Fund Factbook Swiss Market Data as at July 2016...Credit Suisse (Lux) Russian Equity Fund BH EUR EUR...

booklet issuerId channelId languageId perDateFund Factbook9926 9913 18 20160729

Fund FactbookSwiss MarketData as at July 2016

OverviewContents 3

Fund Performance 6

Credit Suisse Investment Funds 5Credit Suisse (Lux) Asian Equity Dividend Plus Fund IB USD 11

Credit Suisse Fund 3Credit Suisse (CH) Small and Mid Cap Switzerland Equity Fund B 47

Credit Suisse (CH) Swiss Blue Chips Equity Fund B 48

CS Investment Funds 2Credit Suisse (Lux) CommodityAllocation Fund B USD 91

Credit Suisse (Lux) CommodityAllocation Fund BH CHF 92

Credit Suisse Fund 3Credit Suisse (CH) Swiss Real Estate Securities Fund A 89

CS Investment Funds 2Credit Suisse (Lux) CommodityAllocation Fund BH EUR 93

Credit Suisse (Lux) CommodityAllocation Fund EBH CHF 94

Credit Suisse (Lux) CommodityAllocation Fund EBH EUR 95

Credit Suisse Fund 3Credit Suisse (CH) Swiss Real Estate Securities Fund IB 90

Credit Suisse (CH) Swissac Equity Fund B 49

Credit Suisse Investment Funds 5Credit Suisse (Lux) Asia Consumer Equity Fund B USD 167

Credit Suisse (Lux) Asia Consumer Equity Fund BH CHF 169

Credit Suisse (Lux) Asia Consumer Equity Fund BH EUR 168

Credit Suisse Fund 3Credit Suisse (CH) 130/30 Swiss Equity Fund B CHF 88

Credit Suisse Investment Funds 5Credit Suisse (Lux) Asian Equity Dividend Plus Fund B USD 155

Credit Suisse Investment Funds 13Credit Suisse (Lux) Commodity Index Plus USD Fund B 186

Credit Suisse (Lux) Commodity Index Plus USD Fund BH EUR 188

Credit Suisse (Lux) Commodity Index Plus USD Fund IB 187

Credit Suisse (Lux) Commodity Index Plus USD Fund IBH EUR 189

CS Investment Funds 2Credit Suisse (Lux) European Dividend Plus Equity Fund B EUR 104

Credit Suisse (Lux) Japan Value Equity Fund B JPY 103

Credit Suisse (Lux) European Dividend Plus Equity Fund BH CHF 106

Credit Suisse (Lux) European Dividend Plus Equity Fund IB EUR 105

Credit Suisse Investment Funds 11Credit Suisse (Lux) Small and Mid Cap Europe Equity Fund B EUR 59

Credit Suisse (Lux) USA Growth Opportunities Equity Fund B USD 62

Credit Suisse Fund 3Credit Suisse (Lux) USA Growth Opportunities Equity Fund BH EUR 64

Credit Suisse Investment Funds 5Credit Suisse (Lux) Russian Equity Fund B RUB 161

Credit Suisse Investment Funds 11Credit Suisse (Lux) USA Growth Opportunities Equity Fund IB USD 63

Credit Suisse Investment Funds 5Credit Suisse (Lux) Russian Equity Fund B USD 160

Credit Suisse Investment Funds 11Credit Suisse (Lux) European Property Equity Fund B EUR 50

Credit Suisse Prime Select TrustCSPST (Lux) Multi Strategy 201

Credit Suisse Investment Funds 11Credit Suisse (Lux) Small and Mid Cap Germany Equity Fund B EUR 60

Credit Suisse (Lux) Small and Mid Cap Germany Equity Fund IB EUR 61

Credit Suisse (Lux) USA Value Equity Fund B USD 65

Credit Suisse (Lux) USA Value Equity Fund BH EUR 67

Credit Suisse Investment Funds 5Credit Suisse (Lux) Russian Equity Fund BH EUR 162

Credit Suisse Investment Funds 11Credit Suisse (Lux) USA Value Equity Fund IB USD 66

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Credit Suisse Prime Select TrustCSPST (Lux) Global Equities Long/Short B 198

Credit Suisse Investment Funds 5Credit Suisse (Lux) Russian Equity Fund IB USD 163

Credit Suisse Investment Funds 4Credit Suisse (Lux) Prima Multi-Strategy Fund B EUR 138

Credit Suisse (Lux) Prima Multi-Strategy Fund BH GBP 141

Credit Suisse Investment Funds 11Credit Suisse (Lux) European Property Equity Fund IB EUR 51

Credit Suisse Investment Funds 4Credit Suisse (Lux) Prima Multi-Strategy Fund FBH GBP 136

Credit Suisse (Lux) Prima Multi-Strategy Fund FBH USD 137

CS Investment Funds 2Credit Suisse (Lux) Eurozone Active Opportunities Equity Fund B EUR 96

Credit Suisse Investment Funds 11Credit Suisse (Lux) Italy Equity Fund B EUR 57

Credit Suisse (Lux) Italy Equity Fund IB EUR 58

Credit Suisse Investment Funds 5Credit Suisse (Lux) Global Biotech Innovators Equity Fund B USD 170

Credit Suisse (Lux) Global Biotech Innovators Equity Fund BH EUR 171

Credit Suisse (Lux) Global Small & Mid Cap Emerging Market ILC Equity FundB USD 156

Credit Suisse (Lux) Global Small & Mid Cap Emerging Market ILC Equity FundIB USD 157

Credit Suisse Investment Funds 11Credit Suisse (Lux) Global Value Equity Fund B EUR 52

Credit Suisse (Lux) Global Value Equity Fund BH CHF 54

Credit Suisse Investment Funds 5Credit Suisse (Lux) Global Biotech Innovators Equity Fund IB USD 172

Credit Suisse Investment Funds 11Credit Suisse (Lux) Global Value Equity Fund BH CZK 55

Credit Suisse (Lux) Global Value Equity Fund BH USD 56

Credit Suisse (Lux) Global Value Equity Fund IB EUR 53

CS Investment Funds 2Credit Suisse (Lux) Global Dividend Plus Equity Fund B USD 114

Credit Suisse (Lux) Global Dividend Plus Equity Fund BH CHF 115

Credit Suisse (Lux) Global Dividend Plus Equity Fund IB USD 116

Credit Suisse (Lux) Global Dividend Plus Equity Fund IBH CHF 117

Credit Suisse (Lux) Global Emerging Market ILC Equity Fund B USD 97

Credit Suisse (Lux) Global Emerging Market ILC Equity Fund BH EUR 99

Credit Suisse Investment Funds 5Credit Suisse (Lux) Infrastructure Equity Fund B USD 164

Credit Suisse (Lux) Infrastructure Equity Fund BH EUR 165

CS Investment Funds 2Credit Suisse (Lux) Global Emerging Market ILC Equity Fund IB USD 98

Credit Suisse Investment Funds 5Credit Suisse (Lux) Infrastructure Equity Fund IB USD 166

Credit Suisse (Lux) Global Energy Winners Equity Fund B USD 158

Credit Suisse (Lux) Global Energy Winners Equity Fund BH EUR 159

CS Investment Funds 2Credit Suisse (Lux) Global Security Equity Fund BH EUR 102

Credit Suisse (Lux) Global Security Equity Fund BH CHF 101

Credit Suisse Investment Funds 13Credit Suisse (Lux) Global Responsible Equity Fund B EUR 190

CS Investment Funds 2Credit Suisse (Lux) Global Security Equity Fund B USD 100

Credit Suisse Investment Funds 13Credit Suisse (Lux) Global Responsible Equity Fund IB EUR 191

InformationGlossary 206

Factsheet Explained 208

Where to find the current prices of our funds 210

Important Information 211

Contacts 214

ContentsFunds distributed in Switzerland

4

Total return in % as of 31.07.2016* Risk

Fund NameFund

currency*

Fundcurrency

1 year

Fundcurrency

3 yearsCHF

1 yearCHF

3 years

in fundcurrency %

3 years** Page

Credit Suisse Investment Funds 5Credit Suisse (Lux) Asian Equity Dividend Plus Fund IB USD USD -2.7 -3.2 -2.1 0.7 14.8 11

Credit Suisse Fund 3Credit Suisse (CH) Small and Mid Cap Switzerland Equity Fund B CHF 4.4 39.4 4.4 39.4 14.4 47

Credit Suisse (CH) Swiss Blue Chips Equity Fund B CHF -8.8 14.5 -8.8 14.5 12.3 48

CS Investment Funds 2Credit Suisse (Lux) CommodityAllocation Fund B USD USD -8.7 -34.9 -8.2 -32.3 13.7 91

Credit Suisse (Lux) CommodityAllocation Fund BH CHF CHF -10.5 -37.6 -10.5 -37.6 13.6 92

Credit Suisse Fund 3Credit Suisse (CH) Swiss Real Estate Securities Fund A CHF 9.1 33.0 9.1 33.0 8.1 89

CS Investment Funds 2Credit Suisse (Lux) CommodityAllocation Fund BH EUR EUR -10.0 -36.8 -8.4 -44.6 13.6 93

Credit Suisse (Lux) CommodityAllocation Fund EBH CHF CHF -9.6 -35.9 -9.6 -35.9 13.7 94

Credit Suisse (Lux) CommodityAllocation Fund EBH EUR EUR -9.1 -34.8 -7.5 -42.9 13.6 95

Credit Suisse Fund 3Credit Suisse (CH) Swiss Real Estate Securities Fund IB CHF 9.6 34.7 9.6 34.7 7.9 90

Credit Suisse (CH) Swissac Equity Fund B CHF -7.9 19.7 -7.9 19.7 13.0 49

Credit Suisse Investment Funds 5Credit Suisse (Lux) Asia Consumer Equity Fund B USD USD -11.5 -6.8 -11.0 -3.0 15.8 167

Credit Suisse (Lux) Asia Consumer Equity Fund BH CHF CHF -13.0 -9.8 -13.0 -9.8 15.8 169

Credit Suisse (Lux) Asia Consumer Equity Fund BH EUR EUR -12.2 -8.0 -10.7 -19.4 15.7 168

Credit Suisse Fund 3Credit Suisse (CH) 130/30 Swiss Equity Fund B CHF CHF -9.3 19.7 -9.3 19.7 13.9 88

Credit Suisse Investment Funds 5Credit Suisse (Lux) Asian Equity Dividend Plus Fund B USD USD -3.7 -6.1 -3.1 -2.4 14.8 155

Credit Suisse Investment Funds 13Credit Suisse (Lux) Commodity Index Plus USD Fund B USD -8.1 -34.3 -7.6 -31.7 13.9 186

Credit Suisse (Lux) Commodity Index Plus USD Fund BH EUR EUR -9.2 -35.8 -7.6 -43.8 13.9 188

Credit Suisse (Lux) Commodity Index Plus USD Fund IB USD -7.2 -32.4 -6.7 -29.7 13.9 187

Fund Performanceas of 29.07.2016

6


Fund NameFund

currency*

Fundcurrency

1 year

Fundcurrency

3 yearsCHF

1 yearCHF

3 years

in fundcurrency %

3 years** Page

Credit Suisse (Lux) Commodity Index Plus USD Fund IBH EUR EUR -8.3 -33.9 -6.6 -42.1 13.9 189

CS Investment Funds 2Credit Suisse (Lux) European Dividend Plus Equity Fund B EUR EUR -8.7 22.8 -7.1 7.6 11.8 104

Credit Suisse (Lux) Japan Value Equity Fund B JPY JPY -14.7 20.7 3.7 20.5 14.9 103

Credit Suisse (Lux) European Dividend Plus Equity Fund BH CHF CHF -9.5 19.8 -9.5 19.8 11.8 106

Credit Suisse (Lux) European Dividend Plus Equity Fund IB EUR EUR -7.8 26.2 -6.2 10.5 11.9 105

Credit Suisse Investment Funds 11Credit Suisse (Lux) Small and Mid Cap Europe Equity Fund B EUR EUR -9.6 43.0 -8.0 25.2 13.4 59

Credit Suisse (Lux) USA Growth Opportunities Equity Fund B USD USD -6.9 25.0 -6.4 30.0 11.8 62

Credit Suisse Fund 3Credit Suisse (Lux) USA Growth Opportunities Equity Fund BH EUR EUR -7.6 23.3 -5.9 8.0 11.7 64

Credit Suisse Investment Funds 5Credit Suisse (Lux) Russian Equity Fund B RUB RUB 17.2 53.5 8.6 -20.3 18.8 161

Credit Suisse Investment Funds 11Credit Suisse (Lux) USA Growth Opportunities Equity Fund IB USD USD -6.4 27.2 -5.9 32.3 11.8 63

Credit Suisse Investment Funds 5Credit Suisse (Lux) Russian Equity Fund B USD USD 8.0 -23.4 8.6 -20.4 31.4 160

Credit Suisse Investment Funds 11Credit Suisse (Lux) European Property Equity Fund B EUR EUR -4.5 48.6 -2.8 30.2 15.2 50

Credit Suisse (Lux) Small and Mid Cap Germany Equity Fund B EUR EUR -4.8 32.2 -3.1 15.8 14.6 60

Credit Suisse (Lux) Small and Mid Cap Germany Equity Fund IB EUR EUR -3.9 36.3 -2.2 19.4 14.6 61

Credit Suisse (Lux) USA Value Equity Fund B USD USD 9.8 0.6 10.5 4.6 17.0 65

Credit Suisse (Lux) USA Value Equity Fund BH EUR EUR 8.8 -1.6 10.7 -13.8 16.9 67

Credit Suisse Investment Funds 5Credit Suisse (Lux) Russian Equity Fund BH EUR EUR 7.2 -24.7 9.1 -34.1 31.2 162

Credit Suisse Investment Funds 11Credit Suisse (Lux) USA Value Equity Fund IB USD USD 11.0 3.8 11.6 7.9 17.0 66

Credit Suisse Investment Funds 5Credit Suisse (Lux) Russian Equity Fund IB USD USD 8.8 -21.7 9.4 -18.5 31.4 163

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Fund NameFund

currency*

Fundcurrency

1 year

Fundcurrency

3 yearsCHF

1 yearCHF

3 years

in fundcurrency %

3 years** Page

Credit Suisse Investment Funds 4Credit Suisse (Lux) Prima Multi-Strategy Fund B EUR EUR -7.7 -2.0 -6.1 -14.2 3.5 138

Credit Suisse (Lux) Prima Multi-Strategy Fund BH GBP GBP -7.6 -1.8 -20.9 -10.6 3.5 141

Credit Suisse Investment Funds 11Credit Suisse (Lux) European Property Equity Fund IB EUR EUR -3.6 53.2 -1.8 34.2 15.2 51

Credit Suisse Investment Funds 4Credit Suisse (Lux) Prima Multi-Strategy Fund FBH GBP GBP -7.0 0.7 -20.4 -8.3 3.5 136

Credit Suisse (Lux) Prima Multi-Strategy Fund FBH USD USD -6.6 0.9 -6.1 4.9 3.4 137

CS Investment Funds 2Credit Suisse (Lux) Eurozone Active Opportunities Equity Fund B EUR EUR -9.1 15.8 -7.5 1.4 13.8 96

Credit Suisse Investment Funds 11Credit Suisse (Lux) Italy Equity Fund B EUR EUR -26.8 20.8 -25.5 5.8 18.5 57

Credit Suisse (Lux) Italy Equity Fund IB EUR EUR -25.9 25.3 -24.6 9.8 18.5 58

Credit Suisse Investment Funds 5Credit Suisse (Lux) Global Biotech Innovators Equity Fund B USD USD -23.9 40.1 -23.5 45.7 25.8 170

Credit Suisse (Lux) Global Biotech Innovators Equity Fund BH EUR EUR -24.4 38.3 -23.1 21.1 25.8 171

Credit Suisse (Lux) Global Small & Mid Cap Emerging Market ILC Equity Fund B

USDUSD -4.0 7.7 -3.5 12.0 16.6 156

Credit Suisse (Lux) Global Small & Mid Cap Emerging Market ILC Equity Fund IB

USDUSD -3.3 10.0 -2.8 14.5 16.6 157

Credit Suisse Investment Funds 11Credit Suisse (Lux) Global Value Equity Fund B EUR EUR 6.5 28.0 8.4 12.1 13.0 52

Credit Suisse (Lux) Global Value Equity Fund BH CHF CHF 5.5 25.0 5.5 25.0 12.9 54

Credit Suisse Investment Funds 5Credit Suisse (Lux) Global Biotech Innovators Equity Fund IB USD USD -23.1 44.4 -22.7 50.2 25.8 172

Credit Suisse Investment Funds 11Credit Suisse (Lux) Global Value Equity Fund BH CZK CZK 5.4 25.6 7.4 5.4 13.1 55

Credit Suisse (Lux) Global Value Equity Fund BH USD USD 6.2 27.1 6.8 32.2 13.1 56

Credit Suisse (Lux) Global Value Equity Fund IB EUR EUR 7.6 32.0 9.5 15.6 13.0 53


8


Fund NameFund

currency*

Fundcurrency

1 year

Fundcurrency

3 yearsCHF

1 yearCHF

3 years

in fundcurrency %

3 years** Page

CS Investment Funds 2Credit Suisse (Lux) Global Dividend Plus Equity Fund B USD USD 4.4 16.5 5.0 21.2 10.5 114

Credit Suisse (Lux) Global Dividend Plus Equity Fund BH CHF CHF 2.8 13.0 2.8 13.0 10.4 115

Credit Suisse (Lux) Global Dividend Plus Equity Fund IB USD USD 5.4 19.7 5.9 24.6 10.5 116

Credit Suisse (Lux) Global Dividend Plus Equity Fund IBH CHF CHF 3.7 16.0 3.7 16.0 10.4 117

Credit Suisse (Lux) Global Emerging Market ILC Equity Fund B USD USD -3.2 -4.0 -2.7 -0.2 17.6 97

Credit Suisse (Lux) Global Emerging Market ILC Equity Fund BH EUR EUR -4.0 -5.6 -2.3 -17.3 17.5 99

Credit Suisse Investment Funds 5Credit Suisse (Lux) Infrastructure Equity Fund B USD USD 10.9 26.0 11.5 31.1 10.3 164

Credit Suisse (Lux) Infrastructure Equity Fund BH EUR EUR 9.7 23.3 11.6 8.0 10.3 165

CS Investment Funds 2Credit Suisse (Lux) Global Emerging Market ILC Equity Fund IB USD USD -2.5 -1.5 -2.0 2.4 17.7 98

Credit Suisse Investment Funds 5Credit Suisse (Lux) Infrastructure Equity Fund IB USD USD 11.7 28.8 12.3 33.9 10.3 166

Credit Suisse (Lux) Global Energy Winners Equity Fund B USD USD -7.5 -29.4 -7.0 -26.6 22.2 158

Credit Suisse (Lux) Global Energy Winners Equity Fund BH EUR EUR -8.3 -31.0 -6.7 -39.6 22.1 159

CS Investment Funds 2Credit Suisse (Lux) Global Security Equity Fund BH EUR EUR -3.3 24.9 -1.6 9.4 12.6 102

Credit Suisse (Lux) Global Security Equity Fund BH CHF CHF -4.0 23.3 -4.0 23.3 12.5 101

Credit Suisse Investment Funds 13Credit Suisse (Lux) Global Responsible Equity Fund B EUR EUR -8.3 26.0 -6.7 10.4 12.0 190

CS Investment Funds 2Credit Suisse (Lux) Global Security Equity Fund B USD USD -2.5 26.8 -2.0 31.9 12.6 100

Credit Suisse Investment Funds 13Credit Suisse (Lux) Global Responsible Equity Fund IB EUR EUR -7.2 30.5 -5.6 14.3 12.0 191

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Fund NameFund

currency*

Fundcurrency

1 year

Fundcurrency

3 yearsCHF

1 yearCHF

3 years

in fundcurrency %

3 years** Page

Credit Suisse Prime Select TrustCSPST (Lux) Multi Strategy USD -3.7 1.3 0.4 4.3 3.1 201

CSPST (Lux) Global Equities Long/Short B USD -3.4 6.7 0.7 9.8 5.4 198

* Source: Lipper Schweiz AG** Annualized average volatility in % over the last 3 years.*** The stated yield calculations are based on net asset values.**** The stated yield calculations are based on stock prices.***** The track record before the launch period refers to the existing product,

wich is managed according to the same investment process and guidelines.

Historical performance indications and financial market scenarios are no guarantee for current or future performance.Performance indications do not consider commissions levied at subscription and/or redemption.


10

Risk profile (SRRI) 1)

1 2 3 4 5 6 7

a subfund of CS Investment Funds 5 - Class IB USD

Fund manager Credit Suisse (Singapore) LimitedFund manager since 01.04.2013Location SingaporeFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 14.12Inception date 11.09.2012Management fee in % p.a. 0.90TER (as of 31.03.2016) in % 1.36Benchmark (BM)

MSCI AC Asia Pacific ex Japan (NR) (03/15)Swinging single pricing (SSP) 3) YesUnit Class Category IB

(capital growth)

ISIN LU0808572415

Valor no. 19077394

Min. Investment Amount 500'000Redemptions DailyEU taxation Out of scope

Fund 52

July 29, 2016Switzerland

CS (Lux) Asian Equity Dividend Plus Fund

Net performance in USD (rebased to 100) and yearly performance 2)

2012 2013 2014 2015 201680

90

100

110

120

130

-20%

-10%

0%

10%

20%

30%

-0.10.5

-13.1

6.53.8 3.2

-10.1

8.1

CS (Lux) Asian Equity Dividend Plus Fund IBUSD

Yearly or year-to-date performance respectively (Fund)

MSCI AC Asia Pacific ex Japan (NR) (03/15)Yearly or year-to-date performance respectively(Benchmark)

Net performance in USD 2)

1 month 3 months YTD 1 year 3 years 5 yearsFund 5.41 5.18 6.50 -2.69 -3.21 -Benchmark 5.58 6.13 8.07 -0.25 7.66 -

Countries in %

Australia 23.21China 21.81South Korea 9.43Hong Kong 8.34Taiwan 7.59Singapore 7.05Thailand 6.09Indonesia 6.04Cash/CashEquivalents 2.46Others 7.97

Sectors in %

Financials 32.09TelecommunicationServices 14.65InformationTechnology 12.72Consumer Staples 9.77Materials 6.79Industrials 6.31Energy 6.01ConsumerDiscretionary 3.94Cash/CashEquivalents 2.46Others 5.25

Fund statistics 2)

1 year 3 yearsAnnualized volatility in % 20.02 14.83Tracking Error (Ex post) 2.62 2.71Beta 0.95 0.98

Top 10 Holdings in %Sydney Airport 4.38China Mobile 4.27Wesfarmers Ltd. 4.18TSMC 3.93Macquarie Group 3.64China Const. Bank 2.79PT Telekomunikasi Indonesia 2.57Insurance Australia 2.39Macquarie Korea Infrastructure 2.38Keppel DC Reit 2.37Total 32.90

Investment policyThe fund´s objective is to achieve maximumlong-term capital gains by investing in securities,while maintaining an adequate diversification ofrisks. It actively invests primarily in shares andsimilar instruments issued by companiesestablished in Asia, a region that includes China,Hong Kong, Indonesia, Malaysia, the Philippines,Singapore, South Korea and Taiwan as well asThailand but excluding Japan. The fund seeksto identify undervalued stocks across all marketcapitalization classes and industry sectors. Itprovides investors with access to some of theworld´s fastest-growing economies and enablesthem to participate in the region´s long-termsustainable growth.

Fund facts

Unit class currency USD

Bloomberg ticker CSAEDPI LX

Net asset value (NAV) 869.32

3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.

Number of holdingsC

redi

t Sui

sse

SIC

AV

1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.

11

a subfund of CS Investment Funds 4 - Class IBH GBP

Fund manager Stéphane JulenFund manager since since inceptionLocation ZurichFund domicile LuxembourgFund currency EURPassport ESP, ITA, UK, GER, AUT, CHF,

FR, NL, LUX, SWE, LIE, NOR,FIN, HUN, SIN

Close of financial year 30. NovTotal net assets (in mil.) 672.07Inception date 09.05.2012Management fee in % p.a. 1.00TER without performance fee (11.2015) in % 3.09Performance fee in % with Highwatermark 5.00TER with performance fee (11.2015) in % 3.09Subscription WeeklyRedemption WeeklyUnit Class Category IBH

(capital growth)

ISIN LU0522194181

Valor no. 11480416

Min. Investment Amount 500'000EU taxation In scope - tax

Fund 23


Credit Suisse (Lux) Prima Multi-Strategy Fund

Net performance in GBP (rebased to 100) and yearly performance 2)

2012 2013 2014 2015 201690

95

100

105

110

115

-10%

-5%

0%

5%

10%

15%

6.4

2.4

-0.4

-4.5

CS (Lux) Prima Multi-Strategy Fund IBH GBP Yearly or year-to-date performance respectively (Fund)

Net performance in GBP 2)

1 month 3 months YTD 1 year 3 years 5 yearsFund 0.99 -1.18 -4.45 -7.22 -0.18 -

Historical monthly performance in % 2)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2016 -1.67 -1.31 -0.27 -0.09 0.01 -2.16 0.99 - - - - - -4.452015 0.74 0.75 1.42 0.19 0.56 -0.27 -0.82 -2.47 -1.57 0.72 0.43 -0.01 -0.402014 0.11 1.29 -0.88 -1.51 0.82 0.19 0.22 0.34 0.35 -0.60 1.51 0.56 2.382013 1.29 0.14 1.01 0.35 1.33 -1.82 1.50 -0.99 1.04 0.95 0.90 0.55 6.372012 - - - - - -0.16 0.64 0.27 -0.19 -0.34 0.24 0.86 -

Strategies in %

Long/Short Equity 40.60Global Macro 17.60Event Driven 14.20CTA 13.80Corporate 11.60Cash/Cash Equivalents 2.20

Investment policyCredit Suisse (Lux) Prima Multi-Strategy (CSPrima Multi-Strategy) is a UCITS III compliantmulti-strategy fund of funds.The CS Prima Multi-Strategy fund allocatesassets across multiple strategies in the liquidUCITS compliant universe. It targets attractiverisk-adjusted returns through active portfoliomanagement, and may invest in variousalternative investment strategies, includingequities, event driven, convertibles, macro,credit, managed futures, fixed income, emergingmarkets’ equities and rates. The fund isdomiciled in Luxembourg and will be passportedinto other countries. The fund is open to bothinstitutional and retail investors and offers weeklyliquidity.

Fund facts

Unit class currency GBP

Bloomberg ticker CSPMSSG LX

Net asset value (NAV) 1'046.16

Number of holdings

Top HoldingsGam Star European Alpha 7.11Marshall Wace Dev Europe TOPS 7.08Legg Mason Western Asset Macro 6.24Henderson Gar UK Absolute Return 6.07Gam Star Fund Global Rates 5.92Total 32.42

12



1 2 3 4 5 6 7

Class A EUR & B EUR

Fund 70

Fund manager Luc MathysFund manager since 18.05.2010Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 147.64Inception date 17.05.2010Management fee in % p.a. 0) 0.40TER (as of 31.03.2016) in % 0.60Benchmark (BM) CGBI EuroBIG 1-3YSwinging single pricing (SSP) 3) YesUnit Class Category A

(distribution)

ISIN LU0480842656

Valor no. 10948649

Redemptions DailyEU taxation In scope - tax


CS (Lux) Broad Short Term EUR Bond Fund

Net performance in EUR (rebased to 100) and yearly performance 2)

2011 2012 2013 2014 2015 201698

100102104106108110112114

-2%0%2%4%6%8%

10%12%14%

2.03.6

1.1 1.6

-0.1

0.9

2.6

4.6

1.9 1.80.6 0.50.8

3.7

1.9 1.7

0.0 0.6

CS (Lux) Broad Short Term EUR Bond FundB


CGBI EuroBIG 1-3YYearly or year-to-date performance respectively(Benchmark)

Lipper Global Bond EUR Short Term Yearly or year-to-date performance respectively (Sector)

Net performance in EUR 2)

1 month 3 months YTD 1 year 3 years 5 yearsFund 0.14 0.30 0.86 0.61 3.07 8.66Benchmark 0.05 0.24 0.53 0.69 3.82 11.57Sector 0.21 0.28 0.61 0.39 3.24 8.40

Maturities in years

0%10%20%30%40%50%60%70%

0-1 1-3 3-5 5-7 7-10 10-15 >15

Currencies in %before hedging after hedging

EUR 99.97 99.97USD 0.02 0.02PLN 0.01 0.01

Credit Ratings in %

AAA 6.54AA+ 1.38AA- 7.75A+ 16.17A 18.29A- 8.08BBB+ 12.88BBB 12.98BBB- 14.14BB (Bucket) 1.79

Duration and YieldFund

Gross portfolio yield in % 0.02Average remaining term to maturity in years 1.93Modified duration in years 0) 1.82

Top 10 Holdings in %Position Maturity as % of

assetsNordea Bank 05.10.17 2.48GE Capital European Funding 15.03.18 2.45BNP Paribas 12.03.18 2.44GE Capital European Funding 02.05.17 2.40Italy BTP 01.12.18 2.21Instituto Credito 30.04.18 2.19Italy BTP 01.06.18 2.181.5 Italy 01.08.2019 01.08.19 2.14Rabobank Netherland 22.01.19 2.14Australian & NZ Bank 04.09.18 2.13Total 22.76

Asset Allocation in %Industrial Bonds 39.69Financial Bonds 26.51Government 12.62Covered/ABS 9.39Utilities 4.85Sovereign/Agencies 3.22Cash/Cash Equivalents 3.71Total 99.99

Number of holdings

Investment policyThe aim of the Fund is to achieve a steadyincome in euro. The Fund invests in investmentgrade short-term bonds and other fixed andvariable rate securities of which at least twothirds are denominated in euro. The Fund mayinvest in other currencies than the EUR. The partof such investments which is not hedged againstthe EUR may not exceed 10% of the Fund’sassets.

Fund facts

Category B(capital growth)

Unit class currency EUR EURLU0480842730

Bloomberg ticker CSFBSEALX

CSFBSEB LX

10948813Net asset value(NAV)

97.79 109.47

Daily


Fund statistics 2)

3 years 5 yearsAnnualised volatility in % 0.58 0.87Information ratio -0.85 -1.03Tracking Error (Ex post) 0.28 0.51Maximum drawdown in % 4) -0.65 -0.654) Maximum drawdown is the most negative cumulative returnover a given time period.

Default Probability Weighted Average CreditRating = BBB+Linear Weighted Average Credit Rating = A-

Cre

dit S

uiss

e Fu

nd


13


1 2 3 4 5 6 7

Class A USD & B USD

Fund manager Michel BergerFund manager since 01.07.2014Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MarchInception date 17.05.2010Management fee in % p.a. 0) 0.40TER (as of 31.03.2016) in % 0.60Benchmark (BM)

CGBI Eurodollar BBB- or Better 1-3YSwinging single pricing (SSP) 3) YesUnit Class Category A

(distribution)

ISIN LU0480843209

Valor no. 10949399


Fund 105


CS (Lux) Broad Short Term USD Bond Fund


2011 2012 2013 2014 2015 2016100

102

104

106

108

110

112

0%

2%

4%

6%

8%

10%

12%

0.92.0

0.7 0.6 0.5

1.81.5

2.9

1.2 1.0 0.9

2.11.0

2.6

0.4 0.5 0.0

1.5

CS (Lux) Broad Short Term USD Bond FundB


CGBI Eurodollar BBB- or Better 1-3YYearly or year-to-date performance respectively(Benchmark)

Lipper Global Bond USD Short Term Yearly or year-to-date performance respectively (Sector)



Maturities in years

0%10%20%30%40%50%60%70%80%

0-1 1-3 3-5 5-7 7-10 10-15 >15


USD 100.00 100.00

Credit Ratings in %

AAA 2.43AA+ 0.60AA 0.31AA- 6.03A+ 15.03A 21.90A- 14.37BBB (Bucket) 37.52BB (Bucket) 1.81Not rated 0.00


assetsWestpac Banking 13.05.19 1.94Roche Holding AG 30.09.19 1.83Nordea Bank 20.03.17 1.82Total Capital 10.08.18 1.82American Express 31.07.18 1.81Kommunekredit 15.01.19 1.81Bank of America 11.01.18 1.79Deutsche Bank London 10.05.19 1.79General Motors 09.05.19 1.79Mizuho Bank 25.09.17 1.79Total 18.19

Fund statistics 2)




Asset Allocation in %Industrial Bonds 47.49Financial Bonds 38.27Government 9.01Utilities 1.82Sovereign/Agencies 1.81Covered/ABS 0.60Cash/Cash Equivalents 0.99Total 99.99

Investment policyThe aim of the Fund is to achieve a steadyincome in US dollars. The Fund invests ininvestment grade short-term bonds and otherfixed and variable rate securities of which at leasttwo-thirds are denominated in US dollars. TheFund may invest in other currencies than theUSD. The part of such investments which is nothedged against the USD may not ex-ceed 10%of the Fund's assets.

Fund facts


Unit class currency USD USDLU0480843381

Bloomberg ticker CSFBSUALX

CSFBSUB LX


96.20 107.70

Daily


Number of holdings

Default Probability Weighted Average CreditRating = BBB+Linear Weighted Average Credit Rating = A

14



1 2 3 4 5 6 7

Class A

Fund manager Doris RöhlFund manager since 01.06.2015Location ZurichFund domicile SwitzerlandFund currency EURClose of financial year 30. SepTotal net assets (in mil.) 60.17Inception date 13.02.2004Management fee in % p.a. 0.95TER (as of 31.03.2016) in % 1.03Benchmark (BM)

Barclays Euro-Aggr. Corporates (TR) (01/13)Swinging single pricing (SSP) 3) YesUnit Class Category A

(distribution)

ISIN CH0017630242

Valor no. 1763024

Last distribution 17.11.2015Distribution value 2.28Redemptions DailyEU taxation In scope - tax

Fund 59


CS (CH) Corporate EUR Bond Fund


2011 2012 2013 2014 2015 201695

100

105

110

115

120

125

130

-5%

0%

5%

10%

15%

20%

25%

30%

2.1

6.3

1.1

7.3

-1.5

5.94.4 5.4

2.4

8.4

-0.6

5.8

CS (CH) Corporate EUR Bond Fund A Yearly or year-to-date performance respectively (Fund)Barclays Euro-Aggr. Corporates (TR) (01/13)

Yearly or year-to-date performance respectively(Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund 2.45 3.61 5.94 5.10 13.09 21.13Benchmark 1.68 3.00 5.82 5.60 15.68 26.69

Maturities in years

0%5%

10%15%20%25%30%35%40%45%

0-1 1-3 3-5 5-7 7-10 10-15 >15


EUR 69.46 98.78USD 29.08 0.84GBP 1.32 0.17CHF 0.15 0.15

Credit Ratings in %

AA+ 1.87AA- 3.60A+ 5.83A 13.82A- 8.91BBB+ 18.51BBB 19.36BBB- 17.60BB+ 8.74BB 1.78


assetsElectricite France 30.06.22 3.74Wendel 09.02.27 3.23EMD 19.03.25 3.14Teva Pharpaceutical 31.03.27 2.99AON 14.05.26 2.761.5 Adecco Intern. Finance22.11.2022

22.11.22 2.68

Harman Finance Intl. 27.05.22 2.58Bank of America 14.09.22 2.50Fedex 01.02.25 2.41Pepsico 30.04.25 2.39Total 28.42

Fund statistics 2)




Asset Allocation in %Corporate Bonds 73.01Financial Bonds 17.34Utilities 6.39Government 1.03Emerging Market Bonds 0.00Cash/Cash Equivalents 1.21Others 1.02Total 100.00

Investment policyThe fund`s investment objective is to achieve anappropriate long-term return on investment byinvesting in euro-denominated corporate bondsfrom issuers worldwide.The fund invests in both investment grade andnon-investment grade fixed-interest securities,where the average fund rating is always at leastinvestment grade (Baa3/BBB-). The fund mayalso invest up to a maximum of half of the fund`snet assets in non euro-denominatedfixed-interest securities, but whose foreignexchange risk must however be fully hedged ineuros.

Fund facts

Unit class currency EUR

Bloomberg ticker CSBFPRM SW



Number of holdings

Default Probability Weighted Average CreditRating = BBB-Linear Weighted Average Credit Rating = BBB

Cre

dit S

uiss

e B

ond

Fund


15


1 2 3 4 5 6 7

Class AH GBP

Fund manager Doris RöhlFund manager since 01.06.2015Location ZurichFund domicile SwitzerlandFund currency EURClose of financial year 30. SepTotal net assets (in mil.) 60.17Inception date 08.12.2012Management fee in % p.a. 0.95TER (as of 31.03.2016) in % 1.03Benchmark (BM)

Barclays Euro-Aggr. Corporates (TR) (Hgd into GBP)Swinging single pricing (SSP) 3) YesUnit Class

ISIN CH0193717565

Valor no. 19371756


Fund 59


CS (CH) Corporate EUR Bond Fund


2013 2014 2015 201695

100

105

110

115

120

-5%

0%

5%

10%

15%

20%

1.3

7.4

-1.1

6.3

2.7

8.7

0.0

6.6

CS (CH) Corporate EUR Bond Fund AH GBP Yearly or year-to-date performance respectively (Fund)Barclays Euro-Aggr. Corporates (TR) (Hgd intoGBP)



1 month 3 months YTD 1 year 3 years 5 yearsFund 2.53 3.72 6.27 5.69 14.06 -Benchmark 1.79 3.36 6.55 6.54 17.73 -

Maturities in years

0%5%

10%15%20%25%30%35%40%45%

0-1 1-3 3-5 5-7 7-10 10-15 >15

Currencies in %before hedging

EUR 69.46USD 29.08GBP 1.32CHF 0.15

Credit Ratings in %

AA+ 1.87AA- 3.60A+ 5.83A 13.82A- 8.91BBB+ 18.51BBB 19.36BBB- 17.60BB+ 8.74BB 1.78


assetsElectricite France 30.06.22 3.74Wendel 09.02.27 3.23EMD 19.03.25 3.14Teva Pharpaceutical 31.03.27 2.99AON 14.05.26 2.761.5 Adecco Intern. Finance22.11.2022

22.11.22 2.68

Harman Finance Intl. 27.05.22 2.58Bank of America 14.09.22 2.50Fedex 01.02.25 2.41Pepsico 30.04.25 2.39Total 28.42

Fund statistics 2)

1 year 3 yearsAnnualized volatility in % 3.99 3.17Information ratio -0.49 -0.92Tracking Error (Ex post) 1.64 1.15Maximum drawdown in % 4) -1.94 -4.544) Maximum drawdown is the most negative cumulative returnover a given time period.



Asset Allocation in %Corporate Bonds 73.01Financial Bonds 17.34Utilities 6.39Government 1.03Emerging Market Bonds 0.00Cash/Cash Equivalents 1.21Others 1.02Total 100.00

Investment policyThe fund`s investment objective is to achieve anappropriate long-term return on investment byinvesting in euro-denominated corporate bondsfrom issuers worldwide.The fund invests in both investment grade andnon-investment grade fixed-interest securities,where the average fund rating is always at leastinvestment grade (Baa3/BBB-). The fund mayalso invest up to a maximum of half of the fund`snet assets in non euro-denominatedfixed-interest securities, but whose foreignexchange risk must however be fully hedged ineuros.

Fund facts


Bloomberg ticker CSCBGAH SW



Number of holdings


16



1 2 3 4 5 6 7

Class BH CHF

Fund manager Christopher Burton, Nelson LouieFund manager since 19.10.2015, 19.10.2015Location New York, New YorkFund domicile SwitzerlandFund currency USDClose of financial year 31. DecemberTotal net assets (in mil.) 24.59Inception date 28.11.2003Management fee in % p.a. 1.40Benchmark (BM)

Bloomberg Commodity (TR) (CHF-Hgd Daily Mod.)(11/15)

Unit Class

ISIN CH0016912401

Valor no. 1691240


CS Commodity Fund Plus (CH) USD

Net performance in CHF (rebased to 100) and yearly performance 2)

2011 2012 2013 2014 2015 2016405060708090

100110120

-60%-50%-40%-30%-20%-10%

0%10%20%

-3.1 -1.6 -3.4

-34.1-30.0

7.2

-1.3 -0.1 -1.0

-33.1-28.2

6.4

CS Commodity Fund Plus (CH) USD BH CHFYearly or year-to-date performance respectively(Fund)

Bloomberg Commodity (TR) (CHF-Hgd Daily Mod.)(11/15)


The fund's benchmark was changed per 01 November 2015 from “CB S&P GSCI (ER) + LIBOR CHF 1M” to “Bloomberg Commodity (TR) (CHF-Hgd DailyMod.)"

Net performance in CHF 2)

1 month 3 months YTD 1 year 3 years 5 yearsFund -4.65 -1.17 7.23 -9.86 -51.09 -55.62Benchmark -5.25 -1.91 6.43 -10.36 -49.09 -52.55

Fund statistics 2)

3 years 5 yearsAnnualised volatility in % 19.08 18.71Information ratio -0.86 -0.89Tracking Error (Ex post) 1.54 1.51Beta 1.00 0.99

Commodity Sectors in %

Energy 32.44Agriculture 28.84Precious Metals 17.44Industrial Metals 17.04Livestock 4.23

Investment policyThe objective of the fund is to replicate theBloomberg Commodity Index as closely aspossible by investing in futures. The fund alsoendeavours to achieve enhancement on theCHF-denominated money market instrumentsthat are used as collateral. This means thatcurrency risk - with the exception of thenegligible currency risk on the variation margin -can be avoided. Its low correlation with traditionalasset classes makes the fund an ideal portfoliodiversification instrument. Furthermore, it offersgood protection from inflation risks in the eventof a rise in commodity prices.

Fund facts

Unit class currency CHF

Bloomberg ticker CSCOMPS SW


Cre

dit S

uiss

e C

omm

odity

Fun

d


17


1 2 3 4 5 6 7

a subfund of CS Investment Funds 3 - Class A USD & B USD

Fund manager Gonzalo BorjaFund manager since 02.04.2012Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 365.59Inception date 31.08.2011Management fee in % p.a. 1.20TER (as of 31.03.2016) in % 1.41Benchmark (BM)

JPM CEMBI Broad Diversified Composite (10/15)Swinging single pricing (SSP) 3) YesUnit Class Category A

(distribution)

ISIN LU0660296467

Valor no. 13506687


Fund 158


CS (Lux) Emerging Market Corporate Bond Fund


2011 2012 2013 2014 2015 201690

100

110

120

130

140

-10%

0%

10%

20%

30%

40%

2.3

18.9

-0.11.0

-1.7

10.3

3.5

16.7

-2.4

4.10.7

9.5

CS (Lux) Emerging Market Corporate BondFund A


JPM CEMBI Broad Diversified Composite (10/15)


Former Track Record of Credit Suisse (Gue) Emerging Markets Bond Fund (June 30, 2005 - May 03, 2012).

Benchmark change: 01.02.2010 from JP Morgan EMBI+ to JP Morgan CEMBI/from JPMorgan EMBI Global to JP Morgan EMBI+ (01.06.2009–01.02.2010)



Countries in %

China 12.01Russia 11.98Mexico 8.54United ArabEmirates 8.00Brazil 7.60India 7.34Argentina 6.27Colombia 5.32Rest ofEmergingMarkets 25.65Others 7.29

Sectors in %

Financials 25.40Oil & Gas 11.90Sovereign 11.50TMT 9.40Industrials 8.10Real estate 7.90Consumer 6.60Metals andmining 6.40Utilities 5.50Others 7.30



Credit Ratings in %

AA (Bucket) 1.91A (Bucket) 10.69BBB (Bucket) 36.64BB (Bucket) 27.77B (Bucket) 17.84Not rated 5.15


assetsVTB Capital 24.10.24 2.32Veb Finance 21.11.23 1.98Sberbank of Russia 07.02.22 1.53Adani Ports 29.07.20 1.37Votorantim Indu 25.09.19 1.34Braskem Finance 15.04.21 1.30Cemex Finance 12.10.22 1.24Bharti Airtel 11.03.23 1.21P.A. Pacifico Tres 15.01.35 1.19Suam Finance 17.04.24 1.16Total 14.64

Investment policyThe fund invests primarily in corporate bonds,and to a limited extent in U.S.dollar-denominated bonds issued by sovereignborrowers in developing nations. The fund aimsto deliver a return that over the entire economiccycle is higher than what could be obtained frombonds issued by borrowers in industrializednations. The large investment universeencompassing many different countries withhighly diverse risk profiles offers interestinginvestment opportunities and allows for a broaddiversification. While countries are evaluatedusing a top-down approach, individualinvestments are evaluated using a bottom-upanalysis. The fund is actively managed in termsof its investment approach. This share classprovides a hedge against currency risk versus thereference currency (USD).

Fund facts



Bloomberg ticker CLEMMAULX

CLEMMBU LX


100.84 126.11

Daily


Fund statistics 2)


Number of holdings

Default Probability Weighted Average CreditRating = BBLinear Weighted Average Credit Rating = BB

18



1 2 3 4 5 6 7

Class A USD & B USD

Fund manager Michel BergerFund manager since 01.05.2012Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 207.08Inception date 16.08.2011Management fee in % p.a. 0.50TER (as of 31.03.2016) in % 0.70Benchmark (BM)

CGBI Eurodollar BBB- or Better (08/11)Swinging single pricing (SSP) 3) YesUnit Class Category A

(distribution)

ISIN LU0650589442

Valor no. 13405060


Fund 167


CS (Lux) Broad USD Bond Fund


2011 2012 2013 2014 2015 201695

100105110115120125130135

-5%0%5%

10%15%20%25%30%35%

6.8 7.0

-2.1

5.8

-0.1

6.77.9 8.6

-1.7

6.5

-0.3

8.35.7 6.7

-1.4

2.5

-1.8

6.9

CS (Lux) Broad USD Bond Fund B Yearly or year-to-date performance respectively (Fund)CGBI Eurodollar BBB- or Better (08/11) Yearly or year-to-date performance respectively (Benchmark)Lipper Global Bond USD Yearly or year-to-date performance respectively (Sector)

Former Track record of Orchis USD Fixed Income (19.04.2005 - 15.08.2011)



Credit Ratings in %

AAA 7.85AA+ 12.18AA 2.69AA- 5.70A+ 10.38A 11.12A- 15.32BBB (Bucket) 33.01BB (Bucket) 1.53B (Bucket) 0.22


assetsFreddie Mac 15.03.31 1.91Goldman Sachs 15.02.33 1.70EIB 10.02.25 1.48Fannie Mae 15.05.29 1.43EIB 15.02.36 1.36US Treasury 15.02.45 1.29Freddie Mac 15.07.32 1.25Freddie Mac 15.09.29 1.12United States of America 15.08.42 1.10Fannie Mae 15.07.37 1.09Total 13.73



Asset Allocation in %Industrial Bonds 49.27Financial Bonds 21.41Sovereign/Agencies 14.48Government 9.46Utilities 2.40Structured Notes 2.13Cash/Cash Equivalents 0.85Total 100.00

Fund statistics 2)


Investment policyThe investment objective is to achieve anattractive and steady income in USD based onthe performance of the market for USD bondswith medium and long-term maturities. The fundwill invest in broadly diversified USD medium tolong-term bonds, other fixed income instrumentsas well as variable rate instruments from theinvestment grade area.

Fund facts



Bloomberg ticker CSBUSDALX

CSBUSDB LX


103.66 118.09

Daily


Number of holdings

Default Probability Weighted Average CreditRating = BBB+Linear Weighted Average Credit Rating = A

Cre

dit S

uiss

e Fu

nd


19


1 2 3 4 5 6 7

a subfund of CS Investment Funds 3 - Class BH CHF

Fund manager Gonzalo BorjaFund manager since 02.04.2012Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 365.59Inception date 31.08.2011Management fee in % p.a. 1.20TER (as of 31.03.2016) in % 1.41Benchmark (BM) No BenchmarkSwinging single pricing (SSP) 3) YesUnit Class Category BH

(capital growth)

ISIN LU0660295907

Valor no. 13506692


Fund 158




2011 2012 2013 2014 2015 201670

80

90

100

110

120

130

-30%

-20%

-10%

0%

10%

20%

30%

0.3

16.9

-0.50.5

-3.0

9.1

CS (Lux) Emerging Market Corporate Bond Fund BHCHF

Yearly or year-to-date performance respectively(Fund)


Former Track Record of Credit Suisse (Gue) Emerging Markets Bond Fund (May 29, 2009 - May 03, 2012).


1 month 3 months YTD 1 year 3 years 5 yearsFund 0.91 2.10 9.10 2.88 8.87 17.71

Countries in %


Sectors in %




Credit Ratings in %





Fund facts


Bloomberg ticker CLEBDHC LX



Fund statistics 2)

3 years 5 yearsAnnualised volatility in % 5.94 19.80Maximum drawdown in % 4) -9.14 -29.554) Maximum drawdown is the most negative cumulative returnover a given time period.

Number of holdings


20



1 2 3 4 5 6 7

Class B USD

Fund 138

Fund manager Thomas FlanneryFund manager since 30.04.2010Location New YorkFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 38.15Inception date 13.10.2000Management fee in % p.a. 1.20TER (as of 31.03.2016) in % 1.44Benchmark (BM)

ML US High Yield Master II Constr. (TR) (04/06)Swinging single pricing (SSP) 3) YesUnit Class Category B

(capital growth)

ISIN LU0116737759

Valor no. 1111396



CS (Lux) High Yield USD Bond Fund


2011 2012 2013 2014 2015 201690

100

110

120

130

140

150

-10%

0%

10%

20%

30%

40%

50%

5.1

12.07.0

0.2

-4.0

6.24.4

15.5

7.42.5

-4.6

12.1

CS (Lux) High Yield USD Bond Fund B Yearly or year-to-date performance respectively (Fund)ML US High Yield Master II Constr. (TR) (04/06)



1 month 3 months YTD 1 year 3 years 5 yearsFund 3.36 5.75 6.21 -0.64 5.87 21.59Benchmark 2.51 4.39 12.06 4.93 13.82 33.65

Maturities in years

0%5%

10%15%20%25%30%35%

0-1 1-3 3-5 5-7 7-10 >10


USD 100.00 100.00

Countries in %

USA 82.62Canada 3.60Luxembourg 1.78Cayman Islands 1.53France 1.46Australia 1.14Ireland 0.84Netherlands 0.72United ArabEmirates 0.00Cash/CashEquivalents 6.31


assetsCantor Commercial 15.02.18 1.41Infinity Acquis 01.08.22 1.39Taseko Mines 15.04.19 1.30Eldorado Gold Corp. 15.12.20 1.26Euramax Intl 15.08.20 1.26CVR 01.11.22 1.25Northern Tier Energy 15.11.20 1.21Shelf Drill Hold 01.11.18 1.20Block Comm. 01.02.20 1.16Southern Graphics 15.10.20 1.16Total 12.60

Asset Allocation in %Industrial Bonds 88.54Financial Bonds 4.21Utilities 0.94Structured Notes 0.00Cash/Cash Equivalents 6.31Total 100.00

Number of holdings

Investment policyThe objective of this Subfund is to generate thehighest possible return. At least two-thirds ofthe fund’s total assets shall be invested in debtinstruments, bonds, notes, similar fixed-interestor floating-rate securities (including securitiesissued on a discount basis) of corporate issuersin the non-investment grade sector,denominated in US dollar.

Fund facts


Bloomberg ticker CSBFHYU LX





Fund statistics 2)


Cre

dit S

uiss

e B

ond

Fund


21


1 2 3 4 5 6 7

Class A EUR & B EUR

Fund manager Michel BergerFund manager since 31.05.2012Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 75.19Inception date 31.05.2012Management fee in % p.a. 0.50TER (as of 31.03.2016) in % 0.72Benchmark (BM) CGBI EuroBIG All Mats. (06/12)Swinging single pricing (SSP) 3) YesUnit Class Category A

(distribution)

ISIN LU0650586935

Valor no. 13404999


Fund 85


CS (Lux) Broad EUR Bond Fund


2011 2012 2013 2014 2015 201690

100

110

120

130

140

-10%

0%

10%

20%

30%

40%

2.8

10.2

1.5

10.2

-1.8

6.53.5

10.7

2.1

11.2

1.15.9

1.5

9.0

1.7

6.8

0.03.4

CS (Lux) Broad EUR Bond Fund B Yearly or year-to-date performance respectively (Fund)CGBI EuroBIG All Mats. (06/12) Yearly or year-to-date performance respectively (Benchmark)Lipper Global Bond EUR Yearly or year-to-date performance respectively (Sector)

Former Track record of Orchis EUR Fixed Income (19.04.2005 - 30.05.2012 )



Maturities in years

0%

5%

10%

15%

20%

25%

0-1 1-3 3-5 5-7 7-10 10-15 >15


EUR 99.97 99.97USD 0.03 0.03

Credit Ratings in %

AAA 10.79AA+ 5.02AA 10.93AA- 5.55A+ 10.16A 11.12A- 5.10BBB (Bucket) 37.26BB (Bucket) 3.51B (Bucket) 0.56


assetsFrance OAT 25.11.24 3.56France 25.10.38 3.44Germany 04.01.37 2.39Italy 01.09.20 2.34Italy 01.03.20 2.33Italy BTP 01.06.18 2.14HSBC Bank 15.11.17 2.12BRD 04.07.44 2.11Finland 04.07.28 1.76Microsoft 02.05.33 1.70Total 23.89

Fund statistics 2)




Asset Allocation in %Government 37.97Industrial Bonds 36.70Financial Bonds 12.38Utilities 5.71Sovereign/Agencies 4.59Covered/ABS 1.50Cash/Cash Equivalents 1.14Total 99.99

Investment policyThe investment objective is to achieve anattractive and steady income in EUR based onthe performance of the market for EUR bondswith medium and long-term maturities. The fundwill invest in broadly diversified EUR medium tolong-term bonds, other fixed income instrumentsas well as variable rate instruments from theinvestment grade area. The fund may also investin convertibles and bonds with options.

