# EDGAR Filing Document

**Accession Number:** 0000941568
**File Stem:** 0001410368-25-031053
**Filing Date:** 2025-11
**Character Count:** 67354
**Document Hash:** d53c27ea39edd141187a21698bd767c0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-031053.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0001410368-25-031053

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**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:** 251521534

**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           |

## Nport-Ex

**Credit Suisse Trust - Commodity Return Strategy Portfolio**

**Consolidated Schedule of Investments**

September 30, 2025 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par<br> (000)** |  | **Ratings†<br> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **COMMODITY INDEXED STRUCTURED NOTES** (8.2%) | **COMMODITY INDEXED STRUCTURED NOTES** (8.2%) | **COMMODITY INDEXED STRUCTURED NOTES** (8.2%) | **COMMODITY INDEXED STRUCTURED NOTES** (8.2%) | **COMMODITY INDEXED STRUCTURED NOTES** (8.2%) | **COMMODITY INDEXED STRUCTURED NOTES** (8.2%) |
| $26300 | Bank of Montreal, Commodity Index Linked Senior Unsecured Notes, Rule 144A, SOFR <sup>(1),(2),(3)</sup> | (A+, Aa2) | 12/29/26 | 4.130 | $24949283 |
| 28000 | Royal Bank of Canada, Commodity Index Linked Senior Unsecured Notes, Rule 144A, FEDL01 <sup>(1),(2),(3)</sup> | (Aa1, AA-) | 09/16/26 | 4.090 | 29090149 |
| **TOTAL COMMODITY INDEXED STRUCTURED NOTES** (Cost $54,300,000) | **TOTAL COMMODITY INDEXED STRUCTURED NOTES** (Cost $54,300,000) | **TOTAL COMMODITY INDEXED STRUCTURED NOTES** (Cost $54,300,000) | **TOTAL COMMODITY INDEXED STRUCTURED NOTES** (Cost $54,300,000) |  | 54039432 |
| **UNITED STATES AGENCY OBLIGATIONS** (25.6%) | **UNITED STATES AGENCY OBLIGATIONS** (25.6%) | **UNITED STATES AGENCY OBLIGATIONS** (25.6%) | **UNITED STATES AGENCY OBLIGATIONS** (25.6%) | **UNITED STATES AGENCY OBLIGATIONS** (25.6%) | **UNITED STATES AGENCY OBLIGATIONS** (25.6%) |
| 4600 | Federal Farm Credit Banks Funding Corp., 1 day USD SOFR + 0.160% <sup>(1)</sup> | (AA+, Aaa) | 10/27/25 | 4.290 | 4600540 |
| 6200 | Federal Farm Credit Banks Funding Corp., 1 day USD SOFR + 0.020% <sup>(1)</sup> | (AA+, Aaa) | 11/06/25 | 4.150 | 6200114 |
| 7000 | Federal Farm Credit Banks Funding Corp., 1 day USD SOFR + 0.105% <sup>(1)</sup> | (AA+, Aaa) | 03/18/26 | 4.235 | 7003430 |
| 4300 | Federal Farm Credit Banks Funding Corp., 1 day USD SOFR + 0.090% <sup>(1)</sup> | (AA+, Aaa) | 05/21/26 | 4.220 | 4301329 |
| 2200 | Federal Farm Credit Banks Funding Corp., 1 day Fed Prime Loan Rate - 3.040% <sup>(1)</sup> | (AA+, Aaa) | 05/21/26 | 4.210 | 2200633 |
| 2100 | Federal Farm Credit Banks Funding Corp., 1 day Fed Prime Loan Rate - 3.040% <sup>(1)</sup> | (AA+, Aaa) | 05/28/26 | 4.210 | 2100480 |
| 6600 | Federal Farm Credit Banks Funding Corp., 1 day USD SOFR + 0.235% <sup>(1)</sup> | (AA+, Aaa) | 02/11/28 | 4.365 | 6600287 |
| 13000 | Federal Farm Credit Banks Funding Corp., 1 day USD SOFR + 0.230% <sup>(1)</sup> | (AA+, Aaa) | 08/01/28 | 4.360 | 13002314 |
| 17000 | Federal Home Loan Banks, 1 day USD SOFR + 0.145% <sup>(1)</sup> | (AA+, Aaa) | 12/26/25 | 4.275 | 17006306 |
| 6700 | Federal Home Loan Banks, 1 day USD SOFR + 0.125% <sup>(1)</sup> | (AA+, Aaa) | 02/23/26 | 4.255 | 6703292 |
| 2000 | Federal Home Loan Banks | (AA+, Aaa) | 02/26/26 | 0.620 | 1973977 |
| 6800 | Federal Home Loan Banks <sup>(4)</sup> | (AA+, Aaa) | 10/09/26 | 4.000 | 6826005 |
