CS Investment Funds 2 Investment Company with Variable Capital under Luxembourg law - R.C.S. Luxembourg B Unaudited Semi-Annual Report

Transcription

1 CS Investment Funds 2 Investment Company with Variable Capital under Luxembourg law - R.C.S. Luxembourg B Unaudited Semi-Annual Report at

2 Table of Contents Page 2 Management and Administration 3 Consolidated Report 5 Consolidated Notes 7 Report by Subfund Credit Suisse (Lux) Asia Pacific Income Maximiser Fund 10 Credit Suisse (Lux) CommodityAllocation Fund 15 Credit Suisse (Lux) European Dividend Plus Fund 20 Credit Suisse (Lux) Eurozone Fund 26 Credit Suisse (Lux) Global Balanced Convertible Bond Fund 30 Credit Suisse (Lux) Global Dividend Plus Fund 39 Credit Suisse (Lux) Global Emerging Market Fund 45 Credit Suisse (Lux) Global Emerging Market Property Fund 50 Credit Suisse (Lux) Global Fund 56 Credit Suisse (Lux) Global Property Income Maximiser Fund 61 Credit Suisse (Lux) Global Security Fund 65 Credit Suisse (Lux) Global Small & Mid Cap Fund 70 Credit Suisse (Lux) Selection Fund Balanced 75 Credit Suisse (Lux) Selection Fund Capital Gains 80 Credit Suisse (Lux) Selection Fund Income 85 Credit Suisse (Lux) Japan Value Fund 90 Credit Suisse (Lux) Liquid Alternative Beta 95 Credit Suisse (Lux) Liquid Event Driven 110 Credit Suisse (Lux) Liquid Global Strategies 121 Credit Suisse (Lux) Liquid Long/Short 135 Credit Suisse (Lux) Small and Mid Cap Alpha Long/Short Fund 139 Credit Suisse (Lux) USA ILC Fund 145

3 Management and Administration Page 3 Company CS Investment Funds 2 (since ) (formerly Credit Suisse SICAV One (Lux)) 5, rue Jean Monnet, L-2180 Luxembourg R.C.S. Luxembourg B Board of Directors of the Company Dominique Délèze, Member of the Board Director, Credit Suisse AG, Zurich Josef H.M. Hehenkamp, Member of the Board Director, Credit Suisse AG, Zurich Rudolf Kömen, Member of the Board Director, Credit Suisse Fund Management S.A., Luxembourg Guy Reiter, Member of the Board Director, Credit Suisse Fund Management S.A., Luxembourg Fernand Schaus, Member of the Board Director, Credit Suisse Fund Management S.A., Luxembourg Auditor of the Company PricewaterhouseCoopers, Société coopérative 2, rue Gerhard Mercator, L-2182 Luxembourg Management Company Credit Suisse Fund Management S.A. 5, rue Jean Monnet, L-2180 Luxembourg R.C.S. Luxembourg B Board of Directors of the Management Company Luca Diener, Member of the Board Managing Director, Credit Suisse AG, Zurich Jean-Paul Gennari, Member of the Board (until ) Managing Director, Credit Suisse Fund Services (Luxembourg) S.A., Luxembourg Rudolf Kömen, Member of the Board Director, Credit Suisse Fund Management S.A., Luxembourg Guy Reiter, Member of the Board Director, Credit Suisse Fund Management S.A., Luxembourg Ferenc Schnitzer, Member of the Board (until ) Director, Credit Suisse AG, Zurich Auditor of the Management Company KPMG Luxembourg S.à r.l. 9, Allée Scheffer, L-2520 Luxembourg Representative in Switzerland Credit Suisse Funds AG, Zurich Uetlibergstrasse 231, Postfach, CH-8070 Zürich Paying Agent in Switzerland Credit Suisse AG Paradeplatz 8, CH-8001 Zurich Information Agent in Germany Credit Suisse (Deutschland) AG Junghofstrasse 16, D Frankfurt/Main Paying Agent in Austria UniCredit Bank Austria AG Schottengasse 6-8, A-1010 Vienna Paying Agent and Representative in the Principality of Liechtenstein LGT Bank in Liechtenstein Aktiengesellschaft Herrengasse 12, FL-9490 Vaduz Paying Agent in Sweden Skandinaviska Enskilda Banken AB Rissneleden 110, SE Stockholm Custodian Bank Credit Suisse (Luxembourg) S.A. 5, rue Jean Monnet, L-2180 Luxembourg Distribution Agents Credit Suisse Fund Services (Luxembourg) S.A. 5, rue Jean Monnet, L-2180 Luxembourg Investment Manager Credit Suisse AG Paradeplatz 8, CH-8001 Zurich - Credit Suisse (Lux) CommodityAllocation - Credit Suisse (Lux) Eurozone Fund - Credit Suisse (Lux) Global Fund - Credit Suisse (Lux) Global Emerging Market Property Fund - Credit Suisse (Lux) Global Property Income Maximiser Fund - Credit Suisse (Lux) Global Security Fund - Credit Suisse (Lux) European Dividend Plus Fund - Credit Suisse (Lux) Japan Value Fund - Credit Suisse (Lux) Global Balanced Convertible Bond Fund - Credit Suisse (Lux) Global Dividend Plus Fund - Credit Suisse (Lux) Selection Fund Balanced - Credit Suisse (Lux) Selection Fund Capital Gains - Credit Suisse (Lux) Selection Fund Income - Credit Suisse (Lux) Small and Mid Cap Alpha Long/Short Fund Credit Suisse Asset Management, LLC One Madison Avenue, New York, NY New York - Credit Suisse (Lux) Global Emerging Market Fund - Credit Suisse (Lux) Global Small & Mid Cap Fund - Credit Suisse (Lux) Liquid Alternative Beta - Credit Suisse (Lux) Liquid Event Driven - Credit Suisse (Lux) Liquid Global Strategies - Credit Suisse (Lux) Liquid Long/Short - Credit Suisse (Lux) USA ILC Fund Credit Suisse (Singapore) Limited One Raffles, Link, #03-01, Singapore (039393) - Credit Suisse (Lux) Asia Pacific Income Maximiser Fund Central Administration Credit Suisse Fund Services (Luxembourg) S.A. 5, rue Jean Monnet, L-2180 Luxembourg Distribution of Shares in Germany No notification pursuant to Sec. 310 of the German Capital Investment Code (Kapitalanlagegesetzbuch) has been filed for the following Subfund and the Shares in this Subfund may not be marketed to investors in the Federal Republic of Germany: Credit Suisse (Lux) Top of Europe 0/100 Fund Any continuing authorisation pursuant to Sec. 355(4) of the German

4 Management and Administration Page 4 Capital Investment Code (Kapitalanlagegesetzbuch) for activities that did not qualify as public marketing under the German Investment Act (Investmentgesetz) remains unaffected. All Share Classes are only available in uncertificated registered form and will exist exclusively as book entries. No printed individual certificates were issued in respect of the Shares. Applications for the redemption and conversion of Shares which may be distributed in Germany may be submitted to the Central Administration (Credit Suisse Fund Services (Luxembourg) S.A., 5, rue Jean Monnet 2180 Luxemburg). All payments which are intended for Shareholders (including proceeds of the redemption of Shares and any disbursements or other payments) may be channelled, at their request, via the Central Administration. The Central Administration will disburse its payments to the registered Shareholders domiciled in Germany. The registered Shareholders will be responsible for the further distribution of the payments to the end investors (if any). Credit Suisse (Deutschland) AG, Junghofstrasse 16, D Frankfurt am Main acts as information agent for the Company in Germany (the German Information Agent ). Investors may obtain the Prospectus, the Key Investor Information Documents, the Articles of Incorporation, the audited annual and the unaudited semi-annual reports free of charge in paper form from the Information Agent. The issue and redemption prices and other information in relation to the Company (including the Net Asset Value), together with the additional information specified in Chapter 14, Information for Shareholders, may be obtained free of charge from the German Information Agent or may be inspected there on each banking day. Any required notices to Shareholders and the issue and redemption prices shall be published in the Börsen-Zeitung as a minimum. The Company s Board of Directors may also place announcements in other newspapers and periodicals of its choice. Moreover, registered investors will be notified by way of permanent data media in the following instances: suspension of the redemption of Shares; liquidation of the Company or a Subfund; changes to the Articles of Incorporation that are inconsistent with the existing investment principles, affect significant investor rights, or relate to remuneration or compensation of expenses (stating the background and the investors rights), the merger of a Subfund or the possible conversion of a Subfund into a feeder fund. The Board of Directors is required, if requested, to supply the German tax authorities with evidence demonstrating, for example, the correctness of the declared basis for taxation. The calculation of this basis may be interpreted in different ways, and it is not possible to guarantee that the German tax authorities will accept the Board s calculation method in every significant respect. Moreover, investors must be aware that, in the event that past errors come to light, corrections may not be generally made with retroactive effect but in principle are only applied to the current financial year. Consequently, such corrections may adversely affect or benefit those investors who receive a distribution or to whom capital growth accrues in the current financial year. Distribution of Shares in Austria UniCredit Bank Austria AG, Schottengasse 6-8, A-1010 Vienna, is the Paying Agent for Austria (the Austrian Paying Agent ). All payments intended for Shareholders may be channeled at their request via the Austrian Paying Agent and/or upon request may be paid in cash by the Austrian Paying Agent. Applications for the redemption of Shares may be lodged with the Austrian Paying Agent. Hard copies of the Prospectus, the Key Investor Information Document, the Articles of Incorporation, the audited annual report as well as the unaudited semiannual report, together with the issue and redemption prices are available free of charge from the Austrian Paying Agent. The Net Asset Value is published daily on the Internet at and may also published in various newspapers. Any required notices to Unitholders shall be published in the Wiener Zeitung as a minimum. The Management Company may also place announcements in other newspapers and periodicals of its choice. Distribution of Shares in Liechtenstein The Paying Agent and Representative in Liechtenstein is LGT Bank in Liechtenstein Aktiengesellschaft, Herrengasse 12, FL-9490 Vaduz. Announcements to investors concerning amendments to the Articles of Incorporation, change of the Management Company or the Custodian Bank as well as the liquidation of the Company are published in the Liechtensteiner Vaterland. Prices are published on the electronic platform each day on which Shares are issued and redeemed. At least twice a month, prices are published in the Liechtensteiner Vaterland. Distribution of Shares in the United Kingdom Subject to the section below, this Prospectus is available for general distribution in, from or into the United Kingdom because the Company is a recognized collective investment scheme pursuant to section 264 of the Financial Services and Markets Act It should be noted, however, that only the Subfunds: Credit Suisse (Lux) Global Emerging Market Property FUnd; Credit Suisse (Lux) Small and Mid Cap Alpha Long/Short Fund; Credit Suisse (Lux) Global Balanced Convertible Bond Fund and Credit Suisse (Lux) Global Emerging Market Fund have so far been notified to the former United Kingdom Financial Services Authority (FSA). Consequently, the other Subfunds are not generally available to investors in the United Kingdom (unless the exception applicable to the distribution of unregulated collective investment schemes is applied). In this context, investors are informed that the FSA ceased to exist from 1 April 2013 onwards. Since 1 April 2013, the responsible authority in respect of regulation of conduct in financial markets is the Financial Conduct Authority (FCA). The Company s contact in the United Kingdom ( Facilities Agent ) is Credit Suisse Asset Management Limited, London. Applications for the redemption or exchange of the Company s shares may be submitted to the Facilities Agent. Any correspondence with the Facilities Agent should be directed to Credit Suisse Asset Management Limited, One Cabot Square, London E14 4QJ, United Kingdom. The Prospectus, the Key Investor Information Document, and copies of the Articles of Incorporation, audited annual and semi-annual report, in addition to issuing, redemption and exchange prices, are available free of charge from the Facilities Agent. The Management Company will provide for each United Kingdom investor, for each accounting period, information about the Subfunds income on the website within six months of the first day after the relevant accounting period, enabling them to complete their United Kingdom tax returns. Investors without access to the internet may obtain this information directly (by post or telephone) from the customer service officer. Prices are published daily at All communications to the Shareholders are notified to the FCA and the Shareholders in compliance with Luxembourg law. The Company s Board of Directors may also place announcements in other newspapers and periodicals of its choice. Investors can obtain information on the aforementioned Subfunds accessible to investors in the United Kingdom, plus information on the taxation of the investments, in the Supplementary Prospectus appended to this prospectus. Investors in the United Kingdom are hereby notified that the rules issued by the former FSA in the context of the Financial Services and Markets Act 2000 are not applicable to the Company s investment activities. In particular, the investor protection rules for private investors (e.g. those granting investors a right of revocation or the right to withdraw from certain investment contracts) are not applicable; nor do the provisions of the Financial Services Compensation Scheme apply to an investment in the Company. No subscription may be accepted on the basis of the financial reports. Subscriptions are accepted only on the basis of the current sales prospectus accompanied by the Key Investor Information Documents, the latest annual report and the latest semi-annual report (if it is more recent). The issue and redemption prices are published in Luxembourg at the registered office of the Management Company. The net asset value is also published daily on the Internet and in different newspapers. Shareholders may obtain the Sales Prospectus, the Key Investor Information Documents, the latest annual and semi-annual reports, the changes in the composition of the securities portfolio during the reporting period and copies of the Articles of Incorporation free of charge from the registered office of the Management Company, the local representatives in the countries where the Company is registered or the Information Agent in Germany.

5 Consolidated Report Page 5 Statement of Net Assets in Assets Investments in securities at market value 3,809,396, Cash at banks and at brokers 272,538, Receivable for securities sold 1,636, Subscriptions receivable 2,862, Income receivable 4,779, Prepaid expenses 3, Unrealised gain on financial futures contracts 4,714, Unrealised gain on swaps contracts 662, Unrealised gain on forward foreign exchange contracts 4,715, Other assets 78, ,101,389, Liabilities Due to banks and to brokers 3,131, Payable for securities purchased 92, Redemptions payable 37,249, Interest payable Provisions for accrued expenses 3,457, Unrealised loss on financial futures contracts 9,696, Unrealised loss on swaps contracts 37,664, Unrealised loss on forward foreign exchange contracts 10,301, Other liabilities ,593, Net assets 3,999,795,874.30

6 Consolidated Report Page 6 Statement of Operations in For the period from to Income Interest on investments in securities (net) 3,001, Dividends (net) 22,012, Bank interest 21, Securities lending income 1,038, ,073, Expenses Management fee 18,367, Performance fee 659, Custodian and safe custody fees 1,047, Administration expenses 1,460, Printing and publication expenses 129, Interest, dividends and bank charges 21, Audit, control, legal, representative bank and other expenses 405, "Taxe d'abonnement" 497, Amortisation of formation expenses 6, ,594, Net income (loss) 3,479, Realised gain (loss) Net realised gain (loss) on sales of investments 55,442, Net realised gain (loss) on financial futures contracts 5,029, Net realised gain (loss) on swap contracts -94,198, Net realised gain (loss) on forward foreign exchange contracts -22,526, Net realised gain (loss) on foreign exchange -2,277, ,531, Net realised gain (loss) -55,052, Change in net unrealised appreciation (depreciation) Change in net unrealised appreciation (depreciation) on investments -77,047, Change in net unrealised appreciation (depreciation) on financial futures contracts -4,797, Change in net unrealised appreciation (depreciation) on swap contracts -32,046, Change in net unrealised appreciation (depreciation) on forward foreign exchange contracts 5,200, ,691, Net increase (decrease) in net assets as a result of operations -163,743, Subscriptions / Redemptions Subscriptions 954,923, Redemptions -907,655, ,268, Distribution -1,593,875.73

7 Consolidated Report Page 7 Notes General CS Investment Funds 2 (formerly Credit Suisse SICAV One (Lux)) ("the Company") is a Luxembourg investment company with variable capital (SICAV). The Company has an umbrella structure and was established on in Luxembourg as an undertaking for collective investment under Part I of the amended law of As of the Company had 22 Subfunds. Changes: At the extraordinary general meeting held on , it was decided to rename the Company from Credit Suisse SICAV One (Lux) to CS Investment Funds 2 with effect from It was also decided to change the names of the Subfunds of the Company as follows: Old name CommodityAllocation Eurozone Global Global Emerging Market Property Global Emerging Markets Global Property Income Global Security Global Small & Mid Cap Japan Value European Dividend Plus Global Convertibles Global Dividend Plus Selection Balanced (Sfr) Selection Capital Gains Oriented (Sfr) Selection Income Oriented (Sfr) Liquid Alternative Beta Liquid Event Driven Liquid Global Strategies Liquid Long/Short Small and Mid Cap Alpha Long/Short New name Credit Suisse (Lux) CommodityAllocation Fund Credit Suisse (Lux) Eurozone Fund Credit Suisse (Lux) Global Fund Credit Suisse (Lux) Global Emerging Market Property Fund Credit Suisse (Lux) Global Emerging Market Fund Credit Suisse (Lux) Global Property Income Maximiser Fund Credit Suisse (Lux) Global Security Fund Credit Suisse (Lux) Global Small & Mid Cap Fund Credit Suisse (Lux) Japan Value Fund Credit Suisse (Lux) European Dividend Plus Fund Credit Suisse (Lux) Global Balanced Convertible Bond Fund Credit Suisse (Lux) Global Dividend Plus Fund Credit Suisse (Lux) Selection Fund Balanced Credit Suisse (Lux) Selection Fund Capital Gains Credit Suisse (Lux) Selection Fund Income Credit Suisse (Lux) Liquid Alternative Beta Credit Suisse (Lux) Liquid Event Driven Credit Suisse (Lux) Liquid Global Strategies Credit Suisse (Lux) Liquid Long/Short Credit Suisse (Lux) Small and Mid Cap Alpha Long/Short Fund Moreover it has been decided to rename the following share classes as follow: Old Share class name D G I M R S W X Y New Share class name DB IA IB MB BH IBH MBH AH IAH - Credit Suisse (Lux) Global Balanced Convertible Fund EBH- was launched on Credit Suisse (Lux) USA ILC Fund -EB- was launched on Credit Suisse (Lux) Small and Mid Cap Alpha Long/Short Fund -EB- was launched on Credit Suisse (Lux) USA ILC Fund -B- was launched on Credit Suisse (Lux) CommodityAllocation Fund -IB- was launched on Credit Suisse (Lux) Asia Pacific Income Maximiser Fund -A-, -EA- and -EAH- SGD were launched on Credit Suisse (Lux) USA ILC Fund -DB- was launched on Credit Suisse (Lux) Small and Mid Cap Alpha Long/Short Fund -IBH- was launched on Summary of significant accounting policies a) Presentation of financial statements The financial statements of the Fund are established in accordance with the Luxembourg legal and regulatory requirements concerning undertakings for collective investment. b) Computation of the net asset value of each Subfund The net asset value of the Shares of each Subfund shall be calculated in the reference currency of the respective Subfund and shall be determined under the responsibility of the Company s Board of Directors in Luxembourg on each banking day in Luxembourg (each such day being referred to as a Day ). A banking day is defined as being a day on which banks are normally open for business in Luxembourg. The financial statements reflect the net asset values as calculated on based on the market prices of the investments as of For Credit Suisse (Lux) Liquid Alternative Beta, Credit Suisse (Lux) Liquid Global Strategies, Credit Suisse (Lux) Liquid Event Driven and Credit Suisse (Lux) Liquid Long/Short a banking day is defined as being a day on which banks are normally open for business in Luxembourg and New York. For the active Subfunds, the Net Asset Value calculated will be increased by up to a maximum of 2% per Share in the event of a net surplus of subscription applications or reduced by up to a maximum of 2% per Share in the event of a net surplus of redemption applications in respect of the applications received on the respective Day. The effective date for the introduction of the Net Asset Value adjustment mechanism was as of c) of investment securities of each Subfund Securities which are listed or regularly traded on a stock exchange shall be valued at the last available purchase price. If such a price is not available for a particular trading day, but a closing mid-price (the mean of the closing bid and ask prices) or a closing bid price is available, the closing mid-price, or alternatively the closing bid price, may be taken as a basis for the valuation. If a security is traded on several stock exchanges, the valuation shall be made by reference to the exchange on which the security is chiefly traded. In the case of securities for which trading on a stock exchange is not significant whereas a secondary market with regulated trading among securities dealers does exist (with the effect that the price is set on a market basis), the valuation may be based on this secondary market. Securities traded on a regulated market shall be valued in the same way as securities listed on a stock exchange. Securities that are neither listed on a stock exchange nor traded on a regulated market shall be valued at their last available market price. If no such price is available, the Company shall value these securities in accordance with other criteria to be established by the Board of Directors and on the basis of the probable sales price, the value of which shall be estimated with due care and in good faith. If a valuation in accordance with the above rules is rendered impossible or incorrect owing to special or changed circumstances, then the Company s Board of Directors shall be entitled to use other generally recognized and auditable valuation principles in order to value the Subfund s assets. In exceptional circumstances, further valuations may be carried out on the same day; such valuations will be valid for any applications for purchase and/or redemption subsequently received. Units or shares in UCI shall be valued on the basis of their most recently calculated net asset value, where necessary taking due account of the redemption fee. Where no net asset value and only buy and sell prices are available for units or shares in UCI, the Shares/shares in such UCI may be valued at the mean of such buy and sell prices. Fiduciary and fixed-term deposits shall be valued at their respective nominal value plus accrued interest.

8 Consolidated Report Page 8 Notes d) Cash at banks and at brokers Cash at banks and at brokers includes cash in hand, margin calls and deposits held at call with banks and other short-term investments in an active market with original maturities of three months or less and bank overdrafts. e) Net realised gain/loss on sales of investments of each Subfund The realised gains or losses on the sales of securities are calculated on the basis of the average acquisition cost. f) Foreign exchange conversion The financial statements are kept in the reference currency of each Subfund and the consolidated financial statements are kept in. Cash at banks, other net assets and the value of portfolio securities in currencies other than the reference currency of each Subfund are converted into the reference currency at the foreign exchange rate prevailing on the date of valuation. Income and expenses in currencies other than the reference currency of each Subfund are converted into the reference currency at the foreign exchange rate applicable at the date they accrue to the Subfund. Realised gains or losses on foreign currencies are accounted for in the statement of operations. The acquisition cost of securities in currencies other than the reference currency of each Subfund is converted into the reference currency at the foreign exchange rate valid at the date of acquisition. g) Transactions on investments in securities of each Subfund The transactions on investments in securities are booked on a trade date basis. h) Formation expenses of each Subfund Formation expenses are amortised on a straight line basis over a period of five years. i) of financial futures contracts of each Subfund Unmatured financial future contracts are valued at valuation date at market prices prevailing at this date and resulting unrealised gains or losses are posted to the statement of operations and are shown under unrealised gain/loss on financial future contracts in the statement of net assets. j) of forward foreign exchange contracts of each Subfund Unmatured forward foreign exchange contracts are valued at valuation date at forward exchange rates prevailing at this date and resulting unrealised gains or losses are posted to the statement of operations and are shown under unrealised gain/loss on forward foreign exchange contracts in the statement of net assets. k) of swaps On each valuation day, swap agreements are valued at the net present value of the future cash flows, using the relevant interest rate yield curve on valuation day. For the valuation of excess return swaps, the relevant underlying is taken into account. The resulting unrealised gains or losses are shown under unrealised gain/loss on swap contracts in the statement of net assets. l) of contract for differences of each Subfund Unmatured contracts for difference are valued at valuation date at market prices prevailing at this date and resulting unrealised gains or losses are posted to the statement of operations under "Change in net unrealised appreciation (depreciation) on financial futures contracts" and are shown under unrealised gain/loss on financial future contracts in the statement of net assets. Realised gains or losses are also posted to the statement of operations under "Net realised gain (loss) on financial futures contracts". m) of option contracts of each Subfund Premiums received on issued options are recorded as liabilities and premiums paid on the purchase of options are recorded as assets in the statement of net assets. Option contracts outstanding on the reporting date are valued at the last settlement or close price on the stock exchanges or regulated markets. Realised and unrealised gains or losses are recorded in the statement of operations / changes in net assets. n) Allocation of accrued expenses Accrued expenses which can be allocated directly to a Subfund are charged to this Subfund. Accrued expenses which cannot be allocated directly are divided among the Subfunds in proportion to the net assets of each Subfund. o) Securities Lending The Company can practise lending of securities included in its portfolios of its Subfunds. The Company may only lend securities within a standardized system of securities lending organised by a recognised institution of securities compensation or by first class financial institutions specialised in this type of operations. p) Income recognition Dividends are recorded on ex-dividend date, net of withholding tax. Interests are accrued on a daily basis. q) Other income The trailer commissions received during the period/year are accounted under Other income. Management fee (see detail at Subfund level) As remuneration for its services and reimbursement of its expenses, the Management Company is entitled to a monthly management fee, payable at the end of each month and calculated on the basis of the average of the daily net asset value of the relevant share class during that month. In addition to the management fee, the Management Company is entitled to a performance fee for the Subfund: Credit Suisse (Lux) Small and Mid Cap Alpha Long/Short Fund. If, on the Calculation Date, the net asset value of a Share Class is greater than the preceding net asset values (prior to deduction of the performance fee), a performance fee of 20% shall be deducted on the difference between the net asset value of the Share Class and the high water mark. The performance fee is calculated on the basis of the Shares of the relevant Class that are currently in circulation. There is no management fee for D-shares. "Taxe d'abonnement" Under the prevailing laws and regulations, the Company is subject in Luxembourg, on the basis of its investments, to a "taxe d'abonnement" at the annual rate of 0.05%, payable quarterly and calculated on the basis of the net assets of each subfund at the end of each quarter. In the case of Share Classes that may only be acquired by institutional investors, this annual tax rate is 0.01%. The portion of net assets, which is invested in other undertakings for collective investment in securities under Luxembourg law, is exempt from this tax. Transaction costs Transactions costs include brokerage fees, stamp duty, local taxes and other foreign charges if incurred during the period. Transaction costs are included in the cost of securities purchased and sold. For the period ended on , the Company incurred transaction costs relating to purchase or sale of investments in securities and similar transactions, (including derivatives instruments or other eligible assets) as follows: Subfund Ccy Amount Credit Suisse (Lux) Asia Pacific Income Maximiser Fund 5, Credit Suisse (Lux) CommodityAllocation Fund 0.00 Credit Suisse (Lux) European Dividend Plus Fund 64, Credit Suisse (Lux) Eurozone Fund 506, Credit Suisse (Lux) Global Balanced Convertible Bond Fund 6, Credit Suisse (Lux) Global Dividend Plus Fund 24, Credit Suisse (Lux) Global Emerging Market Fund 2,061, Credit Suisse (Lux) Global Emerging Market Property Fund 62, Credit Suisse (Lux) Global Fund 19, Credit Suisse (Lux) Global Property Income Maximiser Fund 0.00 Credit Suisse (Lux) Global Security Fund 8, Credit Suisse (Lux) Global Small & Mid Cap Fund 33, Credit Suisse (Lux) Selection Fund Balanced 10, Credit Suisse (Lux) Selection Fund Capital Gains 4, Credit Suisse (Lux) Selection Fund Income 7, Credit Suisse (Lux) Japan Value Fund JPY 3,287, Credit Suisse (Lux) Liquid Alternative Beta 27, Credit Suisse (Lux) Liquid Event Driven 26, Credit Suisse (Lux) Liquid Global Strategies 10, Credit Suisse (Lux) Liquid Long/Short 0.00 Credit Suisse (Lux) Small and Mid Cap Alpha Long/Short Fund 254, Credit Suisse (Lux) USA ILC Fund 78, Not all transaction costs are separately identifiable. For fixed income investments, forward foreign exchange contracts and for some other derivative contracts, transaction costs will be included in the purchase and sales price of the investment. Whilst not separately identifiable these transaction costs will be captured within the performance of each Subfund.