Fund facts



Bloomberg ticker CSBEURALX

CSBEURB LX


113.90 122.63

Daily


Number of holdings

Default Probability Weighted Average CreditRating = BBB+Linear Weighted Average Credit Rating = A-

22



1 2 3 4 5 6 7

Class IB USD

Fund 138


ML US High Yield Master II Constr. (TR) (04/06)Swinging single pricing (SSP) 3) YesUnit Class Category IB

(capital growth)

ISIN LU0116737916

Valor no. 1126445

Min. Investment Amount 500'000Redemptions DailyEU taxation In scope - tax




2011 2012 2013 2014 2015 201690

100

110

120

130

140

150

-10%

0%

10%

20%

30%

40%

50%

5.6

12.57.5

0.7

-3.5

6.54.4

15.5

7.42.5

-4.6

12.1

CS (Lux) High Yield USD Bond Fund IB Yearly or year-to-date performance respectively (Fund)ML US High Yield Master II Constr. (TR) (04/06)




Maturities in years

0%5%

10%15%20%25%30%35%

0-1 1-3 3-5 5-7 7-10 >10


USD 100.00 100.00

Countries in %




Number of holdings



Fund facts


Bloomberg ticker CSBFHYI LX





Fund statistics 2)


Cre

dit S

uiss

e B

ond

Fund


23


1 2 3 4 5 6 7

a subfund of CS Investment Funds 3 - Class BH EUR

Fund manager Gonzalo BorjaFund manager since 02.04.2012Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 365.59Inception date 31.08.2011Management fee in % p.a. 1.20TER (as of 31.03.2016) in % 1.41Benchmark (BM) No BenchmarkSwinging single pricing (SSP) 3) YesUnit Class Category BH

(capital growth)

ISIN LU0660296111

Valor no. 13506698


Fund 158




2011 2012 2013 2014 2015 201670

80

90

100

110

120

130

-30%

-20%

-10%

0%

10%

20%

30%

1.9

17.5

-0.40.7

-2.3

9.4

CS (Lux) Emerging Market Corporate Bond Fund BHEUR



Former Track Record of Credit Suisse (Gue) Emerging Markets Bond Fund (May 29, 2009 - May 03, 2012).



Countries in %


Sectors in %




Credit Ratings in %





Fund facts


Bloomberg ticker CLEBDHE LX



Fund statistics 2)

3 years 5 yearsAnnualised volatility in % 5.97 21.06Information ratio - -Tracking Error (Ex post) - -Maximum drawdown in % 4) -8.59 -30.714) Maximum drawdown is the most negative cumulative returnover a given time period.

Number of holdings


24



1 2 3 4 5 6 7

Class A

Fund manager Christoph Christen, Roger DüggelinFund manager since 31.12.2012, 31.12.2012Location Zurich, ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 30. SepTotal net assets (in mil.) 767.53Inception date 29.11.1999Management fee in % p.a. 1.20TER (as of 31.03.2016) in % 1.35Swinging single pricing (SSP) 3) YesUnit Class Category A

(distribution)

ISIN CH0010211107

Valor no. 1021110

Last distribution 17.11.2015Distribution value 0.94EU taxation In scope - tax


CS Portfolio Fund (CH) Privilege


2011 2012 2013 2014 2015 201690

95

100

105

110

115

120

125

-10%

-5%

0%

5%

10%

15%

20%

25%

-2.4

6.7 6.9 7.3

0.1 0.7

CS Portfolio Fund (CH) Privilege A Yearly or year-to-date performance respectively (Fund)


1 month 3 months YTD 1 year 3 years 5 yearsFund 0.90 1.80 0.73 -0.82 10.20 26.29

Allocation asset classes in %

Bonds 50.82Equity 37.27Cash/CashEquivalents 6.50Alternatives 5.41

Currencies in % (after hedging)

CHF 74.43USD 15.39EUR 3.76JPY 2.84AUD 1.85GBP 0.97CAD 0.60NOK 0.16

Asset allocation in %Cash/Cash Equivalents Bonds Equity Real Estate Total

Switzerland 4.44 41.96 19.55 5.41 71.36Asia Pacific 0.01 0.20 1.63 - 1.84Euroland 0.04 0.59 1.70 - 2.33UK 0.31 0.16 0.50 - 0.97Canada 0.13 - 0.47 - 0.60USA 0.30 6.44 9.92 - 16.66Emerging Markets - 1.47 1.93 - 3.40Japan 1.27 - 1.57 - 2.84Total 6.50 50.82 37.27 5.41 100.00

Allocation of bonds in %Fixed Income 96.82Inflation Linked Bonds 3.18Total 100.00

Fund statistics 2)


Duration and YieldModified duration in years 0) 4.94

Top 10 Holdings in %Position as % of

assetsCredit Suisse Switzerland Bond Index 4.59Credit Suisse US Index Blue Equity Fund 4.22Nestle SA 4.04Novartis AG 3.34Roche Holding AG 2.84Credit Suisse Small & Mid Cap EQ CHF 2.12CS Emerging Market Equity 2.01Credit Suisse Foreign Bonds CHF 1.68Credit Suisse Pacific Ex Japan Equity 1.67Total 26.51

Investment policyThe fund invests globally in a broadly diversifiedportfolio of passively and actively managedinstruments as well as individual investments.The fund invests in equities, bonds and moneymarket instruments. In so doing, it adheres to theprovisions of the Federal Law on OccupationalOld Age, Survivors and Disability Pension Plans(BVG) and the relevant regulations (BVV2 andBVV3) governing investments.

Fund facts


Bloomberg ticker CSPRIVG SW



Used Benchmark IndicesEquity SPI (TR) 20.00Equity MSCI World (NR) 20.00Bond SBI AAA-BBB 1-10Y (TR) 45.00Bond CGBI WGBI All Mats. 5.00Money Market CGBI CHF 3M Euro Dep. 10.00

Maturities in years

0%5%

10%15%20%25%30%35%40%

0-1 1-3 3-5 5-7 7-10 10-15 >15

Cre

dit S

uiss

e P

ortfo

lio F

und


25


1 2 3 4 5 6 7

a subfund of CS Investment Funds 4 - Class FBH EUR

Fund manager Credit Suisse Asset Management LLCFund manager since 03.10.2014Location New YorkFund domicile LuxembourgFund currency USDClose of financial year 30. NovTotal net assets (in mil.) 983.12Inception date 28.11.2012Management fee in % p.a. 0.70TER (as of 30.11.2015) in % 0.99Benchmark (BM)

CS Hedge Fund Index (Hedged into EUR) (12/13)Swinging single pricing (SSP) 3) YesUnit Class Category FBH

(capital growth)

ISIN LU0853132669

Valor no. 19962940

EU taxation In scope - tax


CS (Lux) Liquid Alternative Beta


2012 2013 2014 2015 201695

100

105

110

115

-5%

0%

5%

10%

15%

7.0

3.0

-1.1

1.6

6.2

3.7

-1.1 -1.1

CS (Lux) Liquid Alternative Beta FBH EUR Yearly or year-to-date performance respectively (Fund)CS Hedge Fund Index (Hedged into EUR) (12/13)



1 month 3 months YTD 1 year 3 years 5 years ITDFund 1.29 2.27 1.63 -2.00 6.59 - 11.65Benchmark 1.04 1.11 -1.15 -4.79 3.71 - 8.63


CommodityEquityFixed IncomeCurrencyVolatility

Fund statistics 2)


Market commentaryHedge funds produced positive returns in July (as represented by the Credit Suisse Hedge Fund Index,up 1.15% net of fees). Event Driven funds had positive performance as multi-strategy, distressed andmerger arbitrage managers posted overall gains. Long/Short Equity funds posted positive performanceas global equity markets were generally up during the month (e.g., MSCI Daily TR World Index endedthe month up 4.22%). Managed Futures funds had positive performance in July though somewhatmuted by reversals in agriculture and energy commodities trends.

The Fund’s overall positive performance in July was primarily due to its long technology, high yieldcredit and MSCI EAFE exposure, while short exposure to US large-cap equities took back some gains.

In terms of strategy adjustments to the Fund, positions remained relatively unchanged within the EventDriven sub-strategy. Within Long/Short, the long Russell 2000 position has been removed and thelong Nasdaq 100 and EAFE exposure have been reduced, as well as the short S&P 500 exposure.Overall net exposure increased as a result. In addition, there was a sector rotation from short Industrialsto long Health Care. Within Global Strategies, the Put Write exposure decreased slightly while otherpositions remained relatively unchanged.

Investment policyThe Fund seeks to offer liquid, transparent andbroadly diversified exposure to the risk and returncharacteristics of hedge funds. To achieve thisexposure, the Fund allocates to a number ofsub-funds which are designed to replicatevarious hedge fund strategies using a largelyquantitatively derived methodology. Theunderlying funds invest in a broad range of liquidinstruments in seeking to replicate the riskstypically taken by hedge funds. The exposures ofthe underlying funds are combined to create aportfolio with investment characteristics similar tothe Credit Suisse Hedge Fund Index. The fundoffers daily liquidity.

Fund facts


Bloomberg ticker CSLABTE LX


3) For more details, please refer to the relevantchapter "Net Asset Value" of the Fund’sprospectus.

1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot beused to predict future developments. The classification of the fund may change in future and does not represent a guarantee. A classification into category1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do notconsider commissions levied at subscription and/or redemption.Prospective investors should carefully review the Fund’s prospectus for additional information with respect to fees, expenses, and other costs associatedwith an investment in the Fund.The “Important Information” mentioned at the end of this document also applies to this page.

26



1 2 3 4 5 6 7

a subfund of CS Investment Funds 4 - Class FBH CHF

Fund manager Credit Suisse Asset Management LLCFund manager since 03.10.2014Location New YorkFund domicile LuxembourgFund currency USDClose of financial year 30. NovTotal net assets (in mil.) 983.12Inception date 28.11.2012Management fee in % p.a. 0.70TER (as of 30.11.2015) in % 1.00Benchmark (BM)

CS Hedge Fund Index (Hedged into CHF) (12/13)Swinging single pricing (SSP) 3) YesUnit Class Category FBH

(capital growth)

ISIN LU0853132586

Valor no. 19962934



CS (Lux) Liquid Alternative Beta


2012 2013 2014 2015 201695

100

105

110

115

120

-5%

0%

5%

10%

15%

20%

6.8

2.8

-1.7

1.3

8.3

3.5

-2.0 -1.4

CS (Lux) Liquid Alternative Beta FBH CHF Yearly or year-to-date performance respectively (Fund)CS Hedge Fund Index (Hedged into CHF) (12/13)



1 month 3 months YTD 1 year 3 years 5 years ITDFund 1.19 2.10 1.31 -2.53 5.32 - 10.23Benchmark 1.00 1.00 -1.43 -5.39 2.03 - 8.63


CommodityEquityFixed IncomeCurrencyVolatility

Fund statistics 2)


Market commentaryHedge funds produced positive returns in July (as represented by the Credit Suisse Hedge Fund Index,up 1.15% net of fees). Event Driven funds had positive performance as multi-strategy, distressed andmerger arbitrage managers posted overall gains. Long/Short Equity funds posted positive performanceas global equity markets were generally up during the month (e.g., MSCI Daily TR World Index endedthe month up 4.22%). Managed Futures funds had positive performance in July though somewhatmuted by reversals in agriculture and energy commodities trends.

The Fund’s overall positive performance in July was primarily due to its long technology, high yieldcredit and MSCI EAFE exposure, while short exposure to US large-cap equities took back some gains.

In terms of strategy adjustments to the Fund, positions remained relatively unchanged within the EventDriven sub-strategy. Within Long/Short, the long Russell 2000 position has been removed and thelong Nasdaq 100 and EAFE exposure have been reduced, as well as the short S&P 500 exposure.Overall net exposure increased as a result. In addition, there was a sector rotation from short Industrialsto long Health Care. Within Global Strategies, the Put Write exposure decreased slightly while otherpositions remained relatively unchanged.

Investment policyThe Fund seeks to offer liquid, transparent andbroadly diversified exposure to the risk and returncharacteristics of hedge funds. To achieve thisexposure, the Fund allocates to a number ofsub-funds which are designed to replicatevarious hedge fund strategies using a largelyquantitatively derived methodology. Theunderlying funds invest in a broad range of liquidinstruments in seeking to replicate the riskstypically taken by hedge funds. The exposures ofthe underlying funds are combined to create aportfolio with investment characteristics similar tothe Credit Suisse Hedge Fund Index. The fundoffers daily liquidity.

Fund facts


Bloomberg ticker CSLABTC LX


3) For more details, please refer to the relevantchapter "Net Asset Value" of the Fund’sprospectus.

1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot beused to predict future developments. The classification of the fund may change in future and does not represent a guarantee. A classification into category1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do notconsider commissions levied at subscription and/or redemption.Prospective investors should carefully review the Fund’s prospectus for additional information with respect to fees, expenses, and other costs associatedwith an investment in the Fund.The “Important Information” mentioned at the end of this document also applies to this page.

Cre

dit S

uiss

e S

olut

ions


27


1 2 3 4 5 6 7

Class I

Fund manager Christoph Christen, Roger DüggelinFund manager since 31.12.2012, 31.12.2012Location Zurich, ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 30. SepTotal net assets (in mil.) 767.53Inception date 11.07.2012Management fee in % p.a. 0.60TER (as of 31.03.2016) in % 0.75Swinging single pricing (SSP) 3) YesUnit Class Category I

(distribution)

ISIN CH0149545482

Valor no. 14954548

Last distribution 17.11.2015Distribution value 12.98Min. Init. Investm. Amount (in mill.) 3EU taxation In scope - tax


CS Portfolio Fund (CH) Privilege


2012 2013 2014 2015 2016100

105

110

115

120

125

0%

5%

10%

15%

20%

25%

7.4 7.8

0.7 1.1

CS Portfolio Fund (CH) Privilege I Yearly or year-to-date performance respectively (Fund)


1 month 3 months YTD 1 year 3 years 5 yearsFund 0.95 1.94 1.08 -0.22 11.97 -




CHF 74.43USD 15.39EUR 3.76JPY 2.84AUD 1.85GBP 0.97CAD 0.60NOK 0.16

Asset allocation in %Cash/Cash Equivalents Bonds Equity Real Estate Total

Switzerland 4.44 41.96 19.55 5.41 71.36Asia Pacific 0.01 0.20 1.63 - 1.84Euroland 0.04 0.59 1.70 - 2.33UK 0.31 0.16 0.50 - 0.97Canada 0.13 - 0.47 - 0.60USA 0.30 6.44 9.92 - 16.66Emerging Markets - 1.47 1.93 - 3.40Japan 1.27 - 1.57 - 2.84Total 6.50 50.82 37.27 5.41 100.00

Allocation of bonds in %Fixed Income 96.82Inflation Linked Bonds 3.18Total 100.00

Fund statistics 2)




assetsCredit Suisse Switzerland Bond Index 4.59Credit Suisse US Index Blue Equity Fund 4.22Nestle SA 4.04Novartis AG 3.34Roche Holding AG 2.84Credit Suisse Small & Mid Cap EQ CHF 2.12CS Emerging Market Equity 2.01Credit Suisse Foreign Bonds CHF 1.68Credit Suisse Pacific Ex Japan Equity 1.67Total 26.51

Investment policyThe fund invests globally in a broadly diversifiedportfolio of passively and actively managedinstruments as well as individual investments.The fund invests in equities, bonds and moneymarket instruments. In so doing, it adheres to theprovisions of the Federal Law on OccupationalOld Age, Survivors and Disability Pension Plans(BVG) and the relevant regulations (BVV2 andBVV3) governing investments.

Fund facts


Bloomberg ticker CSPPRVI SW



Used Benchmark IndicesEquity SPI (TR) 20.00Equity MSCI World (NR) 20.00Bond SBI AAA-BBB 1-10Y (TR) 45.00Bond CGBI WGBI All Mats. 5.00Money Market CGBI CHF 3M Euro Dep. 10.00

Maturities in years

0%5%

10%15%20%25%30%35%40%

0-1 1-3 3-5 5-7 7-10 10-15 >15

28



1 2 3 4 5 6 7

Class A CHF & B CHF

Fund 102

Fund manager Eric SuterFund manager since 25.02.1997Location ZurichFund domicile LuxembourgFund currency CHFClose of financial year 31. MarchTotal net assets (in mil.) 180.24Inception date 08.12.1995Management fee in % p.a. 0) 0.40TER (as of 31.03.2016) in % 0.59Benchmark (BM)

SBI Foreign AAA-BBB 1-3Y (TR) (07/07)Swinging single pricing (SSP) 3) YesUnit Class Category A

(distribution)

ISIN LU0061315221

Valor no. 415448



CS (Lux) Short Term CHF Bond Fund


2011 2012 2013 2014 2015 201699

100101102103104105106107

-1%0%1%2%3%4%5%6%7%

0.7

1.6

0.0

0.3

-0.2 0.0

1.3

3.0

0.9 0.70.1 0.2

CS (Lux) Short Term CHF Bond Fund B Yearly or year-to-date performance respectively (Fund)SBI Foreign AAA-BBB 1-3Y (TR) (07/07) Yearly or year-to-date performance respectively (Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund -0.10 -0.03 -0.01 -0.38 0.20 1.54Benchmark -0.12 0.09 0.24 0.08 1.47 4.87

Maturities in years

0%10%20%30%40%50%60%70%

0-1 1-3 3-5 5-7 7-10 10-15 >15


CHF 99.64 99.64EUR 0.36 0.36

Credit Ratings in %

AAA 3.90AA+ 2.85AA 5.29AA- 21.92A+ 17.93A 12.68A- 10.73BBB+ 12.35BBB 7.48BBB- 4.86


assetsSHB 11.12.18 2.88HSBC Bank 04.04.18 2.55BMW 29.09.17 2.33ING Bank 13.09.16 2.26Vorarlberger LB 09.08.17 2.07Zurich Insurance Group AG 23.11.18 1.81Goldman Sachs 29.11.18 1.76Commonwealth Bank 25.09.18 1.74BFCM 12.02.19 1.74Royal Bk Canada 23.10.18 1.74Total 20.89

Fund statistics 2)



Gross portfolio yield in % -0.11Average remaining term to maturity in years 1.77Modified duration in years 0) 1.74

Asset Allocation in %Financial Bonds 53.44Corporate Bonds 29.29Government Bonds / Agency Bonds 10.38Emerging Market Bonds 5.41Covered Bonds 0.18Cash/Cash Equivalents 1.30Total 100.00

Number of holdings

Investment policyThe aim of the Fund is to achieve a high andsteady income in Swiss francs. The Fund investsin top rated short-term bonds and other fixedand variable rate securities of which at leasttwo-thirds are denominated in Swiss francs. TheFund may invest in other currencies than theCHF. The part of such investments which is nothedged against the CHF may not exceed 10%of the Fund’s assets.

Fund facts


Unit class currency CHF CHFLU0061315650

Bloomberg ticker CRSSBAILX

CRSSBBI LX


86.90 134.10

Daily


Default Probability Weighted Average CreditRating = A-Linear Weighted Average Credit Rating = A

Cre

dit S

uiss

e B

ond

Fund


29


1 2 3 4 5 6 7

Class A CHF & B CHF

Fund 238

Fund manager Eric SuterFund manager since 01.06.2005Location ZurichFund domicile LuxembourgFund currency CHFClose of financial year 31. MarchTotal net assets (in mil.) 583.55Inception date 01.11.1991Management fee in % p.a. 0.80TER (as of 31.03.2016) in % 0.98Benchmark (BM)

SBI Foreign AAA-BBB (TR) (07/07)Swinging single pricing (SSP) 3) YesUnit Class Category A

(distribution)

ISIN LU0049528473

Valor no. 348875



CS (Lux) Swiss Franc Bond Fund


2011 2012 2013 2014 2015 201695

100

105

110

115

120

-5%

0%

5%

10%

15%

20%

0.2

4.8

-0.5

3.5

0.0

2.22.7

6.0

0.4

4.8

1.12.3

CS (Lux) Swiss Franc Bond Fund B Yearly or year-to-date performance respectively (Fund)SBI Foreign AAA-BBB (TR) (07/07) Yearly or year-to-date performance respectively (Benchmark)



Maturities in years

0%

5%

10%

15%

20%

25%

30%

0-1 1-3 3-5 5-7 7-10 10-15 >15


CHF 93.90 99.88USD 6.10 0.11

Credit Ratings in %

AAA 10.72AA+ 12.25AA 13.96AA- 12.58A+ 14.17A 12.93A- 6.54BBB (Bucket) 16.71D 0.14


assetsFinancement Foncier 24.02.31 3.01BNG 21.07.25 2.18EBN BV 03.10.23 1.96Municipality Fin. 08.06.27 1.54Europ. Inv. Bk 24.08.22 1.53Rabobank 02.07.19 1.46SHB 20.12.19 1.45Oest KB 22.11.24 1.43Korea Dev. Bk 29.10.18 1.42Philip Morris Intl. 18.09.20 1.37Total 17.35

Fund statistics 2)


Number of holdings



Investment policyThe aim of the fund is to achieve a high andsteady income in CHF whilst taking due accountof the security of the capital. The fund investsin high and in medium quality bonds and otherfixed and variable rate securities of which at leasttwo-thirds are denominated in CHF. The Fundmay invest in other currencies than the CHF. Thepart of such investments which is not hedgedagainst the CHF may not exceed 10% of theFund’s assets.

Fund facts



Bloomberg ticker CRSSFRALX

CRSSFRB LX


289.65 551.51

Daily


Asset Allocation in %Financial Bonds 44.49Corporate Bonds 28.19Government Bonds / Agency Bonds 20.98Emerging Market Bonds 3.13Covered Bonds 0.21Covered/ABS 0.16Mortgage Backed Securities 0.11Cash/Cash Equivalents 0.42Others 2.31Total 100.00

Default Probability Weighted Average CreditRating = ALinear Weighted Average Credit Rating = A+

30



1 2 3 4 5 6 7

Class IB CHF

Fund 102

Fund manager Eric SuterFund manager since 25.02.1997Location ZurichFund domicile LuxembourgFund currency CHFClose of financial year 31. MarchTotal net assets (in mil.) 180.24Inception date 27.06.2013Management fee in % p.a. 0) 0.23TER (as of 31.03.2016) in % 0.42Benchmark (BM) SBI Foreign AAA-BBB 1-3Y (TR)Swinging single pricing (SSP) 3) YesUnit Class

ISIN LU0788916616

Valor no. 18700141



CS (Lux) Short Term CHF Bond Fund


2013 2014 2015 201699

100

101

102

103

-1%

0%

1%

2%

3%

0.5

0.0

0.1

0.7

0.1 0.2

CS (Lux) Short Term CHF Bond Fund IB Yearly or year-to-date performance respectively (Fund)SBI Foreign AAA-BBB 1-3Y (TR) Yearly or year-to-date performance respectively (Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund -0.08 0.02 0.10 -0.20 0.74 -Benchmark -0.12 0.09 0.24 0.08 1.47 -

Maturities in years

0%10%20%30%40%50%60%70%

0-1 1-3 3-5 5-7 7-10 10-15 >15


CHF 99.64 99.64EUR 0.36 0.36

Credit Ratings in %



assetsSHB 11.12.18 2.88HSBC Bank 04.04.18 2.55BMW 29.09.17 2.33ING Bank 13.09.16 2.26Vorarlberger LB 09.08.17 2.07Zurich Insurance Group AG 23.11.18 1.81Goldman Sachs 29.11.18 1.76Commonwealth Bank 25.09.18 1.74BFCM 12.02.19 1.74Royal Bk Canada 23.10.18 1.74Total 20.89

Fund statistics 2)




Asset Allocation in %Financial Bonds 53.44Corporate Bonds 29.29Government Bonds / Agency Bonds 10.38Emerging Market Bonds 5.41Covered Bonds 0.18Cash/Cash Equivalents 1.30Total 100.00

Number of holdings

Investment policyThe aim of the Fund is to achieve a high andsteady income in Swiss francs. The Fund investsin top rated short-term bonds and other fixedand variable rate securities of which at leasttwo-thirds are denominated in Swiss francs. TheFund may invest in other currencies than theCHF. The part of such investments which is nothedged against the CHF may not exceed 10%of the Fund’s assets.

Fund facts


Bloomberg ticker CSBFSTI LX




Cre

dit S

uiss

e B

ond

Fund


31


1 2 3 4 5 6 7

Class BH EUR


ML US High Yield Master II Co. (TR) (Hgd into EUR)Swinging single pricing (SSP) 3) YesUnit Class Category BH

(capital growth)

ISIN LU0697137932

Valor no. 14142509


Fund 138




2011 2012 2013 2014 2015 20169095

100105110115120125130135

-10%-5%0%5%

10%15%20%25%30%35%

11.8

6.7

-0.2-4.5

5.5

15.0

7.1

2.3

-5.1

11.1

CS (Lux) High Yield USD Bond Fund BH EUR Yearly or year-to-date performance respectively (Fund)ML US High Yield Master II Co. (TR) (Hgd intoEUR)



1 month 3 months YTD 1 year 3 years 5 yearsFund 3.30 5.38 5.52 -1.51 4.22 -Benchmark 2.38 4.08 11.11 3.76 11.92 -

Maturities in years

0%5%

10%15%20%25%30%35%

0-1 1-3 3-5 5-7 7-10 >10


USD 100.00 100.00

Countries in %






Fund facts


Bloomberg ticker CSBFHYR LX





Fund statistics 2)


Number of holdings

32



1 2 3 4 5 6 7


Fund manager Gonzalo BorjaFund manager since 02.04.2012Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 365.59Inception date 31.08.2011Management fee in % p.a. 0.80TER (as of 31.03.2016) in % 1.01Benchmark (BM)

JPM CEMBI Broad Diversified Composite (10/15)Swinging single pricing (SSP) 3) YesUnit Class Category IB

(capital growth)

ISIN LU0660296624

Valor no. 13506700


Fund 158




2011 2012 2013 2014 2015 201690

100

110

120

130

140

-10%

0%

10%

20%

30%

40%

1.8

18.9

0.3 1.4

-1.3

10.6

3.5

16.7

-2.4

4.10.7

9.5

CS (Lux) Emerging Market Corporate BondFund IB


JPM CEMBI Broad Diversified Composite (10/15)


Former Track Record of Credit Suisse (Gue) Emerging Markets Bond Fund (July 15, 2010 - May 03, 2012).



Countries in %


Sectors in %




Credit Ratings in %





Fund facts


Bloomberg ticker CLEBIBU LX



Fund statistics 2)


Number of holdings


CS

Inve

stm

ent F

unds

3


33


1 2 3 4 5 6 7

Class A

Fund 140

Fund manager Roger WyssFund manager since 01.07.2015Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 30. SepTotal net assets (in mil.) 265.55Inception date 29.06.1984Management fee in % p.a. 0.95TER (as of 31.03.2016) in % 1.01Benchmark (BM)

SBI Foreign AAA-BBB (TR) (07/07)Swinging single pricing (SSP) 3) YesUnit Class Category A

(distribution)

ISIN CH0002770201

Valor no. 277020



CS (CH) Corporate CHF Bond Fund


2011 2012 2013 2014 2015 201695

100

105

110

115

120

-5%

0%

5%

10%

15%

20%

0.8

7.7

1.1

4.7

-1.2

3.72.7

6.0

0.4

4.8

1.12.3

CS (CH) Corporate CHF Bond Fund A Yearly or year-to-date performance respectively (Fund)SBI Foreign AAA-BBB (TR) (07/07) Yearly or year-to-date performance respectively (Benchmark)



Maturities in years

0%5%

10%15%20%25%30%35%40%45%

0-1 1-3 3-5 5-7 7-10 10-15 >15


CHF 64.03 99.18USD 22.35 0.33EUR 13.62 0.49



Credit Ratings in %

AA+ 2.41AA 0.49AA- 5.30A (Bucket) 42.03BBB (Bucket) 40.87BB (Bucket) 7.35B (Bucket) 0.33C 0.01D 0.64Not rated 0.59


assetsAT&T 04.12.24 2.40Lafargeholcim Ltd 10.06.21 2.05Axpo Holding AG 26.02.25 1.75Credit Agricole 27.01.25 1.65JP Morgan 04.12.23 1.62PSP Swiss Property 06.02.25 1.57Cembra Money Bank AG 14.10.22 1.47CS Group 14.04.23 1.36GDF Suez 09.10.24 1.34BAT Holdings BV 08.09.26 1.34Total 16.55

Fund statistics 2)


Number of holdings

Asset Allocation in %Corporate Bonds 56.21Financial Bonds 31.42Emerging Market Bonds 2.16Government Bonds / Agency Bonds 1.93Covered/ABS 0.01Cash/Cash Equivalents 2.65Others 5.63Total 100.00

Investment policyThe fund`s investment objective is to achieve anappropriate long-term return on investment byinvesting in CHF-denominated corporate bondsfrom issuers worldwide.The fund invests in both investment grade andnon-investment grade fixed-interest securities,where the average fund rating is always at leastinvestment grade (Baa3/BBB-). The fund mayalso invest up to a maximum of half of the fund`snet assets in non CHF-denominatedfixed-interest securities, but whose foreignexchange risk must however be fully hedged inCHF.

Fund facts


Bloomberg ticker CRSDSFI SW



Default Probability Weighted Average CreditRating = BBBLinear Weighted Average Credit Rating = BBB+

34



1 2 3 4 5 6 7

Class A CHF & B CHF

Fund 108

Fund manager Christopher KoslowskiFund manager since 01.10.2015Location ZurichFund domicile LuxembourgFund currency CHFClose of financial year 31. MarchTotal net assets (in mil.) 248.05Inception date 25.09.2003Management fee in % p.a. 0.75TER (as of 31.03.2016) in % 0.94Benchmark (BM)

CB CS (Lux) Inflation Linked CHF Bond FundSwinging single pricing (SSP) 3) YesUnit Class Category A

(distribution)

ISIN LU0175163707

Valor no. 1664162



CS (Lux) Inflation Linked CHF Bond Fund


2011 2012 2013 2014 2015 20169698

100102104106108110112

-4%-2%0%2%4%6%8%

10%12%

2.12.8

-1.8 -1.5-0.1

0.41.8

4.9

1.12.0

0.6 0.9

CS (Lux) Inflation Linked CHF Bond Fund B Yearly or year-to-date performance respectively (Fund)CB CS (Lux) Inflation Linked CHF BondFund



1 month 3 months YTD 1 year 3 years 5 yearsFund -0.06 0.15 0.41 -0.99 -1.70 -1.10Benchmark -0.07 0.31 0.91 0.49 4.26 9.29

Maturities in years

0%5%

10%15%20%25%30%35%40%45%

0-1 1-3 3-5 5-7 7-10 10-15 >15


CHF 101.58 99.65USD -0.19 0.01EUR -1.39 0.34

Credit Ratings in %


Benchmark CompositionSBI®Foreign AAA-BBB 3-5 years Total Return 70.00SBI®Foreign AAA-BBB 1-3 years Total Return 30.00


assetsKorea Railroad 16.11.18 2.49Sparebank1 30.11.18 2.46Achmea 19.06.19 2.20Statnett SF 15.12.17 2.12HSBC Bank 04.04.18 2.09SK Telecom 12.06.17 2.05Metropolitan Life 18.06.20 1.88Westpac Banking 15.12.16 1.85Banco De Chile 21.03.19 1.721.125 JPMorgan Chase & Co06.11.2020

06.11.20 1.69

Total 20.58

Duration and YieldFund Benchmark

Gross portfolio yield in % 0.24 -Average remaining term tomaturity in years

3.32 -

Modified duration in years 0) 3.19 -

Asset Allocation in %Financial Bonds 45.19Corporate Bonds 32.90Emerging Market Bonds 11.60Government Bonds / Agency Bonds 9.94Cash/Cash Equivalents 0.37Total 100.00

Number of holdings

Investment policyThe aim of the fund is to achieve aninflation-protected steady return in CHF. Thefund invests worldwide at least two-thirds of itsnet assets, in accordance with the principle ofrisk-spreading, in medium to high qualityinflation-linked debt securities, includingsynthetically constructed inflation-linked debtsecurities. The Fund may invest in othercurrencies than the CHF. The part of suchinvestments which is not hedged against theCHF may not exceed 10% of the Fund’s assets.

Fund facts



Bloomberg ticker CSIFSFALX

CSIFSFB LX


93.46 111.93

Daily


Fund statistics 2)



Cre

dit S

uiss

e B

ond

Fund


35


1 2 3 4 5 6 7

Class A USD

Fund manager Rossitza HaritovaFund manager since 30.09.2015Location ZurichFund domicile SwitzerlandFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 122.32Inception date 29.06.1984Management fee in % p.a. 1.20TER (as of 31.03.2016) in % 1.27Benchmark (BM)

Thomson Reuters CV Gl. (TR) (01/02)Swinging single pricing (SSP) 3) YesUnit Class Category A

(distribution)

ISIN CH0002771514

Valor no. 277151


Fund 101


CS (CH) Convert International Bond Fund


2011 2012 2013 2014 2015 201680

90

100

110

120

130

140

-20%

-10%

0%

10%

20%

30%

40%

-8.2

12.016.6

0.0-3.2

4.5

-7.0

13.318.2

1.7

-2.1

4.1

CS (CH) Convert International Bond Fund AUSD


Thomson Reuters CV Gl. (TR) (01/02)Yearly or year-to-date performance respectively(Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund 3.71 2.49 4.45 -0.11 9.11 18.02Benchmark 3.63 2.79 4.11 -0.40 12.08 25.61

Sectors in %Materials 16.47Information Technology 15.97Financials 15.18Industrials 10.09Health Care 9.50Consumer Discretionary 9.17Energy 6.13Cash/Cash Equivalents 5.76Others 11.73


USD 74.06 59.09EUR 17.00 24.35JPY 4.49 8.74GBP 2.78 4.13HKD 0.84 0.88CHF 0.81 1.28SGD 0.02 1.23CAD 0.00 -Others 0.00 0.30

Duration and Yield 5)

Delta in % 56.80Current Yield 2.30Bond Floor 75.60Modified duration in years 0) 3.985) Due to the optionalities involved in the structure of convertiblebonds, certain assumptions must be applied in order to calculatethese figures.

Credit Ratings in %

Stocks 2.23AA (Bucket) 0.92A (Bucket) 11.48BBB (Bucket) 46.58BB (Bucket) 29.76B (Bucket) 8.51D 0.52


assetsNewmont Mining 15.07.17 4.68Wells Fargo & Co. 4.35Petropavlovsk 18.03.20 2.55Silver Standard Resources 01.02.33 2.43Tesla Motors CV 01.03.19 2.25Stillwater Mining 15.10.32 2.11Allergan Inc. 1.98Intel 15.12.35 1.74Nvidia 01.12.18 1.72Dominion Resources 0.63Total 24.44

Investment policyThe fund provides an actively managed exposureto global convertibles as a most efficientmulti-asset class strategy involving equity, creditand volatility on a globally diversified basis, withthe aim of achieving superior risk-adjustedreturns. The risk profile is comparable to that of aclassic balanced fund. The fund invests mainly inconvertible securities issued by public and privateissuers. Traditional bonds, equity and structuredproducts may be held in complement.Investments are made globally with norestrictions as to country or currency.

Fund facts


Bloomberg ticker CRSCVUI SW



Fund statistics 2)


Number of holdings

Default Probability Weighted Average CreditRating = BB+Linear Weighted Average Credit Rating = BBB-

36



1 2 3 4 5 6 7

Class IA

Fund 140

Fund manager Roger WyssFund manager since 01.07.2015Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 30. SepTotal net assets (in mil.) 265.55Inception date 12.12.2012Management fee in % p.a. 0.40TER (as of 31.03.2016) in % 0.46Benchmark (BM) SBI Foreign AAA-BBB (TR)Swinging single pricing (SSP) 3) YesUnit Class

ISIN CH0201914238

Valor no. 20191423

Last distribution 17.11.2015Distribution value 21.06Min. Investment Amount 500'000Redemptions DailyEU taxation In scope - tax


CS (CH) Corporate CHF Bond Fund


2013 2014 2015 201698

100

102

104

106

108

110

112

-2%

0%

2%

4%

6%

8%

10%

12%

1.6

5.3

-0.7

4.0

0.4

4.8

1.12.3

CS (CH) Corporate CHF Bond Fund IA Yearly or year-to-date performance respectively (Fund)SBI Foreign AAA-BBB (TR) Yearly or year-to-date performance respectively (Benchmark)



Maturities in years

0%5%

10%15%20%25%30%35%40%45%

0-1 1-3 3-5 5-7 7-10 10-15 >15


CHF 64.03 99.18USD 22.35 0.33EUR 13.62 0.49



Credit Ratings in %

AA+ 2.41AA 0.49AA- 5.30A (Bucket) 42.03BBB (Bucket) 40.87BB (Bucket) 7.35B (Bucket) 0.33C 0.01D 0.64Not rated 0.59


assetsAT&T 04.12.24 2.40Lafargeholcim Ltd 10.06.21 2.05Axpo Holding AG 26.02.25 1.75Credit Agricole 27.01.25 1.65JP Morgan 04.12.23 1.62PSP Swiss Property 06.02.25 1.57Cembra Money Bank AG 14.10.22 1.47CS Group 14.04.23 1.36GDF Suez 09.10.24 1.34BAT Holdings BV 08.09.26 1.34Total 16.55

Fund statistics 2)

1 year 3 yearsAnnualized volatility in % 2.53 2.11Information ratio 0.27 0.17Tracking Error (Ex post) 2.29 1.66Maximum drawdown in % 4) -1.77 -2.554) Maximum drawdown is the most negative cumulative returnover a given time period.

Number of holdings

Asset Allocation in %Corporate Bonds 56.21Financial Bonds 31.42Emerging Market Bonds 2.16Government Bonds / Agency Bonds 1.93Covered/ABS 0.01Cash/Cash Equivalents 2.65Others 5.63Total 100.00

Investment policyThe fund`s investment objective is to achieve anappropriate long-term return on investment byinvesting in CHF-denominated corporate bondsfrom issuers worldwide.The fund invests in both investment grade andnon-investment grade fixed-interest securities,where the average fund rating is always at leastinvestment grade (Baa3/BBB-). The fund mayalso invest up to a maximum of half of the fund`snet assets in non CHF-denominatedfixed-interest securities, but whose foreignexchange risk must however be fully hedged inCHF.

Fund facts


Bloomberg ticker CSCBCHI SW



Default Probability Weighted Average CreditRating = BBBLinear Weighted Average Credit Rating = BBB+

Cre

dit S

uiss

e B

ond

Fund


37


1 2 3 4 5 6 7

Class IA USD

Fund manager Rossitza HaritovaFund manager since 30.09.2015Location ZurichFund domicile SwitzerlandFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 122.32Inception date 09.04.2013Management fee in % p.a. 0.70TER (as of 31.03.2016) in % 0.77Benchmark (BM) Thomson Reuters CV Gl. (TR)Swinging single pricing (SSP) 3) YesUnit Class

ISIN CH0138502007

Valor no. 13850200

Last distribution 17.11.2015Distribution value 14.44Min. Investment Amount 500'000Redemptions DailyEU taxation In scope - tax

Fund 101


CS (CH) Convert International Bond Fund


2013 2014 2015 201695

100

105

110

115

120

-5%

0%

5%

10%

15%

20%

0.5

-2.7

4.8

1.7

-2.1

4.1

CS (CH) Convert International Bond Fund IAUSD


Thomson Reuters CV Gl. (TR)Yearly or year-to-date performance respectively(Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund 3.75 2.62 4.75 0.39 10.76 -Benchmark 3.63 2.79 4.11 -0.40 12.08 -

Sectors in %Materials 16.47Information Technology 15.97Financials 15.18Industrials 10.09Health Care 9.50Consumer Discretionary 9.17Energy 6.13Cash/Cash Equivalents 5.76Others 11.73


USD 74.06 59.09EUR 17.00 24.35JPY 4.49 8.74GBP 2.78 4.13HKD 0.84 0.88CHF 0.81 1.28SGD 0.02 1.23CAD 0.00 -Others 0.00 0.30



Credit Ratings in %

Stocks 2.23AA (Bucket) 0.92A (Bucket) 11.48BBB (Bucket) 46.58BB (Bucket) 29.76B (Bucket) 8.51D 0.52


assetsNewmont Mining 15.07.17 4.68Wells Fargo & Co. 4.35Petropavlovsk 18.03.20 2.55Silver Standard Resources 01.02.33 2.43Tesla Motors CV 01.03.19 2.25Stillwater Mining 15.10.32 2.11Allergan Inc. 1.98Intel 15.12.35 1.74Nvidia 01.12.18 1.72Dominion Resources 0.63Total 24.44


Fund facts


Bloomberg ticker CRSCVIU SW



Fund statistics 2)

1 year 3 yearsAnnualized volatility in % 10.10 8.09Information ratio 0.51 -0.31Tracking Error (Ex post) 1.54 1.26Maximum drawdown in % 4) -7.95 -10.974) Maximum drawdown is the most negative cumulative returnover a given time period.

Number of holdings


38



1 2 3 4 5 6 7

a subfund of CS Investment Funds 3 - Class IBH CHF

Fund manager Gonzalo BorjaFund manager since 02.04.2012Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 365.59Inception date 31.08.2011Management fee in % p.a. 0.80TER (as of 31.03.2016) in % 1.01Benchmark (BM) No BenchmarkSwinging single pricing (SSP) 3) YesUnit Class Category IBH

(capital growth)

ISIN LU0660296202

Valor no. 13506702


Fund 158




2011 2012 2013 2014 2015 201695

100

105

110

115

120

125

130

-5%

0%

5%

10%

15%

20%

25%

30%

17.2

-0.2

0.9

-2.5

9.3

CS (Lux) Emerging Market Corporate Bond Fund IBHCHF





1 month 3 months YTD 1 year 3 years 5 yearsFund 0.92 2.22 9.32 3.17 10.33 -

Countries in %


Sectors in %




Credit Ratings in %





Fund facts


Bloomberg ticker CLEBIHC LX



Fund statistics 2)

1 year 3 yearsAnnualized volatility in % 8.00 5.95Information ratio - -Tracking Error (Ex post) - -Maximum drawdown in % 4) -6.72 -8.944) Maximum drawdown is the most negative cumulative returnover a given time period.

Number of holdings


CS

Inve

stm

ent F

unds

3


39


1 2 3 4 5 6 7

a subfund of CS Investment Funds 3 - Class IBH EUR

Fund manager Gonzalo BorjaFund manager since 02.04.2012Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 365.59Inception date 31.08.2011Management fee in % p.a. 0.80TER (as of 31.03.2016) in % 1.02Benchmark (BM) No BenchmarkSwinging single pricing (SSP) 3) YesUnit Class Category IBH

(capital growth)

ISIN LU0660296384

Valor no. 13506709


Fund 158




2011 2012 2013 2014 2015 201695

100105110115120125130135

-5%0%5%

10%15%20%25%30%35%

17.8

0.0 1.2

-1.9

9.7

CS (Lux) Emerging Market Corporate Bond Fund IBHEUR






Countries in %


Sectors in %




Credit Ratings in %





Fund facts


Bloomberg ticker CLEBIHE LX



Fund statistics 2)


Number of holdings


40



1 2 3 4 5 6 7

a subfund of CS Investment Funds 3 - Class B USD

Fund manager Andreas FischerFund manager since 02.04.2012Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 573.34Inception date 28.02.2011Management fee in % p.a. 1.00TER (as of 31.03.2016) in % 1.21Benchmark (BM)

JPM CEMBI Broad Diversified High Grade (10/15)Swinging single pricing (SSP) 3) YesUnit Class Category B

(capital growth)

ISIN LU0592661523

Valor no. 12471998


Fund 160


CS (Lux) Emerging Market Corporate Investment Grade BondFund


2011 2012 2013 2014 2015 201690

100

110

120

130

140

-10%

0%

10%

20%

30%

40%

16.4

-2.7

4.7

-1.3

8.4

14.8

-2.6

7.0

0.4

7.7

CS (Lux) Emerging Market Corporate Investment GradeBond Fund B


JPM CEMBI Broad Diversified High Grade (10/15)Yearly or year-to-date performance respectively(Benchmark)



Countries in %

China 14.80India 9.90Chile 8.50Mexico 7.00United ArabEmirates 6.80Peru 5.00Qatar 4.70Colombia 4.70Rest ofEmergingMarkets 29.90Others 8.70

Sectors in %

Financials 25.20Oil & Gas 18.00Sovereign 10.80Utilities 10.30Consumer 7.00TMT 6.10Industrials 6.00Metals andmining 4.80Diversified 4.30Others 7.50



Credit Ratings in % 5)

AA 1.60AA- 2.50A+ 4.80A 2.40A- 11.80BBB+ 11.50BBB 13.90BBB- 48.10BB (Bucket) 0.00Not rated 3.40

5) Rating methodology to be considered Investment Grade (IG):at least on IG rating by S&P or Moody’s


assetsLukoil Intl. Fin. 24.04.23 1.43MMC Finance 14.10.22 1.38Reliance Industries 28.01.25 1.37GNL Quintero SA 31.07.29 1.36State of Qatar 02.06.21 1.32OCP 25.04.24 1.28Rumania 07.02.22 1.28Bharti Airtel 20.05.24 1.27China Cinda Fin 23.04.20 1.26DP World 02.07.37 1.22Total 13.17

Investment policyThe fund invests primarily in corporate bonds,and to a limited degree in U.S.dollar-denominated bonds issued by sovereignborrowers in developing nations. In general, theFund’s investments must have an investmentgrade rating of BBB-/Baa3. Additionally, thefund also has the ability to invest in companieswith a split rating. The fund aims to deliver areturn over the entire economic cycle that ishigher than what could be achieved with bondsissued by borrowers in industrialized nations. Thelarge investment universe encompassing manydifferent countries with highly diverse risk profilesoffers interesting investment opportunities andallows for a broad diversification. The fund isactively managed in terms of its investmentapproach.

Fund facts


Bloomberg ticker CLEMBBU LX



Fund statistics 2)


Number of holdings


CS

Inve

stm

ent F

unds

3


41


1 2 3 4 5 6 7


Fund manager Andreas FischerFund manager since 02.04.2012Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 573.34Inception date 28.02.2011Management fee in % p.a. 1.00TER (as of 31.03.2016) in % 1.21Swinging single pricing (SSP) 3) YesUnit Class Category BH

(capital growth)

ISIN LU0592662331

Valor no. 12472012


Fund 160




2011 2012 2013 2014 2015 201695

100

105

110

115

120

125

-5%

0%

5%

10%

15%

20%

25%

15.4

-3.1

4.3

-2.4

7.2

CS (Lux) Emerging Market Corporate Investment Grade BondFund BH CHF

Yearly or year-to-date performancerespectively (Fund)



Countries in %


Sectors in %










Fund facts


Bloomberg ticker CLEMBHC LX



Fund statistics 2)


Number of holdings


42



1 2 3 4 5 6 7


Fund manager Andreas FischerFund manager since 02.04.2012Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 573.34Inception date 28.02.2011Management fee in % p.a. 1.00TER (as of 31.03.2016) in % 1.21Benchmark (BM) -Swinging single pricing (SSP) 3) YesUnit Class Category BH

(capital growth)

ISIN LU0592662091

Valor no. 12472005


Fund 160




2011 2012 2013 2014 2015 20169095

100105110115120125130

-10%-5%0%5%

10%15%20%25%30%

15.8

-2.9

4.4

-1.9

7.5

CS (Lux) Emerging Market Corporate Investment Grade BondFund BH EUR


Yearly or year-to-date performance respectively (Benchmark)



Countries in %


Sectors in %










Fund facts


Bloomberg ticker CLEMBHE LX



Fund statistics 2)


Number of holdings


CS

Inve

stm

ent F

unds

3


43


1 2 3 4 5 6 7


Fund manager Andreas FischerFund manager since 02.04.2012Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 573.34Inception date 28.02.2011Management fee in % p.a. 0.60TER (as of 31.03.2016) in % 0.82Benchmark (BM)

JPM CEMBI Broad Diversified High Grade (10/15)Swinging single pricing (SSP) 3) YesUnit Class Category IB

(capital growth)

ISIN LU0592661879

Valor no. 12472003


Fund 160




2011 2012 2013 2014 2015 201690

100

110

120

130

140

-10%

0%

10%

20%

30%

40%

16.9

-2.3

5.1

-0.9

8.7

14.8

-2.6

7.0

0.4

7.7

CS (Lux) Emerging Market Corporate Investment GradeBond Fund IB


JPM CEMBI Broad Diversified High Grade (10/15)Yearly or year-to-date performance respectively(Benchmark)



Countries in %


Sectors in %










Fund facts


Bloomberg ticker CLEMIBU LX



Fund statistics 2)


Number of holdings


44



1 2 3 4 5 6 7


Fund manager Andreas FischerFund manager since 02.04.2012Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 573.34Inception date 28.02.2011Management fee in % p.a. 0.60TER (as of 31.03.2016) in % 0.80Benchmark (BM) -Swinging single pricing (SSP) 3) YesUnit Class Category IBH

(capital growth)

ISIN LU0592662414

Valor no. 12472014


Fund 160




2011 2012 2013 2014 2015 201695

100

105

110

115

120

125

130

-5%

0%

5%

10%

15%

20%

25%

30%

15.8

-2.8

4.8

-2.0

7.4

CS (Lux) Emerging Market Corporate Investment Grade BondFund IBH CHF





Countries in %


Sectors in %










Fund facts


Bloomberg ticker CLEMIHC LX



Fund statistics 2)


Number of holdings


CS

Inve

stm

ent F

unds

3


45


1 2 3 4 5 6 7


Fund manager Andreas FischerFund manager since 02.04.2012Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 573.34Inception date 28.02.2011Management fee in % p.a. 0.60TER (as of 31.03.2016) in % 0.81Benchmark (BM) -Swinging single pricing (SSP) 3) YesUnit Class Category IBH

(capital growth)

ISIN LU0592662174

Valor no. 12472007


Fund 160




2011 2012 2013 2014 2015 201695

100

105

110

115

120

125

130

-5%

0%

5%

10%

15%

20%

25%

30%

16.2

-2.6

5.0

-1.4

7.8

CS (Lux) Emerging Market Corporate Investment Grade BondFund IBH EUR





Countries in %


Sectors in %










Fund facts


Bloomberg ticker CLEMIHE LX



Fund statistics 2)


Number of holdings


46



1 2 3 4 5 6 7

Class B

Purchases SalesBaloise-Holding Reg DufryThe Swatch Group Reg Clariant RegKardex Reg Bucher IndustriesDaetwyler Holding Gategroup Holding Reg

Fund manager Patrik CarischFund manager since 28.01.2013Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 31. MayTotal net assets (in mil.) 86.35Inception date 14.01.1994Management fee in % p.a. 1.60TER (as of 30.09.2015) in % 1.68Benchmark (BM) SPI EXTRA (TR) (10/05)Swinging single pricing (SSP) 3) YesUnit Class Category B

(capital growth)

ISIN CH0001632147

Valor no. 163214

Redemptions DailyEU taxation In scope - no tax


CS (CH) Small and Mid Cap Switzerland Equity Fund


2011 2012 2013 2014 2015 2016708090

100110120130140150160

-30%-20%-10%

0%10%20%30%40%50%60%

-22.5

18.827.8

10.0 8.93.3

-19.1

13.9

27.7

11.4 11.05.3

CS (CH) Small and Mid Cap Switzerland EquityFund B


SPI EXTRA (TR) (10/05)Yearly or year-to-date performance respectively(Benchmark)



Sectors in %Fund

Industrials 26.26Financials 18.98Health Care 15.32Information Technology 11.64Materials 10.05Consumer Staples 8.19Consumer Discretionary 6.17Telecommunication Services 1.81Cash/Cash Equivalents 1.57

Fund statistics 2)


Top 10 Holdings in %Sika 6.53Lonza 5.92Partners Group Holding AG 5.86Lindt & Sprüngli 4.69Schindler Holding PC 4.63Sonova Holding AG 3.85U-Blox Holding AG 3.41Baloise 3.29Schweiter Tech. 3.18Logitech 3.14Total 44.50

Significant Transactions

Investment policyThe fund’s investment objective is long-termcapital growth through investments in adiversified portfolio of Swiss small and mid-capstocks. Investments are guided by the SPIEXTRA Index (Small & Mid Caps). Preference isgiven to shares indicating above-average valuegrowth. In addition to company valuation, keyassessment criteria include the economicclimate, the company’s market positioning andmanagement quality.

