# EDGAR Filing Document

**Accession Number:** 0001291446
**File Stem:** 0001410368-25-043607
**Filing Date:** 2025-12
**Character Count:** 35881
**Document Hash:** 7016e4eb0f85c6069c3dd705a8510d69
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-043607.hdr.sgml**: 20251229

**ACCESSION NUMBER**: 0001410368-25-043607

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251229

**DATE AS OF CHANGE**: 20251229

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21589
- **FILM NUMBER:** 251608872

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Credit Suisse Commodity Strategy Funds

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

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

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

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

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

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10010

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-10-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $1223698906.99

**Total Liabilities:** $16928616.84

**Net Assets:** $1206770290.15

**Amount of Assets Invested in Other Investment Companies:** $140240668.86

**Delayed Delivery Securities:** $13500000.00

**Cash Not Reported:** $36522.50

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -6098.71000000 | **1-Year:** -37527.27000000 | **5-Year:** -10789.13000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000028810 | 2.01%                | 2.01%                | 2.84%                |
| Class ID C000028811 | 1.96%                | 2.01%                | 2.76%                |
| Class ID C000028812 | 1.91%                | 1.92%                | 2.74%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $49947.63                | $15219074.93                               |
| Month 2  | $558.70                  | $15211208.93                               |
| Month 3  | $13328615.17             | $8643049.06                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| BNP PARIBAS ISSUANCE BV      | BNP Paribas Issuance BV                                                     | CUSIP: 05619J6H8<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |  54000000 | PA      | $56612380.14  | 4.69%             | 2026-11-23      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| BANK OF MONTREAL             | Bank of Montreal                                                            | CUSIP: 06367UEX1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |  52700000 | PA      | $53509334.98  | 4.43%             | 2026-12-29      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BOFA FINANCE LLC             | BofA Finance LLC                                                            | CUSIP: 09709PBM0<br>LEI: 549300CGZYSEY3ZSIW16 | Long             | SN               | CORP              | US        |  40300000 | PA      | $51846876.90  | 4.30%             | 2026-02-10      | Floating      | 3.99%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK       | Canadian Imperial Bank of Commerce                                          | CUSIP: 13605VGU1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | SN               | CORP              | CA        |  49800000 | PA      | $55554960.21  | 4.60%             | 2026-02-24      | Variable      | 4.33%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN BANK       | Federal Home Loan Banks                                                     | CUSIP: 3130AKXZ4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   5300000 | PA      | $5246289.48   | 0.43%             | 2026-02-26      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN BANK       | Federal Home Loan Banks                                                     | CUSIP: 3130B07B9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2200000 | PA      | $2200923.65   | 0.18%             | 2026-02-23      | Floating      | 4.17%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN BANK       | Federal Home Loan Banks                                                     | CUSIP: 3130B3A29<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   6000000 | PA      | $6013986.96   | 0.50%             | 2026-10-09      | Fixed         | 4.00%                 | No            | 2                  | On Loan: —       |
| FEDERAL HOME LOAN BANK       | Federal Home Loan Banks                                                     | CUSIP: 3130B72R4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |  24600000 | PA      | $24596287.12  | 2.04%             | 2028-07-14      | Floating      | 4.27%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN BANK       | Federal Home Loan Banks                                                     | CUSIP: 3130B7QM9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |  22400000 | PA      | $22375708.77  | 1.85%             | 2027-09-09      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FED HOME LN DISCOUNT NT      | Federal Home Loan Bank Discount Notes                                       | CUSIP: 313385SL1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |  12000000 | PA      | $11884733.28  | 0.98%             | 2026-01-30      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| FED HOME LN DISCOUNT NT      | Federal Home Loan Bank Discount Notes                                       | CUSIP: 313385WF9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   5400000 | PA      | $5300218.48   | 0.44%             | 2026-05-01      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| FEDERAL FARM CREDIT BANK     | Federal Farm Credit Banks Funding Corp.                                     | CUSIP: 3133ER3M1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   5700000 | PA      | $5700175.10   | 0.47%             | 2028-02-11      | Floating      | 4.28%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANK     | Federal Farm Credit Banks Funding Corp.                                     | CUSIP: 3133ERFG1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   5200000 | PA      | $5201374.05   | 0.43%             | 2026-05-21      | Floating      | 4.13%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANK     | Federal Farm Credit Banks Funding Corp.                                     | CUSIP: 3133ERFH9<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   2600000 | PA      | $2600666.22   | 0.22%             | 2026-05-21      | Floating      | 3.96%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANK     | Federal Farm Credit Banks Funding Corp.                                     | CUSIP: 3133ERFN6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   2500000 | PA      | $2499805.93   | 0.21%             | 2026-05-28      | Floating      | 3.96%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANK     | Federal Farm Credit Banks Funding Corp.                                     | CUSIP: 3133ETP76<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |  13500000 | PA      | $13501985.99  | 1.12%             | 2027-11-03      | Floating      | 4.17%                 | No            | N/A                | On Loan: No      |
| FEDERAL FARM CREDIT BANK     | Federal Farm Credit Banks Funding Corp.                                     | CUSIP: 3133ETSE8<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |  25100000 | PA      | $25103556.92  | 2.08%             | 2028-08-01      | Floating      | 4.27%                 | No            | 2                  | On Loan: No      |
| FREDDIE MAC                  | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3134HATA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |  13000000 | PA      | $13009059.70  | 1.08%             | 2026-10-16      | Floating      | 4.18%                 | No            | 2                  | On Loan: No      |