9 Consolidated Report Page 9 Notes Total Expense Ratio (TER) (see detail at Subfund level) The TER expresses the sum of all costs and commissions charged on an ongoing basis to the respective Subfund, taken retrospectively as a percentage of these assets. If a Subfund invests at least 10% of its net assets as a fund of fund in target funds, a composite TER of the fund of funds is to be calculated as follows: The prorated TER of the individual target funds including a performance related remuneration, weighted according to the share they represent in the overall assets of the fund of funds as of the closing date and the TER of the fund of funds minus the retroceded commissions received from the target funds during the reporting year. The TER is calculated following the SFAMA guideline. No TER is disclosed for share classes launched less than 6 months before closing. Portfolio Turnover Rate (PTR) (see detail at Subfund level) The PTR is used as the indicator for the fund s trading activities (excluding purchases and sales resulting from subscriptions and buybacks) and is expressed as a percentage of the average net assets of the Company during the preceding twelve-month period. The PTR is calculated following the SFAMA guideline. Changes in the composition of the securities portfolio Changes in the composition of the securities portfolio during the reporting period/year are available to Shareholders free of charge at the registered office of the Company or the local representatives in the countries where the Company is registered. Exchange Rates The consolidated financial statements are kept in. For this purpose, the financial statements of the Subfunds are converted into at the foreign exchange rates as of : 1 = = JPY = Fund performance (see detail at Subfund level) The performance is based on the net asset values as calculated on the last business day of the year. Those net asset values reflect the market prices of the investments as of the last business day of the year. Historical performance is no indicator of current or future performance. The performance data given does not take into account commissions and costs incurred in the purchase or redemption of Company shares. For shares launched more than 3 years ago no performance since inception is disclosed. Performance of distributing shares includes reinvestments of dividends. Securities lending As per the Subfunds participated in the securities lending system with Credit Suisse AG as follows: Subfund CCY Stock lending Collateral market market value value Credit Suisse (Lux) CommodityAllocation Fund 422,838, ,368,670 Credit Suisse (Lux) European Dividend Plus Fund 6,272,673 6,592,063 Credit Suisse (Lux) Eurozone Fund 14,337,737 15,067,781 Credit Suisse (Lux) Global Balanced Convertible Bond Fund 30,792,220 32,360,087 Credit Suisse (Lux) Global Dividend Plus Fund 2,896,075 3,043,536 Credit Suisse (Lux) Global Emerging Market Property Fund 2,779,502 2,921,028 Credit Suisse (Lux) Global Property Income Maximiser Fund 1,806,259 1,898,229 Credit Suisse (Lux) Global Security Fund 8,280,995 8,702,644 Credit Suisse (Lux) Selection Fund Income 213, ,236 Credit Suisse (Lux) Japan Value Fund JPY 526,228, ,022,701 Credit Suisse (Lux) Small and Mid Cap Alpha Long/Short Fund 35,724,923 37,543,951 The collateral delivered by the securities lending counterparty to the Subfund is composed of a well diversified portfolio of securities consisting of - highly rated bonds issued or guaranteed by governments, government agencies, bodies regulated by public law or corporations (excluding Credit Suisse affiliates) from selected OECD countries. - highly rated bonds from supranational organisations - equities listed on selected stock exchanges within the OECD on the condition that the shares are included in a main and liquid index. The determination of the market value of the collateral is subject to the application of appropriate haircuts adapted to the volatility of the collateral type. The revenues mentioned in the Statement of Operations / Changes in Net Assets under Securities Lending Income are the net amounts received from the lending principal. Any direct and indirect operational costs and fees are borne out of its fee and include the liability risk assumed by the principal. For the period ended on , the fee paid to the principal amounted to as follows: Subfund CCY Gross amount securities lending Expenses and ccommission from the securities lending counterparty Net amount Credit Suisse (Lux) CommodityAllocation Fund 316, , , Credit Suisse (Lux) European Dividend Plus Fund 177, , , Credit Suisse (Lux) Eurozone Fund 289, , , Credit Suisse (Lux) Global Balanced Convertible Bond Fund 226, , , Credit Suisse (Lux) Global Dividend Plus Fund 65, , , Credit Suisse (Lux) Global Emerging Market Fund 96, , , Credit Suisse (Lux) Global Emerging Market Property Fund 23, , , Credit Suisse (Lux) Global Fund 4, , , Credit Suisse (Lux) Global Property Income Maximiser Fund 4, , , Credit Suisse (Lux) Global Security Fund 78, , , Credit Suisse (Lux) Global Small & Mid Cap Fund 4, , , Credit Suisse (Lux) Selection Fund Balanced 7, , , Credit Suisse (Lux) Selection Fund Capital Gains 2, , , Credit Suisse (Lux) Selection Fund Income 4, , , Credit Suisse (Lux) Japan Value Fund JPY 7,712, ,084, ,627, Credit Suisse (Lux) Small and Mid Cap Alpha Long/Short Fund 252, , , Financial Derivative Instruments The Subfunds may engage in derivative transactions for the purpose of efficient portfolio management. Details of the derivatives are displayed in the Notes pages. Depending on the type of derivatives held, collateral might be received from the different counterparts to reduce the counterparty exposure. For other type of derivatives, margin accounts might be used. No collateral was received by the Subfunds to reduce the counterparty risk as of Options As per the following Subfunds were engaged in options transactions with Goldman Sachs International London: Credit Suisse (Lux) Liquid Alternative Beta Description Currency Quantity Commitment S&P INDEX C ,639, ,700 S&P INDEX P ,063,368-34,068 S&P INDEX P ,876,027-77, ,808 Credit Suisse (Lux) Liquid Event Driven Description Currency Quantity Commitment S&P INDEX C ,827,846 6,424,000 S&P INDEX C ,947,453-4,243,800 S&P INDEX P ,540, ,000 S&P INDEX P ,751,094 2,406,800 4,026,000 Credit Suisse (Lux) Liquid Global Strategies Description Currency Quantity Commitment S&P INDEX C ,398, ,925 S&P INDEX P ,094-11,857 S&P INDEX P ,009, , ,527

10 Credit Suisse (Lux) Asia Pacific Income Maximiser Fund Page 10 Technical Data and Notes Technical Data Valoren ISIN Management Fee Total Expense Ratio A - Distribution LU % / EA - Distribution LU % / EAH - Distribution SGD LU % / - Credit Suisse (Lux) Asia Pacific Income Maximiser Fund -A-, -EA- and -EAH- SGD were launched on No TER is disclosed for share classes launched less than 6 months before closing. For the period from to , the Portfolio Turnover Rate was %. Fund Performance YTD Since Inception A - Distribution / -5.80% EA - Distribution / -5.54% EAH - Distribution SGD / -5.61% Distributions Ex-Date Amount EAH-Distribution SGD Forward foreign exchange contracts Purchases Sales Maturity Counterparty (in ) SGD 1,324,863-1,047, , ,268 SGD -26, SGD 399, , , ,418 SGD -33, SGD 75,000-58, , SGD 36,297-28, ,105 SGD -36, Unrealised loss on forward foreign exchange contracts -37,781.63

11 Credit Suisse (Lux) Asia Pacific Income Maximiser Fund Page 11 Technical Data and Notes Swap contracts Type Payable Maturity Receivable Counterparty (in ) 35,639,772 Neg. var. CSJAAIME 0.850% Pos. var. CSJAAIME 238, Credit Suisse International - London - United Kingdom Unrealised gain on swap contracts 238,693.18

12 Credit Suisse (Lux) Asia Pacific Income Maximiser Fund Page 12 Statement of Net Assets in and Fund Evolution Assets Investments in securities at market value 29,394, Cash at banks and at brokers 2,679, Subscriptions receivable 165, Income receivable 191, Prepaid expenses 2, Unrealised gain on swaps contracts 238, ,671, Liabilities Redemptions payable 7, Provisions for accrued expenses 27, Unrealised loss on forward foreign exchange contracts 37, , Net assets 32,597, Fund Evolution Total net assets Net asset value per share A - Distribution EA - Distribution EAH - Distribution SGD 32,597, Number of shares outstanding at the end of the period at the beginning of the period Number of shares issued Number of shares redeemed A - Distribution 1,297, ,298, , EA - Distribution 20, , EAH - Distribution SGD 1, ,

13 Credit Suisse (Lux) Asia Pacific Income Maximiser Fund Page 13 Statement of Operations / Changes in Net Assets in For the period from to Net assets at the beginning of the period 0.00 Income Interest on investments in securities (net) 129, , Expenses Management fee 65, Custodian and safe custody fees 3, Administration expenses 7, Printing and publication expenses 2.72 Interest, dividends and bank charges 0.05 Audit, control, legal, representative bank and other expenses 1, "Taxe d'abonnement" 2, , Net income (loss) 49, Realised gain (loss) Net realised gain (loss) on sales of investments -2, Net realised gain (loss) on swap contracts -1,281, Net realised gain (loss) on forward foreign exchange contracts -10, Net realised gain (loss) on foreign exchange -3, ,298, Net realised gain (loss) -1,248, Change in net unrealised appreciation (depreciation) Change in net unrealised appreciation (depreciation) on investments -119, Change in net unrealised appreciation (depreciation) on swap contracts 238, Change in net unrealised appreciation (depreciation) on forward foreign exchange contracts -37, , Net increase (decrease) in net assets as a result of operations -1,167, Subscriptions / Redemptions Subscriptions 34,272, Redemptions -505, ,766, Distribution -1, Net assets at the end of the period 32,597,974.17

14 Credit Suisse (Lux) Asia Pacific Income Maximiser Fund Page 14 Breakdown by Country and Economic Sector of the Investments in Securities Statement of Investments in Securities and Other Net Assets Breakdown by Country USA United Kingdom Netherlands Australia France Hong Kong South Korea Canada Singapore Japan Switzerland Sweden Austria Total Breakdown by Economic Sector Banks and other credit institutions Financial, investment and other div. companies Countries and central governments Computer hardware and networking Vehicles Cantons, federal states, provinces Electrical appliances and components Supranational organisations Insurance companies Tobacco and alcoholic beverages Food and soft drinks Total Statement of Investments in Securities and Other Net Assets Description Quantity / (in ) Securities listed on a stock exchange or other organised markets: Bonds % of net assets Bonds ANHEUSER-BUSCH INBEV 4.125%/09-500, , AUSTRALIA & NEW ZEALAND BANKING GROUP 600, , (reg. -S-) 3.7%/ BARCLAYS BANK 2.75%/ , , BNG (reg. -S-) 1.75%/ , , BNP PARIBAS S. T %/ ,000,000 1,007, BP CAPITAL MARKETS 3.875%/ , , CATERPILLAR FINANCIAL SERVICES S. -F- T. 600, , %/ CFF (reg. -S-) S %/ , , COMMONWEALTH BANK AUSTRALIA T , , %/ COMMONWEALTH BANK OF AUSTRALIA (reg , , S-) T %/ CREDIT AGRICOLE (reg. -S-) 3.5%/10-600, , CREDIT SUISSE NEW YORK BRANCH 3.5%/10-470, , DAIMLER FINANCE NORTH AMERICA (reg. -S-) 500, , %/ DB LONDON S. T %/ , , DBS BANK (reg. -S-) 2.375%/ ,000,000 1,013, OFIMA 4.5%/ , , EXPORT IMPORT BANK OF KOREA 4.125%/10-600, , GECC T %/ , , HSBC USA 2.375%/ , , IBM 0.75%/ , , ING BANK (reg. -S-) 3%/ ,000,000 1,016, JAPAN FINANCE CORP 2.875%/ ,000,000 1,004, JPMORGAN CHASE & CO 3.4%/ , , LLOYDS TSB BANK (reg. -S-) T %/10-600, , MACQUARIE BANK (reg. -S-) 3.45%/12-600, , METROPOLITAN LIFE GLOBAL FUNDING I (reg , , S-) 1.7%/ NISSAN MOTOR (reg. -S-) 4.5%/ , , OESTERREICHISCHE KONTROLLBANK 600, , %/ PEPSICO 3.1%/ , , PROVINCE OF ONTARIO 2.7%/ , , RABOBANK 2.125%/ , , ROYAL BANK OF CANADA 0.8%/ , , SHINHAN BANK (reg. -S-) 4.375%/10-600, , STANDARD CHARTERED (reg. -S-) 3.85%/10-350, , SWEDISH EXPORT CREDIT T %/13-600, , TOYOTA MOTOR CREDIT 1%/ , , US ,500,000 1,501, US ,000,000 1,000, VOLKSWAGEN INTERNATIONAL FINANCE (reg. 600, , S-) 1.5%/ WELLS FARGO T %/ , , Bonds 26,898, Securities listed on a stock exchange or other organised markets: Bonds 26,898, Money Market Instruments Money Market Instruments CCBL FUNDING ,000, , INDUSTRIAL AND COMMERCIAL BANK OF CHINA (ASIA) 0.4%/ ,500,000 1,500, Money Market Instruments 2,496, Money Market Instruments 2,496, Total of Portfolio 29,394, Cash at banks and at brokers 2,679, Other net assets 524, Total net assets 32,597, Any differences in the percentage of Net Assets are the result of roundings.

15 Credit Suisse (Lux) CommodityAllocation Fund Page 15 Technical Data and Notes Technical Data Valoren ISIN Management Fee Total Expense Ratio B - Capitalisation LU % 2.07% EB - Capitalisation LU % 1.01% IB - Capitalisation LU % / BH - Capitalisation LU % 2.07% EBH - Capitalisation LU % 1.01% BH - Capitalisation LU % 2.06% EBH - Capitalisation LU % 1.01% As at , Credit Suisse SICAV One (Lux) CommodityAllocation changed its name to CS Investment Funds 2 Credit Suisse (Lux) CommodityAllocation Fund. - Credit Suisse (Lux) CommodityAllocation Fund - IB - was launched on No TER is disclosed for share classes launched less than 6 months before closing. For the period from to , the Portfolio Turnover Rate was 70.10%. Fund Performance YTD Since Inception B - Capitalisation % / % -4.88% % EB - Capitalisation % / -9.71% -3.89% % IB - Capitalisation / % / / / BH - Capitalisation % / % -6.00% % EBH - Capitalisation % % % -5.14% / BH - Capitalisation % / % -5.62% % EBH - Capitalisation % % % -4.60% / Forward foreign exchange contracts Purchases Sales Maturity Counterparty (in ) 155,991, ,777, ,862, ,453,123-73,006, ,623, ,472-11, ,734,583-1,858, , ,585-59, , ,917-8, ,270-16, , , , ,371,081-3,222, , , , , ,201,392-3,973, , ,918,346-1,503, ,241.15

16 Credit Suisse (Lux) CommodityAllocation Fund Page 16 Technical Data and Notes Forward foreign exchange contracts Purchases Counterparty 3,225,603-3,115, , ,095,196-2,187, , ,093,842-1,358, , ,619-15, Sales Unrealised loss on forward foreign exchange contracts Maturity (in ) -7,377, Swap contracts Type Payable Maturity Receivable Counterparty (in ) ERS Pos. var BCOM ,000,000 Neg. var. BCOM 0.100% 201, Credit Suisse International - London - United Kingdom ERS 104,401,388 Neg. var.bcom 0.100% Pos. var. BCOM -5,386, Credit Suisse International - London - United Kingdom ERS 35,998,604 Neg. var. BCOMF % Pos. var. BCOMF3-972, ERS 44,300,358 Neg. var.bcomf % Pos. var. BCOMF3-2,146, BANK OF AMERICA MERRILL LYNCH - LONDON - UNITED KINGDOM ERS 47,897,110 Neg. var. BCOMF % Pos. var. BCOMF3-2,321, Credit Suisse International - London - United Kingdom ERS 67,940,598 Neg. var. CSCU4BKE 0.500% Pos. var. CSCU4BKE -3,998, Credit Suisse International - London - United Kingdom ERS 257,548,306 Neg. var. CVICPRD % Pos. var. CVICPRD0-13,057, CITIGROUP Global Market Limited - London - United Kingdom 50,798,159 Neg. var. MOTP % Pos. var. MOTP3109-1,520, Morgan Stanley - London - United Kingdom ERS 111,350,573 Neg. var. BCOMF % Pos. var.bcomf2-3,686, ERS 69,632,317 Neg. var.bcomf % Pos. var.bcomf4-1,833, Deutsche Bank LDN - London - United Kingdom Unrealised loss on swap contracts -34,723,200.73

17 Credit Suisse (Lux) CommodityAllocation Fund Page 17 Statement of Net Assets in and Fund Evolution Assets Investments in securities at market value 739,644, Cash at banks and at brokers 54,080, Subscriptions receivable 1,577, Income receivable ,301, Liabilities Redemptions payable 3,959, Provisions for accrued expenses 585, Unrealised loss on swaps contracts 34,723, Unrealised loss on forward foreign exchange contracts 7,377, Other liabilities ,645, Net assets 748,656, Fund Evolution Total net assets 748,656, ,842, ,342, Net asset value per share B - Capitalisation EB - Capitalisation IB - Capitalisation / / BH - Capitalisation EBH - Capitalisation BH - Capitalisation EBH - Capitalisation Number of shares outstanding at the end of the period at the beginning of the period Number of shares issued Number of shares redeemed B - Capitalisation 76, , , , EB - Capitalisation 645, , , , IB - Capitalisation 8, , BH - Capitalisation 8, , , EBH - Capitalisation 215, , , , BH - Capitalisation 4, , EBH - Capitalisation 76, , , ,

18 Credit Suisse (Lux) CommodityAllocation Fund Page 18 Statement of Operations / Changes in Net Assets in For the period from to Net assets at the beginning of the period 896,842, Income Bank interest 2, Securities lending income 190, , Expenses Management fee 3,824, Custodian and safe custody fees 189, Administration expenses 103, Printing and publication expenses 28, Audit, control, legal, representative bank and other expenses 86, "Taxe d'abonnement" 43, ,275, Net income (loss) -4,082, Realised gain (loss) Net realised gain (loss) on sales of investments 518, Net realised gain (loss) on swap contracts -110,020, Net realised gain (loss) on forward foreign exchange contracts -18,396, Net realised gain (loss) on foreign exchange -21, ,919, Net realised gain (loss) -132,001, Change in net unrealised appreciation (depreciation) Change in net unrealised appreciation (depreciation) on investments 39, Change in net unrealised appreciation (depreciation) on swap contracts -25,747, Change in net unrealised appreciation (depreciation) on forward foreign exchange contracts -1,478, ,187, Net increase (decrease) in net assets as a result of operations -159,189, Subscriptions / Redemptions Subscriptions 145,171, Redemptions -134,168, ,002, Net assets at the end of the period 748,656,183.77

19 Credit Suisse (Lux) CommodityAllocation Fund Page 19 Breakdown by Country and Economic Sector of the Investments in Securities Statement of Investments in Securities and Other Net Assets Breakdown by Country USA Total Statement of Investments in Securities and Other Net Assets Description Quantity / (in ) Securities listed on a stock exchange or other organised markets: Bonds % of net assets Breakdown by Economic Sector Countries and central governments Total Bonds US ,000,000 99,956, US ,000,000 49,988, US ,000,000 49,983, US ,000,000 99,986, US ,000,000 49,997, US ,000,000 74,900, US ,000,000 19,982, US ,000,000 29,983, US ,000,000 99,944, US ,000,000 24,986, US ,000,000 39,978, US ,000,000 39,980, US ,000,000 59,975, Bonds 739,644, Securities listed on a stock exchange or other organised markets: Bonds 739,644, Total of Portfolio 739,644, Cash at banks and at brokers 54,080, Other liabilities -45,068, Total net assets 748,656, Any differences in the percentage of Net Assets are the result of roundings.

20 Credit Suisse (Lux) European Dividend Plus Fund Page 20 Technical Data and Notes Technical Data Valoren ISIN Management Fee Total Expense Ratio A - Distribution LU % 1.84% B - Capitalisation LU % 1.84% DB - Capitalisation LU % 0.06% EB - Capitalisation LU % 0.69% IB - Capitalisation LU % 0.94% BH - Capitalisation LU % 1.84% IBH - Capitalisation LU % 0.94% As at , Credit Suisse SICAV One (Lux) European Dividend Plus changed its name to CS Investment Funds 2 Credit Suisse (Lux) European Dividend Plus Fund. There is no management fee for D-shares. For the period from to , the Portfolio Turnover Rate was 15.17%. Fund Performance YTD Since Inception A - Distribution 8.21% / 17.93% 15.19% -6.52% B - Capitalisation 8.24% / 17.98% 15.10% -6.45% DB - Capitalisation 10.03% / 20.04% 17.25% -4.64% EB - Capitalisation 9.38% / 19.30% 16.49% -5.31% IB - Capitalisation 9.14% / 19.01% 16.21% -5.54% BH - Capitalisation 7.98% 39.40% 17.90% 14.42% / IBH - Capitalisation 8.84% / 18.92% 15.58% -6.64% Distributions Ex-Date Amount A-Distribution Financial futures contracts Description Currency Quantity Engagement (in ) STOXX 50 PRICE INDEX FUTURE / ,261, , Unrealised gain on financial futures contracts 65, Counterparty: Forward foreign exchange contracts Purchases Sales Maturity Counterparty (in ) 21,656,975-17,910, , , , , , , ,100.27

21 Credit Suisse (Lux) European Dividend Plus Fund Page 21 Technical Data and Notes Forward foreign exchange contracts Purchases Counterparty 315, , , , , , , , , , , , , , , , , , , , , , , , , , , Sales Unrealised gain on forward foreign exchange contracts Maturity (in ) 117,613.30

22 Credit Suisse (Lux) European Dividend Plus Fund Page 22 Statement of Net Assets in and Fund Evolution Assets Investments in securities at market value 265,349, Cash at banks and at brokers 3,111, Subscriptions receivable Income receivable 784, Unrealised gain on financial futures contracts 65, Unrealised gain on forward foreign exchange contracts 117, ,429, Liabilities Redemptions payable 27, Provisions for accrued expenses 243, , Net assets 269,158, Fund Evolution Total net assets 269,158, ,084, ,454, Net asset value per share A - Distribution B - Capitalisation DB - Capitalisation 1, , , EB - Capitalisation 1, , , IB - Capitalisation 1, , , BH - Capitalisation IBH - Capitalisation 1, , , Number of shares outstanding at the end of the period at the beginning of the period Number of shares issued Number of shares redeemed A - Distribution 1,166, , , , B - Capitalisation 8,034, ,766, ,204, , DB - Capitalisation 29, , , , EB - Capitalisation 16, , , , IB - Capitalisation 17, , , , BH - Capitalisation 1,283, ,153, , , IBH - Capitalisation 3, ,

23 Credit Suisse (Lux) European Dividend Plus Fund Page 23 Statement of Operations / Changes in Net Assets in For the period from to Net assets at the beginning of the period 260,084, Income Dividends (net) 3,259, Bank interest 4, Securities lending income 106, ,369, Expenses Management fee 1,382, Custodian and safe custody fees 52, Administration expenses 120, Printing and publication expenses 12, Audit, control, legal, representative bank and other expenses 23, "Taxe d'abonnement" 51, Amortisation of formation expenses 3, ,645, Net income (loss) 1,724, Realised gain (loss) Net realised gain (loss) on sales of investments -665, Net realised gain (loss) on financial futures contracts -173, Net realised gain (loss) on forward foreign exchange contracts 51, Net realised gain (loss) on foreign exchange -39, , Net realised gain (loss) 897, Change in net unrealised appreciation (depreciation) Change in net unrealised appreciation (depreciation) on investments 1,979, Change in net unrealised appreciation (depreciation) on financial futures contracts 65, Change in net unrealised appreciation (depreciation) on forward foreign exchange contracts 178, ,223, Net increase (decrease) in net assets as a result of operations 3,121, Subscriptions / Redemptions Subscriptions 41,022, Redemptions -34,776, ,246, Distribution -294, Net assets at the end of the period 269,158,304.19

24 Credit Suisse (Lux) European Dividend Plus Fund Page 24 Breakdown by Country and Economic Sector of the Investments in Securities Statement of Investments in Securities and Other Net Assets Breakdown by Country United Kingdom Switzerland Germany France Netherlands Sweden Finland Italy Norway Luxembourg Spain Denmark Bermuda Guernsey Portugal Belgium Jersey Total Breakdown by Economic Sector Pharmaceuticals, cosmetics and medical products Insurance companies Petroleum Banks and other credit institutions Food and soft drinks Telecommunication Energy and water supply Graphics publishing and printing media Electrical appliances and components Tobacco and alcoholic beverages Building materials and building industry Financial, investment and other div. companies Chemicals Vehicles Retailing, department stores Mining, coal and steel industry Traffic and transportation Aeronautic and astronautic industry Internet, software and IT services Computer hardware and networking Miscellaneous services Textiles, garments and leather goods Countries and central governments Total Statement of Investments in Securities and Other Net Assets Description Quantity / (in ) % of net assets Securities listed on a stock exchange or other organised markets: Shares (and equity-type securities) Shares (and equity-type securities) ABB (reg. shares) 116,369 2,101, ALLIANZ SE (reg. shares) (restricted) 33,683 4,663, GBP ASHMORE GROUP 427,225 1,651, ATLANTIA 126,291 2,561, AXA 186,289 3,616, GBP BAE SYSTEMS 679,604 4,107, BANQUE CANTONALE VAUDOISE 4,622 2,039, BASF (reg. shares) 74,486 5,438, GBP BHP BILLITON 301,577 5,747, BPOST 79,513 1,658, GBP BRITISH AMERICAN TOBACCO 161,465 7,696, GBP CARILLION 393,476 1,718, CASINO GUICHARD PERRACHON 17,413 1,349, GBP CATLIN GROUP 346,948 2,403, CNP ASSURANCES 99,505 1,481, DAIMLER (reg. shares) 76,490 5,186, DEUTSCHE BOERSE (reg. shares) 40,505 2,379, GBP DIRECT LINE INSURANCE GROUP 556,395 2,058, EDP-ENERGIAS DE PORTUGAL (reg. shares) 516,847 1,705, ELISA -A- 129,698 3,024, ENI 237,028 3,809, FERROVIAL 161,633 2,663, FERROVIAL E ,866 63, FREENET (reg. shares) 124,304 2,951, GBP FRIENDS LIGE GROUP 443,523 2,057, GDF SUEZ 165,439 3,278, GIVAUDAN (reg. shares) 2,795 4,006, NOK GJENSIDIGE FORSIKRING ASA 182,427 2,512, GBP GLAXOSMITHKLINE 483,429 9,018, SEK HENNES & MAURITZ STOCKHOLM -B- 88,258 3,038, GBP HSBC HOLDINGS 1,394,967 11,162, HUGO BOSS (reg. shares) 18,234 1,930, GBP IMPERIAL TOBACCO 52,679 1,958, GBP INTERMEDIATE CAPITAL GROUP 534,440 3,084, KEMIRA OYJ 97, , KONECRANES 80,480 1,888, KONINKLIJKE AHOLD 167,586 2,380, KONINKLIJKE BOSKALIS WESTMINSTER 27,068 1,221, KONINKLIJKE DSM 43,210 2,284, GBP LEGAL & GENERAL GROUP 866,890 2,686, GBP MICRO FOCUS INTERNATIONAL 62, , MUENCHENER RUECKVERSICHERUNGS- 26,298 4,356, GESELLSCHAFT (reg. shares) (restricted) GBP NATIONAL GRID 383,765 4,483, SEK NCC -B- 95,504 2,381, NESTLE (reg. shares) 194,251 11,732, NOVARTIS (reg. shares) 117,249 9,126, NOK ORKLA 310,553 1,856, GBP PEARSON 169,136 2,615, PROSIEBEN SAT.1 MEDIA 141,498 4,860, REXEL 65, , ROCHE HOLDINGS (cert. shares) 42,962 10,351, ROYAL DUTCH SHELL -A- 390,789 10,490, RTL GROUP 20,612 1,596, GBP SAGE GROUP 530,386 2,712, SAMPO -A- 74,993 2,974, SANOFI 92,361 7,191, SES 105,022 3,142, SIEMENS (reg. shares) 45,927 4,370, SNAM 489,132 2,085, GBP SSE 75,140 1,548, NOK STATOIL ASA 128,757 1,953, SEK SWEDBANK -A- 233,235 4,917, SWISSCOM (reg. shares) 6,685 3,264, GBP TATE & LYLE 165,313 1,253, DKK TDC 378,654 2,468, SEK TELEFON LM ERICSSON -B- 361,341 3,657, TOTAL 136,332 6,133, GBP UBM (rights) , , UNILEVER (cert. shares) 163,162 5,344, GBP UNITED BUSINESS MEDIA (new) 166, , VINCI 78,797 3,425, GBP VODAFONE GROUP 1,994,858 5,862, VONTOBEL HOLDING 78,001 2,350, WOLTERS KLUWER 130,415 3,073, ZURICH INSURANCE GROUP (reg. shares) 20,092 5,065, Shares (and equity-type securities) 265,349, Securities listed on a stock exchange or other organised markets: Shares (and equity-type securities) 265,349, Securities not listed on a stock exchange: Shares (and equity-type securities) Shares (and equity-type securities) IMMOEAST (rights) , Any differences in the percentage of Net Assets are the result of roundings.

25 Credit Suisse (Lux) European Dividend Plus Fund Page 25 Statement of Investments in Securities and Other Net Assets (Continued) Description Quantity / (in ) % of net assets IRISH BANK RESOLUTION 5, Shares (and equity-type securities) Securities not listed on a stock exchange: Shares (and equity-type securities) Total of Portfolio 265,349, Cash at banks and at brokers 3,111, Other net assets 697, Total net assets 269,158, Any differences in the percentage of Net Assets are the result of roundings.