Fund facts


Bloomberg ticker CSEQSMS SW



Cre

dit S

uiss

e Eq

uity

Fun

d


47


1 2 3 4 5 6 7

Class B

0.37-2.85

-0.93-0.39

1.45-0.96

1.320.961.10

Purchases SalesJulius Baer Gruppe Bucher IndustriesAdecco Reg Cie Financiere Richemont RegLafargeholcim Reg Nestle RegAbb Reg Swiss ReinsuranceSwiss Life Reg Novartis Reg

Fund manager Urs KunzFund manager since 10.04.2007Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 31. MayTotal net assets (in mil.) 406.35Inception date 10.05.1949Management fee in % p.a. 1.60TER (as of 30.09.2015) in % 1.66Benchmark (BM) SPI (TR) (07/06)Swinging single pricing (SSP) 3) YesUnit Class Category B

(capital growth)

ISIN CH0002788906

Valor no. 278890



CS (CH) Swiss Blue Chips Equity Fund


2011 2012 2013 2014 2015 201680

100

120

140

160

180

-20%

0%

20%

40%

60%

80%

-9.7

17.523.0

11.4

1.3

-3.7-7.7

17.724.6

13.0

2.7

-2.9

CS (CH) Swiss Blue Chips Equity Fund B Yearly or year-to-date performance respectively (Fund)SPI (TR) (07/06) Yearly or year-to-date performance respectively (Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund 2.20 3.31 -3.69 -8.79 14.50 56.76Benchmark 1.94 3.05 -2.92 -7.65 19.32 66.09

Sectors in %Fund Benchmark Compared with benchmark

Health Care 36.28 35.91Consumer Staples 19.39 22.24Financials 15.83 16.76Industrials 10.37 10.76Materials 9.14 7.69Consumer Discretionary 3.23 4.19Information Technology 2.53 1.21Telecommunication Services 2.13 1.17Cash/Cash Equivalents 1.10 -

Currencies in %

CHF 99.99EUR 0.01

Fund statistics 2)


Countries in %

Switzerland 98.90Cash/CashEquivalents 1.10

Top 10 Holdings in %Nestle SA 19.00Novartis AG 16.04Roche Holding AG 14.14UBS Group AG 3.61ABB 3.49Zurich Insurance Group 3.33Syngenta AG 3.28Actelion 2.27Cie Financiere Richemont 2.02Partners Group Holding AG 1.93Total 69.11


Investment policyLaunched in 1949, the fund gives investorsaccess to the Swiss equity market. The broadlydiversified portfolio is geared to long-term valuegrowth, its performance benchmark being theSPI. Preference is given to big-cap stocks. Stockselection is based on criteria such as companyvaluation, business climate, market positioningand management quality.

Fund facts


Bloomberg ticker CRSASWI SW



48



1 2 3 4 5 6 7

Class B

Purchases SalesLafargeholcim Reg Roche Holding CertCs Group Reg Novartis RegUbs Group Gategroup Holding RegBarrick Gold Ubs Group- Clariant Reg

Fund manager Patrik CarischFund manager since 01.09.1993Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 31. MayTotal net assets (in mil.) 296.17Inception date 01.12.1982Management fee in % p.a. 1.60TER (as of 30.09.2015) in % 1.66Benchmark (BM) SPI (TR)Swinging single pricing (SSP) 3) YesUnit Class Category B

(capital growth)

ISIN CH0002793757

Valor no. 279375



CS (CH) Swissac Equity Fund


2011 2012 2013 2014 2015 201680

100

120

140

160

180

-20%

0%

20%

40%

60%

80%

-11.0

16.824.0

12.8

2.2

-2.4-7.7

17.724.6

13.0

2.7

-2.9

CS (CH) Swissac Equity Fund B Yearly or year-to-date performance respectively (Fund)SPI (TR) Yearly or year-to-date performance respectively (Benchmark)



Sectors in %Fund

Health Care 34.64Consumer Staples 16.41Industrials 13.48Financials 13.21Materials 12.33Information Technology 4.03Consumer Discretionary 3.31Telecommunication Services 0.76Cash/Cash Equivalents 1.83

Fund statistics 2)

3 years 5 yearsAnnualised volatility in % 13.05 12.20Information ratio 0.04 -0.32Tracking Error (Ex post) 2.06 1.86Beta 1.08 1.06

Top 10 Holdings in %Nestle SA 15.87Novartis AG 15.86Roche Holding AG 12.45ABB 3.69Syngenta AG 3.41Actelion 3.13Givaudan 3.03UBS Group AG 2.93Geberit 2.72Lafargeholcim Ltd 2.57Total 65.66


Investment policySwissac invests primarily in shares of companiesthat are domiciled in Switzerland. Stock selectionis based on qualitative and quantitative analyses.

Fund facts


Bloomberg ticker CRSSWSI SW



Cre

dit S

uiss

e Eq

uity

Fun

d


49


1 2 3 4 5 6 7

a subfund of CS Investment Funds 11 - Class B EUR

Purchases Sales- -- -- -- -

Fund manager CSAM Indirect Real Estate TeamFund manager since 14.06.2016Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 24.33Inception date 06.07.2001Management fee in % p.a. 1.92TER (as of 31.03.2016) in % 2.27Benchmark (BM)

FTSE EPRA/NAREIT Dev. Europe Capped (NR) (01/10)

Unit Class Category B(capital growth)

ISIN LU0129337381

Valor no. 1235387

Redemptions DailyEU taxation Out of scope


CS (Lux) European Property Equity Fund


2011 2012 2013 2014 2015 201660

80

100

120

140

160

180

200

-40%

-20%

0%

20%

40%

60%

80%

100%

-14.5

26.9

9.2

24.317.9

-3.3-10.4

27.1

10.8

25.418.1

-0.1

CS (Lux) European Property Equity Fund B EURYearly or year-to-date performance respectively(Fund)

FTSE EPRA/NAREIT Dev. Europe Capped (NR)(01/10)




Sectors in %Fund

Diversified REITs 27.39Residential REITs 25.33Retail REITs 23.62Industrial & Office REITs 17.76Speciality REITs 4.00Free Cash 1.90

Currencies in %

EUR 54.76GBP 31.20SEK 7.91CHF 6.13

Countries in %

United Kingdom 31.20Germany 23.40France 20.20Sweden 7.91Switzerland 6.13Spain 4.04Ireland 2.14Netherlands 1.56Cash/CashEquivalents 1.90Others 1.52Significant Transactions

Investment policyThe subfund invests throughout Europe in stocksof companies operating in the real estate marketand related industries. This sector consists ofenterprises which provide, produce, develop,finance and/or sell services and products for thereal estate market. There will not be any directinvestments in real estate.

Fund facts


Bloomberg ticker CSEFEPB LX


Fund statistics 2)


50



1 2 3 4 5 6 7

a subfund of CS Investment Funds 11 - Class IB EUR

Purchases Sales- -- -- -- -

Fund manager CSAM Indirect Real Estate TeamFund manager since 14.06.2016Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 24.33Inception date 06.07.2001Management fee in % p.a. 0.90TER (as of 31.03.2016) in % 1.25Benchmark (BM)

FTSE EPRA/NAREIT Dev. Europe Capped (NR) (01/10)

Unit Class Category IB(capital growth)

ISIN LU0129337548

Valor no. 1235389



CS (Lux) European Property Equity Fund


2011 2012 2013 2014 2015 201660

80

100

120

140

160

180

200

-40%

-20%

0%

20%

40%

60%

80%

100%

-13.6

28.2

10.3

25.519.1

-2.8-10.4

27.1

10.8

25.418.1

-0.1

CS (Lux) European Property Equity Fund IB EURYearly or year-to-date performance respectively(Fund)

FTSE EPRA/NAREIT Dev. Europe Capped (NR)(01/10)




Sectors in %Fund

Diversified REITs 27.39Residential REITs 25.33Retail REITs 23.62Industrial & Office REITs 17.76Speciality REITs 4.00Free Cash 1.90

Currencies in %

EUR 54.76GBP 31.20SEK 7.91CHF 6.13

Countries in %

United Kingdom 31.20Germany 23.40France 20.20Sweden 7.91Switzerland 6.13Spain 4.04Ireland 2.14Netherlands 1.56Cash/CashEquivalents 1.90Others 1.52Significant Transactions

Investment policyThe subfund invests throughout Europe in stocksof companies operating in the real estate marketand related industries. This sector consists ofenterprises which provide, produce, develop,finance and/or sell services and products for thereal estate market. There will not be any directinvestments in real estate.

Fund facts


Bloomberg ticker CSEFEPI LX


Fund statistics 2)


Cre

dit S

uiss

e S

ICA

V II


51


1 2 3 4 5 6 7


17.298.15

3.842.067.30

-10.63-2.36-1.26

1.10-25.51

Purchases SalesSLC AGRICOLA -SALINI IMPREGILO -GAZPROM OAO Reg S Adr -MIGROS TICARET -

Fund manager Gregor TrachselFund manager since 30.04.2008Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 168.53Inception date 08.06.2001Management fee in % p.a. 1.92TER (as of 31.03.2016) in % 2.23Benchmark (BM) MSCI World (NR)Unit Class Category B

(capital growth)

ISIN LU0129338272

Valor no. 1235254



CS (Lux) Global Value Equity Fund


2011 2012 2013 2014 2015 201660

80

100

120

140

160

180

200

-40%

-20%

0%

20%

40%

60%

80%

100%

-13.1

3.9

23.1

-0.12.0

14.5

-2.4

14.021.2 19.5

10.41.9

CS (Lux) Global Value Equity Fund B EUR Yearly or year-to-date performance respectively (Fund)MSCI World (NR) Yearly or year-to-date performance respectively (Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund 8.79 11.09 14.51 6.48 27.97 38.78Benchmark 3.54 6.15 1.91 -1.65 43.82 88.00


Materials 22.13 4.84Industrials 19.09 10.94Consumer Discretionary 16.43 12.59Consumer Staples 12.90 10.84Utilities 10.81 3.51Financials 8.45 19.08Energy 4.18 6.54Telecommunication Services 2.34 3.60Cash/Cash Equivalents 1.10 -Others 2.55 28.06

Currencies in %

EUR 21.70JPY 20.81BRL 17.36USD 16.73GBP 6.04CHF 5.74CLP 5.43SGD 2.66AUD 1.31Others 2.21


Countries in %

Japan 20.73Brazil 18.46Italy 13.96USA 8.82United Kingdom 6.00Switzerland 5.74Chile 5.43France 3.72Cash/CashEquivalents 1.10Others 16.02

Top 10 Holdings in %Masisa 2.88Del Monte Pacific 2.66Tech Pack S.A. 2.55Rumo Logistica Operador 2.52Edmond de RothSchild 2.25Celesc 2.23Cia Saneamento Minas Gerais 2.17ASA Gold and Precious Metals 2.13Anglo American 2.05Cresud 2.04Total 23.48

This Fund is not suitable for investors witha relative-return perspective and a rollinginvestment horizon of less than 5 years.

Investment policyThe Credit Suisse Equity Fund (Lux) GlobalValue pursues a "deep value" approach based onthe classic Graham & Dodd discipline. To thisend the fund invests in undervalued companieswhich are listed worldwide on regulated andaccessible markets. The investment decisionsare not made on the basis of a benchmark;nevertheless, investors can use the MSCI WorldIndex as a long-term yardstick. The valueapproach can deliver above-average results overa long period because it disciplines investors notto pay too much for an investment.

Fund facts


Bloomberg ticker CSEFSIE LX


Fund statistics 2)


52



1 2 3 4 5 6 7


17.298.15

3.842.067.30

-10.63-2.36-1.26

1.10-25.51


Fund manager Gregor TrachselFund manager since 30.04.2008Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 168.53Inception date 16.01.2007Management fee in % p.a. 0.90TER (as of 31.03.2016) in % 1.21Benchmark (BM) MSCI World (NR)Unit Class Category IB

(capital growth)

ISIN LU0129339833

Valor no. 1235366





2011 2012 2013 2014 2015 201680

100

120

140

160

180

200

-20%

0%

20%

40%

60%

80%

100%

-12.2

4.9

24.3

0.9 3.115.2

-2.4

14.021.2 19.5

10.41.9

CS (Lux) Global Value Equity Fund IB EUR Yearly or year-to-date performance respectively (Fund)MSCI World (NR) Yearly or year-to-date performance respectively (Benchmark)




Materials 22.13 4.84Industrials 19.09 10.94Consumer Discretionary 16.43 12.59Consumer Staples 12.90 10.84Utilities 10.81 3.51Financials 8.45 19.08Energy 4.18 6.54Telecommunication Services 2.34 3.60Cash/Cash Equivalents 1.10 -Others 2.55 28.06

Currencies in %



Countries in %





Fund facts


Bloomberg ticker CSEFLEI LX


Fund statistics 2)


Cre

dit S

uiss

e S

ICA

V II


53


1 2 3 4 5 6 7



Fund manager Gregor TrachselFund manager since 30.04.2008Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 168.53Inception date 18.10.2006Management fee in % p.a. 1.92TER (as of 31.03.2016) in % 2.23Benchmark (BM) No Benchmark (06/14)Unit Class Category BH

(capital growth)

ISIN LU0268334421

Valor no. 2705191





2011 2012 2013 2014 2015 201680

90

100

110

120

130

-20%

-10%

0%

10%

20%

30%

-14.5

3.3

22.9

-0.40.5

14.0

CS (Lux) Global Value Equity Fund BH CHF Yearly or year-to-date performance respectively (Fund)



Sectors in %Fund

Materials 22.13Industrials 19.09Consumer Discretionary 16.43Consumer Staples 12.90Utilities 10.81Financials 8.45Energy 4.18Telecommunication Services 2.34Cash/Cash Equivalents 1.10Others 2.55

Currencies in %



Countries in %





Fund facts


Bloomberg ticker CSEFWRC LX


Fund statistics 2)

3 years 5 yearsAnnualised volatility in % 12.95 12.38Information ratio 0.07 -0.34Tracking Error (Ex post) 17.11 14.57Beta -0.25 0.15

54



1 2 3 4 5 6 7

a subfund of CS Investment Funds 11 - Class BH CZK


Fund manager Gregor TrachselFund manager since 30.04.2008Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 168.53Inception date 19.11.2009Management fee in % p.a. 1.92TER (as of 31.03.2016) in % 2.23Benchmark (BM) No Benchmark (06/14)Unit Class Category BH

(capital growth)

ISIN LU0458681094

Valor no. 10665619




Net performance in CZK (rebased to 100) and yearly performance 2)

2011 2012 2013 2014 2015 201680

90

100

110

120

130

-20%

-10%

0%

10%

20%

30%

-13.6

4.0

22.9

-0.6

0.9

14.4

CS (Lux) Global Value Equity Fund BH CZK Yearly or year-to-date performance respectively (Fund)

Net performance in CZK 2)


Sectors in %Fund


Currencies in %



Countries in %





Fund facts

Unit class currency CZK

Bloomberg ticker CSEGVRC LX


Fund statistics 2)


Cre

dit S

uiss

e S

ICA

V II


55


1 2 3 4 5 6 7

a subfund of CS Investment Funds 11 - Class BH USD


Fund manager Gregor TrachselFund manager since 30.04.2008Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 168.53Inception date 18.10.2006Management fee in % p.a. 1.92TER (as of 31.03.2016) in % 2.23Benchmark (BM) No Benchmark (06/14)Unit Class Category EB

(capital growth)

ISIN LU0268334777

Valor no. 2705196





2011 2012 2013 2014 2015 201680

90

100

110

120

130

-20%

-10%

0%

10%

20%

30%

-13.7

4.1

23.3

-0.5

1.2

14.9

CS (Lux) Global Value Equity Fund BH USD Yearly or year-to-date performance respectively (Fund)



Sectors in %Fund


Currencies in %



Countries in %





Fund facts


Bloomberg ticker CSEFWRU LX


Fund statistics 2)


56



1 2 3 4 5 6 7


Purchases SalesUNICREDIT ACEATENARIS ATLANTIAEXOR SALINI IMPREGILOINTESA SANPAOLO ENITELECOM ITALIA FINECOBANK

Fund manager Marco BolzoniFund manager since 31.07.2015Location MilanoFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 57.68Inception date 25.09.1992Management fee in % p.a. 1.92TER (as of 31.03.2016) in % 2.19Benchmark (BM) MSCI Italy 10/40 (NR) (07/11)Unit Class Category B

(capital growth)

ISIN LU0055733355

Valor no. 349537



CS (Lux) Italy Equity Fund


2011 2012 2013 2014 2015 201660

80

100

120

140

160

-40%

-20%

0%

20%

40%

60%

-22.9

15.1

28.0

6.2

20.1

-20.8-25.4

15.224.1

5.5

16.2

-20.9

CS (Lux) Italy Equity Fund B EUR Yearly or year-to-date performance respectively (Fund)MSCI Italy 10/40 (NR) (07/11) Yearly or year-to-date performance respectively (Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund 5.37 -8.82 -20.84 -26.82 20.80 22.81Benchmark 4.80 -7.78 -20.94 -27.41 14.16 10.94

Sectors in %Fund

Financials 35.36Utilities 18.61Consumer Discretionary 13.54Industrials 12.64Energy 12.53Telecommunication Services 4.66Information Technology 1.43Health Care 0.50Cash/Cash Equivalents -0.09Others 0.81

Fund statistics 2)

3 years 5 yearsAnnualised volatility in % 18.53 21.27Information ratio 0.64 0.69Tracking Error (Ex post) 2.93 2.97Beta 0.97 0.94

Top 10 Holdings in %Enel 8.71Intesa Sanpaolo 7.62ENI 7.59Unicredit Fin. 4.94Snam Rete Gas 4.49Fiat Investments Chrysler 4.09Telecom Italia risp 3.99Assicurazioni Gen. 3.88Tenaris 3.88Atlantia 3.87Total 53.06


Investment policyThe aim of the Fund is to achieve the highestpossible capital growth by investing in leadingItalian companies characterised by highprofitability, a sound financial structure andsuccessful management.

Fund facts


Bloomberg ticker CRSITBI LX


Cre

dit S

uiss

e S

ICA

V II


57


1 2 3 4 5 6 7


Purchases SalesUNICREDIT ACEATENARIS ATLANTIAEXOR SALINI IMPREGILOINTESA SANPAOLO ENITELECOM ITALIA FINECOBANK

Fund manager Marco BolzoniFund manager since 31.07.2015Location MilanoFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 57.68Inception date 19.10.2007Management fee in % p.a. 0.70TER (as of 31.03.2016) in % 0.97Benchmark (BM) MSCI Italy 10/40 (NR) (07/11)Unit Class Category IB

(capital growth)

ISIN LU0108801654

Valor no. 1057956



CS (Lux) Italy Equity Fund


2011 2012 2013 2014 2015 201660

80

100

120

140

160

180

-40%

-20%

0%

20%

40%

60%

80%

-21.9

16.5

29.6

7.5

21.6

-20.3-25.4

15.224.1

5.516.2

-20.9

CS (Lux) Italy Equity Fund IB EUR Yearly or year-to-date performance respectively (Fund)MSCI Italy 10/40 (NR) (07/11) Yearly or year-to-date performance respectively (Benchmark)



Sectors in %Fund

Financials 35.36Utilities 18.61Consumer Discretionary 13.54Industrials 12.64Energy 12.53Telecommunication Services 4.66Information Technology 1.43Health Care 0.50Cash/Cash Equivalents -0.09Others 0.81

Fund statistics 2)


Top 10 Holdings in %Enel 8.71Intesa Sanpaolo 7.62ENI 7.59Unicredit Fin. 4.94Snam Rete Gas 4.49Fiat Investments Chrysler 4.09Telecom Italia risp 3.99Assicurazioni Gen. 3.88Tenaris 3.88Atlantia 3.87Total 53.06


Investment policyThe aim of the Fund is to achieve the highestpossible capital growth by investing in leadingItalian companies characterised by highprofitability, a sound financial structure andsuccessful management.

Fund facts


Bloomberg ticker CRSITLI LX


58



1 2 3 4 5 6 7


Purchases SalesSECURITAS B NEXANSTAYLOR WIMPEY SAGATIETO OYS TAYLOR WIMPEYBILLERUD KORSNAS AB OSRAM LICHT RegAVEVA GROUP LUNDIN PETROLEUM

Fund manager Jan BergFund manager since 21.02.2007Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 90.17Inception date 28.01.1994Management fee in % p.a. 1.92TER (as of 31.03.2016) in % 2.20Benchmark (BM)

MSCI Europe Small Cap (NR) (09/06)Swinging single pricing (SSP) 3) YesUnit Class Category B

(capital growth)

ISIN LU0048365026

Valor no. 140168



CS (Lux) Small and Mid Cap Europe Equity Fund


2011 2012 2013 2014 2015 201660

80

100

120

140

160

180

200

-40%

-20%

0%

20%

40%

60%

80%

100%

-18.6

19.030.4

9.620.1

-4.6-17.4

27.033.4

6.5

23.5

-4.8

CS (Lux) Small and Mid Cap Europe Equity FundB EUR


MSCI Europe Small Cap (NR) (09/06)Yearly or year-to-date performance respectively(Benchmark)



Sectors in %Fund

Information Technology 20.06Industrials 19.58Materials 19.22Health Care 10.68Consumer Staples 7.11Energy 6.65Consumer Discretionary 6.25Financials 6.23Utilities 1.81Cash/Cash Equivalents 2.40

Currencies in %

EUR 43.67GBP 22.02CHF 13.50SEK 12.11NOK 7.35DKK 1.35

Countries in %

United Kingdom 20.96Switzerland 13.25Sweden 11.82Finland 11.28France 8.07Norway 6.81Spain 5.83Belgium 5.16Cash/CashEquivalents 2.40Others 14.40

Top 10 Holdings in %Acergy 3.76Halma 3.75Oriflame Cosmetics 3.51Micro Focus International 3.21Ypsomed 2.97Vaisala Oyj 2.94Huhtamaki 2.82Nexity A 2.76Umicore 2.60Verkkokauppa.com 2.54Total 30.86


Investment policyThe aim of the Fund is to achieve the highestcapital growth possible. The Fund invests at leasttwo-thirds of its assets in small andmedium-sized European companies with amarket capitalization of EUR 5 billion or less. Theinvestment region Europe includes all EU andEFTA countries.

Fund facts


Bloomberg ticker CRSESEI LX



Fund statistics 2)


Cre

dit S

uiss

e S

ICA

V II


59


1 2 3 4 5 6 7


Purchases SalesDEUTSCHE PFANDBRIEFBANK

HELLA KGAA HUECK & COSTROER OUT-OF-HOME MEDIAAIRBUS GROUP NVKION GROUP FIELMANNFREENET Reg VOSSLOHAURUBIS GEA GROUP

Fund manager Felix MeierFund manager since 01.01.2003Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 331.13Inception date 26.08.1994Management fee in % p.a. 1.92TER (as of 31.03.2016) in % 2.18Benchmark (BM) Midcap Market Index (TR) (07/08)Unit Class Category B

(capital growth)

ISIN LU0052265898

Valor no. 248590



CS (Lux) Small and Mid Cap Germany Equity Fund


2011 2012 2013 2014 2015 20166080

100120140160180200220

-40%-20%

0%20%40%60%80%

100%120%

-15.3

33.1 39.5

0.3

19.5

-4.2-13.9

31.340.3

4.4

25.7

-0.6

CS (Lux) Small and Mid Cap Germany Equity FundB EUR


Midcap Market Index (TR) (07/08)Yearly or year-to-date performance respectively(Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund 7.23 3.58 -4.22 -4.83 32.21 77.54Benchmark 6.70 5.19 -0.56 0.24 51.35 103.60

Sectors in %Fund

Industrials 30.10Information Technology 19.55Financials 13.48Health Care 12.36Materials 10.88Consumer Discretionary 9.16Telecommunication Services 2.24Consumer Staples 1.85Utilities 0.38Cash/Cash Equivalents 0.01

Currencies in %

EUR 100.00

Countries in %

Germany 90.75France 8.14Luxembourg 1.10Cash/CashEquivalents 0.01

Top 10 Holdings in %Airbus Group 8.14Wire Card 6.23GEA Group AG 4.45Deutsche Wohnen 3.99Morphosys 3.93Symrise 3.48Brenntag 3.10Grenkeleasing 2.95Hannover Rueck 2.68Qiagen 2.47Total 41.42


Investment policyThe aim of the Fund is to achieve the highestpossible capital growth. Investment focus is onsmall and mid-sized companies domiciled inGermany. Small and mid sized companies arecompanies not being part of the DAX 30 Index.

Fund facts


Bloomberg ticker CRSESGI LX


Fund statistics 2)


60



1 2 3 4 5 6 7


Purchases SalesDEUTSCHE PFANDBRIEFBANK

HELLA KGAA HUECK & COSTROER OUT-OF-HOME MEDIAAIRBUS GROUP NVKION GROUP FIELMANNFREENET Reg VOSSLOHAURUBIS GEA GROUP

Fund manager Felix MeierFund manager since 01.01.2003Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 331.13Inception date 29.08.2005Management fee in % p.a. 0.90TER (as of 31.03.2016) in % 1.17Benchmark (BM) Midcap Market Index (TR) (07/08)Unit Class Category IB

(capital growth)

ISIN LU0108803940

Valor no. 1057945



CS (Lux) Small and Mid Cap Germany Equity Fund


2011 2012 2013 2014 2015 20166080

100120140160180200220

-40%-20%

0%20%40%60%80%

100%120%

-14.5

34.5 40.9

1.3

20.7

-3.6-13.9

31.340.3

4.4

25.7

-0.6

CS (Lux) Small and Mid Cap Germany Equity FundIB EUR


Midcap Market Index (TR) (07/08)Yearly or year-to-date performance respectively(Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund 7.32 3.84 -3.65 -3.86 36.32 86.89Benchmark 6.70 5.19 -0.56 0.24 51.35 103.60

Sectors in %Fund

Industrials 30.10Information Technology 19.55Financials 13.48Health Care 12.36Materials 10.88Consumer Discretionary 9.16Telecommunication Services 2.24Consumer Staples 1.85Utilities 0.38Cash/Cash Equivalents 0.01

Currencies in %

EUR 100.00

Countries in %

Germany 90.75France 8.14Luxembourg 1.10Cash/CashEquivalents 0.01

Top 10 Holdings in %Airbus Group 8.14Wire Card 6.23GEA Group AG 4.45Deutsche Wohnen 3.99Morphosys 3.93Symrise 3.48Brenntag 3.10Grenkeleasing 2.95Hannover Rueck 2.68Qiagen 2.47Total 41.42


Investment policyThe aim of the Fund is to achieve the highestpossible capital growth. Investment focus is onsmall and mid-sized companies domiciled inGermany. Small and mid sized companies arecompanies not being part of the DAX 30 Index.

Fund facts


Bloomberg ticker CSEFSCI LX


Fund statistics 2)


Cre

dit S

uiss

e S

ICA

V II


61


1 2 3 4 5 6 7


-0.82-0.42

-1.750.65

0.160.57

-0.032.91

0.16-1.44

Purchases SalesS&P GLOBAL QUALCOMMGENERAL MILLS THE PRICELINE GROUPCOMCAST A HONEYWELL INTERNATIONALACTIVISION BLIZZARD KIMBERLY-CLARKALLEGION MOLSON COORS B

Fund manager Marcello MusioFund manager since 01.08.2012Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 396.32Inception date 07.06.1991Management fee in % p.a. 1.25TER (as of 31.03.2016) in % 1.53Benchmark (BM) MSCI USA (NR)Unit Class Category B

(capital growth)

ISIN LU0055732977

Valor no. 349533



CS (Lux) USA Growth Opportunities Equity Fund


2011 2012 2013 2014 2015 201680

100

120

140

160

180

200

-20%

0%

20%

40%

60%

80%

100%

-3.4

11.7

32.1

10.70.4

-0.11.4

15.3

31.8

12.70.7

7.1

CS (Lux) USA Growth Opportunities Equity FundB USD


MSCI USA (NR)Yearly or year-to-date performance respectively(Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund 2.80 5.72 -0.08 -6.94 25.02 55.68Benchmark 3.76 5.80 7.12 4.33 34.32 80.42


Information Technology 19.93 20.75Health Care 14.72 15.14Financials 13.86 15.61Consumer Discretionary 13.85 13.21Consumer Staples 10.12 9.96Industrials 9.90 9.33Energy 6.70 6.73Utilities 6.33 3.43Cash/Cash Equivalents 0.16 -Others 4.42 5.86

Fund statistics 2)


Top 10 Holdings in %Alphabet -A- 3.05Amazon.Com 2.62Broadcom 2.46Facebook 2.19Edwards Lifesciences Corp. 2.14First Republic Bank 2.07Bank of Hawaii 2.03American Water Works 2.02Pioneer Nat. Res. 2.01Medivation 1.95Total 22.54


Investment policyThe aim of the Fund is to achieve long-termcapital appreciation by investing in a growth stylebiased portfolio of US companies. The Fundinvest primarily in well-established medium tolarge-sized US companies that have the ability todeliver superior growth compared to their peersand the overall US market. Stock selection isdriven by proprietary quantitative growth screens,followed by deep fundamental research and astrong emphasis on risk controls within theportfolio.

Fund facts


Bloomberg ticker CRSNABI LX


62



1 2 3 4 5 6 7


-0.82-0.42

-1.750.65

0.160.57

-0.032.91

0.16-1.44


Fund manager Marcello MusioFund manager since 01.08.2012Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 396.32Inception date 14.04.2000Management fee in % p.a. 0.70TER (as of 31.03.2016) in % 0.97Benchmark (BM) MSCI USA (NR)Unit Class Category IB

(capital growth)

ISIN LU0108804591

Valor no. 1057955





2011 2012 2013 2014 2015 201680

100

120

140

160

180

200

-20%

0%

20%

40%

60%

80%

100%

-2.8

12.3

32.9

11.31.0 0.21.4

15.3

31.8

12.70.7

7.1

CS (Lux) USA Growth Opportunities Equity FundIB USD







Fund statistics 2)





Fund facts


Bloomberg ticker CRSNAII LX


Cre

dit S

uiss

e S

ICA

V II


63


1 2 3 4 5 6 7


-0.82-0.42

-1.750.65

0.160.57

-0.032.91

0.16-1.44


Fund manager Marcello MusioFund manager since 01.08.2012Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 396.32Inception date 31.05.2002Management fee in % p.a. 1.25TER (as of 31.03.2016) in % 1.53Benchmark (BM) MSCI USA (NR)Unit Class Category BH

(capital growth)

ISIN LU0145374574

Valor no. 1402727





2011 2012 2013 2014 2015 201680

100120140160180200220240

-20%0%

20%40%60%80%

100%120%140%

-5.1

10.9

31.4

10.40.2

-0.8

4.813.6

26.1 28.312.2

4.1

CS (Lux) USA Growth Opportunities Equity FundBH EUR




1 month 3 months YTD 1 year 3 years 5 yearsFund 2.75 5.19 -0.84 -7.56 23.28 49.68Benchmark 3.08 8.36 4.06 3.08 59.49 131.85



Fund statistics 2)





Fund facts


Bloomberg ticker CRSNAHI LX


64



1 2 3 4 5 6 7


15.0320.11

7.324.55

-5.871.29

-4.370.64

Purchases SalesDEL MONTE PACIFIC -

Fund manager Gregor TrachselFund manager since 30.04.2008Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 60.96Inception date 30.03.2004Management fee in % p.a. 1.92TER (as of 31.03.2016) in % 2.22Benchmark (BM) MSCI USA (NR) (09/11)Unit Class Category B

(capital growth)

ISIN LU0187731129

Valor no. 1806067



CS (Lux) USA Value Equity Fund


2011 2012 2013 2014 2015 201660

80

100

120

140

160

180

200

-40%

-20%

0%

20%

40%

60%

80%

100%

-6.5

18.9

39.9

-7.7-18.2

20.3

1.1

15.3

31.8

12.70.7

7.1

CS (Lux) USA Value Equity Fund B USD Yearly or year-to-date performance respectively (Fund)MSCI USA (NR) (09/11) Yearly or year-to-date performance respectively (Benchmark)




Industrials 24.36 9.33Materials 23.13 3.02Consumer Discretionary 20.53 13.21Consumer Staples 14.51 9.96Financials 9.74 15.61Utilities 4.72 3.43Energy 2.36 6.73Cash/Cash Equivalents 0.64 -

Currencies in %

USD 91.47BRL 4.06GBP 2.26SGD 2.20EUR 0.01

Countries in %

USA 70.88Brazil 12.47United Kingdom 4.56Italy 2.71Switzerland 2.61Philippines 2.20Cash/CashEquivalents 0.64Others 3.94

Top 10 Holdings in %Gerdau Adr 4.06ASA Gold and Precious Metals 3.94Layne Christensen 3.94Tronc 3.69The Mcclatchy A 3.65Rayonier Advanced Matls 3.39Belmond A 3.30Tejon Ranch 3.23Schweitzer-Mauduit Intl. 3.10Owens-Illinois 3.08Total 35.38



Investment policyThe Credit Suisse Equity Fund (Lux) USA Valuepursues a "deep value" approach based on theclassic Graham & Dodd discipline. To this endthe fund invests in undervalued companies whichare domiciled or conduct a majority of theirbusiness activities in the USA. The investmentdecisions are not made on the basis of abenchmark; nevertheless, investors can use theMSCI USA (NR) Index as a long-term yardstick.The value approach can deliver above-averageresults over a long period because it disciplinesinvestors not to pay too much for an investment.

Fund facts


Bloomberg ticker CSEUSVB LX


Fund statistics 2)


Cre

dit S

uiss

e S

ICA

V II


65


1 2 3 4 5 6 7


15.0320.11

7.324.55

-5.871.29

-4.370.64


Fund manager Gregor TrachselFund manager since 30.04.2008Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 60.96Inception date 19.10.2007Management fee in % p.a. 0.90TER (as of 31.03.2016) in % 1.20Benchmark (BM) MSCI USA (NR) (09/11)Unit Class Category IB

(capital growth)

ISIN LU0187731806

Valor no. 1806073





2011 2012 2013 2014 2015 201660

80

100

120

140

160

180

200

-40%

-20%

0%

20%

40%

60%

80%

100%

-5.5

20.1

41.3

-6.7-17.3

21.1

1.1

15.3

31.8

12.70.7

7.1

CS (Lux) USA Value Equity Fund IB USD Yearly or year-to-date performance respectively (Fund)MSCI USA (NR) (09/11) Yearly or year-to-date performance respectively (Benchmark)




Industrials 24.36 9.33Materials 23.13 3.02Consumer Discretionary 20.53 13.21Consumer Staples 14.51 9.96Financials 9.74 15.61Utilities 4.72 3.43Energy 2.36 6.73Cash/Cash Equivalents 0.64 -

Currencies in %


Countries in %






Fund facts


Bloomberg ticker CSELUVI LX


Fund statistics 2)


66



1 2 3 4 5 6 7



Fund manager Gregor TrachselFund manager since 30.04.2008Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 60.96Inception date 27.06.2011Management fee in % p.a. 1.92TER (as of 31.03.2016) in % 2.22Benchmark (BM) No BenchmarkUnit Class Category BH

(capital growth)

ISIN LU0187731558

Valor no. 1806069





2011 2012 2013 2014 2015 2016708090

100110120130140150

-30%-20%-10%

0%10%20%30%40%50%

18.0

39.1

-7.9

-18.8

19.2

CS (Lux) USA Value Equity Fund BH EUR Yearly or year-to-date performance respectively (Fund)


1 month 3 months YTD 1 year 3 years 5 yearsFund 6.84 7.36 19.23 8.77 -1.56 34.04

Sectors in %Fund

Industrials 24.36Materials 23.13Consumer Discretionary 20.53Consumer Staples 14.51Financials 9.74Utilities 4.72Energy 2.36Cash/Cash Equivalents 0.64

Currencies in %


Countries in %






Fund facts


Bloomberg ticker CSUSAER LX


Fund statistics 2)

3 years 5 yearsAnnualised volatility in % 16.86 18.32Information ratio - -Tracking Error (Ex post) - -Beta - -

Cre

dit S

uiss

e S

ICA

V II


67


Fund manager Urs HillerFund manager since 01.01.1997Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 436.20Inception date 30.10.1998Management fee in % p.a. 1.50TER (as of 31.03.2016) in % 1.54Swinging single pricing (SSP) 3) YesUnit Class Category B

(capital growth)

ISIN LU0091100973

Valor no. 951124



CS (Lux) Portfolio Fund Balanced EUR


2011 2012 2013 2014 2015 201690

100

110

120

130

140

-10%

0%

10%

20%

30%

40%

-5.6

11.0

5.08.6

3.00.5

CS (Lux) Portfolio Fund Balanced EUR B Yearly or year-to-date performance respectively (Fund)




Equity 46.42Bonds 39.44Alternatives 7.62Cash/CashEquivalents 6.52


EUR 64.39USD 21.03AUD 2.19JPY 1.98CAD 0.91CHF 0.59GBP 0.50Others 8.41

Asset allocation in %Cash/Cash Equivalents Bonds Equity Alternatives Total

Euroland 0.00 22.29 17.17 0.47 39.93UK 0.02 0.75 0.00 - 0.77USA 1.07 7.60 15.58 1.62 25.87Others 5.43 - - - 5.43Emerging Markets - 4.68 8.41 - 13.09Japan - 0.77 1.75 - 2.52Canada - 0.44 0.76 - 1.20Switzerland - 0.11 1.01 - 1.12Global - 2.22 - 4.81 7.03Asia Pacific - 0.58 1.74 0.72 3.04Total 6.52 39.44 46.42 7.62 100.00

DurationModified duration in years 0) 4.50

Fund statistics 2)



assetsCredit Suisse Commodity Allocation Fund 3.85CS FI Global HY 1.46Credit Suisse European Dividend Equity 1.40Credit Suisse Commodity Index Plus Fund 0.960.3 Japan 20.12.2025 0.77Credit Suisse Global Convertible Fund 0.763.75 Australia & New Z. Bank10.03.2017

0.71

Euro Stoxx 50 Index 0.67TOTAL SA 0.58Anheuser Busch 0.57Total 11.73

Investment policyThe aim of the fund is to achieve the highestpossible total return in EUR by investingworldwide, in principle with equal allocations inequities, equity-type securities and fixed orvariable rate securities. The proportion of thefund's assets invested in equities and equity-typesecurities may vary between 30% and 60%.In addition, money market instruments may beheld on an ancillary basis. The fund may alsoinvest a maximum of 20% in real estate andcommodities.

Fund facts


Bloomberg ticker CSPLBAL LX



Allocation of bonds in %Straight bonds 77.63Emerging Market Bonds 11.82High Yield Bonds 5.25Inflation Linked Bonds 3.38Convertibles 1.92

68

1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.

a subfund of CS Investment Funds 12 - Class B CHF

Fund manager Urs HillerFund manager since 01.01.1997Location ZurichFund domicile LuxembourgFund currency CHFClose of financial year 31. MarchTotal net assets (in mil.) 1'131.29Inception date 14.05.1993Management fee in % p.a. 1.50TER (as of 31.03.2016) in % 1.53Swinging single pricing (SSP) 3) YesUnit Class Category B

(capital growth)

ISIN LU0078040838

Valor no. 672328



CS (Lux) Portfolio Fund Balanced CHF


2011 2012 2013 2014 2015 201685

90

95

100

105

110

115

120

-15%

-10%

-5%

0%

5%

10%

15%

20%

-6.7

9.4

5.47.9

-2.90.0

CS (Lux) Portfolio Fund Balanced CHF B Yearly or year-to-date performance respectively (Fund)


1 month 3 months YTD 1 year 3 years 5 yearsFund 0.91 1.94 -0.01 -2.54 5.91 21.24




CHF 61.33USD 21.41EUR 3.36AUD 2.05JPY 1.97CAD 0.86GBP 0.54Others 8.48


Switzerland -0.03 19.08 18.35 - 37.40Euroland 0.02 1.88 1.21 0.46 3.57UK 0.02 0.74 -0.09 - 0.67USA 0.47 9.62 13.53 1.60 25.22Others 4.95 - - - 4.95Emerging Markets - 4.92 8.48 - 13.40Japan - 1.49 1.64 - 3.13Canada - 0.54 0.71 - 1.25Global - 2.59 - 4.84 7.43Asia Pacific - 0.57 1.66 0.75 2.98Total 5.43 41.43 45.49 7.65 100.00



Fund statistics 2)



assetsNestle SA 3.89Credit Suisse Commodity Allocation Fund 3.88Roche Holding AG 2.88Novartis AG 2.80CS FI Global HY 1.62Credit Suisse European Dividend Equity 1.11Credit Suisse Global Convertible Fund 0.97Credit Suisse Commodity Index Plus Fund 0.960.3 Japan 20.12.2025 0.83UBS Group AG 0.77Total 19.71

Investment policyThe aim of the fund is to achieve the highestpossible total return in CHF by investingworldwide, in principle with equal allocations inequities, equity-type securities and fixed orvariable rate securities. The proportion of thefund's assets invested in equities and equity-typesecurities may vary between 30% and 60%.In addition, money market instruments may beheld on an ancillary basis. The fund may alsoinvest a maximum of 20% in real estate andcommodities.

Fund facts


Bloomberg ticker CRSPBSI LX



Cre

dit S

uiss

e P

ortfo

lio F

und


69

a subfund of CS Investment Funds 12 - Class IB CHF

Fund manager Urs HillerFund manager since 01.01.1997Location ZurichFund domicile LuxembourgFund currency CHFClose of financial year 31. MarchTotal net assets (in mil.) 1'131.29Inception date 10.04.2012Management fee in % p.a. 0.60TER (as of 31.03.2016) in % 0.72Swinging single pricing (SSP) 3) YesUnit Class Category IB

(capital growth)

ISIN LU0108822734

Valor no. 1057438

Min. Init. Investm. Amount (in mill.) 3EU taxation In scope - tax


CS (Lux) Portfolio Fund Balanced CHF


2012 2013 2014 2015 201695

100

105

110

115

120

125

-5%

0%

5%

10%

15%

20%

25%

6.48.9

-2.1

0.5

CS (Lux) Portfolio Fund Balanced CHF IB Yearly or year-to-date performance respectively (Fund)








Switzerland -0.03 19.08 18.35 - 37.40Euroland 0.02 1.88 1.21 0.46 3.57UK 0.02 0.74 -0.09 - 0.67USA 0.47 9.62 13.53 1.60 25.22Others 4.95 - - - 4.95Emerging Markets - 4.92 8.48 - 13.40Japan - 1.49 1.64 - 3.13Canada - 0.54 0.71 - 1.25Global - 2.59 - 4.84 7.43Asia Pacific - 0.57 1.66 0.75 2.98Total 5.43 41.43 45.49 7.65 100.00



Fund statistics 2)



assetsNestle SA 3.89Credit Suisse Commodity Allocation Fund 3.88Roche Holding AG 2.88Novartis AG 2.80CS FI Global HY 1.62Credit Suisse European Dividend Equity 1.11Credit Suisse Global Convertible Fund 0.97Credit Suisse Commodity Index Plus Fund 0.960.3 Japan 20.12.2025 0.83UBS Group AG 0.77Total 19.71

Investment policyThe aim of the fund is to achieve the highestpossible total return in CHF by investingworldwide, in principle with equal allocations inequities, equity-type securities and fixed orvariable rate securities. The proportion of thefund's assets invested in equities and equity-typesecurities may vary between 30% and 60%.In addition, money market instruments may beheld on an ancillary basis. The fund may alsoinvest a maximum of 20% in real estate andcommodities.

Fund facts


Bloomberg ticker CRSPBBI LX



70



Fund manager Urs HillerFund manager since 01.01.1997Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 155.38Inception date 14.05.1993Management fee in % p.a. 1.50TER (as of 31.03.2016) in % 1.56Swinging single pricing (SSP) 3) YesUnit Class Category B

(capital growth)

ISIN LU0078041133

Valor no. 672327



CS (Lux) Portfolio Fund Balanced USD


2011 2012 2013 2014 2015 201690

95

100

105

110

115

-10%

-5%

0%

5%

10%

15%

-5.4

9.8

4.8

0.6

-2.7

4.0

CS (Lux) Portfolio Fund Balanced USD B Yearly or year-to-date performance respectively (Fund)






USD 79.03EUR 3.95JPY 2.82AUD 2.69CAD 1.14GBP 1.06CHF 0.34Others 8.97


Euroland 0.02 1.18 2.49 0.42 4.11UK 0.07 0.63 -0.08 - 0.62USA 0.79 30.02 27.36 1.56 59.73Others 5.06 - - - 5.06Emerging Markets - 4.93 8.97 - 13.90Japan - 1.44 2.44 - 3.88Canada - 0.51 1.09 - 1.60Switzerland - 0.05 1.37 - 1.42Global - 1.90 - 4.61 6.51Asia Pacific - 0.46 2.05 0.66 3.17Total 5.94 41.12 45.69 7.25 100.00



Fund statistics 2)



assetsCredit Suisse Commodity Allocation Fund 3.34CS FI Global HY 1.45Credit Suisse Commodity Index Plus Fund 1.271 US Treasury 30.09.2019 1.140.875 US Treasury 31.01.2018 1.133.375 US Treasury 15.11.2019 1.072 US Treasury 15.02.2023 0.950.875 US Treasury 15.11.2017 0.931.875 US Treasury 30.11.2021 0.891.75 US Treasury 15.05.2023 0.88Total 13.05

Investment policyThe aim of the fund is to achieve the highestpossible total return in USD by investingworldwide, in principle with equal allocations inequities, equity-type securities and fixed orvariable rate securities. The proportion of thefund's assets invested in equities and equity-typesecurities may vary between 30% and 60%.In addition, money market instruments may beheld on an ancillary basis. The fund may alsoinvest a maximum of 20% in real estate andcommodities.

Fund facts


Bloomberg ticker CRSPBUI LX



Cre

dit S

uiss

e P

ortfo

lio F

und


71


Fund manager Urs HillerFund manager since 01.01.1997Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 155.38Inception date 10.07.2013Management fee in % p.a. 0.60TER (as of 31.03.2016) in % 0.74Swinging single pricing (SSP) 3) YesUnit Class Category IB

(capital growth)

ISIN LU0108835801

Valor no. 1057436



CS (Lux) Portfolio Fund Balanced USD


2013 2014 2015 201696

98

100

102

104

106

108

110

-4%

-2%

0%

2%

4%

6%

8%

10%

1.5

-1.9

4.5

CS (Lux) Portfolio Fund Balanced USD IB Yearly or year-to-date performance respectively (Fund)








Euroland 0.02 1.18 2.49 0.42 4.11UK 0.07 0.63 -0.08 - 0.62USA 0.79 30.02 27.36 1.56 59.73Others 5.06 - - - 5.06Emerging Markets - 4.93 8.97 - 13.90Japan - 1.44 2.44 - 3.88Canada - 0.51 1.09 - 1.60Switzerland - 0.05 1.37 - 1.42Global - 1.90 - 4.61 6.51Asia Pacific - 0.46 2.05 0.66 3.17Total 5.94 41.12 45.69 7.25 100.00



Fund statistics 2)



assetsCredit Suisse Commodity Allocation Fund 3.34CS FI Global HY 1.45Credit Suisse Commodity Index Plus Fund 1.271 US Treasury 30.09.2019 1.140.875 US Treasury 31.01.2018 1.133.375 US Treasury 15.11.2019 1.072 US Treasury 15.02.2023 0.950.875 US Treasury 15.11.2017 0.931.875 US Treasury 30.11.2021 0.891.75 US Treasury 15.05.2023 0.88Total 13.05

Investment policyThe aim of the fund is to achieve the highestpossible total return in USD by investingworldwide, in principle with equal allocations inequities, equity-type securities and fixed orvariable rate securities. The proportion of thefund's assets invested in equities and equity-typesecurities may vary between 30% and 60%.In addition, money market instruments may beheld on an ancillary basis. The fund may alsoinvest a maximum of 20% in real estate andcommodities.

Fund facts


Bloomberg ticker CRSPBIA LX



72



Fund manager Urs HillerFund manager since 01.01.1997Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 106.50Inception date 30.10.1998Management fee in % p.a. 1.70TER (as of 31.03.2016) in % 1.74Swinging single pricing (SSP) 3) YesUnit Class Category B

(capital growth)

ISIN LU0091101195

Valor no. 951292

EU taxation In scope - no tax


CS (Lux) Portfolio Fund Growth EUR


2011 2012 2013 2014 2015 201680

90

100

110

120

130

140

-20%

-10%

0%

10%

20%

30%

40%

-9.3

12.99.0 10.1

4.4

-0.4

CS (Lux) Portfolio Fund Growth EUR B Yearly or year-to-date performance respectively (Fund)






EUR 50.15USD 28.95JPY 3.31AUD 2.69CAD 1.30CHF 0.91GBP 0.77Others 11.92




Allocation of bonds in %Straight bonds 63.70Emerging Market Bonds 17.96High Yield Bonds 8.48Convertibles 5.18Inflation Linked Bonds 4.68

Fund statistics 2)



assetsCredit Suisse Commodity Allocation Fund 3.79Credit Suisse European Dividend Equity 1.51CS FI Global HY 1.24Credit Suisse Commodity Index Plus Fund 1.08Credit Suisse Global Convertible Fund 0.94TOTAL SA 0.74Anheuser Busch 0.73Sanofi 0.72Bayer AG 0.64SAP SE 0.62Total 12.01

Investment policyThe aim of the fund is to achieve the highestpossible total return in EUR by investingworldwide in equities, equity-type securities andfixed or variable rate securities. Investments inequities and equity-type securities will accountfor at least 50% of the fund's net assets atany given time. In addition, money marketinstruments may be held on an ancillary basis.The fund may also invest a maximum of 20% inreal estate and commodities.

Fund facts


Bloomberg ticker CSPLGRO LX



Cre

dit S

uiss

e P

ortfo

lio F

und


73


Fund manager Urs HillerFund manager since 01.01.1997Location ZurichFund domicile LuxembourgFund currency CHFClose of financial year 31. MarchTotal net assets (in mil.) 241.93Inception date 11.06.1993Management fee in % p.a. 1.70TER (as of 31.03.2016) in % 1.73Swinging single pricing (SSP) 3) YesUnit Class Category B

(capital growth)

ISIN LU0078041992

Valor no. 672378



CS (Lux) Portfolio Fund Growth CHF


2011 2012 2013 2014 2015 2016859095

100105110115120125

-15%-10%-5%0%5%

10%15%20%25%

-8.3

11.89.6 10.4

-3.4-0.9

CS (Lux) Portfolio Fund Growth CHF B Yearly or year-to-date performance respectively (Fund)




Equity 66.48Bonds 18.74Cash/CashEquivalents 7.45Alternatives 7.33


CHF 47.65USD 28.41EUR 4.76JPY 2.88AUD 2.74CAD 1.19GBP 0.71Others 11.66


Switzerland 0.03 6.10 26.96 - 33.09Euroland 0.02 0.76 1.72 0.46 2.96UK 0.02 0.28 0.00 - 0.30USA 1.16 5.34 20.52 1.40 28.42Others 6.22 - - - 6.22Emerging Markets - 3.41 11.66 - 15.07Japan - 0.26 2.47 - 2.73Canada - 0.11 1.00 - 1.11Global - 2.21 - 4.75 6.96Asia Pacific - 0.27 2.15 0.72 3.14Total 7.45 18.74 66.48 7.33 100.00


Allocation of bonds in %Straight bonds 64.24Emerging Market Bonds 18.20High Yield Bonds 8.22Convertibles 4.96Inflation Linked Bonds 4.38

Fund statistics 2)



assetsNestle SA 5.81Roche Holding AG 4.33Novartis AG 4.17Credit Suisse Commodity Allocation Fund 3.81Credit Suisse European Dividend Equity 1.46CS FI Global HY 1.28UBS Group AG 1.14ABB 1.03Zurich Insurance Group 1.00Syngenta AG 0.96Total 24.99

Investment policyThe aim of the fund is to achieve the highestpossible total return in CHF by investingworldwide in equities, equity-type securities andfixed or variable rate securities. Investments inequities and equity-type securities will accountfor at least 50% of the fund's net assets atany given time. In addition, money marketinstruments may be held on an ancillary basis.The fund may also invest a maximum of 20% inreal estate and commodities.

Fund facts


Bloomberg ticker CRSPGSI LX



74



Fund manager Urs HillerFund manager since 01.01.1997Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 68.84Inception date 11.06.1993Management fee in % p.a. 1.70TER (as of 31.03.2016) in % 1.75Swinging single pricing (SSP) 3) YesUnit Class Category B

(capital growth)

ISIN LU0078042453

Valor no. 672380



CS (Lux) Portfolio Fund Growth USD


2011 2012 2013 2014 2015 201685

90

95

100

105

110

115

120

-15%

-10%

-5%

0%

5%

10%

15%

20%

-10.1

12.79.2

-0.3-3.7

3.8

CS (Lux) Portfolio Fund Growth USD B Yearly or year-to-date performance respectively (Fund)











Fund statistics 2)



assetsCredit Suisse Commodity Allocation Fund 3.50Credit Suisse European Dividend Equity 1.26CS FI Global HY 1.17Apple Inc 0.97Credit Suisse Commodity Index Plus Fund 0.96Microsoft Corp 0.78Credit Suisse Global Convertible Fund 0.75Amazon.Com 0.72Facebook 0.65Total 10.76

Investment policyThe aim of the fund is to achieve the highestpossible total return in USD by investingworldwide in equities, equity-type securities andfixed or variable rate securities. Investments inequities and equity-type securities will accountfor at least 50% of the fund's net assets atany given time. In addition, money marketinstruments may be held on an ancillary basis.The fund may also invest a maximum of 20% inreal estate and commodities.