| FREDDIE MAC                  | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3134HAWA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   3500000 | PA      | $3503122.81   | 0.29%             | 2026-10-29      | Floating      | 4.18%                 | No            | 2                  | On Loan: No      |
| FREDDIE MAC                  | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3134HBTK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |  23700000 | PA      | $23784984.65  | 1.97%             | 2028-05-23      | Floating      | 4.26%                 | No            | 2                  | On Loan: No      |
| FREDDIE MAC                  | Federal Home Loan Mortgage Corp.                                            | CUSIP: 3134HBU66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   8500000 | PA      | $8501214.23   | 0.70%             | 2027-10-06      | Floating      | 4.18%                 | No            | N/A                | On Loan: No      |
| FANNIE MAE                   | Federal National Mortgage Association                                       | CUSIP: 3135G07M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |  11000000 | PA      | $11042292.03  | 0.92%             | 2027-11-05      | Floating      | 4.30%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA         | Royal Bank of Canada                                                        | CUSIP: 78011GCD7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | SN               | CORP              | CA        |  57000000 | PA      | $63137257.26  | 5.23%             | 2026-09-16      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| State Street Global Advisors | State Street Institutional U.S. Government Money Market Fund                | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  21783476 | NS      | $21783476.23  | 1.81%             |  |  |  | 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        |  12938926 | NS      | $12938925.93  | 1.07%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury       | U.S. Treasury Bills                                                         | CUSIP: 912797RQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  12000000 | PA      | $11969040.00  | 0.99%             | 2025-11-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                                         | CUSIP: 91282CGL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $12002674.20  | 0.99%             | 2026-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                                         | CUSIP: 91282CHU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $20092812.80  | 1.67%             | 2026-08-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury       | U.S. Treasury Floating Rate Notes                                           | CUSIP: 91282CJU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 124800000 | PA      | $124817860.13 | 10.34%            | 2026-01-31      | Floating      | 4.01%                 | No            | 2                  | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                                         | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $12141796.92  | 1.01%             | 2027-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury       | U.S. Treasury Floating Rate Notes                                           | CUSIP: 91282CKM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 149000000 | PA      | $148974667.02 | 12.34%            | 2026-04-30      | Floating      | 3.92%                 | No            | 2                  | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                                         | CUSIP: 91282CKS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $12071929.44  | 1.00%             | 2026-05-31      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                                         | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $12146953.08  | 1.01%             | 2027-07-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury       | U.S. Treasury Floating Rate Notes                                           | CUSIP: 91282CLA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11300000 | PA      | $11300279.11  | 0.94%             | 2026-07-31      | Floating      | 3.95%                 | No            | 2                  | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                                         | CUSIP: 91282CLH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17100000 | PA      | $17097033.15  | 1.42%             | 2026-08-31      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                                         | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $11948671.92  | 0.99%             | 2027-09-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury       | U.S. Treasury Floating Rate Notes                                           | CUSIP: 91282CLT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32200000 | PA      | $32206767.48  | 2.67%             | 2026-10-31      | Floating      | 3.97%                 | No            | 2                  | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                                         | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $25149414.00  | 2.08%             | 2026-12-31      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                                         | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $12161484.36  | 1.01%             | 2028-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury       | U.S. Treasury Floating Rate Notes                                           | CUSIP: 91282CMJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35000000 | PA      | $34962936.05  | 2.90%             | 2027-01-31      | Floating      | 3.86%                 | No            | 2                  | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                                         | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $25350097.75  | 2.10%             | 2028-02-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury       | U.S. Treasury Floating Rate Notes                                           | CUSIP: 91282CMX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40000000 | PA      | $39987820.80  | 3.31%             | 2027-04-30      | Floating      | 3.93%                 | No            | 2                  | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                                         | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $12042890.64  | 1.00%             | 2028-05-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                                         | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $12042187.44  | 1.00%             | 2027-05-31      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury       | U.S. Treasury Floating Rate Notes                                           | CUSIP: 91282CNQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28000000 | PA      | $27993158.76  | 2.32%             | 2027-07-31      | Floating      | 3.92%                 | No            | 2                  | On Loan: No      |
| United States Treasury       | U.S. Treasury Notes                                                         | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23800000 | PA      | $23752121.06  | 1.97%             | 2027-10-31      | Fixed         | 3.50%                 | No            | N/A                | On Loan: No      |