26 Credit Suisse (Lux) Eurozone Fund Page 26 Technical Data and Notes Technical Data Valoren ISIN Management Fee Total Expense Ratio B - Capitalisation LU % 2.08% EB - Capitalisation LU % 0.69% As at , Credit Suisse SICAV One (Lux) Eurozone changed its name to CS Investment Funds 2 Credit Suisse (Lux) Eurozone Fund. As at , the management fee of -B- shares decreased from 1.92% to 1.60%. For the period from to , the Portfolio Turnover Rate was 89.69%. Fund Performance YTD Since Inception B - Capitalisation 0.25% / 20.14% 21.45% / EB - Capitalisation 1.46% / 21.90% 23.22% %

27 Credit Suisse (Lux) Eurozone Fund Page 27 Statement of Net Assets in and Fund Evolution Assets Investments in securities at market value 308,107, Cash at banks and at brokers 6,629, Income receivable 43, ,780, Liabilities Provisions for accrued expenses 165, , Net assets 314,615, Fund Evolution Total net assets 314,615, ,669, ,763, Net asset value per share B - Capitalisation EB - Capitalisation Number of shares outstanding at the end of the period at the beginning of the period Number of shares issued Number of shares redeemed B - Capitalisation 3,714, ,899, , , EB - Capitalisation 2,268, ,448, , ,372,

28 Credit Suisse (Lux) Eurozone Fund Page 28 Statement of Operations / Changes in Net Assets in For the period from to Net assets at the beginning of the period 481,669, Income Dividends (net) 2,384, Bank interest Securities lending income 173, ,559, Expenses Management fee 1,240, Custodian and safe custody fees 84, Administration expenses 205, Printing and publication expenses 14, Interest, dividends and bank charges Audit, control, legal, representative bank and other expenses 36, "Taxe d'abonnement" 26, ,608, Net income (loss) 951, Realised gain (loss) Net realised gain (loss) on sales of investments 26,461, Net realised gain (loss) on financial futures contracts -805, Net realised gain (loss) on foreign exchange -2, ,652, Net realised gain (loss) 26,603, Change in net unrealised appreciation (depreciation) Change in net unrealised appreciation (depreciation) on investments -54,937, ,937, Net increase (decrease) in net assets as a result of operations -28,333, Subscriptions / Redemptions Subscriptions 26,097, Redemptions -164,818, ,721, Net assets at the end of the period 314,615,074.65

29 Credit Suisse (Lux) Eurozone Fund Page 29 Breakdown by Country and Economic Sector of the Investments in Securities Statement of Investments in Securities and Other Net Assets Breakdown by Country Germany France Spain Netherlands Italy Norway Ireland Finland Sweden United Kingdom Austria Total Breakdown by Economic Sector Banks and other credit institutions Energy and water supply Electrical appliances and components Insurance companies Petroleum Chemicals Vehicles Food and soft drinks Building materials and building industry Miscellaneous consumer goods Textiles, garments and leather goods Pharmaceuticals, cosmetics and medical products Tobacco and alcoholic beverages Rubber and tires Traffic and transportation Graphics publishing and printing media Retailing, department stores Telecommunication Electronics and semiconductors Computer hardware and networking Internet, software and IT services Healthcare and social services Mining, coal and steel industry Total Statement of Investments in Securities and Other Net Assets Description Quantity / (in ) % of net assets Securities listed on a stock exchange or other organised markets: Shares (and equity-type securities) Shares (and equity-type securities) ACTIVIDADES DE CONSTRUCCION Y SERVICIOS 364,120 10,346, AEGON 871,528 5,501, AEROPORTS DE PARIS 69,938 6,902, ATOS 65,875 3,763, AXA 429,215 8,333, BANCO SANTANDER (reg. shares) 1,406,734 10,197, BANKINTER (reg. shares) 635,000 4,576, BASF (reg. shares) 78,533 5,733, BAYER (reg. shares) 29,411 3,557, BMW 61,406 5,646, COMMERZBANK 409,759 5,042, CONTINENTAL 43,843 7,418, DAIMLER (reg. shares) 49,127 3,330, DSTRIBUIDORA INTERNACIONAL DE 1,155,170 6,457, ALIMENTACION FRESENIUS 191,980 8,369, GAS NATURAL 476,651 10,858, GDF SUEZ 592,932 11,748, HAVAS 703,085 4,757, HEINEKEN 118,785 7,513, HENKEL (pref. shares) 107,927 9,629, GBP HOCHSCHILD MINING 1,539,828 1,814, HUGO BOSS (reg. shares) 33,742 3,573, ILIAD 16,000 3,160, INDUSTRIA DE DISENO TEXTIL INDITEX 201,285 4,713, INFINEON TECHNOLOGIES (reg. shares) 500,762 3,945, ING GROEP (cert. shares) 1,293,759 15,240, INTESA SANPAOLO 4,305,418 10,668, KERRY GROUP -A- 153,818 9,181, LVMH 39,282 5,676, SEK NORDEA BANK 482,897 4,848, NOK NORSK HYDRO 1,111,818 5,229, OMV 191,000 4,442, RENAULT 108,255 6,984, RHOEN KLINIKUM 83,810 1,961, ROYAL DUTCH SHELL -A- 101,030 2,712, RWE -A- 320,100 9,324, SAFRAN 160,000 8,324, SAMPO -A- 172,765 6,853, SAP SE 80,121 4,541, SIEMENS (reg. shares) 181,825 17,302, SOCIETE GENERALE PARIS -A- 281,170 11,215, TELECOM ITALIA 3,330,953 3,017, TELEFONICA 103,258 1,329, TELEFONICA (rights) TELEFONICA ,258 37, NOK TGS NOPEC GEOPHYSIC 272,567 4,868, TOTAL 174,000 7,828, VINCI 121,314 5,274, WACKER CHEMIE 46,745 4,353, Shares (and equity-type securities) 308,107, Securities listed on a stock exchange or other organised markets: Shares (and equity-type securities) 308,107, Securities not listed on a stock exchange: Shares (and equity-type securities) Shares (and equity-type securities) IMMOFINANZ IMMOBILIEN ANLAGEN (rights) , Shares (and equity-type securities) Securities not listed on a stock exchange: Shares (and equity-type securities) Total of Portfolio 308,107, Cash at banks and at brokers 6,629, Other liabilities -122, Total net assets 314,615, Any differences in the percentage of Net Assets are the result of roundings.

30 Credit Suisse (Lux) Global Balanced Convertible Bond Fund Page 30 Technical Data and Notes Technical Data Valoren ISIN Management Fee Total Expense Ratio B - Capitalisation LU % 1.40% DB - Capitalisation LU % 0.06% EB - Capitalisation LU % 0.56% IA - Distribution LU % 0.79% IB - Capitalisation LU % 0.79% BH - Capitalisation LU % 1.40% EBH - Capitalisation LU % / IBH - Capitalisation LU % 0.90% BH - Capitalisation LU % 1.40% EBH - Capitalisation LU % 0.57% IBH - Capitalisation LU % 0.91% - Credit Suisse (Lux) Global Balanced Convertible Fund -EBH- was launched on As at , Credit Suisse SICAV One (Lux) Global Convertibles changed its name to CS Investment Funds 2 Credit Suisse (Lux) Global Balanced Convertible Fund. There is no management fee for D-shares. No TER is disclosed for share classes launched less than 6 months before closing. For the period from to , the Portfolio Turnover Rate was 96.80%. Fund Performance YTD Since Inception B - Capitalisation 3.70% / 11.46% 9.65% -4.99% DB - Capitalisation 4.98% / 12.96% 11.15% -3.65% EB - Capitalisation 4.48% 17.53% 12.46% / / IA - Distribution 4.28% 10.13% / / / IB - Capitalisation 4.28% 25.03% 12.13% / / BH - Capitalisation 3.25% / 10.92% 8.60% -5.79% EBH - Capitalisation / -0.61% / / / IBH - Capitalisation 3.79% / 11.54% 9.26% -5.36% BH - Capitalisation 3.43% / 11.06% 9.21% -5.26% EBH - Capitalisation 4.25% 17.93% 12.08% 10.34% / IBH - Capitalisation 3.91% / 11.67% 9.68% -4.68% Distributions Ex-Date Amount IA-Distribution

31 Credit Suisse (Lux) Global Balanced Convertible Bond Fund Page 31 Technical Data and Notes Forward foreign exchange contracts Purchases Counterparty 39,466,862-42,209, ,244, ,286, ,990, ,049, ,333,395-11,150, , ,486,138-14,759, , ,930,016-11,508, , ,040,440-9,338, , ,847,499 HKD -115,090, , ,184,024 SEK -15,620, , ,370,391 SGD -6,800, , ,633,020 JPY -3,000,000, ,353, ,473,920-7,006, , ,938 AUD -875, , ,288,853-2,150, , ,049, ,500, ,009, ,396,165 GBP -6,950, , ,802,980-6,093, , ,203 JPY -69,000, , ,032,019-2,402, , ,275,509 JPY -140,000, , , , , ,152,030 JPY -125,000, , , , , ,000,000-1,255, , ,735,048-2,953, , , , , Sales Maturity (in )

32 Credit Suisse (Lux) Global Balanced Convertible Bond Fund Page 32 Technical Data and Notes Forward foreign exchange contracts Purchases Counterparty 733, , , , , , ,122, , , GBP 300, , , ,800,000-2,308, , JPY 150,000,000-1,417, , , , , , , , , , , , , , ,901,691-1,500, , , , , ,328,702-2,967, , , , , ,886,690-1,500, , ,611,880 JPY -180,000, , , , , GBP 500, , , ,702,299 JPY -196,000, , , , , ,328,597-1,656, , , ,129,571-1,702, , ,200,000-5,236, GBP 277, , , Sales Maturity (in )

33 Credit Suisse (Lux) Global Balanced Convertible Bond Fund Page 33 Technical Data and Notes Forward foreign exchange contracts Purchases Counterparty JPY 550,000,000-4,680, , HKD 6,690, , ,424,866-6,761, , ,869-28, Sales Unrealised gain on forward foreign exchange contracts Maturity (in ) 111,501.61

34 Credit Suisse (Lux) Global Balanced Convertible Bond Fund Page 34 Statement of Net Assets in and Fund Evolution Assets Investments in securities at market value 372,807, Cash at banks and at brokers 38,236, Subscriptions receivable 642, Income receivable 1,259, Unrealised gain on forward foreign exchange contracts 111, Other assets 81, ,139, Liabilities Redemptions payable 32,486, Provisions for accrued expenses 238, ,724, Net assets 380,414, Fund Evolution Total net assets 380,414, ,505, ,880, Net asset value per share B - Capitalisation DB - Capitalisation 1, , , EB - Capitalisation 1, , , IA - Distribution 1, , / IB - Capitalisation 1, , , BH - Capitalisation EBH - Capitalisation / / IBH - Capitalisation 1, , , BH - Capitalisation EBH - Capitalisation 1, , , IBH - Capitalisation 1, , , Number of shares outstanding at the end of the period at the beginning of the period Number of shares issued Number of shares redeemed B - Capitalisation 207, , , , DB - Capitalisation 25, , EB - Capitalisation 31, , , , IA - Distribution 42, , , , IB - Capitalisation 35, , , , BH - Capitalisation 108, , , , EBH - Capitalisation 6, , IBH - Capitalisation 16, , , , BH - Capitalisation 281, , , , EBH - Capitalisation 49, , , , IBH - Capitalisation 15, , ,

35 Credit Suisse (Lux) Global Balanced Convertible Bond Fund Page 35 Statement of Operations / Changes in Net Assets in For the period from to Net assets at the beginning of the period 425,505, Income Interest on investments in securities (net) 2,901, Dividends (net) 65, Bank interest 1, Securities lending income 135, ,104, Expenses Management fee 1,412, Custodian and safe custody fees 91, Administration expenses 89, Printing and publication expenses 19, Audit, control, legal, representative bank and other expenses 45, "Taxe d'abonnement" 68, Amortisation of formation expenses 2, ,730, Net income (loss) 1,373, Realised gain (loss) Net realised gain (loss) on sales of investments 2,347, Net realised gain (loss) on forward foreign exchange contracts -2,923, Net realised gain (loss) on foreign exchange -1,727, ,303, Net realised gain (loss) -929, Change in net unrealised appreciation (depreciation) Change in net unrealised appreciation (depreciation) on investments -22,700, Change in net unrealised appreciation (depreciation) on forward foreign exchange contracts 3,545, ,155, Net increase (decrease) in net assets as a result of operations -20,084, Subscriptions / Redemptions Subscriptions 138,955, Redemptions -163,520, ,565, Distribution -441, Net assets at the end of the period 380,414,473.89

36 Credit Suisse (Lux) Global Balanced Convertible Bond Fund Page 36 Breakdown by Country and Economic Sector of the Investments in Securities Statement of Investments in Securities and Other Net Assets Breakdown by Country USA Netherlands Japan France Cayman Islands Germany Austria Luxembourg United Arab Emirates Virgin Islands (UK) Italy Spain Canada Jersey Norway United Kingdom Sweden Bermuda Portugal Hungary Singapore Taiwan Finland Switzerland Hong Kong Belgium People's Republic of China Malaysia Thailand Mexico Philippines South Korea Australia Total Chemicals Aeronautic and astronautic industry Energy and water supply Healthcare and social services Building materials and building industry Graphics publishing and printing media Total Breakdown by Economic Sector Financial, investment and other div. companies Internet, software and IT services Electronics and semiconductors Real estate Petroleum Pharmaceuticals, cosmetics and medical products Traffic and transportation Telecommunication Electrical appliances and components Miscellaneous services Banks and other credit institutions Lodging and catering industry, leisure facilities Retailing, department stores Textiles, garments and leather goods Computer hardware and networking Biotechnology Vehicles Mining, coal and steel industry Agriculture and fishery Any differences in the percentage of Net Assets are the result of roundings.

37 Credit Suisse (Lux) Global Balanced Convertible Bond Fund Page 37 Breakdown by Country and Economic Sector of the Investments in Securities Statement of Investments in Securities and Other Net Assets Statement of Investments in Securities and Other Net Assets Description Quantity / (in ) % of net assets Description Quantity / (in ) % of net assets Securities listed on a stock exchange or other organised markets: Bonds Bonds AABAR INVEST 4%/ ,500,000 6,612, JPY ABC-MART (reg. -S-) 0%/ ,000,000 1,341, ACCIONA 3%/ ,000,000 1,391, ACS ACTIVIDADES FINANCE (reg. -S-) 1,000,000 1,297, %/ ACS ACTIVIDADES FINANCE 2.625%/13-2,500,000 3,437, ADIDAS 0.25%/ ,600,000 3,705, ADVANCED SEMICONDUCTOR ENGINEERING 1,400,000 1,696, (reg. -S-) 0%/ JPY ADVANTEST CORPORATION 0%/ ,000, , AIR FRANCE - KLM 2.03%/ ,060,000 2,864, AKAMAI TECHNOLOGIES -144A- 0%/14-2,500,000 2,587, ALCATEL-LUCENT 0.125%/ ,020,000 4,837, JPY ALPS ELECTRIC 0%/ ,000,000 1,157, AMERICAN REALTY CAPITAL PROPERTIES 2,000,000 1,817, %/ ANNALY CAPITAL MANAGEMENT 5%/12-1,750,000 1,762, ARES CAPITAL 5.75%/ ,300,000 1,347, JPY ASICS 0%/ ,000,000 1,048, HKD ASM PACIFIC TECHNO (reg. -S-) 2%/14-12,000,000 1,641, AYC FINANCE 0.5%/ ,000,000 1,087, THB BANGKOK DUSIT MEDICAL SERVICES PUBLIC 40,000,000 1,231, CO LTD 0%/ BES FINANCE 3.5%/ ,500,000 1,493, BILLION EXPRESS INVESTMENT (reg. -S-) 6,000,000 6,057, %/ BLACKROCK KELSO CAPITAL 5.5%/13-2,000,000 2,044, GBP BRITISH LAND 1.5%/ ,500,000 2,765, CAJA DE AHORROS Y PENSIONES DE 2,000,000 2,837, BARCELONA 1%/ SGD CAPITALAND (reg. -S-) 1.95%/ ,000,000 2,333, CEMEX SAB DE CV (subordinated) 4.875%/11-1,000,000 1,140, CEPHEID -144A- 1.25%/ ,500,000 2,789, CEZ FINANCE 0%/ ,000,000 2,477, CHINA OVERSEAS FINANCE 0%/ ,000,000 3,247, CITRIX SYSTEMS -144A- 0.5%/ ,000,000 5,243, COBALT INTERNATIONAL ENERGY 3.125%/14-3,000,000 2,114, CONCUR TECHNOLOGIES 0.5%/ ,500,000 1,982, CREDIT AGRICOLE 0%/ ,127,270 1,568, CTRIP.COM INTERNATIONAL 1.25%/13-3,000,000 3,097, CUBIST PHARMACEUTICALS 1.875%/14-1,500,000 1,801, DEUTSCHE POST 0.6%/ ,500,000 5,976, DP WORLD 1.75%/ ,000,000 4,284, ELECTRONIC ARTS INDUSTRIES 0.75%/11-2,400,000 3,418, ENI SPA 0.625%/ ,000,000 5,291, ENI 0.25%/ ,000,000 3,726, ENN ENERGY HOLDINGS 0%/ ,500,000 1,694, EPISTAR 0%/ ,000,000 1,099, FONCIERE DES REGIONS 3.34%/11-1,631,340 2,223, FRESENIUS cv 0%/ ,500,000 4,840, FRESENIUS MEDICAL CARE 1.125%/14-1,000,000 1,341, JPY FUKUYAMA TRANSPORT (reg. -S-) 0%/12-50,000, , GAGFAH 1.5%/ ,500,000 2,106, GBL VERWALTUNG 1.25%/ ,500,000 5,027, GENERAL CABLE (subordinated) STEP DOWN 1,100, , GILEAD SCIENCES 1.625%/ ,000 1,762, GLENCORE FINANCE (reg. -S-) 5%/09-4,000,000 4,015, JPY GS YUASA 0%/ ,000, , HKD HENGAN INTERNATIONAL GROUP 0%/13-20,000,000 2,653, HKEX INTERNATIONAL (reg. -S-) 0.5%/12-1,800,000 2,132, HOLOGIC 2%/ ,500,000 3,888, ILLUMINA -144A- 0%/ ,000,000 2,226, ILLUMINA -144A- 0.5%/ ,000,000 2,297, IMMOFINANZ 4.25%/ ,000 2,713, SGD INDAH CAPITAL 0%/ ,000,000 1,628, SEK INDUSTRIVAERDEN 0%/ ,000,000 2,165, INDUSTRIVAERDEN 1.875%/ ,000,000 2,608, INTEL (subordinated) 2.95%/ ,000,000 2,655, INTEL (subordinated) 3.25%/ ,000,000 3,592, INTERNATIONAL CONSOLIDATED AIRLINES 1,200,000 2,163, GROUP 1.75%/ GBP INTU 2.5%/ ,000,000 1,754, JARDEN (subordinated) -144A %/14-2,500,000 2,644, JAZZ INVESTMENTS I -144A %/14-2,000,000 2,349, JDS UNIPHASE 0.625%/ ,000,000 2,076, JOYO BANK 0%/ ,200,000 1,203, Any differences in the percentage of Net Assets are the result of roundings. JUST ENERGY GROUP (reg. -S-) 6.5%/14-1,200,000 1,045, CNY KAISA GROUP (reg. -S-) S %/10-5,000, , JPY KAWASAKI KISEN 0%/ ,000,000 1,252, LAM RESEARCH 0.5%/ ,000,000 2,772, LAM RESEARCH 1.25%/ ,300,000 1,894, LIBERTY INTERACTIVE 0.75%/ ,000,000 4,227, LIBERTY MEDIA -144A %/ ,500,000 3,508, HKD LOGO STAR cv 1.5%/ ,000,000 3,557, KRW LOTTE SHOPPING (reg. -S-) 0%/ ,000,000, , LUKOIL INTERNATIONAL FINANCE (reg. -S-) 5,000,000 4,913, %/ MAGYAR NEMZETI VAGYONKEZELO 3,000,000 3,837, %/ MARINE HARVEST 0.875%/ ,000,000 2,959, MARINE HARVEST 2.375%/ ,200,000 2,047, MISARTE 3.25%/ ,238,400 3,567, MOLINA HEALTH 1.125%/ ,000,000 2,681, JPY NAGOYA RAILROAD (reg. -S-) 0%/13-100,000,000 1,049, NATIONAL BANK OF ABU DHABI (reg. -S-) 1,600,000 1,740, %/ JPY NIDEC (reg. -S-) 0%/ ,000,000 4,373, AUD NOVION RE 5.75%/ ,000, , NVIDIA -144A- 1%/ ,500,000 6,431, OCI NV 3.875%/ ,000,000 1,341, OHL INVESTMENT (reg. -S-) 4%/ ,400,000 1,708, PALO ALTO NETWORKS -144A- 0%/14-2,000,000 2,568, PARPUBLICA - PARTICIPACOES PUBLICAS - 3,000,000 4,070, SGPS 5.25%/ PRICELINE GROUP 0.35%/ ,700,000 4,165, PROLOGIS 3.25%/ ,500,000 1,658, PT JERSEY LIMITE 0.5%/ ,000,000 1,248, QIHOO 360 TECHNOLOGY (reg. -S-) 2.5%/13-2,000,000 2,054, QIHOO 360 TECHNOLOGY -144A- 1.75%/14-1,000, , RAG STIFTUNG 0%/ ,000,000 2,481, RALLYE 1%/ ,287,910 1,756, RED HAT -144A- 0.25%/ ,000,000 3,300, HKD REXLOT HOLDING 4.5%/ ,000,000 2,173, SGD RUBY ASSETS 1.6%/ ,500,000 1,310, SAGERPAR (reg. -S-) 0.375%/ ,500,000 2,000, SALESFORCE.COM 0.25%/ ,000,000 4,540, SANDISK 0.5%/ ,500,000 6,891, JPY SBI HOLDINGS 0%/ ,000, , SEMICONDUCTOR MANUFACTURING 1,500,000 1,708, INTERNATIONAL reg s 0%/ SERVICE NOW cv 0%/ ,000,000 2,210, HKD SHENZHOU INTERNATIONAL GROUP 0.5%/14-14,000,000 1,799, SHIZUOKA BANK (reg. -S-) 0%/ ,500,000 1,472, SIEMENS FINANCIERINGSMAATSCHAPPIJ 6,000,000 6,615, %/ SIEMENS FINANCIERINGSMAATSCHAPPIJ 6,000,000 6,866, %/ SOLIDIUM 0.5%/ ,000,000 2,503, JPY SQUARE ENIX HOLDINGS (reg. -S-) 0%/10-150,000,000 1,289, STARWOOD PROPERTY 4%/ ,000,000 1,121, STARWOOD PROPERTY 4.55%/ ,500,000 2,720, STEINHOFF FINANCE 4%/ ,500,000 4,031, STEINHOFF FINANCE 4.5%/ ,700,000 2,998, STEINHOFF FINANCE 6.375%/ ,000,000 3,540, STMICROELECTRONICS (reg. -S-) 0%/14-2,200,000 2,085, SUNEDISON -144A- 0.25%/ ,000,000 2,075, SWISS LIFE HOLDING 0%/ ,000,000 2,368, JPY TAKASHIMAYA (reg. -S-) 0%/ ,000, , JPY TAKASHIMAYA (reg. -S-) 0%/ ,000, , TECHNIP 0.25%/ ,882,700 3,573, TECHNIP 0.5%/ ,200 1,237, TESLA MOTORS 0.25%/ ,500,000 6,280, TEVA PHARMACEUTICAL FINANCE 0.25%/06-1,800,000 2,443, HKD TONG JIE (reg. -S-) 0%/ ,000,000 1,817, JPY TOPPAN PRINTING 0%/ ,000, , JPY TOPPAN PRINTING 0%/ ,000,000 1,283, JPY TORAY INDUSTRIES cv 0%/ ,000,000 1,985, JPY TORAY INDUSTRIES 0%/ ,000,000 1,568, TUI (reg. -S-) 2.75%/ ,185,200 1,766, GBP TUI TRAVEL 4.90%/ ,500,000 4,939, TWITTER -144A- 0.25%/ ,000,000 2,703, UNIBAIL-RODAMCO 0.75%/ ,607,360 3,879, VERINT SYSTEMS. 1.5%/ ,000,000 1,133, VIPSHOP HOLDING 1.5%/ ,000,000 2,641, YAHOO -144A- 0%/ ,500,000 6,325, JPY YAMADA DENKI 0%/ ,000,000 2,587, YAMAGUCHI FINANCIAL GROUP (reg. -S-) 1,000,000 1,066, %/ JPY YAMATO HOLDINGS 0%/ ,000, , YANDEX -144A %/ ,000,000 1,756,

38 Credit Suisse (Lux) Global Balanced Convertible Bond Fund Page 38 Statement of Investments in Securities and Other Net Assets (Continued) Description Quantity / (in ) % of net assets ZHEN DING TECHNOLOGY HOLDING 0%/ ,000,000 1,009, Bonds 372,807, Securities listed on a stock exchange or other organised markets: Bonds 372,807, Total of Portfolio 372,807, Cash at banks and at brokers 38,236, Other liabilities -30,629, Total net assets 380,414, Any differences in the percentage of Net Assets are the result of roundings.

39 Credit Suisse (Lux) Global Dividend Plus Fund Page 39 Technical Data and Notes Technical Data Valoren ISIN Management Fee Total Expense Ratio A - Distribution LU % 1.85% B - Capitalisation LU % 1.85% DB - Capitalisation LU % 0.06% EB - Capitalisation LU % 0.71% IB - Capitalisation LU % 0.96% BH - Capitalisation LU % 1.85% IBH - Capitalisation LU % 0.88% As at , Credit Suisse SICAV One (Lux) Global Dividend Plus changed its name to CS Investment Funds 2 Credit Suisse (Lux) Global Dividend Plus Fund. There is no management fee for D-shares. For the period from to , the Portfolio Turnover Rate was 30.90%. Fund Performance YTD Since Inception A - Distribution 4.66% / 21.17% 12.76% -2.86% B - Capitalisation 4.66% / 21.15% 12.74% -2.72% DB - Capitalisation / 10.34% / / / EB - Capitalisation 5.72% / 22.58% 14.06% -1.58% IB - Capitalisation 5.50% 29.60% 22.28% / / BH - Capitalisation 4.22% 26.00% 20.30% 11.30% / IBH - Capitalisation 5.15% 34.04% 21.50% 12.39% / Distributions Ex-Date Amount A-Distribution Forward foreign exchange contracts Purchases Sales Maturity Counterparty (in ) 11,841,669-12,661, , , , , , , , , , , , , , ,544-27, , , ,735-32,

40 Credit Suisse (Lux) Global Dividend Plus Fund Page 40 Technical Data and Notes Forward foreign exchange contracts Purchases Counterparty 232, , Sales Unrealised loss on forward foreign exchange contracts Maturity (in ) -365,439.78

41 Credit Suisse (Lux) Global Dividend Plus Fund Page 41 Statement of Net Assets in and Fund Evolution Assets Investments in securities at market value 124,946, Cash at banks and at brokers 273, Subscriptions receivable 251, Income receivable 382, Other assets ,853, Liabilities Redemptions payable 44, Provisions for accrued expenses 116, Unrealised loss on forward foreign exchange contracts 365, , Net assets 125,327, Fund Evolution Total net assets 125,327, ,497, ,940, Net asset value per share A - Distribution B - Capitalisation DB - Capitalisation 1, , / EB - Capitalisation 1, , , IB - Capitalisation 1, , , BH - Capitalisation IBH - Capitalisation 1, , , Number of shares outstanding at the end of the period at the beginning of the period Number of shares issued Number of shares redeemed A - Distribution 557, , , , B - Capitalisation 4,143, ,215, , , DB - Capitalisation 29, , EB - Capitalisation 1, , IB - Capitalisation 6, , , BH - Capitalisation 843, , , , IBH - Capitalisation

42 Credit Suisse (Lux) Global Dividend Plus Fund Page 42 Statement of Operations / Changes in Net Assets in For the period from to Net assets at the beginning of the period 125,497, Income Dividends (net) 1,781, Bank interest Securities lending income 39, ,821, Expenses Management fee 696, Custodian and safe custody fees 24, Administration expenses 55, Printing and publication expenses 7, Audit, control, legal, representative bank and other expenses 17, "Taxe d'abonnement" 25, , Net income (loss) 994, Realised gain (loss) Net realised gain (loss) on sales of investments 574, Net realised gain (loss) on forward foreign exchange contracts -934, Net realised gain (loss) on foreign exchange -44, , Net realised gain (loss) 589, Change in net unrealised appreciation (depreciation) Change in net unrealised appreciation (depreciation) on investments -678, Change in net unrealised appreciation (depreciation) on forward foreign exchange contracts -61, , Net increase (decrease) in net assets as a result of operations -149, Subscriptions / Redemptions Subscriptions 10,869, Redemptions -10,763, , Distribution -126, Net assets at the end of the period 125,327,755.18

43 Credit Suisse (Lux) Global Dividend Plus Fund Page 43 Breakdown by Country and Economic Sector of the Investments in Securities Statement of Investments in Securities and Other Net Assets Breakdown by Country USA United Kingdom Switzerland Canada Germany France Singapore Japan Hong Kong Australia Sweden Italy Norway Finland Netherlands Luxembourg Bermuda Total Breakdown by Economic Sector Pharmaceuticals, cosmetics and medical products Banks and other credit institutions Petroleum Telecommunication Insurance companies Electrical appliances and components Electronics and semiconductors Financial, investment and other div. companies Food and soft drinks Tobacco and alcoholic beverages Energy and water supply Aeronautic and astronautic industry Internet, software and IT services Graphics publishing and printing media Computer hardware and networking Chemicals Lodging and catering industry, leisure facilities Traffic and transportation Mechanical engineering and industrial equipment Mining, coal and steel industry Miscellaneous consumer goods Environmental services and recycling Forestry, paper and forest products Retailing, department stores Miscellaneous trading companies Textiles, garments and leather goods Building materials and building industry Investment trusts/funds Total Any differences in the percentage of Net Assets are the result of roundings Statement of Investments in Securities and Other Net Assets Description Quantity / (in ) % of net assets Securities listed on a stock exchange or other organised markets: Shares (and equity-type securities) Shares (and equity-type securities) ABBVIE 32,209 2,228, ALLIANZ SE (reg. shares) (restricted) 5, , ALTRIA GROUP 42,270 2,124, AMERICAN ELECTRIC POWER 19,290 1,110, JPY AOZORA BANK 263, , ARTHUR J.GALLAGHER 23,235 1,114, ATLANTIA 23, , AT&T 44,255 1,565, GBP BAE SYSTEMS 188,358 1,419, BANK OF HAWAII 17,991 1,036, CAD BANK OF MONTREAL 14,604 1,074, CAD BANK OF NOVA SCOTIA 21,430 1,324, BASF (reg. shares) 14,404 1,311, CAD BCE 19, , GBP BHP BILLITON 40, , HKD BOC HONG KONG 288,500 1,019, GBP BRITISH AMERICAN TOBACCO 27,469 1,632, CA 41,311 1,286, JPY CANON 27, , CASINO GUICHARD PERRACHON 5, , CENTURYLINK 20, , CHEVRON 22,040 2,399, CNP ASSURANCES 36, , SGD COMFORTDELGRO CORPORATION 379, , CONOCOPHILLIPS 23,078 1,524, DARDEN RESTAURANTS 23,692 1,350, SGD DBS GROUP HOLDINGS 73,424 1,116, DU PONT (E.I.) DE NEMOURS 19,651 1,403, DUKE ENERGY 10, , ELI LILLY & CO 19,722 1,343, ELISA -A- 17, , EMERSON ELECTRIC 17,195 1,096, ENI 35, , GARMIN (reg. shares) 29,294 1,678, GDF SUEZ 15, , GENERAL ELECTRIC 78,567 2,081, GENERAL MILLS 12, , GIVAUDAN (reg. shares) 561 1,002, NOK GJENSIDIGE FORSIKRING ASA 59,726 1,025, GBP GLAXOSMITHKLINE 71,837 1,670, CAD GREAT WEST LIFECO 29, , HKD HANG SENG BANK 45, , GBP HSBC HOLDINGS 170,685 1,702, CAD IGM FINANCIAL 30,741 1,281, INTEL 88,250 3,287, GBP INTERMEDIATE CAPITAL GROUP 128, , JP MORGAN CHASE 37,682 2,266, SGD KEPPEL 80, , KIMBERLY-CLARK 11,489 1,339, KRAFT FOODS 20,431 1,229, JPY LAWSON 8, , LEGGETT & PLATT 44,131 1,857, LOCKHEED MARTIN 11,722 2,245, MATTEL 37,478 1,182, MAXIM INTEGRATED PRODUCTS 24, , MCDONALD'S 16,764 1,622, MERCK & CO 47,910 2,893, MICROCHIP TECHNOLOGY 40,414 1,824, MICROSOFT 75,903 3,628, MUENCHENER RUECKVERSICHERUNGS- 6,558 1,354, GESELLSCHAFT (reg. shares) (restricted) GBP NATIONAL GRID 70,019 1,019, NESTLE (reg. shares) 16,499 1,242, NOVARTIS (reg. shares) 27,482 2,666, NUCOR 15, , AUD ORICA 25, , NOK ORKLA 73, , PAYCHEX 26,565 1,259, GBP PEARSON 37, , PEOPLES UNITED FINANCIAL 63, , PHILIP MORRIS INTERNATIONAL 8, , HKD POWER ASSETS HOLDINGS 72, , PPL 18, , PROSIEBEN SAT.1 MEDIA 35,284 1,510, ROCHE HOLDINGS (cert. shares) 8,341 2,505, ROYAL DUTCH SHELL -A- 65,036 2,176, SAMPO -A- 18, , JPY SANKYO 14, , SANOFI 17,431 1,691, SES 24, , SIEMENS (reg. shares) 6, , SGD SINGAPORE POST 535, , SGD SINGAPORE TELECOMMUNICATIONS 158, , SNAM 92, , SEK SWEDBANK -A- 47,248 1,241,

44 Credit Suisse (Lux) Global Dividend Plus Fund Page 44 Statement of Investments in Securities and Other Net Assets (Continued) Description Quantity / (in ) % of net assets AUD SYDNEY AIRPORT (stapled security) 167, , SYSCO 18, , JPY TAKEDA PHARMACEUTICAL 18, , SEK TELEFON LM ERICSSON -B- 87,267 1,101, AUD TELSTRA 150, , CAD THOMSON REUTERS 32,995 1,319, TOTAL 24,087 1,350, CAD TRANSCANADA 32,055 1,530, UNILEVER (cert. shares) 24,686 1,008, SGD UNITED OVERSEAS BANK 40, , CAD VERMILION ENERGY INC 14, , VINCI 12, , GBP VODAFONE GROUP 299,460 1,097, HKD VTECH HOLDINGS 65, , WASTE MANAGEMENT 27,848 1,357, AUD WESTPAC BANKING 32, , HKD YUE YUEN INDUSTRIAL (HOLDINGS) 205, , ZURICH INSURANCE GROUP (reg. shares) 5,716 1,796, M 8,380 1,341, Shares (and equity-type securities) 124,275, Securities listed on a stock exchange or other organised markets: Shares (and equity-type securities) 124,275, Securities listed on a stock exchange or other organised markets: Investment funds Fund units (Open-End) SPDR S&P 500 TRUST (units) 1 3, , Fund units (Open-End) 671, Securities listed on a stock exchange or other organised markets: Investment funds 671, Total of Portfolio 124,946, Cash at banks and at brokers 273, Other net assets 107, Total net assets 125,327, Any differences in the percentage of Net Assets are the result of roundings.