Fund facts


Bloomberg ticker CRSPGUI LX



Cre

dit S

uiss

e P

ortfo

lio F

und


75

a subfund of CS Investment Funds 12 - Class A EUR & B EUR

Fund manager Urs HillerFund manager since 01.01.1997Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 607.38Inception date 30.10.1998Management fee in % p.a. 1.30TER (as of 31.03.2016) in % 1.35Swinging single pricing (SSP) 3) YesUnit Class Category A

(distribution)

ISIN LU0091100627

Valor no. 951289



CS (Lux) Portfolio Fund Yield EUR


2011 2012 2013 2014 2015 201695

100

105

110

115

120

125

-5%

0%

5%

10%

15%

20%

25%

-2.6

9.1

1.3

7.2

1.4 1.7

CS (Lux) Portfolio Fund Yield EUR B Yearly or year-to-date performance respectively (Fund)




Bonds 60.95Equity 26.03Alternatives 7.64Cash/CashEquivalents 5.38




Euroland -0.15 38.97 8.77 0.46 48.05UK 0.01 1.14 0.00 - 1.15USA 1.31 9.27 8.46 1.65 20.69Others 4.21 - - - 4.21Emerging Markets - 5.77 5.52 - 11.29Japan - 1.71 0.90 - 2.61Canada - 0.55 0.49 - 1.04Switzerland - 0.08 0.64 - 0.72Global - 2.86 - 4.80 7.66Asia Pacific - 0.60 1.25 0.73 2.58Total 5.38 60.95 26.03 7.64 100.00



Fund statistics 2)



assetsCredit Suisse Commodity Allocation Fund 3.75CS FI Global HY 2.34Credit Suisse Commodity Index Plus Fund 1.051.5 Italy 01.08.2019 1.02Credit Suisse European Dividend Equity 0.920.3 Japan 20.12.2025 0.84France 0.72Spain 0.653.75 Australia & New Z. Bank10.03.2017

0.64

Total 11.93

Investment policyThe aim of the fund is to achieve an appropriatereturn in EUR by taking advantage of thepossibilities for international diversification. Thefund invests worldwide in fixed and variable ratesecurities as well as in equities and equity-typesecurities. Fixed and variable rate securitiesaccount for at least 35% of the net assets of thefund at any given time. In addition, money marketinstruments may be held on an ancillary basis.The fund may also invest a maximum of 20% inreal estate and commodities.

Fund facts



Bloomberg ticker CRSIEAI LX CRSIEBI LX951290

Net asset value(NAV)

121.63 170.14

--


76



Fund manager Urs HillerFund manager since 01.01.1997Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 607.38Inception date 04.09.2013Management fee in % p.a. 0.60TER (as of 31.03.2016) in % 0.72Swinging single pricing (SSP) 3) YesUnit Class Category IB

(capital growth)

ISIN LU0108838904

Valor no. 1057473

Last distribution -Distribution value -Min. Init. Investm. Amount (in mill.) 3EU taxation In scope - tax


CS (Lux) Portfolio Fund Yield EUR


2013 2014 2015 2016100102104106108110112114116

0%2%4%6%8%

10%12%14%16%

7.9

2.0 2.1

CS (Lux) Portfolio Fund Yield EUR IB Yearly or year-to-date performance respectively (Fund)


1 month 3 months YTD 1 year 3 years 5 yearsFund 1.00 2.18 2.09 0.13 - -






Euroland -0.15 38.97 8.77 0.46 48.05UK 0.01 1.14 0.00 - 1.15USA 1.31 9.27 8.46 1.65 20.69Others 4.21 - - - 4.21Emerging Markets - 5.77 5.52 - 11.29Japan - 1.71 0.90 - 2.61Canada - 0.55 0.49 - 1.04Switzerland - 0.08 0.64 - 0.72Global - 2.86 - 4.80 7.66Asia Pacific - 0.60 1.25 0.73 2.58Total 5.38 60.95 26.03 7.64 100.00



Fund statistics 2)

1 year 3 yearsAnnualized volatility in % 5.61 -Information ratio -1.84 -Tracking Error (Ex post) 0.80 -Maximum drawdown in % 3) -3.80 -3) Maximum drawdown is the most negative cumulative returnover a given time period.


assetsCredit Suisse Commodity Allocation Fund 3.75CS FI Global HY 2.34Credit Suisse Commodity Index Plus Fund 1.051.5 Italy 01.08.2019 1.02Credit Suisse European Dividend Equity 0.920.3 Japan 20.12.2025 0.84France 0.72Spain 0.653.75 Australia & New Z. Bank10.03.2017

0.64

Total 11.93

Investment policyThe aim of the fund is to achieve an appropriatereturn in EUR by taking advantage of thepossibilities for international diversification. Thefund invests worldwide in fixed and variable ratesecurities as well as in equities and equity-typesecurities. Fixed and variable rate securitiesaccount for at least 35% of the net assets of thefund at any given time. In addition, money marketinstruments may be held on an ancillary basis.The fund may also invest a maximum of 20% inreal estate and commodities.

Fund facts


Bloomberg ticker CRSIEIE LX



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77

a subfund of CS Investment Funds 12 - Class A CHF & B CHF

Fund manager Urs HillerFund manager since 01.01.1997Location ZurichFund domicile LuxembourgFund currency CHFClose of financial year 31. MarchTotal net assets (in mil.) 1'428.85Inception date 14.05.1993Management fee in % p.a. 1.30TER (as of 31.03.2016) in % 1.40Swinging single pricing (SSP) 3) YesUnit Class Category A

(distribution)

ISIN LU0078042610

Valor no. 672338



CS (Lux) Portfolio Fund Yield CHF


2011 2012 2013 2014 2015 201692949698

100102104106108110

-8%-6%-4%-2%0%2%4%6%8%

10%

-5.7

7.0

1.4

5.3

-2.4

1.0

CS (Lux) Portfolio Fund Yield CHF B Yearly or year-to-date performance respectively (Fund)








Switzerland -0.11 34.03 10.81 - 44.73Euroland 0.02 3.31 0.93 0.45 4.71UK 0.01 1.11 0.00 - 1.12USA 0.57 10.61 7.72 1.53 20.43Others 3.47 - - - 3.47Emerging Markets - 6.07 4.21 - 10.28Japan - 2.66 0.88 - 3.54Canada - 0.55 0.46 - 1.01Global - 3.32 - 4.90 8.22Asia Pacific - 0.58 1.18 0.73 2.49Total 3.96 62.24 26.19 7.61 100.00



Fund statistics 2)



assetsCredit Suisse Commodity Allocation Fund 3.92CS FI Global HY 2.44Nestle SA 1.75Roche Holding AG 1.30Novartis AG 1.25Credit Suisse Commodity Index Plus Fund 0.98Credit Suisse Global Convertible Fund 0.88Credit Suisse European Dividend Equity 0.840.3 Japan 20.12.2025 0.77Total 14.13

Investment policyThe aim of the fund is to achieve an appropriatereturn in CHF by taking advantage of thepossibilities for international diversification. Thefund invests worldwide in fixed and variable ratesecurities as well as in equities and equity-typesecurities. Fixed and variable rate securitiesaccount for at least 35% of the net assets of thefund at any given time. In addition, money marketinstruments may be held on an ancillary basis.The fund may also invest a maximum of 20% inreal estate and commodities.

Fund facts



Bloomberg ticker CRSISAI LX CRSISBI LX672339


112.31 167.53

--


78


a subfund of CS Investment Funds 12 - Class IB CHF

Fund manager Urs HillerFund manager since 01.01.1997Location ZurichFund domicile LuxembourgFund currency CHFClose of financial year 31. MarchTotal net assets (in mil.) 1'428.85Inception date 10.04.2012Management fee in % p.a. 0.60TER (as of 31.03.2016) in % 0.78Swinging single pricing (SSP) 3) YesUnit Class Category IB

(capital growth)

ISIN LU0108838490

Valor no. 1057449

Last distribution -Distribution value -Min. Init. Investm. Amount (in mill.) 3EU taxation In scope - tax


CS (Lux) Portfolio Fund Yield CHF


2012 2013 2014 2015 20169698

100102104106108110112114

-4%-2%0%2%4%6%8%

10%12%14%

2.2

6.1

-1.8

1.3

CS (Lux) Portfolio Fund Yield CHF IB Yearly or year-to-date performance respectively (Fund)








Switzerland -0.11 34.03 10.81 - 44.73Euroland 0.02 3.31 0.93 0.45 4.71UK 0.01 1.11 0.00 - 1.12USA 0.57 10.61 7.72 1.53 20.43Others 3.47 - - - 3.47Emerging Markets - 6.07 4.21 - 10.28Japan - 2.66 0.88 - 3.54Canada - 0.55 0.46 - 1.01Global - 3.32 - 4.90 8.22Asia Pacific - 0.58 1.18 0.73 2.49Total 3.96 62.24 26.19 7.61 100.00



Fund statistics 2)



assetsCredit Suisse Commodity Allocation Fund 3.92CS FI Global HY 2.44Nestle SA 1.75Roche Holding AG 1.30Novartis AG 1.25Credit Suisse Commodity Index Plus Fund 0.98Credit Suisse Global Convertible Fund 0.88Credit Suisse European Dividend Equity 0.840.3 Japan 20.12.2025 0.77Total 14.13

Investment policyThe aim of the fund is to achieve an appropriatereturn in CHF by taking advantage of thepossibilities for international diversification. Thefund invests worldwide in fixed and variable ratesecurities as well as in equities and equity-typesecurities. Fixed and variable rate securitiesaccount for at least 35% of the net assets of thefund at any given time. In addition, money marketinstruments may be held on an ancillary basis.The fund may also invest a maximum of 20% inreal estate and commodities.

Fund facts


Bloomberg ticker CSPTICI LX



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Fund manager Urs HillerFund manager since 01.01.1997Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 265.81Inception date 14.05.1993Management fee in % p.a. 1.30TER (as of 31.03.2016) in % 1.36Swinging single pricing (SSP) 3) YesUnit Class Category A

(distribution)

ISIN LU0078046876

Valor no. 672336



CS (Lux) Portfolio Fund Yield USD


2011 2012 2013 2014 2015 201696

98

100

102

104

106

108

110

-4%

-2%

0%

2%

4%

6%

8%

10%

-1.8

6.9

0.81.4

-2.1

4.0

CS (Lux) Portfolio Fund Yield USD B Yearly or year-to-date performance respectively (Fund)






USD 87.71EUR 1.77AUD 1.76JPY 1.54CAD 0.67GBP 0.41CHF 0.13Others 6.01





Fund statistics 2)



assetsCredit Suisse Commodity Allocation Fund 3.63CS FI Global HY 2.291 US Treasury 30.09.2019 1.780.875 US Treasury 31.01.2018 1.773.375 US Treasury 15.11.2019 1.672 US Treasury 15.02.2023 1.490.875 US Treasury 15.11.2017 1.461.875 US Treasury 30.11.2021 1.391.75 US Treasury 15.05.2023 1.38US Treasury 1.24Total 18.10

Investment policyThe aim of the fund is to achieve an appropriatereturn in USD by taking advantage of thepossibilities for international diversification. Thefund invests worldwide in fixed and variable ratesecurities as well as in equities and equity-typesecurities. Fixed and variable rate securitiesaccount for at least 35% of the net assets of thefund at any given time. In addition, money marketinstruments may be held on an ancillary basis.The fund may also invest a maximum of 20% inreal estate and commodities.

Fund facts



Bloomberg ticker CRSIUAI LX CRSIUBI LX672337


140.04 250.55

--


80


Class A

Fund manager Thomas VonaeschFund manager since 01.01.2002Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 30. SepTotal net assets (in mil.) 3'413.68Total Assets Real Estate (in mil.) 4'284.24Inception date 29.10.1999Management fee in % p.a. 0.35Benchmark (BM)SXI Real Estate Funds (TR) (07/02)

Return on investment (ROI) in % 2.37Return on equity (ROE) in % 2.35Performance in % 3.51Distribution yield in % n/aPayout ratio in % n/aDebt financing ratio in % 7.76Rent default rate in % n/a

Premium / discount in % 25.19* Calculation for the months

01.10.2015 - 31.03.2016Unit Class Category A

(distribution)Unit class currency CHFISIN CH0008443035Valor no. 844303Stock price 1'515.00

Last distribution 10.12.2015Distribution value 52.00Premium / discount (monthly) in % 25.50EU taxation Out of scope


CS 1a Immo PK


2011 2012 2013 2014 2015 201690

100

110

120

130

140

150

-10%

0%

10%

20%

30%

40%

50%

3.08.3

3.8 4.9

13.4

1.76.8 6.3

-2.8

15.0

4.26.8

CS 1a Immo PK Yearly or year-to-date performance respectively (Fund)SXI Real Estate Funds (TR) (07/02) Yearly or year-to-date performance respectively (Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund 0.00 0.00 1.68 3.51 26.51 36.35Benchmark 0.30 -0.19 6.77 4.74 28.64 33.40

Types of property in % (as per last semi-annual and annual results)

Apartments 30.90Office 30.40Retail 13.25Warehouses 9.35Parking 6.80Hotels, cinemas, restaurants 5.30Others 4.00

Geographical breakdown in % (as per last semi-annual and annual results)

Region Zurich 40.90Region North-west Switzerland 19.80Region Lake Geneva 19.40Region Central Switzerland 9.90Region Eastern Switzerland 3.00Region Southern Switzerland 2.45Region Western Switzerland 2.35Region Berne 2.20

Fund statistics 2)

3 years 5 yearsAnnualised volatility in % 5.57 5.06Information ratio -0.08 0.07Tracking Error (Ex post) 6.68 6.38

Investment policyThe fund invests in high-quality residentialproperties, mixed residential and commercialproperties and commercial /industrial premisesas well as in projects with earning or valuecreation potential. The portfolio comprisesmodern, recently built proporties and is widelydiversified in terms of location, utilisation andtenant structure. The fund is open to tax-exemptdomestic employee benefits insurance plans andtax-exempt domestic social insurance andcompensation funds. This fund is traded over thecounter. It is exempt from taxes on income andcapital at fund level.

Fund facts

Key figures as per last semi-annual and annualresults *EBIT-margin in % 78.35

Total Expense Ratio (TERref) in % 0.61Total Expense Ratio (TERrefGAV) in % 0.56


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Class A

Fund manager Urs FreyFund manager since 30.11.2012Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 31. DecemberTotal net assets (in mil.) 650.22Total Assets Real Estate (in mil.) 813.00Inception date 12.05.2009Management fee in % p.a. 0.49Benchmark (BM) SXI Real Estate Funds (TR)

Return on investment (ROI) in % 2.57Return on equity (ROE) in % 3.34Performance in % 8.64Distribution yield in % 1.55Payout ratio in % 132.14Debt financing ratio in % 24.35Rent default rate in % 9.85



(distribution)Unit class currency CHFISIN CH0100778445Valor no. 10077844Stock price 135.50



CS Real Estate Fund Green Property


2011 2012 2013 2014 2015 201690

100

110

120

130

140

150

-10%

0%

10%

20%

30%

40%

50%

-2.7

8.6

-0.6

9.4 8.011.5

6.8 6.3

-2.8

15.0

4.26.8

CS Real Estate Fund Green Property Yearly or year-to-date performance respectively (Fund)SXI Real Estate Funds (TR) Yearly or year-to-date performance respectively (Benchmark)




Office 46.10Apartments 34.25Retail 8.00Parking 6.40Warehouses 2.50Leisure 1.40Others 1.35


Region Zurich 44.55Region Central Switzerland 22.20Region Lake Geneva 10.50Berne 9.95Region Eastern Switzerland 6.65Region North-west Switzerland 6.15

Fund statistics 2)


Investment policyThe Credit Suisse Real Estate Fund GreenProperty invests in high-quality new constructionprojects that are located in strong economicregions in Switzerland. In the selection of newbuilding projects the focus is on sustainability.The properties and projects must meet the strictrequirements of greenproperty, the seal of qualityfor sustainable real estate. It assesses fivequantitative and qualitative criteria: - Utilization -Infrastructure - Energy - Materials - Life cycleand not only covers ecology criteria, but alsoincludes economic and social aspects. TheCredit Suisse Real Estate Fund Green Propertyis listed on the SIX Swiss Exchange as per31.10.2013.

Fund facts




82


Class A

Fund manager Christophe PiffarettiFund manager since 01.01.2015Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 31. DecemberTotal net assets (in mil.) 906.58Total Assets Real Estate (in mil.) 852.22Inception date 25.11.2010Management fee in % p.a. 0.49Benchmark (BM) SXI Real Estate Funds (TR)

Return on investment (ROI) in % 3.98Return on equity (ROE) in % 3.62Performance in %Distribution yield in % 2.94Payout ratio in % 97.23Debt financing ratio in % 26.85Rent default rate in % 1.54

Premium / discount in % -10.69* Calculation for the months


(distribution)Unit class currency CHFISIN CH0118768057Valor no. 11876805

Last distribution 11.03.2016Distribution value 2.75Premium / discount (monthly) in % -6.00EU taxation Out of scope


CS Real Estate Fund Hospitality


2011 2012 2013 2014 2015 201680

90

100

110

120

130

140

150

-20%

-10%

0%

10%

20%

30%

40%

50%

-6.3

13.9

-11.2

5.3

-2.2

7.26.8 6.3

-2.8

15.0

4.2 6.8

CS Real Estate Fund Hospitality Yearly or year-to-date performance respectively (Fund)SXI Real Estate Funds (TR) Yearly or year-to-date performance respectively (Benchmark)



Fund statistics 2)

3 years 5 yearsAnnualised volatility in % 10.26 9.77Information ratio -0.83 -0.39Tracking Error (Ex post) 9.48 10.65


Hotels, cinemas, restaurants 48.70Campus, Others 22.35Apartments 10.65Retail 9.95Office 6.15Parking 1.15Warehouses 1.10


Region Southern Switzerland 33.80Region Lake Geneva 25.00Region Zurich 19.80Region North-west Switzerland 10.80Region Central Switzerland 5.80Region Berne 2.40Region Western Switzerland 1.35Region Eastern Switzerland 1.05

Investment policyThe Credit Suisse Real Estate Fund Hospitality(CS REF Hospitality) invests primarily inhospitality real estate such as conventioncenters, residential properties offering hotel-styleservices, hotels, and residential and limited-timeliving facilities; it also invests in healthcare realestate and housing throughout Switzerland. Bylaw, the fund is prohibited from holding a stakein operating companies. The fund holds the realestate directly. Holders of unit certificates whoare resident in Switzerland are therefore notsubject to income and wealth tax on the portionof the revenues (or the assets) that comes fromdirect property holdings. The CS REF Hospitalityis listed on the SIX Swiss Exchange as per31.10.2012.

Fund facts


-2.22



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Class A

Fund manager Rainer ScherweyFund manager since 01.07.2008Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 31. DecemberTotal net assets (in mil.) 2'351.30Total Assets Real Estate (in mil.) 2'803.99Inception date 01.02.2005Management fee in % p.a. 0.60Benchmark (BM) SXI Real Estate Funds (TR)




(distribution)Unit class currency CHFISIN CH0019685111Valor no. 1968511Stock price 1'225.00


For qualified investors only


CS Real Estate Fund International


2011 2012 2013 2014 2015 201690

100

110

120

130

140

150

-10%

0%

10%

20%

30%

40%

50%

0.4 0.8

7.011.4

8.013.2

6.8 6.3

-2.8

15.0

4.26.8

CS Real Estate Fund International Yearly or year-to-date performance respectively (Fund)SXI Real Estate Funds (TR) Yearly or year-to-date performance respectively (Benchmark)




CHF 83.79EUR 3.98USD 2.63AUD 2.48CAD 2.18CLP 1.76GBP 1.40JPY 1.03NZD 0.75


Office 81.35Retail 9.45Parking 6.65Warehouses 1.00Hotels, cinemas, restaurants 0.95Apartments 0.25Others 0.35


USA 26.62Australia 15.93Canada 13.37Germany 11.54UK 7.98Netherlands 7.52Japan 5.48New Zealand 4.48Chile 4.08Ireland 3.00

Investment policyThe fund invests in good-quality commercialproperties at attractive locations in Europe, Asia,North, Central and South America. Thecurrencies are for the most part hedged, andthe fund is traded over the counter. The CreditSuisse Real Estate Fund International is onlyopen to qualified investors.

Fund facts


8.05



Fund statistics 2)

3 years 5 yearsAnnualised volatility in % 8.89 8.79Information ratio 0.18 0.12Tracking Error (Ex post) 9.57 9.74

84


Class A

Fund manager Radhia RüttimannFund manager since 01.10.2006Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 30. SepTotal net assets (in mil.) 1'563.23Total Assets Real Estate (in mil.) 1'745.77Inception date 27.10.1954Management fee in % p.a. 0.49Benchmark (BM)SXI Real Estate Funds (TR) (07/02)

Return on investment (ROI) in % 1.98Return on equity (ROE) in % 1.98Performance in % 8.18Distribution yield in % n/aPayout ratio in % n/aDebt financing ratio in % 24.24Rent default rate in % n/a






CS Real Estate Fund Interswiss


2011 2012 2013 2014 2015 201680

90

100

110

120

130

140

150

-20%

-10%

0%

10%

20%

30%

40%

50%

6.70.9

-6.6

13.2

5.51.2

6.8 6.3

-2.8

15.0

4.2 6.8

CS Real Estate Fund Interswiss Yearly or year-to-date performance respectively (Fund)SXI Real Estate Funds (TR) (07/02) Yearly or year-to-date performance respectively (Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund -2.55 -2.77 1.15 0.71 21.55 14.90Benchmark 0.30 -0.19 6.77 4.74 28.64 33.40

Fund statistics 2)



Office 32.50Retail 27.70Apartments 18.95Parking 8.20Hotels, cinemas, restaurants 5.85Warehouses 4.55Others 2.25


Region Zurich 32.10Region North-west Switzerland 30.20Region Lake Geneva 23.45Region Berne 10.60Region Central Switzerland 2.30Region Western Switzerland 1.05Region Southern Switzerland 0.30

Investment policyCredit Suisse Real Estate Fund Interswissinvests primarily in properties for commercialutilization, in highly attractive residential realestate and in construction projects. The fundoffers institutional investors and private clientsaccess to a diversified portfolio featuringinteresting properties, preferably located in Swisscities or their agglomerations. This fund is listedon the SIX Swiss Exchange.

Fund facts



Net asset value (NAV) 188.49C

redi

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ate

Fund


85

Class A

Fund manager Stefan BangerterFund manager since 01.01.2014Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 31. DecemberTotal net assets (in mil.) 2'157.57Total Assets Real Estate (in mil.) 2'809.06Inception date 05.12.2007Management fee in % p.a. 0.49Benchmark (BM) SXI Real Estate Funds (TR)







CS Real Estate Fund LivingPlus


2011 2012 2013 2014 2015 201690

100

110

120

130

140

150

-10%

0%

10%

20%

30%

40%

50%

2.25.6 5.1

13.3

-1.5

6.26.8 6.3

-2.8

15.0

4.26.8

CS Real Estate Fund LivingPlus Yearly or year-to-date performance respectively (Fund)SXI Real Estate Funds (TR) Yearly or year-to-date performance respectively (Benchmark)



Fund statistics 2)



Apartments 68.55Hotels, cinemas, restaurants 10.15Parking 5.45Retail 3.95Office 3.15Warehouses 0.65Others 8.10


Region North-west Switzerland 33.85Region Zurich 17.60Region Berne 13.15Region Lake Geneva 13.00Region Central Switzerland 6.95Region Southern Switzerland 5.75Region Eastern Switzerland 5.00Region Western Switzerland 4.70

Investment policyThis fund invests in real estate for seniors,modern forms of housing that offer integratedservices, as well as in forward-looking residentialconcepts at attractive locations throughoutSwitzerland. It provides institutional and privateinvestors with access to a diversified portfolioof residential properties that offer modern usageand service concepts. The fund is listed on theSIX Swiss Exchange. The fund’s currency is theSwiss franc. The fund takes direct ownershipof the properties; unit holders are therefore notliable for Swiss income or wealth tax on theportion of the fund’s assets that is invested inreal estate.

Fund facts


-1.54



86


Class A

Fund manager Samuel EggerFund manager since 01.10.2013Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 30. SepTotal net assets (in mil.) 2'036.48Total Assets Real Estate (in mil.) 2'797.49Inception date 10.09.1956Management fee in % p.a. 0.49Benchmark (BM)SXI Real Estate Funds (TR) (07/02)

Return on investment (ROI) in % 1.99Return on equity (ROE) in % 1.98Performance in % 8.75Distribution yield in % n/aPayout ratio in % n/aDebt financing ratio in % 16.65Rent default rate in % 3.54






CS Real Estate Fund Siat


2011 2012 2013 2014 2015 201690

100

110

120

130

140

150

160

-10%

0%

10%

20%

30%

40%

50%

60%

11.46.5

-3.0

16.6

5.6 7.96.8 6.3

-2.8

15.0

4.2 6.8

CS Real Estate Fund Siat Yearly or year-to-date performance respectively (Fund)SXI Real Estate Funds (TR) (07/02) Yearly or year-to-date performance respectively (Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund -0.61 -1.31 7.86 7.64 32.91 40.86Benchmark 0.30 -0.19 6.77 4.74 28.64 33.40

Fund statistics 2)



Apartments 64.20Office 14.70Retail 9.20Parking 7.00Hotels, cinemas, restaurants 2.50Warehouses 1.30Others 1.10


Region Zurich 35.20Region North-west Switzerland 22.25Region Lake Geneva 13.55Region Central Switzerland 12.70Region Eastern Switzerland 7.75Region Berne 4.60Region Western Switzerland 3.35Region Southern Switzerland 0.60

Investment policyThis fund invests primarily in multi-familydwellings in large and mid-sized Swiss cities, aswell as their agglomerations. The fund also hasselected commercial properties, which are let toprime tenants on a long-term basis. The fund islisted on the SIX Swiss Exchange.

Fund facts




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1 2 3 4 5 6 7

Class B CHF

Purchases SalesCs Group Reg Gategroup Holding RegLafargeholcim Reg Ubs GroupNestle Reg Roche Holding CertAbb Reg Schweiter TechnologiesLindt & Spruengli Sfs Group Reg

Fund manager Marcel SchibliFund manager since 01.09.2009Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 31. MayTotal net assets (in mil.) 149.02Inception date 17.12.2004Management fee in % p.a. 1.60TER (as of 30.11.2015) in % 1.67Benchmark (BM) SPI (TR)Swinging single pricing (SSP) 3) YesUnit Class Category B

(capital growth)

ISIN CH0017229615

Valor no. 1722961



CS (CH) 130/30 Swiss Equity Fund


2011 2012 2013 2014 2015 201680

100

120

140

160

180

-20%

0%

20%

40%

60%

80%

-6.6

23.8 27.3

13.7

1.6

-4.0-7.7

17.724.6

13.0

2.7

-2.9

CS (CH) 130/30 Swiss Equity Fund B CHF Yearly or year-to-date performance respectively (Fund)SPI (TR) Yearly or year-to-date performance respectively (Benchmark)



Sectors in %Fund

Health Care 41.04Consumer Staples 21.54Industrials 20.06Financials 18.66Materials 12.46Information Technology 7.21Consumer Discretionary 5.22Telecommunication Services 1.44Cash/Cash Equivalents 1.19Others -28.82

Fund statistics 2)


Top 10 Holdings in %Nestle SA 19.03Novartis AG 15.63Roche Holding AG 13.78ABB 4.22UBS Group AG 3.31Zurich Insurance Group 3.28Actelion 3.23Syngenta AG 3.07Givaudan 2.81Lafargeholcim Ltd 2.79Total 71.15


Risk ExposureMaximum Portfolio

Long Equity 130.0% 128.8%Short Equity 30.0% 29.1%Investment Degree 100.0% 99.7%Total Exposure 160.0% 157.9%

Investment policyThe fund targets its investments on equities ofcompanies that are domiciled in Switzerland orare included in the SPI. Criteria for stockselection include the valuation of the company,the business climate, the company`s positioningand the quality of its management. The aim isto outperform the SPI over the long term.Fluctuations in the value of the fund units maydiffer substantially from those in the SPI. Thelong exposure can go up to 130% and the shortexposure to -30%.

Fund facts


Bloomberg ticker CSEQSSA SW



88



1 2 3 4 5 6 7

Class A

Fund manager Christoph Bieri, Christoph KnechtFund manager since 16.04.2010, 01.01.2014Location Zurich, ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 31. MayTotal net assets (in mil.) 274.09Inception date 16.04.2010Management fee in % p.a. 1.00TER (as of 30.11.2015) in % 1.68Benchmark (BM) SXI Swiss Real Estate (TR)Swinging single pricing (SSP) 3) YesUnit Class Category A

(distribution)Unit class currency CHFISIN CH0110177414Valor no. 11017741

Last distribution 19.07.2016Distribution value 0.16EU taxation In scope - no tax


CS (CH) Swiss Real Estate Securities Fund


2011 2012 2013 2014 2015 201690

100

110

120

130

140

150

-10%

0%

10%

20%

30%

40%

50%

5.98.7

-4.3

13.8

7.09.7

6.8 8.3

-3.7

14.4

6.29.1

CS (CH) Swiss Real Estate Securities FundA


SXI Swiss Real Estate (TR)Yearly or year-to-date performance respectively(Benchmark)



Types of property in %

Office and retail 55.00Residential 34.80Commercial and other use 10.20

Geographical breakdown in %

Region Zurich 43.20Region Central Switzerland 22.00Region Western Switzerland 18.50Region Berne 6.80Region Eastern Switzerland 6.80Region Southern Switzerland 2.70Abroad 0.00

Sectors in %Fund Benchmark

Real estate funds 57.80 63.50Corporations 42.10 36.50Cash/Cash Equivalents 0.10 0.00

Fund statistics 2)


Top 5 Holdings in %UBS Swiss Mixed Sima 19.12Swiss Prime Site AG 16.99PSP Swiss Property 11.37CS RE Fd Siat 7.17Allreal Holding AG 6.23UBS SWISS Res Anfos 6.14Mobimo Hld. AG 4.72Schroder Immo Plus 4.55CS RE Fd Interswiss 3.76UBS Property 3.54Total 83.59

Investment policyThe broadly diversified portfolio (25–30securities) consists of funds and equities fromthe Swiss real estate sector, with the SXI SwissReal Estate® TR Index serving as theperformance benchmark. The real estate fundsare exchange-traded and invest predominantlyin residential properties in Switzerland. The realestate equities are also traded on the stockexchange and invest almost exclusively in officebuildings and retail space in Switzerland.

Fund facts



Cre

dit S

uiss

e Eq

uity

Fun

d


89


1 2 3 4 5 6 7

Class IB

Fund manager Christoph Bieri, Christoph KnechtFund manager since 16.04.2010, 01.01.2014Location Zurich, ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 31. MayTotal net assets (in mil.) 274.09Inception date 16.04.2010Management fee in % p.a. 0.60TER (as of 30.11.2015) in % 1.28Benchmark (BM) SXI Swiss Real Estate (TR)Swinging single pricing (SSP) 3) YesUnit Class Category I

(capital growth)Unit class currency CHFISIN CH0110177422Valor no. 11017742



CS (CH) Swiss Real Estate Securities Fund


2011 2012 2013 2014 2015 201690

100

110

120

130

140

150

160

-10%

0%

10%

20%

30%

40%

50%

60%

6.3 9.1

-3.9

14.27.4 9.9

6.8 8.3

-3.7

14.4

6.29.1

CS (CH) Swiss Real Estate Securities FundIB


SXI Swiss Real Estate (TR)Yearly or year-to-date performance respectively(Benchmark)



Types of property in %

Office and retail 55.00Residential 34.80Commercial and other use 10.20

Geographical breakdown in %

Region Zurich 43.20Region Central Switzerland 22.00Region Western Switzerland 18.50Region Berne 6.80Region Eastern Switzerland 6.80Region Southern Switzerland 2.70Abroad 0.00

Sectors in %Fund Benchmark

Real estate funds 57.80 63.50Corporations 42.10 36.50Cash/Cash Equivalents 0.10 0.00

Fund statistics 2)


Top 5 Holdings in %UBS Swiss Mixed Sima 19.12Swiss Prime Site AG 16.99PSP Swiss Property 11.37CS RE Fd Siat 7.17Allreal Holding AG 6.23UBS SWISS Res Anfos 6.14Mobimo Hld. AG 4.72Schroder Immo Plus 4.55CS RE Fd Interswiss 3.76UBS Property 3.54Total 83.59

Investment policyThe broadly diversified portfolio (25–30securities) consists of funds and equities fromthe Swiss real estate sector, with the SXI SwissReal Estate® TR Index serving as theperformance benchmark. The real estate fundsare exchange-traded and invest predominantlyin residential properties in Switzerland. The realestate equities are also traded on the stockexchange and invest almost exclusively in officebuildings and retail space in Switzerland.

Fund facts



90



1 2 3 4 5 6 7


Fund manager Dietmar Peetz, Daniel SchmittFund manager since 08.04.2010, 08.04.2010Location Zurich, ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MayTotal net assets (in mil.) 1'452.25Inception date 14.04.2010Management fee in % p.a. 1.92TER (as of 30.11.2015) in % 2.12Benchmark (BM) Bloomberg Commodity Index (TR)Swinging single pricing (SSP) 3) YesUnit Class Category B

(capital growth)

ISIN LU0496465690

Valor no. 11145804


CS (Lux) CommodityAllocation Fund


2011 2012 2013 2014 2015 2016405060708090

100110120

-60%-50%-40%-30%-20%-10%

0%10%20%

-13.0-4.9

-10.6-17.6

-25.5

6.5

-13.3

-1.1

-9.5-17.0

-24.7

7.5

CS (Lux) CommodityAllocation Fund B USD Yearly or year-to-date performance respectively (Fund)Bloomberg Commodity Index (TR) Yearly or year-to-date performance respectively (Benchmark)



Fund statistics 2)



Energy 32.01Agriculture 29.11Industrial Metals 16.96Precious Metals 16.90Livestock 4.49Others 0.53

Top collateral holdings in %Position Coupon % Maturity as % of

assetsUS Treasury 18.08.16 17.23US Treasury Bill 02.02.17 12.71US Treasury Bill 02.03.17 10.30US Treasury Bill 10.11.16 8.60US Treasury Bill 20.07.17 8.57US Treasury 31.03.17 6.86US Treasury Bill 05.01.17 6.53US Treasury Bill 22.06.17 6.18US Treasury 27.04.17 4.80US Treasury Bill 25.05.17 4.80Total 86.58

Investment policyThe aim of the fund is to generate the highestpossible risk-adjusted return in the long termthrough diversified investments in commodityrelated instruments globally. The Fund investsmainly in investment funds, structured products,derivatives and other securities to gain exposureto commodities markets.

Fund facts


Bloomberg ticker CSCOALB LX

Net asset value (NAV) 56.373) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.

Cre

dit S

uiss

e S

ICA

V O

ne


91


1 2 3 4 5 6 7


Fund manager Dietmar Peetz, Daniel SchmittFund manager since 08.04.2010, 08.04.2010Location Zurich, ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MayTotal net assets (in mil.) 1'452.25Inception date 14.04.2010Management fee in % p.a. 1.92TER (as of 30.11.2015) in % 2.12Benchmark (BM)

Bloomberg Commodity Index (TR) (Hedged into CHF)Swinging single pricing (SSP) 3) YesUnit Class Category BH

(capital growth)

ISIN LU0499371648

Valor no. 11183148




2011 2012 2013 2014 2015 2016405060708090

100110120

-60%-50%-40%-30%-20%-10%

0%10%20%

-13.8-6.0

-11.3-18.2

-26.9

5.2

-16.2

-2.4-9.9

-18.0

-26.2

6.2

CS (Lux) CommodityAllocation Fund BH CHF Yearly or year-to-date performance respectively (Fund)Bloomberg Commodity Index (TR) (Hedged intoCHF)




Fund statistics 2)







Fund facts


Bloomberg ticker CSCALCR LX


92



1 2 3 4 5 6 7



Bloomberg Commodity Index (TR) (Hedged into EUR)Swinging single pricing (SSP) 3) YesUnit Class Category BH

(capital growth)

ISIN LU0499368180

Valor no. 11183143




2011 2012 2013 2014 2015 2016405060708090

100110120

-60%-50%-40%-30%-20%-10%

0%10%20%

-13.7-5.6

-11.2-18.0

-26.5

5.5

-14.7

-2.1-9.8

-17.8

-25.9

6.6

CS (Lux) CommodityAllocation Fund BH EUR Yearly or year-to-date performance respectively (Fund)Bloomberg Commodity Index (TR) (Hedged intoEUR)




Fund statistics 2)







Fund facts


Bloomberg ticker CSCALER LX


Cre

dit S

uiss

e S

ICA

V O

ne


93


1 2 3 4 5 6 7

a subfund of CS Investment Funds 2 - Class EBH CHF


Bloomberg Commodity Index (TR) (Hedged into CHF)Swinging single pricing (SSP) 3) YesUnit Class Category EBH

(capital growth)

ISIN LU0656520649

Valor no. 13483387




2011 2012 2013 2014 2015 2016405060708090

100110120

-60%-50%-40%-30%-20%-10%

0%10%20%

-5.1-10.5

-17.3

-26.5

5.8

-2.4-9.9

-18.0

-26.2

6.2

CS (Lux) CommodityAllocation Fund EBH CHF Yearly or year-to-date performance respectively (Fund)Bloomberg Commodity Index (TR) (Hedged intoCHF)



1 month 3 months YTD 1 year 3 years 5 yearsFund -4.96 -1.87 5.80 -9.62 -35.90 -Benchmark -5.27 -1.90 6.20 -9.94 -36.02 -

Fund statistics 2)







Fund facts


Bloomberg ticker CSCMATC LX


94



1 2 3 4 5 6 7

a subfund of CS Investment Funds 2 - Class EBH EUR


Bloomberg Commodity Index (TR) (Hedged into EUR)Swinging single pricing (SSP) 3) YesUnit Class Category EBH

(capital growth)

ISIN LU0656520482

Valor no. 13483385




2011 2012 2013 2014 2015 2016405060708090

100110120

-60%-50%-40%-30%-20%-10%

0%10%20%

-4.6-10.2

-17.1

-25.8

6.1

-2.1-9.8

-17.8

-25.9

6.6

CS (Lux) CommodityAllocation Fund EBH EUR Yearly or year-to-date performance respectively (Fund)Bloomberg Commodity Index (TR) (Hedged intoEUR)



1 month 3 months YTD 1 year 3 years 5 yearsFund -4.85 -1.74 6.10 -9.07 -34.83 -Benchmark -5.19 -1.65 6.61 -9.22 -35.25 -

Fund statistics 2)







Fund facts


Bloomberg ticker CSCMATE LX


Cre

dit S

uiss

e S

ICA

V O

ne


95


1 2 3 4 5 6 7


0.711.51

2.84-3.16

0.730.811.31

-2.930.49

-2.30

Purchases SalesSIEMENS Reg LVMHPUBLICIS GROUPE BANKINTER RegMICHELIN Reg IBERDROLAROYAL DUTCH SHELL AALLIANZ SE Reg RestrictedLEGRAND ANHEUSER BUSCH INBEV

Fund manager Julio Alberto GiróFund manager since 01.06.2012Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MayTotal net assets (in mil.) 30.96Inception date 27.06.2011Management fee in % p.a. 1.60TER (as of 30.11.2015) in % 1.90Benchmark (BM) MSCI EMU (NR)Swinging single pricing (SSP) 3) YesUnit Class Category B

(capital growth)

ISIN LU0496466151

Valor no. 11145861


Fund 45


CS (Lux) Eurozone Active Opportunities Equity Fund


2011 2012 2013 2014 2015 2016708090

100110120130140150160

-30%-20%-10%

0%10%20%30%40%50%60%

-20.1

21.4 20.1

-2.3

11.7

-4.5

-14.9

19.323.4

4.39.8

-4.7

CS (Lux) Eurozone Active Opportunities Equity FundB EUR


MSCI EMU (NR)Yearly or year-to-date performance respectively(Benchmark)

simulation based on Equis Europe and F share class Track Record with adjusted Management Fee (06.12.2005-24.06.2011)




Financials 19.65 18.95Industrials 15.45 13.94Consumer Staples 15.38 12.54Consumer Discretionary 11.55 14.71Information Technology 8.39 7.66Utilities 6.67 5.86Energy 6.56 5.25Health Care 5.45 8.38Cash/Cash Equivalents 0.49 -Others 10.41 12.71

Fund statistics 2)


Top 10 Holdings in %Anheuser Busch 4.83TOTAL SA 4.67BASF 4.30Siemens AG 4.23Banco Santander 4.19Schneider Electric 4.07Inditex reg 3.68Deutsche Telekom 3.62Iberdrola 3.62SAP SE 3.06Total 40.27


Investment policyThe aim of the Fund is to achieve the highestpossible return by investing in Europeancompanies predominantly characterised by highprofitability, a sound financial structure andsuccessful management.

Fund facts


Bloomberg ticker CSEEZAB LX




Number of holdings

96



1 2 3 4 5 6 7


1.360.87

-0.190.98

-0.62-1.77-1.91

0.083.41

-2.20

Purchases SalesCHINA MEDICAL SYSTEM HOLDINGS

DR REDDY'S LABORATORIES AdrALFA A TUPRASPERUSAHAAN GAS NEGARA B

BANCO BRADESCO PrefASUSTEK COMPUTER KT CORPORATIONXINIY GLASS HOLDINGS

MY E.G.SERICES BERHAD

Fund manager HOLT Active Equity GroupFund manager since 01.10.2012Location New YorkFund domicile LuxembourgFund currency USDClose of financial year 31. MayTotal net assets (in mil.) 272.06Inception date 20.01.2010Management fee in % p.a. 1.60TER (as of 30.11.2015) in % 2.03Benchmark (BM) MSCI EM (NR)Swinging single pricing (SSP) 3) YesSecurities lending NoUnit Class Category B

(capital growth)

ISIN LU0456267680

Valor no. 10627705

Redemptions N/AEU taxation Out of scope


CS (Lux) Global Emerging Market ILC Equity Fund


2011 2012 2013 2014 2015 201660

70

80

90

100

110

120

130

-40%

-30%

-20%

-10%

0%

10%

20%

30%

-23.9

13.3

-1.0 -2.0

-18.6

12.1

-18.4

18.2

-2.6 -2.2

-14.9

11.8

CS (Lux) Global Emerging Market ILC Equity FundB USD


MSCI EM (NR)Yearly or year-to-date performance respectively(Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund 4.51 4.01 12.09 -3.19 -4.03 -22.85Benchmark 5.03 5.16 11.77 -0.75 -0.86 -13.00


Financials 27.54 26.18Information Technology 23.49 22.62Consumer Discretionary 10.41 10.60Consumer Staples 9.13 8.15Telecommunication Services 6.00 6.62Energy 5.47 7.24Industrials 4.23 6.14Utilities 3.24 3.16Cash/Cash Equivalents 3.41 -Others 7.09 9.29

Currencies in %

HKD 22.63USD 16.43KRW 16.35TWD 12.72BRL 7.53THB 5.78ZAR 4.44TRY 2.30INR 2.29Others 9.53

Countries in %

China 19.82South Korea 16.43Taiwan 12.56Brazil 7.52Thailand 5.77Hong Kong 4.78Russia 4.51South Africa 4.44Cash/CashEquivalents 3.41Others 20.77

Top 10 Holdings in %Samsung Electronics 4.66Tencent Hldg Ltd 4.21TSMC 3.43Woori Bank 3.09Bank of China Ltd 2.73Compal Electronics 2.71PTT Public Company Limited 2.56KT Corporation 2.28China Mobile 2.16KT&G 2.06Total 29.89


Investment policyThe aim of the Fund is to achieve the highestpossible risk adjusted return in USD whilstinvesting in companies domiciled in EmergingMarkets or in global companies that execute thebulk of their business activities in EmergingMarkets.

Fund facts


Bloomberg ticker CSEMRGB LX



Fund statistics 2)


Cre

dit S

uiss

e S

ICA

V O

ne


97


1 2 3 4 5 6 7


1.360.87

-0.190.98

-0.62-1.77-1.91

0.083.41

-2.20





Fund manager HOLT Active Equity GroupFund manager since 01.10.2012Location New YorkFund domicile LuxembourgFund currency USDClose of financial year 31. MayTotal net assets (in mil.) 272.06Inception date 01.02.2010Management fee in % p.a. 0.90TER (as of 30.11.2015) in % 1.25Benchmark (BM) MSCI EM (NR)Swinging single pricing (SSP) 3) YesSecurities lending NoUnit Class Category IB

(capital growth)

ISIN LU0456267847

Valor no. 10627709

Min. Investment Amount 500'000Redemptions N/AEU taxation Out of scope




2011 2012 2013 2014 2015 201660

70

80

90

100

110

120

130

-40%

-30%

-20%

-10%

0%

10%

20%

30%

-23.1

14.5

0.0-1.0

-18.1

12.6

-18.4

18.2

-2.6 -2.2

-14.9

11.8

CS (Lux) Global Emerging Market ILC Equity FundIB USD


MSCI EM (NR)Yearly or year-to-date performance respectively(Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund 4.55 4.24 12.59 -2.52 -1.52 -19.16Benchmark 5.03 5.16 11.77 -0.75 -0.86 -13.00


Financials 27.54 26.18Information Technology 23.49 22.62Consumer Discretionary 10.41 10.60Consumer Staples 9.13 8.15Telecommunication Services 6.00 6.62Energy 5.47 7.24Industrials 4.23 6.14Utilities 3.24 3.16Cash/Cash Equivalents 3.41 -Others 7.09 9.29

Currencies in %


Countries in %





Fund facts


Bloomberg ticker CSEMRGI LX



Fund statistics 2)


98



1 2 3 4 5 6 7






Fund manager HOLT Active Equity GroupFund manager since 01.10.2012Location New YorkFund domicile LuxembourgFund currency USDClose of financial year 31. MayTotal net assets (in mil.) 272.06Inception date 11.09.2012Management fee in % p.a. 1.60TER (as of 30.11.2015) in % 2.07Benchmark (BM) No BenchmarkSwinging single pricing (SSP) 3) YesSecurities lending NoUnit Class Category BH

(capital growth)

ISIN LU0475784855

Valor no. 10852328

Redemptions N/AEU taxation Out of scope




2012 2013 2014 2015 20167580859095

100105110115

-25%-20%-15%-10%-5%0%5%

10%15%

-1.5 -2.2

-19.0

11.1

CS (Lux) Global Emerging Market ILC Equity Fund BHEUR



1 month 3 months YTD 1 year 3 years 5 yearsFund 4.39 3.47 11.08 -4.03 -5.64 -

Sectors in %Fund

Financials 27.54Information Technology 23.49Consumer Discretionary 10.41Consumer Staples 9.13Telecommunication Services 6.00Energy 5.47Industrials 4.23Utilities 3.24Cash/Cash Equivalents 3.41Others 7.09

Currencies in %


Countries in %





Fund facts


Bloomberg ticker CSEMRRE LX



Fund statistics 2)

1 year 3 yearsAnnualized volatility in % 21.36 17.52Tracking Error (Ex post) - -Beta - -

Cre

dit S

uiss

e S

ICA

V O

ne


99


1 2 3 4 5 6 7


Purchases Sales- -

Fund 50

Fund manager Patrick KolbFund manager since 01.03.2007Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MayTotal net assets (in mil.) 227.93Inception date of share class 02.05.2013 3)

Management fee in % p.a. 1.92TER (as of 30.11.2015) in % 2.19Benchmark (BM) MSCI World (NR)Swinging single pricing (SSP) 3) YesUnit Class Category B

(capital growth)

ISIN LU0909471251

Valor no. 21007211

Redemptions DailySales registration:

Austria, Czech Republic, Finland, France, Germany,Gibraltar, Greece, Hungary, Italy, Liechtenstein,Luxembourg, Netherlands, Norway, Portugal, Spain,Sweden, SwitzerlandEU taxation Out of scope


CS (Lux) Global Security Equity Fund


2006 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016406080

100120140160180200

-60%-40%-20%

0%20%40%60%80%

100%

15.8

-31.9

26.614.2

-2.9

20.2 25.89.8

0.3 4.49.0

-40.7

30.0

11.8

-5.5

15.826.7

4.9

-0.9

4.9

CS (Lux) Global Security Equity Fund BUSD


MSCI World (NR)Yearly or year-to-date performance respectively(Benchmark)

For the evaluation of the performance data please be aware that the fund has been restructured and relaunched with effect of 02 May2013. For the restructuring all assets and liabilities of the former CS EF (Lux) Global Security B have been transferred to CS (Lux) GlobalSecurity Equity Fund B USD. Fund management and investment policy remained unchanged. The data provided in this document reflectthe performance of the CS EF (Lux) Global Security B as well as the performance of the CS (Lux) Global Security Equity Fund B USD.Past performance, whether actual or simulated, does not guarantee future results.


1 month 3 months YTD 1 year 3 years 5 years ITD 5)

Fund 4.77 5.85 4.44 -2.54 26.82 66.64 95.30Benchmark 4.22 3.64 4.91 -0.46 21.12 46.30 50.25

5) inception to date

Sectors in %Fund

IT security 25.00Crime prevention 20.40Health care protection 19.80Environmental security 19.70Transportation safety 13.90Cash/Cash Equivalents 1.20

Currencies in %

USD 71.07EUR 13.59GBP 7.82SEK 2.56CHF 2.48AUD 1.02CAD 0.76JPY 0.70

Countries in %

USA 62.86United Kingdom 7.77Spain 4.99Israel 4.91Germany 4.34Netherlands 3.58Sweden 2.56Switzerland 2.47Cash/CashEquivalents 1.68Others 4.84


Number of holdings

Top 10 Holdings in %Thermo Fisher Scien 3.20Intertek Group 3.06TransDigm Grp. 3.06IDEXX Labs 2.88Wire Card 2.83Mettler Toledo International 2.70Prosegur 2.68Intuitive Surgical 2.59Experian 2.58Autoliv 2.56Total 28.14

Investment policyThe fund assets are invested worldwide incompanies that are primarily active inTechnology, Healthcare and Industrials, and thatoffer products and services related to healthprevention/protection and environmental safety,IT security, transportation safety, and crimeprevention.

Fund facts


Bloomberg ticker CSEQSBU LX


3) Originally the fund was launched as of Oct. 19th 2006 as aFCP fund.4) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.

Fund statistics 2)


100



1 2 3 4 5 6 7


Purchases Sales- -

Fund 50


Management fee in % p.a. 1.92TER (as of 30.11.2015) in % 2.19Benchmark (BM) No Benchmark (06/13)Swinging single pricing (SSP) 3) YesUnit Class Category BH

(capital growth)

ISIN LU0909471681

Valor no. 21007212






2006 2007 2008 2009 2010 2011 2012 2013 2014 2015 201660

80

100

120

140

160

180

-40%

-20%

0%

20%

40%

60%

80%

11.9

-32.5

24.9

12.5

-4.8

18.525.1

9.3

-0.7

3.2

CS (Lux) Global Security Equity Fund BH CHF Yearly or year-to-date performance respectively (Fund)

For the evaluation of the performance data please be aware that the fund has been restructured and relaunched with effect of 02 May2013. For the restructuring all assets and liabilities of the former CS EF (Lux) Global Security R CHF have been transferred to CS(Lux) Global Security Equity Fund BH CHF. Fund management and investment policy remained unchanged. The data provided in thisdocument reflect the performance of the CS EF (Lux) Global Security R CHF as well as the performance of the CS (Lux) Global SecurityEquity Fund BH CHF. Past performance, whether actual or simulated, does not guarantee future results.



Fund 4.58 5.03 3.24 -4.03 23.27 56.92 69.005) inception to date

Sectors in %Fund


Currencies in %


Countries in %



Number of holdings



Fund facts


Bloomberg ticker CSEQSRC LX



Fund statistics 2)


Cre

dit S

uiss

e S

ICA

V O

ne


101


1 2 3 4 5 6 7


Purchases Sales- -

Fund 50


Management fee in % p.a. 1.92TER (as of 30.11.2015) in % 2.19Benchmark (BM) No Benchmark (06/13)Swinging single pricing (SSP) 3) YesUnit Class Category BH

(capital growth)

ISIN LU0909472069

Valor no. 21007214






2006 2007 2008 2009 2010 2011 2012 2013 2014 2015 201640

60

80

100

120

140

160

180

-60%

-40%

-20%

0%

20%

40%

60%

80%

13.4

-33.1

25.013.2

-4.7

19.325.2

9.6

-0.13.6

CS (Lux) Global Security Equity Fund BH EUR Yearly or year-to-date performance respectively (Fund)

For the evaluation of the performance data please be aware that the fund has been restructured and relaunched with effect of 02 May2013. For the restructuring all assets and liabilities of the former CS EF (Lux) Global Security R EUR have been transferred to CS(Lux) Global Security Equity Fund BH EUR. Fund management and investment policy remained unchanged. The data provided in thisdocument reflect the performance of the CS EF (Lux) Global Security R EUR as well as the performance of the CS (Lux) Global SecurityEquity Fund BH EUR. Past performance, whether actual or simulated, does not guarantee future results.