| 13000 | Federal Home Loan Banks | (AA+, Aaa) | 09/09/27 | 3.500 | 12970589 |
| 12700 | Federal Home Loan Banks, 1 day USD SOFR + 0.230% <sup>(1)</sup> | (AA+, Aaa) | 07/14/28 | 4.360 | 12698698 |
| 10000 | Federal Home Loan Mortgage Corp., 1 day USD SOFR + 0.100% <sup>(1)</sup> | (AA+, Aaa) | 02/09/26 | 4.230 | 10003530 |
| 3000 | Federal Home Loan Mortgage Corp., 1 day USD SOFR + 0.115% <sup>(1)</sup> | (AA+, Aaa) | 04/02/26 | 4.245 | 3001770 |
| 9000 | Federal Home Loan Mortgage Corp., 1 day USD SOFR + 0.140% <sup>(1)</sup> | (AA+, Aaa) | 09/23/26 | 4.270 | 9008000 |
| 7000 | Federal Home Loan Mortgage Corp., 1 day USD SOFR + 0.140% <sup>(1)</sup> | (AA+, Aaa) | 10/16/26 | 4.270 | 7005426 |
| 6100 | Federal Home Loan Mortgage Corp., 1 day USD SOFR + 0.140% <sup>(1)</sup> | (AA+, Aaa) | 10/29/26 | 4.270 | 6105947 |
| 12600 | Federal Home Loan Mortgage Corp., 1 day USD SOFR + 0.220% <sup>(1)</sup> | (AA+, Aaa) | 05/23/28 | 4.350 | 12639205 |
| 5000 | Federal National Mortgage Association, 1 day USD SOFR + 0.100% <sup>(1)</sup> | (AA+, Aaa) | 06/18/26 | 4.230 | 5003842 |
| 5000 | Federal National Mortgage Association, 1 day USD SOFR + 0.140% <sup>(1)</sup> | (AA+, Aaa) | 12/11/26 | 4.270 | 5003975 |
| 6400 | Federal National Mortgage Association, 1 day USD SOFR + 0.260% <sup>(1)</sup> | (AA+, Aaa) | 11/05/27 | 4.390 | 6416602 |
| **TOTAL UNITED STATES AGENCY OBLIGATIONS** (Cost $168,287,666) | **TOTAL UNITED STATES AGENCY OBLIGATIONS** (Cost $168,287,666) | **TOTAL UNITED STATES AGENCY OBLIGATIONS** (Cost $168,287,666) | **TOTAL UNITED STATES AGENCY OBLIGATIONS** (Cost $168,287,666) |  | 168376291 |
| **UNITED STATES TREASURY OBLIGATIONS** (62.7%)** | **UNITED STATES TREASURY OBLIGATIONS** (62.7%)** | **UNITED STATES TREASURY OBLIGATIONS** (62.7%)** | **UNITED STATES TREASURY OBLIGATIONS** (62.7%)** | **UNITED STATES TREASURY OBLIGATIONS** (62.7%)** | **UNITED STATES TREASURY OBLIGATIONS** (62.7%)** |
| 7000 | U.S. Treasury Bills <sup>(5)</sup> | (AA+, Aaa) | 10/23/25 | 4.056 | 6982647 |
| 3000 | U.S. Treasury Bills <sup>(5)</sup> | (AA+, Aaa) | 11/25/25 | 3.996 | 2981683 |
| 36100 | U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.170% <sup>(1)</sup> | (AA+, Aaa) | 10/31/25 | 4.068 | 36093891 |
| 73600 | U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.245% <sup>(1),(6)</sup> | (AA+, Aaa) | 01/31/26 | 4.143 | 73601267 |
| 33400 | U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.150% <sup>(1),(7)</sup> | (AA+, Aaa) | 04/30/26 | 4.048 | 33395136 |
| 24200 | U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.182% <sup>(1)</sup> | (AA+, Aaa) | 07/31/26 | 4.080 | 24202150 |
| 25000 | U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.205% <sup>(1),(7)</sup> | (AA+, Aaa) | 10/31/26 | 4.103 | 25001777 |
| 29700 | U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.098% <sup>(1)</sup> | (AA+, Aaa) | 01/31/27 | 3.996 | 29669186 |
| 32000 | U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.160% <sup>(1)</sup> | (AA+, Aaa) | 04/30/27 | 4.058 | 31988701 |
| 47000 | U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.159% <sup>(1)</sup> | (AA+, Aaa) | 07/31/27 | 4.057 | 46974245 |
| 600 | U.S. Treasury Notes | (AA+, Aaa) | 11/15/25 | 4.500 | 600241 |
| 7100 | U.S. Treasury Notes | (AA+, Aaa) | 02/15/26 | 4.000 | 7101847 |
| 5500 | U.S. Treasury Notes | (AA+, Aaa) | 05/31/26 | 4.875 | 5537012 |
| 12500 | U.S. Treasury Notes | (AA+, Aaa) | 08/15/26 | 4.375 | 12565619 |