45 Credit Suisse (Lux) Global Emerging Market Fund Page 45 Technical Data and Notes Technical Data Valoren ISIN Management Fee Total Expense Ratio B - Capitalisation LU % 2.21% EB - Capitalisation LU % 1.06% IB - Capitalisation LU % 1.20% BH - Capitalisation LU % 2.21% As at , Credit Suisse SICAV One (Lux) Global Emerging Markets changed its name to CS Investment Funds 2 Credit Suisse (Lux) Global Emerging Market Fund. For the period from to , the Portfolio Turnover Rate was 90.74%. Fund Performance YTD Since Inception B - Capitalisation 3.55% / -1.00% 13.31% % EB - Capitalisation 4.55% / 0.47% 14.96% % IB - Capitalisation 4.45% / 0.02% 14.47% % BH - Capitalisation 3.28% 3.33% -1.46% / / Forward foreign exchange contracts Purchases Sales Maturity Counterparty (in ) 1,820,188-2,353, , ,605-85, , ,179-46, , ,203-47, ,371-24, ,970-25, ,904-55, , ,302-57, , ,868-47, ,805-99, ,698-56, Unrealised loss on forward foreign exchange contracts -86,194.28

46 Credit Suisse (Lux) Global Emerging Market Fund Page 46 Statement of Net Assets in and Fund Evolution Assets Investments in securities at market value 324,945, Cash at banks and at brokers 7,035, Subscriptions receivable 176, Income receivable 227, ,385, Liabilities Due to banks and to brokers 1,672, Redemptions payable 924, Provisions for accrued expenses 611, Unrealised loss on forward foreign exchange contracts 86, ,294, Net assets 329,090, Fund Evolution Total net assets 329,090, ,090, ,561, Net asset value per share B - Capitalisation EB - Capitalisation 1, , , IB - Capitalisation 1, , , BH - Capitalisation Number of shares outstanding at the end of the period at the beginning of the period Number of shares issued Number of shares redeemed B - Capitalisation 2,919, ,739, , ,307, EB - Capitalisation 268, , , , IB - Capitalisation 4, , , , BH - Capitalisation 16, , , ,

47 Credit Suisse (Lux) Global Emerging Market Fund Page 47 Statement of Operations / Changes in Net Assets in For the period from to Net assets at the beginning of the period 451,090, Income Dividends (net) 7,503, Securities lending income 57, ,561, Expenses Management fee 2,127, Custodian and safe custody fees 238, Administration expenses 232, Printing and publication expenses 14, Interest, dividends and bank charges 17, Audit, control, legal, representative bank and other expenses 44, "Taxe d'abonnement" 27, ,703, Net income (loss) 4,857, Realised gain (loss) Net realised gain (loss) on sales of investments 7,156, Net realised gain (loss) on forward foreign exchange contracts -190, Net realised gain (loss) on foreign exchange -131, ,833, Net realised gain (loss) 11,691, Change in net unrealised appreciation (depreciation) Change in net unrealised appreciation (depreciation) on investments -8,952, Change in net unrealised appreciation (depreciation) on forward foreign exchange contracts -33, ,986, Net increase (decrease) in net assets as a result of operations 2,705, Subscriptions / Redemptions Subscriptions 39,141, Redemptions -163,846, ,704, Net assets at the end of the period 329,090,903.09

48 Credit Suisse (Lux) Global Emerging Market Fund Page 48 Breakdown by Country and Economic Sector of the Investments in Securities Statement of Investments in Securities and Other Net Assets Breakdown by Country Taiwan Brazil People's Republic of China South Korea Thailand Cayman Islands Turkey South Africa Luxembourg France Russia Singapore Hong Kong Bermuda India Mexico Chile Colombia Israel Indonesia Panama United Kingdom Japan USA United Arab Emirates Total Mortgage and funding institutions (MBA, ABS) Total Breakdown by Economic Sector Banks and other credit institutions Petroleum Electronics and semiconductors Financial, investment and other div. companies Investment trusts/funds Vehicles Telecommunication Internet, software and IT services Retailing, department stores Pharmaceuticals, cosmetics and medical products Building materials and building industry Energy and water supply Miscellaneous services Computer hardware and networking Real estate Insurance companies Non-ferrous metals Electrical appliances and components Miscellaneous consumer goods Agriculture and fishery Traffic and transportation Food and soft drinks Mining, coal and steel industry Mechanical engineering and industrial equipment Forestry, paper and forest products Photographic and optics Any differences in the percentage of Net Assets are the result of roundings.

49 Credit Suisse (Lux) Global Emerging Market Fund Page 49 Breakdown by Country and Economic Sector of the Investments in Securities Statement of Investments in Securities and Other Net Assets Statement of Investments in Securities and Other Net Assets Description Quantity / (in ) % of net assets Description Quantity / (in ) % of net assets Securities listed on a stock exchange or other organised markets: Shares (and equity-type securities) Shares (and equity-type securities) AED ABU DHABI COMMERICAL BANK 782,000 1,564, HKD AGRICULTURAL BANK OF CHINA -H- 8,239,000 3,909, KRW AMOREPACIFIC (new) 2,000 4,512, TWD ASUSTEK COMPUTER 442,000 4,813, BAIDU.COM ADR 14,000 3,431, BRL BANCO DO BRASIL 637,000 7,331, BANCO LATINOAMERICANO DE 100,000 3,219, EXPORTACIONES -E- THB BANGKOK BANK PUBLIC (nvdr) 857,000 5,272, HKD BANK OF CHINA -H- 8,758,000 4,517, TWD CATCHER TECHNOLOGY 205,000 1,735, HKD CHINA CITIC BANK -H- 6,423,000 4,778, HKD CHINA COMMUNICATIONS CONSTRUCTION -H- 2,011,000 2,012, HKD CHINA FIBER OPTIC NETWORK SYSTEM 7,117,000 1,973, HKD CHINA HONGQIAO GROUP 2,736,000 2,085, HKD CHINA NATIONAL BUILDING MATERIAL -H- 3,971,000 3,881, HKD CHINA PETROLEUM & CHEMICAL -H- 4,319,000 3,536, HKD CHINA RESOURCES CEMENT HOLDINGS 3,153,000 2,162, HKD CHINA SINGYES SOLAR TECHNOLOGIES 1,341,000 2,258, HOLDINGS HKD CHONGQING RURAL COMMERCIAL BANK -H- 4,935,000 2,793, BRL CIA ENERGETICA DE MINAS GERAIS (pref. 615,797 3,365, shares) BRL CIELO 269,000 4,589, HKD CNOOC 1,642,000 2,401, KRW COM2US 17,000 2,086, HKD COUNTRY GARDEN HOLDINGS 3,912,000 1,634, BRL CYRELA BRAZIL REALTY 422,000 2,039, SGD DBS GROUP HOLDINGS 251,000 3,818, ECOPETROL ADR 187,000 3,794, TRY EMLAK KONUT GAYRIMENKUL YATIRIM 2,857,000 3,633, CLP ENERSIS 13,883,000 4,630, GAZPROM OAO (reg. shares) -S- ADR 435,000 2,542, TWD GRAPE KING 492,000 2,042, KRW HANSSEM 25,000 2,628, TWD HON HAI PRECISION INDUSTRY 3,078,240 9,648, HKD HUABAO INTERNATIONAL HOLDINGS 3,756,000 3,327, HKD HUANENG POWER INTERNATIONAL 5,133,000 6,016, HKD HUTCHISON WHAMPOA 219,000 2,744, KRW HYUNDAI FIRE & MARINE INSURANCE 68,000 1,635, KRW HYUNDAI MOTOR 20,000 3,231, INDIABULLS HOUSING (REG.-S-) 47, , BRL ITAU UNIBANCO HOLDING (pref. shares) 441,800 6,619, JA SOLAR HOLDINGS ADR 250,000 2,170, JARDINE STRATEGIC HOLDINGS 62,000 2,268, HKD JINTIAN PHARMACEUTICAL GROUP 4,102,000 1,645, KRW KIA MOTORS 89,000 4,474, TWD KING'S TOWN BANK 2,398,000 2,545, BRL KROTON EDUCACIONAL (conv. shares) 955,000 6,647, THB KRUNG THAI BANK (nvdr) 7,075,000 5,149, KRW KT CORPORATION 135,000 3,966, TWD LARGAN PRECISION 23,000 1,772, KRW LG DISPLAY 129,000 3,952, KRW LG INNOTEK 27,000 2,434, LUKOIL ADR 172,000 8,004, TWD MERIDA INDUSTRY 435,200 2,981, BRL MRV ENGENHARIA 907,000 3,010, ZAR MTN GROUP 229,000 4,522, MXN OHL MEXICO SAB DE CV 885,000 2,032, GBP OLD MUTUAL 819,000 2,569, TWD PEGATRON 1,290,000 2,992, JPY PIGEON 37,000 2,278, BRL PORTO SEGURO 236,000 2,850, IDR PT INDOFOOD SUKSES MAKMUR 6,023,000 3,306, THB PTT GLOBAL CHEMICAL PUBLIC (nvdr) 2,756,000 5,392, THB PTT PUBLIC COMPANY LIMITED (nvdr) 403,000 4,700, KRW SAMSUNG ELECTRONICS 2,830 3,287, ZAR SAPPI 547,000 2,045, SGD SEMBCORP INDUSTRIES 1,349,000 4,729, HKD SHIMAO PROPERTY HOLDINGS 1,130,000 2,704, TWD SINOPAC HOLDINGS 7,148,335 3,002, SOHU.COM 39,000 1,973, ZAR SPAR GROUP 387,000 5,519, HKD SUN HUNG KAI 4,427,000 3,305, TWD TAIWAN SEMICONDUCTOR MANUFACTURING 3,063,725 14,008, TARO PHARMACEUTICAL INDUSTRIES 25,000 3,587, TATA MOTORS ADR 157,000 7,168, TRY TEKFEN HOLDING 921,000 2,504, HKD TENCENT HOLDINGS 229,000 3,661, THB THAI UNION FROZEN (nvdr) 1,580,000 4,174, ZAR THE FOSCHINI GROUP 209,000 2,754, TRY TUPRAS 174,000 3,931, TRY TURK TELEKOMUNIKASYON 1,881,000 6,023, TRY TURKIYE IS BANKASI -C VALE ADR 265,500 2,392, MXN WAL-MART DE MEXICO -V- 2,103,000 4,501, Any differences in the percentage of Net Assets are the result of roundings. HKD YINGDE GASES GROUP 2,193,000 1,654, Shares (and equity-type securities) 303,161, Securities listed on a stock exchange or other organised markets: Shares (and equity-type securities) 303,161, Securities listed on a stock exchange or other organised markets: Investment funds Fund units (Open-End) DB X-TRACKERS S&P CNX NIFTY -1C- 78,600 11,044, LYXOR INTERNATIONAL ASSET MANAGEMENT - LYXOR ETF MSCI INDIA -A- 618,000 10,739, Fund units (Open-End) 21,783, Securities listed on a stock exchange or other organised markets: Investment funds 21,783, Total of Portfolio 324,945, Cash at banks and at brokers 7,035, Due to banks and to brokers -1,672, Other liabilities -1,217, Total net assets 329,090,

50 Credit Suisse (Lux) Global Emerging Market Property Fund Page 50 Technical Data and Notes Technical Data Valoren ISIN Management Fee Total Expense Ratio B - Capitalisation LU % 2.40% DB - Capitalisation LU % 0.17% EB - Capitalisation LU % 1.03% IB - Capitalisation LU % 1.40% BH - Capitalisation LU % 2.40% BH - Capitalisation LU % 2.41% As at , Credit Suisse SICAV One (Lux) Global Emerging Market Property changed its name to CS Investment Funds 2 Credit Suisse (Lux) Global Emerging Market Property Fund. There is no management fee for D-shares. For the period from to , the Portfolio Turnover Rate was 67.88%. Fund Performance YTD Since Inception B - Capitalisation 8.37% / % 40.92% % DB - Capitalisation 10.53% 7.74% % 43.94% / EB - Capitalisation 9.68% 5.03% / / / IB - Capitalisation 9.29% / % 42.43% % BH - Capitalisation 7.86% / % 38.88% % BH - Capitalisation 8.15% / % 40.00% % Forward foreign exchange contracts Purchases Sales Maturity Counterparty (in ) 748, , , ,325,673-1,714, , , , , ,087-15, ,277-29, , ,897-35, ,417-15, ,837-12, ,705-13, ,261-35, , ,472-13, ,735-12, ,886-32,

51 Credit Suisse (Lux) Global Emerging Market Property Fund Page 51 Technical Data and Notes Forward foreign exchange contracts Purchases Counterparty 35,781-44, ,427-17, ,820-36, ,369-12, ,772-26, ,485-68, Sales Unrealised loss on forward foreign exchange contracts Maturity (in ) -78,167.14

52 Credit Suisse (Lux) Global Emerging Market Property Fund Page 52 Statement of Net Assets in and Fund Evolution Assets Investments in securities at market value 38,645, Cash at banks and at brokers 1,207, Subscriptions receivable 1, Income receivable 41, ,896, Liabilities Due to banks and to brokers 0.01 Redemptions payable 49, Provisions for accrued expenses 79, Unrealised loss on forward foreign exchange contracts 78, Other liabilities , Net assets 39,689, Fund Evolution Total net assets 39,689, ,231, ,664, Net asset value per share B - Capitalisation DB - Capitalisation 1, , , EB - Capitalisation 1, / IB - Capitalisation , BH - Capitalisation BH - Capitalisation Number of shares outstanding at the end of the period at the beginning of the period Number of shares issued Number of shares redeemed B - Capitalisation 492, , , , DB - Capitalisation 22, , EB - Capitalisation 5, , IB - Capitalisation 3, , BH - Capitalisation 80, , , , BH - Capitalisation 175, , , ,

53 Credit Suisse (Lux) Global Emerging Market Property Fund Page 53 Statement of Operations / Changes in Net Assets in For the period from to Net assets at the beginning of the period 40,231, Income Dividends (net) 813, Bank interest Securities lending income 13, , Expenses Management fee 106, Custodian and safe custody fees 22, Administration expenses 15, Printing and publication expenses Audit, control, legal, representative bank and other expenses 8, "Taxe d'abonnement" 3, , Net income (loss) 669, Realised gain (loss) Net realised gain (loss) on sales of investments -1,011, Net realised gain (loss) on forward foreign exchange contracts -204, Net realised gain (loss) on foreign exchange -7, ,224, Net realised gain (loss) -554, Change in net unrealised appreciation (depreciation) Change in net unrealised appreciation (depreciation) on investments 2,357, Change in net unrealised appreciation (depreciation) on forward foreign exchange contracts -12, ,344, Net increase (decrease) in net assets as a result of operations 1,789, Subscriptions / Redemptions Subscriptions 663, Redemptions -2,995, ,331, Net assets at the end of the period 39,689,071.12

54 Credit Suisse (Lux) Global Emerging Market Property Fund Page 54 Breakdown by Country and Economic Sector of the Investments in Securities Statement of Investments in Securities and Other Net Assets Breakdown by Country Cayman Islands Hong Kong South Africa United Arab Emirates Philippines Brazil Indonesia Thailand Mexico People's Republic of China Malaysia Austria Turkey Bermuda Jersey Russia Total Breakdown by Economic Sector Real estate Building materials and building industry Financial, investment and other div. companies Investment trusts/funds Forestry, paper and forest products Miscellaneous services Traffic and transportation Retailing, department stores Total Statement of Investments in Securities and Other Net Assets Description Quantity / (in ) % of net assets Securities listed on a stock exchange or other organised markets: Shares (and equity-type securities) Shares (and equity-type securities) AED ALDAR PROPERTIES PJSC 595, , BRL ALIANSCE SHOPPING CENTERS 20, , THB ASIAN PROPERTY DEVELOPMENT PUBLIC 580, , (nvdr) ATRIUM OPEAN REAL ESTATE 53, , ZAR ATTACQ 133, , PHP AYALA LAND 1,703,755 1,290, MXN BANCO NACIONAL DE MEXICO S ,700 32, BRL BR MALLS PARTICIPACOES 144,774 1,036, BRL BR PROPERTIES 72, , IDR BUMI SERPONG DAMAI 1,726, , ZAR CAPITAL PROPERTY FUND 494, , THB CENTRAL PATTANA PUBLIC (nvdr) 478, , HKD CHINA OVERSEAS LAND & INVESTMENT 1,145,302 3,441, HKD CHINA RESOURCES LAND 618,343 1,562, HKD CHINA VANKE -H- 358, , HKD CIFI HOLDINGS GROUP 1,012, , IDR CIPUTRA PROPERTY TBK PT 605,976 41, MXN CONSORCIO ARA HKD COUNTRY GARDEN HOLDINGS 1,103, , BRL CYRELA BRAZIL REALTY 62, , MXN DEUTSCHE BANK MEXICO INSTITUCION DE 124, , BANCA MULTIPLE DIVISION FIDUCIARIA S. 13 MXN DEUTSCHE BANK MEXICO S , , BRL DIRECIONAL ENGENHARIA 36, , MYR EASTERN & ORIENTAL 177, , AED EMAAR PROPERTIES 1,193,894 3,559, TRY EMLAK KONUT GAYRIMENKUL YATIRIM 531, , HKD EVERGRANDE REAL ESTATE GROUP 1,597, , MXN FIBRA UNO ADMINISTRACON 595,500 2,004, BRL GAFISA 188, , HKD GREENTOWN CHINA 250, , ZAR GROWTHPOINT PROPERTIES (units) 461,619 1,157, GRUPPA KOMPANY PIK 23,134 83, HKD GUANGZHOU R&F PROPERTIES -H- 274, , BRL HELBOR EMPREENDIMENTOS 41,690 90, ZAR HYPROP INVESTMENTS 77, , BRL IGUATEMI EMPRESA DE SHOPPING CENTERS 15, , MYR IJM LAND BHD 224, , IMMOFINANZ IMMOBILIEN ANLAGEN 256, , HKD K. WAH INTERNATIONAL HOLDINGS 560, , HKD KAISA GROUP HOLDINGS 1,585, , MYR KLCC REIT 118, , HKD KWG PROPERTY HOLDING 768, , THB LAND AND HOUSE (nvdr) 1,184, , HKD LONGFOR PROPERTIES 128, , MYR MAH SING GROUP 212, , PHP MEGAWORLD CORPORATION 6,813, , BRL MRV ENGENHARIA 134, , BRL MULTIPLAN EMPREENDIMENTOS 21, , IMOBILIARIOS MYR PAVILION REIT 449, , BRL PDG REALTY EMPREENDIMENTOS E 125,300 53, PARTICIPACOES HKD POLY PROPERTY GROUP 371, , HKD POWERLONG REAL ESTATE HOLDINGS 519,000 74, THB PRUKSA REAL ESTATE PUBLIC COMPANY (for. 346, , reg.) IDR PT ALAM SUTERA REALTY 3,210, , IDR PT CIPUTRA DEVELOPMENT 5,235, , IDR PT LIPPO KARAWACI TBK 5,121, , IDR PT PAKUWON JATI TBK 8,766, , IDR PT SUMMARECON AGUNG TBK 5,522, , THB QUALITY HOUSES PUBLIC (reg. shares) 3,145, , ZAR REDEFINE PROPERTIES 647, , ZAR RESILIENT PROPERTY INCOME FUND LTD 132,683 1,055, PHP ROBINSONS LAND 836, , ZAR SA CORPORATE REAL ESTATE FUND (units) 640, , HKD SHANGHAI INDUSTRIAL URBAN 874, , DEVELOPMENT GROUP HKD SHENZHEN INVESTMENT 606, , HKD SHIMAO PROPERTY HOLDINGS 364, , HKD SINO-OCEAN LAND HOLDINGS 1,240, , PHP SM PRIME HOLDINGS 1,799, , MYR SP SETIA 228, , HKD SUNAC CHINA 1,075, , THB SUPALAI PUBLIC (nvdr) 627, , PHP VISTA LAND & LIFESCAPES 749, , THB WHA CORPORATION PUBLIC COMPANY (nvdr) 11,925 13, HKD WUZHOU INTERNATIONAL HOLDINGS 1,484, , HKD YUEXIU PROPERTY 976, , Shares (and equity-type securities) 38,645, Securities listed on a stock exchange or other organised markets: Shares (and equity-type securities) 38,645, Total of Portfolio 38,645, Any differences in the percentage of Net Assets are the result of roundings.

55 Credit Suisse (Lux) Global Emerging Market Property Fund Page 55 Statement of Investments in Securities and Other Net Assets (Continued) Description Quantity / (in ) % of net assets Cash at banks and at brokers 1,207, Due to banks and to brokers / Other liabilities -164, Total net assets 39,689, Any differences in the percentage of Net Assets are the result of roundings.

56 Credit Suisse (Lux) Global Fund Page 56 Technical Data and Notes Technical Data Valoren ISIN Management Fee Total Expense Ratio B - Capitalisation LU % 1.83% EB - Capitalisation LU % 0.76% As at , Credit Suisse SICAV One (Lux) Global changed its name to CS Investment Funds 2 Credit Suisse (Lux) Global Fund. For the period from to , the Portfolio Turnover Rate was %. Fund Performance YTD Since Inception B - Capitalisation 8.76% 9.04% EB - Capitalisation 9.85% 10.13%

57 Credit Suisse (Lux) Global Fund Page 57 Statement of Net Assets in and Fund Evolution Assets Investments in securities at market value 21,797, Cash at banks and at brokers 400, Income receivable 26, ,223, Liabilities Due to banks and to brokers Provisions for accrued expenses 10, , Net assets 22,213, Fund Evolution Total net assets 22,213, ,283, Net asset value per share B - Capitalisation EB - Capitalisation 1, , Number of shares outstanding at the end of the period at the beginning of the period Number of shares issued Number of shares redeemed B - Capitalisation 11, , , EB - Capitalisation 19, ,

58 Credit Suisse (Lux) Global Fund Page 58 Statement of Operations / Changes in Net Assets in For the period from to Net assets at the beginning of the period 21,283, Income Dividends (net) 188, Securities lending income 2, , Expenses Management fee 60, Custodian and safe custody fees 4, Administration expenses 11, Printing and publication expenses Interest, dividends and bank charges Audit, control, legal, representative bank and other expenses 6, "Taxe d'abonnement" 1, , Net income (loss) 106, Realised gain (loss) Net realised gain (loss) on sales of investments 535, Net realised gain (loss) on foreign exchange -10, , Net realised gain (loss) 631, Change in net unrealised appreciation (depreciation) Change in net unrealised appreciation (depreciation) on investments 102, , Net increase (decrease) in net assets as a result of operations 733, Subscriptions / Redemptions Subscriptions 195, Redemptions , Net assets at the end of the period 22,213,101.76

59 Credit Suisse (Lux) Global Fund Page 59 Breakdown by Country and Economic Sector of the Investments in Securities Statement of Investments in Securities and Other Net Assets Breakdown by Country USA Japan Switzerland United Kingdom Canada Germany France Bermuda Netherlands Cayman Islands Sweden Singapore Belgium Hong Kong People's Republic of China Australia Denmark Total Breakdown by Economic Sector Pharmaceuticals, cosmetics and medical products Banks and other credit institutions Telecommunication Food and soft drinks Internet, software and IT services Petroleum Energy and water supply Retailing, department stores Financial, investment and other div. companies Electrical appliances and components Computer hardware and networking Vehicles Aeronautic and astronautic industry Insurance companies Traffic and transportation Healthcare and social services Real estate Miscellaneous services Investment trusts/funds Countries and central governments Textiles, garments and leather goods Miscellaneous consumer goods Forestry, paper and forest products Mortgage and funding institutions (MBA, ABS) Miscellaneous trading companies Total Statement of Investments in Securities and Other Net Assets Description Quantity / (in ) % of net assets Securities listed on a stock exchange or other organised markets: Shares (and equity-type securities) Shares (and equity-type securities) AETNA 4, , APOLLO INVESTMENT 34, , APPLE 6, , ARCHER-DANIELS MIDLAND 6, , ARYZTA 6, , ATWOOD OCEANICS 3, , AXA 12, , CAD BANK OF MONTREAL 1, , AUD BEACH PETROLEUM 200, , BED BATH & BEYOND 4, , BPOST 9, , BUNGE 5, , CAD CANADIAN IMPERIAL BANK OF COMMERCE 4, , CAPITAL ONE FINANCIAL 2, , JPY CENTRAL JAPAN RAILWAY 1, , GBP CENTRICA 67, , CENTURYLINK 7, , HKD CHINA CONSTRUCTION BANK -H- 149, , HKD CHINA PETROLEUM & CHEMICAL -H- 130, , HKD CNOOC 71, , CVS HEALTH 6, , DAIMLER (reg. shares) 2, , ELI LILLY & CO 6, , ENTERGY 5, , FORD MOTOR 19, , FRESENIUS 8, , CAD GENWORTH MI CANADA 6, , GOOGLE , GOOGLE -C , GREENLIGHT CAPITAL RE -A- 7, , HALLIBURTON 5, , HALYARD HEALTH 181 7, HENRY SCHEIN 3, , GBP HIKMA PHARMACEUTICALS 9, , HILLENBRAND 10, , CAD HOME CAPITAL GROUP 3, , ING GROEP (cert. shares) 15, , JP MORGAN CHASE 7, , JPY KDDI 4, , KOHL'S 5, , KONINKLIJKE AHOLD 9, , GBP MEGGITT 14, , GBP MITIE GROUP 53, , JPY MITSUBISHI UFJ FINANCIAL GROUP 44, , JPY M3 14, , NORDSTROM 5, , NOVARTIS (reg. shares) 7, , OCCIDENTAL PETROLEUM 1,250 99, JPY PIGEON 2, , POLARIS INDUSTRIES 1, , PUBLIC SERVICE ENTERPRISE 8, , QUALCOMM 9, , RAYTHEON 5, , GBP ROLLS-ROYCE HOLDINGS 23, , ROSS STORES 2, , DKK SCHOUW & CO 3, , SGD SEMBCORP INDUSTRIES 73, , CAD SHAW COMMUNICATIONS (nv) -B- 16, , HKD SMARTONE TELECOMMUNICATIONS 86, , SOCIETE GENERALE PARIS -A- 2, , JPY SOFTBANK 4, , STARWOOD PROPERTY TRUST 15, , CAD SUNCOR ENERGY 3,000 95, JPY SUNTORY BEVERAGE & FOOD 4, , JPY SUZUKEN 5, , SEK SVENSKA CELLULOSA -B- 6, , TECHNICOLOR 28, , SEK TELEFON LM ERICSSON -B- 17, , HKD TENCENT HOLDINGS 9, , THE PRICELINE GROUP , GBP ULTRA ELECTRONICS HOLDINGS 8, , JPY UNI-CHARM 7, , UNITEDHEALTH GROUP 7, , WAL-MART STORES 3, , WORLD FUEL SERVICES 5, , ZURICH INSURANCE GROUP (reg. shares) 1, , Shares (and equity-type securities) 21,797, Securities listed on a stock exchange or other organised markets: Shares (and equity-type securities) 21,797, Total of Portfolio 21,797, Cash at banks and at brokers 400, Due to banks and to brokers / Any differences in the percentage of Net Assets are the result of roundings.

