Form NPORT-P Credit Suisse Commodity For: Apr 30

  
    NPORT-P
    false
    
      
      
        
          0001291446
          XXXXXXXX
        
      
      
      
      
        S000010422
        C000028810
        C000028811
        C000028812
      
      
      
    
  
  
    
      Credit Suisse Commodity Strategy Funds
      811-21589
      0001291446
      549300KFU6FOOSD82072
      ELEVEN MADISON AVENUE
      NEW YORK
      
      10010
      212-325-2000
      Credit Suisse Commodity Return Strategy Fund
      S000010422
      549300W7TSDOCAWFEM71
      2021-10-31
      2021-04-30
      N
    
    
      1925924422.94
      1614471.02
      1924309951.92
      0.00000000
      419031269.78000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      48062864.23000000
      
        
          USD
          
          
        
      
      
      
      N
      
        
          
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        FREDDIE MAC
        S6XOOCT0IEG5ABCC6L87
        
        3134GXCF9
        
          
        
        16500000.00000000
        PA
        USD
        16500308.72000000
        0.857466267507
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2024-05-24
          Fixed
          0.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase
        N/A
        
        000000000
        
          
        
        14000000.00000000
        OU
        Notional Amount
        USD
        -26655.05000000
        -0.00138517446
        N/A
        DCO
        
        US
        N
        
        2
        
          
            
              JP Morgan Chase
              N/A
            
            
              
                Bloomberg Commodity Index Total Return
                BCOMTR Index
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2021-05-18
            0.00000000
            USD
            0.00000000
            USD
            14000000.00000000
            USD
            -26655.05000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
        
        -104.00000000
        NC
        USD
        -440854.68000000
        -0.02290975419
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                Corn
                C N1 Comdty
              
            
            2021-07-14
            -3060045.32000000
            USD
            -440854.68000000
          
        
        
          N
          N
          N
        
      
      
        Macquarie
        N/A
        
        000000000
        
          
        
        216957949.00000000
        OU
        Notional Amount
        USD
        15586685.30000000
        0.809988291358
        N/A
        DCO
        
        US
        N
        
        2
        
          
            
              Macquarie
              N/A
            
            
              
                Macquarie Commodity Customized product indices
                MQCC112T Index
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2021-05-18
            0.00000000
            USD
            0.00000000
            USD
            216957949.00000000
            USD
            15586685.30000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        91282CBX8
        
          
        
        10500000.00000000
        PA
        USD
        10492617.24000000
        0.545266485242
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-04-30
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        9127965A3
        
          
        
        3000000.00000000
        PA
        USD
        3000000.00000000
        0.155900040791
        Long
        STIV
        UST
        US
        N
        
        2
        
          2021-05-06
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        
        3135GA5Y3
        
          
        
        7000000.00000000
        PA
        USD
        7003167.29000000
        0.363931355393
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2024-06-14
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RBC Capital
        N/A
        
        000000000
        
          
        
        233009626.00000000
        OU
        Notional Amount
        USD
        18810308.49000000
        0.977509286964
        N/A
        DCO
        
        US
        N
        
        2
        
          
            
              RBC Capital
              N/A
            
            
              
                Bloomberg Commodity Index Total Return
                BCOMTR Index
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2021-05-18
            0.00000000
            USD
            0.00000000
            USD
            233009626.00000000
            USD
            18810308.49000000
          
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        
        3135G04N0
        
          
        
        24000000.00000000
        PA
        USD
        24045386.40000000
        1.249558906869
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2022-05-13
          Floating
          0.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        
        3135G03U5
        
          
        
        21400000.00000000
        PA
        USD
        21390688.00000000
        1.111603043920
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2025-04-22
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        91282CBK6
        
          
        
        216000000.00000000
        PA
        USD
        216121789.44000000
        11.23113192988
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-01-31
          Floating
          0.06900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        9128287G9
        
          
        
        20000000.00000000
        PA
        USD
        20011075.20000000
        1.039909146654
        Long
        DBT
        UST
        US
        N
        
        2
        
          2021-07-31
          Floating
          0.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America
        N/A
        
        000000000
        
          
        
        68942505.00000000
        OU
        Notional Amount
        USD
        4872207.37000000
        0.253192442576
        N/A
        DCO
        
        US
        N
        
        2
        
          
            
              Bank of America
              N/A
            
            
              
                Bloomberg Commodity Index 2 Month Forward Total Return
                BCOMF2T Index
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2021-05-18
            0.00000000
            USD
            0.00000000
            USD
            68942505.00000000
            USD
            4872207.37000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        N/A
        
        000000000
        
          
        
        72349698.02000000
        OU
        Notional Amount
        USD
        5112044.26000000
        0.265655969554
        N/A
        DCO
        