---

**Credit Suisse Trust - Commodity Return Strategy Portfolio**

**Consolidated Schedule of Investments (continued)**

September 30, 2025 (unaudited)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Par<br> (000)** | **Par<br> (000)** |  | **Ratings† <br> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **UNITED STATES TREASURY OBLIGATIONS (continued)** | **UNITED STATES TREASURY OBLIGATIONS (continued)** | **UNITED STATES TREASURY OBLIGATIONS (continued)** | **UNITED STATES TREASURY OBLIGATIONS (continued)** | **UNITED STATES TREASURY OBLIGATIONS (continued)** | **UNITED STATES TREASURY OBLIGATIONS (continued)** | **UNITED STATES TREASURY OBLIGATIONS (continued)** |
| $| 12000 | U.S. Treasury Notes | (AA+, Aaa) | 08/31/26 | 3.750 | $12002101 |
|  | 13200 | U.S. Treasury Notes | (AA+, Aaa) | 12/31/26 | 4.250 | 13287656 |
|  | 7000 | U.S. Treasury Notes | (AA+, Aaa) | 04/15/27 | 4.500 | 7088184 |
|  | 5500 | U.S. Treasury Notes | (AA+, Aaa) | 05/31/27 | 3.875 | 5520410 |
|  | 5800 | U.S. Treasury Notes | (AA+, Aaa) | 07/15/27 | 4.375 | 5874313 |
|  | 6100 | U.S. Treasury Notes | (AA+, Aaa) | 09/15/27 | 3.375 | 6073908 |
|  | 6500 | U.S. Treasury Notes | (AA+, Aaa) | 01/15/28 | 4.250 | 6590264 |
|  | 13100 | U.S. Treasury Notes | (AA+, Aaa) | 02/15/28 | 4.250 | 13288568 |
|  | 5400 | U.S. Treasury Notes | (AA+, Aaa) | 05/15/28 | 3.750 | 5419090 |
| **TOTAL UNITED STATES TREASURY OBLIGATIONS** (Cost $411,087,216) | **TOTAL UNITED STATES TREASURY OBLIGATIONS** (Cost $411,087,216) | **TOTAL UNITED STATES TREASURY OBLIGATIONS** (Cost $411,087,216) | **TOTAL UNITED STATES TREASURY OBLIGATIONS** (Cost $411,087,216) | **TOTAL UNITED STATES TREASURY OBLIGATIONS** (Cost $411,087,216) |  | 411839896 |
| **Shares** | **Shares** |  |  |  |  |  |
| **SHORT-TERM INVESTMENTS** (2.1%) | **SHORT-TERM INVESTMENTS** (2.1%) | **SHORT-TERM INVESTMENTS** (2.1%) | **SHORT-TERM INVESTMENTS** (2.1%) | **SHORT-TERM INVESTMENTS** (2.1%) | **SHORT-TERM INVESTMENTS** (2.1%) | **SHORT-TERM INVESTMENTS** (2.1%) |
|  | 13272494 | State Street Institutional U.S. Government Money Market Fund - Premier Class, 4.10% | State Street Institutional U.S. Government Money Market Fund - Premier Class, 4.10% | State Street Institutional U.S. Government Money Market Fund - Premier Class, 4.10% |  | 13272494 |
|  | 312375 | State Street Navigator Securities Lending Government Money Market Portfolio, 4.18%<sup>(8)</sup> | State Street Navigator Securities Lending Government Money Market Portfolio, 4.18%<sup>(8)</sup> | State Street Navigator Securities Lending Government Money Market Portfolio, 4.18%<sup>(8)</sup> |  | 312375 |
| **TOTAL SHORT-TERM INVESTMENTS (Cost $13,584,869)** | **TOTAL SHORT-TERM INVESTMENTS (Cost $13,584,869)** | **TOTAL SHORT-TERM INVESTMENTS (Cost $13,584,869)** | **TOTAL SHORT-TERM INVESTMENTS (Cost $13,584,869)** | **TOTAL SHORT-TERM INVESTMENTS (Cost $13,584,869)** |  | 13584869 |
| **TOTAL INVESTMENTS AT VALUE (98.6%) (Cost $647,259,751)** | **TOTAL INVESTMENTS AT VALUE (98.6%) (Cost $647,259,751)** | **TOTAL INVESTMENTS AT VALUE (98.6%) (Cost $647,259,751)** | **TOTAL INVESTMENTS AT VALUE (98.6%) (Cost $647,259,751)** | **TOTAL INVESTMENTS AT VALUE (98.6%) (Cost $647,259,751)** |  | 647840488 |
| **OTHER ASSETS IN EXCESS OF LIABILITIES (1.4%)** | **OTHER ASSETS IN EXCESS OF LIABILITIES (1.4%)** | **OTHER ASSETS IN EXCESS OF LIABILITIES (1.4%)** | **OTHER ASSETS IN EXCESS OF LIABILITIES (1.4%)** | **OTHER ASSETS IN EXCESS OF LIABILITIES (1.4%)** |  | 9453748 |
| **NET ASSETS<sup>(9)</sup> (100.0%)** | **NET ASSETS<sup>(9)</sup> (100.0%)** | **NET ASSETS<sup>(9)</sup> (100.0%)** | **NET ASSETS<sup>(9)</sup> (100.0%)** | **NET ASSETS<sup>(9)</sup> (100.0%)** |  | $657294236 |