60 Credit Suisse (Lux) Global Fund Page 60 Statement of Investments in Securities and Other Net Assets (Continued) Description Quantity / (in ) % of net assets Other net assets 15, Total net assets 22,213, Any differences in the percentage of Net Assets are the result of roundings.

61 Credit Suisse (Lux) Global Property Income Maximiser Fund Page 61 Technical Data and Notes Technical Data Valoren ISIN Management Fee Total Expense Ratio A - Distribution LU % 1.89% EA - Distribution LU % 0.94% As at , Credit Suisse SICAV One (Lux) Global Property Income changed its name to CS Investment Funds 2 Credit Suisse (Lux) Global Property Income Maximiser Fund. For the period from to , the Portfolio Turnover Rate was %. Fund Performance YTD Since Inception A - Distribution / 7.57% EA - Distribution / 8.36% Distributions Ex-Date Amount A-Distribution A-Distribution EA-Distribution EA-Distribution Swap contracts Type Payable Maturity Receivable Counterparty (in ) 25,884,277 Neg. var. CSJAGRSU 0.600% Pos. var. CSJAGRSU 67, Credit Suisse International - London - United Kingdom Unrealised gain on swap contracts 67,794.44

62 Credit Suisse (Lux) Global Property Income Maximiser Fund Page 62 Statement of Net Assets in and Fund Evolution Assets Investments in securities at market value 25,798, Cash at banks and at brokers 614, Income receivable 22, Unrealised gain on swaps contracts 67, ,503, Liabilities Provisions for accrued expenses 25, , Net assets 26,477, Fund Evolution Total net assets 26,477, ,018, Net asset value per share A - Distribution EA - Distribution 1, , Number of shares outstanding at the end of the period at the beginning of the period Number of shares issued Number of shares redeemed A - Distribution 1,327, , , , EA - Distribution 12, , ,

63 Credit Suisse (Lux) Global Property Income Maximiser Fund Page 63 Statement of Operations / Changes in Net Assets in For the period from to Net assets at the beginning of the period 17,018, Income Interest on investments in securities (net) 57, Bank interest 1.80 Securities lending income 2, , Expenses Management fee 111, Custodian and safe custody fees 4, Administration expenses 11, Printing and publication expenses Audit, control, legal, representative bank and other expenses 5, "Taxe d'abonnement" 3, , Net income (loss) -76, Realised gain (loss) Net realised gain (loss) on sales of investments -12, Net realised gain (loss) on swap contracts 385, Net realised gain (loss) on foreign exchange , Net realised gain (loss) 296, Change in net unrealised appreciation (depreciation) Change in net unrealised appreciation (depreciation) on investments -13, Change in net unrealised appreciation (depreciation) on swap contracts 25, , Net increase (decrease) in net assets as a result of operations 309, Subscriptions / Redemptions Subscriptions 10,034, Redemptions -166, ,868, Distribution -718, Net assets at the end of the period 26,477,773.91

64 Credit Suisse (Lux) Global Property Income Maximiser Fund Page 64 Breakdown by Country and Economic Sector of the Investments in Securities Statement of Investments in Securities and Other Net Assets Breakdown by Country USA United Kingdom France Norway Canada Sweden Ireland Denmark Netherlands Australia Spain Germany International organisations Hong Kong Total Breakdown by Economic Sector Banks and other credit institutions Countries and central governments Financial, investment and other div. companies Supranational organisations Food and soft drinks Mortgage and funding institutions (MBA, ABS) Cantons, federal states, provinces Traffic and transportation Insurance companies Computer hardware and networking Public non profit institutions Total Statement of Investments in Securities and Other Net Assets Description Quantity / (in ) Securities listed on a stock exchange or other organised markets: Bonds % of net assets Bonds BANK OF CHINA HONG KONG BRANCH FRN 400, , BANK OF ENGLAND O NOTE (reg. -S-) S. 6 1,200,000 1,201, %/ BMW US CAPITAL FRN , , BNP PARIBAS T. 807 FRN , , EIB 0.875%/ , , GECC S. -A- FRN , , IBM FRN , , INTERNATIONAL BANK FOR RECONSTRUCTION 600, , & DEVELOPMENT 2.375%/ INTERNATIONAL FINANCE CORP 2.75%/10-600, , JP MORGAN CHASE T FRN , , KOMMUNALBANKEN AS (reg. -S-) s , , %/ KOMMUNALBANKEN (reg. -S-) s %/12-600, , KOMMUNEKREDIT (reg. -S-) S. -I , , %/ METLIFE INSTITUTIONAL FUNDING II frn , , NETWORK RAIL INFRASTRUCTURE FINANCE 1,000,000 1,000, (reg. -S-) 0.875%/ PEPSICO FRN , , PROVINCE OF ONTARIO 0.95%/ ,000,000 1,003, SWEDEN (reg. -S-) 0.375%/ ,000,000 1,001, US ,800,000 2,799, Bonds 14,223, Securities listed on a stock exchange or other organised markets: Bonds 14,223, Money Market Instruments Money Market Instruments ALLIANZ cp , , BANK OF CHINA , , BARCLAYS BANK , , COMMERZBANK , , CREDIT AGRICOLE CORPORATE AND 500, , INVESTMENT BANK DANSKE BANK , , DB BANK - LONDON BRANCH ,000, , GOLDMAN SACHS cd 0.66%/ , , INSTITUTO DE CREDITO OFICIAL , , INTESA SANPAOLO BANK IRELAND , , KOREA DEV BANK LONDON cd , , LANDESBANK HESSEN-THUERINGEN 500, , LLOYDS BANK , , MIZUHO CORPORATE BANK ,000, , SANTANDER COMMERCIAL PAPER 500, , UNIPERSONAL SOCIETE GENERALE , , STANDARD CHARTERED BANK , , UBS LONDON , , UNICREDIT BANK IRELAND , , UNILEVER ,000, , Money Market Instruments 11,575, Money Market Instruments 11,575, Total of Portfolio 25,798, Cash at banks and at brokers 614, Other net assets 64, Total net assets 26,477, Any differences in the percentage of Net Assets are the result of roundings.

65 Credit Suisse (Lux) Global Security Fund Page 65 Technical Data and Notes Technical Data Valoren ISIN Management Fee Total Expense Ratio B - Capitalisation LU % 2.17% IB - Capitalisation LU % 1.15% BH - Capitalisation LU % 2.17% BH - Capitalisation LU % 2.17% As at , Credit Suisse SICAV One (Lux) Global Security changed its name to CS Investment Funds 2 Credit Suisse (Lux) Global Security Fund. For the period from to , the Portfolio Turnover Rate was -7.58%. Fund Performance YTD Since Inception B - Capitalisation 10.07% 31.07% IB - Capitalisation 11.13% 18.51% BH - Capitalisation 9.62% 30.16% BH - Capitalisation 9.87% 30.45% Forward foreign exchange contracts Purchases Counterparty 15,891,572-16,990, , ,070,036-28,541, ,025, , , , , , , , , , , , , , , , , , , ,120,893-1,671, , , , , , , , , , , , , , , , , , , , , Sales Maturity (in )

66 Credit Suisse (Lux) Global Security Fund Page 66 Technical Data and Notes Forward foreign exchange contracts Purchases Counterparty 227, , , , Sales Unrealised loss on forward foreign exchange contracts Maturity (in ) -1,468,107.63

67 Credit Suisse (Lux) Global Security Fund Page 67 Statement of Net Assets in and Fund Evolution Assets Investments in securities at market value 165,297, Cash at banks and at brokers 3,787, Subscriptions receivable 155, Income receivable 75, Other assets ,316, Liabilities Redemptions payable 586, Provisions for accrued expenses 233, Unrealised loss on forward foreign exchange contracts 1,468, ,288, Net assets 167,028, Fund Evolution Total net assets 167,028, ,953, ,979, Net asset value per share B - Capitalisation IB - Capitalisation 1, , / BH - Capitalisation BH - Capitalisation Number of shares outstanding at the end of the period at the beginning of the period Number of shares issued Number of shares redeemed B - Capitalisation 4,874, ,725, , , IB - Capitalisation 27, , , BH - Capitalisation 941, , , , BH - Capitalisation 1,271, ,356, , ,

68 Credit Suisse (Lux) Global Security Fund Page 68 Statement of Operations / Changes in Net Assets in For the period from to Net assets at the beginning of the period 158,953, Income Dividends (net) 1,178, Bank interest Securities lending income 47, ,226, Expenses Management fee 1,370, Custodian and safe custody fees 35, Administration expenses 85, Printing and publication expenses 5, Audit, control, legal, representative bank and other expenses 19, "Taxe d'abonnement" 41, ,557, Net income (loss) -331, Realised gain (loss) Net realised gain (loss) on sales of investments 4,821, Net realised gain (loss) on forward foreign exchange contracts -3,494, Net realised gain (loss) on foreign exchange -93, ,234, Net realised gain (loss) 902, Change in net unrealised appreciation (depreciation) Change in net unrealised appreciation (depreciation) on investments 7,642, Change in net unrealised appreciation (depreciation) on forward foreign exchange contracts -433, ,209, Net increase (decrease) in net assets as a result of operations 8,112, Subscriptions / Redemptions Subscriptions 22,242, Redemptions -22,280, , Net assets at the end of the period 167,028,214.60

69 Credit Suisse (Lux) Global Security Fund Page 69 Breakdown by Country and Economic Sector of the Investments in Securities Statement of Investments in Securities and Other Net Assets Breakdown by Country USA Israel Germany Spain Netherlands Ireland United Kingdom Sweden Jersey France Switzerland Japan Australia Total Breakdown by Economic Sector Internet, software and IT services Electronics and semiconductors Miscellaneous services Biotechnology Financial, investment and other div. companies Computer hardware and networking Pharmaceuticals, cosmetics and medical products Electrical appliances and components Mechanical engineering and industrial equipment Environmental services and recycling Non-classifiable/non-classified institutions Vehicles Graphics publishing and printing media Building materials and building industry Miscellaneous consumer goods Miscellaneous trading companies Total Statement of Investments in Securities and Other Net Assets Description Quantity / (in ) % of net assets Securities listed on a stock exchange or other organised markets: Shares (and equity-type securities) Shares (and equity-type securities) ADT 75,000 2,620, AUD ALS 200, , SEK AUTOLIV SDR 40,000 3,961, SEK AXIS 130,000 3,380, CELGENE 45,000 5,116, CEPHEID 35,000 1,927, CHECK POINT SOFTWARE TECHNOLOGIES 45,000 3,478, CITRIX SYSTEMS 55,000 3,647, CLEAN HARBORS 55,000 2,571, EMC 140,000 4,249, OFINS SCIENTIFIC 13,000 3,163, GBP EXPERIAN 200,000 3,172, FIREEYE 23, , FLIR SYSTEMS 100,000 3,173, FORTINET 140,000 3,858, GEMALTO 35,000 2,980, GENTEX 85,000 3,022, GEO GROUP REIT 64,000 2,578, GILEAD SCIENCES 45,000 4,514, GRIFOLS -A- 75,000 3,349, HURON CONSULTING GROUP 55,000 3,803, IDEXX LABORATORIES 31,000 4,629, IHS -A- 31,000 3,796, ILLUMINA 23,000 4,390, IMPERVA 65,000 2,765, GBP INTERTEK GROUP 105,000 3,839, INTUITIVE SURGICAL 8,000 4,142, IROBOT 40,000 1,456, KABA 6,000 3,102, MEDIVATION 16,000 1,854, METTLER TOLEDO INTERNATIONAL 12,000 3,519, MISTRAS GROUP 80,000 1,367, NICE SYSTEMS ADR 70,000 3,306, NXP SEMICONDUCTORS 45,000 3,501, OSI SYSTEMS 50,000 3,528, PROOFPOINT 45,000 1,953, PROSEGUR 550,000 3,270, QUALYS 80,000 2,839, RADWARE 115,000 2,329, SPLUNK 13, , STERICYCLE INCORPORATED 40,000 5,156, STRATEC BIOMEDICAL 45,000 2,818, SYMANTEC 150,000 3,913, THERMO FISHER SCIENTIFIC 35,000 4,525, TRANSDIGM GROUP 25,000 4,944, JPY TREND MICRO 40,000 1,214, TRIMBLE NAVIGATION 115,000 3,234, TYCO INTERNATIONAL 110,000 4,719, VERINT SYSTEMS 70,000 4,213, WABTEC 40,000 3,539, WIRECARD 104,000 4,425, Shares (and equity-type securities) 165,297, Securities listed on a stock exchange or other organised markets: Shares (and equity-type securities) 165,297, Total of Portfolio 165,297, Cash at banks and at brokers 3,787, Other liabilities -2,057, Total net assets 167,028, Any differences in the percentage of Net Assets are the result of roundings.

70 Credit Suisse (Lux) Global Small & Mid Cap Fund Page 70 Technical Data and Notes Technical Data Valoren ISIN Management Fee Total Expense Ratio B - Capitalisation LU % 2.20% EB - Capitalisation LU % 1.14% As at , Credit Suisse SICAV One (Lux) Global Small & Mid Cap changed its name to CS Investment Funds 2 Credit Suisse (Lux) Global Small & Mid Cap Fund. For the period from to , the Portfolio Turnover Rate was %. Fund Performance YTD Since Inception B - Capitalisation / 9.80% EB - Capitalisation / 10.81%

71 Credit Suisse (Lux) Global Small & Mid Cap Fund Page 71 Statement of Net Assets in and Fund Evolution Assets Investments in securities at market value 21,723, Cash at banks and at brokers 469, Income receivable 18, Other assets ,211, Liabilities Due to banks and to brokers Provisions for accrued expenses 31, , Net assets 22,179, Fund Evolution Total net assets 22,179, ,152, Net asset value per share B - Capitalisation EB - Capitalisation 1, , Number of shares outstanding at the end of the period at the beginning of the period Number of shares issued Number of shares redeemed B - Capitalisation 105, , , EB - Capitalisation 18, ,

72 Credit Suisse (Lux) Global Small & Mid Cap Fund Page 72 Statement of Operations / Changes in Net Assets in For the period from to Net assets at the beginning of the period 21,152, Income Dividends (net) 203, Securities lending income 2, , Expenses Management fee 103, Custodian and safe custody fees 4, Administration expenses 11, Printing and publication expenses Interest, dividends and bank charges 3, Audit, control, legal, representative bank and other expenses 6, "Taxe d'abonnement" 1, , Net income (loss) 74, Realised gain (loss) Net realised gain (loss) on sales of investments 712, Net realised gain (loss) on foreign exchange 11, , Net realised gain (loss) 798, Change in net unrealised appreciation (depreciation) Change in net unrealised appreciation (depreciation) on investments 161, , Net increase (decrease) in net assets as a result of operations 959, Subscriptions / Redemptions Subscriptions 67, Redemptions , Net assets at the end of the period 22,179,295.15

73 Credit Suisse (Lux) Global Small & Mid Cap Fund Page 73 Breakdown by Country and Economic Sector of the Investments in Securities Statement of Investments in Securities and Other Net Assets Breakdown by Country USA Cayman Islands Japan United Kingdom France Taiwan Israel Hong Kong Switzerland Canada Brazil Norway South Africa Thailand Panama South Korea Turkey Netherlands Singapore India Bermuda Indonesia Italy Denmark Total Investment trusts/funds Forestry, paper and forest products Chemicals Miscellaneous trading companies Environmental services and recycling Rubber and tires Total Breakdown by Economic Sector Financial, investment and other div. companies Internet, software and IT services Pharmaceuticals, cosmetics and medical products Petroleum Real estate Miscellaneous services Banks and other credit institutions Building materials and building industry Mechanical engineering and industrial equipment Agriculture and fishery Energy and water supply Vehicles Insurance companies Textiles, garments and leather goods Computer hardware and networking Miscellaneous consumer goods Electrical appliances and components Electronics and semiconductors Healthcare and social services Food and soft drinks Telecommunication Aeronautic and astronautic industry Non-ferrous metals Traffic and transportation Graphics publishing and printing media Biotechnology Mortgage and funding institutions (MBA, ABS) Retailing, department stores Any differences in the percentage of Net Assets are the result of roundings.

74 Credit Suisse (Lux) Global Small & Mid Cap Fund Page 74 Breakdown by Country and Economic Sector of the Investments in Securities Statement of Investments in Securities and Other Net Assets Statement of Investments in Securities and Other Net Assets Description Quantity / (in ) % of net assets Description Quantity / (in ) % of net assets Securities listed on a stock exchange or other organised markets: Shares (and equity-type securities) Shares (and equity-type securities) ACADIA HEALTHCARE 6, , AMERICAN RAILCAR INDUSTRIES 5, , ANALOGIC 2, , ARYZTA 1, , ASSURANT 6, , IDR ASTRA AGRO LESTARI 89, , ATWOOD OCEANICS 8, , NOK AUSTEVOLL SEAFOOD 27, , NOK BAKKAFROST 11, , BANCO LATINOAMERICANO DE 10, , EXPORTACIONES -E- THB BANGCHAK PETROLEUM NVDR 246, , ILS BEZEQ THE ISRAEL TELECOMMUNICATION 169, , TWD CATCHER TECHNOLOGY 21, , HKD CHINA HONGQIAO GROUP 492, , HKD CHINA LESSO GROUP HOLDINGS 323, , HKD CHINA RESOURCES CEMENT HOLDINGS 188, , TWD CORETRONIC 150, , CREDIT ACCEPTANCE , CUBIC 5, , GBP DART GROUP 79, , DELEK US HOLDINGS 6, , DR REDDY'S LABORATORIES ADR 4, , EMMI (reg. shares) , HKD FAR EAST HORIZON 285, , GARTNER 3, , GENESCO 5, , CAD GENWORTH MI CANADA 7, , GLOBAL PAYMENTS 4, , GRACO 4, , GREAT PLAINS ENERGY 12, , GREENLIGHT CAPITAL RE -A- 6, , KRW HANSSEM 2, , GBP HIKMA PHARMACEUTICALS 7, , HILLENBRAND 11, , CAD HOME CAPITAL GROUP 6, , HUNTINGTON BANCSHARES 22, , HURON CONSULTING GROUP 7, , INGENICO 2, , INTELIQUENT 6, , INVESTMENT TECHNOLOGY GROUP 16, , IPSEN 8, , IREN SPA 125, , TWD KING'S TOWN BANK 224, , KRONOS WORLDWIDE 7,300 94, BRL KROTON EDUCACIONAL (conv. shares) 16, , JPY KYOWA EXEO 32, , LEXINGTON REALITY TRUST 30, , GBP MEGGITT 29, , MENTOR GRAPHICS 19, , MFA FINANCIAL 20, , BRL MRV ENGENHARIA 55, , JPY M3 15, , SGD NAM CHEONG 707, , ORBOTECH 20, , OWENS & MINOR 8, , HKD PEAK SPORT PRODUCTS 769, , PIEDMONT OFFICE REALTY TRUST -A- 20, , JPY PIGEON 5, , PINNACLE WEST CAPITAL 3, , POLARIS INDUSTRIES 2, , BRL PORTO SEGURO 18, , QUAD/GRAPHICS 6, , SGD RIVERSTONE HOLDINGS 144, , ROLLINS 3, , ZAR SAPPI 55, , DKK SCHOUW & CO 3, , SGD SEMBCORP INDUSTRIES 50, , HKD SINOMEDIA HOLDING 249, , SPECTRUM BRANDS HOLDINGS 4, , STARWOOD PROPERTY TRUST 12, , HKD SUN HUNG KAI 218, , TECHNICOLOR 30, , TRY TEKFEN HOLDING 68, , TELEDYNE TECHNOLOGIES 4, , TESORO 1, , THB THAI UNION FROZEN (nvdr) 50, , ZAR THE FOSCHINI GROUP 17, , THOR INDUSTRIES 5, , TKH GROUP 8, , JPY TOHO HOLDINGS 8, , TRIUMPH 2, , GBP TT ELECTRONICS 82, , TRY TUPRAS 4, , U-BLOX HOLDING 1, , Any differences in the percentage of Net Assets are the result of roundings. WESTLAKE CHEMICAL 1,200 76, WORLD FUEL SERVICES 5, , HKD YINGDE GASES GROUP 296, , Shares (and equity-type securities) 21,723, Securities listed on a stock exchange or other organised markets: Shares (and equity-type securities) 21,723, Total of Portfolio 21,723, Cash at banks and at brokers 469, Due to banks and to brokers / Other liabilities -13, Total net assets 22,179,

75 Credit Suisse (Lux) Selection Fund Balanced Page 75 Technical Data and Notes Technical Data Valoren ISIN Management Fee Total Expense Ratio B - Capitalisation LU % 1.58% As at , Credit Suisse SICAV One (Lux) Selection Balanced (Sfr) changed its name to CS Investment Funds 2 Credit Suisse (Lux) Selection Fund Balanced. For the period from to , the Portfolio Turnover Rate was %. Fund Performance YTD Since Inception B - Capitalisation 6.39% / 6.34% 8.26% -8.08% Financial futures contracts Description Currency Quantity Engagement (in ) SMI INDEX ,556, , SWISS FEDERAL BOND / ,645, , Unrealised gain on financial futures contracts 48, Counterparty: Forward foreign exchange contracts Purchases Sales Maturity Counterparty (in ) 5,262,410-5,650, , GBP 400, , , ,303,400-11,000, , AUD 800, , , ,932,910 JPY -221,000, , ,961 AUD -250, , ,118 CAD -950, , ,669 JPY -40,000, , GBP 200, , , , , , , , , JPY 35,000, , , CAD 630, , , ,585 AUD -550, ,232.34

76 Credit Suisse (Lux) Selection Fund Balanced Page 76 Technical Data and Notes Forward foreign exchange contracts Purchases Counterparty 910,855 GBP -600, , , , , ,364-1,000, , Sales Unrealised gain on forward foreign exchange contracts Maturity (in ) 40,913.62

77 Credit Suisse (Lux) Selection Fund Balanced Page 77 Statement of Net Assets in and Fund Evolution Assets Investments in securities at market value 38,368, Cash at banks and at brokers 633, Income receivable 14, Unrealised gain on financial futures contracts 48, Unrealised gain on forward foreign exchange contracts 40, ,106, Liabilities Due to banks and to brokers 217, Provisions for accrued expenses 38, , Net assets 38,851, Fund Evolution Total net assets 38,851, ,366, ,296, Net asset value per share B - Capitalisation Number of shares outstanding at the end of the period at the beginning of the period Number of shares issued Number of shares redeemed B - Capitalisation 339, , , ,

78 Credit Suisse (Lux) Selection Fund Balanced Page 78 Statement of Operations / Changes in Net Assets in For the period from to Net assets at the beginning of the period 31,366, Income Dividends (net) 115, Securities lending income 4, , Expenses Management fee 199, Custodian and safe custody fees 7, Administration expenses 10, Printing and publication expenses 1, Interest, dividends and bank charges Audit, control, legal, representative bank and other expenses 3, "Taxe d'abonnement" 7, , Net income (loss) -111, Realised gain (loss) Net realised gain (loss) on sales of investments 591, Net realised gain (loss) on financial futures contracts 65, Net realised gain (loss) on forward foreign exchange contracts -312, Net realised gain (loss) on foreign exchange -22, , Net realised gain (loss) 210, Change in net unrealised appreciation (depreciation) Change in net unrealised appreciation (depreciation) on investments 672, Change in net unrealised appreciation (depreciation) on financial futures contracts 21, Change in net unrealised appreciation (depreciation) on forward foreign exchange contracts 207, , Net increase (decrease) in net assets as a result of operations 1,112, Subscriptions / Redemptions Subscriptions 8,491, Redemptions -2,118, ,372, Net assets at the end of the period 38,851,322.46

79 Credit Suisse (Lux) Selection Fund Balanced Page 79 Breakdown by Country and Economic Sector of the Investments in Securities Statement of Investments in Securities and Other Net Assets Breakdown by Country Ireland France Luxembourg Switzerland USA Japan Jersey Total Breakdown by Economic Sector Investment trusts/funds Banks and other credit institutions Financial, investment and other div. companies Total Statement of Investments in Securities and Other Net Assets Description Quantity / (in ) % of net assets Securities listed on a stock exchange or other organised markets: Shares (and equity-type securities) Shares (and equity-type securities) ISHARES MSCI ISRAEL CAPPED ETF 8, , Shares (and equity-type securities) 378, Securities listed on a stock exchange or other organised markets: Shares (and equity-type securities) 378, Securities listed on a stock exchange or other organised markets: Investment funds Fund units (Open-End) AMUNDI ETF CAC 40 UCITS FCP -C- 9, , AMUNDI ETF GOVT BOND LOWEST RATED 6,000 1,546, OMTS INVESTMENT GRADE UCITS ETF DB X-TRACKERS II EONIA TOTAL RETURN 7,400 1,242, INDEX ETF -1C- DB X-TRACKERS II IBOXX GLOBAL INFLATION- 2, , LINKED -1C- FTSE EPRA OZONE THEAM EASY UCITS , ETF FCP GLOBAL X GURU INDEX ETF 11, , ISHARES (CH) SMIM(r) 2, , ISHARES (CH) SMI(r) 14,400 1,368, ISHARES GOVERNMENT BOND 1-3 ETF 9,000 1,197, UCITS ETF ISHARES O CORPORATE BOND EX-FIN 1-5 6, , UCITS ETF ISHARES O CORPORATE BOND LARGE 3, , CAP ISHARES OPEAN PROPERTY YIELD UCITS 4, , ETF ISHARES FTSE EPRA/NAREIT US PROPERTY 7, , YIELD GBP ISHARES FTSE 100 UCITS ETF 75, , ISHARES II - ISHARES TREASURY BOND 7-3, , YEARS UCITS ETF ISHARES III - ISHARES MSCI JAPAN SMALLCAP 3,056 82, UCITS ETF ISHARES MSCI AC FAR EAST EX-JAPAN UCITS 19, , ETF ISHARES MSCI EMERGING MARKETS UCITS ETF 18, , ISHARES MSCI EMU MID CAP UCITS ETF 5, , ISHARES MSCI EMU SMALL CAP UCITS ETF , ISHARES MSCI EMU UCITS ETF 32,100 3,428, ISHARES NASDAQ 100 UCITS ETF 2, , ISHARES PLC - ISHARES TREASURY 6, , BOND 1-3 UCITS ETF ISHARES RUSSELL 2000 ETF 7, , ISHARES HIGH YIELD CORPORATE BOND 3, , UCITS ETF JPY NEXT FUNDS REIT NOMURA ETF 19, , PIMCO FIXED INCOME SOURCE ETFS PLC - 9, , PIMCO US DOLLAR SHORT MATURITY SOURCE ETF POWERSHARES OMTS CASH 3 MONTHS 13,500 1,679, FUND POWERSHARES QQQ TRUST SERIES I 9, , SPDR ETF MSCI HEALTH CARE UCITS ETF 9,013 1,264, AUD SSGA AUSTRALIA INDEX EQUITY-I- 4 2, , CAD SSGA CANADA INDEX EQUITY FUND -I- 4 1, , JPY TOPIX EXCHANGE TRADED FUND 75, , UBS ETF CMCI COMPOSITE UCITS ETF -A- 10, , UBS ETF MSCI JAPAN -A- UCITS ETF 20, , UBS-ETF SICAV - SBI FOREIGN AAA-BBB , , TOTAL RETURN -A- VANGUARD O GOVERNMENT BOND INDEX 13,920 1,856, VANGUARD O INVESTMENT GRADE BOND 7, , INDEX VANGUARD FUND PLC - S&P 500 EXCHANGE 71,500 2,724, TRADED FUND VANGUARD INVESTMENT SERIES - SWITZERLAND STOCK INDEX -I- 10,703 3,120, Fund units (Open-End) 36,086, Securities listed on a stock exchange or other organised markets: Investment funds 36,086, Securities listed on a stock exchange or other organised markets: Certificates Certificates ETFS METAL SECURITIES PHYSICAL GOLD 5, , ZUERCHER KB (linked on SWX Immofonds ) 06-PERPETUAL 4,232 1,252, Certificates 1,904, Securities listed on a stock exchange or other organised markets: Certificates 1,904, Total of Portfolio 38,368, Cash at banks and at brokers 633, Due to banks and to brokers -217, Other net assets 65, Total net assets 38,851, Any differences in the percentage of Net Assets are the result of roundings.