| United States Treasury       | U.S. Treasury Floating Rate Notes                                           | CUSIP: 91282CPG0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $12001555.56  | 0.99%             | 2027-10-31      | Floating      | 3.96%                 | No            | N/A                | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL  | Goldman Sachs International Bank                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | Long             | DBT              | CORP              | GB        |  41700000 | PA      | $45505811.80  | 3.77%             | 2026-02-24      | Fixed         | 0.14%                 | No            | 2                  | On Loan: No      |
| New York Mercantile Exchange | Future                                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |      -600 | NC      | $-1849002.00  | -0.15%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange | Future                                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       576 | NC      | $2469806.74   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange | Future                                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       273 | NC      | $15096.90     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center  | Future                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        49 | NC      | $665673.08    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange        | Future                                                                      | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       120 | NC      | $672571.20    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange        | Future                                                                      | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |      -120 | NC      | $-368924.05   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange        | Future                                                                      | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        72 | NC      | $-363412.80   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange        | Future                                                                      | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -41 | NC      | $74946.27     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade       | Future                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       249 | NC      | $448060.19    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center  | Future                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        52 | NC      | $2696380.71   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Commodities Exchange Center  | Future                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        30 | NC      | $1375846.61   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S., Inc.       | Future                                                                      | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        55 | NC      | $-56360.19    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade       | Future                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         9 | NC      | $2752.19      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe           | Future                                                                      | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |       103 | NC      | $-173060.90   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange  | Future                                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        60 | NC      | $-150750.67   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange        | Future                                                                      | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        22 | NC      | $8063.22      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange        | Future                                                                      | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        36 | NC      | $257238.36    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange | Future                                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        93 | NC      | $27736.65     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade       | Future                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       113 | NC      | $42048.97     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange | Future                                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        21 | NC      | $73193.98     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade       | Future                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       135 | NC      | $-100017.37   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade       | Future                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        78 | NC      | $-13130.93    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade       | Future                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       119 | NC      | $539617.40    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe           | Future                                                                      | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        40 | NC      | $102350.48    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade       | Future                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       113 | NC      | $499132.30    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| London Metal Exchange        | Future                                                                      | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        65 | NC      | $40398.15     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S., Inc.       | Future                                                                      | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        28 | NC      | $-49126.64    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures U.S., Inc.       | Future                                                                      | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |       162 | NC      | $-287665.94   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange  | Future                                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        46 | NC      | $-77113.17    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| New York Mercantile Exchange | Future                                                                      | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        30 | NC      | $-21263.76    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America              | BCOMTR.IDX                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         0 | OU      | $-53734.94    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Macquarie                    | BCOMTR.IDX                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         0 | OU      | $-70235.70    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Macquarie                    | MQCC112T.IDX                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         0 | OU      | $-93719.63    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale             | SGCOP04T.IDX                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         0 | OU      | $-108591.77   | -0.01%            |  |  |  | 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        |   1742500 | NS      | $1742500.00   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2025-11-14

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

**Signature:** Rose-Ann Bubloski

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

**Title:** Director