---

---

| | |
|:---|:---|
| <sup>†</sup> | Credit ratings given by the S&P Global Ratings Division of S&P Global Inc. ("S&P") and Moody's Investors Service, Inc. ("Moody's") are unaudited. |
| <sup>(1)</sup> | Variable rate obligation - The interest rate shown is the rate in effect as of September 30, 2025. The rate may be subject to a cap and floor. |
| <sup>(2)</sup> | Return on security is linked to the Bloomberg Commodity Index Total Return 2 Month Forward<sup>SM</sup>. |
| <sup>(3)</sup> | Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At September 30, 2025, these securities amounted to a value of $54,039,432 or 8.2% of net assets. |
| <sup>(4)</sup> | Security or portion thereof is out on loan. |
| <sup>(5)</sup> | Securities are zero coupon. Rate presented is cost yield as of September 30, 2025. |
| <sup>(6)</sup> | At September 30, 2025, $4,558,737 in the value of this security has been pledged as collateral for open swap contracts. |
| <sup>(7)</sup> | At September 30, 2025, $23,506,527 in the value of these securities has been pledged to cover initial margin requirements for open futures contracts. |
| <sup>(8)</sup> | Represents security purchased with cash collateral received for securities on loan. |
| <sup>(9)</sup> | As of September 30, 2025, the Credit Suisse Trust - Commodity Return Strategy Portfolio held $102,405,428 in the wholly-owned subsidiary, Credit Suisse Cayman Commodity Fund II, Ltd., representing 15.6% of the Portfolio's consolidated net assets. |

---

---

| |
|:---|
| **<u>INVESTMENT ABBREVIATIONS</u>** |
| 3 mo. = 3 month |
| FEDL01 = Federal Funds Rate |
| SOFR = Secured Overnight Financing Rate |

---

**Futures Contracts**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Contract Description** | **Currency** | **Expiration<br> Date** | **Number of<br> Contracts** | **Notional Amount** | **Notional Value** | **Net Unrealized<br> Appreciation<br> (Depreciation)** |
| **Contracts to Purchase** |  |  |  |  |  |  |
| Agriculture |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Coffee "C" Futures | USD | Mar 2026 | 51 | $6514981 | $6864919 | $349938 |
| &nbsp;&nbsp;&nbsp;Corn Futures | USD | Dec 2025 | 494 | 9786582 | 10262850 | 476268 |
| &nbsp;&nbsp;&nbsp;Cotton No. 2 Futures | USD | Dec 2025 | 91 | 3070161 | 2992535 | (77626) |
| &nbsp;&nbsp;&nbsp;Soybean Futures | USD | Nov 2025 | 242 | 12762436 | 12121175 | (641261) |
| &nbsp;&nbsp;&nbsp;Soybean Meal Futures | USD | Dec 2025 | 236 | 6992051 | 6449880 | (542171) |
| &nbsp;&nbsp;&nbsp;Soybean Oil Futures | USD | Dec 2025 | 271 | 7917598 | 8047074 | 129476 |
| &nbsp;&nbsp;&nbsp;Sugar No. 11 Futures | USD | Apr 2026 | 266 | 4658154 | 4808429 | 150275 |
| &nbsp;&nbsp;&nbsp;Wheat (KC HRW) Futures | USD | Dec 2025 | 131 | 3457528 | 3260262 | (197266) |
| &nbsp;&nbsp;&nbsp;Wheat Futures | USD | Dec 2025 | 94 | 2481055 | 2387600 | (93455) |
| &nbsp;&nbsp;&nbsp;Wheat Futures | USD | Mar 2026 | 112 | 3029923 | 2951200 | (78723) |
|  |  |  |  |  |  | $(524545) |

---

**Credit Suisse Trust - Commodity Return Strategy Portfolio**

**Consolidated Schedule of Investments (continued)**

September 30, 2025 (unaudited)