80 Credit Suisse (Lux) Selection Fund Capital Gains Page 80 Technical Data and Notes Technical Data Valoren ISIN Management Fee Total Expense Ratio B - Capitalisation LU % 1.78% As at , Credit Suisse SICAV One (Lux) Selection Capital Gains Oriented (Sfr) changed its name to CS Investment Funds 2 Credit Suisse (Lux) Selection Fund Capital Gains. For the period from to , the Portfolio Turnover Rate was %. Fund Performance YTD Since Inception B - Capitalisation 8.59% / 10.86% 9.42% -9.88% Financial futures contracts Description Currency Quantity Engagement (in ) SMI INDEX , , SWISS FEDERAL BOND / , , Unrealised gain on financial futures contracts 20, Counterparty: Forward foreign exchange contracts Purchases Sales Maturity Counterparty (in ) 3,930,550-3,250, , ,924,596-3,140, , AUD 300, , , ,040,798 JPY -119,000, , GBP 200, , , ,184 AUD -100, , ,629 CAD -400, , ,801 JPY -24,000, , GBP 100, , , , , , JPY 15,000, , , ,213 AUD -200, , CAD 200, , , ,428 GBP -300, ,512.78

81 Credit Suisse (Lux) Selection Fund Capital Gains Page 81 Technical Data and Notes Forward foreign exchange contracts Purchases Counterparty 382, , , Sales Unrealised gain on forward foreign exchange contracts Maturity (in ) 2,178.20

82 Credit Suisse (Lux) Selection Fund Capital Gains Page 82 Statement of Net Assets in and Fund Evolution Assets Investments in securities at market value 16,648, Cash at banks and at brokers 333, Income receivable 7, Unrealised gain on financial futures contracts 20, Unrealised gain on forward foreign exchange contracts 2, ,012, Liabilities Due to banks and to brokers 964, Provisions for accrued expenses 17, , Net assets 16,030, Fund Evolution Total net assets 16,030, ,498, ,892, Net asset value per share B - Capitalisation Number of shares outstanding at the end of the period at the beginning of the period Number of shares issued Number of shares redeemed B - Capitalisation 132, , , ,

83 Credit Suisse (Lux) Selection Fund Capital Gains Page 83 Statement of Operations / Changes in Net Assets in For the period from to Net assets at the beginning of the period 12,498, Income Dividends (net) 45, Securities lending income 1, , Expenses Management fee 93, Custodian and safe custody fees 3, Administration expenses 4, Printing and publication expenses Interest, dividends and bank charges Audit, control, legal, representative bank and other expenses 2, "Taxe d'abonnement" 3, , Net income (loss) -59, Realised gain (loss) Net realised gain (loss) on sales of investments 432, Net realised gain (loss) on financial futures contracts 1, Net realised gain (loss) on forward foreign exchange contracts -189, Net realised gain (loss) on foreign exchange 2, , Net realised gain (loss) 186, Change in net unrealised appreciation (depreciation) Change in net unrealised appreciation (depreciation) on investments 278, Change in net unrealised appreciation (depreciation) on financial futures contracts 20, Change in net unrealised appreciation (depreciation) on forward foreign exchange contracts 89, , Net increase (decrease) in net assets as a result of operations 575, Subscriptions / Redemptions Subscriptions 3,804, Redemptions -847, ,956, Net assets at the end of the period 16,030,459.56

84 Credit Suisse (Lux) Selection Fund Capital Gains Page 84 Breakdown by Country and Economic Sector of the Investments in Securities Statement of Investments in Securities and Other Net Assets Breakdown by Country Ireland Switzerland France USA Luxembourg Japan Jersey Total Breakdown by Economic Sector Investment trusts/funds Banks and other credit institutions Financial, investment and other div. companies Total Statement of Investments in Securities and Other Net Assets Description Quantity / (in ) % of net assets Securities listed on a stock exchange or other organised markets: Shares (and equity-type securities) Shares (and equity-type securities) ISHARES MSCI ISRAEL CAPPED ETF 3, , Shares (and equity-type securities) 158, Securities listed on a stock exchange or other organised markets: Shares (and equity-type securities) 158, Securities listed on a stock exchange or other organised markets: Investment funds Fund units (Open-End) AMUNDI ETF CAC 40 UCITS FCP -C- 5, , AMUNDI ETF GOVT BOND LOWEST RATED , OMTS INVESTMENT GRADE UCITS ETF FTSE EPRA OZONE THEAM EASY UCITS , ETF FCP GLOBAL X GURU INDEX ETF 6, , ISHARES (CH) SMIM(r) 1, , ISHARES (CH) SMI(r) 8, , ISHARES GOVERNMENT BOND 1-3 ETF 2, , UCITS ETF ISHARES O CORPORATE BOND LARGE , CAP ISHARES OPEAN PROPERTY YIELD UCITS 1,729 65, ETF ISHARES FTSE EPRA/NAREIT US PROPERTY 3,068 81, YIELD GBP ISHARES FTSE 100 UCITS ETF 47, , ISHARES II - ISHARES TREASURY BOND , YEARS UCITS ETF ISHARES III - ISHARES MSCI JAPAN SMALLCAP 2,183 59, UCITS ETF ISHARES MSCI AC FAR EAST EX-JAPAN UCITS 11, , ETF ISHARES MSCI EMERGING MARKETS UCITS ETF 17, , ISHARES MSCI EMU MID CAP UCITS ETF 3, , ISHARES MSCI EMU SMALL CAP UCITS ETF , ISHARES MSCI EMU UCITS ETF 21,986 2,348, ISHARES NASDAQ 100 UCITS ETF 1, , ISHARES PLC - ISHARES TREASURY 2, , BOND 1-3 UCITS ETF ISHARES RUSSELL 2000 ETF 3, , ISHARES S&P B UCITS ETF 2, , ISHARES HIGH YIELD CORPORATE BOND 1, , UCITS ETF JPY NEXT FUNDS REIT NOMURA ETF 7, , PIMCO FIXED INCOME SOURCE ETFS PLC - 3, , PIMCO US DOLLAR SHORT MATURITY SOURCE ETF POWERSHARES QQQ TRUST SERIES I 3, , SPDR ETF MSCI HEALTH CARE UCITS ETF 3, , AUD SSGA AUSTRALIA INDEX EQUITY-I , CAD SSGA CANADA INDEX EQUITY FUND -I , JPY TOPIX EXCHANGE TRADED FUND 45, , UBS ETF CMCI COMPOSITE UCITS ETF -A- 4, , UBS ETF MSCI JAPAN -A- UCITS ETF 11, , UBS-ETF SICAV - SBI FOREIGN AAA-BBB , , TOTAL RETURN -A- VANGUARD O GOVERNMENT BOND INDEX 4, , VANGUARD O INVESTMENT GRADE BOND , INDEX VANGUARD FUND PLC - S&P 500 EXCHANGE 39,400 1,501, TRADED FUND VANGUARD INVESTMENT SERIES - SWITZERLAND STOCK INDEX -I- 7,356 2,144, Fund units (Open-End) 15,699, Securities listed on a stock exchange or other organised markets: Investment funds 15,699, Securities listed on a stock exchange or other organised markets: Certificates Certificates ETFS METAL SECURITIES PHYSICAL GOLD 2, , ZUERCHER KB (linked on SWX Immofonds ) 06-PERPETUAL 1, , Certificates 791, Securities listed on a stock exchange or other organised markets: Certificates 791, Total of Portfolio 16,648, Cash at banks and at brokers 333, Due to banks and to brokers -964, Other net assets 12, Total net assets 16,030, Any differences in the percentage of Net Assets are the result of roundings.

85 Credit Suisse (Lux) Selection Fund Income Page 85 Technical Data and Notes Technical Data Valoren ISIN Management Fee Total Expense Ratio B - Capitalisation LU % 1.34% As at , Credit Suisse SICAV One (Lux) Selection Income Oriented (Sfr) changed its name to CS Investment Funds 2 Credit Suisse (Lux) Selection Fund Income. For the period from to , the Portfolio Turnover Rate was %. Fund Performance YTD Since Inception B - Capitalisation 6.10% / 1.88% 6.67% -6.20% Financial futures contracts Description Currency Quantity Engagement (in ) SMI INDEX , , SWISS FEDERAL BOND / ,495, , Unrealised gain on financial futures contracts 28, Counterparty: Forward foreign exchange contracts Purchases Sales Maturity Counterparty (in ) 3,818,740-4,100, , ,340,370-8,550, , ,574 JPY -112,000, , AUD 500, , , GBP 250, , , ,777 AUD -150, , ,443 CAD -600, , ,334 JPY -20,000, , GBP 150, , , , , , , , , JPY 20,000, , ,350.82

86 Credit Suisse (Lux) Selection Fund Income Page 86 Technical Data and Notes Forward foreign exchange contracts Purchases Counterparty CAD 340, , , ,372 AUD -350, , ,237 GBP -400, , ,084, , , , , , , , , Sales Unrealised gain on forward foreign exchange contracts Maturity (in ) 5,603.83

87 Credit Suisse (Lux) Selection Fund Income Page 87 Statement of Net Assets in and Fund Evolution Assets Investments in securities at market value 27,085, Cash at banks and at brokers 1,792, Income receivable 7, Unrealised gain on financial futures contracts 28, Unrealised gain on forward foreign exchange contracts 5, ,919, Liabilities Provisions for accrued expenses 24, , Net assets 28,895, Fund Evolution Total net assets 28,895, ,657, ,120, Net asset value per share B - Capitalisation Number of shares outstanding at the end of the period at the beginning of the period Number of shares issued Number of shares redeemed B - Capitalisation 265, , , ,

88 Credit Suisse (Lux) Selection Fund Income Page 88 Statement of Operations / Changes in Net Assets in For the period from to Net assets at the beginning of the period 22,657, Income Dividends (net) 68, Securities lending income 2, , Expenses Management fee 121, Custodian and safe custody fees 5, Administration expenses 7, Printing and publication expenses Interest, dividends and bank charges Audit, control, legal, representative bank and other expenses 3, "Taxe d'abonnement" 5, , Net income (loss) -73, Realised gain (loss) Net realised gain (loss) on sales of investments 302, Net realised gain (loss) on financial futures contracts 51, Net realised gain (loss) on forward foreign exchange contracts -217, Net realised gain (loss) on foreign exchange -7, , Net realised gain (loss) 55, Change in net unrealised appreciation (depreciation) Change in net unrealised appreciation (depreciation) on investments 432, Change in net unrealised appreciation (depreciation) on financial futures contracts 8, Change in net unrealised appreciation (depreciation) on forward foreign exchange contracts 134, , Net increase (decrease) in net assets as a result of operations 631, Subscriptions / Redemptions Subscriptions 7,476, Redemptions -1,869, ,606, Net assets at the end of the period 28,895,349.07

89 Credit Suisse (Lux) Selection Fund Income Page 89 Breakdown by Country and Economic Sector of the Investments in Securities Statement of Investments in Securities and Other Net Assets Breakdown by Country Ireland Luxembourg France Switzerland USA Japan Jersey Total Breakdown by Economic Sector Investment trusts/funds Banks and other credit institutions Financial, investment and other div. companies Total Statement of Investments in Securities and Other Net Assets Description Quantity / (in ) % of net assets Securities listed on a stock exchange or other organised markets: Shares (and equity-type securities) Shares (and equity-type securities) ISHARES MSCI ISRAEL CAPPED ETF 3, , Shares (and equity-type securities) 140, Securities listed on a stock exchange or other organised markets: Shares (and equity-type securities) 140, Securities listed on a stock exchange or other organised markets: Investment funds Fund units (Open-End) AMUNDI ETF CAC 40 UCITS FCP -C- 4, , AMUNDI ETF GOVT BOND LOWEST RATED 6,181 1,593, OMTS INVESTMENT GRADE UCITS ETF CSIF SWITZERLAND BOND INDEX AAA-BLUE ,045, F- DB X-TRACKERS II EONIA TOTAL RETURN 8,200 1,376, INDEX ETF -1C- DB X-TRACKERS II IBOXX GLOBAL INFLATION- 3, , LINKED -1C- GLOBAL X GURU INDEX ETF 6, , ISHARES (CH) SMIM(r) , ISHARES (CH) SMI(r) 4, , ISHARES GOVERNMENT BOND 1-3 ETF 6, , UCITS ETF ISHARES O CORPORATE BOND EX-FIN 1-5 4, , UCITS ETF ISHARES O CORPORATE BOND LARGE 2, , CAP ISHARES OPEAN PROPERTY YIELD UCITS 6, , ETF ISHARES FTSE EPRA/NAREIT US PROPERTY 5, , YIELD GBP ISHARES FTSE 100 UCITS ETF 29, , ISHARES II - ISHARES TREASURY BOND 7-2, , YEARS UCITS ETF ISHARES III - ISHARES MSCI JAPAN SMALLCAP 2,183 59, UCITS ETF ISHARES MSCI AC FAR EAST EX-JAPAN UCITS 12, , ETF ISHARES MSCI EMU MID CAP UCITS ETF 4, , ISHARES MSCI EMU SMALL CAP UCITS ETF , ISHARES MSCI EMU UCITS ETF 12,131 1,295, ISHARES NASDAQ 100 UCITS ETF 2, , ISHARES PLC - ISHARES TREASURY 10,765 1,377, BOND 1-3 UCITS ETF ISHARES RUSSELL 2000 ETF 2, , ISHARES HIGH YIELD CORPORATE BOND 3, , UCITS ETF JPY NEXT FUNDS REIT NOMURA ETF 13, , PIMCO FIXED INCOME SOURCE - PIMCO 5, , EMERGING MARKETS ADVANTAGE LOCAL BOND INDEX PIMCO FIXED INCOME SOURCE ETFS PLC - 9, , PIMCO US DOLLAR SHORT MATURITY SOURCE ETF POWERSHARES OMTS CASH 3 MONTHS 9,100 1,131, FUND POWERSHARES QQQ TRUST SERIES I 4, , SPDR ETF MSCI HEALTH CARE UCITS ETF 4, , AUD SSGA AUSTRALIA INDEX EQUITY-I- 4 1, , CAD SSGA CANADA INDEX EQUITY FUND -I- 4 1, , JPY TOPIX EXCHANGE TRADED FUND 43, , UBS ETF CMCI COMPOSITE UCITS ETF -A- 7, , UBS ETF MSCI JAPAN -A- UCITS ETF 5, , UBS-ETF SICAV - SBI FOREIGN AAA-BBB ,000 1,082, TOTAL RETURN -A- VANGUARD O GOVERNMENT BOND INDEX 14,740 1,966, VANGUARD O INVESTMENT GRADE BOND 13,300 1,723, INDEX VANGUARD FUND PLC - S&P 500 EXCHANGE 14, , TRADED FUND VANGUARD INVESTMENT SERIES - SWITZERLAND STOCK INDEX -I- 3, , Fund units (Open-End) 25,527, Securities listed on a stock exchange or other organised markets: Investment funds 25,527, Securities listed on a stock exchange or other organised markets: Certificates Certificates ETFS METAL SECURITIES PHYSICAL GOLD 4, , ZUERCHER KB (linked on SWX Immofonds ) 06-PERPETUAL 3, , Certificates 1,417, Securities listed on a stock exchange or other organised markets: Certificates 1,417, Total of Portfolio 27,085, Cash at banks and at brokers 1,792, Other net assets 17, Total net assets 28,895, Any differences in the percentage of Net Assets are the result of roundings.

90 Credit Suisse (Lux) Japan Value Fund Page 90 Technical Data and Notes Technical Data Valoren ISIN Management Fee Total Expense Ratio B - Capitalisation JPY LU % 2.15% EB - Capitalisation JPY LU % 0.99% IB - Capitalisation JPY LU % 1.07% As at , Credit Suisse SICAV One (Lux) Japan Value changed its name to CS Investment Funds 2 Credit Suisse (Lux) Japan Value Fund. For the period from to , the Portfolio Turnover Rate was %. Fund Performance YTD Since Inception B - Capitalisation JPY 8.23% 74.90% 48.80% 22.02% / EB - Capitalisation JPY 9.36% / 51.04% 23.78% -9.15% IB - Capitalisation JPY 9.34% 92.00% 50.60% / /

91 Credit Suisse (Lux) Japan Value Fund Page 91 Statement of Net Assets in JPY and Fund Evolution Assets Investments in securities at market value 25,265,731, Cash at banks and at brokers 44,968, Income receivable 132,742, Prepaid expenses 118, ,443,561, Liabilities Redemptions payable 64,968, Provisions for accrued expenses 27,161, ,129, Net assets 25,351,431, Fund Evolution Total net assets JPY 25,351,431, ,842,371, ,888,602, Net asset value per share B - Capitalisation JPY 1, , , EB - Capitalisation JPY 10, , , IB - Capitalisation JPY 1, , , Number of shares outstanding at the end of the period at the beginning of the period Number of shares issued Number of shares redeemed B - Capitalisation JPY 5,449, ,352, ,260, ,164, EB - Capitalisation JPY 1,350, ,416, , , IB - Capitalisation JPY 1,188, ,535, , ,

92 Credit Suisse (Lux) Japan Value Fund Page 92 Statement of Operations / Changes in Net Assets in JPY For the period from to Net assets at the beginning of the period 21,842,371, Income Dividends (net) 167,275, Securities lending income 4,627, ,902, Expenses Management fee 158,154, Custodian and safe custody fees 5,615, Administration expenses 13,206, Printing and publication expenses 805, Interest, dividends and bank charges 21, Audit, control, legal, representative bank and other expenses 3,100, "Taxe d'abonnement" 3,817, ,721, Net income (loss) -12,818, Realised gain (loss) Net realised gain (loss) on sales of investments 1,093,705, Net realised gain (loss) on foreign exchange ,093,705, Net realised gain (loss) 1,080,886, Change in net unrealised appreciation (depreciation) Change in net unrealised appreciation (depreciation) on investments 1,926,244, ,926,244, Net increase (decrease) in net assets as a result of operations 3,007,130, Subscriptions / Redemptions Subscriptions 5,674,103, Redemptions -5,172,173, ,929, Net assets at the end of the period 25,351,431,968.18

93 Credit Suisse (Lux) Japan Value Fund Page 93 Breakdown by Country and Economic Sector of the Investments in Securities Statement of Investments in Securities and Other Net Assets Breakdown by Country Japan USA Total Breakdown by Economic Sector Mechanical engineering and industrial equipment Food and soft drinks Energy and water supply Financial, investment and other div. companies Miscellaneous trading companies Chemicals Real estate Building materials and building industry Packaging industries Telecommunication Electrical appliances and components Internet, software and IT services Electronics and semiconductors Graphics publishing and printing media Traffic and transportation Banks and other credit institutions Mining, coal and steel industry Retailing, department stores Non-ferrous metals Agriculture and fishery Vehicles Aeronautic and astronautic industry Total Statement of Investments in Securities and Other Net Assets Description Quantity / (in JPY) % of net assets Securities listed on a stock exchange or other organised markets: Shares (and equity-type securities) Shares (and equity-type securities) JPY ADVANCE RESIDENCE INVESTMENT 1, ,000, JPY ARIAKE JAPAN 100, ,300, JPY ASAHI HOLDINGS 200, ,000, JPY ASATSU-DK 110, ,150, JPY BANK OF OKINAWA 65, ,350, JPY BENESSE HOLDING 110, ,650, JPY CHIYODA 250, ,000, JPY CHUDENKO 180, ,460, JPY COCA-COLA WEST 250, ,500, JPY DAIBIRU 275, ,300, JPY DAIICHI JITSUGYO 600, ,000, JPY ENSUIKO SUGAR REFINING 700, ,300, JPY FURUNO ELECTRONIC 400, ,800, JPY GAKKEN 1,300, ,700, JPY HOKKAIDO ELECTRIC POWER 400, ,800, JPY HOKKAIDO GAS 1,200, ,600, JPY HOKURIKU ELECTRIC POWER 240, ,560, JPY HOKUTO 150, ,150, JPY INPEX 240, ,800, JPY ITOCHU-SHOKUHIN 90, ,850, JPY IWATANI 450, ,800, JPY JBCC HOLDINGS 475, ,675, JPY JX HOLDINGS 750, ,200, JPY KAMEI 500, ,500, JPY KANADEN 400, ,600, JPY KATO SANGYO 150, ,100, JPY KOMORI 250, ,750, JPY MARUYAMA MFG 1,400, ,400, JPY MEIWA 800, ,200, JPY MITSUBISHI CHEMICAL HOLDINGS 650, ,475, JPY MITSUBISHI ELECTRIC 250, ,625, JPY MITSUBISHI GAS CHEMICAL 550, ,450, JPY MITSUBISHI HEAVY INDUSTRIES 500, ,300, JPY MITSUBISHI KAKOKI KAISHA 700, ,900, JPY MITSUBISHI MATERIALS 1,000, ,000, JPY MITSUBISHI SHOKUHIN 146, ,903, JPY MITSUBISHI STEEL 1,600, ,800, JPY MITSUI-SOKO 700, ,800, JPY NAGOYA RAILROAD 750, ,000, JPY NICHIREI 750, ,000, JPY NIHON YAMAMURA GLASS 1,800, ,600, JPY NIKKISO 300, ,600, JPY NIPPON VALQUA INDUSTRIES 1,200, ,600, JPY NTT 50, ,550, JPY NTT URBAN DEVELOPMENT 275, ,775, JPY OENON HOLDINGS 1,400, ,000, JPY OKINAWA CELLULAR TELEPHONE 100, ,500, JPY OKINAWA ELECTRIC POWER 102, ,970, JPY ORACLE CORP JAPAN 65, ,200, JPY RAITO KOGYO 300, ,100, JPY RENGO 800, ,400, JPY RYODEN TRADING 375, ,125, JPY SAIBU GAS 1,100, ,900, JPY SEC CARBON 750, ,750, JPY SEIKA 1,250, ,250, JPY SHIBUYA KOGYO 60, ,040, JPY SHINMAYWA INDUSTRIES 300, ,400, JPY SHIZUOKAGAS 450, ,500, JPY SHOWA AIRCRAFT INDUSTRY 139, ,510, JPY SOJITZ 2,300, ,000, JPY SPARX GROUP 1,250, ,000, JPY STARZEN 1,100, ,900, JPY SUMITOMO FORESTRY 300, ,600, JPY SUMITOMO WAREHOUSE 550, ,800, JPY TAISEI LAMICK 125, ,375, JPY TECHNO RYOWA 520, ,640, JPY TEIKOKU ELECTRIC MFG 170, ,630, JPY TOKYO BROADCASTING SYSTEM HOLDINGS 265, ,010, JPY TOKYO SANGYO 731, ,805, JPY TOKYO TY FINANCIAL GROUP 101, ,722, JPY TOKYU 450, ,650, JPY TORISHIMA PUMP MFG 300, ,000, JPY TOYO SEIKAN GROUP HOLDINGS 300, ,200, JPY TOYOTA INDUSTRIES 50, ,500, JPY YAMAZAKI BAKING 240, ,520, JPY YUSHIN PRECISION EQUIPMENT 110, ,860, Shares (and equity-type securities) 25,265,731, Securities listed on a stock exchange or other organised markets: Shares (and equity-type securities) 25,265,731, Total of Portfolio 25,265,731, Cash at banks and at brokers 44,968, Other net assets 40,731, Any differences in the percentage of Net Assets are the result of roundings.

94 Credit Suisse (Lux) Japan Value Fund Page 94 Statement of Investments in Securities and Other Net Assets (Continued) Description Quantity / (in JPY) % of net assets Total net assets 25,351,431, Any differences in the percentage of Net Assets are the result of roundings.

95 Credit Suisse (Lux) Liquid Alternative Beta Page 95 Technical Data and Notes Technical Data Valoren ISIN Management Fee Total Expense Ratio B - Capitalisation LU % 1.53% DB - Capitalisation LU % 0.08% IB - Capitalisation LU % 1.16% BH - Capitalisation LU % 1.52% IBH - Capitalisation LU % 1.14% BH - Capitalisation LU % 1.54% IBH - Capitalisation LU % 1.14% As at , Credit Suisse SICAV One (Lux) Liquid Alternative Beta changed its name to CS Investment Funds 2 Credit Suisse (Lux) Liquid Alternative Beta. There is no management fee for D-shares. For the period from to , the Portfolio Turnover Rate was %. Fund Performance YTD Since Inception 2013 B - Capitalisation 3.24% 9.65% 6.26% DB - Capitalisation 4.63% 13.95% 7.80% IB - Capitalisation 3.62% 9.69% / BH - Capitalisation 2.95% 8.71% 5.75% IBH - Capitalisation 3.25% 9.43% 6.13% BH - Capitalisation 3.13% 9.10% 5.89% IBH - Capitalisation 3.32% 9.17% / Financial futures contracts Description Currency Quantity Engagement (in ) AUD FX CURRENCY FUTURE / ,928, , CAD / ,681, , O BUND FUTURE / ,419, , O FX CURRENCY FUTURE / ,684, , O STOXX 50 INDEX / , , FTSE 100 INDEX /14 GBP 23 1,548, , GBP FX CURRENCY FUTURE / ,320, , HANG SENG INDEX /14 HKD 6 7,194, JAPANESE GOVERNMENT BONDS FUTURES -100MM- 12/14 JPY 8 1,175,280, , JPY FX CURRENCY FUTURE / ,738, , LONG GILT FUTURE /15 GBP 32 3,761, , NIKKEI 225 INDEX /14 JPY ,400, , S&P E-MINI 500 STOCK INDEX / ,169, , US TREASURY NOTE 10 YEAR CBT / ,131, , Unrealised gain on financial futures contracts 1,891, Counterparty: Forward foreign exchange contracts Purchases Sales Maturity Counterparty (in ) 9,478,761-12,258, ,222.93

96 Credit Suisse (Lux) Liquid Alternative Beta Page 96 Technical Data and Notes Forward foreign exchange contracts Purchases Counterparty 14,140,618-15,119, , , , , , , , ,930-14, ,420-33, , , , , , , , , , ,709,205-5,959, , ,321-16, , , , ,272-32, ,202-16, ,577,248-1,258, , JPMorgan Chase Bank (New York) GBP 475, , JPMorgan Chase Bank (New York) 1,329,366 SEK -9,804, , JPMorgan Chase Bank (New York) 1,138,948 JPY -132,820, , JPMorgan Chase Bank (New York) 5,267,501-5,048, , JPMorgan Chase Bank (New York) 134, , NZD 6,227,998-4,929, , JPMorgan Chase Bank (New York) AUD 2,562,125-2,232, , JPMorgan Chase Bank (New York) 2,593,207 CAD -2,933, , JPMorgan Chase Bank (New York) NOK 21,735,690-3,227, , JPMorgan Chase Bank (New York) 42,046-43, , , Sales Unrealised loss on forward foreign exchange contracts Maturity (in ) -1,084,877.47

97 Credit Suisse (Lux) Liquid Alternative Beta Page 97 Technical Data and Notes Swap contracts Type Payable Maturity Receivable Counterparty (in ) CDS 3,568,000 Buy Protection 5.000% CDX NORTH -294, JP Morgan clearing house - New York - United States AMERICA HIGH YIELD INDEX S.22 06/19 CDS 4,878,200 Buy Protection 5.000% CDX NORTH -402, JP Morgan clearing house - New York - United States AMERICA HIGH YIELD INDEX S.23 06/19 Pos. var. ACM US ,688 Neg. var. ACM US + LIBOR 0.300% Pos. var. ACM US ,054 Neg. var. ACM US + LIBOR 0.250% 16, Pos. var. ACM US ,941 Neg. var. ACM US + LIBOR 0.300% 1, Pos. var.alb US ,208 Neg. var. ALB US + LIBOR 0.300% 2, Pos. var.alb US ,665 Neg. var. ALB US + LIBOR 0.250% 12, Pos. var.alb US ,038 Neg. var. ALB US + LIBOR 0.300% 11, Pos. var.alb US ,137 Neg. var. ALB US + LIBOR 0.300% 2, Pos. var.alb US ,039 Neg. var. ALB US + LIBOR 0.300% 2, Pos. var.bbt US ,376 Neg. var. BBT US + LIBOR 0.250% Pos. var.bbt US ,182 Neg. var. BBT US + LIBOR 0.250% Pos. var. BDX US ,902 Neg. var. BDX US + LIBOR 0.300% -1, Pos. var. BDX US ,698 Neg. var. BDX US + LIBOR 0.300% -18, Pos. var. BDX US ,806 Neg. var. BDX US + LIBOR 0.300% -1, Pos. var. BDX US ,781 Neg. var. BDX US + LIBOR 0.300% -1, Pos. var. CMCSA US ,079 Neg. var. CMCSA US 0.300% -18, Pos. var. CMCSA US ,549 Neg. var. CMCSA US 0.050% -10, Pos. var. CMCSA US ,079 Neg. var. CMCSA US 0.300% -9, Pos. var. CMCSA US ,277 Neg. var. CMCSA US 0.300% -19, Pos. var. CMCSA US ,422 Neg. var. CMCSA US 0.300% -18, Pos. var. CMCSA US ,790,413 Neg. var. CMCSA US + LIBOR 0.300% -95,808.84

98 Credit Suisse (Lux) Liquid Alternative Beta Page 98 Technical Data and Notes Swap contracts Type Payable Maturity Receivable Counterparty ERS Pos. var.csfd01e Credit Suisse International - London - United Kingdom ERS Pos. var.csfd02e Credit Suisse International - London - United Kingdom ERS Pos. var.csfd03e Credit Suisse International - London - United Kingdom ERS Pos. var.csfd04e Credit Suisse International - London - United Kingdom ERS Pos. var.csfd05e Credit Suisse International - London - United Kingdom ERS Pos. var.csfd06e Credit Suisse International - London - United Kingdom ERS Pos. var.csfd07e Credit Suisse International - London - United Kingdom ERS Pos. var.csfd10e Credit Suisse International - London - United Kingdom ERS Pos. var.csfd11e Credit Suisse International - London - United Kingdom ERS Pos. var.csfd12e Credit Suisse International - London - United Kingdom ERS Pos. var.csfd17e Credit Suisse International - London - United Kingdom ERS Pos. var.csfd22e Credit Suisse International - London - United Kingdom ERS Pos. var.csfd23e Credit Suisse International - London - United Kingdom ERS Pos. var.csfd24e Credit Suisse International - London - United Kingdom ERS Pos. var.csfd25e Credit Suisse International - London - United Kingdom Pos. var. ENDP US Pos. var. ENDP US Pos. var. ENDP US Pos. var. ENDP US Pos. var. GDUEEGF Goldman Sachs International - London - United Kingdom Pos. var. GDUEEGF Goldman Sachs International - London - United Kingdom Pos. var.gnk LN (in ) ,117,089 Neg. var. CSFD01E 0.060% 81, ,378,505 Neg. var. CSFD02E 0.060% 28, ,281,958 Neg. var. CSFD03E 0.060% 55, ,117 Neg. var. CSFD04E 0.060% ,908,705 Neg. var. CSFD05E 0.060% 53, ,258,609 Neg. var. CSFD06E 0.060% 28, ,473,760 Neg. var. CSFD07E 0.060% 79, ,058 Neg. var. CSFD10E 0.060% 11, ,051 Neg. var. CSFD11E 0.060% 7, ,645,304 Neg. var. CSFD12E 0.060% 22, ,465 Neg. var. CSFD17E 0.060% 2, ,007 Neg. var. CSFD22E 0.060% 7, ,968 Neg. var. CSFD23E 0.060% 3, ,242 Neg. var. CSFD24E 0.060% 1, ,238 Neg. var. CSFD25E 0.060% ,716 Neg. var. ENDP US 0.300% -2, ,260 Neg. var. ENDP US 0.300% -2, ,492 Neg. var. ENDP US 0.300% -2, ,821 Neg. var. ENDP US 0.300% -29, ,501,382 Neg. var. GDUEEGF 0.170% -184, LIBOR ,660,501 Neg. var. GDUEEGF + LIBOR 0.340% -207, ,277 Neg. var. GNK LN 0.400%