Fund 4.67 5.24 3.56 -3.32 24.87 59.40 74.705) inception to date

Sectors in %Fund


Currencies in %


Countries in %



Number of holdings



Fund facts


Bloomberg ticker CSEQSRE LX



Fund statistics 2)


102



1 2 3 4 5 6 7

a subfund of CS Investment Funds 2 - Class B JPY

14.5510.99

4.487.36

-8.25-12.93

-5.562.64

-6.79-0.19

Purchases SalesJAPAN POST HOLDINGS NAGOYA RAILROAD- ORACLE CORP JAPAN

Fund manager Gregor TrachselFund manager since 14.07.2010Location ZurichFund domicile LuxembourgFund currency JPYClose of financial year 31. MayTotal net assets (in mil.) 10'980.60Inception date 30.03.2011Management fee in % p.a. 1.92TER (as of 30.11.2015) in % 2.18Benchmark (BM) MSCI Japan (NR)Swinging single pricing (SSP) 3) YesUnit Class Category B

(capital growth)

ISIN LU0496466821

Valor no. 11145891



CS (Lux) Japan Value Equity Fund

Net performance in JPY (rebased to 100) and yearly performance 2)

2011 2012 2013 2014 2015 20166080

100120140160180200220

-40%-20%

0%20%40%60%80%

100%120%

22.0

48.8

8.9 9.1

-12.1

21.6

54.6

9.5 9.9

-14.3

CS (Lux) Japan Value Equity Fund B JPY Yearly or year-to-date performance respectively (Fund)MSCI Japan (NR) Yearly or year-to-date performance respectively (Benchmark)

Net performance in JPY 2)



Industrials 34.49 19.94Materials 16.57 5.58Consumer Staples 12.85 8.37Utilities 9.50 2.14Financials 8.92 17.17Consumer Discretionary 7.91 20.84Information Technology 4.70 10.26Energy 3.39 0.75Health Care 1.85 8.64Cash/Cash Equivalents -0.19 -

Fund statistics 2)


Top 10 Holdings in %ASAHI Holdings 2.24Maruyama 2.24Hokkaido Gas 2.17Gakken Hld Co. Ltd 2.15JBCC 2.11Taisei Lamick 2.06Mitsubishi Heavy Ind. 2.02Oenon 2.00Nippon Valqua Ind. 1.95Lixil Group 1.93Total 20.87



Investment policyThe Credit Suisse (Lux) Japan Value Equity Fundpursues a "deep value" approach based on theclassic Graham & Dodd discipline. To this endthe fund invests in undervalued companies whichare domiciled or conduct a majority of theirbusiness activities in Japan. The investmentdecisions are not made on the basis of abenchmark; nevertheless, investors can use theMSCI Japan Index as a long-term yardstick. Thevalue approach can deliver above-average resultsover a long period because it disciplines investorsnot to pay too much for an investment.

Fund facts

Unit class currency JPY

Bloomberg ticker CSEJPVB LX



Cre

dit S

uiss

e S

ICA

V O

ne


103


1 2 3 4 5 6 7

a subfund of CS Investment Funds 2 - Class A EUR & B EUR

0.711.28

-0.58-0.13-3.11

0.551.941.842.12

-4.62

Purchases Sales- LEGAL & GENERAL GROUP- DIRECT LINE INSURANCE GROUP- ADMIRAL GROUP- BNP PARIBAS- INTERMEDIATE CAPITAL GROUP

Fund manager Felix Maag, Nicola NolèFund manager since 09.09.2009, 01.04.2011Location Zurich, ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MayTotal net assets (in mil.) 346.12Inception date 09.09.2009Management fee in % p.a. 1.60TER (as of 30.11.2015) in % 1.86Benchmark (BM) MSCI Europe (NR) in EURSwinging single pricing (SSP) 3) YesUnit Class Category A

(distribution)

ISIN LU0439729285

Valor no. 10348225

Last distribution 14.06.2016Distribution value 0.28Redemptions DailyEU taxation Out of scope


CS (Lux) European Dividend Plus Equity Fund


2011 2012 2013 2014 2015 20168090

100110120130140150160170

-20%-10%

0%10%20%30%40%50%60%70%

-6.5

15.1 18.0

7.2 8.7

-2.7-8.1

17.3 19.8

6.8 8.2

-4.0

CS (Lux) European Dividend Plus Equity Fund BEUR


MSCI Europe (NR) in EURYearly or year-to-date performance respectively(Benchmark)




Financials 19.49 18.78Health Care 15.76 14.48Consumer Staples 15.58 16.16Industrials 11.71 11.84Consumer Discretionary 8.07 11.18Energy 7.35 6.80Telecommunication Services 6.49 4.55Utilities 5.99 4.15Cash/Cash Equivalents 2.12 -Others 7.44 12.06

Currencies in %

EUR 46.40GBP 28.11CHF 19.47SEK 4.13NOK 1.89

Countries in %

United Kingdom 27.13Switzerland 19.47France 12.71Germany 12.44Netherlands 6.91Italy 4.38Sweden 3.95Finland 3.90Cash/CashEquivalents 2.12Others 6.99

Top 10 Holdings in %Nestle SA 5.29Royal Dutch Shell 'A' 3.74Roche Holding AG 3.73GlaxoSmithKline PLC 3.67British American Tobacco 3.50Novartis AG 3.30HSBC Holdings 3.01Sanofi 2.66AstraZeneca 2.40TOTAL SA 2.39Total 33.69


Investment policyThe subfund invests in a broadly diversifiedEuropean equity portfolio that can be expected toyield above-average dividends.

Fund facts



Bloomberg ticker CSEUEQALX

CSEUEQB LX


14.08 16.53

--

Daily


Fund statistics 2)

Dividend Yield (Fund/BM) 4.70/3.703 years 5 years

Annualised volatility in % 11.84 11.77Information ratio 0.06 0.13Tracking Error (Ex post) 2.88 3.04Beta 0.88 0.86

104



1 2 3 4 5 6 7


0.711.28

-0.58-0.13-3.11

0.551.941.842.12

-4.62


Fund manager Felix Maag, Nicola NolèFund manager since 09.09.2009, 01.04.2011Location Zurich, ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MayTotal net assets (in mil.) 346.12Inception date 12.10.2009Management fee in % p.a. 0.70TER (as of 30.11.2015) in % 0.96Benchmark (BM) MSCI Europe (NR) in EURSwinging single pricing (SSP) 3) YesUnit Class Category IB

(capital growth)

ISIN LU0439729798

Valor no. 10348388

Last distribution -Distribution value -Min. Investment Amount 500'000Redemptions DailyEU taxation Out of scope




2011 2012 2013 2014 2015 201680

100

120

140

160

180

-20%

0%

20%

40%

60%

80%

-5.5

16.2 19.0

8.2 9.7

-2.1-8.1

17.3 19.8

6.8 8.2

-4.0

CS (Lux) European Dividend Plus Equity Fund IBEUR


MSCI Europe (NR) in EURYearly or year-to-date performance respectively(Benchmark)




Financials 19.49 18.78Health Care 15.76 14.48Consumer Staples 15.58 16.16Industrials 11.71 11.84Consumer Discretionary 8.07 11.18Energy 7.35 6.80Telecommunication Services 6.49 4.55Utilities 5.99 4.15Cash/Cash Equivalents 2.12 -Others 7.44 12.06

Currencies in %


Countries in %





Fund facts


Bloomberg ticker CSEUEQI LX



Fund statistics 2)


Annualised volatility in % 11.86 11.78Information ratio 0.38 0.43Tracking Error (Ex post) 2.87 3.04Beta 0.88 0.86

Cre

dit S

uiss

e S

ICA

V O

ne


105


1 2 3 4 5 6 7



Fund manager Felix Maag, Nicola NolèFund manager since 09.09.2009, 01.04.2011Location Zurich, ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MayTotal net assets (in mil.) 346.12Inception date 17.03.2011Management fee in % p.a. 1.60TER (as of 30.11.2015) in % 1.86Benchmark (BM) No BenchmarkSwinging single pricing (SSP) 3) YesUnit Class Category BH

(capital growth)

ISIN LU0603361998

Valor no. 12634678

Last distribution -Distribution value -Redemptions DailyEU taxation Out of scope




2011 2012 2013 2014 2015 20168090

100110120130140150160

-20%-10%

0%10%20%30%40%50%60%

14.417.9

6.8 7.0

-3.0

CS (Lux) European Dividend Plus Equity Fund BHCHF




Sectors in %Fund

Financials 19.49Health Care 15.76Consumer Staples 15.58Industrials 11.71Consumer Discretionary 8.07Energy 7.35Telecommunication Services 6.49Utilities 5.99Cash/Cash Equivalents 2.12Others 7.44

Currencies in %


Countries in %





Fund facts


Bloomberg ticker CSEEDRC LX



Fund statistics 2)


106



1 2 3 4 5 6 7


Fund manager Peter SchillingFund manager since 19.10.2009Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MayTotal net assets (in mil.) 343.96Inception date 19.10.2009Management fee in % p.a. 1.20TER (as of 30.11.2015) in % 1.45Benchmark (BM)

Thomson Reuters CV Gl. Focus (TR) (USD-Hgd)Swinging single pricing (SSP) 3) YesUnit Class Category B

(capital growth)

ISIN LU0426279682

Valor no. 10169270


Fund 144


CS (Lux) Global Balanced Convertible Bond Fund


2011 2012 2013 2014 2015 201690

100

110

120

130

140

-10%

0%

10%

20%

30%

40%

-5.0

9.7 11.5

3.2 2.2

-1.3-4.6

11.3 13.0

4.7 3.8

-0.6

CS (Lux) Global Balanced Convertible Bond FundB USD


Thomson Reuters CV Gl. Focus (TR) (USD-Hgd)Yearly or year-to-date performance respectively(Benchmark)



Sectors in %Information Technology 19.94Industrials 17.79Financials 17.32Consumer Discretionary 15.75Health Care 9.05Energy 5.61Consumer Staples 4.97Cash/Cash Equivalents 0.64Others 8.93



Credit Ratings in %

AAA (Bucket) 0.27AA (Bucket) 1.83A (Bucket) 22.32BBB (Bucket) 35.86BB (Bucket) 30.50B (Bucket) 8.79D 0.43


assetsTesla Motors CV 01.03.19 2.14Siemens Financiering 16.08.17 1.99Ctrip.Com 01.07.20 1.97Intel 15.12.35 1.91Microchip Techn. 15.02.25 1.91Suzuki Motor 31.03.23 1.87Citrix Syst. 15.04.19 1.70Salesforce 01.04.18 1.53LVMH Moet Vuitton 16.02.21 1.50Red Hat 01.10.19 1.43Total 17.95


Fund facts


Bloomberg ticker CGBCVBE LX



Fund statistics 2)


Number of holdings


Cre

dit S

uiss

e S

ICA

V O

ne


107


1 2 3 4 5 6 7



Thomson Reuters CV Gl. Focus (TR) (USD-Hgd)Swinging single pricing (SSP) 3) YesUnit Class Category IB

(capital growth)

ISIN LU0426280342

Valor no. 10169278


Fund 144




2012 2013 2014 2015 201695

100105110115120125130135140

-5%0%5%

10%15%20%25%30%35%40%

12.1

3.8 2.9

-1.0

13.0

4.7 3.8

-0.6

CS (Lux) Global Balanced Convertible Bond FundIB USD


Thomson Reuters CV Gl. Focus (TR) (USD-Hgd)Yearly or year-to-date performance respectively(Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund 2.49 1.31 -0.97 -2.18 11.33 -Benchmark 2.45 1.51 -0.64 -1.47 13.90 -




Credit Ratings in %





Fund facts


Bloomberg ticker CSGBCVI LX



Fund statistics 2)


Number of holdings


108



1 2 3 4 5 6 7



Thomson Reuters CV Gl. Focus (TR) (CHF-Hgd)Swinging single pricing (SSP) 3) YesUnit Class Category BH

(capital growth)

ISIN LU0457025020

Valor no. 10639345


Fund 144




2011 2012 2013 2014 2015 20169095

100105110115120125130135

-10%-5%0%5%

10%15%20%25%30%35%

-5.8

8.610.9

2.6 1.4

-2.4-4.8

10.712.7

4.6 2.8

-1.5

CS (Lux) Global Balanced Convertible Bond FundBH CHF


Thomson Reuters CV Gl. Focus (TR) (CHF-Hgd)Yearly or year-to-date performance respectively(Benchmark)






Credit Ratings in %





Fund facts


Bloomberg ticker CGBCVRC LX



Fund statistics 2)


Number of holdings


Cre

dit S

uiss

e S

ICA

V O

ne


109


1 2 3 4 5 6 7



Thomson Reuters CV Gl. Focus (TR) (EUR-Hgd)Swinging single pricing (SSP) 3) YesUnit Class Category BH

(capital growth)

ISIN LU0457025293

Valor no. 10639347


Fund 144




2011 2012 2013 2014 2015 201690

100

110

120

130

140

-10%

0%

10%

20%

30%

40%

-5.3

9.2 11.1

2.9 1.7

-2.0-4.2

11.0 12.8

4.7 3.6

-1.2

CS (Lux) Global Balanced Convertible Bond FundBH EUR


Thomson Reuters CV Gl. Focus (TR) (EUR-Hgd)Yearly or year-to-date performance respectively(Benchmark)






Credit Ratings in %





Fund facts


Bloomberg ticker CGBCVRE LX



Fund statistics 2)


Number of holdings


110



1 2 3 4 5 6 7



Thomson Reuters CV Gl. Focus (TR) (CHF-Hgd)Swinging single pricing (SSP) 3) YesUnit Class Category IBH

(capital growth)

ISIN LU0456270122

Valor no. 10627511


Fund 144




2011 2012 2013 2014 2015 20169095

100105110115120125130135

-10%-5%0%5%

10%15%20%25%30%35%

-5.4

9.311.5

3.3 1.7

-2.1-4.8

10.712.7

4.6 2.8

-1.5

CS (Lux) Global Balanced Convertible Bond FundIBH CHF


Thomson Reuters CV Gl. Focus (TR) (CHF-Hgd)Yearly or year-to-date performance respectively(Benchmark)






Credit Ratings in %





Fund facts


Bloomberg ticker CGBCVSC LX



Fund statistics 2)


Number of holdings


Cre

dit S

uiss

e S

ICA

V O

ne


111


1 2 3 4 5 6 7



Thomson Reuters CV Gl. Focus (TR) (EUR-Hgd)Swinging single pricing (SSP) 3) YesUnit Class Category IBH

(capital growth)

ISIN LU0456270395

Valor no. 10627572


Fund 144




2011 2012 2013 2014 2015 201690

100

110

120

130

140

-10%

0%

10%

20%

30%

40%

-4.7

9.7 11.7

3.4 2.5

-1.7-4.2

11.0 12.8

4.7 3.6

-1.2

CS (Lux) Global Balanced Convertible Bond FundIBH EUR








Credit Ratings in %





Fund facts


Bloomberg ticker CGBCVSE LX



Fund statistics 2)


Number of holdings


112



1 2 3 4 5 6 7



Thomson Reuters CV Gl. Focus (TR) (EUR-Hgd)Swinging single pricing (SSP) 3) YesUnit Class Category EBH

(capital growth)

ISIN LU0621205250

Valor no. 12916510


Fund 144




2011 2012 2013 2014 2015 2016859095

100105110115120125130

-15%-10%-5%0%5%

10%15%20%25%30%

10.3 12.1

3.8 2.6

-1.5

11.0 12.8

4.7 3.6

-1.2

CS (Lux) Global Balanced Convertible Bond FundEBH EUR








Credit Ratings in %





Fund facts


Bloomberg ticker CGBCVTE LX



Fund statistics 2)


Number of holdings


Cre

dit S

uiss

e S

ICA

V O

ne


113


1 2 3 4 5 6 7


-1.060.22

-2.060.80

-1.07-0.03-0.39

1.740.880.97

Purchases SalesCOACH -- MCDONALD'S- DARDEN RESTAURANTS- LEGGETT & PLATT

Fund manager Felix Maag, Aude ScheuerFund manager since 09.04.2010, 01.04.2011Location Zurich, ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MayTotal net assets (in mil.) 120.88Inception date 15.04.2010Management fee in % p.a. 1.60TER (as of 30.11.2015) in % 1.91Benchmark (BM) MSCI World (NR)Swinging single pricing (SSP) 3) YesUnit Class Category A

(distribution)

ISIN LU0439730374

Valor no. 10348395



CS (Lux) Global Dividend Plus Equity Fund


2011 2012 2013 2014 2015 20168090

100110120130140150160

-20%-10%

0%10%20%30%40%50%60%

-2.7

12.7

21.1

2.5

-2.6

7.6

-5.5

15.8

26.7

4.9

-0.9

4.9

CS (Lux) Global Dividend Plus Equity Fund BUSD






Financials 18.02 19.08Health Care 13.76 13.54Information Technology 12.46 14.52Consumer Staples 11.64 10.84Consumer Discretionary 11.52 12.59Industrials 10.91 10.94Energy 6.15 6.54Telecommunication Services 5.34 3.60Cash/Cash Equivalents 0.88 -Others 9.32 8.35

Currencies in %

USD 53.42EUR 13.42GBP 7.56CHF 6.57CAD 6.10HKD 3.19SGD 2.66AUD 2.57JPY 1.83Others 2.69

Countries in %

USA 52.30United Kingdom 7.41Switzerland 6.57Canada 5.99France 4.22Germany 4.21Hong Kong 3.15Singapore 2.56Cash/CashEquivalents 0.88Others 12.71

Top 10 Holdings in %Microsoft Corp 3.38Intel 2.42Altria 2.25Pfizer 2.25Merck 2.21AT&T 1.96General Electric 1.92JPMorgan Chase 1.89Novartis AG 1.79Chevron 1.77Total 21.84


Investment policyThe subfund invests in a broadly diversifiedworldwide equity portfolio that can be expectedto yield above-average dividends.

Fund facts



Bloomberg ticker CSGEDPALX

CGSEDPB LX


13.72 15.22

Daily


Fund statistics 2)


Annualised volatility in % 10.50 12.05Information ratio -0.41 -0.22Tracking Error (Ex post) 3.12 3.19Beta 0.87 0.88

114



1 2 3 4 5 6 7



Fund manager Felix Maag, Aude ScheuerFund manager since 09.04.2010, 01.04.2011Location Zurich, ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MayTotal net assets (in mil.) 120.88Inception date 15.04.2011Management fee in % p.a. 1.60TER (as of 30.11.2015) in % 1.91Benchmark (BM) No BenchmarkSwinging single pricing (SSP) 3) YesUnit Class Category BH

(capital growth)

ISIN LU0612865351

Valor no. 12784788





2011 2012 2013 2014 2015 201680

90

100

110

120

130

-20%

-10%

0%

10%

20%

30%

11.3

20.3

2.1

-3.7

6.4

CS (Lux) Global Dividend Plus Equity Fund BH CHFYearly or year-to-date performance respectively(Fund)




Sectors in %Fund

Financials 18.02Health Care 13.76Information Technology 12.46Consumer Staples 11.64Consumer Discretionary 11.52Industrials 10.91Energy 6.15Telecommunication Services 5.34Cash/Cash Equivalents 0.88Others 9.32

Currencies in %


Countries in %





Fund facts


Bloomberg ticker CSGEDRC LX



Fund statistics 2)


Cre

dit S

uiss

e S

ICA

V O

ne


115


1 2 3 4 5 6 7


-1.060.22

-2.060.80

-1.07-0.03-0.39

1.740.880.97


Fund manager Felix Maag, Aude ScheuerFund manager since 09.04.2010, 01.04.2011Location Zurich, ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MayTotal net assets (in mil.) 120.88Inception date 14.12.2012Management fee in % p.a. 0.70TER (as of 30.11.2015) in % 1.00Benchmark (BM) MSCI World (NR)Swinging single pricing (SSP) 3) YesUnit Class Category IB

(capital growth)

ISIN LU0439730887

Valor no. 10348401





2013 2014 2015 201690

100

110

120

130

140

-10%

0%

10%

20%

30%

40%

22.3

3.4

-1.7

8.2

26.7

4.9

-0.9

4.9

CS (Lux) Global Dividend Plus Equity Fund IBUSD




1 month 3 months YTD 1 year 3 years 5 yearsFund 2.40 4.23 8.23 5.36 19.75 -Benchmark 4.22 3.64 4.91 -0.46 21.12 -


Financials 18.02 19.08Health Care 13.76 13.54Information Technology 12.46 14.52Consumer Staples 11.64 10.84Consumer Discretionary 11.52 12.59Industrials 10.91 10.94Energy 6.15 6.54Telecommunication Services 5.34 3.60Cash/Cash Equivalents 0.88 -Others 9.32 8.35

Currencies in %


Countries in %





Fund facts


Bloomberg ticker CSGEDVI LX



Fund statistics 2)

Dividend Yield (Fund/BM) 3.85/2.601 year 3 years

Annualized volatility in % 13.55 10.47Tracking Error (Ex post) 3.99 3.14Beta 0.83 0.87

116



1 2 3 4 5 6 7



Fund manager Felix Maag, Aude ScheuerFund manager since 09.04.2010, 01.04.2011Location Zurich, ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MayTotal net assets (in mil.) 120.88Inception date 20.07.2011Management fee in % p.a. 0.70TER (as of 30.11.2015) in % 1.01Benchmark (BM) No BenchmarkSwinging single pricing (SSP) 3) YesUnit Class Category IBH

(capital growth)

ISIN LU0439730960

Valor no. 10348403





2011 2012 2013 2014 2015 201680

90

100

110

120

130

140

-20%

-10%

0%

10%

20%

30%

40%

12.4

21.5

3.1

-2.8

6.9

CS (Lux) Global Dividend Plus Equity Fund IBHCHF




Sectors in %Fund

Financials 18.02Health Care 13.76Information Technology 12.46Consumer Staples 11.64Consumer Discretionary 11.52Industrials 10.91Energy 6.15Telecommunication Services 5.34Cash/Cash Equivalents 0.88Others 9.32

Currencies in %


Countries in %





Fund facts


Bloomberg ticker CSGEDSC LX



Fund statistics 2)


Cre

dit S

uiss

e S

ICA

V O

ne


117


Fund manager Florian BoehringerFund manager since 01.03.2013Location ZurichFund domicile LuxembourgFund currency CHFClose of financial year 31. MayTotal net assets (in mil.) 89.97Inception date 29.09.2009Management fee in % p.a. 1.15TER (as of 30.11.2015) in % 1.63Swinging single pricing (SSP) 3) YesUnit Class Category B

(capital growth)

ISIN LU0439731851

Valor no. 10348440



CS (Lux) IndexSelection Fund Balanced CHF


2011 2012 2013 2014 2015 201685

90

95

100

105

110

115

120

-15%

-10%

-5%

0%

5%

10%

15%

20%

-8.1

8.36.5 6.5

-2.2

0.4

CS (Lux) IndexSelection Fund Balanced CHF B Yearly or year-to-date performance respectively (Fund)




Switzerland 5.31 4.86 11.77 1.30 23.24Asia Pacific 0.26 - 1.72 - 1.98Euroland 9.13 17.17 7.97 1.31 35.58UK 0.02 - 0.94 - 0.96Canada 0.90 - 1.09 - 1.99USA 3.05 3.95 10.44 - 17.44Others -7.31 - - - -7.31Emerging Markets - 6.98 8.16 - 15.14Global - 3.49 - 3.38 6.87Japan 2.24 - 1.87 - 4.11Total 13.60 36.45 43.96 5.99 100.00


CHF 82.30JPY 3.10CAD 2.00GBP 1.90EUR 1.60AUD 0.70USD 0.20Others 8.20




Allocation of bonds in %Government 60.39Emerging Market Bonds 19.15High Yield Bonds 10.89Inflation Linked Bonds 9.57Total 100.00

Top 10 Holdings in %iShares JPM Emerging Market Bond ETF 7.05Vanguard S&P 500 Index ETF 6.01iShares SMI ETF 5.56Ishares PLC EUR 4.66Vanguard Emerging Markets Stock IndexFund

4.34

db x-trackers II-IBOXX Gl. Inf.-Link.TRIHedg. ETF

3.56

iShares eb. rexx. Money Market 3.54iShares Euro Government Bond 3-5 ETF 3.45UBS Bloomberg Commodity Index ETF 3.43dx x-trackers MSCI EMU ETF 3.00Total 44.60

Investment policyThe primary investment objective of the fund isreal-term capital preservation and long-termcapital enhancement through regular income, aswell as capital and currency gains. The fundinvests in a broadly diversified portfolio ofindex-linked instruments such as exchangetraded funds (ETFs), investment funds,structured products, and derivatives. The fundis invested worldwide in equities, bonds,currencies, commodities, and other alternativeinvestments. The overall foreign currencyexposure is predominantly hedged back in swissfranc.

Fund facts


Bloomberg ticker CSOIBSB LX



Fund statistics 2)


118




(capital growth)

ISIN LU0439733121

Valor no. 10348472



CS (Lux) IndexSelection Fund Growth CHF


2011 2012 2013 2014 2015 2016859095

100105110115120125

-15%-10%-5%0%5%

10%15%20%25%

-9.9

9.4 10.98.0

-2.2 -0.7

CS (Lux) IndexSelection Fund Growth CHF B Yearly or year-to-date performance respectively (Fund)




Switzerland 5.60 2.40 16.51 1.32 25.83Asia Pacific 0.52 - 2.22 - 2.74Euroland 6.62 5.99 13.38 1.30 27.29UK 0.02 - 1.89 - 1.91Canada 0.04 - 1.41 - 1.45USA 3.44 2.82 16.53 - 22.79Others -9.26 - - - -9.26Emerging Markets - 4.76 11.07 - 15.83Global - 2.63 - 2.87 5.50Japan 2.86 - 3.06 - 5.92Total 9.84 18.60 66.07 5.49 100.00


CHF 76.10JPY 4.60GBP 2.70USD 2.50CAD 1.50EUR 0.80AUD 0.80Others 11.10




Allocation of bonds in %Government 50.49Emerging Market Bonds 25.59Inflation Linked Bonds 14.14High Yield Bonds 9.78Total 100.00

Top 10 Holdings in %Vanguard S&P 500 Index ETF 8.90SMI Futures 7.28Vanguard Emerging Markets Stock IndexFund

7.21

dx x-trackers MSCI EMU ETF 5.19iShares JPM Emerging Market Bond ETF 4.76iShares MSCI EMU ETF 4.65iShares SMI ETF 4.46db x-trackers SMI ETF 4.07Powershares Nasdaq 100 ETF 3.37SPDR S&P 500 ETF 3.08Total 52.97

Investment policyThe investment objective of the fund is to achievethe highest possible total return in Swiss francs.The fund invests in a broadly diversified portfolioof index-linked instruments such as exchangetraded funds (ETFs), investment funds,structured products, and derivatives. The fundis invested worldwide in equities, bonds,currencies, commodities, and other alternativeinvestments. The overall foreign currencyexposure is predominantly hedged back in swissfranc.

Fund facts


Bloomberg ticker CSOICSB LX



Fund statistics 2)


Cre

dit S

uiss

e S

ICA

V O

ne


119



(capital growth)

ISIN LU0439734368

Valor no. 10348562



CS (Lux) IndexSelection Fund Yield CHF


2011 2012 2013 2014 2015 201692949698

100102104106108110

-8%-6%-4%-2%0%2%4%6%8%

10%

-6.2

6.7

1.9

5.7

-2.6

1.8

CS (Lux) IndexSelection Fund Yield CHF B Yearly or year-to-date performance respectively (Fund)




Switzerland 5.04 8.56 6.58 1.33 21.51Asia Pacific 0.08 - 2.21 - 2.29Euroland 8.91 24.65 4.17 1.34 39.07UK 0.02 - - - 0.02Canada 0.71 - 0.52 - 1.23USA 4.17 7.57 5.50 - 17.24Others -6.43 - - - -6.43Emerging Markets - 9.27 5.51 - 14.78Global - 3.36 - 3.43 6.79Japan 2.58 - 0.92 - 3.50Total 15.08 53.41 25.41 6.10 100.00


CHF 87.90JPY 1.90AUD 1.40CAD 1.20GBP 0.90EUR 0.60USD 0.10Others 6.00




Allocation of bonds in %Government 65.36Emerging Market Bonds 17.36High Yield Bonds 10.99Inflation Linked Bonds 6.29Total 100.00

Top 10 Holdings in %iShares JPM Emerging Market Bond ETF 8.76iShares Euro Government Bond 3-5 ETF 6.57Ishares PLC EUR 4.97Vanguard EUR Government Bond Fund 4.03iShares USD High Yield Bond ETF 3.96iShares USD Treasury 1-3 Bond ETF 3.61iShares SMI ETF 3.57Vanguard EUR Investment Grade BondFund

3.52

UBS Bloomberg Commodity Index ETF 3.43db x-trackers II-IBOXX Gl. Inf.-Link.TRIHedg. ETF

3.36

Total 45.78

Investment policyThe investment objective of the fund is to achievean appropriate return in Swiss francs. The fundinvests in a broadly diversified portfolio ofindex-linked instruments such as exchangetraded funds (ETFs), investment funds,structured products, and derivatives. The fundis invested worldwide in equities, bonds,currencies, commodities, and other alternativeinvestments. The overall foreign currencyexposure is predominantly hedged back in swissfranc.

Fund facts


Bloomberg ticker CSOIISB LX



Fund statistics 2)


120



Fund manager Felix MeierFund manager since 26.07.2010Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MayTotal net assets (in mil.) 189.95Inception date 26.07.2010Management fee in % p.a. 2.00TER without performance fee (11.2015) in % 2.26Performance fee in % with Highwatermark 20.00Benchmark (BM)

CS AllHedge Long/Short Equity (EUR-Hgd) (04/14)Swinging single pricing (SSP) 3) YesUnit Class Category B

(capital growth)

ISIN LU0525285697

Valor no. 11514102


CS (Lux) Small and Mid Cap Alpha Long/Short Fund


2011 2012 2013 2014 2015 20169095

100105110115120125130

-10%-5%0%5%

10%15%20%25%30%

-3.8

4.0

16.4

2.2 0.7

-6.5-3.4

9.9

19.3

-2.3 -1.2-4.6

CS (Lux) Small and Mid Cap Alpha Long/ShortFund B EUR


CS AllHedge Long/Short Equity (EUR-Hgd) (04/14)



1 month 3 months YTD 1 year 3 years 5 yearsFund 2.27 -1.47 -6.54 -12.65 3.76 13.84Benchmark 1.26 1.42 -4.63 -7.70 -0.01 13.92


Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2016 -5.30 -2.35 1.71 0.86 0.74 -4.37 2.27 - - - - - -6.542015 2.23 3.45 0.44 0.62 0.02 -2.24 3.07 -5.01 -2.74 -0.23 1.51 -0.11 0.662014 4.52 4.01 0.67 -1.10 2.54 -1.22 -4.24 -1.06 -0.97 -2.12 1.19 0.34 2.232013 2.71 -0.19 -0.21 1.66 2.16 -0.59 2.15 1.56 2.63 1.53 1.16 0.79 16.402012 4.15 3.66 -1.41 -0.48 -4.95 -0.69 -1.64 0.33 1.40 1.24 1.35 1.27 3.962011 2.15 1.20 -1.74 -1.11 -1.92 0.46 -0.64 -3.57 -2.93 2.39 1.34 0.71 -3.812010 - - - - - - - 0.75 2.68 1.60 1.09 2.54 8.96

Investment policyThe CS (Lux) Small and Mid Cap Alpha Long/Short Fund aims to generate absolute positivereturns by exploiting the inefficiencies of thesmall and mid-cap markets in Europe with afocus on German speaking countries. Theportfolio managers buy the equities they thinkwill perform best, while at the same time sellingstocks in companies that, in their views, willunderperform the market. The objective is tocreate a portfolio that has lower volatility, lesscorrelation with the equity markets and a betterrisk-adjusted performance than a long-only fund.

Fund facts


Bloomberg ticker CSSMLSB LX


Fund statistics 2)

3 years 5 yearsAnnualised volatility in % 8.57 8.17Information ratio 0.19 0.00

Fund ExposuresTotal gross exposure 151.51Long exposure 91.58Short exposure -59.94Net exposure 31.64Number of long positions 79.00Number of short positions 37.00

Cre

dit S

uiss

e S

ICA

V O

ne


121

Net Exposure Countries

-10% -5% 0% 5% 10% 15% 20% 25% 30% 35%

Germany

Denmark

Finland

Italy

Sweden

Norway

United Kingdom

Switzerland

Portugal

Spain

Luxembourg

France

Netherlands

27.87%

2.97%

2.92%

2.66%

0.84%

0.75%

0.56%

0.40%

-0.34%

-0.69%

-1.00%

-2.47%

-2.84%

Allocation by Country in %Long Short Net

Denmark 3.43 -0.46 2.97Finland 2.91 0.00 2.92France 0.48 -2.94 -2.47Germany 66.05 -38.18 27.87Italy 2.90 -0.24 2.66Luxembourg 0.62 -1.62 -1.00Netherlands 5.45 -8.29 -2.84Norway 0.75 0.00 0.75Portugal 0.00 -0.34 -0.34Spain 0.00 -0.69 -0.69Sweden 1.41 -0.57 0.84Switzerland 2.65 -2.25 0.40United Kingdom 4.93 -4.37 0.56

Allocation by Sector in %Long Short Net

Consumer Discretionary 13.86 -14.40 -0.54Consumer Staples 2.18 -2.61 -0.43Energy 0.75 -0.34 0.41Financials 10.16 -10.85 -0.69Health Care 7.60 -2.62 4.98Industrials 24.73 -18.69 6.04Information Technology 18.43 -0.91 17.52Materials 12.10 -8.26 3.84Telecommunication Services 0.95 -0.21 0.74Utilities 0.81 -1.03 -0.22

Net Exposure Sectors 3)

-5% 0% 5% 10% 15% 20%

Information Technology

Industrials

Health Care

Materials

Telecommunication Services

Energy

Utilities

Consumer Staples

Consumer Discretionary

Financials

17.52%

6.04%

4.98%

3.84%

0.74%

0.41%

-0.22%

-0.43%

-0.54%

-0.69%

3) This is an indicative asset allocation, which may change over time.

122




CS AllHedge Long/Short Equity (EUR-Hgd) (04/14)Swinging single pricing (SSP) 3) YesUnit Class Category IB

(capital growth)

ISIN LU0525285937

Valor no. 11514128

Min. Investment Amount 500'000




2011 2012 2013 2014 2015 20169095

100105110115120125130135

-10%-5%0%5%

10%15%20%25%30%35%

-3.6

4.2

16.5

3.0 1.4

-6.1-3.4

9.9

19.3

-2.3 -1.2-4.6

CS (Lux) Small and Mid Cap Alpha Long/Short FundIB EUR


CS AllHedge Long/Short Equity (EUR-Hgd) (04/14)Yearly or year-to-date performance respectively(Benchmark)






Fund facts


Bloomberg ticker CSSMLSI LX



Fund statistics 2)

3 years 5 yearsAnnualised volatility in % 8.55 8.15Information ratio 0.29 0.07


Cre

dit S

uiss

e S

ICA

V O

ne


123


-10% -5% 0% 5% 10% 15% 20% 25% 30% 35%

Germany

Denmark

Finland

Italy

Sweden

Norway

United Kingdom

Switzerland

Portugal

Spain

Luxembourg

France

Netherlands

27.87%

2.97%

2.92%

2.66%

0.84%

0.75%

0.56%

0.40%

-0.34%

-0.69%

-1.00%

-2.47%

-2.84%






-5% 0% 5% 10% 15% 20%


Industrials

Health Care

Materials


Energy

Utilities

Consumer Staples


Financials

17.52%

6.04%

4.98%

3.84%

0.74%

0.41%

-0.22%

-0.43%

-0.54%

-0.69%


124




CS AllHedge Long/Short Equity (CHF-Hgd) (04/14)Swinging single pricing (SSP) 3) YesUnit Class Category BH

(capital growth)

ISIN LU0526492425

Valor no. 11514130




2011 2012 2013 2014 2015 20169095

100105110115120125130

-10%-5%0%5%

10%15%20%25%30%

-4.7

3.3

16.5

1.9

-0.5

-6.9-4.8

9.5

19.3

-2.5 -1.9-4.9

CS (Lux) Small and Mid Cap Alpha Long/Short FundBH CHF


CS AllHedge Long/Short Equity (CHF-Hgd) (04/14)Yearly or year-to-date performance respectively(Benchmark)




Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2016 -5.36 -2.39 1.63 0.82 0.68 -4.37 2.17 - - - - - -6.902015 2.17 3.33 0.37 0.49 -0.07 -2.32 2.91 -5.13 -2.81 -0.33 1.47 -0.24 -0.482014 4.51 3.98 0.61 -1.10 2.52 -1.27 -4.26 -1.09 -1.02 -2.13 1.19 0.28 1.892013 2.73 0.65 -0.23 1.54 2.31 -0.61 2.14 1.56 2.60 1.52 1.16 0.73 16.522012 3.97 3.58 -1.37 -0.56 -4.98 -0.75 -1.73 0.32 1.38 1.22 1.34 1.22 3.352011 2.19 1.16 -1.80 -1.14 -1.97 0.42 -0.92 -3.56 -3.14 2.20 1.24 0.77 -4.672010 - - - - - - - 0.73 2.72 1.65 0.91 2.39 8.68


Fund facts


Bloomberg ticker CSSMLRC LX


Fund statistics 2)

3 years 5 yearsAnnualised volatility in % 8.56 8.16Information ratio 0.15 -0.01


Cre

dit S

uiss

e S

ICA

V O

ne


125


-10% -5% 0% 5% 10% 15% 20% 25% 30% 35%

Germany

Denmark

Finland

Italy

Sweden

Norway

United Kingdom

Switzerland

Portugal

Spain

Luxembourg

France

Netherlands

27.87%

2.97%

2.92%

2.66%

0.84%

0.75%

0.56%

0.40%

-0.34%

-0.69%

-1.00%

-2.47%

-2.84%






-5% 0% 5% 10% 15% 20%


Industrials

Health Care

Materials


Energy

Utilities

Consumer Staples


Financials

17.52%

6.04%

4.98%

3.84%

0.74%

0.41%

-0.22%

-0.43%

-0.54%

-0.69%


126




CS AllHedge Long/Short Equity (04/14)Swinging single pricing (SSP) 3) YesUnit Class Category BH

(capital growth)

ISIN LU0526495444

Valor no. 11514152




2011 2012 2013 2014 2015 20169095

100105110115120125130135

-10%-5%0%5%

10%15%20%25%30%35%

-4.2

4.3

16.7

2.0 0.4

-6.1-3.2

10.7

20.2

-1.8 -0.8-4.0

CS (Lux) Small and Mid Cap Alpha Long/Short FundBH USD


CS AllHedge Long/Short Equity (04/14)Yearly or year-to-date performance respectively(Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund 2.37 -1.09 -6.10 -12.30 3.80 14.37Benchmark 1.38 1.71 -3.97 -6.92 1.88 17.81




Fund facts


Bloomberg ticker CSSMLRU LX


Fund statistics 2)

3 years 5 yearsAnnualised volatility in % 8.62 8.20Information ratio 0.10 -0.09


Cre

dit S

uiss

e S

ICA

V O

ne


127


-10% -5% 0% 5% 10% 15% 20% 25% 30% 35%

Germany

Denmark

Finland

Italy

Sweden

Norway

United Kingdom

Switzerland

Portugal

Spain

Luxembourg

France

Netherlands

27.87%

2.97%

2.92%

2.66%

0.84%

0.75%

0.56%

0.40%

-0.34%

-0.69%

-1.00%

-2.47%

-2.84%






-5% 0% 5% 10% 15% 20%


Industrials

Health Care

Materials


Energy

Utilities

Consumer Staples


Financials

17.52%

6.04%

4.98%

3.84%

0.74%

0.41%

-0.22%

-0.43%

-0.54%

-0.69%


128



1 2 3 4 5 6 7


Fund manager iMACS Funds TeamFund manager since 01.10.2015Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. NovTotal net assets (in mil.) 560.25Inception date 12.12.2012Management fee in % p.a. 0.50TER (as of 30.11.2015) in % 1.26Swinging single pricing (SSP) 3) YesUnit Class Category EBH

(capital growth)

ISIN LU0861833662

Valor no. 20113929


Purchases Sales- -


CS (Lux) Multimanager Enhanced Fixed Income USD Fund


2013 2014 2015 201694

96

98

100

102

104

106

108

-6%

-4%

-2%

0%

2%

4%

6%

8%

-3.5

2.5

-1.9

7.1

CS (Lux) Multimanager Enhanced Fixed Income USD FundEBH EUR




Credit Ratings in %

AAA 11.37AA 7.78A 5.67BBB 14.03BB 26.01B 24.90CCC 6.65CC 3.59


assetsNomura US High Yield Fund 15.52Aviva Global High Yield Bond Fund 15.32db x-trackers Global Inflation Linked 10.08Credit Suisse Global Inflation Linked 8.44Ubam Global High Yield Bond Fund 8.08Nordea European High Yield Fund 7.20iShares JPM Emerging Market Bond ETF 5.69AXA US Short Duration High Yield Fund 5.38Vontobel Emerging Market Bond Fund 4.76New Capital Wealthy Nations Bond Fund 4.23Total 84.70

Maturities in years

0%

5%

10%

15%

20%

25%

0-1 1-3 3-5 5-7 7-10 >10

Currencies in %USD 92.76EUR 7.20CHF 0.04


Asset Allocation in %High Yield Bonds 54.83Emerging Market Bonds 26.51Inflation Linked Bonds 18.66Total 100.00

Investment policyInvestment objective is to achieve the highestpossible return in USD by investing worldwidein a diversified fixed income fund portfolio withexposure to government bonds, corporates,emerging markets, High Yield, ABS, InflationLinked Bonds and Convertibles.

Fund facts


Bloomberg ticker CSMEFTE LX



Fund statistics 2)

1 year 3 yearsAnnualized volatility in % 5.33 4.48Maximum drawdown in % 4) -3.59 -5.294) Maximum drawdown is the most negative cumulative returnover a given time period.


Average = BB

Cre

dit S

uiss

e S

olut

ions


129


Fund manager Stéphane JulenFund manager since 01.11.2015Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 30. NovTotal net assets (in mil.) 244.89Inception date 16.11.2011Management fee in % p.a. 1.50TER without performance fee (11.2015) in % 3.89Performance fee in % with Highwatermark 10.00TER with performance fee (11.2015) in % 3.89Subscription WeeklyRedemption WeeklyUnit Class Category B

(capital growth)

ISIN LU0678256750

Valor no. 13795107


Fund 12


Credit Suisse (Lux) Prima Growth Fund


2011 2012 2013 2014 2015 201690

95

100

105

110

115

120

-10%

-5%

0%

5%

10%

15%

20%

3.3

8.1

0.4-0.3

-4.0

CS (Lux) Prima Growth Fund B EUR Yearly or year-to-date performance respectively (Fund)


1 month 3 months YTD 1 year 3 years 5 yearsFund 2.02 0.07 -4.03 -8.14 -0.89 -


Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2016 -4.79 -0.27 1.11 -0.10 0.63 -2.53 2.02 - - - - - -4.032015 0.62 0.84 1.97 1.95 0.89 -0.61 -1.51 -4.99 -2.12 2.46 0.84 -0.39 -0.292014 -0.10 1.89 -1.62 -2.73 0.83 0.23 0.29 0.45 0.09 -0.98 1.90 0.27 0.422013 1.76 0.16 1.08 0.21 1.62 -2.30 2.28 -1.66 1.57 1.20 1.24 0.78 8.122012 1.21 1.74 0.36 -0.21 -1.74 -0.90 0.80 0.40 0.35 -0.03 0.36 0.94 3.272011 - - - - - - - - - - - -0.39 -

Sectors in %

Long/Short Equity 81.90Corporate 10.60Global Macro 5.40Event Driven 4.90CTA 0.00Cash/Cash Equivalents -2.80

Investment policyCredit Suisse (Lux) Prima Growth fund (CSPrima Growth) is a UCITS III compliantmulti-strategy fund of funds. The CS PrimaGrowth fund allocates assets across multiplestrategies in the liquid UCITS compliant universe.It targets attractive risk adjusted returns throughactive portfolio management and may invest invarious alternative investment strategiesincluding: Equities, Event Driven, Convertibles,Macro, Credit, Managed Futures, Fixed Income,Emerging Markets Equities and Rates. The fundis domiciled in Luxembourg and will bepassported most other European countries. Thefund is open to both institutional and retailinvestors and offers weekly liquidity.

Fund facts


Bloomberg ticker CSSPPBE LX


Number of holdings

Top HoldingsMarshall Wace Dev Europe TOPS 12.83DNB TMT Absolute Return Fund 11.93Schroder Gaia Egerton Europ. Eq 11.05DB Platinum IV Clinton 10.60APS Asia Pacific Long/Short Fd 9.53Total 55.94

130



Fund manager Stéphane JulenFund manager since 01.11.2015Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 30. NovTotal net assets (in mil.) 244.89Inception date 29.02.2012Management fee in % p.a. 1.00TER without performance fee (11.2015) in % 3.17Performance fee in % with Highwatermark 5.00TER with performance fee (11.2015) in % 3.17Subscription WeeklyRedemption WeeklyUnit Class Category IBH

(capital growth)

ISIN LU0678258889

Valor no. 13795117


Fund 12




2012 2013 2014 2015 201690

95

100

105

110

115

120

-10%

-5%

0%

5%

10%

15%

20%

8.7

0.6

-0.7

-4.2

CS (Lux) Prima Growth Fund IBH CHF Yearly or year-to-date performance respectively (Fund)




Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2016 -4.86 -0.29 1.06 -0.10 0.61 -2.52 1.97 - - - - - -4.222015 0.68 0.75 1.95 1.92 0.90 -0.64 -1.55 -5.06 -2.19 2.42 0.81 -0.47 -0.722014 -0.02 1.90 -1.59 -2.76 0.80 0.25 0.29 0.46 0.11 -0.95 1.91 0.27 0.562013 1.91 0.21 1.11 0.23 1.75 -2.27 2.26 -1.61 1.56 1.25 1.30 0.81 8.742012 - - - - - - - - - - - 0.94 -

Sectors in %



Fund facts


Bloomberg ticker CSSPSCH LX


Number of holdings


Cre

dit S

uiss

e S

olut

ions


131

a subfund of CS Investment Funds 4 - Class FBH CHF

Fund manager Stéphane JulenFund manager since 01.11.2015Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 30. NovTotal net assets (in mil.) 244.89Inception date 19.10.2011Management fee in % p.a. 1.00TER without performance fee (11.2015) in % 2.94Performance fee in % with Highwatermark 15.00TER with performance fee (11.2015) in % 2.94Subscription WeeklyRedemption WeeklyUnit Class Category FBH

(capital growth)

ISIN LU0678259853

Valor no. 13795121


Fund 12




2011 2012 2013 2014 2015 201690

95

100

105

110

115

120

-10%

-5%

0%

5%

10%

15%

20%

3.3

8.2

0.6

-0.5

-4.2

CS (Lux) Prima Growth Fund FBH CHF Yearly or year-to-date performance respectively (Fund)




Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2016 -4.87 -0.29 1.07 -0.10 0.61 -2.52 1.97 - - - - - -4.222015 0.64 0.70 1.78 1.78 0.86 -0.47 -1.24 -4.86 -2.18 2.41 0.81 -0.46 -0.472014 0.03 1.76 -1.54 -2.76 0.80 0.25 0.28 0.46 0.12 -0.95 1.92 0.27 0.552013 1.77 0.14 1.07 0.21 1.57 -2.01 1.99 -1.35 1.39 1.17 1.22 0.81 8.192012 1.22 1.77 0.36 -0.21 -1.74 -0.90 0.77 0.39 0.35 -0.06 0.40 0.95 3.302011 - - - - - - - - - - -1.55 -0.36 -

Sectors in %



Fund facts


Bloomberg ticker CSSPPTC LX


Number of holdings


132


a subfund of CS Investment Funds 4 - Class FBH USD

Fund manager Stéphane JulenFund manager since 01.11.2015Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 30. NovTotal net assets (in mil.) 244.89Inception date 19.10.2011Management fee in % p.a. 1.00TER without performance fee (11.2015) in % 2.95Performance fee in % with Highwatermark 15.00TER with performance fee (11.2015) in % 2.95Subscription WeeklyRedemption WeeklyUnit Class Category FBH

(capital growth)

ISIN LU0678260513

Valor no. 13795123


Fund 12




2011 2012 2013 2014 2015 201695

100

105

110

115

120

-5%

0%

5%

10%

15%

20%

3.9

8.5

0.9 0.6

-3.2

CS (Lux) Prima Growth Fund FBH USD Yearly or year-to-date performance respectively (Fund)


1 month 3 months YTD 1 year 3 years 5 yearsFund 2.17 0.55 -3.21 -6.91 1.68 -


Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2016 -4.70 -0.28 1.26 0.03 0.76 -2.33 2.17 - - - - - -3.212015 0.58 0.82 1.91 1.92 0.90 -0.38 -1.16 -4.82 -2.01 2.48 0.90 -0.27 0.652014 0.05 1.79 -1.38 -2.74 0.84 0.27 0.32 0.48 0.12 -0.95 1.93 0.31 0.942013 1.77 0.16 1.10 0.24 1.54 -1.96 2.06 -1.34 1.45 1.23 1.24 0.81 8.532012 1.29 1.81 0.38 -0.17 -1.67 -0.88 0.82 0.49 0.40 0.03 0.41 1.02 3.952011 - - - - - - - - - - -1.47 -0.28 -

Sectors in %



Fund facts


Bloomberg ticker CSSPPTU LX


Number of holdings


Cre

dit S

uiss

e S

olut

ions


133





(capital growth)

ISIN LU0522194348

Valor no. 11480414


Fund 23




2011 2012 2013 2014 2015 2016949698

100102104106108110

-6%-4%-2%0%2%4%6%8%

10%

-3.8

2.2

5.9

2.0

-1.5

-5.0

CS (Lux) Prima Multi-Strategy Fund IBH CHF Yearly or year-to-date performance respectively (Fund)


1 month 3 months YTD 1 year 3 years 5 yearsFund 0.86 -1.38 -4.97 -8.08 -2.43 -0.28


Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2016 -1.77 -1.30 -0.40 -0.20 -0.12 -2.10 0.86 - - - - - -4.972015 0.75 0.61 1.22 0.05 0.46 -0.40 -0.84 -2.47 -1.68 0.62 0.44 -0.19 -1.472014 0.11 1.25 -0.95 -1.56 0.77 0.13 0.18 0.32 0.33 -0.62 1.48 0.54 1.962013 1.29 0.13 1.01 0.32 1.30 -1.86 1.44 -1.02 1.00 0.82 0.87 0.52 5.912012 0.60 1.64 0.41 -0.18 -1.21 -0.22 0.60 0.22 -0.23 -0.40 0.21 0.81 2.232011 -0.03 0.63 -0.52 0.77 -0.75 -0.93 0.60 -2.17 -0.75 -0.01 -0.47 -0.17 -3.752010 - - - - - - - 0.27 0.96 0.68 -0.58 0.68 -

Strategies in %



Fund facts


Bloomberg ticker CSPMMSC LX


Number of holdings


134


a subfund of CS Investment Funds 4 - Class IBH USD




(capital growth)

ISIN LU0522194421

Valor no. 11480417


Fund 23




2011 2012 2013 2014 2015 201690

95

100

105

110

115

-10%

-5%

0%

5%

10%

15%

-2.9

2.9

6.3

2.2

-0.3

-4.1

CS (Lux) Prima Multi-Strategy Fund IBH USD Yearly or year-to-date performance respectively (Fund)


1 month 3 months YTD 1 year 3 years 5 yearsFund 1.04 -0.86 -4.09 -6.75 0.12 3.56


Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2016 -1.64 -1.34 -0.25 -0.07 0.05 -1.93 1.04 - - - - - -4.092015 0.73 0.76 1.32 0.19 0.53 -0.31 -0.72 -2.46 -1.53 0.69 0.54 0.00 -0.342014 0.12 1.29 -0.90 -1.53 0.81 0.18 0.22 0.33 0.32 -0.61 1.49 0.55 2.242013 1.28 0.12 1.02 0.34 1.28 -1.82 1.52 -1.01 1.06 0.94 0.90 0.55 6.282012 0.65 1.72 0.42 -0.14 -1.14 -0.20 0.65 0.32 -0.19 -0.33 0.23 0.89 2.882011 -0.08 0.68 -0.50 0.76 -0.69 -0.74 0.82 -1.96 -0.76 0.06 -0.44 -0.02 -2.872010 - - - - - - - - - 0.64 -0.49 0.69 -