**Futures Contracts**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Contract Description** | **Currency** | **Expiration<br> Date** | **Number of<br> Contracts** | **Notional Amount** | **Notional Value** | **Net Unrealized<br> Appreciation<br> (Depreciation)** |
| **Contracts to Purchase** (continued) |  |  |  |  |  |  |
| Energy |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Brent Crude Oil Futures | USD | Nov 2025 | 210 | $14139194 | $13780200 | $(358994) |
| &nbsp;&nbsp;&nbsp;Gasoline RBOB Futures | USD | Oct 2025 | 17 | 1345359 | 1372522 | 27163 |
| &nbsp;&nbsp;&nbsp;Gasoline RBOB Futures | USD | Dec 2025 | 32 | 2524134 | 2488013 | (36121) |
| &nbsp;&nbsp;&nbsp;Light Sweet Crude Oil Futures | USD | Oct 2025 | 133 | 8167225 | 8295210 | 127985 |
| &nbsp;&nbsp;&nbsp;Light Sweet Crude Oil Futures | USD | Nov 2025 | 58 | 3973920 | 3593680 | (380240) |
| &nbsp;&nbsp;&nbsp;Low Sulphur Gasoil Futures | USD | Nov 2025 | 69 | 4462729 | 4740300 | 277571 |
| &nbsp;&nbsp;&nbsp;Low Sulphur Gasoil Futures | USD | Jan 2026 | 14 | 926508 | 930650 | 4142 |
| &nbsp;&nbsp;&nbsp;Natural Gas Futures | USD | Oct 2025 | 515 | 17041689 | 17010450 | (31239) |
| &nbsp;&nbsp;&nbsp;Natural Gas Futures | USD | Dec 2025 | 8 | 337869 | 334160 | (3709) |
| &nbsp;&nbsp;&nbsp;NY Harbor ULSD Futures | USD | Oct 2025 | 15 | 1400439 | 1464183 | 63744 |
| &nbsp;&nbsp;&nbsp;NY Harbor ULSD Futures | USD | Dec 2025 | 29 | 2795085 | 2780938 | (14147) |
|  |  |  |  |  |  | $(323845) |
| Industrial Metals |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;LME Lead Futures | USD | Dec 2025 | 39 | 1942512 | 1932421 | $(10091) |
| &nbsp;&nbsp;&nbsp;LME Nickel Futures | USD | Dec 2025 | 56 | 5402673 | 5110704 | (291969) |
| &nbsp;&nbsp;&nbsp;LME Primary Aluminum Futures | USD | Dec 2025 | 134 | 8906339 | 8980981 | 74642 |
| &nbsp;&nbsp;&nbsp;LME Zinc Futures | USD | Dec 2025 | 61 | 4266157 | 4527939 | 261782 |
|  |  |  |  |  |  | $34364 |
| Livestock |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Lean Hogs Futures | USD | Oct 2025 | 4 | 157198 | 159760 | $2562 |
| &nbsp;&nbsp;&nbsp;Lean Hogs Futures | USD | Dec 2025 | 105 | 3733786 | 3726450 | (7336) |
| &nbsp;&nbsp;&nbsp;Live Cattle Futures | USD | Oct 2025 | 92 | 7831896 | 8532080 | 700184 |
|  |  |  |  |  |  | $695410 |
| Precious Metals |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Copper Futures | USD | Dec 2025 | 105 | 11949908 | 12748312 | $798404 |
| &nbsp;&nbsp;&nbsp;Gold 100 oz. Futures | USD | Dec 2025 | 109 | 37144925 | 42217880 | 5072955 |
| &nbsp;&nbsp;&nbsp;Silver Futures | USD | Dec 2025 | 59 | 11511980 | 13758800 | 2246820 |
|  |  |  |  |  |  | $8118179 |
| **Contracts to Sell** |  |  |  |  |  |  |
| Industrial Metals |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;LME Nickel Futures | USD | Dec 2025 | (6) | (554679) | (547576) | $7103 |
| Total Net Unrealized Appreciation (Depreciation) |  |  |  |  |  | $8006666 |

---

**Commodity Index Swap Contracts**

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional<br> Amount** | **Expiration<br> Date** | **Counterparty** | **Receive** | **Pay** | **Payment<br> Frequency** | **Upfront<br> Premiums Paid/<br> (Received)** | **Value** | **Unrealized<br> Appreciation** |
| USD | $23131865 | 10/20/25 | Bank of America | Bloomberg Commodity Index Total Return | 3.97% | At Maturity | $– $| 334018 | $334018 |
| USD | 43369308 | 10/20/25 | Macquarie Bank Ltd. | Macquarie Commodity Customized Product 112T Index<sup>(a)</sup> | 4.12% | At Maturity | – | 659107 | 659107 |
| USD | 63372951 | 10/20/25 | Macquarie Bank Ltd. | Bloomberg Commodity Index Total Return | 3.95% | At Maturity | – | 915853 | 915853 |
| USD | 38740056 | 10/20/25 | Societe Generale | Societe Generale P04 TR Index<sup>(b)</sup> | 4.12% | At Maturity | – | 548477 | 548477 |
| USD | 57882747 | 10/20/25 | Societe Generale | Bloomberg Commodity Index Total Return | 3.97% | At Maturity | – | 835812 | 835812 |

---

**Credit Suisse Trust - Commodity Return Strategy Portfolio**

**Consolidated Schedule of Investments (continued)**

September 30, 2025 (unaudited)