99 Credit Suisse (Lux) Liquid Alternative Beta Page 99 Technical Data and Notes Swap contracts Type Payable Maturity Receivable Counterparty (in ) Pos. var.gnk LN ,573 Neg. var. GNK LN 0.400% -1, Pos. var.gnk LN ,876 Neg. var. GNK LN 0.400% 10, Pos. var.gnk LN ,227 Neg. var. GNK LN 0.400% 10, Pos. var.gnk LN ,437 Neg. var. GNK LN 0.400% 1, Pos. var. HOLN VX ,596 Neg. var. HOLN VX 0.350% -5, JP Morgan Chase Bank London - London - United Kingdom Pos. var. HOLN VX ,170 Neg. var. HOLN VX 0.350% -2, JP Morgan Chase Bank London - London - United Kingdom Pos. var. HOLN VX ,085,881 Neg. var. HOLN VX 0.350% -121, JP Morgan Chase Bank London - London - United Kingdom Pos. var. HOLN VX ,015 Neg. var. HOLN VX 0.400% -12, Pos. var. HOLN VX ,072 Neg. var. HOLN VX 0.350% -8, JP Morgan Chase Bank London - London - United Kingdom Pos. var. HOLN VX ,021 Neg. var. HOLN VX 0.350% 5, JP Morgan Chase Bank London - London - United Kingdom Pos. var. IBOXHY ,540,000 Neg. var. IBOXHY + LIBOR 0.159% -363, JP Morgan Chase Bank London - London - United Kingdom Pos. var. IBOXHY ,660,000 Neg. var. IBOXHY + LIBOR 0.200% -113, Goldman Sachs International - London - United Kingdom Pos. var. IBOXHY ,044,000 Neg. var. IBOXHY + LIBOR 0.159% 245, JP Morgan Chase Bank London - London - United Kingdom Pos. var.ixu ,817,247 Neg. var. IXU % -30, LIBOR Pos. var.lh US ,176 Neg. var. LH US 0.300% -5, LIBOR Pos. var.lh US ,593 Neg. var. LH US 0.300% -2, LIBOR Pos. var.lh US ,987 Neg. var. LH US 0.300% -3, LIBOR Pos. var. LH US ,526 Neg. var. LH US 0.300% -2, LIBOR Pos. var.li FP ,049 Neg. var. LI FP 0.450% -7, LIBOR Pos. var. LI FP ,046 Neg. var. LI FP 0.450% -12, LIBOR Pos. var.li FP ,932 Neg. var. LI FP 0.450% -5, LIBOR Pos. var.li FP ,924 Neg. var. LI FP 0.450% -11, LIBOR Pos. var.li FP ,622 Neg. var. LI FP 0.450% -14, LIBOR Pos. var.li FP ,264 Neg. var. LI FP 0.450% -8, LIBOR

100 Credit Suisse (Lux) Liquid Alternative Beta Page 100 Technical Data and Notes Swap contracts Type Payable Maturity Receivable Counterparty (in ) Pos. var.li FP ,792 Neg. var. LI FP 0.450% -7, LIBOR Pos. var.li FP ,269 Neg. var. LI FP 0.450% -5, LIBOR Pos. var.li FP ,891 Neg. var. LI FP 0.450% -4, LIBOR Pos. var.li FP ,516 Neg. var. LI FP 0.450% -6, LIBOR Pos. var. LVLT US ,832 Neg. var. LVLT US + LIBOR 0.300% -4, Pos. var. LVLT US ,344 Neg. var. LVLT US + LIBOR 0.250% -22, Pos. var. LVLT US ,130 Neg. var. LVLT US + LIBOR 0.300% -14, Pos. var. MDT US ,416 Neg. var. MDT US + LIBOR 0.300% -6, Pos. var. MDT US ,504 Neg. var. MDT US + LIBOR 0.300% -6, Pos. var. MDT US ,362 Neg. var. MDT US + LIBOR 0.250% -11, Pos. var. MDT US ,002 Neg. var. MDT US + LIBOR 0.250% -4, Pos. var. MDT US ,155,750 Neg. var. MDT US + LIBOR 0.300% -78, Pos. var. MDT US ,727 Neg. var. MDT US + LIBOR 0.300% -6, Pos. var. MDT US ,825 Neg. var. MDT US + LIBOR 0.300% -6, Pos. var. MTB US ,081 Neg. var. MTB US 0.300% -2, Pos. var. MTB US ,687 Neg. var. MTB US 0.300% -2, Pos. var. MTB US ,012 Neg. var. MTB US 0.300% -5, Pos. var. MTB US ,873 Neg. var. MTB US 0.300% -4, Pos. var. MTB US ,499 Neg. var. MTB US 0.500% -16, JP Morgan Chase Bank London - London - United Kingdom Pos. var. MTB US ,858 Neg. var. MTB US 0.300% -4, Pos. var. MTB US ,712 Neg. var. MTB US 0.300% -9, LIBOR Pos. var. MTB US ,033 Neg. var. MTB US + LIBOR 0.300% -10, Pos. var.rai US ,499 Neg. var. RAI US 0.300% -7, LIBOR

101 Credit Suisse (Lux) Liquid Alternative Beta Page 101 Technical Data and Notes Swap contracts Type Payable Maturity Receivable Counterparty (in ) Pos. var.rai US ,374 Neg. var. RAI US 0.250% -6, LIBOR Pos. var.rai US ,077 Neg. var. RAI US 0.300% LIBOR Pos. var.rai US ,662 Neg. var. RAI US 0.300% LIBOR Pos. var.rai US ,254 Neg. var. RAI US 0.300% LIBOR Pos. var. RFMD US ,746 Neg. var. RFMD US 0.400% 3, JP Morgan Chase Bank London - London - United Kingdom Pos. var. RFMD US ,036 Neg. var. RFMD US 0.400% -13, JP Morgan Chase Bank London - London - United Kingdom Pos. var. RFMD US ,276,745 Neg. var. RFMD US 0.400% -144, JP Morgan Chase Bank London - London - United Kingdom Pos. var. RFMD US ,589 Neg. var. RFMD US 0.400% -7, JP Morgan Chase Bank London - London - United Kingdom Pos. var. RFMD US ,363 Neg. var. RFMD US 0.400% -14, JP Morgan Chase Bank London - London - United Kingdom Pos. var. SGGLTH ,132 Neg. var. SGGLTH10 + LIBOR 0.200% Pos. var.ste US ,157 Neg. var. STE US 0.300% -2, Pos. var.ste US ,968 Neg. var. STE US 0.300% -2, Pos. var.ste US ,729 Neg. var. STE US 0.300% -1, Pos. var.ste US ,228 Neg. var. STE US 0.300% -1, Pos. var.ste US ,191 Neg. var. STE US 0.300% -3, Pos. var. STE US ,991 Neg. var. STE US + LIBOR 0.300% -6, Pos. var. WEC US ,966 Neg. var. WEC US 0.300% -9, Pos. var. WEC US ,314 Neg. var. WEC US 0.300% -2, Pos. var. WEC US ,840 Neg. var. WEC US 0.300% -1, Pos. var. WEC US ,119 Neg. var. WEC US 0.300% -6, Pos. var. WEC US ,321 Neg. var. WEC US 0.300% -2, Pos. var. WEC US ,262 Neg. var. WEC US 0.300% -2,107.70

102 Credit Suisse (Lux) Liquid Alternative Beta Page 102 Technical Data and Notes Swap contracts Type Payable Maturity Receivable Counterparty (in ) Pos. var. WMGI US ,322 Neg. var. WMGI US 0.300% -2, Pos. var. WMGI US ,725 Neg. var. WMGI US 0.300% -5, Pos. var. WMGI US ,756 Neg. var. WMGI US 0.300% -1, Pos. var. WMGI US ,087 Neg. var. WMGI US 0.300% -6, Pos. var. WPG US ,730 Neg. var. WPG US + LIBOR 0.300% Pos. var. WPG US ,556 Neg. var. WPG US + LIBOR 0.300% Pos. var. WPG US ,977 Neg. var. WPG US + LIBOR 0.300% Pos. var. WPG US ,627 Neg. var. WPG US + LIBOR 0.300% Pos. var. CMCSA US ,594,250 Neg. var.cmcsa US 0.400% -56, JP Morgan Chase Bank London - London - United Kingdom 2,588,622 Neg. var. BHI US 0.350% Pos. var. BHI US -314, LIBOR 103,766 Neg. var. CNL US 0.350% Pos. var. CNL US LIBOR 771,377 Neg. var. CNL US 0.350% Pos. var. CNL US 10, LIBOR 103,923 Neg. var. CNL US 0.350% Pos. var. CNL US LIBOR 103,999 Neg. var. CNL US 0.350% Pos. var. CNL US LIBOR ERS 1,980,508 Neg. var. CSFD08E 0.060% Pos. var. CSFD08E -1, Credit Suisse International - London - United Kingdom ERS 2,133,405 Neg. var. CSFD09E 0.060% Pos. var. CSFD09E -14, Credit Suisse International - London - United Kingdom ERS 831,106 Neg. var. CSFD13E 0.060% Pos. var. CSFD13E -1, Credit Suisse International - London - United Kingdom ERS 2,144,272 Neg. var. CSFD14E 0.060% Pos. var. CSFD14E -15, Credit Suisse International - London - United Kingdom ERS 667,434 Neg. var. CSFD15E 0.060% Pos. var. CSFD15E -6, Credit Suisse International - London - United Kingdom ERS 516,138 Neg. var. CSFD16E 0.060% Pos. var. CSFD16E -4, Credit Suisse International - London - United Kingdom ERS 1,835,732 Neg. var. CSFD18E 0.060% Pos. var. CSFD18E -10, Credit Suisse International - London - United Kingdom ERS 1,439,157 Neg. var. CSFD19E 0.060% Pos. var. CSFD19E -10, Credit Suisse International - London - United Kingdom

103 Credit Suisse (Lux) Liquid Alternative Beta Page 103 Technical Data and Notes Swap contracts Type Payable Maturity Receivable Counterparty (in ) ERS 567,284 Neg. var. CSFD20E 0.060% Pos. var. CSFD20E -6, Credit Suisse International - London - United Kingdom ERS 479,293 Neg. var. CSFD21E 0.060% Pos. var. CSFD21E 2, Credit Suisse International - London - United Kingdom ERS 927,868 Neg. var. CSFD26E 0.060% Pos. var. CSFD26E -11, Credit Suisse International - London - United Kingdom ERS 927,434 Neg. var. CSFD27E 0.060% Pos. var. CSFD27E -9, Credit Suisse International - London - United Kingdom ERS 1,854,692 Neg. var. CSFD28E 0.060% Pos. var. CSFD28E -23, Credit Suisse International - London - United Kingdom 203,359 Neg. var. CSR LN 0.400% Pos. var. CSR LN LIBOR 82,411 Neg. var. CSR LN 0.400% Pos. var. CSR LN LIBOR 81,621 Neg. var. CSR LN 0.400% Pos. var. CSR LN LIBOR 34,455 Neg. var. CSR LN 0.400% Pos. var. CSR LN LIBOR 406,033 Neg. var. CSR LN 0.400% Pos. var. CSR LN LIBOR 557,046 Neg. var. CVD US 0.350% Pos. var. CVD US 8, LIBOR 280,320 Neg. var. CVD US 0.350% Pos. var. CVD US 5, LIBOR 280,484 Neg. var. CVD US 0.350% Pos. var. CVD US 4, LIBOR 280,224 Neg. var. CVD US 0.350% Pos. var. CVD US 5, LIBOR 56,856 Neg. var. DRIV US 0.350% Pos. var. DRIV US LIBOR JP Morgan Chase Bank London - London - United Kingdom 57,218 Neg. var. DRIV US 0.350% Pos. var. DRIV US LIBOR JP Morgan Chase Bank London - London - United Kingdom 56,779 Neg. var. DRIV US 0.350% Pos. var. DRIV US LIBOR JP Morgan Chase Bank London - London - United Kingdom 6,862,000 Neg. var. IBOXHY 0.234% Pos. var. IBOXHY -16, LIBOR Goldman Sachs International - London - United Kingdom 22,410,000 Neg. var. IBOXHY 0.091% Pos. var. IBOXHY -5, LIBOR BNP Paribas Ldn - London - United Kingdom 1,000,000 Neg. var. IBOXHY 0.107% Pos. var. IBOXHY LIBOR JP Morgan Chase Bank London - London - United Kingdom 8,586,000 Neg. var. IBOXHY 0.234% Pos. var. IBOXHY -4, LIBOR Goldman Sachs International - London - United Kingdom 7,899,000 Neg. var. IBOXHY 0.234% Pos. var. IBOXHY -14, LIBOR Goldman Sachs International - London - United Kingdom

104 Credit Suisse (Lux) Liquid Alternative Beta Page 104 Technical Data and Notes Swap contracts Type Payable Maturity Receivable Counterparty (in ) 4,197,000 Neg. var. IBOXHY 0.136% Pos. var. IBOXHY -45, LIBOR JP Morgan Chase Bank London - London - United Kingdom 20,418,000 Neg. var. IBOXHY 0.096% Pos. var. IBOXHY -369, LIBOR JP Morgan Chase Bank London - London - United Kingdom 2,700,000 Neg. var. IBOXHY 0.188% Pos. var. IBOXHY -25, LIBOR JP Morgan Chase Bank London - London - United Kingdom 11,000,000 Neg. var. IBOXHY 0.103% Pos. var. IBOXHY -204, LIBOR JP Morgan Chase Bank London - London - United Kingdom 29,686,000 Neg. var. IBOXHY 0.091% Pos. var. IBOXHY -42, LIBOR JP Morgan Chase Bank London - London - United Kingdom 8,394,000 Neg. var. IBOXHY 0.137% Pos. var. IBOXHY -87, LIBOR Goldman Sachs International - London - United Kingdom 28,559,966 Neg. var. NDDUEAFE 0.100% Pos. var. NDDUEAFE 211, LIBOR Goldman Sachs International - London - United Kingdom 103,026 Neg. var. NUO NA 0.400% Pos. var. NUO NA LIBOR 103,948 Neg. var. NUO NA 0.400% Pos. var. NUO NA -1, LIBOR 103,949 Neg. var. NUO NA 0.400% Pos. var. NUO NA -1, LIBOR 738,063 Neg. var. NUO NA 0.400% Pos. var. NUO NA 93, LIBOR 200,157 Neg. var. PTC PL 4.000% Pos. var. PTC PL 6, LIBOR 198,342 Neg. var. PTC PL 4.000% Pos. var. PTC PL 8, LIBOR 417,249 Neg. var. PTC PL 4.000% Pos. var. PTC PL -7, LIBOR 197,549 Neg. var. PTC PL 4.000% Pos. var. PTC PL 9, LIBOR 2,214,465 Neg. var. RU20INTR 0.420% Pos. var. RU20INTR 6, Goldman Sachs International - London - United Kingdom 13,341,875 Neg. var. RU20INTR 0.300% Pos. var. RU20INTR 40, LIBOR BNP Paribas Paris - Paris - France 5,271,727 Neg. var. RU20INTR 0.370% Pos. var. RU20INTR 43, LIBOR JP Morgan Chase Bank London - London - United Kingdom 156,495 Neg. var. SNTC SS 0.400% Pos. var. SNTC SS LIBOR 8,519 Neg. var. SNTC SS 0.400% Pos. var. SNTC SS LIBOR 74,772 Neg. var. SNTC SS 0.400% Pos. var. SNTC SS LIBOR 304,843 Neg. var. SNTC SS 0.400% Pos. var. SNTC SS LIBOR

105 Credit Suisse (Lux) Liquid Alternative Beta Page 105 Technical Data and Notes Swap contracts Type Payable Maturity Receivable Counterparty (in ) 131,568 Neg. var. SNTC SS 0.400% Pos. var. SNTC SS LIBOR 21,233 Neg. var. SNTC SS 0.400% Pos. var. SNTC SS LIBOR 66,431 Neg. var. SPRT LN 0.400% Pos. var. SPRT LN 2, LIBOR 273,730 Neg. var. SPRT LN 0.400% Pos. var. SPRT LN -16, LIBOR 17,169 Neg. var. SPRT LN 0.400% Pos. var. SPRT LN LIBOR 273,058 Neg. var. SPRT LN 0.400% Pos. var. SPRT LN -16, LIBOR 67,931 Neg. var. SPRT LN 0.400% Pos. var. SPRT LN 1, LIBOR 433,727 Neg. var. SUSQ US 0.300% Pos. var. SUSQ US LIBOR 651,365 Neg. var. SUSQ US 0.300% Pos. var. SUSQ US LIBOR 46,927 Neg. var. SYR LN 0.400% Pos. var. SYR LN 2, LIBOR 53,945 Neg. var. SYR LN 0.400% Pos. var. SYR LN 2, LIBOR 40,252 Neg. var. SYR LN 0.400% Pos. var. SYR LN 2, LIBOR 211,754 Neg. var. SYR LN 0.400% Pos. var. SYR LN 12, LIBOR 356,550 Neg. var. SYR LN 0.400% Pos. var. SYR LN 17, LIBOR 83,516 Neg. var. SYR LN 0.400% Pos. var. SYR LN 4, LIBOR 32,695,306 Neg. var. XNDX 0.470% Pos. var. XNDX 741, LIBOR BNP Paribas Paris - Paris - France 417,024 Neg. var.driv US 0.350% Pos. var.driv US 13, LIBOR JP Morgan Chase Bank London - London - United Kingdom 2,224,150 Neg. var. HAL US 0.300% Pos. var.hal US 338, LIBOR 548,941 Neg. var.lg FP 0.400% Pos. var.lg FP 27, LIBOR JP Morgan Chase Bank London - London - United Kingdom 466,765 Neg. var. TRNX US 0.350% Pos. var.trnx US 1, LIBOR 207,889 Neg. var. TRNX US 0.350% Pos. var.trnx US 6, LIBOR 87,512 Neg. var. TRNX US 0.350% Pos. var.trnx US LIBOR

106 Credit Suisse (Lux) Liquid Alternative Beta Page 106 Technical Data and Notes Swap contracts Type Payable Maturity Receivable Counterparty (in ) 95,786 Neg. var. TRNX US 0.350% Pos. var.trnx US 1, LIBOR Unrealised loss on swap contracts -1,556,853.90

107 Credit Suisse (Lux) Liquid Alternative Beta Page 107 Statement of Net Assets in and Fund Evolution Assets Investments in securities at market value 205,202, Cash at banks and at brokers 35,130, Receivable for securities sold 513, Income receivable 69, Unrealised gain on financial futures contracts 1,891, ,807, Liabilities Due to banks and to brokers 166, Redemptions payable 20, Provisions for accrued expenses 52, Unrealised loss on swaps contracts 1,556, Unrealised loss on forward foreign exchange contracts 1,084, Other liabilities ,880, Net assets 239,926, Fund Evolution Total net assets 239,926, ,454, ,203, Net asset value per share B - Capitalisation DB - Capitalisation 1, , , IB - Capitalisation 1, , , BH - Capitalisation IBH - Capitalisation 1, , , BH - Capitalisation IBH - Capitalisation 1, , , Number of shares outstanding at the end of the period at the beginning of the period Number of shares issued Number of shares redeemed B - Capitalisation 8, , , DB - Capitalisation 173, , , , IB - Capitalisation 8, , , , BH - Capitalisation 14, , , IBH - Capitalisation 11, , BH - Capitalisation 5, , IBH - Capitalisation 11, , , ,

108 Credit Suisse (Lux) Liquid Alternative Beta Page 108 Statement of Operations / Changes in Net Assets in For the period from to Net assets at the beginning of the period 255,454, Income Interest on investments in securities (net) 6, Dividends (net) 190, Bank interest 4, , Expenses Management fee 197, Custodian and safe custody fees 48, Administration expenses 30, Printing and publication expenses Interest, dividends and bank charges Audit, control, legal, representative bank and other expenses 4, "Taxe d'abonnement" 20, , Net income (loss) -101, Realised gain (loss) Net realised gain (loss) on sales of investments 1,819, Net realised gain (loss) on financial futures contracts 1,780, Net realised gain (loss) on swap contracts 5,123, Net realised gain (loss) on forward foreign exchange contracts -2,669, Net realised gain (loss) on foreign exchange -157, ,896, Net realised gain (loss) 5,794, Change in net unrealised appreciation (depreciation) Change in net unrealised appreciation (depreciation) on investments -1,093, Change in net unrealised appreciation (depreciation) on financial futures contracts 1,161, Change in net unrealised appreciation (depreciation) on swap contracts -2,928, Change in net unrealised appreciation (depreciation) on forward foreign exchange contracts -246, ,107, Net increase (decrease) in net assets as a result of operations 2,687, Subscriptions / Redemptions Subscriptions 30,606, Redemptions -48,821, ,215, Net assets at the end of the period 239,926,985.74

109 Credit Suisse (Lux) Liquid Alternative Beta Page 109 Breakdown by Country and Economic Sector of the Investments in Securities Statement of Investments in Securities and Other Net Assets Breakdown by Country USA Ireland France Netherlands United Kingdom Italy Austria Total Breakdown by Economic Sector Countries and central governments Financial, investment and other div. companies Telecommunication Healthcare and social services Internet, software and IT services Pharmaceuticals, cosmetics and medical products Banks and other credit institutions Electrical appliances and components Mortgage and funding institutions (MBA, ABS) Tobacco and alcoholic beverages Insurance companies Electronics and semiconductors Building materials and building industry Real estate Retailing, department stores Petroleum Energy and water supply Chemicals Computer hardware and networking Miscellaneous consumer goods Miscellaneous services Total Statement of Investments in Securities and Other Net Assets Description Quantity / (in ) Securities listed on a stock exchange or other organised markets % of net assets Call-Options S&P 500 INDEX (call) , Call-Options -341, Put-Options S&P 500 INDEX (put) , S&P 500 INDEX (put) , Put-Options -111, Securities listed on a stock exchange or other organised markets -452, Securities listed on a stock exchange or other organised markets: Shares (and equity-type securities) Shares (and equity-type securities) AECOM TECHNOLOGY 19, , ALERE 41,483 1,654, AUXILIUM PHARAMCEUTICALS 28, , CARE FUSION (when issued) 28,892 1,709, C.A.T. OIL 46, , CLUB MEDITERRANEE 6, , COMPUWARE 160,624 1,657, CONCUR TECHNOLOGIES 14,519 1,870, CORIO 38,395 1,947, COVIDIEN 52,240 5,276, COVISINT 14,324 32, CUBIST PHARMACEUTICALS (rights) ,093 1, DRESSER-RAND GROUP 21,352 1,731, FAMILY DOLLAR STORES 34,013 2,688, GENTIVA HEALTH SERVICES 62,616 1,215, GFI GROUP 181, , GLIMCHER REALTY TRUST 79,233 1,090, HUDSON CITY BANCORP 384,345 3,762, INDESIT COMPANY 82,870 1,133, INTEGRYS ENERGY GROUP 33,244 2,421, INTERNATIONAL RECTIFIER 40,968 1,633, JAZZTEL 101,031 1,612, LAFARGE 42,768 3,048, LEVEL 3 COMMUNICATIONS 33,247 1,662, LORILLARD 55,596 3,510, MULTIMEDIA GAMES HOLDING 33,154 1,203, OMNIVISION TECHNOLOGIES 53,888 1,557, PEPCO HOLDING 124,510 3,424, PROTECTIVE LIFE 49,939 3,481, ROCKWOOD HOLDINGS 24,960 1,945, SAPIENT 46,397 1,146, SIGMA-ALDRICH 16,321 2,229, TAMINCO 53,900 1,396, TIBCO SOFTWARE 57,987 1,393, TIME WARNER CABLE 34,387 5,133, TRIQUINT SEMICONDUCTOR 149,542 3,644, TRW AUTOMOTIVE HOLDINGS 23,985 2,480, Shares (and equity-type securities) 72,157, Securities listed on a stock exchange or other organised markets: Shares (and equity-type securities) 72,157, Securities listed on a stock exchange or other organised markets: Bonds Bonds FANNIE MAE FRN ,500,000 3,500, US ,000,000 19,999, US ,000,000 5,000, US ,000,000 44,999, US ,000,000 19,999, US ,000,000 6,999, US ,000,000 5,999, US ,000,000 26,999, Bonds 133,497, Securities listed on a stock exchange or other organised markets: Bonds 133,497, Total of Portfolio 205,202, Cash at banks and at brokers 35,130, Due to banks and to brokers -166, Other liabilities -240, Total net assets 239,926, Any differences in the percentage of Net Assets are the result of roundings.

110 Credit Suisse (Lux) Liquid Event Driven Page 110 Technical Data and Notes Technical Data Valoren ISIN Management Fee Total Expense Ratio DB - Capitalisation LU % 0.08% As at , Credit Suisse SICAV One (Lux) Liquid Event Driven changed its name to CS Investment Funds 2 Credit Suisse (Lux) Liquid Event Driven. There is no management fee for D-shares. For the period from to , the Portfolio Turnover Rate was %. Fund Performance YTD Since Inception 2013 DB - Capitalisation -1.42% 10.05% 10.35% Swap contracts Type Payable Maturity Receivable Counterparty (in ) CDS 2,758,000 Buy Protection 5.000% CDX NORTH -227, JP Morgan clearing house - New York - United States AMERICA HIGH YIELD INDEX S.22 06/19 CDS 6,331,000 Buy Protection 5.000% CDX NORTH -522, JP Morgan clearing house - New York - United States AMERICA HIGH YIELD INDEX S.23 06/19 Pos. var. ACM US ,928 Neg. var. ACM US + LIBOR 0.300% Pos. var. ACM US ,425 Neg. var. ACM US + LIBOR 0.250% 15, Pos. var. ACM US ,816 Neg. var. ACM US + LIBOR 0.300% 2, Pos. var.alb US ,977 Neg. var. ALB US + LIBOR 0.300% 2, Pos. var.alb US ,831 Neg. var. ALB US + LIBOR 0.250% 12, Pos. var.alb US ,110 Neg. var. ALB US + LIBOR 0.300% 13, Pos. var.alb US ,897 Neg. var. ALB US + LIBOR 0.300% 2, Pos. var.alb US ,786 Neg. var. ALB US + LIBOR 0.300% 2, Pos. var.bbt US ,032 Neg. var. BBT US + LIBOR 0.250% Pos. var.bbt US ,230 Neg. var. BBT US + LIBOR 0.250% Pos. var. BDX US ,310 Neg. var. BDX US + LIBOR 0.300% -19, Pos. var. BDX US ,990 Neg. var. BDX US + LIBOR 0.300% -2, Pos. var. BDX US ,122 Neg. var. BDX US + LIBOR 0.300% -1,945.01

111 Credit Suisse (Lux) Liquid Event Driven Page 111 Technical Data and Notes Swap contracts Type Payable Maturity Receivable Counterparty Pos. var. BDX US Pos. var. CMCSA US Pos. var. CMCSA US Pos. var. CMCSA US Pos. var. CMCSA US Pos. var. CMCSA US Pos. var. CMCSA US Pos. var. ENDP US Pos. var. ENDP US Pos. var. ENDP US Pos. var. ENDP US Pos. var.gnk LN Pos. var.gnk LN Pos. var.gnk LN Pos. var.gnk LN Pos. var.gnk LN Pos. var. HOLN VX JP Morgan Chase Bank London - London - United Kingdom Pos. var. HOLN VX JP Morgan Chase Bank London - London - United Kingdom Pos. var. HOLN VX JP Morgan Chase Bank London - London - United Kingdom Pos. var. HOLN VX JP Morgan Chase Bank London - London - United Kingdom Pos. var. IBOXHY JP Morgan Chase Bank London - London - United Kingdom Pos. var. IBOXHY JP Morgan Chase Bank London - London - United Kingdom (in ) ,017 Neg. var. BDX US + LIBOR 0.300% -2, ,879 Neg. var. CMCSA US 0.300% -21, ,236 Neg. var. CMCSA US 0.250% -16, ,351,189 Neg. var. CMCSA US 0.050% -73, ,267 Neg. var. CMCSA US 0.300% -20, ,040,184 Neg. var. CMCSA US 0.300% -109, ,969 Neg. var. CMCSA US 0.300% -22, ,297 Neg. var. ENDP US 0.300% -1, ,468 Neg. var. ENDP US 0.300% -1, ,650 Neg. var. ENDP US 0.300% -38, ,120 Neg. var. ENDP US 0.300% -2, ,903 Neg. var. GNK LN 0.400% 12, ,604 Neg. var. GNK LN 0.400% 1, ,235 Neg. var. GNK LN 0.400% -1, ,340 Neg. var. GNK LN 0.400% 13, ,818 Neg. var. GNK LN 0.400% LIBOR ,740 Neg. var. HOLN VX 0.350% -2, ,839 Neg. var. HOLN VX 0.350% -9, ,454,925 Neg. var. HOLN VX 0.350% -143, ,827 Neg. var. HOLN VX 0.350% -5, ,578,000 Neg. var. IBOXHY + LIBOR 0.159% 20, ,000 Neg. var. IBOXHY 0.199% -5, LIBOR

