# EDGAR Filing Document

**Accession Number:** 0000941568
**File Stem:** 0001752724-25-205187
**Filing Date:** 2025-8
**Character Count:** 35259
**Document Hash:** 1872c68df9f5cc5be72c09b40510aedf
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-205187.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-205187

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07261
- **FILM NUMBER:** 251255716

**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:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**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:** $635096219.92

**Total Liabilities:** $5793900.47

**Net Assets:** $629302319.45

**Amount of Assets Invested in Other Investment Companies:** $93879710.73

**Cash Not Reported:** $6921901.56

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2197.57000000 | **1-Year:** -14293.63000000 | **5-Year:** -3506.48000000 | **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 | -4.87%               | -0.61%               | 2.40%                |
| Class ID C000031307 | -4.88%               | -0.61%               | 2.36%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $369.43                  | $-7160235.13                               |
| Month 2  | $-30.69                  | $-1205470.05                               |
| Month 3  | $7428287.69              | $-4274847.47                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ICE Futures U.S., Inc.       | COTTON NO.2 FUTR DEC25                                                      | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        97 | NC      | $31716.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC                  | Federal Home Loan Mortgage Corp                                             | CUSIP: 3134HAWA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   6100000 | PA      | $6106716.16   | 0.97%             | 2026-10-29      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                                         | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6100000 | PA      | $6058062.50   | 0.96%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                   | Federal National Mortgage Association                                       | CUSIP: 3135G1AB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   5000000 | PA      | $5006515.20   | 0.80%             | 2026-12-11      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                                         | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $6584042.99   | 1.05%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Commodities Exchange Center  | SILVER FUTURE SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        60 | NC      | $-295052.23   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade       | SOYBEAN FUTURE NOV25                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       246 | NC      | $-345861.04   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN BANK       | Federal Home Loan Banks                                                     | CUSIP: 3130AWLH1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   6700000 | PA      | $6700302.71   | 1.06%             | 2025-07-10      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange | WTI CRUDE FUTURE DEC25                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        78 | NC      | $-535536.85   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                                         | CUSIP: 91282CLH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $11972812.56  | 1.90%             | 2026-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                   | Federal National Mortgage Association                                       | CUSIP: 3135G07M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   6400000 | PA      | $6417200.32   | 1.02%             | 2027-11-05      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                                         | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13200000 | PA      | $13277859.41  | 2.11%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange        | LME NICKEL FUTURE DEC25                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        56 | NC      | $-233034.48   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury       | U.S. Treasury Floating Rate Notes                                           | CUSIP: 91282CMX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $24999966.25  | 3.97%             | 2027-04-30      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK     | Federal Farm Credit Banks Funding Corp                                      | CUSIP: 3133EPZV0<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   4600000 | PA      | $4602861.75   | 0.73%             | 2025-10-27      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Societe Generale             | BCOMTR.IDX                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         0 | OU      | $-482779.32   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Global Advisors | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |   1781900 | NS      | $1781900.00   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade       | SOYBEAN OIL FUTR DEC25                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       282 | NC      | $753394.55    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.       | COFFEE 'C' FUTURE SEP25                                                     | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        51 | NC      | $-858221.38   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange | WTI CRUDE FUTURE SEP25                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       122 | NC      | $1601.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury       | U.S. Treasury Floating Rate Notes                                           | CUSIP: 91282CJD4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36100000 | PA      | $36113181.55  | 5.74%             | 2025-10-31      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                   | Federal National Mortgage Association                                       | CUSIP: 3135G07G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   5000000 | PA      | $5003502.40   | 0.80%             | 2026-06-18      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Macquarie                    | BCOMTR.IDX                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         0 | OU      | $-528468.10   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK       | Federal Home Loan Banks                                                     | CUSIP: 3130B07B9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   6700000 | PA      | $6705535.27   | 1.07%             | 2026-02-23      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                                         | CUSIP: 91282CHU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12500000 | PA      | $12556152.38  | 2.00%             | 2026-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange  | LEAN HOGS FUTURE AUG25                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |       112 | NC      | $-134027.81   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL FARM CREDIT BANK     | Federal Farm Credit Banks Funding Corp                                      | CUSIP: 3133ERFH9<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   2200000 | PA      | $2200014.17   | 0.35%             | 2026-05-21      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| United States Treasury       | U.S. Treasury Floating Rate Notes                                           | CUSIP: 91282CKM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33400000 | PA      | $33418952.50  | 5.31%             | 2026-04-30      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                                         | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $5512890.63   | 0.88%             | 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        |   5500000 | PA      | $5540077.51   | 0.88%             | 2026-05-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                  | Federal Home Loan Mortgage Corp                                             | CUSIP: 3134GXS47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   6200000 | PA      | $6197719.76   | 0.98%             | 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        |   5800000 | PA      | $5872500.00   | 0.93%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange | NATURAL GAS FUTR SEP25                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       540 | NC      | $-2487617.05  | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                                         | CUSIP: 91282CHN4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6700000 | PA      | $6701928.86   | 1.06%             | 2025-07-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Commodities Exchange Center  | GOLD 100 OZ FUTR AUG25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       109 | NC      | $756149.07    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade       | CORN FUTURE SEP25                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       504 | NC      | $-379961.01   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange | NY HARB ULSD FUT SEP25                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        48 | NC      | $9963.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury       | U.S. Treasury Floating Rate Notes                                           | CUSIP: 91282CMJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29700000 | PA      | $29690670.34  | 4.72%             | 2027-01-31      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.       | SUGAR 11 (WORLD) OCT25                                                      | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |       280 | NC      | $-158087.80   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center  | COPPER FUTURE SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       104 | NC      | $496185.