Credit Suisse Commodity Return Strategy Fund

Fund Profile

Fund profile

Tickers

CRSOX, CRSAX, CRSCX

Fund manager

Credit Suisse Commodity Strategy Funds

Total assets

$1.09 bn

Liabilities

$6.19 mm

Net assets

$1.08 bn

Number of holdings

79.00

79 Holdings

As of Oct 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
U.S. Treasury Floating Rate Notes	148.89 mm	149.00 mm principal	13.74	Debt	Long	USA
U.S. Treasury Floating Rate Notes	124.86 mm	124.80 mm principal	11.53	Debt	Long	USA
U.S. Treasury Floating Rate Notes	87.97 mm	88.00 mm principal	8.12	Debt	Long	USA
U.S. Treasury Floating Rate Notes	56.97 mm	57.00 mm principal	5.26	Debt	Long	USA
Royal Bank of Canada	52.74 mm	60.70 mm principal	4.87	Structured note	Long	Canada
BNP Paribas Issuance BV	51.17 mm	49.70 mm principal	4.72	Structured note	Long	Netherlands
Bank of Montreal	46.85 mm	44.00 mm principal	4.32	Structured note	Long	Canada
Canadian Imperial Bank of Commerce	46.03 mm	45.00 mm principal	4.25	Structured note	Long	Canada
BofA Finance LLC	37.52 mm	38.00 mm principal	3.46	Structured note	Long	USA
GOLDMAN SACHS INTERN	36.89 mm	38.00 mm principal	3.41	Debt	Long	UK
U.S. Treasury Floating Rate Notes	25.00 mm	25.00 mm principal	2.31	Debt	Long	USA
Federal Home Loan Mortgage Corp	22.77 mm	22.80 mm principal	2.10	Debt	Long	USA
Federal National Mortgage Association	21.02 mm	21.40 mm principal	1.94	Debt	Long	USA
U.S. Treasury Notes	20.07 mm	20.00 mm principal	1.85	Debt	Long	USA
Federal National Mortgage Association	17.30 mm	17.30 mm principal	1.60	Debt	Long	USA
U.S. Treasury Notes	16.97 mm	17.10 mm principal	1.57	Debt	Long	USA
U.S. Treasury Notes	16.20 mm	16.20 mm principal	1.50	Debt	Long	USA
Federal Home Loan Banks	16.11 mm	16.10 mm principal	1.49	Debt	Long	USA
U.S. Treasury Bills	15.94 mm	16.00 mm principal	1.47	Short-term investment vehicle	Long	USA
U.S. Treasury Notes	15.53 mm	15.40 mm principal	1.43	Debt	Long	USA
U.S. Treasury Notes	15.07 mm	15.00 mm principal	1.39	Debt	Long	USA
Federal Home Loan Banks	15.00 mm	15.00 mm principal	1.38	Debt	Long	USA
U.S. Treasury Notes	14.54 mm	14.50 mm principal	1.34	Debt	Long	USA
Federal Home Loan Banks	14.41 mm	14.40 mm principal	1.33	Debt	Long	USA
U.S. Treasury Notes	12.07 mm	12.00 mm principal	1.11	Debt	Long	USA
U.S. Treasury Notes	11.96 mm	12.00 mm principal	1.10	Debt	Long	USA
U.S. Treasury Bills	11.32 mm	11.40 mm principal	1.05	Short-term investment vehicle	Long	USA
U.S. Treasury Floating Rate Notes	11.30 mm	11.30 mm principal	1.04	Debt	Long	USA
U.S. Treasury Notes	11.11 mm	11.00 mm principal	1.03	Debt	Long	USA
U.S. Treasury Floating Rate Notes	11.00 mm	11.00 mm principal	1.02	Debt	Long	USA
Federal Farm Credit Banks Funding Corp	10.40 mm	10.40 mm principal	0.96	Debt	Long	USA
U.S. Treasury Notes	9.90 mm	10.10 mm principal	0.91	Debt	Long	USA
U.S. Treasury Bills	9.77 mm	10.00 mm principal	0.90	Short-term investment vehicle	Long	USA
State Street Institutional US Government Money Market Fund	9.05 mm	9.05 mm shares	0.84	Short-term investment vehicle	Long	USA
Federal Home Loan Banks	5.99 mm	6.00 mm principal	0.55	Debt	Long	USA
Federal Farm Credit Banks Funding Corp	5.20 mm	5.20 mm principal	0.48	Debt	Long	USA
Federal Home Loan Banks	5.05 mm	5.30 mm principal	0.47	Debt	Long	USA
Federal Home Loan Mortgage Corp	3.50 mm	3.50 mm principal	0.32	Debt	Long	USA