**Commodity Index Swap Contracts (continued)**

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional<br> Amount** | **Expiration<br> Date** | **Counterparty** | **Receive** | **Pay** | **Payment<br> Frequency** | **Upfront<br> Premiums Paid/<br> (Received)** | **Value** | **Unrealized<br> Appreciation** |
| USD | 47075890 | 10/20/25 | Societe Generale | Bloomberg Commodity Index 2 Month Forward Total Return | 4.00% | At Maturity | $— | $649193 | $649193 |
| **Total** |  |  |  |  |  |  | $— | $3942460 | $3942460 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| **Commodity Name** | **Weight** | **Quantity<sup>(1)</sup>** | **9/30/25 Value<sup>(1)</sup>** |
| CBOT Bean Oil JAN 26 Futures | 3.74% | 62.99 | 1651385 |
| CBOT Corn DEC 25 Futures | 4.81% | 116.56 | 2122975 |
| NYMEX WTI Crude Oil NOV 25 Futures | 5.43% | 43.81 | 2395622 |
| NYBOT Cotton DEC 25 Futures | 1.43% | 21.91 | 631782 |
| COMEX Gold DEC 25 Futures | 19.10% | 24.83 | 8430495 |
| COMEX High Grade Copper DEC 25 Futures | 5.69% | 23.61 | 2512711 |
| NYMEX Heating Oil NOV 25 Futures | 1.99% | 10.26 | 877655 |
| NYBOT Coffee MAR 26 Futures | 3.12% | 11.66 | 1375804 |
| KCBOT Kansas Wheat MAR 26 Futures | 1.54% | 29.82 | 678064 |
| CME Live Cattle DEC 25 Futures | 3.93% | 21.06 | 1733568 |
| ICE Brent Crude Oil JAN 26 Futures | 6.31% | 48.41 | 2784818 |
| ICE Gas Oil DEC 25 Futures | 2.59% | 19.39 | 1144748 |
| CME Lean Hogs DEC 25 Futures | 1.81% | 25.73 | 800603 |
| LME Aluminium DEC 25 Futures | 4.09% | 30.73 | 1805784 |
| LME Nickel DEC 25 Futures | 2.19% | 12.10 | 967969 |
| LME Lead DEC 25 Futures | 0.87% | 8.86 | 384940 |
| LME Zinc DEC 25 Futures | 2.16% | 14.67 | 954485 |
| NYMEX Nat Gas NOV 25 Futures | 7.64% | 116.39 | 3370394 |
| NYMEX Unleaded Gasoline JAN 26 Futures | 1.86% | 12.06 | 822215 |
| CBOT Soybeans NOV 25 Futures | 5.58% | 56.08 | 2462693 |
| NYBOT Sugar MAR 26 Futures | 2.35% | 63.69 | 1038050 |
| COMEX Silver DEC 25 Futures | 6.31% | 13.63 | 2787255 |
| CBOT Soy Meal JAN 26 Futures | 2.99% | 54.22 | 1320915 |
| CBOT Wheat MAR 26 Futures | 2.46% | 46.94 | 1084276 |

---

(1) Amounts represent quantity and value of index components as they relate specifically to the Portfolio's swap position as of September 30, 2025.

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

---

| | | | |
|:---|:---|:---|:---|
| **Commodity Name** | **Weight** | **Quantity<sup>(1)</sup>** | **9/30/25 Value<sup>(1)</sup>** |
| CBOT Bean Oil DEC 25 Futures | 3.74% | 49.61 | 1473092 |
| CBOT Corn DEC 25 Futures | 4.81% | 91.19 | 1894539 |
| NYMEX WTI Crude Oil NOV 25 Futures | 5.43% | 34.29 | 2138741 |
| ICE Brent Crude Oil JAN 26 Futures | 6.30% | 37.81 | 2481412 |
| NYBOT Cotton MAR 26 Futures | 1.43% | 16.67 | 563241 |
| COMEX Gold DEC 25 Futures | 19.14% | 19.46 | 7538767 |
| COMEX High Grade Copper DEC 25 Futures | 5.70% | 18.49 | 2245087 |
| NYMEX Heating Oil DEC 25 Futures | 1.99% | 8.11 | 783811 |
| NYBOT Coffee DEC 25 Futures | 3.10% | 8.69 | 1221012 |
| KCBOT Kansas Wheat MAR 26 Futures | 1.54% | 23.39 | 606567 |
| LME Aluminium DEC 25 Futures | 4.09% | 24.04 | 1610949 |
| CME Live Cattle DEC 25 Futures | 3.93% | 16.48 | 1547929 |
| CME Lean Hogs DEC 25 Futures | 1.80% | 19.98 | 708975 |
| LME Lead DEC 25 Futures | 0.87% | 6.92 | 342671 |
| LME Nickel DEC 25 Futures | 2.19% | 9.45 | 862586 |
| LME Zinc DEC 25 Futures | 2.16% | 11.46 | 850770 |
| NYMEX Nat Gas NOV 25 Futures | 7.64% | 91.11 | 3009205 |
| ICE Gas Oil DEC 25 Futures | 2.60% | 15.21 | 1024075 |
| CBOT Soybeans NOV 25 Futures | 5.58% | 43.88 | 2197822 |
| NYBOT Sugar MAR 26 Futures | 2.34% | 49.57 | 921667 |
| COMEX Silver DEC 25 Futures | 6.32% | 10.67 | 2489290 |
| CBOT Soy Meal DEC 25 Futures | 2.98% | 42.95 | 1173747 |
| CBOT Wheat MAR 26 Futures | 2.46% | 36.77 | 968932 |
| NYMEX Unleaded Gasoline DEC 25 Futures | 1.86% | 9.30 | 732607 |

---

(1) Amounts represent quantity and value of index components as they relate specifically to the Portfolio's swap position as of September 30, 2025.