        US
        N
        
        2
        
          
            
              Morgan Stanley
              N/A
            
            
              
                Bloomberg Commodity Index 2 Month Forward Total Return
                BCOMF2T Index
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2021-05-18
            0.00000000
            USD
            0.00000000
            USD
            72349698.02000000
            USD
            5112044.26000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912796D63
        
          
        
        2500000.00000000
        PA
        USD
        2499915.28000000
        0.129912298042
        Long
        STIV
        UST
        US
        N
        
        2
        
          2021-09-02
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC
        S6XOOCT0IEG5ABCC6L87
        
        3134GXGS7
        
          
        
        23000000.00000000
        PA
        USD
        22982826.59000000
        1.194341200962
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2024-06-18
          Fixed
          0.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912828ZK9
        
          
        
        139900000.00000000
        PA
        USD
        140054722.41000000
        7.278178978924
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-04-30
          Floating
          0.13400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC
        S6XOOCT0IEG5ABCC6L87
        
        3134GVWK0
        
          
        
        3000000.00000000
        PA
        USD
        3000589.86000000
        0.155930693857
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2023-05-26
          Fixed
          0.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC
        S6XOOCT0IEG5ABCC6L87
        
        3137EAER6
        
          
        
        19000000.00000000
        PA
        USD
        19070305.89000000
        0.991020488719
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2023-05-05
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America
        N/A
        
        000000000
        
          
        
        217975408.00000000
        OU
        Notional Amount
        USD
        17281692.07000000
        0.898072166220
        N/A
        DCO
        
        US
        N
        
        2
        
          
            
              Bank of America
              N/A
            
            
              
                BofA Merrill Lynch Commodity MLBXCS2 Total Return
                MLBXCS2T Index
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2021-05-18
            0.00000000
            USD
            0.00000000
            USD
            217975408.00000000
            USD
            17281692.07000000
          
        
        
          N
          N
          N
        
      
      
        FEDERAL FARM CREDIT BANK
        N/A
        
        3133ELNV2
        
          
        
        5800000.00000000
        PA
        USD
        5804098.92000000
        0.301619752795
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2022-02-24
          Floating
          0.13500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912796G45
        
          
        
        11000000.00000000
        PA
        USD
        10995146.25000000
        0.571381249628
        Long
        STIV
        UST
        US
        N
        
        2
        
          2022-04-21
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup
        N/A
        
        000000000
        
          
        
        175890698.01000000
        OU
        Notional Amount
        USD
        12429142.52000000
        0.645901275290
        N/A
        DCO
        
        US
        N
        
        2
        
          
            
              Citigroup
              N/A
            
            
              
                Bloomberg Commodity Index 2 Month Forward Total Return
                BCOMF2T Index
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2021-05-18
            0.00000000
            USD
            0.00000000
            USD
            175890698.01000000
            USD
            12429142.52000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        91282CAA9
        
          
        
        177500000.00000000
        PA
        USD
        177607339.58000000
        9.229663828469
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-07-31
          Floating
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS
        N/A
        
        000000000
        
          
        
        81474661.99000000
        OU
        Notional Amount
        USD
        6577789.86000000
        0.341825902497
        N/A
        DCO
        
        US
        N
        
        2
        
          
            
              UBS
              N/A
            
            
              
                Bloomberg Commodity Index Total Return
                BCOMTR Index
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2021-05-18
            0.00000000
            USD
            0.00000000
            USD
            81474661.99000000
            USD
            6577789.86000000
          
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC
        S6XOOCT0IEG5ABCC6L87
        
        3134GTS87
        
          
        
        59800000.00000000
        PA
        USD
        59901908.77000000
        3.112903340245
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2022-08-05
          Floating
          0.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912796B57
        
          
        
        4000000.00000000
        PA
        USD
        3999926.68000000
        0.207862910858
        Long
        STIV
        UST
        US
        N
        
        2
        
          2021-07-08
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN BANK
        2549001DPIFGXC1TOL40
        
        3130AJ2N8
        
          
        
        34300000.00000000
        PA
        USD
        34300000.00000000
        1.782457133050
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2021-05-03
          Floating
          0.10100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912796B32
        
          
        
        25000000.00000000
        PA
        USD
        24999819.50000000
        1.299157626610
        Long
        STIV
        UST
        US
        N
        
        2
        
          2021-06-24
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        
        3135G03B7
        
          
        
        97500000.00000000
        PA
        USD
        97824146.55000000
        5.083596145849
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2022-04-07
          Floating
          0.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL FARM CREDIT BANK
        N/A
        
        3133EMGG1
        
          
        
        8000000.00000000
        PA
        USD
        8014305.68000000
        0.416476860809
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2023-11-06
          Floating
          0.14500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        
        3135G04Q3
        