NATURAL GAS FUTR MAR25	2.62 mm	-1.32 k contracts	0.24	Commodity derivative	N/A	USA
Federal Farm Credit Banks Funding Corp	2.60 mm	2.60 mm principal	0.24	Debt	Long	USA
Federal Farm Credit Banks Funding Corp	2.50 mm	2.50 mm principal	0.23	Debt	Long	USA
Federal Home Loan Banks	2.20 mm	2.20 mm principal	0.20	Debt	Long	USA
State Street Institutional US Government Money Market Fund	1.60 mm	1.60 mm shares	0.15	Short-term investment vehicle	Long	USA
GOLD 100 OZ FUTR FEB25	1.33 mm	66.00 contracts	0.12	Commodity derivative	N/A	USA
LME ZINC FUTURE DEC24	495.02 k	69.00 contracts	0.05	Commodity derivative	N/A	UK
LME PRI ALUM FUTR DEC24	275.46 k	125.00 contracts	0.03	Commodity derivative	N/A	UK
LME NICKEL FUTURE DEC24	178.70 k	-21.00 contracts	0.02	Commodity derivative	N/A	UK
LIVE CATTLE FUTR FEB25	152.32 k	52.00 contracts	0.01	Commodity derivative	N/A	USA
SOYBEAN OIL FUTR JAN25	151.12 k	113.00 contracts	0.01	Commodity derivative	N/A	USA
SILVER FUTURE MAR25	150.21 k	36.00 contracts	0.01	Commodity derivative	N/A	USA
LEAN HOGS FUTURE APR25	102.38 k	70.00 contracts	0.01	Commodity derivative	N/A	USA
LME ZINC FUTURE MAR25	84.19 k	46.00 contracts	0.01	Commodity derivative	N/A	UK
COTTON NO.2 FUTR MAR25	41.55 k	39.00 contracts	0.00	Commodity derivative	N/A	USA
COPPER FUTURE DEC24	11.09 k	10.00 contracts	0.00	Commodity derivative	N/A	USA
LME ZINC FUTURE MAR25	10.21 k	-6.00 contracts	0.00	Commodity derivative	N/A	UK
LME LEAD FUTURE DEC24	6.01 k	20.00 contracts	0.00	Commodity derivative	N/A	UK
LIVE CATTLE FUTR DEC24	3.02 k	1.00 contracts	0.00	Commodity derivative	N/A	USA
WHEAT FUTURE(CBT) DEC24	2.30 k	10.00 contracts	0.00	Commodity derivative	N/A	USA
SUGAR 11 (WORLD) MAY25	-14.78 k	114.00 contracts	-0.00	Commodity derivative	N/A	USA
NY HARB ULSD FUT JAN25	-39.56 k	19.00 contracts	-0.00	Commodity derivative	N/A	USA
WHEAT FUTURE(CBT) MAR25	-43.09 k	91.00 contracts	-0.00	Commodity derivative	N/A	USA
KC HRW WHEAT FUT MAR25	-48.75 k	54.00 contracts	-0.00	Commodity derivative	N/A	USA
GASOLINE RBOB FUT JAN25	-71.68 k	24.00 contracts	-0.01	Commodity derivative	N/A	USA
LOW SU GASOIL G JAN25	-101.93 k	35.00 contracts	-0.01	Commodity derivative	N/A	UK
LME PRI ALUM FUTR DEC24	-135.58 k	-55.00 contracts	-0.01	Commodity derivative	N/A	UK
LME NICKEL FUTURE DEC24	-188.88 k	46.00 contracts	-0.02	Commodity derivative	N/A	UK
LME ZINC FUTURE DEC24	-204.92 k	-69.00 contracts	-0.02	Commodity derivative	N/A	UK
CORN FUTURE MAR25	-227.26 k	230.00 contracts	-0.02	Commodity derivative	N/A	USA
SOYBEAN FUTURE JAN25	-270.46 k	92.00 contracts	-0.02	Commodity derivative	N/A	USA
COPPER FUTURE MAR25	-279.05 k	40.00 contracts	-0.03	Commodity derivative	N/A	USA
COFFEE 'C' FUTURE MAY25	-298.21 k	41.00 contracts	-0.03	Commodity derivative	N/A	USA
SOYBEAN MEAL FUTR JAN25	-337.88 k	98.00 contracts	-0.03	Commodity derivative	N/A	USA
BCOMTR.IDX	-411.91 k	19.58 mm other units	-0.04	Commodity derivative	N/A	USA
WTI CRUDE FUTURE JAN25	-436.79 k	96.00 contracts	-0.04	Commodity derivative	N/A	USA
BRENT CRUDE FUTR JAN25	-484.64 k	93.00 contracts	-0.04	Commodity derivative	N/A	UK
BCOMTR.IDX	-539.07 k	25.66 mm other units	-0.05	Commodity derivative	N/A	USA
MQCC112T.IDX	-908.55 k	45.70 mm other units	-0.08	Commodity derivative	N/A	USA
SGCOP04T.IDX	-1.01 mm	51.19 mm other units	-0.09	Commodity derivative	N/A	USA
NATURAL GAS FUTR JAN25	-5.26 mm	1.60 k contracts	-0.49	Commodity derivative	N/A	USA