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL FARM CREDIT BANK     | Federal Farm Credit Banks Funding Corp                                      | CUSIP: 3133ER3M1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   6600000 | PA      | $6600471.83   | 1.05%             | 2028-02-11      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade       | WHEAT FUTURE(CBT) SEP25                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       211 | NC      | $-40636.04    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC                  | Federal Home Loan Mortgage Corp                                             | CUSIP: 3134HBTK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |  12600000 | PA      | $12610269.00  | 2.00%             | 2028-05-23      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK       | Federal Home Loan Banks                                                     | CUSIP: 3130AYAQ9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |  17000000 | PA      | $17013283.97  | 2.70%             | 2025-12-26      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA         | Royal Bank of Canada                                                        | CUSIP: 78011GCA3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | SN               | CORP              | CA        |  22900000 | PA      | $22453099.17  | 3.57%             | 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        |   9000000 | PA      | $8981280.00   | 1.43%             | 2025-07-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange | GASOLINE RBOB FUT SEP25                                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        53 | NC      | $-314001.92   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL FARM CREDIT BANK     | Federal Farm Credit Banks Funding Corp                                      | CUSIP: 3133ER2W0<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   6200000 | PA      | $6200966.89   | 0.99%             | 2025-11-06      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                                         | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13100000 | PA      | $13277054.62  | 2.11%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade       | KC HRW WHEAT FUT SEP25                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       136 | NC      | $-386069.40   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL FARM CREDIT BANK     | Federal Farm Credit Banks Funding Corp                                      | CUSIP: 3133ERFN6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   2100000 | PA      | $2099485.54   | 0.33%             | 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        |   6800000 | PA      | $6804675.95   | 1.08%             | 2026-10-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| FEDERAL FARM CREDIT BANK     | Federal Farm Credit Banks Funding Corp                                      | CUSIP: 3133ERFG1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   4300000 | PA      | $4302678.64   | 0.68%             | 2026-05-21      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| United States Treasury       | U.S. Treasury Floating Rate Notes                                           | CUSIP: 91282CLA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24200000 | PA      | $24223697.61  | 3.85%             | 2026-07-31      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade       | SOYBEAN MEAL FUTR DEC25                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       236 | NC      | $-189242.49   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale             | SGCOP04T.IDX                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         0 | OU      | $-311910.55   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange        | LME PRI ALUM FUTR SEP25                                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       136 | NC      | $519963.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                                         | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5400000 | PA      | $5408015.65   | 0.86%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale             | BCOMF2T.IDX                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         0 | OU      | $-363802.18   | -0.06%            |  |  |  | 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        |   3720562 | NS      | $3720562.47   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange        | LME ZINC FUTURE SEP25                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        68 | NC      | $217396.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America              | BCOMTR.IDX                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         0 | OU      | $-192934.62   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC                  | Federal Home Loan Mortgage Corp                                             | CUSIP: 3134HAPV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   3000000 | PA      | $3002698.17   | 0.48%             | 2026-04-02      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                  | Federal Home Loan Mortgage Corp                                             | CUSIP: 3134HAEY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |  10000000 | PA      | $10003716.60  | 1.59%             | 2026-02-09      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK     | Federal Farm Credit Banks Funding Corp                                      | CUSIP: 3133EP5N1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   7000000 | PA      | $7005434.73   | 1.11%             | 2026-03-18      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange  | LIVE CATTLE FUTR OCT25                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        91 | NC      | $-74394.39    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN BANK       | Federal Home Loan Banks                                                     | CUSIP: 3130AKXZ4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2000000 | PA      | $1953119.14   | 0.31%             | 2026-02-26      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK       | Federal Home Loan Banks                                                     | CUSIP: 3130B1ZC4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |  10000000 | PA      | $10000496.90  | 1.59%             | 2026-07-16      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                  | Federal Home Loan Mortgage Corp                                             | CUSIP: 3134HAMW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   9000000 | PA      | $9010336.86   | 1.43%             | 2026-09-23      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| United States Treasury       | U.S. Treasury Floating Rate Notes                                           | CUSIP: 91282CHS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37100000 | PA      | $37096835.75  | 5.89%             | 2025-07-31      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe           | LOW SU GASOIL G SEP25                                                       | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        84 | NC      | $92263.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange        | LME LEAD FUTURE SEP25                                                       | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        43 | NC      | $87236.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                                         | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $600365.85    | 0.10%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Macquarie                    | MQCC112T.IDX                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         0 | OU      | $-349818.67   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury       | U.S. Treasury Floating Rate Notes                                           | CUSIP: 91282CJU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  73600000 | PA      | $73682860.36  | 11.71%            | 2026-01-31      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL             | Bank of Montreal                                                            | CUSIP: 06367UEX1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |  26300000 | PA      | $23123382.90  | 3.67%             | 2026-12-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                  | Federal Home Loan Mortgage Corp                                             | CUSIP: 3134HATA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   7000000 | PA      | $7007537.46   | 1.11%             | 2026-10-16      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                                         | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $7087773.42   | 1.13%             | 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        |   7100000 | PA      | $7091072.82   | 1.13%             | 2026-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe           | BRENT CRUDE FUTR NOV25                                                      | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |       215 | NC      | $-474923.39   | -0.08%            |  |  |  | No            |                  1 | 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        |  15592374 | NS      | $15592374.21  | 2.48%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury       | U.S. Treasury Floating Rate Notes                                           | CUSIP: 91282CLT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $25029502.75  | 3.98%             | 2026-10-31      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-23

**Name of Applicant:** CREDIT SUISSE TRUST

**Signature:** Rose-Ann Bubloski

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

**Title:** Director