          
        
        28800000.00000000
        PA
        USD
        28843918.85000000
        1.498922708434
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2023-05-22
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        N/A
        
        000000000
        
          
        
        185626433.98000000
        OU
        Notional Amount
        USD
        13118329.25000000
        0.681716021730
        N/A
        DCO
        
        US
        N
        
        2
        
          
            
              Goldman Sachs
              N/A
            
            
              
                Bloomberg Commodity Index 2 Month Forward Total Return
                BCOMF2T Index
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2021-05-18
            0.00000000
            USD
            0.00000000
            USD
            185626433.98000000
            USD
            13118329.25000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        91282CAS0
        
          
        
        76000000.00000000
        PA
        USD
        76049599.88000000
        3.952045241158
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-10-31
          Floating
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        
        3135G03J0
        
          
        
        33100000.00000000
        PA
        USD
        33217438.47000000
        1.726200004155
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2022-04-15
          Floating
          0.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas
        N/A
        
        000000000
        
          
        
        80939165.99000000
        OU
        Notional Amount
        USD
        5718850.57000000
        0.297189679048
        N/A
        DCO
        
        US
        N
        
        2
        
          
            
              BNP Paribas
              N/A
            
            
              
                Bloomberg Commodity Index 2 Month Forward Total Return
                BCOMF2T Index
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2021-05-18
            0.00000000
            USD
            0.00000000
            USD
            80939165.99000000
            USD
            5718850.57000000
          
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        
        3135G04Z3
        
          
        
        23500000.00000000
        PA
        USD
        23327294.04000000
        1.212242030797
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2025-06-17
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase
        N/A
        
        000000000
        
          
        
        88547669.99000000
        OU
        Notional Amount
        USD
        7149405.58000000
        0.371530873852
        N/A
        DCO
        
        US
        N
        
        2
        
          
            
              JP Morgan Chase
              N/A
            
            
              
                Bloomberg Commodity Index Total Return
                BCOMTR Index
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2021-05-18
            0.00000000
            USD
            0.00000000
            USD
            88547669.99000000
            USD
            7149405.58000000
          
        
        
          N
          N
          N
        
      
      
        FEDERAL FARM CREDIT BANK
        N/A
        
        3133EK6W1
        
          
        
        20000000.00000000
        PA
        USD
        20109881.00000000
        1.045043756071
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2022-11-07
          Floating
          0.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LN DISCOUNT NT
        2549001DPIFGXC1TOL40
        
        313385HA7
        
          
        
        4000000.00000000
        PA
        USD
        4000051.12000000
        0.207869377592
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2021-06-18
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        9127963H0
        
          
        
        14000000.00000000
        PA
        USD
        13999912.50000000
        0.727528976609
        Long
        STIV
        UST
        US
        N
        
        2
        
          2021-06-17
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL FARM CREDIT BANK
        N/A
        
        3133EKLN4
        
          
        
        28000000.00000000
        PA
        USD
        28061793.20000000
        1.458278234855
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2022-05-16
          Floating
          0.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN BANK
        2549001DPIFGXC1TOL40
        
        3130AJM55
        
          
        
        42000000.00000000
        PA
        USD
        42030797.76000000
        2.184201028429
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2021-11-15
          Floating
          0.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN BANK
        2549001DPIFGXC1TOL40
        
        3130AJJ42
        
          
        
        25500000.00000000
        PA
        USD
        25506103.43000000
        1.325467521723
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2021-10-15
          Floating
          0.11500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Macquarie
        N/A
        
        000000000
        
          
        
        78832403.01000000
        OU
        Notional Amount
        USD
        6365505.95000000
        0.330794212421
        N/A
        DCO
        
        US
        N
        
        2
        
          
            
              Macquarie
              N/A
            
            
              
                Bloomberg Commodity Index Total Return
                BCOMTR Index
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2021-05-18
            0.00000000
            USD
            0.00000000
            USD
            78832403.01000000
            USD
            6365505.95000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America
        N/A
        
        000000000
        
          
        
        14458922.01000000
        OU
        Notional Amount
        USD
        1006532.78000000
        0.052306167153
        N/A
        DCO
        
        US
        N
        
        2
        
          
            
              Bank of America
              N/A
            
            
              
                BofA Merrill Lynch Commodity MLCILP2 Total Return
                MLCILP2T Index
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2021-05-18
            0.00000000
            USD
            0.00000000
            USD
            14458922.01000000
            USD
            1006532.78000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912828Z45
        
          
        
        50000000.00000000
        PA
        USD
        50058386.00000000
        2.601368139787
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-01-31
          Floating
          0.17400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        
        3136G4ZS5
        
