Commodity Return Strategy Portfolio

Fund Profile

Fund profile

Tickers

CCRSX, CCRRX

Fund manager

Credit Suisse Trust

Total assets

$635.91 mm

Liabilities

$17.16 mm

Net assets

$618.75 mm

Number of holdings

87.00

87 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
U.S. Treasury Floating Rate Notes	73.60 mm	73.60 mm principal	11.89	Debt	Long	USA
U.S. Treasury Floating Rate Notes	46.97 mm	47.00 mm principal	7.59	Debt	Long	USA
U.S. Treasury Floating Rate Notes	46.19 mm	46.20 mm principal	7.46	Debt	Long	USA
U.S. Treasury Floating Rate Notes	37.07 mm	37.10 mm principal	5.99	Debt	Long	USA
U.S. Treasury Floating Rate Notes	36.08 mm	36.10 mm principal	5.83	Debt	Long	USA
U.S. Treasury Floating Rate Notes	30.35 mm	30.40 mm principal	4.91	Debt	Long	USA
Bank of Montreal	24.90 mm	22.00 mm principal	4.02	Structured note	Long	Canada
U.S. Treasury Floating Rate Notes	24.16 mm	24.20 mm principal	3.90	Debt	Long	USA
U.S. Treasury Notes	21.52 mm	21.50 mm principal	3.48	Debt	Long	USA
Royal Bank of Canada	21.32 mm	22.90 mm principal	3.44	Structured note	Long	Canada
Federal Home Loan Banks	17.02 mm	17.00 mm principal	2.75	Debt	Long	USA
U.S. Treasury Floating Rate Notes	16.00 mm	16.00 mm principal	2.59	Debt	Long	USA
Federal Home Loan Banks	14.61 mm	14.60 mm principal	2.36	Debt	Long	USA
U.S. Treasury Notes	12.66 mm	12.50 mm principal	2.05	Debt	Long	USA
State Street Institutional US Government Money Market Fund	12.21 mm	12.21 mm shares	1.97	Short-term investment vehicle	Long	USA
Federal Home Loan Mortgage Corp	10.00 mm	10.00 mm principal	1.62	Debt	Long	USA
Federal Farm Credit Banks Funding Corp	9.60 mm	9.60 mm principal	1.55	Debt	Long	USA
Federal National Mortgage Association	9.48 mm	9.73 mm principal	1.53	Debt	Long	USA
State Street Institutional U.S. Government Money Market Fund	9.01 mm	9.01 mm shares	1.46	Short-term investment vehicle	Long	USA
Federal Home Loan Mortgage Corp	9.00 mm	9.00 mm principal	1.45	Debt	Long	USA
U.S. Treasury Bills	8.97 mm	9.00 mm principal	1.45	Short-term investment vehicle	Long	USA
Federal Home Loan Mortgage Corp	8.69 mm	8.70 mm principal	1.41	Debt	Long	USA
U.S. Treasury Notes	7.15 mm	7.00 mm principal	1.16	Debt	Long	USA
U.S. Treasury Notes	7.12 mm	7.10 mm principal	1.15	Debt	Long	USA
Federal Farm Credit Banks Funding Corp	7.00 mm	7.00 mm principal	1.13	Debt	Long	USA
U.S. Treasury Notes	6.74 mm	6.70 mm principal	1.09	Debt	Long	USA
Federal Home Loan Banks	6.71 mm	6.70 mm principal	1.08	Debt	Long	USA
Federal Home Loan Banks	6.70 mm	6.70 mm principal	1.08	Debt	Long	USA
Federal Home Loan Banks	6.20 mm	6.20 mm principal	1.00	Debt	Long	USA
Federal Home Loan Mortgage Corp	6.19 mm	6.20 mm principal	1.00	Debt	Long	USA
U.S. Treasury Notes	5.92 mm	5.80 mm principal	0.96	Debt	Long	USA
Federal National Mortgage Association	5.88 mm	6.00 mm principal	0.95	Debt	Long	USA
U.S. Treasury Notes	5.60 mm	5.50 mm principal	0.91	Debt	Long	USA
Federal Farm Credit Banks Funding Corp	5.00 mm	5.00 mm principal	0.81	Debt	Long	USA
Federal Farm Credit Banks Funding Corp	5.00 mm	5.00 mm principal	0.81	Debt	Long	USA
Federal National Mortgage Association	5.00 mm	5.00 mm principal	0.81	Debt	Long	USA
Federal National Mortgage Association	5.00 mm	5.00 mm principal	0.81	Debt	Long	USA
Federal Farm Credit Banks Funding Corp	4.60 mm	4.60 mm principal	0.74	Debt	Long	USA
State Street Navigator Securities Lending Government Money Market Portfolio	4.48 mm	4.48 mm shares	0.72	Short-term investment vehicle	Long	USA
Federal Farm Credit Banks Funding Corp	4.30 mm	4.30 mm principal	0.69	Debt	Long	USA
U.S. Treasury Notes	2.90 mm	2.90 mm principal	0.47	Debt	Long	USA