Strategies in %



Fund facts


Bloomberg ticker CSPMSSU LX


Number of holdings


Cre

dit S

uiss

e S

olut

ions


135

a subfund of CS Investment Funds 4 - Class FBH GBP



Close of financial year 30. NovTotal net assets (in mil.) 672.07Inception date 30.03.2011Management fee in % p.a. 0.85TER without performance fee (11.2015) in % 2.71Performance fee in % with Highwatermark 15.00TER with performance fee (11.2015) in % 2.71Subscription WeeklyRedemption WeeklyUnit Class Category FBH

(capital growth)

ISIN LU0566065560

Valor no. 12068363


Fund 23




2011 2012 2013 2014 2015 201690

95

100

105

110

115

-10%

-5%

0%

5%

10%

15%

3.1

6.6

2.7

0.0

-4.4

CS (Lux) Prima Multi-Strategy Fund FBH GBP Yearly or year-to-date performance respectively (Fund)




Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2016 -1.66 -1.30 -0.25 -0.08 0.02 -2.15 1.00 - - - - - -4.372015 0.72 0.74 1.34 0.26 0.54 -0.16 -0.62 -2.45 -1.55 0.73 0.55 0.00 0.042014 0.17 1.24 -0.77 -1.50 0.83 0.20 0.23 0.35 0.37 -0.59 1.53 0.61 2.672013 1.31 0.13 0.99 0.34 1.27 -1.62 1.49 -0.96 1.06 0.99 0.88 0.55 6.572012 0.67 1.73 0.45 -0.12 -1.15 -0.15 0.66 0.30 -0.18 -0.33 0.26 0.90 3.062011 - - - - -0.65 -0.81 0.70 -1.94 -0.61 0.11 -0.39 -0.04 -

Strategies in %



Fund facts


Bloomberg ticker CSPMSTS LX


Number of holdings


136


a subfund of CS Investment Funds 4 - Class FBH USD



Close of financial year 30. NovTotal net assets (in mil.) 672.07Inception date 16.12.2010Management fee in % p.a. 0.85TER without performance fee (11.2015) in % 2.75Performance fee in % with Highwatermark 15.00TER with performance fee (11.2015) in % 2.75Subscription WeeklyRedemption WeeklyUnit Class Category FBH

(capital growth)

ISIN LU0566063516

Valor no. 12068362


Fund 23




2011 2012 2013 2014 2015 201690

95

100

105

110

115

-10%

-5%

0%

5%

10%

15%

-2.7

3.1

6.4

2.50.0

-4.0

CS (Lux) Prima Multi-Strategy Fund FBH USD Yearly or year-to-date performance respectively (Fund)




Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2016 -1.63 -1.32 -0.23 -0.06 0.05 -1.91 1.05 - - - - - -4.012015 0.71 0.74 1.25 0.27 0.51 -0.18 -0.54 -2.45 -1.52 0.71 0.56 0.01 0.022014 0.19 1.23 -0.78 -1.52 0.82 0.20 0.23 0.35 0.33 -0.60 1.50 0.59 2.542013 1.25 0.11 1.00 0.37 1.36 -1.80 1.52 -0.98 1.07 0.97 0.88 0.55 6.432012 0.65 1.74 0.43 -0.13 -1.13 -0.19 0.66 0.33 -0.17 -0.32 0.24 0.90 3.052011 -0.01 0.70 -0.50 0.75 -0.67 -0.73 0.84 -1.94 -0.74 0.07 -0.41 -0.01 -2.672010 - - - - - - - - - - - - -

Strategies in %



Fund facts


Bloomberg ticker CSPMSTU LX


Number of holdings


Cre

dit S

uiss

e S

olut

ions


137




Close of financial year 30. NovTotal net assets (in mil.) 672.07Inception date 21.07.2010Management fee in % p.a. 1.50TER without performance fee (11.2015) in % 3.71Performance fee in % with Highwatermark 10.00TER with performance fee (11.2015) in % 3.71Subscription WeeklyRedemption WeeklyUnit Class Category B

(capital growth)

ISIN LU0522193027

Valor no. 11480397


Fund 23




2011 2012 2013 2014 2015 2016949698

100102104106108110112

-6%-4%-2%0%2%4%6%8%

10%12%

-2.8

2.3

5.6

1.8

-1.0

-4.8

CS (Lux) Prima Multi-Strategy Fund B EUR Yearly or year-to-date performance respectively (Fund)


1 month 3 months YTD 1 year 3 years 5 yearsFund 0.90 -1.34 -4.85 -7.74 -2.01 0.40


Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2016 -1.73 -1.32 -0.35 -0.19 -0.12 -2.10 0.90 - - - - - -4.852015 0.71 0.67 1.25 0.13 0.49 -0.36 -0.80 -2.42 -1.61 0.65 0.46 -0.11 -1.022014 0.06 1.24 -0.96 -1.53 0.79 0.15 0.18 0.31 0.30 -0.64 1.46 0.51 1.832013 1.23 0.11 0.95 0.29 1.18 -1.88 1.47 -1.05 1.00 0.90 0.83 0.50 5.572012 0.61 1.66 0.40 -0.20 -1.20 -0.22 0.62 0.23 -0.24 -0.38 0.18 0.82 2.262011 -0.09 0.70 -0.49 0.81 -0.61 -0.87 0.81 -1.92 -0.67 0.08 -0.44 -0.11 -2.802010 - - - - - - - 0.29 0.88 0.55 -0.61 0.70 -

Strategies in %



Fund facts


Bloomberg ticker CSPMSBE LX


Number of holdings


138





Close of financial year 30. NovTotal net assets (in mil.) 672.07Inception date 21.07.2010Management fee in % p.a. 1.00TER without performance fee (11.2015) in % 3.06Performance fee in % with Highwatermark 5.00TER with performance fee (11.2015) in % 3.06Subscription WeeklyRedemption WeeklyUnit Class Category IB

(capital growth)

ISIN LU0522193613

Valor no. 11480406


Fund 23




2011 2012 2013 2014 2015 201690

95

100

105

110

115

-10%

-5%

0%

5%

10%

15%

-2.3

2.8

6.2

2.4

-0.4

-4.6

CS (Lux) Prima Multi-Strategy Fund IB EUR Yearly or year-to-date performance respectively (Fund)





Strategies in %



Fund facts


Bloomberg ticker CSPMSIE LX


Number of holdings


Cre

dit S

uiss

e S

olut

ions


139




Close of financial year 30. NovTotal net assets (in mil.) 672.07Inception date 21.07.2010Management fee in % p.a. 1.50TER without performance fee (11.2015) in % 3.66Performance fee in % with Highwatermark 10.00TER with performance fee (11.2015) in % 3.66Subscription WeeklyRedemption WeeklyUnit Class Category BH

(capital growth)

ISIN LU0522194009

Valor no. 11480412


Fund 23




2011 2012 2013 2014 2015 201692949698

100102104106108

-8%-6%-4%-2%0%2%4%6%8%

-4.3

1.7

5.5

1.3

-2.1

-5.2

CS (Lux) Prima Multi-Strategy Fund BH CHF Yearly or year-to-date performance respectively (Fund)


1 month 3 months YTD 1 year 3 years 5 yearsFund 0.81 -1.51 -5.24 -8.54 -4.07 -2.90


Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2016 -1.80 -1.35 -0.45 -0.24 -0.17 -2.14 0.81 - - - - - -5.242015 0.69 0.55 1.13 -0.02 0.42 -0.44 -0.89 -2.51 -1.72 0.58 0.40 -0.24 -2.092014 0.02 1.21 -1.07 -1.60 0.73 0.13 0.13 0.27 0.29 -0.66 1.43 0.49 1.342013 1.25 0.09 0.97 0.28 1.27 -1.89 1.40 -1.05 0.96 0.87 0.79 0.46 5.462012 0.56 1.60 0.36 -0.23 -1.24 -0.26 0.57 0.17 -0.27 -0.45 0.17 0.75 1.722011 -0.13 0.60 -0.57 0.73 -0.77 -0.99 0.57 -2.21 -0.78 -0.05 -0.51 -0.23 -4.292010 - - - - - - - 0.21 0.89 0.72 -0.66 0.64 -

Strategies in %



Fund facts


Bloomberg ticker CSPMSRC LX


Number of holdings


140


a subfund of CS Investment Funds 4 - Class BH GBP




(capital growth)

ISIN LU0627515090

Valor no. 12983829


Fund 23




2011 2012 2013 2014 2015 2016949698

100102104106108110112

-6%-4%-2%0%2%4%6%8%

10%12%

2.4

5.7

1.8

-0.9

-4.7

CS (Lux) Prima Multi-Strategy Fund BH GBP Yearly or year-to-date performance respectively (Fund)




Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2016 -1.71 -1.36 -0.30 -0.14 -0.03 -2.21 0.95 - - - - - -4.732015 0.67 0.68 1.33 0.11 0.52 -0.32 -0.87 -2.51 -1.61 0.68 0.50 -0.06 -0.952014 0.02 1.24 -0.93 -1.55 0.77 0.15 0.17 0.30 0.32 -0.65 1.48 0.52 1.812013 1.30 0.12 0.95 0.29 1.23 -1.86 1.45 -1.04 1.01 0.88 0.82 0.49 5.732012 0.62 1.66 0.39 -0.17 -1.20 -0.20 0.61 0.23 -0.23 -0.39 0.20 0.84 2.362011 - - - - - -0.93 0.69 -2.01 -0.65 0.06 -0.46 -0.09 -

Strategies in %



Fund facts


Bloomberg ticker CSPMSRS LX


Number of holdings


Cre

dit S

uiss

e S

olut

ions


141





(capital growth)

ISIN LU0522193704

Valor no. 11480410


Fund 23




2011 2012 2013 2014 2015 2016949698

100102104106108110

-6%-4%-2%0%2%4%6%8%

10%

-3.4

2.4

5.7

1.7

-1.0

-4.4

CS (Lux) Prima Multi-Strategy Fund BH USD Yearly or year-to-date performance respectively (Fund)





Strategies in %



Fund facts


Bloomberg ticker CSPMSRU LX


Number of holdings


142


a subfund of CS Fund 1 - Class A & B

Fund manager Sacha WidinFund manager since 01.12.2012Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 31. DecemberTotal net assets (in mil.) 645.79Inception date 02.05.2005Management fee in % p.a. 1.50TER (as of 31.12.2015) in % 1.84Swinging single pricing (SSP) 3) YesUnit Class Category A

(distribution)

ISIN CH0020876055

Valor no. 2087605



CS (CH) Interest & Dividend Focus Balanced CHF


2011 2012 2013 2014 2015 201685

90

95

100

105

110

115

120

-15%

-10%

-5%

0%

5%

10%

15%

20%

-7.4

6.9 6.39.5

-3.0

2.4

CS (CH) Interest & Dividend Focus Balanced CHFA







CHF 69.23USD 13.23EUR 2.86JPY 2.24GBP 1.57AUD 1.22CAD 1.03Others 8.62


Switzerland 1.65 2.84 18.68 4.81 27.98Asia Pacific 0.08 0.82 2.02 - 2.92Euroland 0.40 9.12 1.09 0.35 10.96UK 0.36 0.81 0.57 0.24 1.98Canada 0.25 1.26 0.90 - 2.41USA 0.61 14.72 12.46 3.04 30.83Others 1.88 - - - 1.88Japan 0.12 2.47 2.17 0.43 5.19Emerging Markets - 6.52 7.27 - 13.79Global - 1.69 - 0.37 2.06Total 5.35 40.25 45.16 9.24 100.00


Allocation of bonds in %Straight bonds 60.87Emerging Market Bonds 16.20High Yield Bonds 9.61Convertibles 4.87Asset Backed Securities 4.25Inflation Linked Bonds 4.20Total 100.00

Fund statistics 2)



assetsVanguard S&P 500 Index ETF 5.43iShares Emerging Market Equity ETF 4.60CSIF Switzerland Real Estate Fund Index 3.67Nestle SA 3.21Pictet Global Emerging Market Bond Fund 3.03SPDR S&P US Dividend Aristocrats ETF 2.99UBS SMI ETF 2.99iShares Euro Agg. Bond Fd 2.75SPDR Barclays Short Corporate Bond ETF 2.67iShares JPM Emerging Market Bond ETF 2.51Total 33.85

Investment policyThe investment objective of Credit Suisse (CH)Interest & Dividend Focus Balanced CHF isprimarily real preservation and long-termenhancement of capital through capital andcurrency gains, as well as generatinghigher-than-average income in line with the riskprofile. The fund invests globally in a broadlydiversified portfolio of passively and activelymanaged instruments as well as individualinvestments. The fund invests in equities, bonds,liquid real estate securities, and currencies. Theproportion of the fund’s assets invested inequities may vary between 30% and 60%.

Fund facts


Unit classcurrency

CHF CHF

CH0199550382BBG ticker CSTRAUC SW CSIDFBB SW


981.34 113.52

--


Cre

dit S

uiss

e Fu

nd 1


143


Fund manager Sacha WidinFund manager since 01.12.2012Location ZurichFund domicile SwitzerlandFund currency EURClose of financial year 31. DecemberTotal net assets (in mil.) 82.15Inception date 02.05.2005Management fee in % p.a. 1.50TER (as of 31.12.2015) in % 1.86Swinging single pricing (SSP) 3) YesUnit Class Category A

(distribution)

ISIN CH0020876071

Valor no. 2087607



CS (CH) Interest & Dividend Focus Balanced EUR


2011 2012 2013 2014 2015 201690

100

110

120

130

140

-10%

0%

10%

20%

30%

40%

-6.3

10.45.9

10.9

3.6 2.6

CS (CH) Interest & Dividend Focus Balanced EURA







EUR 68.40USD 13.79JPY 2.38GBP 1.79AUD 1.30CAD 1.08CHF 0.87Others 10.39


Switzerland 0.12 - 1.13 - 1.25Euroland 0.31 7.85 16.00 4.16 28.32UK 0.53 0.97 1.05 0.21 2.76Canada 0.03 1.69 1.04 - 2.76USA 0.16 16.26 13.72 3.19 33.33Others 5.47 - - - 5.47Japan - 2.84 2.14 0.48 5.46Emerging Markets - 6.48 8.35 - 14.83Global - 1.78 - 1.04 2.82Asia Pacific - 1.03 1.97 - 3.00Total 6.62 38.90 45.40 9.08 100.00


Allocation of bonds in %Straight bonds 57.70Emerging Market Bonds 16.66High Yield Bonds 10.75Convertibles 5.35Asset Backed Securities 4.96Inflation Linked Bonds 4.58Total 100.00

Fund statistics 2)



assetsVanguard S&P 500 Index ETF 6.75iShares Emerging Market Equity ETF 5.41FTSE EPRA/NAREIT Eurozone ETF 4.16Deka DAX ETF 4.01Amundi CAC 40 ETF 3.95SPDR S&P US Dividend Aristocrats ETF 3.26Pictet Global Emerging Market Bond Fund 3.05SPDR Barclays Short Corporate Bond ETF 3.02iShares EuroStoxx 50 ETF 2.97SPDR S&P Euro Dividend Aristocrats ETF 2.56Total 39.14

Investment policyThe investment objective of Credit Suisse (CH)Interest & Dividend Focus Balanced EUR isprimarily real preservation and long-termenhancement of capital through capital andcurrency gains, as well as generatinghigher-than-average income in line with the riskprofile. The fund invests globally in a broadlydiversified portfolio of passively and activelymanaged instruments as well as individualinvestments. The fund invests in equities, bonds,liquid real estate securities, and currencies. Theproportion of the fund’s assets invested inequities may vary between 30% and 60%.

Fund facts


Unit classcurrency

EUR EUR

CH0199550432BBG ticker CSTRAUE SW CSIDFEB SW


1'174.48 121.38

--


144




(distribution)

ISIN CH0020876113

Valor no. 2087611



CS (CH) Interest & Dividend Focus Capital Gains CHF


2011 2012 2013 2014 2015 2016859095

100105110115120125

-15%-10%-5%0%5%

10%15%20%25%

-10.8

8.4 9.611.7

-2.2

1.5

CS (CH) Interest & Dividend Focus Capital GainsCHF A









Switzerland 1.55 1.21 27.64 4.75 35.15Euroland 0.21 3.44 2.57 0.34 6.56UK 0.27 - 1.65 0.22 2.14Canada 0.12 0.78 1.19 - 2.09USA 0.12 6.82 18.86 2.95 28.75Others 1.36 - - - 1.36Japan 0.01 0.99 2.98 0.41 4.39Emerging Markets - 4.66 9.72 - 14.38Global - 1.32 - 0.33 1.65Asia Pacific - 0.55 2.98 - 3.53Total 3.64 19.77 67.59 9.00 100.00


Allocation of bonds in %Straight bonds 46.23Emerging Market Bonds 23.57High Yield Bonds 13.05Convertibles 7.74Inflation Linked Bonds 6.68Asset Backed Securities 2.73Total 100.00

Fund statistics 2)



assetsVanguard S&P 500 Index ETF 8.91iShares Emerging Market Equity ETF 6.12Nestle SA 4.70UBS SMI ETF 4.51SPDR S&P US Dividend Aristocrats ETF 4.25CSIF Switzerland Real Estate Fund Index 3.59Novartis AG 3.58Roche Holding AG 3.39Nomura TOPIX ETF 2.98Vanguard US High Dividend Yield ETF 2.56Total 44.59

Investment policyThe investment objective of Credit Suisse (CH)Interest & Dividend Focus Capital Gains CHFis primarily long-term capital growth through astronger focus on capital and currency gains, aswell as generating higher-than-average incomein line with the risk profile. The fund investsglobally in a broadly diversified portfolio ofpassively and actively managed instruments aswell as individual investments. The investmentuniverse contains equities, bonds, liquid realestate securities, and currencies. The proportionof the fund’s assets invested in equities may varybetween 52.5% and 82.5%.

Fund facts


Unit classcurrency

CHF CHF

CH0199550531BBG ticker CSTRKAC SW CSIDVCB SW


1'106.65 120.20

--


Cre

dit S

uiss

e Fu

nd 1


145



(distribution)

ISIN CH0020876139

Valor no. 2087613



CS (CH) Interest & Dividend Focus Capital Gains EUR


2011 2012 2013 2014 2015 201680

90

100

110

120

130

140

150

-20%

-10%

0%

10%

20%

30%

40%

50%

-9.0

11.7 9.713.1

4.71.6

CS (CH) Interest & Dividend Focus Capital GainsEUR A







EUR 57.69USD 20.04JPY 2.74AUD 2.56GBP 1.54CAD 1.26CHF 1.16Others 13.01

Asset allocation in %Cash/Cash Equivalents Bonds Equity Alternatives

Switzerland 0.03 - 1.73 -Euroland 0.37 3.53 24.84 4.10UK 0.11 - 1.39 0.20Canada 0.03 1.12 1.33 -USA 0.70 5.68 20.44 2.88Others 5.04 - - -Emerging Markets - 4.56 11.15 -Japan 0.07 1.49 3.15 0.38Global - 1.02 - 0.85Asia Pacific - 0.91 2.90 -Total 6.35 18.31 66.93 8.41



Fund statistics 2)



assetsVanguard S&P 500 Index ETF 9.95iShares Emerging Market Equity ETF 6.87Amundi CAC 40 ETF 6.08Deka DAX ETF 5.68SPDR S&P US Dividend Aristocrats ETF 4.15FTSE EPRA/NAREIT Eurozone ETF 4.10iShares EuroStoxx 50 ETF 4.10SPDR S&P Euro Dividend Aristocrats ETF 3.30Nomura TOPIX ETF 3.15Vanguard US High Dividend Yield ETF 2.92Total 50.30

Investment policyThe investment objective of Credit Suisse (CH)Interest & Dividend Focus Capital Gains EURis primarily long-term capital growth through astronger focus on capital and currency gains, aswell as generating higher-than-average incomein line with the risk profile. The fund investsglobally in a broadly diversified portfolio ofpassively and actively managed instruments aswell as individual investments. The investmentuniverse contains equities, bonds, liquid realestate securities, and currencies. The proportionof the fund’s assets invested in equities may varybetween 52.5% and 82.5%.

Fund facts


Unit classcurrency

EUR EUR

CH0199550614BBG ticker CSTRKAE SW CSIDFCB SW


1'292.76 129.07

--


146




(distribution)

ISIN CH0020876022

Valor no. 2087602



CS (CH) Interest & Dividend Focus Income CHF


2011 2012 2013 2014 2015 201690

95

100

105

110

115

-10%

-5%

0%

5%

10%

15%

-4.8

4.8

1.4

8.2

-2.9

3.0

CS (CH) Interest & Dividend Focus Income CHF A Yearly or year-to-date performance respectively (Fund)








Switzerland 1.05 4.01 10.43 4.80 20.29Asia Pacific 0.08 0.93 1.25 - 2.26Euroland 0.06 13.23 0.76 0.35 14.40UK 0.12 1.33 0.15 0.23 1.83Canada 0.04 1.32 0.45 - 1.81USA 5.22 22.32 4.54 3.08 35.16Others 2.75 - - - 2.75Japan 0.02 4.54 1.01 0.43 6.00Emerging Markets - 9.01 3.84 - 12.85Global - 2.36 - 0.29 2.65Total 9.34 59.05 22.43 9.18 100.00



Fund statistics 2)



assetsSPDR Barclays Short Corporate Bond ETF 3.95iShares Euro Agg. Bond Fd 3.87CSIF Switzerland Real Estate Fund Index 3.80Pictet Global Emerging Market Bond Fund 3.78Vanguard US Investment Grade IndexFund

3.71

iShares JPM Emerging Market Bond ETF 3.53Nomura US High Yield Fund 3.40Credit Suisse Bond Aggregate USD IndexFund

3.29

Credit Suisse Bond USD Index Fund 2.89Vanguard S&P 500 Index ETF 2.55Total 34.77

Investment policyThe investment objective of Credit Suisse (CH)Interest & Dividend Focus Income CHF isprimarily real capital preservation and generatinghigher-than-average income in line with the riskprofile. The fund invests globally in a broadlydiversified portfolio of passively and activelymanaged instruments as well as individualinvestments. The investment universe containsequities, bonds, liquid real estate securities, andcurrencies. The proportion of the fund’s assetsinvested in bonds or money markets may varybetween 32.5% and 92.5%.

Fund facts


Unit class currency CHF CHFCH0199550234

BBG ticker CSTREIC SW CSIDICB SW19955023


860.84 107.58

--


Cre

dit S

uiss

e Fu

nd 1


147



(distribution)

ISIN CH0020876030

Valor no. 2087603



CS (CH) Interest & Dividend Focus Income EUR


2011 2012 2013 2014 2015 20169095

100105110115120125130

-10%-5%0%5%

10%15%20%25%30%

-3.4

9.1

1.9

9.2

2.1 2.8

CS (CH) Interest & Dividend Focus Income EUR A Yearly or year-to-date performance respectively (Fund)






EUR 83.74USD 5.54JPY 1.12AUD 0.95GBP 0.62CAD 0.50CHF 0.33Others 7.20


Switzerland 0.20 - 0.61 - 0.81Euroland 0.22 13.90 7.59 4.32 26.03UK 0.55 1.59 0.32 0.19 2.65Canada 0.03 2.88 0.43 - 3.34USA 4.25 23.12 5.72 3.37 36.46Others 4.69 - - - 4.69Japan 0.07 4.12 1.06 0.47 5.72Emerging Markets - 9.02 5.15 - 14.17Global - 2.47 - 1.03 3.50Asia Pacific - 1.42 1.21 - 2.63Total 10.01 58.52 22.09 9.38 100.00



Fund statistics 2)



assetsFTSE EPRA/NAREIT Eurozone ETF 4.32iShares Euro Agg. Bond Fd 4.24SPDR Barclays Short Corporate Bond ETF 4.11Vanguard US Investment Grade IndexFund

3.92

Pictet Global Emerging Market Bond Fund 3.79Nomura US High Yield Fund 3.72iShares Emerging Market Equity ETF 3.50iShares JPM Emerging Market Bond ETF 3.43Credit Suisse Bond Aggregate USD IndexFund

3.36

Vanguard S&P 500 Index ETF 3.35Total 37.74

Investment policyThe investment objective of Credit Suisse (CH)Interest & Dividend Focus Income EUR isprimarily real capital preservation and generatinghigher-than-average income in line with the riskprofile. The fund invests globally in a broadlydiversified portfolio of passively and activelymanaged instruments as well as individualinvestments. The investment universe containsequities, bonds, liquid real estate securities, andcurrencies. The proportion of the fund’s assetsinvested in bonds or money markets may varybetween 32.5% and 92.5%.

Fund facts


Unit class currency EUR EURCH0199550341

BBG ticker CSTREIE SW CSIDCEB SW19955034


1'066.67 114.24

--


148


Class A


(distribution)

ISIN CH0002773015

Valor no. 277301



CS (CH) Strategy Fund - Conservative (CHF)


2011 2012 2013 2014 2015 201690

95

100

105

110

-10%

-5%

0%

5%

10%

-5.9

5.2

2.2

5.7

0.5 0.5

CS (CH) Strategy Fund - Conservative (CHF) A Yearly or year-to-date performance respectively (Fund)




Bonds 78.17Equity 18.23Cash/CashEquivalents 3.60


CHF 100.00

Asset allocation in %Cash/Cash Equivalents Bonds Equity Total

Switzerland 3.60 76.29 18.23 98.12Global - 1.88 - 1.88Total 3.60 78.17 18.23 100.00

Allocation of bonds in %Corporate Bonds 63.70Government 15.50Pfandbriefe 12.60Schweizer Kantonalbanken 5.80Inflation Linked Bonds 2.40Total 100.00

Fund statistics 2)




assetsNestle SA 4.16Novartis AG 3.06Roche Holding AG 2.92Gerifonds CHF Domestic Corporate Bonds 1.98CS Global Inflation Linked Bond Fund 1.880 Schweizer Kantonalbanken 25.07.2023 1.56iShares Corporate Bond Fd 1.441.5 Parjointco NV 10.12.2018 1.400.375 Credite Agcricole 2020 1.292 Cooperatieve Rabobank UA 16.09.2021 1.29Total 20.98

Used Bechmark IndicesEquity MSCI Switzerland (NR) 20.00Bond SBI AAA-A 1-10Y (TR) 75.00Money Market CGBI CHF 3M Euro Dep. 5.00

Investment policyThe fund offers investors the opportunity tobenefit from Credit Suisse’s investment strategy.The aim is to generate capital gains and assetgrowth on the basis of a conservative risk profilein Swiss francs. The active management is basedon the tactical decisions of our investmentcommittees and invests exclusively in a universeof traditional asset classes. An equity componentof no more than 25% and clearly defined riskparameters are intended to generate a returnthat is in line with financial market cycles. Thefund comprises mainly individual investments andthe majority of the securities are from Swississuers. The investments are usually hedged100% in Swiss francs.

On February 28, 2013, the Fund wasrepositioned in order to comply with theinvestment regulations of the FederalGovernment in accordance with article 7 VBVV(Ordinance on asset management under aguardianship or legal custodian). The Fund’sperformance prior to February 28, 2013, did notreflect the new investment strategy.

Fund facts


Bloomberg ticker LEUPWBI SW



Cre

dit S

uiss

e (C

H)


149


1 2 3 4 5 6 7

Class B

Fund manager Marco BarrecaFund manager since 01.07.2015Location ZurichFund domicile LiechtensteinFund currency CHFClose of financial year 31. MayTotal net assets (in mil.) 202.07Inception date 31.03.2008Management fee in % p.a. 0.08TER (as of 29.02.2016) in % 0.15Benchmark (BM) Citigroup CHF 3M Euro Dep.Unit Class Category B

(capital growth)

ISIN LI0037728396

Valor no. 3772839


Fund 61


CS (Lie) Money Market Fund - CHF


2011 2012 2013 2014 2015 201698

99

100

101

-2%

-1%

0%

1%

0.0

0.3

0.0 -0.1

-0.7-0.5

0.2

0.0 -0.1 -0.1

-0.9

-0.5

CS (Lie) Money Market Fund - CHF B Yearly or year-to-date performance respectively (Fund)Citigroup CHF 3M Euro Dep. Yearly or year-to-date performance respectively (Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund -0.08 -0.22 -0.49 -0.88 -1.23 -1.10Benchmark -0.08 -0.23 -0.52 -0.91 -1.61 -1.65

Maturities in months

0%

5%

10%

15%

20%

25%

30%

0-1 1-2 2-3 3-6 6-9 9-12 >12

Credit Ratings in %

AAA 42.91AA 16.00A-1 15.68A (Bucket) 22.78BBB (Bucket) 2.63


assetsSwiss Confederation T-bill 25.08.16 5.54Swiss Government 05.06.17 4.65Czech Republic 23.11.16 3.32Aduno Holding 06.04.17 3.18Assistance Publique DesHopitaux De Paris

21.10.16 3.04

Kommunalbanken 09.05.17 3.04Paccar Financial Europe 06.03.17 3.02Canadian Imperial Bk 30.06.17 2.96Bank of America 23.12.16 2.95Toyota Motor Credit 20.09.16 2.85Total 34.55


Gross portfolio yield in % -0.62Weighted Average Life (in days) 126Weighted Average Maturity (in days) 120

Asset Allocation in %Bonds with short maturity 80.79Commercial Paper 4.94Floating-rate Notes (FRN) 3.53Cash/Cash Equivalents 10.74Total 100.00

Investment policyThe fund seeks to provide a higher level ofincome than fixed deposits and call depositswhile placing a high priority on capitalpreservation, stable value and a high liquidity ofassets. The fund invests in a well-diversifiedselection of money-market securities andshort-term bonds denominated in CHF, issuedby high-quality borrowers. The portfolioconstruction is based on our rigorous andprudent investment and credit managementprocess with a long and successful track record.

Fund facts


Bloomberg ticker CLDMMSB LE


Fund statistics 2)

3 years 5 yearsAnnualised volatility in % 0.16 0.16Information ratio 1.22 0.91Tracking Error (Ex post) 0.11 0.12Maximum drawdown in % 3) -1.24 -1.253) Maximum drawdown is the most negative cumulative returnover a given time period.

Number of holdings

Default Probability Weighted Average CreditRating = AA-Linear Weighted Average Credit Rating = AA

150



1 2 3 4 5 6 7

Class IB

Fund manager Marco BarrecaFund manager since 01.07.2015Location ZurichFund domicile LiechtensteinFund currency CHFClose of financial year 31. MayTotal net assets (in mil.) 202.07Inception date 30.06.2008Management fee in % p.a. 0.08TER (as of 29.02.2016) in % 0.15Benchmark (BM) Citigroup CHF 3M Euro Dep.Unit Class

ISIN LI0037728461

Valor no. 3772846


Fund 61


CS (Lie) Money Market Fund - CHF


2011 2012 2013 2014 2015 201698

99

100

101

-2%

-1%

0%

1%

0.0

0.3

0.0 -0.1

-0.7-0.5

0.2

0.0 -0.1 -0.1

-0.9

-0.5

CS (Lie) Money Market Fund - CHF IB Yearly or year-to-date performance respectively (Fund)Citigroup CHF 3M Euro Dep. Yearly or year-to-date performance respectively (Benchmark)




0%

5%

10%

15%

20%

25%

30%

0-1 1-2 2-3 3-6 6-9 9-12 >12

Credit Ratings in %

AAA 42.91AA 16.00A-1 15.68A (Bucket) 22.78BBB (Bucket) 2.63


assetsSwiss Confederation T-bill 25.08.16 5.54Swiss Government 05.06.17 4.65Czech Republic 23.11.16 3.32Aduno Holding 06.04.17 3.18Assistance Publique DesHopitaux De Paris

21.10.16 3.04

Kommunalbanken 09.05.17 3.04Paccar Financial Europe 06.03.17 3.02Canadian Imperial Bk 30.06.17 2.96Bank of America 23.12.16 2.95Toyota Motor Credit 20.09.16 2.85Total 34.55



Asset Allocation in %Bonds with short maturity 80.79Commercial Paper 4.94Floating-rate Notes (FRN) 3.53Cash/Cash Equivalents 10.74Total 100.00

Investment policyThe fund seeks to provide a higher level ofincome than fixed deposits and call depositswhile placing a high priority on capitalpreservation, stable value and a high liquidity ofassets. The fund invests in a well-diversifiedselection of money-market securities andshort-term bonds denominated in CHF, issuedby high-quality borrowers. The portfolioconstruction is based on our rigorous andprudent investment and credit managementprocess with a long and successful track record.

Fund facts


Bloomberg ticker CLMMSB5 LE


Fund statistics 2)


Number of holdings

Default Probability Weighted Average CreditRating = AA-Linear Weighted Average Credit Rating = AA

Cre

dit S

uiss

e (L

ie)


151


1 2 3 4 5 6 7

Class B

Fund manager Lukas HaasFund manager since 01.07.2015Location ZurichFund domicile LiechtensteinFund currency EURClose of financial year 31. MayTotal net assets (in mil.) 449.80Inception date 31.03.2008Management fee in % p.a. 0.18TER (as of 29.02.2016) in % 0.25Benchmark (BM) Citigroup EMU EUR 3M Euro Dep.Unit Class Category B

(capital growth)

ISIN LI0037729428

Valor no. 3772942


Fund 68


CS (Lie) Money Market Fund - EUR


2011 2012 2013 2014 2015 201699

100

101

102

103

-1%

0%

1%

2%

3%

0.6 0.7

-0.1 0.0 -0.1 -0.2

1.2

0.6

0.1 0.2

0.0 -0.2

CS (Lie) Money Market Fund - EUR B Yearly or year-to-date performance respectively (Fund)Citigroup EMU EUR 3M Euro Dep. Yearly or year-to-date performance respectively (Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund -0.03 -0.07 -0.15 -0.22 -0.31 0.39Benchmark -0.03 -0.09 -0.17 -0.22 -0.03 1.19


0%

5%

10%

15%

20%

25%

30%

0-1 1-2 2-3 3-6 6-9 9-12 >12

Credit Ratings in %

A-1+ 19.45A-1 41.87A-2 13.28AAA (Bucket) 3.39AA (Bucket) 3.76A (Bucket) 14.93BBB (Bucket) 3.32


assetsCaisse Des Depots etConsignations

03.02.17 3.85

Agence Centrale 27.02.17 3.61FMS Wertmanagement 18.04.17 3.13HSBC France 12.09.16 2.64BPCE 15.06.17 2.41Abbey National Treasury 04.05.17 2.40DZ Privatbank 05.09.16 2.40Lloyds Bank 12.12.16 2.40UBS AG London 05.09.16 2.40Bayerische Landesbank 20.10.16 2.16Total 27.42



Asset Allocation in %Commercial Paper 67.57Bonds with short maturity 22.10Floating-rate Notes (FRN)/(FRMTN) 3.31Cash/Cash Equivalents 7.02Total 100.00

Investment policyThe fund invests in EUR-denominated moneymarket instruments as well as in short-term fixedand variable-rate securities of first-class debtors.The creditworthiness for an investment purchasecorresponds to at least "A" of a leadingcredit-rating agency or a comparable internalrating, and "A-2" (S&P) / "P-2" (Moody’s) formoney market instruments. The fund, includingderivative financial instruments, must have anaverage bullet maturity of no more than 12months and an average residual maturity of sixmonths. In the case of variable-rate investments,the next date on which the interest rate is dueto be adjusted is deemed to the residual maturitydate. The residual maturity of the individualinvestments may not exceed two years providedthat the next date for interest-rate adjustmentdoes not exceed 397 days. The fund is a "moneymarket fund" pursuant to the CESR guidelinesfor money market funds (CESR / 10-049).

Fund facts


Bloomberg ticker CLDMMEB LE


Fund statistics 2)


Number of holdings


152



1 2 3 4 5 6 7

Class IB

Fund manager Lukas HaasFund manager since 01.07.2015Location ZurichFund domicile LiechtensteinFund currency EURClose of financial year 31. MayTotal net assets (in mil.) 449.80Inception date 30.06.2008Management fee in % p.a. 0.15TER (as of 29.02.2016) in % 0.22Benchmark (BM) Citigroup EMU EUR 3M Euro Dep.Unit Class

ISIN LI0037729477

Valor no. 3772947


Fund 68


CS (Lie) Money Market Fund - EUR


2011 2012 2013 2014 2015 201699

100

101

102

103

-1%

0%

1%

2%

3%

0.8 0.9

0.00.1

-0.1 -0.1

1.2

0.6

0.1 0.2

0.0 -0.2

CS (Lie) Money Market Fund - EUR IB Yearly or year-to-date performance respectively (Fund)Citigroup EMU EUR 3M Euro Dep. Yearly or year-to-date performance respectively (Benchmark)




0%

5%

10%

15%

20%

25%

30%

0-1 1-2 2-3 3-6 6-9 9-12 >12

Credit Ratings in %



assetsCaisse Des Depots etConsignations

03.02.17 3.85

Agence Centrale 27.02.17 3.61FMS Wertmanagement 18.04.17 3.13HSBC France 12.09.16 2.64BPCE 15.06.17 2.41Abbey National Treasury 04.05.17 2.40DZ Privatbank 05.09.16 2.40Lloyds Bank 12.12.16 2.40UBS AG London 05.09.16 2.40Bayerische Landesbank 20.10.16 2.16Total 27.42




Investment policyThe fund invests in EUR-denominated moneymarket instruments as well as in short-term fixedand variable-rate securities of first-class debtors.The creditworthiness for an investment purchasecorresponds to at least "A" of a leadingcredit-rating agency or a comparable internalrating, and "A-2" (S&P) / "P-2" (Moody’s) formoney market instruments. The fund, includingderivative financial instruments, must have anaverage bullet maturity of no more than 12months and an average residual maturity of sixmonths. In the case of variable-rate investments,the next date on which the interest rate is dueto be adjusted is deemed to the residual maturitydate. The residual maturity of the individualinvestments may not exceed two years providedthat the next date for interest-rate adjustmentdoes not exceed 397 days. The fund is a "moneymarket fund" pursuant to the CESR guidelinesfor money market funds (CESR / 10-049).

Fund facts


Bloomberg ticker CLMMEB5 LE


Fund statistics 2)


Number of holdings


Cre

dit S

uiss

e (L

ie)


153


1 2 3 4 5 6 7

Class B

Fund manager Lukas HaasFund manager since 01.07.2015Location ZurichFund domicile LiechtensteinFund currency USDClose of financial year 31. MayTotal net assets (in mil.) 1'184.42Inception date 31.03.2008Management fee in % p.a. 0.33TER (as of 29.02.2016) in % 0.39Benchmark (BM) Citigroup USD 3M Euro Dep.Unit Class Category B

(capital growth)

ISIN LI0037729709

Valor no. 3772970


Fund 87


CS (Lie) Money Market Fund - USD


2011 2012 2013 2014 2015 2016100

101

102

103

0%

1%

2%

3%

0.0

0.5

0.1 0.0 0.10.30.3

0.4 0.3 0.20.4 0.4

CS (Lie) Money Market Fund - USD B Yearly or year-to-date performance respectively (Fund)Citigroup USD 3M Euro Dep. Yearly or year-to-date performance respectively (Benchmark)




0%5%

10%15%20%25%30%35%

0-1 1-2 2-3 3-6 6-9 9-12 >12

Credit Ratings in %



assetsAgence Centrale 18.01.17 3.16BMW US Capital 02.12.16 2.99Caisse des Depots 16.09.16 2.72UBS AG London 16.09.16 2.72Nestlé 28.10.16 2.62LB Hessen 19.08.16 2.58FMS Wertmanagement 26.01.17 2.57DZ Privatbank 11.04.17 2.30Rabobank 30.09.16 2.26Europ. Inv. Bk 27.02.17 2.26Total 26.17


Gross portfolio yield in % 0.99Weighted Average Life (in days) 131Weighted Average Maturity (in days) 119


Investment policyThe fund invests in USD-denominated moneymarket instruments as well as in short-term fixedand variable-rate securities of first-class debtors.The creditworthiness for an investment purchasecorresponds to at least "A" of a leadingcredit-rating agency or a comparable internalrating, and "A-2" (S&P) / "P-2" (Moody’s) formoney market instruments. The fund, includingderivative financial instruments, must have anaverage bullet maturity of no more than 12months and an average residual maturity of sixmonths. In the case of variable-rate investments,the next date on which the interest rate is dueto be adjusted is deemed to the residual maturitydate. The residual maturity of the individualinvestments may not exceed two years providedthat the next date for interest-rate adjustmentdoes not exceed 397 days. The fund is a "moneymarket fund" pursuant to the CESR guidelinesfor money market funds (CESR / 10-049).

Fund facts


Bloomberg ticker CLDMMDB LE


Fund statistics 2)


Number of holdings


154



1 2 3 4 5 6 7


Fund manager Credit Suisse (Singapore) LimitedFund manager since 01.04.2013Location SingaporeFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 14.12Inception date 19.08.2009Management fee in % p.a. 1.92TER (as of 31.03.2016) in % 2.40Benchmark (BM)

MSCI AC Asia Pacific ex Japan (NR) (03/15)Swinging single pricing (SSP) 3) YesUnit Class Category B

(capital growth)

ISIN LU0434327028

Valor no. 10258773


Fund 52


CS (Lux) Asian Equity Dividend Plus Fund


2011 2012 2013 2014 2015 201670

80

90

100

110

120

130

-30%

-20%

-10%

0%

10%

20%

30%

-18.2

17.5

-1.1 -0.5

-14.0

5.9

-14.8

22.0

3.8 3.2

-10.1

8.1

CS (Lux) Asian Equity Dividend Plus Fund BUSD


MSCI AC Asia Pacific ex Japan (NR) (03/15)Yearly or year-to-date performance respectively(Benchmark)

Former Track Record of Clariden Leu (Gue) Asia Pacific Equity Fund (December 21, 1990 - August 19, 2009).


1 month 3 months YTD 1 year 3 years 5 yearsFund 5.32 4.91 5.87 -3.67 -6.13 -20.07Benchmark 5.58 6.13 8.07 -0.25 7.66 4.05

Countries in %

Australia 23.21China 21.81South Korea 9.43Hong Kong 8.34Taiwan 7.59Singapore 7.05Thailand 6.09Indonesia 6.04Cash/CashEquivalents 2.46Others 7.97

Sectors in %

Financials 32.09TelecommunicationServices 14.65InformationTechnology 12.72Consumer Staples 9.77Materials 6.79Industrials 6.31Energy 6.01ConsumerDiscretionary 3.94Cash/CashEquivalents 2.46Others 5.25

Fund statistics 2)


Top 10 Holdings in %Sydney Airport 4.38China Mobile 4.27Wesfarmers Ltd. 4.18TSMC 3.93Macquarie Group 3.64China Const. Bank 2.79PT Telekomunikasi Indonesia 2.57Insurance Australia 2.39Macquarie Korea Infrastructure 2.38Keppel DC Reit 2.37Total 32.90

Investment policyThe fund´s objective is to achieve maximumlong-term capital gains by investing in securities,while maintaining an adequate diversification ofrisks. It actively invests primarily in shares andsimilar instruments issued by companiesestablished in Asia, a region that includes China,Hong Kong, Indonesia, Malaysia, the Philippines,Singapore, South Korea and Taiwan as well asThailand but excluding Japan. The fund seeksto identify undervalued stocks across all marketcapitalization classes and industry sectors. Itprovides investors with access to some of theworld´s fastest-growing economies and enablesthem to participate in the region´s long-termsustainable growth.

Fund facts


Bloomberg ticker CCLAPEB LX



Number of holdings

Cre

dit S

uiss

e S

ICA

V


155


1 2 3 4 5 6 7


Fund manager HOLT Active Equity GroupFund manager since 02.05.2013Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 122.72Inception date 20.08.2009Management fee in % p.a. 1.92TER (as of 31.03.2016) in % 2.32Benchmark (BM) MSCI EM Mid Cap (NR) (06/13)Swinging single pricing (SSP) 3) YesSecurities lending NoUnit Class Category B

(capital growth)

ISIN LU0348402883

Valor no. 3786494


Fund 77


CS (Lux) Global Small & Mid Cap Emerging Market ILC EquityFund


2011 2012 2013 2014 2015 201660

70

80

90

100

110

120

130

-40%

-30%

-20%

-10%

0%

10%

20%

30%

-30.1

19.0

4.9 4.6

-11.9

10.9

-18.4

18.2

-3.8 -2.6

-13.2

11.5

CS (Lux) Global Small & Mid Cap Emerging Market ILCEquity Fund B USD


MSCI EM Mid Cap (NR) (06/13)Yearly or year-to-date performancerespectively (Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund 4.59 3.21 10.93 -4.00 7.70 -8.88Benchmark 6.07 4.70 11.50 -0.99 -0.55 -12.91

Countries in %

China 16.66South Korea 13.88Taiwan 12.68Brazil 11.14South Africa 9.00Hong Kong 3.99India 3.87Mexico 3.50Cash/CashEquivalents 4.46Others 20.84

Sectors in %

Financials 23.20ConsumerDiscretionary 17.30ConsumerStaples 10.81Utilities 10.22InformationTechnology 10.04Industrials 7.39Health Care 5.67Materials 4.92Cash/CashEquivalents 4.46Others 5.99

Top 10 Holdings in %Transmissora Alianca Energia Eletr Units 3.00Energias Do Brasil 2.86TAL Education Group 2.26Compal Electronics 2.22Phison Electronics 2.18Haier Electronics 2.16DGB 2.13LG Household & Healthcare Ltd. 2.13Liberty Holdings 2.10Chongqing Rural 1.93Total 22.97

Investment policyThe aim of the Fund is to achieve the highestpossible risk adjusted return in USD whilstinvesting in small and mid cap companiesdomiciled in Emerging Markets or conducting thebulk of their business activities in EmergingMarkets, and having a market capitalization ofless than 10 billion USD at the time of theinvestment.

Fund facts


Bloomberg ticker CLLEMEB LX



Fund statistics 2)


Number of holdings

156



1 2 3 4 5 6 7


Fund manager HOLT Active Equity GroupFund manager since 02.05.2013Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 122.72Inception date 19.02.2010Management fee in % p.a. 1.20TER (as of 31.03.2016) in % 1.60Benchmark (BM) MSCI EM Mid Cap (NR) (06/13)Swinging single pricing (SSP) 3) YesSecurities lending NoUnit Class Category IB

(capital growth)

ISIN LU0348402966

Valor no. 3786497


Fund 77


CS (Lux) Global Small & Mid Cap Emerging Market ILC EquityFund


2011 2012 2013 2014 2015 201660

70

80

90

100

110

120

130

-40%

-30%

-20%

-10%

0%

10%

20%

30%

-29.9

21.3

5.7 5.4

-11.3

11.4

-18.4

18.2

-3.8 -2.6

-13.2

11.5

CS (Lux) Global Small & Mid Cap Emerging Market ILCEquity Fund IB USD


MSCI EM Mid Cap (NR) (06/13)Yearly or year-to-date performancerespectively (Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund 4.64 3.40 11.39 -3.32 10.04 -6.31Benchmark 6.07 4.70 11.50 -0.99 -0.55 -12.91

Countries in %

China 16.66South Korea 13.88Taiwan 12.68Brazil 11.14South Africa 9.00Hong Kong 3.99India 3.87Mexico 3.50Cash/CashEquivalents 4.46Others 20.84

Sectors in %

Financials 23.20ConsumerDiscretionary 17.30ConsumerStaples 10.81Utilities 10.22InformationTechnology 10.04Industrials 7.39Health Care 5.67Materials 4.92Cash/CashEquivalents 4.46Others 5.99

Top 10 Holdings in %Transmissora Alianca Energia Eletr Units 3.00Energias Do Brasil 2.86TAL Education Group 2.26Compal Electronics 2.22Phison Electronics 2.18Haier Electronics 2.16DGB 2.13LG Household & Healthcare Ltd. 2.13Liberty Holdings 2.10Chongqing Rural 1.93Total 22.97

Investment policyThe aim of the Fund is to achieve the highestpossible risk adjusted return in USD whilstinvesting in small and mid cap companiesdomiciled in Emerging Markets or conducting thebulk of their business activities in EmergingMarkets, and having a market capitalization ofless than 10 billion USD at the time of theinvestment.

Fund facts


Bloomberg ticker CLLEMIB LX



Fund statistics 2)


Number of holdingsC

redi

t Sui

sse

SIC

AV


157


1 2 3 4 5 6 7


Purchases Sales- HALLIBURTON- PETROLEO BRASILIERO Adr- PHILLIPS 66- EQT CORP- BAKER HUGHES

Fund 45

Fund manager Thomas AmreinFund manager since 01.05.2014Location ZürichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 76.68Inception date of share class 28.02.2006Management fee in % p.a. 1.92TER (as of 31.03.2016) in % 2.26Benchmark (BM) MSCI World Energy (NR)Swinging single pricing (SSP) 3) YesUnit Class Category B

(capital growth)

ISIN LU0240067867

Valor no. 2388494


Austria, France, Germany, Italy, Luxembourg,Singapore, Spain, SwitzerlandEU taxation Out of scope


CS (Lux) Global Energy Winners Equity Fund


2011 2012 2013 2014 2015 201640

60

80

100

120

140

-60%

-40%

-20%

0%

20%

40%

-12.9

2.712.2

-20.5-27.3

12.5

0.2 1.9

18.1

-11.6

-22.8

13.9

CS (Lux) Global Energy Winners Equity Fund BUSD


MSCI World Energy (NR)Yearly or year-to-date performance respectively(Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund 0.94 1.77 12.49 -7.54 -29.44 -37.03Benchmark -2.04 -0.16 13.86 -1.33 -15.48 -13.73

Sectors in %Fund

Energy 68.87Industrials 13.02Utilities 11.45Materials 5.97Cash/Cash Equivalents 0.12Others 0.56

Currencies in %

USD 73.65EUR 15.55GBP 3.03CAD 2.97HKD 2.61THB 1.28AUD 0.88CHF 0.01

Countries in %

USA 58.87France 8.74Canada 7.12China 5.69Germany 4.69Netherlands 3.23United Kingdom 3.02Spain 2.63Cash/CashEquivalents 0.12Others 5.89


Number of holdings

Top 10 Holdings in %TOTAL SA 7.29Acuity Brands 6.16Tesoro 5.95Wacker Chemie 4.69Diamondback Energy Inc 4.58Pattern Energy Group 3.65US Silica Holdings 3.59Concho Resources 3.40Pioneer Nat. Res. 3.18Royal Dutch 3.18Total 45.67

Investment policyThis sector-based equity fund invests mainly incompanies engaged in energy production,transportation, transmission, distribution, andconservation, as well as suppliers of goods andservices to the sector. The breadth, complexityand cyclicality create opportunities for patientinvestors. Given the currently massive change inthe sector, the fund defines themes that shoulddrive individual companies and then tries to pickearly winners. The objective is to providelong-term capital appreciation. Investmentdecisions are based primarily on bottom-upfundamental research. The benchmark is usedto measure performance but does not determinesecurity selection.

Fund facts


Bloomberg ticker CLAEEFB LX



Fund statistics 2)


158



1 2 3 4 5 6 7


Purchases Sales- HALLIBURTON- PETROLEO BRASILIERO Adr- PHILLIPS 66- EQT CORP- BAKER HUGHES

Fund 45

Fund manager Thomas AmreinFund manager since 01.05.2014Location ZürichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 76.68Inception date of share class 28.02.2006Management fee in % p.a. 1.92TER (as of 31.03.2016) in % 2.26Benchmark (BM) MSCI World Energy (NR)Swinging single pricing (SSP) 3) YesUnit Class Category BH

(capital growth)

ISIN LU0240068089

Valor no. 2388503




CS (Lux) Global Energy Winners Equity Fund


2011 2012 2013 2014 2015 201650

60

70

80

90

100

110

120

-50%

-40%

-30%

-20%

-10%

0%

10%

20%

-14.6

1.3

11.4

-20.7

-28.0

11.6

CS (Lux) Global Energy Winners Equity Fund BHEUR



1 month 3 months YTD 1 year 3 years 5 yearsFund 0.84 1.11 11.56 -8.31 -31.03 -40.18

Sectors in %Fund

Energy 68.87Industrials 13.02Utilities 11.45Materials 5.97Cash/Cash Equivalents 0.12Others 0.56

Currencies in %

USD 73.65EUR 15.55GBP 3.03CAD 2.97HKD 2.61THB 1.28AUD 0.88CHF 0.01

Countries in %

USA 58.87France 8.74Canada 7.12China 5.69Germany 4.69Netherlands 3.23United Kingdom 3.02Spain 2.63Cash/CashEquivalents 0.12Others 5.89


Number of holdings

Top 10 Holdings in %TOTAL SA 7.29Acuity Brands 6.16Tesoro 5.95Wacker Chemie 4.69Diamondback Energy Inc 4.58Pattern Energy Group 3.65US Silica Holdings 3.59Concho Resources 3.40Pioneer Nat. Res. 3.18Royal Dutch 3.18Total 45.67

Investment policyThis sector-based equity fund invests mainly incompanies engaged in energy production,transportation, transmission, distribution, andconservation, as well as suppliers of goods andservices to the sector. The breadth, complexityand cyclicality create opportunities for patientinvestors. Given the currently massive change inthe sector, the fund defines themes that shoulddrive individual companies and then tries to pickearly winners. The objective is to providelong-term capital appreciation. Investmentdecisions are based primarily on bottom-upfundamental research. The benchmark is usedto measure performance but does not determinesecurity selection.