          
        
        5500000.00000000
        PA
        USD
        5500834.41000000
        0.285860102968
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2023-07-20
          Fixed
          0.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        
        3135G03M3
        
          
        
        34000000.00000000
        PA
        USD
        34086799.62000000
        1.771377817070
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2022-01-20
          Floating
          0.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        91282CBY6
        
          
        
        34000000.00000000
        PA
        USD
        34001372.92000000
        1.766938475066
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-04-30
          Floating
          0.05400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        9127965A3
        
          
        
        4336000.00000000
        PA
        USD
        4335993.97000000
        0.225327212265
        Long
        STIV
        UST
        US
        N
        
        2
        
          2021-05-06
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Societe Generale
        N/A
        
        000000000
        
          
        
        216964648.00000000
        OU
        Notional Amount
        USD
        16366934.66000000
        0.850535260375
        N/A
        DCO
        
        US
        N
        
        2
        
          
            
              Societe Generale
              N/A
            
            
              
                Societe Generale P04 TR Index
                SGCOP04T Index
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2021-05-18
            0.00000000
            USD
            0.00000000
            USD
            216964648.00000000
            USD
            16366934.66000000
          
        
        
          N
          N
          N
        
      
      
        FEDERAL FARM CREDIT BANK
        N/A
        
        3133ELYS7
        
          
        
        110600000.00000000
        PA
        USD
        111359292.23000000
        5.786972733726
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2023-05-08
          Floating
          0.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN BANK
        2549001DPIFGXC1TOL40
        
        3130AKXZ4
        
          
        
        5300000.00000000
        PA
        USD
        5232362.25000000
        0.271908496070
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2026-02-26
          Fixed
          0.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        N/A
        
        000000000
        
          
        
        66066501.00000000
        OU
        Notional Amount
        USD
        5334259.06000000
        0.277203735015
        N/A
        DCO
        
        US
        N
        
        2
        
          
            
              Goldman Sachs
              N/A
            
            
              
                Bloomberg Commodity Index Total Return
                BCOMTR Index
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2021-05-18
            0.00000000
            USD
            0.00000000
            USD
            66066501.00000000
            USD
            5334259.06000000
          
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC
        S6XOOCT0IEG5ABCC6L87
        
        3137EAEU9
        
          
        
        24500000.00000000
        PA
        USD
        24184115.87000000
        1.256768216880
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2025-07-21
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL FARM CREDIT BANK
        N/A
        
        3133EL5J9
        
          
        
        5600000.00000000
        PA
        USD
        5601829.02000000
        0.291108457575
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2023-09-01
          Fixed
          0.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL FARM CREDIT BANK
        N/A
        
        3133EK6V3
        
          
        
        40000000.00000000
        PA
        USD
        40159333.60000000
        2.086947248801
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2022-11-07
          Floating
          0.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        
        3135G03R2
        
          
        
        6300000.00000000
        PA
        USD
        6307852.57000000
        0.327798157656
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2021-10-22
          Floating
          0.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        
        3135G06H1
        
          
        
        3000000.00000000
        PA
        USD
        2999669.22000000
        0.155882851253
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2023-11-27
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL FARM CREDIT BANK
        N/A
        
        3133EMSV5
        
          
        
        10000000.00000000
        PA
        USD
        9998149.10000000
        0.519570617510
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2023-03-09
          Floating
          0.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912828YN4
        
          
        
        32500000.00000000
        PA
        USD
        32549998.65000000
        1.691515372433
        Long
        DBT
        UST
        US
        N
        
        2
        
          2021-10-31
          Floating
          0.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        
        3135G03Y7
        
          
        
        25000000.00000000
        PA
        USD
        25049832.00000000
        1.301756610207
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2022-01-27
          Floating
          0.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC
        S6XOOCT0IEG5ABCC6L87
        
        3134GVL48
        
          
        
        36900000.00000000
        PA
        USD
        36915667.37000000
        1.918384682943
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2021-12-09
          Floating
          0.15500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC
        S6XOOCT0IEG5ABCC6L87
        
        3134GWER3
        
          
        
        22350000.00000000
        PA
        USD
        22363029.16000000
        1.162132386089
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2023-01-27
          Fixed
          0.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912796B24
        
          
        
        36074000.00000000
        PA
        USD
        36073809.53000000
        1.874636125745
        Long
        STIV
        UST
        US
        N
        
        2
        
          2021-06-10
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        
        3135G05G4
        
          
        
        27000000.00000000
        PA
        USD
        27026487.00000000
        1.404476808584
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2023-07-10
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
      
    
    
      2021-05-20
      Credit Suisse Commodity Strategy Funds
      Shuang Wu
      Shuang Wu
      Assistant Treasurer
    
  

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