Credit Suisse Managed Futures Strategy Fund

Fund Profile

Fund profile

Tickers

CSAAX, CSACX, CSAIX

Fund manager

Credit Suisse Opportunity Funds

Total assets

$202.58 mm

Liabilities

$946.48 k

Net assets

$201.63 mm

Number of holdings

37.00

37 Holdings

As of Oct 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
State Street Institutional US Government Money Market Fund	30.91 mm	30.91 mm shares	15.33	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	17.94 mm	18.00 mm principal	8.90	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	17.75 mm	18.00 mm principal	8.81	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	17.59 mm	18.00 mm principal	8.72	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	17.42 mm	18.00 mm principal	8.64	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	9.93 mm	10.00 mm principal	4.92	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	9.90 mm	10.00 mm principal	4.91	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	9.83 mm	10.00 mm principal	4.88	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	9.80 mm	10.00 mm principal	4.86	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	9.74 mm	10.00 mm principal	4.83	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	9.71 mm	10.00 mm principal	4.82	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	9.65 mm	10.00 mm principal	4.78	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	9.62 mm	10.00 mm principal	4.77	Short-term investment vehicle	Long	USA
LONG GILT FUTURE DEC24	1.00 mm	-366.00 contracts	0.50	Interest rate derivative	N/A	UK
CAD CURRENCY FUT DEC24	842.80 k	-1.13 k contracts	0.42	DFE	N/A	USA
JPN YEN CURR FUT DEC24	398.28 k	-311.00 contracts	0.20	DFE	N/A	USA
US 10YR NOTE (CBT)DEC24	262.95 k	-541.00 contracts	0.13	Interest rate derivative	N/A	USA
S+P500 EMINI FUT DEC24	206.12 k	111.00 contracts	0.10	Equity derivative	N/A	USA
NIKKEI 225 (OSE) DEC24	119.77 k	31.00 contracts	0.06	Equity derivative	N/A	Japan
Long: EQS42767 TRS USD R F .00000 BULLET -0.06 FIXED / Short: EQS42767 TRS USD P E BCOMAG_BA_20241011_S2	106.85 k	6.06 mm other units	0.05	Commodity derivative	N/A	USA
State Street Institutional US Government Money Market Fund	82.98 k	82.98 k shares	0.04	Short-term investment vehicle	Long	USA
Long: EQS42763 TRS USD R F .00000 BULLET -0.06 FIXED / Short: EQS42763 TRS USD P E BCOMAG_BA_20241010_S1	16.60 k	674.97 k other units	0.01	Commodity derivative	N/A	USA
Long: EQS42774 TRS USD R F .00000 BULLET -0.06 FIXED / Short: EQS42774 TRS USD P E BCOMAG_BA_20241015_S2	12.43 k	3.02 mm other units	0.01	Commodity derivative	N/A	USA
Long: EQS42868 TRS USD R F .00000 BULLET -0.06 FIXED / Short: EQS42868 TRS USD P E BCOMEN_BA_20241018_S1	3.55 k	1.60 mm other units	0.00	Commodity derivative	N/A	USA
JPN 10Y BOND(OSE) DEC24	3.20 k	70.00 contracts	0.00	Interest rate derivative	N/A	Japan
Long: EQS42866 TRS USD R F .00000 BULLET -0.06 FIXED / Short: EQS42866 TRS USD P E BCOMAG_BA_20241018_S2	-7.34 k	2.95 mm other units	-0.00	Commodity derivative	N/A	USA
Long: EQS42930 TRS USD R F .00000 BULLET -0.06 FIXED / Short: EQS42930 TRS USD P E BCOMEN_BA_20241028_S2	-36.61 k	11.05 mm other units	-0.02	Commodity derivative	N/A	USA
AUDUSD CRNCY FUT DEC24	-40.16 k	-448.00 contracts	-0.02	DFE	N/A	USA
Long: EQS42911 TRS USD R E BCOMIN_GS_20241024_L2TYTRS / Short: EQS42911 TRS USD P F .10000 BULLET 0.1 FIXEDMMODITYTRS	-44.41 k	2.24 mm other units	-0.02	Commodity derivative	N/A	USA
EURO FX CURR FUT DEC24	-52.82 k	-468.00 contracts	-0.03	DFE	N/A	USA
Long: EQS42932 TRS USD R E BCOMIN_GS_20241028_L2TYTRS / Short: EQS42932 TRS USD P F .10000 BULLET 0.1 FIXEDMMODITYTRS	-236.71 k	16.56 mm other units	-0.12	Commodity derivative	N/A	USA
HANG SENG IDX FUT NOV24	-300.89 k	166.00 contracts	-0.15	Equity derivative	N/A	Hong Kong
Long: EQS42937 TRS USD R E BCOMPR_GS_20241028_L2TYTRS / Short: EQS42937 TRS USD P F .07000 BULLET 0.07 FIXEDMODITYTRS	-342.08 k	31.82 mm other units	-0.17	Commodity derivative	N/A	USA
EURO-BUND FUTURE DEC24	-443.68 k	246.00 contracts	-0.22	Interest rate derivative	N/A	Germany
EURO STOXX 50 DEC24	-470.05 k	246.00 contracts	-0.23	Equity derivative	N/A	Germany
FTSE 100 IDX FUT DEC24	-560.65 k	175.00 contracts	-0.28	Equity derivative	N/A	UK
BP CURRENCY FUT DEC24	-594.05 k	544.00 contracts	-0.29	DFE	N/A	USA