Fund facts


Bloomberg ticker CLAEEFH LX



Fund statistics 2)


Cre

dit S

uiss

e S

ICA

V


159


1 2 3 4 5 6 7


Purchases SalesMAGNIT GLOBALTRANS INVESTMENT Reg S Gdr- LUXOFT- SBERBANK OF RUSSIA

Fund 29

Fund manager Anna VäänänenFund manager since 01.09.2011Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 56.10Inception date of share class 20.08.2009Management fee in % p.a. 1.92TER (as of 31.03.2016) in % 2.34Benchmark (BM) MSCI Russia 10-40 (NR)Swinging single pricing (SSP) 3) YesUnit Class Category B

(capital growth)

ISIN LU0348403774

Valor no. 3786520


Austria, Finland, France, Germany, Italy,Luxembourg, Norway, Singapore, Spain, Sweden,SwitzerlandEU taxation Out of scope


CS (Lux) Russian Equity Fund


2011 2012 2013 2014 2015 201640

60

80

100

120

140

-60%

-40%

-20%

0%

20%

40%

-31.8

14.79.7

-47.0

5.4

19.9

-24.3

15.9

-3.8

-49.9

7.2

22.9

CS (Lux) Russian Equity Fund B USD Yearly or year-to-date performance respectively (Fund)MSCI Russia 10-40 (NR) Yearly or year-to-date performance respectively (Benchmark)

Former Track Record of Clariden Leu (Gue) Russia Equity Fund (September 30, 1994 - August 20, 2009).

For the evaluation of the performance data please be aware that the fund has been restructured and relaunched with effect of 20 August2009. For the restructuring all assets and liabilities of the former Clariden Leu (Gue) Russia Equity Fund have been transferred to CS(Lux) Russian Equity Fund B USD. Fund management and investment policy remained unchanged. The data provided in this documentreflect the performance of the Clariden Leu (Gue) Russia Equity Fund as well as the performance of the CS (Lux) Russian Equity FundB USD. Past performance, whether actual or simulated, does not guarantee future results.


1 month 3 months YTD 1 year 3 years 5 yearsFund 3.31 4.63 19.88 7.97 -23.44 -44.44Benchmark 2.54 -0.11 22.94 9.53 -18.17 -41.56

Sectors in %Fund

Consumer Staples 22.34Energy 20.20Financials 17.86Information Technology 16.93Materials 11.46Industrials 3.90Consumer Discretionary 2.58Telecommunication Services 0.48Cash/Cash Equivalents 1.62Others 2.62

Currencies in %

USD 99.08RUB 0.92EUR 0.01

Countries in %

Russia 87.27USA 6.90Cyprus 1.60Cash/CashEquivalents 1.62Others 2.62


Number of holdings

Top 10 Holdings in %Sberbank of Russia 8.29X 5 Retail Group 8.01Magnit 7.91Lukoil ADR 6.67GROUP LSR 5.56Alrosa 4.72Norilsk Nickel 4.69Luxoft 4.34Yandex 4.18Novatek 4.13Total 58.50

Investment policyThe fund aims to achieve long-term capitalappreciation by investing primarily in equities ofissuers incorporated in Russia or conducting theirprincipal business activities within Russia. Itoffers broad diversification across sectors suchas energy, materials, telecommunications,consumer goods and banking. The investmentstrategy is based on fundamental analysis. Thefund targets investments in shares of attractivelyvalued companies expected to benefit fromgrowth in the Russian economy and globaldemand for natural resources.

Fund facts


Bloomberg ticker CLLRUSB LX



Fund statistics 2)


160



1 2 3 4 5 6 7

a subfund of CS Investment Funds 5 - Class B RUB


Fund 29

Fund manager Anna VäänänenFund manager since 01.09.2011Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 56.10Inception date of share class 30.09.2009Management fee in % p.a. 1.92TER (as of 31.03.2016) in % 2.35Benchmark (BM) MSCI Russia 10-40 (NR)Swinging single pricing (SSP) 3) YesUnit Class Category B

(capital growth)

ISIN LU0348404236

Valor no. 3786540





Net performance in RUB (rebased to 100) and yearly performance 2)

2011 2012 2013 2014 2015 201660

80

100

120

140

160

-40%

-20%

0%

20%

40%

60%

-28.4

9.118.0

-3.2

28.3

8.7

-20.4

10.23.5

-8.5

30.4

11.4

CS (Lux) Russian Equity Fund B RUB Yearly or year-to-date performance respectively (Fund)MSCI Russia 10-40 (NR) Yearly or year-to-date performance respectively (Benchmark)

Net performance in RUB 2)


Sectors in %Fund


Currencies in %

USD 99.08RUB 0.92EUR 0.01

Countries in %



Number of holdings



Fund facts

Unit class currency RUB

Bloomberg ticker CLLRURB LX



Fund statistics 2)

3 years 5 yearsAnnualised volatility in % 18.85 20.42Information ratio -0.27 -0.12Tracking Error (Ex post) 8.27 7.07Beta - -

Cre

dit S

uiss

e S

ICA

V


161


1 2 3 4 5 6 7



Fund 29

Fund manager Anna VäänänenFund manager since 01.09.2011Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 56.10Inception date of share class 31.08.2009Management fee in % p.a. 1.92TER (as of 31.03.2016) in % 2.34Benchmark (BM) No BenchmarkSwinging single pricing (SSP) 3) YesUnit Class Category BH

(capital growth)

ISIN LU0348404079

Valor no. 3786535






2011 2012 2013 2014 2015 201640

60

80

100

120

140

-60%

-40%

-20%

0%

20%

40%

-32.6

13.08.8

-47.0

4.9

18.8

CS (Lux) Russian Equity Fund BH EURYearly or year-to-date performance respectively(Fund)



1 month 3 months YTD 1 year 3 years 5 yearsFund 3.24 3.99 18.83 7.25 -24.75 -47.05

Sectors in %Fund


Currencies in %

USD 99.08RUB 0.92EUR 0.01

Countries in %



Number of holdings



Fund facts


Bloomberg ticker CLLRUIH LX



Fund statistics 2)


162



1 2 3 4 5 6 7



Fund 29

Fund manager Anna VäänänenFund manager since 01.09.2011Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 56.10Inception date of share class 20.08.2009Management fee in % p.a. 1.20TER (as of 31.03.2016) in % 1.58Benchmark (BM) MSCI Russia 10-40 (NR)Swinging single pricing (SSP) 3) YesUnit Class Category IB

(capital growth)

ISIN LU0348403857

Valor no. 3786523

Min. Investment Amount 500'000Redemptions DailySales registration:





2011 2012 2013 2014 2015 201640

60

80

100

120

140

-60%

-40%

-20%

0%

20%

40%

-31.0

15.910.7

-46.6

6.2

20.4

-24.3

15.9

-3.8

-49.9

7.2

22.9

CS (Lux) Russian Equity Fund IB USD Yearly or year-to-date performance respectively (Fund)MSCI Russia 10-40 (NR) Yearly or year-to-date performance respectively (Benchmark)

Former Track Record of Clariden Leu (Gue) Russia Equity Fund (December 20, 2005 - August 20, 2009).

For the evaluation of the performance data please be aware that the fund has been restructured and relaunched with effect of 20 August2009. For the restructuring all assets and liabilities of the former Clariden Leu (Gue) Russia Equity Fund have been transferred to CS(Lux) Russian Equity Fund IB USD. Fund management and investment policy remained unchanged. The data provided in this documentreflect the performance of the Clariden Leu (Gue) Russia Equity Fund as well as the performance of the CS (Lux) Russian Equity FundIB USD. Past performance, whether actual or simulated, does not guarantee future results.


1 month 3 months YTD 1 year 3 years 5 yearsFund 3.36 4.81 20.37 8.75 -21.66 -41.60Benchmark 2.54 -0.11 22.94 9.53 -18.17 -41.56

Sectors in %Fund


Currencies in %

USD 99.08RUB 0.92EUR 0.01

Countries in %



Number of holdings



Fund facts


Bloomberg ticker CLLRUIB LX



Fund statistics 2)

3 years 5 yearsAnnualised volatility in % 31.37 32.94Information ratio -0.18 0.00Tracking Error (Ex post) 8.29 7.07Beta 1.04 1.02

Cre

dit S

uiss

e S

ICA

V


163


1 2 3 4 5 6 7


Purchases Sales- -- -- -- -- -

Fund 54

Fund manager Werner RichliFund manager since 02.05.2013Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 88.16Inception date of share class 31.03.2006Management fee in % p.a. 1.92TER (as of 31.03.2016) in % 2.27Benchmark (BM) MSCI World (NR) (06/13)Swinging single pricing (SSP) 3) YesUnit Class Category B

(capital growth)

ISIN LU0246496953

Valor no. 2459821




CS (Lux) Infrastructure Equity Fund


2011 2012 2013 2014 2015 201680

90

100

110

120

130

140

150

-20%

-10%

0%

10%

20%

30%

40%

50%

-8.9

11.3 10.6 9.1

-6.7

14.5

-9.0

23.720.0

4.9

-0.9

4.9

CS (Lux) Infrastructure Equity Fund B USD Yearly or year-to-date performance respectively (Fund)MSCI World (NR) (06/13) Yearly or year-to-date performance respectively (Benchmark)



Sectors in %Fund

Utilities 39.67Transportation Infrastructure 24.19Energy 21.12Telecommunication Services 13.36Cash/Cash Equivalents 1.66

Currencies in %

USD 59.08EUR 11.72CAD 7.26AUD 4.59GBP 4.54HKD 3.65THB 2.69CHF 2.31BRL 1.95Others 2.21

Countries in %

USA 55.81Canada 7.26Australia 4.59United Kingdom 4.54Italy 4.14France 3.93China 3.65Spain 3.63Cash/CashEquivalents 1.66Others 10.79


Number of holdings

Top 10 Holdings in %American Water Works 5.53Kinder Morgan 5.33Transcanada 4.91Crown Castle 4.86American Tower 4.81Cheniere Energy 4.73SBA Communication Group 3.49Atmos Energy 3.35PG & E 2.88Airports of Thailand 2.69Total 42.58

Investment policyThis sector-based equity fund invests along thevalue chain of the global infrastructureopportunity set. The investment universeencompasses companies that provide thefacilities and services necessary to maintain anddevelop modern infrastructure, and also includescompanies supplying infrastructure-relatedproducts and services. The objective is tomaximize total return from capital appreciationand dividends over extended periods of time.It follows an unconstrained, non-benchmarkoriented approach to identify attractively valuedcompanies positioned to benefit from theinfrastructure theme.

Fund facts


Bloomberg ticker CLAIFFB LX



Fund statistics 2)


164



1 2 3 4 5 6 7



Fund 54

Fund manager Werner RichliFund manager since 02.05.2013Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 88.16Inception date of share class 31.03.2006Management fee in % p.a. 1.92TER (as of 31.03.2016) in % 2.28Benchmark (BM) No BenchmarkSwinging single pricing (SSP) 3) YesUnit Class Category BH

(capital growth)

ISIN LU0246498066

Valor no. 2459827






2011 2012 2013 2014 2015 201680

90

100

110

120

130

-20%

-10%

0%

10%

20%

30%

-10.0

10.2 10.0 8.8

-7.3

13.4

CS (Lux) Infrastructure Equity Fund BH EUR Yearly or year-to-date performance respectively (Fund)



Sectors in %Fund


Currencies in %


Countries in %



Number of holdings



Fund facts


Bloomberg ticker CLAIFHE LX



Fund statistics 2)


Cre

dit S

uiss

e S

ICA

V


165


1 2 3 4 5 6 7



Fund 54

Fund manager Werner RichliFund manager since 02.05.2013Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 88.16Inception date of share class 31.03.2006Management fee in % p.a. 1.20TER (as of 31.03.2016) in % 1.55Benchmark (BM) MSCI World (NR) (06/13)Swinging single pricing (SSP) 3) YesUnit Class Category IB

(capital growth)

ISIN LU0246497258

Valor no. 2459825






2011 2012 2013 2014 2015 201680

90

100

110

120

130

140

150

-20%

-10%

0%

10%

20%

30%

40%

50%

-8.0

12.7 11.5 9.9

-6.0

15.0

-9.0

23.720.0

4.9

-0.9

4.9

CS (Lux) Infrastructure Equity Fund IB USD Yearly or year-to-date performance respectively (Fund)MSCI World (NR) (06/13) Yearly or year-to-date performance respectively (Benchmark)



Sectors in %Fund


Currencies in %


Countries in %



Number of holdings



Fund facts


Bloomberg ticker CLAIFIB LX



Fund statistics 2)


166



1 2 3 4 5 6 7


Purchases SalesFACEBOOK A JD.COM AdrPEGATRON BAIDU.COM AdrPT MATAHARI DEPARTMENT STORE A

LARGAN PRECISIONGEELY AUTOMOBILE HOLDINGS

CATCHER TECHNOLOGYAlliance Global Group Inc

RADIANT OPTO-ELECTRONICS

Fund 42

Fund manager Juan Manuel MendozaFund manager since 01.10.2011Location SingaporeFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 14.29Inception date of share class 31.10.2008Management fee in % p.a. 1.92TER (as of 31.03.2016) in % 2.41Benchmark (BM) MSCI AC Far East ex Japan (NR)Swinging single pricing (SSP) 3) YesUnit Class Category B

(capital growth)

ISIN LU0383587234

Valor no. 4491453




CS (Lux) Asia Consumer Equity Fund


2012 2013 2014 2015 201680

90

100

110

120

130

-20%

-10%

0%

10%

20%

30%

9.0

-4.3

-10.4

-3.1

3.8 3.2

-9.5

7.2

CS (Lux) Asia Consumer Equity Fund BUSD


MSCI AC Far East ex Japan (NR)Yearly or year-to-date performance respectively(Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund 3.13 3.75 -3.13 -11.50 -6.78 -17.47Benchmark 4.76 5.90 7.16 -1.31 7.40 3.81

Sectors in %Fund

Financials 28.17Information Technology 26.85Consumer Staples 17.22Consumer Discretionary 15.57Telecommunication Services 6.05Materials 2.59Industrials 0.00Cash/Cash Equivalents 3.55

Currencies in %

HKD 37.64KRW 15.00USD 12.85IDR 8.83PHP 8.77EUR 4.75CHF 3.54JPY 3.50THB 2.98Others 2.14

Countries in %

China 29.24South Korea 16.12Hong Kong 11.55Indonesia 9.49Philippines 9.42Taiwan 5.58Japan 3.76Other Asia 3.39Cash/CashEquivalents 3.55Others 7.90


Number of holdings

Top 10 Holdings in %Samsung Electronics 5.77Tencent Hldg Ltd 5.62Amorepacific 5.55LG Household & Healthcare Ltd. 4.85China Mobile 4.70AIA Group Limited 4.51Alibaba ADR 3.92Megaworld Corp. 3.58Sands China Ltd. 3.41Taiwan Semicon 3.38Total 45.29

Investment policyThis theme-based equity fund is one of the veryfew mutual funds focusing on the investmentsin Greater China, developed and emerging Asia,together with the central Asian region. The fundtypically invests the majority of its assets incompanies engaged in the consumerdiscretionary, consumer staples andtelecommunication sectors. This includes, but isnot limited to, retailers and wholesalers ofregional brands, casinos and hotels, foodproducers, supermarkets, mobile devicemanufacturers and so on.

Repositioning as per 01.09.2012 (old Fundname: CS SICAV (Lux) Equity Silk Road)

Fund facts


Bloomberg ticker CLSILBU LX



Fund statistics 2)


Cre

dit S

uiss

e S

ICA

V


167


1 2 3 4 5 6 7






Fund 42

Fund manager Juan Manuel MendozaFund manager since 01.10.2011Location SingaporeFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 14.29Inception date of share class 31.10.2008Management fee in % p.a. 1.92TER (as of 31.03.2016) in % 2.42Benchmark (BM) No BenchmarkSwinging single pricing (SSP) 3) YesUnit Class Category BH

(capital growth)

ISIN LU0383586699

Valor no. 4491436






2012 2013 2014 2015 2016859095

100105110115120125

-15%-10%-5%0%5%

10%15%20%25%

8.5

-4.5

-10.4

-4.0

CS (Lux) Asia Consumer Equity Fund BH EUR Yearly or year-to-date performance respectively (Fund)


1 month 3 months YTD 1 year 3 years 5 yearsFund 3.02 3.20 -3.98 -12.24 -8.00 -19.70

Sectors in %Fund


Currencies in %


Countries in %



Number of holdings




Fund facts


Bloomberg ticker CLSILHE LX



Fund statistics 2)


168



1 2 3 4 5 6 7






Fund 42

Fund manager Juan Manuel MendozaFund manager since 01.10.2011Location SingaporeFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 14.29Inception date of share class 31.10.2008Management fee in % p.a. 1.92TER (as of 31.03.2016) in % 2.42Benchmark (BM) No BenchmarkSwinging single pricing (SSP) 3) YesUnit Class Category BH

(capital growth)

ISIN LU0383588042

Valor no. 4491484






2012 2013 2014 2015 201680859095

100105110115120125

-20%-15%-10%-5%0%5%

10%15%20%25%

8.4

-4.7

-11.4

-4.4

CS (Lux) Asia Consumer Equity Fund BH CHF Yearly or year-to-date performance respectively (Fund)


1 month 3 months YTD 1 year 3 years 5 yearsFund 2.89 2.95 -4.42 -13.00 -9.79 -21.08

Sectors in %Fund


Currencies in %


Countries in %



Number of holdings




Fund facts


Bloomberg ticker CLSILHC LX



Fund statistics 2)


Cre

dit S

uiss

e S

ICA

V


169


1 2 3 4 5 6 7


Purchases Sales- -

Fund 57

Fund manager Irene Beatrice PuettnerFund manager since 01.02.2008Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 179.07Inception date of share class 05.10.2001Management fee in % p.a. 1.92TER (as of 31.03.2016) in % 2.23Benchmark (BM)

NASDAQ Biotechnology Index (TR) (04/07)Swinging single pricing (SSP) 3) YesUnit Class Category B

(capital growth)

ISIN LU0130190969

Valor no. 1258035




CS (Lux) Global Biotech Innovators Equity Fund


2011 2012 2013 2014 2015 201650

100150200250300350400450

-50%0%

50%100%150%200%250%300%350%

1.635.1

61.131.1

9.4

-13.7

12.132.3

66.034.4

11.8

-14.3

CS (Lux) Global Biotech Innovators Equity Fund BUSD


NASDAQ Biotechnology Index (TR) (04/07)Yearly or year-to-date performance respectively(Benchmark)



Sectors in %Fund

Biotechnology 89.15Pharmaceuticals 7.10Life Sciences Tools & Services 3.64Cash/Cash Equivalents 0.12

Currencies in %

USD 88.26CHF 6.55DKK 5.12EUR 0.06GBP 0.01

Countries in %

USA 88.12Denmark 5.11Switzerland 3.90Cash/CashEquivalents 0.18Others 2.70


Number of holdings

Top 10 Holdings in %Celgene 7.34Biogen 7.12Amgen 6.43Gilead Sciences 5.57Regeneron Pharma. 5.46Biomarin Pharmaceutical 4.46Incyte 4.03Alexion Pharma. 3.79Vertex Pharma 3.79Illumina 3.40Total 51.39

Investment policyThis sector-based equity fund globally invests instocks of biotechnology companies to achievelong-term capital appreciation while maintainingan adequate distribution of risks. It offers accessto one of the fastest-growing segments of thehealth sector, and opportunity to participate ingrowth in value tied to clinical progress ofinnovative products from early stage to thoseready to be brought to market. The fund investsin numerous therapeutics areas, as well asdiagnosis and preventative treatments. Theportfolio is not constrained either in terms ofgeography or by market capitalization. TheNASDAQ Biotechnology TR serves as thebenchmark.

Fund facts


Bloomberg ticker CLABIOT LX



Fund statistics 2)


170



1 2 3 4 5 6 7


Purchases Sales- -

Fund 57

Fund manager Irene Beatrice PuettnerFund manager since 01.02.2008Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 179.07Inception date of share class 28.02.2006Management fee in % p.a. 1.92TER (as of 31.03.2016) in % 2.23Benchmark (BM) No BenchmarkSwinging single pricing (SSP) 3) YesUnit Class Category BH

(capital growth)

ISIN LU0240068329

Valor no. 2388468






2011 2012 2013 2014 2015 201650

100

150

200

250

300

350

400

-50%

0%

50%

100%

150%

200%

250%

300%

1.134.7

60.130.8

9.4

-14.3

CS (Lux) Global Biotech Innovators Equity Fund BHEUR





Sectors in %Fund


Currencies in %


Countries in %



Number of holdings



Fund facts


Bloomberg ticker CLBIEHE LX



Fund statistics 2)


Cre

dit S

uiss

e S

ICA

V


171


1 2 3 4 5 6 7


Purchases Sales- -

Fund 57

Fund manager Irene Beatrice PuettnerFund manager since 01.02.2008Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 179.07Inception date of share class 05.10.2001Management fee in % p.a. 0.90TER (as of 31.03.2016) in % 1.21Benchmark (BM)

NASDAQ Biotechnology Index (TR) (04/07)Swinging single pricing (SSP) 3) YesUnit Class Category IB

(capital growth)

ISIN LU0130191181

Valor no. 1258038






2011 2012 2013 2014 2015 201650

100150200250300350400450

-50%0%

50%100%150%200%250%300%350%

3.736.3

62.832.5

10.5

-13.1

12.132.3

66.034.4

11.8

-14.3

CS (Lux) Global Biotech Innovators Equity Fund IBUSD


NASDAQ Biotechnology Index (TR) (04/07)Yearly or year-to-date performance respectively(Benchmark)



Sectors in %Fund


Currencies in %


Countries in %



Number of holdings



Fund facts


Bloomberg ticker CLABI1B LX



Fund statistics 2)


172



1 2 3 4 5 6 7

Class A USD & B USD

Fund manager Adrian Chee, Lei ZhuFund manager since 25.09.2012Location SingaporeFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 1'331.51Inception date 25.09.2012Management fee in % p.a. 1.10TER (as of 31.03.2016) in % 1.30Benchmark (BM)

JPM Asia Credit Index ex-Sovereign 1-10YSwinging single pricing (SSP) 3) YesUnit Class Category A

(distribution)

ISIN LU0828906700

Valor no. 19443037


Fund 218


CS (Lux) Asia Corporate Bond Fund


2012 2013 2014 2015 201695

100

105

110

115

120

125

130

-5%

0%

5%

10%

15%

20%

25%

30%

1.6

8.3

4.0

7.8

0.6

6.43.3

6.4

CS (Lux) Asia Corporate Bond Fund A USD Yearly or year-to-date performance respectively (Fund)JPM Asia Credit Index ex-Sovereign 1-10Y Yearly or year-to-date performance respectively (Benchmark)



Credit Ratings in %

AA (Bucket) 1.90A (Bucket) 14.90BBB (Bucket) 50.00BB (Bucket) 23.40B (Bucket) 9.80

Maturities in years

0%5%

10%15%20%25%30%35%40%

0-1 1-3 3-5 5-7 7-10 10-15 >15

Sectors in %

Real estate 23.40Banks 21.50Investment Comp 9.80Insurance 8.10Holding Companies- Diversified 7.50Telecommunications 3.80Engineering 3.80Metals and mining 3.10Oil, Gas &Consumable Fuels 3.00Others 16.00

Currencies in %USD 99.00CNY 0.90SGD 0.10

Countries in %

China 49.10Hong Kong 10.70Japan 7.20India 3.40Singapore 3.00South Korea 1.70Indonesia 1.20Thailand 1.00Philippines 0.90Others 21.80


assetsHuarong Finance II 19.11.25 1.83Sino-Ocean Land 04.02.20 1.51Tuspark 24.11.18 1.51NWD MTN 30.11.22 1.37Bank of East Asia 02.12.49 1.22Citic Securities 14.06.26 1.19China Cinda Fin 23.04.25 1.15Global Logisitic Prop 04.06.25 1.15ICBC 21.09.25 1.10Proven Honour Capital 06.05.26 1.07Total 13.10

Investment policyThe fund invests primarily in USD denominatedAsian debt instruments, bonds, notes, and similarfixed-interest or floating-rate securities of issuersdomiciled in Asia or conducting their mainbusiness activities in Asia. The Fund aims togenerate alpha from active management ofduration, sector exposure, and issuer selectionthrough fundamental bottom-up analyses basedon risk/reward parameters.

Fund facts



Bloomberg ticker CSBACUALX

CSBACUB LX


109.69 125.99

Daily




Fund statistics 2)


Number of holdings


Cre

dit S

uiss

e Fu

nd


173


1 2 3 4 5 6 7

Class BH CHF


JPM Asia Credit Index ex-Sovereign 1-10Y(CHF-Hgd)

Swinging single pricing (SSP) 3) YesUnit Class Category BH

(capital growth)

ISIN LU0828908581

Valor no. 19443113


Fund 218




2012 2013 2014 2015 201695

100

105

110

115

120

125

-5%

0%

5%

10%

15%

20%

25%

1.1

7.7

2.7

6.6

0.1

6.0

1.8

5.3

CS (Lux) Asia Corporate Bond Fund BH CHF Yearly or year-to-date performance respectively (Fund)JPM Asia Credit Index ex-Sovereign 1-10Y(CHF-Hgd)




Credit Ratings in %


Maturities in years

0%5%

10%15%20%25%30%35%40%

0-1 1-3 3-5 5-7 7-10 10-15 >15

Countries in %


Sectors in %






Fund facts


Bloomberg ticker CSBACRC LX





Fund statistics 2)


Number of holdings


174



1 2 3 4 5 6 7

Class BH EUR

Fund manager Adrian Chee, Lei ZhuFund manager since 25.09.2012Location SingaporeFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 1'331.51Inception date 25.09.2012Management fee in % p.a. 1.10TER (as of 31.03.2016) in % 1.30Benchmark (BM)JPM Asia Credit Index ex-Sovereign 1-10Y (EUR-Hgd)Swinging single pricing (SSP) 3) YesUnit Class Category BH

(capital growth)

ISIN LU0828908748

Valor no. 19443115


Fund 218




2012 2013 2014 2015 201695

100

105

110

115

120

125

-5%

0%

5%

10%

15%

20%

25%

1.2

8.1

3.3

6.9

0.4

6.2

2.95.7

CS (Lux) Asia Corporate Bond Fund BH EUR Yearly or year-to-date performance respectively (Fund)JPM Asia Credit Index ex-Sovereign 1-10Y(EUR-Hgd)




Credit Ratings in %


Maturities in years

0%5%

10%15%20%25%30%35%40%

0-1 1-3 3-5 5-7 7-10 10-15 >15

Sectors in %



Countries in %





Fund facts


Bloomberg ticker CSBACRE LX





Fund statistics 2)


Number of holdings


Cre

dit S

uiss

e Fu

nd


175


1 2 3 4 5 6 7

Class IBH EUR

Fund manager Adrian Chee, Lei ZhuFund manager since 25.09.2012Location SingaporeFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 1'331.51Inception date 12.09.2013Management fee in % p.a. 0.55TER (as of 31.03.2016) in % 0.75Benchmark (BM)JPM Asia Credit Index ex-Sovereign 1-10Y (EUR-Hgd)Swinging single pricing (SSP) 3) YesUnit Class Category IBH

(capital growth)

ISIN LU0828909043

Valor no. 19443140


Fund 218




2013 2014 2015 2016100

105

110

115

120

125

0%

5%

10%

15%

20%

25%

8.6

3.7

7.36.2

2.9

5.7

CS (Lux) Asia Corporate Bond Fund IBH EUR Yearly or year-to-date performance respectively (Fund)JPM Asia Credit Index ex-Sovereign 1-10Y(EUR-Hgd)



1 month 3 months YTD 1 year 3 years 5 yearsFund 1.81 3.90 7.28 8.17 - -Benchmark 1.09 2.43 5.70 6.26 - -

Credit Ratings in %


Maturities in years

0%5%

10%15%20%25%30%35%40%

0-1 1-3 3-5 5-7 7-10 10-15 >15

Sectors in %

Real estate 23.40Banks 21.50Investment Comp 9.80Insurance 8.10Holding Companies- Diversified 7.50Engineering 3.80Telecommunications 3.80Metals and mining 3.10Oil, Gas &Consumable Fuels 3.00Others 16.00


Countries in %





Fund facts


Bloomberg ticker CSBSEUR LX





Fund statistics 2)

1 year 3 yearsAnnualized volatility in % 4.26 -Information ratio 0.76 -Tracking Error (Ex post) 2.33 -Maximum drawdown in % 4) -1.97 -4) Maximum drawdown is the most negative cumulative returnover a given time period.

Number of holdings


176



1 2 3 4 5 6 7

Class EBH CHF


JPM Asia Credit Index ex-Sovereign 1-10Y(CHF-Hgd)

Swinging single pricing (SSP) 3) YesUnit Class Category EBH

(capital growth)

ISIN LU0828909399

Valor no. 19443141


Fund 218




2012 2013 2014 2015 201695

100

105

110

115

120

125

-5%

0%

5%

10%

15%

20%

25%

1.8

8.4

3.4

7.0

0.1

6.0

1.8

5.3

CS (Lux) Asia Corporate Bond Fund EBH CHF Yearly or year-to-date performance respectively (Fund)JPM Asia Credit Index ex-Sovereign 1-10Y(CHF-Hgd)




Credit Ratings in %


Maturities in years

0%5%

10%15%20%25%30%35%40%

0-1 1-3 3-5 5-7 7-10 10-15 >15

Sectors in %



Countries in %





Fund facts


Bloomberg ticker CSBACTC LX





Fund statistics 2)


Number of holdings


Cre

dit S

uiss

e Fu

nd


177


1 2 3 4 5 6 7

Class EBH EUR

Fund manager Adrian Chee, Lei ZhuFund manager since 25.09.2012Location SingaporeFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 1'331.51Inception date 25.09.2012Management fee in % p.a. 0.45TER (as of 31.03.2016) in % 0.60Benchmark (BM)JPM Asia Credit Index ex-Sovereign 1-10Y (EUR-Hgd)Swinging single pricing (SSP) 3) YesUnit Class Category EBH

(capital growth)

ISIN LU0828909555

Valor no. 19443142


Fund 218




2012 2013 2014 2015 201695

100

105

110

115

120

125

130

-5%

0%

5%

10%

15%

20%

25%

30%

2.0

8.7

4.17.4

0.4

6.22.9

5.7

CS (Lux) Asia Corporate Bond Fund EBH EUR Yearly or year-to-date performance respectively (Fund)JPM Asia Credit Index ex-Sovereign 1-10Y(EUR-Hgd)




Credit Ratings in %


Maturities in years

0%5%

10%15%20%25%30%35%40%

0-1 1-3 3-5 5-7 7-10 10-15 >15

Sectors in %

Real estate 23.40Banks 21.50Investment Comp 9.80Insurance 8.10Holding Companies- Diversified 7.50Engineering 3.80Telecommunications 3.80Metals and mining 3.10Oil, Gas &Consumable Fuels 3.00Others 16.00


Countries in %





Fund facts


Bloomberg ticker CSBACTE LX





Fund statistics 2)


Number of holdings


178



1 2 3 4 5 6 7

Class AH SGD


JPM Asia Credit Index ex-Sovereign 1-10Y(SGD-Hgd)

Swinging single pricing (SSP) 3) YesUnit Class Category AH

(distribution)

ISIN LU0828910215

Valor no. 19443174


Fund 218



Net performance in SGD (rebased to 100) and yearly performance 2)

2012 2013 2014 2015 201695

100

105

110

115

120

125

130

-5%

0%

5%

10%

15%

20%

25%

30%

1.5

8.25.0

8.0

0.4

6.44.4

6.7

CS (Lux) Asia Corporate Bond Fund AH SGD Yearly or year-to-date performance respectively (Fund)JPM Asia Credit Index ex-Sovereign 1-10Y(SGD-Hgd)


Net performance in SGD 2)


Credit Ratings in %


Maturities in years

0%5%

10%15%20%25%30%35%40%

0-1 1-3 3-5 5-7 7-10 10-15 >15

Sectors in %



Countries in %





Fund facts

Unit class currency SGD

Bloomberg ticker CSBACXS LX





Fund statistics 2)


Number of holdings


Cre

dit S

uiss

e Fu

nd


179


1 2 3 4 5 6 7

Class B USD

Fund manager Adrian Chee, Lei ZhuFund manager since 25.09.2012Location SingaporeFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 22.26Inception date 25.09.2012Management fee in % p.a. 1.10TER (as of 31.03.2016) in % 1.42Swinging single pricing (SSP) 3) YesUnit Class Category B

(capital growth)

ISIN LU0828911023

Valor no. 19443023


Fund 42


CS (Lux) Asia Local Currency Bond Fund


2012 2013 2014 2015 201690

95

100

105

110

115

-10%

-5%

0%

5%

10%

15%

-4.6

4.5

-3.0

10.9

CS (Lux) Asia Local Currency Bond Fund B USD Yearly or year-to-date performance respectively (Fund)



Maturities in years

0%

5%

10%

15%

20%

25%

30%

0-1 1-3 3-5 5-7 7-10 10-15 >15

Credit Ratings in %

AAA 20.50AA (Bucket) 11.20A (Bucket) 16.70BBB (Bucket) 25.20BB (Bucket) 14.50B (Bucket) 11.90

Sectors in %

SovereignDebitors 38.30Real estate 23.90Supernationalorganisations 19.10Engineering 3.70Insurance 1.50Banks 1.50InvestmentComp 1.00Metals andmining 0.90Cash/CashEquivalents 3.60Others 6.50

Countries in %

China 23.00Supranational 19.10Malaysia 9.80South Korea 8.50Singapore 6.30Hong Kong 5.50Australia 3.80Luxembourg 3.60Indonesia 3.50Others 16.90

Currencies in %AUD 16.90INR 14.40CNY 14.10KRW 13.10MYR 10.00THB 7.80IDR 6.30SGD 5.20NZD 5.00Others 7.20

Investment policyThe fund is investing primarily in fixed andfloating rate debt securities and debt obligationsof government, government-related issues and/or corporate entities located throughout Asia inlocal currencies.The fund aims to generate alphafrom active management of duration, curve,issuer selection and currency strategies throughfundamental bottom-up analysis based on risk/reward parameters.

Fund facts


Bloomberg ticker CSBALCB LX





Fund statistics 2)


Number of holdings


assetsEBRD 15.03.17 8.99Korea 10.12.42 7.30Malaysia (Govt of) 28.09.18 5.75Malaysia 15.03.23 4.06Singapore 01.07.20 3.84Indonesia 15.05.28 3.53Intl Finance Corp 03.12.16 3.46Ministry Fin. (Thailand) 29.06.44 3.34Afreximbank 29.07.19 2.86China Overseas Finance 29.10.43 2.85Total 45.98

Default Probability Weighted Average CreditRating = BBB-Linear Weighted Average Credit Rating = BBB-

180



1 2 3 4 5 6 7

Class BH CHF

Fund manager Adrian Chee, Lei ZhuFund manager since 25.09.2012Location SingaporeFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 22.26Inception date 25.09.2012Management fee in % p.a. 1.10TER (as of 31.03.2016) in % 1.39Benchmark (BM)

JPM GBI Asia Pacific Div. 1-10Y (Overlay CHF-Hgd)Swinging single pricing (SSP) 3) YesUnit Class Category BH

(capital growth)

ISIN LU0828912930

Valor no. 19443092


Fund 42




2012 2013 2014 2015 201690

95

100

105

110

115

-10%

-5%

0%

5%

10%

15%

-5.1

4.0

-4.6

9.4

-5.6

3.0

-5.1

6.1

CS (Lux) Asia Local Currency Bond Fund BHCHF


JPM GBI Asia Pacific Div. 1-10Y (OverlayCHF-Hgd)




Maturities in years

0%

5%

10%

15%

20%

25%

30%

0-1 1-3 3-5 5-7 7-10 10-15 >15

Credit Ratings in %


Sectors in %

SovereignDebitors 38.30Real estate 23.90Supernationalorganisations 19.10Engineering 3.70Banks 1.50Insurance 1.50InvestmentComp 1.00Metals andmining 0.90Cash/CashEquivalents 3.60Others 6.50

Countries in %




Fund facts


Bloomberg ticker CSBALRC LX





Fund statistics 2)


Number of holdingsTop 10 Holdings in %Position Maturity as % of



Cre

dit S

uiss

e Fu

nd


181


1 2 3 4 5 6 7

Class BH EUR


JPM GBI Asia Pacific Div. 1-10Y (Overlay EUR-Hgd)Swinging single pricing (SSP) 3) YesUnit Class Category BH

(capital growth)

ISIN LU0828913078

Valor no. 19443150


Fund 42




2012 2013 2014 2015 201690

95

100

105

110

115

-10%

-5%

0%

5%

10%

15%

-5.0

4.2

-3.8

9.9

-5.4

3.3

-4.2

6.6

CS (Lux) Asia Local Currency Bond Fund BHEUR


JPM GBI Asia Pacific Div. 1-10Y (OverlayEUR-Hgd)




Maturities in years

0%

5%

10%

15%

20%

25%

30%

0-1 1-3 3-5 5-7 7-10 10-15 >15

Credit Ratings in %


Sectors in %


Countries in %




Fund facts


Bloomberg ticker CSBALRE LX





Fund statistics 2)





182



1 2 3 4 5 6 7

Class EBH CHF


JPM GBI Asia Pacific Div. 1-10Y (Overlay CHF-Hgd)Swinging single pricing (SSP) 3) YesUnit Class Category EBH

(capital growth)

ISIN LU0828913409

Valor no. 19443091


Fund 42




2012 2013 2014 2015 201690

95

100

105

110

115

-10%

-5%

0%

5%

10%

15%

-4.5

4.7

-3.8

9.8

-5.6

3.0

-5.1

6.1

CS (Lux) Asia Local Currency Bond Fund EBHCHF


JPM GBI Asia Pacific Div. 1-10Y (OverlayCHF-Hgd)




Maturities in years

0%

5%

10%

15%

20%

25%

30%

0-1 1-3 3-5 5-7 7-10 10-15 >15

Credit Ratings in %


Sectors in %


Countries in %




Fund facts


Bloomberg ticker CSBALTC LX





Fund statistics 2)





Cre

dit S

uiss

e Fu

nd


183


1 2 3 4 5 6 7

Class EBH EUR


JPM GBI Asia Pacific Div. 1-10Y (Overlay EUR-Hgd)Swinging single pricing (SSP) 3) YesUnit Class Category EBH

(capital growth)

ISIN LU0828913664

Valor no. 19443086


Fund 42




2012 2013 2014 2015 201690

95

100

105

110

115

-10%

-5%

0%

5%

10%

15%

-4.2

4.9

-3.1

10.3

-5.4

3.3

-4.2

6.6

CS (Lux) Asia Local Currency Bond Fund EBHEUR


JPM GBI Asia Pacific Div. 1-10Y (OverlayEUR-Hgd)




Maturities in years

0%

5%

10%

15%

20%

25%

30%

0-1 1-3 3-5 5-7 7-10 10-15 >15

Credit Ratings in %


Sectors in %

SovereignDebitors 38.30Real estate 23.90Supernationalorganisations 19.10Engineering 3.70Insurance 1.50Banks 1.50InvestmentComp 1.00Metals andmining 0.90Cash/CashEquivalents 3.60Others 6.50

Countries in %




Fund facts


Bloomberg ticker CSBALTE LX





Fund statistics 2)





184



1 2 3 4 5 6 7

Class AH SGD


JPM GBI Asia Pacific Div. 1-10Y (Overlay SGD-Hgd)Swinging single pricing (SSP) 3) YesUnit Class

ISIN LU0828914639

Valor no. 19443039


Fund 42



Net performance in SGD (rebased to 100) and yearly performance 2)

2012 2013 2014 2015 201690

95

100

105

110

115

-10%

-5%

0%

5%

10%

15%

-4.9

4.4

-2.3

10.9

-5.3

3.5

-2.8

7.6

CS (Lux) Asia Local Currency Bond Fund AHSGD


JPM GBI Asia Pacific Div. 1-10Y (OverlaySGD-Hgd)


Net performance in SGD 2)


Maturities in years

0%

5%

10%

15%

20%

25%

30%

0-1 1-3 3-5 5-7 7-10 10-15 >15

Credit Ratings in %


Sectors in %


Countries in %




Fund facts

Unit class currency SGD

Bloomberg ticker CSBALXS LX





Fund statistics 2)


Number of holdings




Cre

dit S

uiss

e Fu

nd


185


1 2 3 4 5 6 7

Class B USD

Fund manager Christopher Burton, Nelson LouieFund manager since 07.11.2005, 19.08.2010Location New York, New YorkFund domicile LuxembourgFund currency USDMin. Investment Amount NoneClose of financial year 31. MarchTotal net assets (in mil.) 518.88Inception date 07.11.2005Management fee in % p.a. 1.40TER (as of 31.03.2016) in % 1.55Benchmark (BM) Bloomberg Commodity Index (TR)Unit Class Category B

(capital growth)

ISIN LU0230918368

Valor no. 2288457


CS (Lux) Commodity Index Plus USD Fund


2011 2012 2013 2014 2015 2016405060708090

100110120

-60%-50%-40%-30%-20%-10%

0%10%20%

-12.8

-3.1-10.7

-17.5-25.5

7.4

-13.3

-1.1

-9.5-17.0

-24.7

7.5

CS (Lux) Commodity Index Plus USD FundB


Bloomberg Commodity Index (TR)Yearly or year-to-date performance respectively(Benchmark)



Fund statistics 2)





assetsUS Treasury 0.418 31.10.17 9.64US Treasury 0.460 30.04.18 8.96US Treasury 0.542 31.01.18 7.80US Treasury 0.500 30.09.16 6.87US Treasury 0.327 31.07.17 6.81US Treasury 0.334 31.01.17 4.96US Treasury 0.324 30.04.17 4.47US Treasury 0.500 31.01.17 4.00US Treasury 0.625 31.12.16 3.89US Treasury 0.625 15.11.16 3.60Total 61.00

Investment policyThe aim of the fund is to track the BloombergCommodity Index as closely as possible byinvesting in various derivatives. The fund alsoendeavors to achieve enhancement throughactively managing the derivatives. Its lowcorrelation with traditional asset classes makesthe fund an ideal portfolio diversificationinstrument. Furthermore, it offers goodprotection from inflation risks in the event of arise in commodity prices.

Fund facts


Bloomberg ticker CSFLCUB LX


186



1 2 3 4 5 6 7

Class IB USD

Fund manager Christopher Burton, Nelson LouieFund manager since 07.11.2005, 19.08.2010Location New York, New YorkFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 518.88Inception date 31.07.2006Management fee in % p.a. 0.40TER (as of 31.03.2016) in % 0.60Benchmark (BM) Bloomberg Commodity Index (TR)Unit Class Category IB

(capital growth)

ISIN LU0230918954

Valor no. 2288461

Min. Init. Investm. Amount (in mill.) 3




2011 2012 2013 2014 2015 2016405060708090

100110120

-60%-50%-40%-30%-20%-10%

0%10%20%

-11.9

-2.1-9.9

-16.7

-24.8

8.0

-13.3

-1.1

-9.5-17.0

-24.7

7.5

CS (Lux) Commodity Index Plus USD FundIB


Bloomberg Commodity Index (TR)Yearly or year-to-date performance respectively(Benchmark)



Fund statistics 2)







Fund facts


Bloomberg ticker CSFLCUI LX


Cre

dit S

uiss

e Fu

nd


187


1 2 3 4 5 6 7

Class BH EUR

Fund manager Christopher Burton, Nelson LouieFund manager since 07.11.2005, 19.08.2010Location New York, New YorkFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 518.88Inception date 17.04.2012Management fee in % p.a. 1.40TER (as of 31.03.2016) in % 1.60Benchmark (BM)

Bloomberg Commodity (TR) (EUR-Hgd Daily Mod.)(09/13)

Unit Class Category BH(capital growth)

ISIN LU0755570602

Valor no. 18118457




(Simulated prior to April 17, 2012) *

2011 2012 2013 2014 2015 2016405060708090

100110120

-60%-50%-40%-30%-20%-10%

0%10%20%

-13.1

-4.0-11.2

-17.7

-26.2

6.4

-13.7

-1.4

-9.8-17.2

-25.3

6.6

CS (Lux) Commodity Index Plus USD Fund BHEUR




The shareclass was launched on 17.04.2012 and therefore no actual performance data are available prior to this date. The simulated performance presented above,up to and including 16.04.2012, is intended to provide an indication of how the shareclass may have performed in the past. It is based on the performance ofCSF (Lux) Commodity Index Plus (Euro) with same investment policy and characteristics, managed by the investment manager of the Fund continuously since01.01.2007. Past performance, whether actual or simulated, does not guarantee future results.



Fund statistics 2)







Fund facts


Bloomberg ticker CSCIPRE LX


188



1 2 3 4 5 6 7

Class IBH EUR

Fund manager Christopher Burton, Nelson LouieFund manager since 07.11.2005, 19.08.2010Location New York, New YorkFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 518.88Inception date 17.04.2012Management fee in % p.a. 0.40TER (as of 31.03.2016) in % 0.60Benchmark (BM)


Unit Class Category IBH(capital growth)

ISIN LU0755571592

Valor no. 18118539

Min. Init. Investm. Amount (in mill.) 3




(Simulated prior to April 17, 2012) *

2011 2012 2013 2014 2015 2016405060708090

100110120

-60%-50%-40%-30%-20%-10%

0%10%20%

-12.3

-3.0-10.3

-16.9

-25.5

7.0

-13.7

-1.4

-9.8-17.2

-25.3

6.6

CS (Lux) Commodity Index Plus USD Fund IBHEUR




The shareclass was launched on 17.04.2012 and therefore no actual performance data are available prior to this date. The simulated performance presented above,up to and including 16.04.2012, is intended to provide an indication of how the shareclass may have performed in the past. It is based on the performance ofCSF (Lux) Commodity Index Plus (Euro) I with same investment policy and characteristics, managed by the investment manager of the Fund continuously since01.01.2007. Past performance, whether actual or simulated, does not guarantee future results.



Fund statistics 2)







Fund facts


Bloomberg ticker CSCIPSE LX


Cre

dit S

uiss

e Fu

nd


189


1 2 3 4 5 6 7

Class B EUR

Fund manager iMACS Funds TeamFund manager since 01.03.2012Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 45.54Inception date 15.01.2009Management fee in % p.a. 1.92TER (as of 31.03.2016) in % 2.18Benchmark (BM) MSCI World (NR) (01/13)Unit Class Category B

(capital growth)

ISIN LU0395641813

Valor no. 4751729


Purchases SalesCANADIAN UTILITIES Nv AVIVA- COCA-COLA- STARBUCKS- IBERDROLA- SOUTHWEST AIRLINES


CS (Lux) Global Responsible Equity Fund


2011 2012 2013 2014 2015 201680

100

120

140

160

180

200

-20%

0%

20%

40%

60%

80%

100%

-6.7

9.615.5 16.5

5.6

-2.8-4.8

13.721.2 19.5

10.41.9

CS (Lux) Global Responsible Equity Fund BEUR


MSCI World (NR) (01/13)Yearly or year-to-date performance respectively(Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund 3.56 3.71 -2.78 -8.32 26.04 48.51Benchmark 3.54 6.15 1.91 -1.65 43.82 82.16

Sectors in %Fund

Financials 17.03Information Technology 15.94Health Care 14.46Consumer Discretionary 11.90Consumer Staples 9.86Industrials 9.64Energy 5.60Materials 4.45Cash/Cash Equivalents 2.89Others 8.23

Currencies in %

USD 61.86EUR 13.72JPY 8.10GBP 6.30CAD 3.39CHF 2.99HKD 2.85AUD 0.79

Countries in %

USA 59.00Japan 8.07United Kingdom 6.25France 6.13Germany 5.25Canada 3.38Switzerland 2.99Hong Kong 1.94Cash/CashEquivalents 2.89Others 4.10

Top 10 Holdings in %Pictet Lux Funds 2.41SAP SE 2.07Microsoft Corp 1.78Intel 1.71CAP Gemini 1.70Bristol Myers 1.69Sekisui House 1.66Time Warner 1.66Walt Disney 1.66Blackrock 1.65Total 17.99

Investment policyThis fund's objective is to generate the highestpossible return in euros by taking advantage ofthe possibilities for international diversification.The fund invests at least 80% in equities andequity-type securities worldwide. In addition tothis equity portfolio, the fund may hold up to20% of its assets in money market instruments.The selection of investments is geared largelytoward compliance with international norms andstandards in the field of Environment, Social andCorporate Governance (ESG) and the UNPrinciples for Responsible Investments (PRI).

Fund facts


Bloomberg ticker CSFGREB LX


Fund statistics 2)



190



1 2 3 4 5 6 7

Class IB EUR

Fund manager iMACS Funds TeamFund manager since 01.03.2012Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 45.54Inception date 13.11.2009Management fee in % p.a. 0.75TER (as of 31.03.2016) in % 1.01Benchmark (BM) MSCI World (NR) (01/13)Unit Class Category IB

(capital growth)

ISIN LU0395641904

Valor no. 4751734


Purchases SalesCANADIAN UTILITIES Nv AVIVA- COCA-COLA- STARBUCKS- IBERDROLA- SOUTHWEST AIRLINES


CS (Lux) Global Responsible Equity Fund


2011 2012 2013 2014 2015 201680

100

120

140

160

180

200

-20%

0%

20%

40%

60%

80%

100%

-5.6

10.816.9 17.8

6.9

-2.1-4.8

13.721.2 19.5

10.41.9

CS (Lux) Global Responsible Equity Fund IBEUR


MSCI World (NR) (01/13)Yearly or year-to-date performance respectively(Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund 3.66 4.02 -2.12 -7.24 30.53 57.45Benchmark 3.54 6.15 1.91 -1.65 43.82 82.16

Sectors in %Fund

Financials 17.03Information Technology 15.94Health Care 14.46Consumer Discretionary 11.90Consumer Staples 9.86Industrials 9.64Energy 5.60Materials 4.45Cash/Cash Equivalents 2.89Others 8.23

Currencies in %

USD 61.86EUR 13.72JPY 8.10GBP 6.30CAD 3.39CHF 2.99HKD 2.85AUD 0.79

Countries in %

USA 59.00Japan 8.07United Kingdom 6.25France 6.13Germany 5.25Canada 3.38Switzerland 2.99Hong Kong 1.94Cash/CashEquivalents 2.89Others 4.10

Top 10 Holdings in %Pictet Lux Funds 2.41SAP SE 2.07Microsoft Corp 1.78Intel 1.71CAP Gemini 1.70Bristol Myers 1.69Sekisui House 1.66Time Warner 1.66Walt Disney 1.66Blackrock 1.65Total 17.99

Investment policyThis fund's objective is to generate the highestpossible return in euros by taking advantage ofthe possibilities for international diversification.The fund invests at least 80% in equities andequity-type securities worldwide. In addition tothis equity portfolio, the fund may hold up to20% of its assets in money market instruments.The selection of investments is geared largelytoward compliance with international norms andstandards in the field of Environment, Social andCorporate Governance (ESG) and the UNPrinciples for Responsible Investments (PRI).

Fund facts


Bloomberg ticker CSFGREI LX


Fund statistics 2)


Significant TransactionsC

redi

t Sui

sse

Fund


191


1 2 3 4 5 6 7

Class B EUR

Fund manager Lukas HaasFund manager since 01.07.2015Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 180.16Inception date 16.08.2011Management fee in % p.a. 0.15TER (as of 31.03.2016) in % 0.27Benchmark (BM) Citigroup EMU EUR 3M Euro Dep.Swinging single pricing (SSP) 3) YesUnit Class Category B

(capital growth)

ISIN LU0650600199

Valor no. 13405155


Fund 58


CS (Lux) Money Market Fund - EUR


2011 2012 2013 2014 2015 201699

100

101

102

103

-1%

0%

1%

2%

3%

0.80.5

-0.1 0.0-0.2 -0.2

1.2

0.6

0.1 0.2

0.0 -0.2

CS (Lux) Money Market Fund - EUR B Yearly or year-to-date performance respectively (Fund)Citigroup EMU EUR 3M Euro Dep. Yearly or year-to-date performance respectively (Benchmark)

Former Track record of Orchis EUR Money Market (19.04.2005 - 15.08.2011)




0%

5%

10%

15%

20%

25%

30%

0-1 1-2 2-3 3-6 6-9 9-12 >12


EUR 100.00 100.00

Credit Ratings in %



assetsBelgium 28.09.16 3.71Caisse Des Depots etConsignations

03.02.17 3.60

Agence Centrale 27.02.17 3.59FMS Wertmanagement 18.04.17 3.00Danske Bank A/S LondonBranch

16.05.17 2.40

SEB 19.05.17 2.39Abbey National Treasury 04.05.17 2.39CS London 30.03.17 2.39ING Bank 13.10.16 2.39Bayerische Landesbank 20.10.16 2.39Total 28.26


Gross portfolio yield in % -0.16Weighted Average Life (in days) 146-Weighted Average Maturity (in days) 141-


Fund statistics 2)


Investment policyThe fund invests in EUR-denominated moneymarket instruments as well as in short-term fixedand variable-rate securities of first-class debtors.The creditworthiness for an investment purchasecorresponds to at least "A" of a leadingcredit-rating agency or a comparable internalrating, and "A-2" (S&P) / "P-2" (Moody’s) formoney market instruments. The fund, includingany derivative financial instruments, must havean average bullet maturity of no more than 12months and an average residual maturity of sixmonths. In the case of variable-rate investments,the next date on which the interest rate is dueto be adjusted is deemed to the residual maturitydate. The residual maturity of the individualinvestments may not exceed two years providedthat the next date for interest-rate adjustmentdoes not exceed 397 days. The fund is a "moneymarket fund" pursuant to the CESR Guidelinesfor Money Market Funds (CESR / 10-049).