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

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

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

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

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

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

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

The following is a summary of the inputs used as of September 30, 2025 in valuing the Portfolio's assets and liabilities carried at fair value:

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **<u>Assets</u>** |  |  |  |  |
| Investments in Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Commodity Indexed Structured Notes | $— | $54039432 | $— | $54039432 |
| &nbsp;&nbsp;&nbsp;United States Agency Obligations |  | 168376291 |  | 168376291 |
| &nbsp;&nbsp;&nbsp;United States Treasury Obligations |  | 411839896 |  | 411839896 |
| &nbsp;&nbsp;&nbsp;Short-term Investments | 13584869 |  |  | 13584869 |
|  | $13584869 | $634255619 | $— | $647840488 |
| Other Financial Instruments\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Futures Contracts | $10771014 | $— | $— | $10771014 |
| &nbsp;&nbsp;&nbsp;Swap Contracts |  | 3942460 |  | 3942460 |
|  | $10771014 | $3942460 | $— | $14713474 |
| **<u>Liabilities</u>** |  |  |  |  |
| Other Financial Instruments\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Futures Contracts | $2764348 | $— | $— | $2764348 |

---

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

During the period ended September 30, 2025, there were no transfers in or out of Level 3. All transfers, if any, are assumed to occur at the end of the reporting period.

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** 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:** 2025-09-30

**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:** $659104979.43

**Total Liabilities:** $1456821.12

**Net Assets:** $657648158.31

**Amount of Assets Invested in Other Investment Companies:** $102401385.82

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2043.90000000 | **1-Year:** -19137.69000000 | **5-Year:** -5985.93000000 | **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 | -0.60%               | 2.03%                | 1.99%                |
| Class ID C000031307 | -0.60%               | 1.99%                | 2.00%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $351560.40               | $-2326602.59                               |
| Month 2  | $0.00                    | $3019636.77                                |
| Month 3  | $0.00                    | $2561584.19                                |