U.S. Treasury Notes	2.88 mm	2.90 mm principal	0.47	Debt	Long	USA
Federal Farm Credit Banks Funding Corp	2.20 mm	2.20 mm principal	0.36	Debt	Long	USA
Federal Farm Credit Banks Funding Corp	2.10 mm	2.10 mm principal	0.34	Debt	Long	USA
Federal Home Loan Banks	1.91 mm	2.00 mm principal	0.31	Debt	Long	USA
GOLD 100 OZ FUTR DEC24	1.61 mm	93.00 contracts	0.26	Commodity derivative	N/A	USA
SILVER FUTURE DEC24	1.39 mm	83.00 contracts	0.23	Commodity derivative	N/A	USA
COPPER FUTURE DEC24	1.12 mm	119.00 contracts	0.18	Commodity derivative	N/A	USA
GOLD 100 OZ FUTR FEB25	994.47 k	57.00 contracts	0.16	Commodity derivative	N/A	USA
NATURAL GAS FUTR NOV24	926.40 k	519.00 contracts	0.15	Commodity derivative	N/A	USA
CORN FUTURE DEC24	806.51 k	527.00 contracts	0.13	Commodity derivative	N/A	USA
LME ZINC FUTURE DEC24	712.92 k	82.00 contracts	0.12	Commodity derivative	N/A	UK
WTI CRUDE FUTURE JAN25	686.73 k	-106.00 contracts	0.11	Commodity derivative	N/A	USA
U.S. Treasury Notes	603.90 k	600.00 k principal	0.10	Debt	Long	USA
NATURAL GAS FUTR JAN25	502.34 k	185.00 contracts	0.08	Commodity derivative	N/A	USA
LME NICKEL FUTURE DEC24	415.52 k	57.00 contracts	0.07	Commodity derivative	N/A	UK
LME PRI ALUM FUTR DEC24	384.89 k	157.00 contracts	0.06	Commodity derivative	N/A	UK
COFFEE 'C' FUTURE DEC24	334.64 k	30.00 contracts	0.05	Commodity derivative	N/A	USA
LME ZINC FUTURE MAR25	316.74 k	82.00 contracts	0.05	Commodity derivative	N/A	UK
SUGAR 11 (WORLD) MAR25	239.88 k	74.00 contracts	0.04	Commodity derivative	N/A	USA
COTTON NO.2 FUTR MAR25	217.93 k	79.00 contracts	0.04	Commodity derivative	N/A	USA
WHEAT FUTURE(CBT) DEC24	169.31 k	192.00 contracts	0.03	Commodity derivative	N/A	USA
LIVE CATTLE FUTR FEB25	150.99 k	59.00 contracts	0.02	Commodity derivative	N/A	USA
LIVE CATTLE FUTR DEC24	113.80 k	47.00 contracts	0.02	Commodity derivative	N/A	USA
BCOMTR.IDX	92.40 k	0.00 other units	0.01	Commodity derivative	N/A	USA
LME LEAD FUTURE DEC24	85.39 k	34.00 contracts	0.01	Commodity derivative	N/A	UK
BCOMTR.IDX	84.25 k	0.00 other units	0.01	Commodity derivative	N/A	USA
LEAN HOGS FUTURE DEC24	82.48 k	140.00 contracts	0.01	Commodity derivative	N/A	USA
COFFEE 'C' FUTURE MAY25	59.74 k	61.00 contracts	0.01	Commodity derivative	N/A	USA
MQCC112T.IDX	41.07 k	0.00 other units	0.01	Commodity derivative	N/A	USA
KC HRW WHEAT FUT DEC24	40.34 k	57.00 contracts	0.01	Commodity derivative	N/A	USA
SOYBEAN FUTURE JAN25	35.75 k	11.00 contracts	0.01	Commodity derivative	N/A	USA
BCOMTR.IDX	33.67 k	0.00 other units	0.01	Commodity derivative	N/A	USA
SGCOP04T.IDX	29.23 k	0.00 other units	0.00	Commodity derivative	N/A	USA
BCOMF2T.IDX	27.23 k	0.00 other units	0.00	Commodity derivative	N/A	USA
KC HRW WHEAT FUT MAR25	12.86 k	59.00 contracts	0.00	Commodity derivative	N/A	USA
COTTON NO.2 FUTR DEC24	7.54 k	7.00 contracts	0.00	Commodity derivative	N/A	USA
SUGAR 11 (WORLD) MAY25	-23.07 k	178.00 contracts	-0.00	Commodity derivative	N/A	USA
SOYBEAN OIL FUTR DEC24	-95.82 k	245.00 contracts	-0.02	Commodity derivative	N/A	USA
LME ZINC FUTURE DEC24	-300.06 k	-82.00 contracts	-0.05	Commodity derivative	N/A	UK
NY HARB ULSD FUT NOV24	-354.31 k	42.00 contracts	-0.06	Commodity derivative	N/A	USA
SOYBEAN MEAL FUTR DEC24	-363.22 k	202.00 contracts	-0.06	Commodity derivative	N/A	USA
GASOLINE RBOB FUT NOV24	-448.56 k	54.00 contracts	-0.07	Commodity derivative	N/A	USA
LOW SU GASOIL G NOV24	-522.32 k	79.00 contracts	-0.08	Commodity derivative	N/A	UK
SOYBEAN FUTURE NOV24	-1.06 mm	190.00 contracts	-0.17	Commodity derivative	N/A	USA
BRENT CRUDE FUTR JAN25	-1.48 mm	210.00 contracts	-0.24	Commodity derivative	N/A	UK
WTI CRUDE FUTURE NOV24	-2.61 mm	322.00 contracts	-0.42	Commodity derivative	N/A	USA