Fund facts


Bloomberg ticker CSLMMEB LX



Number of holdings


192



1 2 3 4 5 6 7

Class IB EUR

Fund manager Lukas HaasFund manager since 01.07.2015Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 180.16Inception date 16.08.2011Management fee in % p.a. 0.13TER (as of 31.03.2016) in % 0.24Benchmark (BM) Citigroup EMU EUR 3M Euro Dep.Swinging single pricing (SSP) 3) YesUnit Class Category IB

(capital growth)

ISIN LU0650600512

Valor no. 13405159


Fund 58


CS (Lux) Money Market Fund - EUR


2011 2012 2013 2014 2015 201699

100

101

102

103

-1%

0%

1%

2%

3%

0.80.6

0.00.0

-0.2 -0.2

1.2

0.6

0.1 0.2

0.0 -0.2

CS (Lux) Money Market Fund - EUR IB Yearly or year-to-date performance respectively (Fund)Citigroup EMU EUR 3M Euro Dep. Yearly or year-to-date performance respectively (Benchmark)

Former Track record of Orchis EUR Money Market (19.04.2005 - 15.08.2011)




0%

5%

10%

15%

20%

25%

30%

0-1 1-2 2-3 3-6 6-9 9-12 >12


EUR 100.00 100.00

Credit Ratings in %



assetsBelgium 28.09.16 3.71Caisse Des Depots etConsignations

03.02.17 3.60

Agence Centrale 27.02.17 3.59FMS Wertmanagement 18.04.17 3.00Danske Bank A/S LondonBranch

16.05.17 2.40

SEB 19.05.17 2.39Abbey National Treasury 04.05.17 2.39CS London 30.03.17 2.39ING Bank 13.10.16 2.39Bayerische Landesbank 20.10.16 2.39Total 28.26


Gross portfolio yield in % -0.16Weighted Average Life (in days) 146-Weighted Average Maturity (in days) 141-


Fund statistics 2)


Investment policyThe fund invests in EUR-denominated moneymarket instruments as well as in short-term fixedand variable-rate securities of first-class debtors.The creditworthiness for an investment purchasecorresponds to at least "A" of a leadingcredit-rating agency or a comparable internalrating, and "A-2" (S&P) / "P-2" (Moody’s) formoney market instruments. The fund, includingany derivative financial instruments, must havean average bullet maturity of no more than 12months and an average residual maturity of sixmonths. In the case of variable-rate investments,the next date on which the interest rate is dueto be adjusted is deemed to the residual maturitydate. The residual maturity of the individualinvestments may not exceed two years providedthat the next date for interest-rate adjustmentdoes not exceed 397 days. The fund is a "moneymarket fund" pursuant to the CESR Guidelinesfor Money Market Funds (CESR / 10-049).

Fund facts


Bloomberg ticker CSLMMEI LX



Number of holdings


Cre

dit S

uiss

e Fu

nd


193


1 2 3 4 5 6 7

Class B CHF

Fund 63

Fund manager Marco BarrecaFund manager since 01.07.2015Location ZurichFund domicile LuxembourgFund currency CHFClose of financial year 31. MarchTotal net assets (in mil.) 465.78Inception date 02.08.2010Management fee in % p.a. 0.05TER (as of 31.03.2016) in % 0.17Benchmark (BM) Citigroup CHF 3M Euro Dep.Swinging single pricing (SSP) 3) YesUnit Class Category B

(capital growth)

ISIN LU0507202330

Valor no. 11273207



CS (Lux) Money Market Fund - CHF


2011 2012 2013 2014 2015 201698

99

100

101

-2%

-1%

0%

1%

-0.1

0.2

0.0 -0.1

-0.8-0.5

0.2

0.0 -0.1 -0.1

-0.9

-0.5

CS (Lux) Money Market Fund - CHF B Yearly or year-to-date performance respectively (Fund)Citigroup CHF 3M Euro Dep. Yearly or year-to-date performance respectively (Benchmark)




0%

5%

10%

15%

20%

25%

0-1 1-2 2-3 3-6 6-9 9-12 >12


CHF 100.00 100.00

Credit Ratings in %

AAA 46.48A 23.39A-1 12.32AA (Bucket) 14.42BBB (Bucket) 3.39




assetsSwiss Government 12.10.16 6.13Swiss Confederation T-bill 01.09.16 4.29Swiss Confederation T-bill 25.08.16 4.29Swiss Confederation 06.07.17 3.24Swiss Confederation T-bill 08.09.16 3.22Swiss Confederation T-bill 15.09.16 3.22Bank of America 23.12.16 2.96CFF 15.11.16 2.87Czech Republic 23.11.16 2.87LGT Finance Limited 08.12.16 2.87Total 35.96

Asset Allocation in %Bonds with short maturity 85.80Cash & Time Deposits 6.74Commercial Paper 5.58Floating-rate Notes (FRN) 1.88Total 100.00

Fund statistics 2)


Number of holdings

Fund Credit Quality RatingStandard & Poor's AAAf

Investment policyThe fund invests in CHF-denominated moneymarket instruments as well as in short-term fixedand variable-rate securities of first-class debtors.The creditworthiness for an investment purchasecorresponds to at least "A" of a leadingcredit-rating agency or a comparable internalrating, and "A-2" (S&P) / "P-2" (Moody’s) formoney market instruments. The fund, includingderivative financial instruments, must have anaverage bullet maturity of no more than 12months and an average residual maturity of sixmonths. In the case of variable-rate investments,the next date on which the interest rate is dueto be adjusted is deemed to the residual maturitydate. The residual maturity of the individualinvestments may not exceed two years providedthat the next date for interest-rate adjustmentdoes not exceed 397 days. The fund is a "moneymarket fund" pursuant to the CESR guidelinesfor money market funds (CESR / 10-049).

Fund facts


Bloomberg ticker CSFMMSB LX



Default Probability Weighted Average CreditRating = A+Linear Weighted Average Credit Rating = AA-

194



1 2 3 4 5 6 7

Class B USD

Fund 50

Fund manager Lukas HaasFund manager since 01.07.2015Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 102.96Inception date 16.08.2011Management fee in % p.a. 0.30TER (as of 31.03.2016) in % 0.42Benchmark (BM) Citigroup USD 3M Euro Dep.Swinging single pricing (SSP) 3) YesUnit Class Category B

(capital growth)

ISIN LU0650600785

Valor no. 13405161



CS (Lux) Money Market Fund - USD


2011 2012 2013 2014 2015 201699

100

101

102

103

-1%

0%

1%

2%

3%

0.0

0.40.1 0.0 0.0

0.30.3 0.4 0.3 0.2 0.4 0.4

CS (Lux) Money Market Fund - USD B Yearly or year-to-date performance respectively (Fund)Citigroup USD 3M Euro Dep. Yearly or year-to-date performance respectively (Benchmark)

Former Track record of Orchis USD Money Market (19.04.2005 - 15.08.2011)




0%5%

10%15%20%25%30%35%40%

0-1 1-2 2-3 3-6 6-9 9-12 >12


USD 83.02 100.00CHF 16.98 0.00

Credit Ratings in %



assetsSwiss Confederation T-bill 25.08.16 4.28Agence Centrale 18.01.17 4.16Caisse des Depots 16.09.16 3.66KDB 04.11.16 3.15BMW US Capital 02.12.16 3.14Bayerische Landesbank 05.12.16 3.13Volkswagen Intl. Finance 30.11.16 3.12Abbey National Treasury 23.01.17 3.12BFCM CP 05.04.17 3.11DZ Privatbank 11.04.17 3.11Total 33.97


Gross portfolio yield in % 0.96Weighted Average Life (in days) 119Weighted Average Maturity (in days) 114


Number of holdings

Investment policyThe fund invests in USD-denominated moneymarket instruments as well as in short-term fixedand variable-rate securities of first-class debtors.The creditworthiness for an investment purchasecorresponds to at least "A" of a leadingcredit-rating agency or a comparable internalrating, and "A-2" (S&P) / "P-2" (Moody’s) formoney market instruments. The fund, includingany derivative financial instruments, must havean average bullet maturity of no more than 12months and an average residual maturity of sixmonths. In the case of variable-rate investments,the next date on which the interest rate is dueto be adjusted is deemed to the residual maturitydate. The residual maturity of the individualinvestments may not exceed two years providedthat the next date for interest-rate adjustmentdoes not exceed 397 days. The fund is a "moneymarket fund" pursuant to the CESR Guidelinesfor Money Market Funds (CESR / 10-049).

Fund facts


Bloomberg ticker CSLMMUB LX



Fund statistics 2)



Cre

dit S

uiss

e Fu

nd


195


1 2 3 4 5 6 7

Class B EUR

Fund manager Florian BoehringerFund manager since 01.07.2016Location ZürichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 16.68Inception date 30.06.2005Management fee in % p.a. 1.30TER (as of 31.03.2016) in % 1.74Benchmark (BM) LIBOR EUR 3MUnit Class Category B

(capital growth)

ISIN LU0222452368

Valor no. 2187281



CS (Lux) Target Volatility Fund EUR


2012 2013 2014 2015 20169698

100102104106108110112

-4%-2%0%2%4%6%8%

10%12%

4.3

-1.4

6.3

-0.5

2.6

CS (Lux) Target Volatility Fund EUR B Yearly or year-to-date performance respectively (Fund)LIBOR EUR 3M


1 month 3 months YTD 1 year 3 years 5 yearsFund 1.43 2.25 2.59 -0.17 9.50 -Benchmark -0.03 -0.07 -0.14 -0.17 0.26 -


Switzerland 0.01 - 1.69 1.70Euroland 0.09 66.22 4.27 70.58USA 0.10 4.97 6.57 11.64Emerging Markets - 3.31 3.37 6.68Global - 4.03 - 4.03Asia Pacific - 1.38 2.22 3.60Japan - - 1.77 1.77Total 0.20 79.91 19.89 100.00

Allocation currencies in %

EUR 75.59USD 17.34JPY 3.15AUD 2.22CHF 1.70




assetsSPDR S&P 500 ETF 6.57AXA US Short Duration High Yield Fund 3.990.8 Anheuser-Busch 20.04.2023 3.12Italy BTP 3.101.5 Adecco Intern. Finance 22.11.2022 2.600.75 Italy 15.01.2018 2.43Pictet Global Emerging Markets Debt Fund 2.33Ishares III MSCI Australia 2.22DWS Invest 2.13iShares Emerging Market 2.06Total 30.55

Investment policyThis Fund is actively managed aiming to achievethe highest possible return while not exceedinga target risk level. It reflects the optimal assetallocation mix based on our latest investmentviews and the available risk below the maximumlimit. The Fund volatility is not fixed, but canvary depending on investment views, level ofconfidence therein and the overall volatility levelprevailing on the markets. The Fund investsmainly in equities and equity-type securities,fixed incomes securities, money marketinstruments and other funds.

Fund facts


Bloomberg ticker CSTRGEB LX


Asset allocation in %Straight bonds 85.82High Yield Bonds 4.99Emerging Market Bonds 4.14Convertibles 2.67Inflation Linked Bonds 2.38

Fund statistics 2)

1 year 3 yearsAnnualized volatility in % 5.02 3.63Information ratio -0.03 0.81Tracking Error (Ex post) 5.04 3.63Maximum drawdown in % 3) -4.02 -5.093) Maximum drawdown is the most negative cumulative returnover a given time period.


196



1 2 3 4 5 6 7

Class IB EUR

Fund manager Florian BoehringerFund manager since 01.07.2016Location ZürichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 16.68Inception date 22.08.2006Management fee in % p.a. 0.60TER (as of 31.03.2016) in % 1.06Benchmark (BM) LIBOR EUR 3MUnit Class Category IB

(capital growth)

ISIN LU0222452954

Valor no. 2187286



CS (Lux) Target Volatility Fund EUR


2012 2013 2014 2015 201698

100102104106108110112114

-2%0%2%4%6%8%

10%12%14%

5.1

-0.8

7.0

0.2

3.0

CS (Lux) Target Volatility Fund EUR IB Yearly or year-to-date performance respectively (Fund)LIBOR EUR 3M


1 month 3 months YTD 1 year 3 years 5 yearsFund 1.50 2.43 3.00 0.53 11.83 -Benchmark -0.03 -0.07 -0.14 -0.17 0.26 -


Switzerland 0.01 - 1.69 1.70Euroland 0.09 66.22 4.27 70.58USA 0.10 4.97 6.57 11.64Emerging Markets - 3.31 3.37 6.68Global - 4.03 - 4.03Asia Pacific - 1.38 2.22 3.60Japan - - 1.77 1.77Total 0.20 79.91 19.89 100.00

Allocation currencies in %

EUR 75.59USD 17.34JPY 3.15AUD 2.22CHF 1.70




assetsSPDR S&P 500 ETF 6.57AXA US Short Duration High Yield Fund 3.990.8 Anheuser-Busch 20.04.2023 3.12Italy BTP 3.101.5 Adecco Intern. Finance 22.11.2022 2.600.75 Italy 15.01.2018 2.43Pictet Global Emerging Markets Debt Fund 2.33Ishares III MSCI Australia 2.22DWS Invest 2.13iShares Emerging Market 2.06Total 30.55

Investment policyThis Fund is actively managed aiming to achievethe highest possible return while not exceedinga target risk level. It reflects the optimal assetallocation mix based on our latest investmentviews and the available risk below the maximumlimit. The Fund volatility is not fixed, but canvary depending on investment views, level ofconfidence therein and the overall volatility levelprevailing on the markets. The Fund investsmainly in equities and equity-type securities,fixed incomes securities, money marketinstruments and other funds.

Fund facts


Bloomberg ticker CSTRGEI LX


Asset allocation in %Straight bonds 85.82High Yield Bonds 4.99Emerging Market Bonds 4.14Convertibles 2.67Inflation Linked Bonds 2.38

Fund statistics 2)



Cre

dit S

uiss

e Fu

nd


197

Class B

Fund managerHechinger Bernard, Stéphane Julen, Keller Ulrich

Fund manager since 01.12.2011Location Zurich, Zurich, ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. DecemberTotal net assets (in mil.) 121.13Inception date 31.03.1999Management fee in % p.a. 1.50TER without performance fee (12.2015) in % 5.69Performance fee in % with Highwatermark 10.00TER with performance fee (12.2015) in % 5.69Subscription Monthly with 3 business day noticeRedemption Monthly with 50 calendar days noticeUnit Class Category B

(capital growth)

ISIN LU0096382964

Valor no. 603200

Min. Investment Amount 10'000EU taxation Out of scope

Product Contact Dirk WieringaPhone +41 44 332 09 84

Fund 17

June 30, 2016Switzerland

Credit Suisse Prime Select Trust (Lux) Global Equities Long/Short


2011 2012 2013 2014 2015 201690

95

100

105

110

115

120

-10%

-5%

0%

5%

10%

15%

20%

-8.0

6.7

14.9

-1.0

7.2

-6.5

CSPST (Lux) Global Equities Long/Short B Yearly or year-to-date performance respectively (Fund)


1 month 3 months YTD 1 year 3 years 5 yearsFund -2.17 -1.43 -6.46 -3.44 6.66 13.88


Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2016 -2.11 -2.82 -0.25 -0.64 1.41 -2.17 - - - - - - -6.462015 0.19 1.28 0.98 -0.11 2.56 -1.12 1.87 -0.48 -0.65 0.72 1.06 0.69 7.152014 -0.12 1.48 -2.95 -3.76 1.19 0.21 -0.58 1.51 0.24 0.05 1.40 0.50 -0.992013 3.36 0.38 1.11 0.68 1.25 0.01 2.53 -1.39 1.78 1.24 1.51 1.64 14.942012 1.86 1.72 1.12 0.20 -2.05 0.84 0.65 0.95 0.98 -0.71 0.84 0.17 6.702011 -1.33 0.67 0.32 0.40 -1.13 -0.57 -1.63 -3.39 -2.24 2.58 -1.17 -0.65 -7.982010 -1.39 1.18 1.39 -0.79 -2.74 -3.66 1.62 -1.13 3.20 1.65 0.56 2.43 2.112009 0.69 -0.10 -0.38 -0.99 1.04 0.13 0.57 0.60 1.22 -0.63 0.94 0.59 3.72

Sector weightings in % 0)

Long/Short Equity 80.00Corporate 14.30Event Driven 5.70Cash/Cash Equivalents 0.00

Portfolio allocation and performance attribution

# ofManagers

StrategyAllocation

Est. Ret.MTD

Est. Ret.YTD

StrategyAttribution

MTD 0)

Long/Short Equity 13 80.00% -1.73% -6.98% -139.00%Corporate 3 14.30% -3.46% 0.32% -50.00%Event Driven 1 5.70% -1.47% -1.06% -8.00%Cash/Cash Equivalents - 0.00% N/A N/A N/ATotal 17 100.00%

Investment policyThe Global Equities Long/Short subfund investswith hedge fund managers who implementdirectional strategies in the worldwide equitiesmarkets by going both long and/or short. Thelevel of systematic market exposure is left tothe discretion of the underlying managers andtherefore can be either positive or negative (longor short) at any given time. The subfund isexpected to have some degree of correlation tothe equity markets. The subfund seeks to limitthe correlation between the underlying managersto dampen its volatility.

Fund facts


Bloomberg ticker CREGELA LX


Contact information

E-Mail [email protected]

Number of holdings

Top HoldingsMarshall Wace Global Opp 8.46GAM Talentum Enhanced Fd. Ltd 8.42Lansdowne Developed Markets 7.75Capeview Azri Fund Ltd 7.51DB Platinum IV Clinton 6.87Total 39.01

198


Class BH CHF


Fund manager since 01.12.2011Location Zurich, Zurich, ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. DecemberTotal net assets (in mil.) 121.13Inception date 28.01.2008Management fee in % p.a. 1.50TER without performance fee (12.2015) in % 5.52Performance fee in % with Highwatermark 10.00TER with performance fee (12.2015) in % 5.52Subscription Monthly with 3 business day noticeRedemption Monthly with 50 calendar days noticeUnit Class Category BH

(capital growth)

ISIN LU0173091025

Valor no. 1651595



Fund 17




2011 2012 2013 2014 2015 201685

90

95

100

105

110

115

120

-15%

-10%

-5%

0%

5%

10%

15%

20%

-9.1

5.5

14.1

-1.4

5.9

-7.2

CSPST (Lux) Global Equities Long/Short BH CHF Yearly or year-to-date performance respectively (Fund)




Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2016 -2.34 -2.86 -0.38 -0.80 1.29 -2.30 - - - - - - -7.222015 0.07 1.12 0.88 -0.25 2.45 -1.11 1.78 -0.62 -0.80 0.60 1.15 0.57 5.932014 -0.11 1.39 -3.00 -3.82 1.14 0.13 -0.63 1.48 0.24 0.00 1.40 0.52 -1.412013 3.33 0.20 0.95 0.76 1.29 0.02 2.43 -1.43 1.68 1.19 1.43 1.52 14.142012 1.78 1.62 1.07 0.12 -2.69 1.02 0.35 1.02 0.99 -0.76 0.85 0.09 5.512011 -1.42 0.57 0.29 0.37 -1.19 -0.60 -1.64 -3.56 -2.69 2.46 -1.23 -0.77 -9.142010 -1.44 1.15 1.35 -0.85 -3.19 -3.70 1.41 -1.13 3.03 1.61 0.54 2.33 0.852009 1.07 -0.11 -0.66 -1.05 0.58 0.07 0.51 0.55 1.19 -0.65 0.93 0.58 3.03




# ofManagers

StrategyAllocation

Est. Ret.MTD

Est. Ret.YTD

StrategyAttribution

MTD 0)



Fund facts


Bloomberg ticker CSPG7RC LX


Contact information


Number of holdings


Cre

dit S

uiss

e P

rime

Sel

ect T

rust


199

Class BH EUR


Fund manager since 01.12.2011Location Zurich, Zurich, ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. DecemberTotal net assets (in mil.) 121.13Inception date 28.08.2006Management fee in % p.a. 1.50TER without performance fee (12.2015) in % 5.44Performance fee in % with Highwatermark 10.00TER with performance fee (12.2015) in % 5.44Subscription Monthly with 3 business day noticeRedemption Monthly with 50 calendar days noticeUnit Class Category BH

(capital growth)

ISIN LU0173093401

Valor no. 1651607



Fund 17




2011 2012 2013 2014 2015 201690

95

100

105

110

115

120

-10%

-5%

0%

5%

10%

15%

20%

-7.7

6.0

14.4

-1.0

6.8

-7.0

CSPST (Lux) Global Equities Long/Short BH EUR Yearly or year-to-date performance respectively (Fund)




Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2016 -2.23 -2.89 -0.30 -0.75 1.32 -2.30 - - - - - - -7.002015 0.15 1.24 0.99 -0.15 2.54 -1.18 1.83 -0.55 -0.72 0.66 1.22 0.63 6.802014 -0.09 1.42 -2.96 -3.74 1.17 0.18 -0.61 1.53 0.26 0.01 1.42 0.53 -1.032013 3.29 0.39 1.06 0.62 1.26 -0.03 2.45 -1.41 1.71 1.20 1.45 1.58 14.362012 1.88 1.65 1.07 0.15 -2.27 0.86 0.61 0.92 0.89 -0.78 0.82 0.10 5.992011 -1.00 0.51 0.31 0.38 -1.03 -0.51 -1.59 -3.32 -2.40 2.56 -1.13 -0.65 -7.712010 -1.44 1.18 1.40 -0.83 -3.22 -3.55 1.32 -1.10 2.75 1.63 0.67 2.36 0.952009 0.72 -0.05 -0.37 -0.99 1.03 0.15 0.57 0.59 1.22 -0.62 0.98 0.61 3.88




# ofManagers

StrategyAllocation

Est. Ret.MTD

Est. Ret.YTD

StrategyAttribution

MTD 0)



Fund facts


Bloomberg ticker GREGLSH LX


Contact information


Number of holdings


200


Class B


Fund manager since 01.12.2011Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. DecemberTotal net assets (in mil.) 35.14Inception date 30.06.2004Management fee in % p.a. 1.50TER without performance fee (12.2015) in % 4.81Performance fee in % with Highwatermark 10.00TER with performance fee (12.2015) in % 4.81Subscription Monthly with 3 business days noticeRedemption Monthly with 50 calendar days noticeUnit Class Category B

(capital growth)

ISIN LU0173109256

Valor no. 1649824



Fund 23


Credit Suisse Prime Select Trust (Lux) Multi Strategy2)


2011 2012 2013 2014 2015 201694

96

98

100

102

104

106

108

-6%

-4%

-2%

0%

2%

4%

6%

8%

-5.0

3.4

6.3

1.0 0.5

-3.3

CSPST (Lux) Multi Strategy B Yearly or year-to-date performance respectively (Fund)




Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2016 -0.28 -2.13 0.08 0.07 0.34 -1.38 - - - - - - -3.272015 0.04 0.79 0.58 -0.43 1.23 -1.24 0.77 -0.93 -0.76 0.02 0.63 -0.20 0.462014 0.00 1.11 -1.44 -1.69 0.88 0.42 -0.15 0.92 0.42 -0.04 0.92 -0.30 1.022013 1.61 0.25 0.99 0.79 0.59 -1.25 1.07 -1.04 1.05 1.01 0.64 0.42 6.262012 1.22 1.01 0.38 0.17 -1.51 0.07 0.68 0.66 -0.28 -0.22 0.30 0.88 3.372011 0.28 0.57 0.09 0.91 -0.78 -0.86 -0.34 -2.64 -1.97 1.04 -0.69 -0.64 -4.992010 0.29 0.74 1.23 0.60 -2.37 -0.46 0.27 0.03 1.51 0.88 0.03 1.54 4.322009 -0.43 0.08 0.59 0.62 2.23 -0.27 1.60 1.21 1.20 -0.12 0.75 0.68 8.42


Long/Short Equity 26.80Global Macro 18.60Corporate 13.80Event Driven 10.80Fixed Income 10.10CTA 9.10Commodities 4.70Cash/Cash Equivalents 6.20


# ofManagers

StrategyAllocation

Est. Ret.MTD

Est. Ret.YTD

StrategyAttribution

MTD 0)

Long/Short Equity 7 26.80% -0.67% -2.92% -18.00%Global Macro 4 18.60% -1.55% -3.31% -29.00%Corporate 3 13.80% -1.55% -1.96% -22.00%Event Driven 3 10.80% -4.64% -13.47% -52.00%Fixed Income 3 10.10% -0.98% 3.73% -10.00%CTA 2 9.10% 0.04% 0.29% 0.00%Commodities 1 4.70% 1.66% 3.93% 8.00%Cash/Cash Equivalents - 6.20% N/A N/A N/ATotal 23 100.10%

Investment policyThe Multi Strategy Subfund strives to generateabsolute returns with low volatility irrespectiveof the market situation with a highly diversifiedportfolio of hedge funds. The Subfund allocatesits assets across the following hedge fundstrategies: long/short equity, relative value, eventdriven, global macro and managed futures. Tokeep overall volatility low the fund manager buildsa well diversified product through an appropriatechoice of target funds.

Fund facts


Bloomberg ticker CREMULS LX


Contact information


Number of holdings

Top HoldingsDB Platinum IV Clinton 6.74Schroder GAIA Paulson 6.55Stone Milliner Macro 6.44Man Ahl Evolution 6.20The Segantii Asia Pacific EQ 5.68Total 31.61

Cre

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1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.2) Approved for sale in Switzerland as a foreign investment fund with special risk.

201

Class IB


Fund manager since 01.12.2011Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. DecemberTotal net assets (in mil.) 35.14Inception date 31.12.2004Management fee in % p.a. 1.00TER without performance fee (12.2015) in % 4.39Performance fee in % with Highwatermark 10.00TER with performance fee (12.2015) in % 4.39Subscription Monthly with 3 business days noticeRedemption Monthly with 50 calendar days noticeUnit Class Category IB

(capital growth)

ISIN LU0173109413

Valor no. 1651701



Fund 23




2011 2012 2013 2014 2015 2016949698

100102104106108110112

-6%-4%-2%0%2%4%6%8%

10%12%

-4.3

4.2

6.6

1.6 0.9

-3.0

CSPST (Lux) Multi Strategy IB Yearly or year-to-date performance respectively (Fund)




Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2016 -0.24 -2.09 0.12 0.11 0.39 -1.33 - - - - - - -3.032015 0.07 0.83 0.62 -0.39 1.26 -1.21 0.81 -0.89 -0.72 0.06 0.67 -0.16 0.912014 0.06 1.17 -1.37 -1.63 0.94 0.49 -0.11 0.91 0.46 0.00 0.96 -0.26 1.592013 1.56 0.28 0.95 0.77 0.59 -1.07 1.02 -0.88 1.01 1.03 0.70 0.48 6.582012 1.28 1.07 0.45 0.23 -1.45 0.13 0.74 0.72 -0.22 -0.16 0.36 0.94 4.152011 0.34 0.57 0.13 0.87 -0.65 -0.72 -0.25 -2.58 -1.91 1.11 -0.63 -0.58 -4.272010 0.35 0.81 1.30 0.66 -2.31 -0.40 0.33 0.09 1.58 0.95 0.09 1.60 5.112009 -0.36 0.15 0.65 0.68 2.30 -0.20 1.66 1.27 1.26 -0.06 0.82 0.74 9.25




# ofManagers

StrategyAllocation

Est. Ret.MTD

Est. Ret.YTD

StrategyAttribution

MTD 0)



Fund facts


Bloomberg ticker CSPHUSI LX


Contact information


Number of holdings


202


Class BH CHF


Fund manager since 01.12.2011Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. DecemberTotal net assets (in mil.) 35.14Inception date 26.08.2004Management fee in % p.a. 1.50TER without performance fee (12.2015) in % 4.73Performance fee in % with Highwatermark 10.00TER with performance fee (12.2015) in % 4.73Subscription Monthly with 3 business days noticeRedemption Monthly with 50 calendar days noticeUnit Class Category BH

(capital growth)

ISIN LU0173092007

Valor no. 1651692



Fund 23




2011 2012 2013 2014 2015 201692949698

100102104106108

-8%-6%-4%-2%0%2%4%6%8%

-6.3

2.4

5.9

0.7

-1.2

-4.1

CSPST (Lux) Multi Strategy BH CHF Yearly or year-to-date performance respectively (Fund)


1 month 3 months YTD 1 year 3 years 5 yearsFund -1.52 -1.42 -4.13 -5.49 -1.79 -2.87


Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2016 -0.49 -2.22 -0.05 -0.10 0.20 -1.52 - - - - - - -4.132015 -0.05 0.61 0.48 -0.54 1.10 -1.34 0.64 -1.07 -0.98 -0.26 0.65 -0.39 -1.182014 0.00 1.15 -1.62 -1.75 0.85 0.35 -0.19 0.88 0.47 -0.09 1.01 -0.36 0.652013 1.55 0.22 0.95 0.69 0.64 -1.28 1.02 -1.09 0.99 1.03 0.64 0.37 5.852012 1.15 0.95 0.35 0.12 -1.70 0.07 0.57 0.59 -0.35 -0.31 0.24 0.71 2.402011 0.20 0.47 0.03 0.80 -0.86 -0.88 -0.36 -2.76 -2.53 0.99 -0.73 -0.76 -6.252010 0.27 0.71 1.24 0.57 -2.71 -0.30 0.19 -0.01 1.40 0.84 -0.01 1.37 3.552009 -0.09 0.05 0.76 0.53 1.90 -0.46 1.54 1.11 1.18 -0.16 0.77 0.62 8.01




# ofManagers

StrategyAllocation

Est. Ret.MTD

Est. Ret.YTD

StrategyAttribution

MTD 0)



Fund facts


Bloomberg ticker CSPHCHF LX


Contact information


Number of holdings


Cre

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Sel

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203

Class BH EUR



(capital growth)

ISIN LU0173095018

Valor no. 1651696



Fund 23




2011 2012 2013 2014 2015 201694

96

98

100

102

104

106

108

-6%

-4%

-2%

0%

2%

4%

6%

8%

-5.1

2.5

5.9

0.9

-0.1

-3.8

CSPST (Lux) Multi Strategy BH EUR Yearly or year-to-date performance respectively (Fund)


1 month 3 months YTD 1 year 3 years 5 yearsFund -1.49 -1.31 -3.85 -4.65 -0.06 -0.52


Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2016 -0.38 -2.21 0.02 -0.06 0.24 -1.49 - - - - - - -3.852015 -0.01 0.75 0.59 -0.42 1.14 -1.30 0.71 -0.97 -0.86 -0.09 0.69 -0.30 -0.102014 0.02 1.07 -1.46 -1.68 0.88 0.40 -0.17 0.90 0.44 -0.07 0.93 -0.32 0.912013 1.65 0.09 0.94 0.72 0.60 -1.28 1.04 -1.07 1.02 1.05 0.66 0.39 5.912012 1.21 0.95 0.33 0.15 -2.08 0.14 0.60 0.64 -0.32 -0.25 0.27 0.84 2.482011 0.24 0.58 0.09 0.90 -0.67 -0.82 -0.27 -2.57 -2.28 1.22 -0.75 -0.87 -5.142010 0.32 0.76 1.23 0.60 -2.71 -0.57 0.27 -0.01 1.36 0.88 0.07 1.49 3.682009 0.28 0.13 1.03 0.64 2.21 -0.23 1.67 1.18 1.22 -0.11 0.77 0.62 9.79




# ofManagers

StrategyAllocation

Est. Ret.MTD

Est. Ret.YTD

StrategyAttribution

MTD 0)



Fund facts


Bloomberg ticker CSPHEUR LX


Contact information


Number of holdings


204


Class BH GBP



(capital growth)

ISIN LU0173101600

Valor no. 1651698



Fund 23




2011 2012 2013 2014 2015 201694

96

98

100

102

104

106

108

-6%

-4%

-2%

0%

2%

4%

6%

8%

-5.1

3.2

6.2

1.20.5

-3.6

CSPST (Lux) Multi Strategy BH GBP Yearly or year-to-date performance respectively (Fund)




Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2016 -0.32 -2.17 0.08 0.05 0.29 -1.52 - - - - - - -3.562015 0.05 0.77 0.64 -0.49 1.23 -1.23 0.77 -1.02 -0.67 0.04 0.66 -0.23 0.492014 0.03 1.08 -1.41 -1.64 0.89 0.40 -0.15 0.93 0.45 -0.03 1.00 -0.29 1.242013 1.67 0.33 0.90 0.69 0.58 -1.12 0.97 -0.92 0.95 0.99 0.63 0.40 6.192012 1.23 1.00 0.41 0.14 -1.61 0.12 0.66 0.64 -0.29 -0.23 0.29 0.82 3.202011 0.25 0.54 0.05 0.83 -0.71 -0.78 -0.30 -2.68 -2.07 1.07 -0.69 -0.64 -5.072010 0.29 0.66 1.13 0.54 -2.27 -0.49 0.25 0.04 1.35 0.78 0.06 1.39 3.742009 - - - 0.53 1.81 -0.25 1.42 1.13 1.10 -0.12 0.70 0.64 7.16




# ofManagers

StrategyAllocation

Est. Ret.MTD

Est. Ret.YTD

StrategyAttribution

MTD 0)



Fund facts


Bloomberg ticker CSMSRBP LX


Contact information


Number of holdings


Cre

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Sel

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205

Average remaining termThe average remaining term until maturity of the investmentscomprising a bond fund.

Annualized volatilityAnnualized volatility measures the risk of a fund. It describesthe range of returns most likely to be achieved. The biggerthe volatility, the greater the uncertainty regarding a fund'slikely return, and the riskier it is. Annualized volatility may becalculated by using the lognormal annualized standard deviationof a fund's return distribution.

BenchmarkIndex that serves as a basis of comparison when measuring afund’s performance. Benchmarks enable investors to comparethe performance of fund managers and to make a balanced,objective judgement.

BetaBeta is a factor describing the sensitivity of a fund's return to itsmarket index. Values below 1 indicate a defensive fund, whichmoves less in either direction than the expected return of theindex. Values greater than 1 indicate aggressive positioning anda beta value of 1 means that the fund is expected to move inline with market returns.

EU taxationOn July 1, 2005, the EU Savings Tax Directive came intoforce. It is applicable to cross-border interest payments toEU-domiciled natural persons (and associated products with aninterest component) – regardless of the country of domicileof the issuer of the interest-bearing securities (exception: theissuer's country of domicile is Switzerland).

The tax rates are staggered as follows:01.07.2005 – 30.06.2008: 15%07-01-2008 – 06-30-2011: 20%From 07-01-2011: 35%

A specialized identification system introduced by Credit Suissereveals the degree to which products are affected. A distinctionis drawn between the following designations:

Current tax classification with regard to EU taxation

In scope – tax: EU taxation applies to the product

In scope – no tax: No EU taxation, as the productmeets one of the exemption rules(e.g. grandfathered bonds, fundswith low taxable interest income)

In scope – tax exempt: No EU taxation, as the distributionsare also subject to Swisswithholding tax in the case offoreigners

Out of scope: No EU taxation

DistributionA “dividend” paid to unit holders, usually on a yearly basis, whichmay be made up of income derived from both the investmentfund and from realised capital gains. The amount of thedistribution is determined by the fund management.

Duration (modified duration)The duration shows the weighted-average term to maturity ofa bond’s cash flows (i.e. interest payments and repayments ofcapital). Duration is also a risk yardstick for bonds. When thelevel of interest payable changes by 1%, the expected pricechange of the bond corresponds approximately to the duration,expressed as a percentage.

Fund domicileThe place where the investment fund is domiciled. The funddomicile defines the law by which the fund is regulated and isespecially important for tax reasons.

Gross portfolio yieldThe Gross Portfolio Yield is the total yield of a portfolio beforethe deduction of fees. It is equal to the investment yield of thesecurities held in the portfolio.

Glossary

206

Information ratioA fund’s outperformance can be attributed to the skill of theportfolio management or market moves. The higher theinformation ratio, the higher the contribution of manager skill.To determine the information ratio, the difference between theaverage annualized return of a fund and the average annualizedreturn of its benchmark is calculated and then divided by thetracking error of the two components.

ISIN number (International Securities IdentificationNumber)Fund identification: International equivalent to the Swiss securitynumber.

Issuing commissionA commission charged to investors when they purchase units inthe fund.

Management feeRemuneration paid to the fund management company formanaging the fund. The management fee is expressed on anannual basis as a percentage of the fund’s assets and deductedfrom the fund’s assets on a proportionate daily basis.

Maximum drawdownThe maximum drawdown is the biggest downside pricemovement for the observed period of time.

Net asset valueThe NAV of a fund unit is the current market value of the fundon a particular reference date, less any liabilities, and divided bythe number of outstanding units. The NAV is usually calculatedand published on a daily basis (except for real estate funds).

Net portfolio returnWeighted average of returns upon maturity of all securitiescomprising a fund, after deduction of the fund managementfee.

Retail sales registrationThe fund is registered and can be sold in the retail markets ofthe listed countries.

Total returnTotal increase in value of an investment fund over a certainperiod of time, expressed as a percentage, and comprisingboth distributions and price gains. The cumulative return is thetotal return on the investment achieved over several years. Theaverage increase in value over 3 and 5 years is the averageannual performance over the last 36 and 60 months.

Tracking errorThe tracking error shows (in %) the deviation of the return of afund compared to the return of a benchmark over a fixed periodof time. A small tracking error indicates a passively managedportfolio.

Total expense ratio (TER)The TER shows the total costs of a fund in relation to the fundstotal assets and is expressed as a percentage. These costsinclude management fees, trading fees, legal fees, auditor feesand other operational expenses.

Info

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Factsheet Explained

Basic InformationCredit Suisse logo

Fund name and unit classFull legal name of Fund which has been detailed on the Factsheet.

Factsheet month and distribution channelDate for which the Factsheet has been issued followed by the distributionchannel.

Investment policyA short description of the Fund’s investment aim, primary asset class andkey markets in which it invests.

Fund factsCore information about a Fund. Where appropriate, details are separatedout into share class specific information.

Performance graphThe Performance graph plots the monthly movement for a Fund andBenchmark, rebased to 100, and displays the Annual Return for each ofthe last five calendar years, in the Fund base currency.

Performance tableTable displaying the net Total Return of a Fund and Benchmark, overvarious time horizons, ranging from one month through to five years andsince inception, to Factsheet month end, in the Fund base currency.

Disclaimer/footnotesLegal text relevant for each Jurisdiction responsible for distributing therespective Factsheets.

Breakdowns (Fixed Income Funds)Maturities in %Bar chart depicting the percentage breakdown of Maturities in a Fund’sportfolio, in terms of designated time bands, as at the last trading pointrelevant to the Factsheet month end.

Credit ratings in %Pie Chart depicting the shares of each rating category in a fixed incomeportfolio.

Currencies in %Table depicting the percentage breakdown of a Fund’s currency splitbefore versus after currency hedging.

Number of holdingsTable lists the number of holdings in a Fund’s and it's Benchmark'sportfolio.

Asset allocation in %Table depicting the percentage breakdown of a Fund’s portfolio holdingsby asset class, as at the last trading point relevant to the Factsheet monthend.

Duration and yieldTable depicting key statistics with respect to fixed income characteristicsin the Fund’s portfolio.

Fund statisticsThis section covers major statistics, to describe a fund’s behaviour withrespect to its Market Index.

Top 10 holdings in %Table listing the largest Holdings, by percentage value in the portfolio ofa Fund as at the last trading point relevant to the Factsheet month end.Table includes information on Coupons and Maturities.

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Currencies in %Pie chart listing currency split within portfolio.

Countries in %Pie chart listing the countries breakdown, by percentage holding in theportfolio of a Fund as at the last trading point relevant to the Factsheetmonth end.

Significant transactionsTable depicting the largest transactions within the Fund’s portfolio sincelast month’s end.


Top 10 holdings in %Table listing the largest Holdings, by percentage value in the portfolio of aFund as at the last trading point relevant to the Factsheet month end.

Breakdowns (Portfolio Funds)Allocation asset classes in %Pie chart depicting the percentage breakdown of a Fund’s portfolioholdings by asset class, as at the last trading point relevant to theFactsheet month end.

Allocation currencies in %Pie chart listing currency split within portfolio.

Asset allocation in %Matrix of Asset Classes and Currency Breakdowns as at the last tradingpoint relevant to the Factsheet month end.

Maturities in %Bar chart depicting the percentage breakdown of Maturities in a Fund’sportfolio, in terms of designated time bands, as at the last trading pointrelevant to the Factsheet month end.


Duration and yieldTable depicting key statistics with respect to fixed income characteristicsin the Fund’s portfolio.

Allocation of bonds in %Table depicting the percentage breakdown of a Fund’s Fixed Incomeholdings by asset class, as at the last trading point relevant to theFactsheet month end.

Top 10 holdings in %Table listing the largest Holdings, by percentage value in the portfolio ofa Fund as at the last trading point relevant to the Factsheet month end.Table includes information on Coupons and Maturities.

Info

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209

Internet www.credit-suisse.com/ch daily

Reuters CSFUNDS00Please ask for our detailed publication “FundCodes”, where youcan find the respective tickers for Reuters.

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Bloomberg CREDIT SUISSEPlease ask for our detailed publication “FundCodes”, where youcan find the respective tickers for Bloomberg.

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Telekurs Contributor code 192Please ask for our detailed publication “FundCodes”, where youcan find the respective tickers for Telekurs.

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Newspapers (Switzerland) Neue Zürcher ZeitungFinanz und WirtschaftLe TempsCorriere del Ticino

dailyin every publication

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Newspapers (International) Frankfurter AllgemeineDie WeltDer StandardLiechtensteiner Vaterland

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twice monthly (Saturday)

Where to find the current prices of our funds

210

This document was produced by Credit Suisse AG and/or itsaffiliates (hereafter "CS") with the greatest of care and to thebest of its knowledge and belief. However, CS provides noguarantee with regard to its content and completeness anddoes not accept any liability for losses which might arise frommaking use of this information. The opinions expressed in thisdocument are those of CS at the time of writing and are subjectto change at any time without notice. If nothing is indicatedto the contrary, all figures are unaudited. This document isprovided for information purposes only and is for the exclusiveuse of the recipient. It does not constitute an offer or arecommendation to buy or sell financial instruments or bankingservices and does not release the recipient from exercising his/her own judgment. The recipient is in particular recommendedto check that the information provided is in line with his/herown circumstances with regard to any legal, regulatory, tax orother consequences, if necessary with the help of a professionaladvisor. This document may not be reproduced either in part orin full without the written permission of CS. It is expressly notintended for persons who, due to their nationality or place ofresidence, are not permitted access to such information underlocal law. Neither this document nor any copy thereof may besent, taken into or distributed in the United States or to anyU. S. person. Every investment involves risk, especially withregard to fluctuations in value and return. Investments in foreigncurrencies involve the additional risk that the foreign currencymight lose value against the investor's reference currency.Historical performance indications and financial marketscenarios are no guarantee for current or future performance.Performance indications do not consider commissions levied atsubscription and/or redemption. Furthermore, no guarantee canbe given that the performance of the benchmark will be reachedor outperformed.

Some of the investment products include investments inEmerging Markets. Emerging Markets are located in countriesthat possess one or more of the following characteristics: Acertain degree of political instability, relatively unpredictablefinancial markets and economic growth patterns, a financialmarket that is still at the development stage or a weakeconomy. Emerging markets investments usually result inhigher risks such as political risks, economical risks, creditrisks, exchange rate risks, market liquidity risks, legal risks,settlement risks, market risks, shareholder risk and creditor

risk. Some of the investment products include Commodityinvestments. Commodity investmets are subject to greaterfluctuations in value than normal investments and may lead toadditional investment risks. Some of the investment productsinclude alternative investments. Alternative investments (e.g.Hedge Funds or Private Equity) are complex instruments andmay carry a very high degree of risk. Such risks can arisefrom extensive use of short sales, derivatives and debt capital.Furthermore, the minimum investment periods can be long.Hedge Funds are intended only for investors who understandand accept the associated risks.

1a Immo PK was issued in Switzerland. The target group ofinvestors is restricted to tax-exempt domestic occupationalbenefit institutions and tax-exempt domestic social insuranceinstitutions and compensation funds.Credit Suisse Real Estate Fund International was launchedin Switzerland under the type "other funds for traditionalinvestments." The target group of investors is restricted toqualified investors as defined in art. 10, para. 3 of the SwissFederal Act on Collective Investment Schemes (CISA).CS PortfolioReal and the CS MACS Funds are a GemischtesSondervermögen (mixed fund) pursuant to the GermanInvestment Act (InvG).Credit Suisse Prime Select Trust (hereinafter "the Company")is an investment company with variable capital established inLuxembourg pursuant to Part II of the Luxembourg law onundertakings for collective investment of December 20, 2002,and approved for sale in Switzerland as a foreign collectiveinvestment scheme with special risks.The subfunds of theCompany invest as funds of funds in hedge funds that engagein alternative investments and employ investment techniquesinvolving risks that are not comparable to those of securitiesfunds. Investors are expressly made aware of the risks outlinedin the prospectus and must in particular be willing to acceptsubstantial price losses. The Company and the managementcompany endeavor, however, to minimize these risks througha strict selection of the funds purchased (target funds) andadequate risk diversification. However, a total loss for individualtarget funds cannot be ruled out.

The CS ETFs family includes Exchange Traded Funds (ETF)under Swiss law, Luxembourg law and Irish law. The Collectiveinvestment schemes with domicile in Luxembourg were issued

Important Information

Info

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211

pursuant to Part I and Part II of the Luxembourg law ofDecember 20, 2002, on undertakings for collective investment.

Fund management company of the Funds under Swiss lawas well as representative of the foreign funds registered forpublic sale in Switzerland is Credit Suisse Funds AG, Zurich.Custodian Bank of the funds under Swiss law as well as PayingAgent of the foreign funds registered for public sale inSwitzerland is Credit Suisse AG, Zurich. Subscriptions are onlyvalid on the basis of the current sales prospectus and the mostrecent annual report (or half-yearly report, if this is more recent).The prospectus, the simplified prospectus, the managementregulations respectively the articles of incorporation and theannual and half-yearly reports may be obtained free of chargefrom Credit Suisse Funds AG, Zurich and from any bank in theCredit Suisse AG in Switzerland.

Index-DisclaimerThe product is not sponsored, endorsed, sold or promoted bySIX Swiss Exchange Ltd and SIX Swiss Exchange Ltd makesno representation regarding the advisability of investing in theproduct. SMI®, SMIM®, SLI®, SBI® and the relevant indicesare registered trademarks of SIX Swiss Exchange Ltd and maybe used only under license from the owner.The MSCI indices are exclusively owned by MSCI. MSCI as wellas names of MSCI indices are registered traded marks of MSCIand/or its affiliates and have been licensed to use in predefinedmanner by Credit Suisse Fund Management S.A. and CreditSuisse Fund Management Company (Ireland) Limited. Allsubfunds of CS ETF (LUX) as well as of CS ETF (IE) which arebased on MSCI indices are not issued, signed, confirmed, soldor marketed by MSCI. MSCI neither provides any guaranteenor assumes any liability for CS ETF funds. Furthermore, MSCIdoes not take responsibility for selling CS ETF fund shares andis not involved in the management of CS ETF funds."Dow Jones" and "Dow Jones Industrial AverageSM” aretrademarks of Dow Jones & Company, Inc. and have beenlicensed for use for certain purposes by Credit Suisse FundManagement Company (Ireland) Limited. Credit Suisse FundManagement Company (Ireland) Limited's CS ETF (IE) on theDow Jones Industrial AverageSM is not sponsored, endorsed,sold or promoted by Dow Jones, and Dow Jones makes norepresentation regarding the advisability of trading in suchproduct(s).

The Nikkei 225 is a copyrighted material calculated in amethodology independently developed and created by NikkeiInc., and Nikkei Inc., is the sole exclusive owner of the copyrightand other intellectual property rights in the Nikkei 225 itselfand the methodology to calculate the Nikkei 225. Nikkei DigitalMedia Inc. as authorized by Nikkei Inc. granted a license tothe Licensee to use the Nikkei 225 as basis for the Fund.The intellectual property and any other rights in the marks toindicate Nikkei and the Nikkei 225 shall be vested in NikkeiInc. Nikkei Inc. and/or Nikkei Digital Media, Inc. does notsponsor, support, sell or market the Fund. Nikkei Inc. and/orNikkei Digital Media, Inc. has - besides granting the licenseto the Licensee to use certain trademarks and to use theNikkei 225 for the Fund – no connection with the Fund. Thelicense agreement between Nikkei Digital Media, Inc. and theLicensee does not provide any rights to any third parties. TheFund is managed exclusively at the risk of the Licensee andNikkei Inc. and/or Nikkei Digital Media, Inc. shall assume noobligation or responsibility for its management and transactionsof the Fund. Nikkei Inc. and/or Nikkei Digital Media, Inc. isnot responsible for the accuracy and the calculation of theFund or the data contained therein. Nikkei Inc. and/or NikkeiDigital Media, Inc. shall not have the obligation to continuouslyannounce the Nikkei 225 and shall not be liable for any error,delay, interruption, suspension or cessation of announcementthereof; and Nikkei Inc. and Nikkei Digital Media, Inc. shall havethe right to change the description of the stocks included in theNikkei 225, the calculation methodology of the Nikkei 225 orany other details of the Nikkei 225 and shall have the right tosuspend or cease the announcement of the Nikkei 225 withoutowning any liability to the Licensor or any other third party.The EURO STOXX 50® is the intellectual property (includingregistered trademarks) of STOXX Limited, Zurich, Switzerlandand/or its licensors (“Licensors”), which is used under license.The Fund based on the Index is in no way sponsored, endorsed,sold or promoted by STOXX and its Licensors and neither ofthe Licensors shall have any liability with respect thereto.“FTSE®”, "FT-SE®", "Footsie®", “FTSE4Good®” and“techMARK” are trade marks jointly owned by the London StockExchange Plc and The Financial Times Limited and are usedby FTSE International Limited (“FTSE”) under licence.“All-World®”, “All-Share®” and “All-Small®” are trade marks ofFTSE. The FTSE 100 is calculated by FTSE. FTSE does notsponsor, endorse or promote this product and is not in any way

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connected to it and does not accept any liability in relation to itsissue, operation and trading. All copyright and database rightsin the index values and constituent list vest in FTSE.“FTSE®” is a trade mark of the London Stock Exchange plcand the Financial Times Limited, “MIB®” is a trade mark ofBorsa Italiana SpA (“Borsa Italiana”) and both are used byFTSE International Limited (“FTSE”) under licence. The FTSEMIB Index is calculated by FTSE with the assistance of BorsaItaliana. Neither FTSE nor its licensors nor Borsa Italianasponsor, endorse or promote this product and are not in anyway connected to it and do not accept any liability in relationto its issue, operation and trading. All copyright in the indexvalues and constituent list vest in FTSE. Credit Suisse FundManagement Company (Ireland) Limited has obtained fulllicence from FTSE to use such copyright in the creation of thisproduct.Standard & Poor’s® and S&P® are registered trademarks ofStandard & Poor’s Financial Services LLC (“S&P”) and havebeen licensed for use by the Manager. The Fund is notsponsored, endorsed, sold or promoted by S&P or its Affiliates,and S&P and its Affiliates make no representation, warranty orcondition regarding the advisability of buying, selling or holding

shares in the Fund.CSI Indices are compiled and calculated by China SecuritiesIndex Co. Ltd. CSI will apply all necessary means to ensurethe accuracy of the CSI Indices. However, neither CSI nor theShanghai Stock Exchange nor the Shenzhen Stock Exchangeshall be liable (whether in negligence or otherwise) to anyperson for any error in the CSI Indices and neither CSI nor theShanghai Stock Exchange nor the Shenzhen Stock Exchangeshall be under any obligation to advise any person of any errortherein. All copyright in the index values and constituent listvests in CSI.Standard & Poor’s® and S&P® are registered trademarks ofStandard & Poor’s Financial Services LLC (“S&P”) and havebeen licensed for use by the Manager. The Fund is notsponsored, endorsed, sold or promoted by S&P or its Affiliates,and S&P and its Affiliates make no representation, warranty orcondition regarding the advisability of buying, selling or holdingshares in the Fund.

Copyright © 2016 Credit Suisse Group AG and/or its affiliates.All rights reserved.

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Fund Factbook Swiss Market Data as at July 2016...Credit Suisse (Lux) Russian Equity Fund BH EUR EUR...

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