**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.       | Future                                                                      | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        91 | NC      | $-77625.68    | -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      | $6105947.20   | 0.93%             | 2026-10-29      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange | Future                                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        29 | NC      | $-14147.34    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                                         | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6100000 | PA      | $6073908.23   | 0.92%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe           | Future                                                                      | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |       210 | NC      | $-358993.61   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE MAE                   | Federal National Mortgage Association                                       | CUSIP: 3135G1AB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   5000000 | PA      | $5003975.20   | 0.76%             | 2026-12-11      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| United States Treasury       | U.S. Treasury Floating Rate Notes                                           | CUSIP: 91282CNQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47000000 | PA      | $46974245.41  | 7.14%             | 2027-07-31      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                                         | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $6590263.68   | 1.00%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade       | Future                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       242 | NC      | $-641260.63   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange | Future                                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        58 | NC      | $-380239.71   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                                         | CUSIP: 91282CLH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $12002101.08  | 1.83%             | 2026-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange        | Future                                                                      | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       134 | NC      | $74641.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE MAE                   | Federal National Mortgage Association                                       | CUSIP: 3135G07M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   6400000 | PA      | $6416601.66   | 0.98%             | 2027-11-05      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                                         | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13200000 | PA      | $13287656.18  | 2.02%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange        | Future                                                                      | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        56 | NC      | $-291968.88   | -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        |  32000000 | PA      | $31988700.80  | 4.86%             | 2027-04-30      | Floating      | 4.06%                 | 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      | $4600540.04   | 0.70%             | 2025-10-27      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Commodities Exchange Center  | Future                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       109 | NC      | $5072954.99   | 0.77%             |  |  |  | No            |                  1 | 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        |    312375 | NS      | $312375.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade       | Future                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       271 | NC      | $129475.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe           | Future                                                                      | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        69 | NC      | $277571.05    | 0.04%             |  |  |  | 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      | $36093890.44  | 5.49%             | 2025-10-31      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                   | Federal National Mortgage Association                                       | CUSIP: 3135G07G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   5000000 | PA      | $5003842.20   | 0.76%             | 2026-06-18      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Societe Generale             | SGCOP04T.IDX                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         0 | OU      | $548477.35    | 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      | $6703292.11   | 1.02%             | 2026-02-23      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange        | Future                                                                      | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -6 | NC      | $7102.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange  | Future                                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |       105 | NC      | $-7336.14     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                                         | CUSIP: 91282CHU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12500000 | PA      | $12565619.38  | 1.91%             | 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        |   2200000 | PA      | $2200633.42   | 0.33%             | 2026-05-21      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade       | Future                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       131 | NC      | $-197265.73   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury       | U.S. Treasury Floating Rate Notes                                           | CUSIP: 91282CKM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33400000 | PA      | $33395136.29  | 5.08%             | 2026-04-30      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                                         | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $5520410.17   | 0.84%             | 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      | $5537012.36   | 0.84%             | 2026-05-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                                         | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5800000 | PA      | $5874312.50   | 0.89%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade       | Future                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        94 | NC      | $-93454.93    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.       | Future                                                                      | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        51 | NC      | $349938.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.       | Future                                                                      | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |       266 | NC      | $150274.51    | 0.02%             |  |  |  | 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      | $29669186.25  | 4.51%             | 2027-01-31      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK     | Federal Farm Credit Banks Funding Corp.                                     | CUSIP: 3133ER3M1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   6600000 | PA      | $6600287.10   | 1.00%             | 2028-02-11      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                  | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3134HBTK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |  12600000 | PA      | $12639204.77  | 1.92%             | 2028-05-23      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade       | Future                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       494 | NC      | $476268.03    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN BANK       | Federal Home Loan Banks                                                     | CUSIP: 3130AYAQ9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |  17000000 | PA      | $17006306.32  | 2.59%             | 2025-12-26      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Macquarie                    | MQCC112T.IDX                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         0 | OU      | $659107.50    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK       | Federal Home Loan Banks                                                     | CUSIP: 3130B72R4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |  12700000 | PA      | $12698697.62  | 1.93%             | 2028-07-14      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK     | Federal Farm Credit Banks Funding Corp.                                     | CUSIP: 3133ER2W0<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   6200000 | PA      | $6200114.27   | 0.94%             | 2025-11-06      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                                         | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13100000 | PA      | $13288568.34  | 2.02%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange        | Future                                                                      | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        61 | NC      | $261782.11    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade       | Future                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       112 | NC      | $-78723.15    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors | State Street Institutional US Government Money Market Fund                  | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  12898473 | NS      | $12898473.06  | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange  | Future                                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |         4 | NC      | $2561.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange | Future                                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        17 | NC      | $27162.97     | 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        |   2100000 | PA      | $2100480.31   | 0.32%             | 2026-05-28      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange | Future                                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        32 | NC      | $-36121.34    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN BANK       | Federal Home Loan Banks                                                     | CUSIP: 3130B3A29<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   6800000 | PA      | $6826005.04   | 1.04%             | 2026-10-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| New York Mercantile Exchange | Future                                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         8 | NC      | $-3708.96     | -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        |   4300000 | PA      | $4301328.79   | 0.65%             | 2026-05-21      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK     | Federal Farm Credit Banks Funding Corp.                                     | CUSIP: 3133ETSE8<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |  13000000 | PA      | $13002313.74  | 1.98%             | 2028-08-01      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK       | Federal Home Loan Banks                                                     | CUSIP: 3130B7QM9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |  13000000 | PA      | $12970589.45  | 1.97%             | 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        |  24200000 | PA      | $24202149.44  | 3.68%             | 2026-07-31      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange        | Future                                                                      | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        39 | NC      | $-10090.86    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade       | Future                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       236 | NC      | $-542171.06   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale             | BCOMTR.IDX                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         0 | OU      | $835811.65    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Commodities Exchange Center  | Future                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        59 | NC      | $2246819.81   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                                         | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5400000 | PA      | $5419089.86   | 0.82%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                  | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3134HAPV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   3000000 | PA      | $3001770.27   | 0.46%             | 2026-04-02      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                  | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3134HAEY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |  10000000 | PA      | $10003529.70  | 1.52%             | 2026-02-09      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Bank of America              | BCOMTR.IDX                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         0 | OU      | $334018.05    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange | Future                                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       515 | NC      | $-31239.49    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA         | Royal Bank of Canada                                                        | CUSIP: 78011GCD7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | SN               | CORP              | CA        |  28000000 | PA      | $29090148.92  | 4.42%             | 2026-09-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury       | U.S. Treasury Bills                                                         | CUSIP: 912797QG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   7000000 | PA      | $6982647.21   | 1.06%             | 2025-10-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Commodities Exchange Center  | Future                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       105 | NC      | $798403.79    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL FARM CREDIT BANK     | Federal Farm Credit Banks Funding Corp.                                     | CUSIP: 3133EP5N1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   7000000 | PA      | $7003429.86   | 1.06%             | 2026-03-18      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange  | Future                                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        92 | NC      | $700184.66    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN BANK       | Federal Home Loan Banks                                                     | CUSIP: 3130AKXZ4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2000000 | PA      | $1973976.96   | 0.30%             | 2026-02-26      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange | Future                                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        15 | NC      | $63744.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC                  | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3134HAMW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   9000000 | PA      | $9007999.65   | 1.37%             | 2026-09-23      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| United States Treasury       | U.S. Treasury Bills                                                         | CUSIP: 912797RQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   3000000 | PA      | $2981682.72   | 0.45%             | 2025-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale             | BCOMF2T.IDX                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         0 | OU      | $649193.08    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                                         | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $600241.22    | 0.09%             | 2025-11-15      | Fixed         | 4.50%                 | 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      | $73601267.40  | 11.19%            | 2026-01-31      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL             | Bank of Montreal                                                            | CUSIP: 06367UEX1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |  26300000 | PA      | $24949282.76  | 3.79%             | 2026-12-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Macquarie                    | BCOMTR.IDX                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         0 | OU      | $915852.70    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange | Future                                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       133 | NC      | $127984.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe           | Future                                                                      | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        14 | NC      | $4142.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC                  | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3134HATA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   7000000 | PA      | $7005425.49   | 1.07%             | 2026-10-16      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                                         | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $7088183.62   | 1.08%             | 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      | $7101847.35   | 1.08%             | 2026-02-15      | Fixed         | 4.00%                 | 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        |    374021 | NS      | $374021.15    | 0.06%             |  |  |  | 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      | $25001776.50  | 3.80%             | 2026-10-31      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-31

**Name of Applicant:** CREDIT SUISSE TRUST

**Signature:** Rose-Ann Bubloski

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

**Title:** Director