09-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury       | U.S. Treasury Floating Rate Notes                            | CUSIP: 91282CLA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11300000 | PA      | $11304653.68  | 0.75%             | 2026-07-31      | Floating      | 3.80%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange | GASOLINE RBOB FUT SEP26                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |      -157 | NC      | $-2854950.62  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                          | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $11967890.64  | 0.80%             | 2028-05-15      | Fixed         | 3.75%                 | 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      | $33053175.54  | 2.20%             | 2027-10-31      | Floating      | 3.81%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe           | LOW SU GASOIL G SEP26                                        | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |      -255 | NC      | $-2605508.36  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange | WTI CRUDE FUTURE JUL26                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       667 | NC      | $8549706.96   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA         | Royal Bank of Canada                                         | CUSIP: 78011GCD7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | SN               | CORP              | CA        |  57000000 | PA      | $107980329.18 | 7.18%             | 2026-09-16      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange | GASOLINE RBOB FUT JUN26                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        -6 | NC      | $-170165.31   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange  | LEAN HOGS FUTURE JUN26                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        22 | NC      | $-55396.29    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center  | COPPER FUTURE JUL26                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        14 | NC      | $80946.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                          | CUSIP: 91282CPT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25300000 | PA      | $25040081.97  | 1.67%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK     | Federal Farm Credit Banks Funding Corp                       | CUSIP: 3133ETP76<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |  13500000 | PA      | $13512321.45  | 0.90%             | 2027-11-03      | Floating      | 3.76%                 | No            |                  2 | On Loan: No      |
| BOFA FINANCE LLC             | BofA Finance LLC                                             | CUSIP: 09709PBP3<br>LEI: 549300CGZYSEY3ZSIW16 | Long             | SN               | CORP              | US        |  50000000 | PA      | $79168450.00  | 5.27%             | 2027-03-11      | Floating      | 3.71%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange        | LME ZINC FUTURE JUN26                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -20 | NC      | $-35606.70    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade       | KC HRW WHEAT FUT JUL26                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        26 | NC      | $115624.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF MONTREAL             | Bank of Montreal                                             | CUSIP: 06367UEX1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |  52700000 | PA      | $93798697.89  | 6.24%             | 2026-12-29      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange        | LME LEAD FUTURE SEP26                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         6 | NC      | $-133.26      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL FARM CREDIT BANK     | Federal Farm Credit Banks Funding Corp                       | CUSIP: 3133EWDD9<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |  16200000 | PA      | $16201811.16  | 1.08%             | 2027-07-13      | Floating      | 3.69%                 | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.       | COFFEE 'C' FUTURE JUL26                                      | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |         7 | NC      | $-28806.44    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE MAE                   | Federal National Mortgage Association                        | CUSIP: 3135G1AG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |  10000000 | PA      | $10002707.40  | 0.67%             | 2028-03-06      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK       | Federal Home Loan Banks                                      | CUSIP: 3130B9RC6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |  12000000 | PA      | $11920745.76  | 0.79%             | 2028-03-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                  | Federal Home Loan Mortgage Corp                              | CUSIP: 3134HATA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |  13000000 | PA      | $13004528.68  | 0.86%             | 2026-10-16      | Floating      | 3.77%                 | No            |                  2 | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                          | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23800000 | PA      | $23671703.24  | 1.57%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                          | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $12083271.72  | 0.80%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury       | U.S. Treasury Bills                                          | CUSIP: 912797TE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  14000000 | PA      | $13922524.14  | 0.93%             | 2026-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors | State Street Institutional U.S. Government Money Market Fund | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  15190801 | NS      | $15190800.55  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury       | U.S. Treasury Floating Rate Notes                            | CUSIP: 91282CLT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32200000 | PA      | $32229731.55  | 2.14%             | 2026-10-31      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-20

**Name of Applicant:** Cantor Fitzgerald Commodity Strategy Trust

**Signature:** Dylan Germishus

**Name of Signer:** Dylan Germishus

**Title:** Treasurer, Principal Financial Officer, and Principal Accounting Officer