112 Credit Suisse (Lux) Liquid Event Driven Page 112 Technical Data and Notes Swap contracts Type Payable Maturity Receivable Counterparty (in ) Pos. var. IBOXHY ,220,000 Neg. var. IBOXHY + LIBOR 0.200% -84, Goldman Sachs International - London - United Kingdom Pos. var. IBOXHY ,080,000 Neg. var. IBOXHY + LIBOR 0.159% -271, JP Morgan Chase Bank London - London - United Kingdom Pos. var.lh US ,709 Neg. var. LH US 0.300% -3, LIBOR Pos. var.lh US ,361 Neg. var. LH US 0.300% -2, LIBOR Pos. var. LH US ,289 Neg. var. LH US 0.300% -2, LIBOR Pos. var.li FP ,777 Neg. var. LI FP 0.450% -8, LIBOR Pos. var.li FP ,908 Neg. var. LI FP 0.450% -6, LIBOR Pos. var.li FP ,230 Neg. var. LI FP 0.450% -7, LIBOR Pos. var.li FP ,655 Neg. var. LI FP 0.450% -7, LIBOR Pos. var.li FP ,573 Neg. var. LI FP 0.450% -4, LIBOR Pos. var.li FP ,936 Neg. var. LI FP 0.450% -5, LIBOR Pos. var.li FP ,550 Neg. var. LI FP 0.450% -14, LIBOR Pos. var. LI FP ,217 Neg. var. LI FP 0.450% -11, LIBOR Pos. var.li FP ,857 Neg. var. LI FP 0.450% -17, LIBOR Pos. var. LVLT US ,838 Neg. var. LVLT US + LIBOR 0.300% -5, Pos. var. LVLT US ,809 Neg. var. LVLT US + LIBOR 0.300% -16, Pos. var. LVLT US ,045 Neg. var. LVLT US + LIBOR 0.250% -20, Pos. var. LVLT US ,945 Neg. var. LVLT US + LIBOR 0.250% Pos. var. MDT US ,449 Neg. var. MDT US + LIBOR 0.300% -7, Pos. var. MDT US ,317,032 Neg. var. MDT US + LIBOR 0.300% -89, Pos. var. MDT US ,218 Neg. var. MDT US + LIBOR 0.300% -7, Pos. var. MDT US ,065 Neg. var. MDT US + LIBOR 0.250% -3, Pos. var. MDT US ,788 Neg. var. MDT US + LIBOR 0.250% -11, Pos. var. MDT US ,338 Neg. var. MDT US + LIBOR 0.300% -7,883.45

113 Credit Suisse (Lux) Liquid Event Driven Page 113 Technical Data and Notes Swap contracts Type Payable Maturity Receivable Counterparty (in ) Pos. var. MTB US ,518 Neg. var. MTB US 0.300% -2, Pos. var. MTB US ,115 Neg. var. MTB US 0.300% -5, Pos. var. MTB US ,205 Neg. var. MTB US 0.250% -3, Pos. var. MTB US ,099 Neg. var. MTB US 0.300% -5, Pos. var. MTB US ,141 Neg. var. MTB US 0.300% -6, Pos. var. MTB US ,048 Neg. var. MTB US 0.300% -10, LIBOR Pos. var. MTB US ,273 Neg. var. MTB US + LIBOR 0.300% -11, Pos. var.rai US ,298 Neg. var. RAI US 0.300% LIBOR Pos. var.rai US ,760 Neg. var. RAI US 0.300% LIBOR Pos. var.rai US ,098 Neg. var. RAI US 0.300% -1, LIBOR Pos. var.rai US ,087 Neg. var. RAI US 0.300% -8, LIBOR Pos. var.rai US ,000 Neg. var. RAI US 0.250% -6, LIBOR Pos. var. RFMD US ,382 Neg. var. RFMD US 0.400% -16, JP Morgan Chase Bank London - London - United Kingdom Pos. var. RFMD US ,384,330 Neg. var. RFMD US 0.400% -151, JP Morgan Chase Bank London - London - United Kingdom Pos. var. RFMD US ,276 Neg. var. RFMD US 0.400% -14, JP Morgan Chase Bank London - London - United Kingdom Pos. var. RFMD US ,562 Neg. var. RFMD US 0.400% -8, JP Morgan Chase Bank London - London - United Kingdom Pos. var. SGGLTH ,032,980 Neg. var. SGGLTH10 + LIBOR 0.200% Pos. var.ste US ,264 Neg. var. STE US 0.300% -1, Pos. var.ste US ,293 Neg. var. STE US 0.300% Pos. var.ste US ,138 Neg. var. STE US 0.300% -6, Pos. var.ste US ,572 Neg. var. STE US 0.300% -1, Pos. var. STE US ,693 Neg. var. STE US 0.300% -8, Pos. var.ste US ,419 Neg. var. STE US 0.300% -1,795.74

114 Credit Suisse (Lux) Liquid Event Driven Page 114 Technical Data and Notes Swap contracts Type Payable Maturity Receivable Counterparty (in ) Pos. var. WEC US ,020 Neg. var. WEC US 0.300% -11, Pos. var. WEC US ,893 Neg. var. WEC US 0.300% -2, Pos. var. WEC US ,826 Neg. var. WEC US 0.300% -2, Pos. var. WEC US ,969 Neg. var. WEC US 0.300% -2, Pos. var. WEC US ,482 Neg. var. WEC US 0.300% -1, Pos. var. WMGI US ,252 Neg. var. WMGI US 0.300% -2, Pos. var. WMGI US ,381 Neg. var. WMGI US 0.300% -6, Pos. var. WMGI US ,667 Neg. var. WMGI US 0.300% -2, Pos. var. WPG US ,245 Neg. var. WPG US + LIBOR 0.300% Pos. var. WPG US ,324 Neg. var. WPG US + LIBOR 0.300% Pos. var. WPG US ,205 Neg. var. WPG US + LIBOR 0.300% -1, Pos. var. WPG US ,718 Neg. var. WPG US + LIBOR 0.300% ,813 Neg. var. CNL US 0.350% Pos. var. CNL US LIBOR 86,005 Neg. var. CNL US 0.350% Pos. var. CNL US LIBOR 959,225 Neg. var. CNL US 0.350% Pos. var. CNL US 12, LIBOR 85,942 Neg. var. CNL US 0.350% Pos. var. CNL US LIBOR 27,974 Neg. var. CSR LN 0.400% Pos. var. CSR LN LIBOR 253,549 Neg. var. CSR LN 0.400% Pos. var. CSR LN LIBOR 66,908 Neg. var. CSR LN 0.400% Pos. var. CSR LN LIBOR 66,266 Neg. var. CSR LN 0.400% Pos. var. CSR LN LIBOR 510,237 Neg. var. CSR LN 0.400% Pos. var. CSR LN LIBOR 301,588 Neg. var. CVD US 0.350% Pos. var. CVD US 5, LIBOR

115 Credit Suisse (Lux) Liquid Event Driven Page 115 Technical Data and Notes Swap contracts Type Payable Maturity Receivable Counterparty (in ) 301,764 Neg. var. CVD US 0.350% Pos. var. CVD US 5, LIBOR 301,485 Neg. var. CVD US 0.350% Pos. var. CVD US 5, LIBOR 47,145 Neg. var. DRIV US 0.350% Pos. var. DRIV US LIBOR JP Morgan Chase Bank London - London - United Kingdom 47,210 Neg. var. DRIV US 0.350% Pos. var. DRIV US LIBOR JP Morgan Chase Bank London - London - United Kingdom 47,510 Neg. var. DRIV US 0.350% Pos. var. DRIV US LIBOR JP Morgan Chase Bank London - London - United Kingdom 9,389,000 Neg. var. IBOXHY 0.115% Pos. var. IBOXHY -17, LIBOR Goldman Sachs International - London - United Kingdom 10,205,000 Neg. var. IBOXHY 0.115% Pos. var. IBOXHY -5, LIBOR Goldman Sachs International - London - United Kingdom 3,746,000 Neg. var. IBOXHY 0.136% Pos. var. IBOXHY -40, LIBOR JP Morgan Chase Bank London - London - United Kingdom 21,720,000 Neg. var. IBOXHY 0.091% Pos. var. IBOXHY -5, LIBOR BNP Paribas Ldn - London - United Kingdom 7,640,000 Neg. var. IBOXHY 0.103% Pos. var. IBOXHY -142, LIBOR JP Morgan Chase Bank London - London - United Kingdom 11,332,000 Neg. var. IBOXHY 0.096% Pos. var. IBOXHY -204, LIBOR JP Morgan Chase Bank London - London - United Kingdom 28,771,000 Neg. var. IBOXHY 0.159% Pos. var. IBOXHY -40, LIBOR JP Morgan Chase Bank London - London - United Kingdom 6,125,000 Neg. var. IBOXHY 0.238% Pos. var. IBOXHY -14, LIBOR Goldman Sachs International - London - United Kingdom 7,491,000 Neg. var. IBOXHY 0.137% Pos. var. IBOXHY -77, LIBOR Goldman Sachs International - London - United Kingdom 82,982 Neg. var. NUO NA 0.400% Pos. var. NUO NA LIBOR 917,779 Neg. var. NUO NA 0.400% Pos. var. NUO NA 115, LIBOR 83,725 Neg. var. NUO NA 0.400% Pos. var. NUO NA LIBOR 83,725 Neg. var. NUO NA 0.400% Pos. var. NUO NA LIBOR 212,573 Neg. var. PTC PL 4.000% Pos. var. PTC PL 9, LIBOR 213,426 Neg. var. PTC PL 4.000% Pos. var. PTC PL 8, LIBOR 215,380 Neg. var. PTC PL 4.000% Pos. var. PTC PL 7, LIBOR 1,123,393 Neg. var. RU20INTR 0.300% Pos. var. RU20INTR 9, LIBOR

116 Credit Suisse (Lux) Liquid Event Driven Page 116 Technical Data and Notes Swap contracts Type Payable Maturity Receivable Counterparty (in ) 1,523,431 Neg. var. RU20INTR 0.370% Pos. var. RU20INTR 12, JP Morgan Chase Bank London - London - United Kingdom 4,616,223 Neg. var. RU20INTR 0.300% Pos. var. RU20INTR 13, LIBOR BNP Paribas Paris - Paris - France 1,128,873 Neg. var. RU20INTR 0.470% Pos. var. RU20INTR 9, LIBOR 5,408,726 Neg. var. RU20INTR 0.300% Pos. var. RU20INTR 44, LIBOR 517,810 Neg. var. RU20INTR 0.420% Pos. var. RU20INTR 1, Goldman Sachs International - London - United Kingdom 378,918 Neg. var. SNTC SS 0.400% Pos. var. SNTC SS LIBOR 169,577 Neg. var. SNTC SS 0.400% Pos. var. SNTC SS LIBOR 18,585 Neg. var. SNTC SS 0.400% Pos. var. SNTC SS LIBOR 7,456 Neg. var. SNTC SS 0.400% Pos. var. SNTC SS LIBOR 65,462 Neg. var. SNTC SS 0.400% Pos. var. SNTC SS LIBOR 14,202 Neg. var. SPRT LN 0.400% Pos. var. SPRT LN LIBOR 54,945 Neg. var. SPRT LN 0.400% Pos. var. SPRT LN 2, LIBOR 56,186 Neg. var. SPRT LN 0.400% Pos. var. SPRT LN LIBOR 339,539 Neg. var. SPRT LN 0.400% Pos. var. SPRT LN -19, LIBOR 340,374 Neg. var. SPRT LN 0.400% Pos. var. SPRT LN -20, LIBOR 466,772 Neg. var. SUSQ US 0.300% Pos. var. SUSQ US LIBOR 701,005 Neg. var. SUSQ US 0.300% Pos. var. SUSQ US LIBOR 409,547 Neg. var. SYR LN 0.400% Pos. var. SYR LN 20, LIBOR 68,087 Neg. var. SYR LN 0.400% Pos. var. SYR LN 3, LIBOR 43,977 Neg. var. SYR LN 0.400% Pos. var. SYR LN 1, LIBOR 38,246 Neg. var. SYR LN 0.400% Pos. var. SYR LN 2, LIBOR 80,326 Neg. var. SYR LN 0.400% Pos. var. SYR LN 4, LIBOR

117 Credit Suisse (Lux) Liquid Event Driven Page 117 Technical Data and Notes Swap contracts Type Payable Maturity Receivable Counterparty (in ) 273,687 Neg. var. SYR LN 0.400% Pos. var. SYR LN 15, LIBOR 517,335 Neg. var.driv US 0.350% Pos. var.driv US 17, LIBOR JP Morgan Chase Bank London - London - United Kingdom 94,143 Neg. var. TRNX US 0.350% Pos. var.trnx US LIBOR 103,062 Neg. var. TRNX US 0.350% Pos. var.trnx US 2, LIBOR 223,687 Neg. var. TRNX US 0.350% Pos. var.trnx US 6, LIBOR Unrealised loss on swap contracts -2,329,682.87

118 Credit Suisse (Lux) Liquid Event Driven Page 118 Statement of Net Assets in and Fund Evolution Assets Investments in securities at market value 72,528, Cash at banks and at brokers 15,734, Receivable for securities sold 553, Income receivable 73, ,890, Liabilities Provisions for accrued expenses 6, Unrealised loss on swaps contracts 2,329, ,335, Net assets 86,554, Fund Evolution Total net assets 86,554, ,199, ,987, Net asset value per share DB - Capitalisation 1, , , Number of shares outstanding at the end of the period at the beginning of the period Number of shares issued Number of shares redeemed DB - Capitalisation 78, , , ,

119 Credit Suisse (Lux) Liquid Event Driven Page 119 Statement of Operations / Changes in Net Assets in For the period from to Net assets at the beginning of the period 88,199, Income Interest on investments in securities (net) 2, Dividends (net) 204, Bank interest Securities lending income , Expenses Custodian and safe custody fees 18, Administration expenses 13, Interest, dividends and bank charges "Taxe d'abonnement" 4, , Net income (loss) 171, Realised gain (loss) Net realised gain (loss) on sales of investments -1,011, Net realised gain (loss) on swap contracts -464, Net realised gain (loss) on foreign exchange -70, ,546, Net realised gain (loss) -1,375, Change in net unrealised appreciation (depreciation) Change in net unrealised appreciation (depreciation) on investments -590, Change in net unrealised appreciation (depreciation) on swap contracts -2,353, ,943, Net increase (decrease) in net assets as a result of operations -4,319, Subscriptions / Redemptions Subscriptions 4,558, Redemptions -1,884, ,674, Net assets at the end of the period 86,554,808.16

120 Credit Suisse (Lux) Liquid Event Driven Page 120 Breakdown by Country and Economic Sector of the Investments in Securities Statement of Investments in Securities and Other Net Assets Breakdown by Country USA Ireland France Netherlands United Kingdom Italy Austria Total Breakdown by Economic Sector Financial, investment and other div. companies Telecommunication Healthcare and social services Pharmaceuticals, cosmetics and medical products Internet, software and IT services Tobacco and alcoholic beverages Banks and other credit institutions Electrical appliances and components Building materials and building industry Insurance companies Real estate Electronics and semiconductors Retailing, department stores Energy and water supply Chemicals Petroleum Computer hardware and networking Miscellaneous consumer goods Miscellaneous services Total Statement of Investments in Securities and Other Net Assets Description Quantity / (in ) Securities listed on a stock exchange or other organised markets % of net assets Call-Options S&P 500 INDEX (call) ,424, S&P 500 INDEX (call) ,243, Call-Options 2,180, Put-Options S&P 500 INDEX (put) , S&P 500 INDEX (put) ,406, Put-Options 1,845, Securities listed on a stock exchange or other organised markets 4,026, Securities listed on a stock exchange or other organised markets: Shares (and equity-type securities) Shares (and equity-type securities) AECOM TECHNOLOGY 16, , ALERE 38,318 1,528, AUXILIUM PHARAMCEUTICALS 31,922 1,103, CARE FUSION (when issued) 31,004 1,834, C.A.T. OIL 26, , CLUB MEDITERRANEE 5, , COMPUWARE 146,678 1,513, CONCUR TECHNOLOGIES 13,416 1,728, CORIO 35,484 1,799, COVIDIEN 48,286 4,876, COVISINT 14,992 34, CUBIST PHARMACEUTICALS (rights) ,760 1, DRESSER-RAND GROUP 19,755 1,602, FAMILY DOLLAR STORES 31,439 2,485, GENTIVA HEALTH SERVICES 53,223 1,033, GFI GROUP 155, , GLIMCHER REALTY TRUST 84,633 1,164, HUDSON CITY BANCORP 355,191 3,477, INDESIT COMPANY 87,287 1,193, INTEGRYS ENERGY GROUP 30,733 2,238, INTERNATIONAL RECTIFIER 37,868 1,510, JAZZTEL 93,301 1,488, LAFARGE 47,014 3,351, LEVEL 3 COMMUNICATIONS 34,818 1,740, LORILLARD 59,321 3,745, MULTIMEDIA GAMES HOLDING 30,640 1,111, OMNIVISION TECHNOLOGIES 49,810 1,440, PEPCO HOLDING 115,066 3,164, PROTECTIVE LIFE 46,152 3,217, ROCKWOOD HOLDINGS 26,633 2,076, SAPIENT 43,662 1,078, SIGMA-ALDRICH 15,101 2,062, TAMINCO 49,777 1,289, TIBCO SOFTWARE 53,637 1,288, TIME WARNER CABLE 31,784 4,744, TRIQUINT SEMICONDUCTOR 138,201 3,367, TRW AUTOMOTIVE HOLDINGS 22,156 2,290, Shares (and equity-type securities) 68,502, Securities listed on a stock exchange or other organised markets: Shares (and equity-type securities) 68,502, Total of Portfolio 72,528, Cash at banks and at brokers 15,734, Other liabilities -1,708, Total net assets 86,554, Any differences in the percentage of Net Assets are the result of roundings.

121 Credit Suisse (Lux) Liquid Global Strategies Page 121 Technical Data and Notes Technical Data Valoren ISIN Management Fee Total Expense Ratio DB - Capitalisation LU % 0.08% As at , Credit Suisse SICAV One (Lux) Liquid Global Strategies changed its name to CS Investment Funds 2 Credit Suisse (Lux) Liquid Global Strategies. There is no management fee for D-shares. For the period from to , the Portfolio Turnover Rate was %. Fund Performance YTD Since Inception 2013 DB - Capitalisation 4.45% 12.38% 6.72% Financial futures contracts Description Currency Quantity Engagement (in ) AUD FX CURRENCY FUTURE / ,968, , CAD / ,040, , O BUND FUTURE / ,018, , O FX CURRENCY FUTURE / ,482, , O STOXX 50 INDEX / ,108, , FTSE 100 INDEX /14 GBP 33 2,221, , GBP FX CURRENCY FUTURE / ,346, , HANG SENG INDEX /14 HKD 9 10,791, JAPANESE GOVERNMENT BONDS FUTURES -100MM- 12/14 JPY 11 1,616,010, , JPY FX CURRENCY FUTURE / ,739, , LONG GILT FUTURE /15 GBP 45 5,289, , NIKKEI 225 INDEX /14 JPY ,650, , S&P E-MINI 500 STOCK INDEX / ,099, , US TREASURY NOTE 10 YEAR CBT / ,561, , Unrealised gain on financial futures contracts 2,818, Counterparty: Forward foreign exchange contracts Purchases Sales Maturity Counterparty (in ) 1,892,110 SEK -13,955, , JPMorgan Chase Bank (New York) GBP 676,363-1,057, , JPMorgan Chase Bank (New York) 2,244,924-1,791, , JPMorgan Chase Bank (New York) 1,621,084 JPY -189,045, , JPMorgan Chase Bank (New York) AUD 3,646,719-3,177, , JPMorgan Chase Bank (New York) NZD 8,864,420-7,016, , JPMorgan Chase Bank (New York) NOK 30,936,790-4,593, , JPMorgan Chase Bank (New York)

122 Credit Suisse (Lux) Liquid Global Strategies Page 122 Technical Data and Notes Forward foreign exchange contracts Purchases Counterparty 7,497,328-7,185, , JPMorgan Chase Bank (New York) 3,690,957 CAD -4,174, , JPMorgan Chase Bank (New York) Sales Unrealised loss on forward foreign exchange contracts Maturity (in ) -193, Swap contracts Type Payable Maturity Receivable Counterparty (in ) CDS 2,111,000 Buy Protection 5.000% CDX NORTH -174, JP Morgan clearing house - New York - United States AMERICA HIGH YIELD INDEX S.22 06/19 CDS 822,600 Buy Protection 5.000% CDX NORTH -67, JP Morgan clearing house - New York - United States AMERICA HIGH YIELD INDEX S.23 06/19 Pos. var. ACM US ,574 Neg. var. ACM US + LIBOR 0.300% Pos. var. ACM US ,654 Neg. var. ACM US + LIBOR 0.250% 5, Pos. var. ACM US ,984 Neg. var. ACM US + LIBOR 0.300% Pos. var.alb US ,866 Neg. var. ALB US + LIBOR 0.300% Pos. var.alb US ,886 Neg. var. ALB US + LIBOR 0.300% Pos. var.alb US ,062 Neg. var. ALB US + LIBOR 0.300% 3, Pos. var.alb US ,901 Neg. var. ALB US + LIBOR 0.300% Pos. var.alb US ,305 Neg. var. ALB US + LIBOR 0.250% 7, Pos. var.bbt US ,279 Neg. var. BBT US + LIBOR 0.250% Pos. var.bbt US ,829 Neg. var. BBT US + LIBOR 0.250% Pos. var. BDX US ,073 Neg. var. BDX US + LIBOR 0.300% Pos. var. BDX US ,069 Neg. var. BDX US + LIBOR 0.300% -7, Pos. var. BDX US ,068 Neg. var. BDX US + LIBOR 0.300% Pos. var. BDX US ,094 Neg. var. BDX US + LIBOR 0.300%

123 Credit Suisse (Lux) Liquid Global Strategies Page 123 Technical Data and Notes Swap contracts Type Payable Maturity Receivable Counterparty Pos. var. CMCSA US Pos. var. CMCSA US Pos. var. CMCSA US Pos. var. CMCSA US Pos. var. CMCSA US Pos. var. CMCSA US ERS Pos. var.csfd01e Credit Suisse International - London - United Kingdom ERS Pos. var.csfd02e Credit Suisse International - London - United Kingdom ERS Pos. var.csfd03e Credit Suisse International - London - United Kingdom ERS Pos. var.csfd04e Credit Suisse International - London - United Kingdom ERS Pos. var.csfd05e Credit Suisse International - London - United Kingdom ERS Pos. var.csfd06e Credit Suisse International - London - United Kingdom ERS Pos. var.csfd07e Credit Suisse International - London - United Kingdom ERS Pos. var.csfd10e Credit Suisse International - London - United Kingdom ERS Pos. var.csfd11e Credit Suisse International - London - United Kingdom ERS Pos. var.csfd12e Credit Suisse International - London - United Kingdom ERS Pos. var.csfd17e Credit Suisse International - London - United Kingdom ERS Pos. var.csfd22e Credit Suisse International - London - United Kingdom ERS Pos. var.csfd23e Credit Suisse International - London - United Kingdom ERS Pos. var.csfd24e Credit Suisse International - London - United Kingdom ERS Pos. var.csfd25e Credit Suisse International - London - United Kingdom Pos. var. ENDP US (in ) ,529 Neg. var. CMCSA US 0.300% -3, ,908 Neg. var. CMCSA US 0.300% -1, ,762 Neg. var. CMCSA US 0.300% -3, ,692 Neg. var. CMCSA US 0.300% -3, ,007,186 Neg. var. CMCSA US 0.050% -55, ,381 Neg. var. CMCSA US 0.300% -25, LIBOR ,436,546 Neg. var. CSFD01E 0.060% 115, ,962,090 Neg. var. CSFD02E 0.060% 40, ,247,885 Neg. var. CSFD03E 0.060% 79, ,481 Neg. var. CSFD04E 0.060% ,139,937 Neg. var. CSFD05E 0.060% 76, ,791,408 Neg. var. CSFD06E 0.060% 41, ,637,974 Neg. var. CSFD07E 0.060% 113, ,151,620 Neg. var. CSFD10E 0.060% 16, ,259,953 Neg. var. CSFD11E 0.060% 10, ,342,061 Neg. var. CSFD12E 0.060% 32, ,853 Neg. var. CSFD17E 0.060% 3, ,258,181 Neg. var. CSFD22E 0.060% 11, ,651 Neg. var. CSFD23E 0.060% 4, ,366 Neg. var. CSFD24E 0.060% 2, ,993 Neg. var. CSFD25E 0.060% ,301 Neg. var. ENDP US 0.300% -1,626.80

124 Credit Suisse (Lux) Liquid Global Strategies Page 124 Technical Data and Notes Swap contracts Type Payable Maturity Receivable Counterparty (in ) Pos. var.endp US ,252 Neg. var. ENDP US 0.300% -4, Pos. var. ENDP US ,439 Neg. var. ENDP US 0.300% -1, Pos. var. ENDP US ,574 Neg. var. ENDP US 0.300% -1, Pos. var. GDUEEGF ,607,953 Neg. var. GDUEEGF + LIBOR 0.340% -141, Goldman Sachs International - London - United Kingdom Pos. var. GDUEEGF ,665,461 Neg. var. GDUEEGF + LIBOR 0.170% -149, Goldman Sachs International - London - United Kingdom Pos. var.gnk LN ,673 Neg. var. GNK LN 0.400% 1, Pos. var.gnk LN ,345 Neg. var. GNK LN 0.400% Pos. var.gnk LN ,009 Neg. var. GNK LN 0.400% Pos. var.gnk LN ,616 Neg. var. GNK LN 0.400% 1, Pos. var.gnk LN ,573 Neg. var. GNK LN 0.400% Pos. var. HOLN VX ,547 Neg. var. HOLN VX 0.350% -1, JP Morgan Chase Bank London - London - United Kingdom Pos. var. HOLN VX ,828 Neg. var. HOLN VX 0.350% -1, JP Morgan Chase Bank London - London - United Kingdom Pos. var. HOLN VX ,996 Neg. var. HOLN VX 0.350% -53, JP Morgan Chase Bank London - London - United Kingdom Pos. var. HOLN VX ,407 Neg. var. HOLN VX 0.350% 1, JP Morgan Chase Bank London - London - United Kingdom Pos. var. HOLN VX ,073 Neg. var. HOLN VX 0.350% JP Morgan Chase Bank London - London - United Kingdom Pos. var. HOLN VX ,206 Neg. var. HOLN VX 0.400% -3, Pos. var. IBOXHY ,008,000 Neg. var. IBOXHY + LIBOR 0.159% 154, JP Morgan Chase Bank London - London - United Kingdom Pos. var. IBOXHY ,000,000 Neg. var. IBOXHY + LIBOR 0.231% 167, JP Morgan Chase Bank London - London - United Kingdom Pos. var. IBOXHY ,659,000 Neg. var. IBOXHY + LIBOR 0.200% -33, Goldman Sachs International - London - United Kingdom Pos. var. IBOXHY ,000,000 Neg. var. IBOXHY + LIBOR 0.159% -185, JP Morgan Chase Bank London - London - United Kingdom Pos. var. IBOXHY ,141,000 Neg. var. IBOXHY + LIBOR 0.159% -106, JP Morgan Chase Bank London - London - United Kingdom Pos. var.ixu ,537,709 Neg. var. IXU % -22, LIBOR

125 Credit Suisse (Lux) Liquid Global Strategies Page 125 Technical Data and Notes Swap contracts Type Payable Maturity Receivable Counterparty (in ) Pos. var.lh US ,210 Neg. var. LH US 0.300% LIBOR Pos. var.lh US ,187 Neg. var. LH US 0.300% LIBOR Pos. var.lh US ,378 Neg. var. LH US 0.300% -2, LIBOR Pos. var.lh US ,999 Neg. var. LH US 0.300% -1, LIBOR Pos. var.li FP ,259 Neg. var. LI FP 0.450% -1, LIBOR Pos. var.li FP ,362 Neg. var. LI FP 0.450% -4, LIBOR Pos. var.li FP ,165 Neg. var. LI FP 0.450% -2, LIBOR Pos. var.li FP ,961 Neg. var. LI FP 0.450% -3, LIBOR Pos. var.li FP ,801 Neg. var. LI FP 0.450% -1, LIBOR Pos. var.li FP ,551 Neg. var. LI FP 0.450% -4, LIBOR Pos. var.li FP ,224 Neg. var. LI FP 0.450% -4, LIBOR Pos. var.li FP ,655 Neg. var. LI FP 0.450% -6, LIBOR Pos. var.li FP ,081 Neg. var. LI FP 0.450% -1, LIBOR Pos. var.li FP ,876 Neg. var. LI FP 0.450% -1, LIBOR Pos. var. LVLT US ,719 Neg. var. LVLT US + LIBOR 0.300% -1, Pos. var. LVLT US ,880 Neg. var. LVLT US + LIBOR 0.300% -3, Pos. var. LVLT US ,524 Neg. var. LVLT US + LIBOR 0.250% -12, Pos. var. MDT US ,081 Neg. var. MDT US + LIBOR 0.300% -1, Pos. var. MDT US ,922 Neg. var. MDT US + LIBOR 0.300% -1, Pos. var. MDT US ,315 Neg. var. MDT US + LIBOR 0.300% -1, Pos. var. MDT US ,942 Neg. var. MDT US + LIBOR 0.300% -1, Pos. var. MDT US ,670 Neg. var. MDT US + LIBOR 0.300% -21, Pos. var. MDT US ,125 Neg. var. MDT US + LIBOR 0.250% -8, Pos. var. MTB US ,921 Neg. var. MTB US 0.300%

126 Credit Suisse (Lux) Liquid Global Strategies Page 126 Technical Data and Notes Swap contracts Type Payable Maturity Receivable Counterparty (in ) Pos. var. MTB US ,415 Neg. var. MTB US 0.300% Pos. var. MTB US ,918 Neg. var. MTB US 0.300% Pos. var. MTB US ,105 Neg. var. MTB US 0.300% Pos. var. MTB US ,755 Neg. var. MTB US 0.500% -9, JP Morgan Chase Bank London - London - United Kingdom Pos. var. MTB US ,746 Neg. var. MTB US 0.300% -1, Pos. var. MTB US ,184 Neg. var. MTB US 0.300% -2, LIBOR Pos. var. MTB US ,000 Neg. var. MTB US + LIBOR 0.300% -2, Pos. var.rai US ,142 Neg. var. RAI US 0.250% -3, LIBOR Pos. var.rai US ,278 Neg. var. RAI US 0.300% -2, LIBOR Pos. var.rai US ,955 Neg. var. RAI US 0.300% LIBOR Pos. var.rai US ,991 Neg. var. RAI US 0.300% LIBOR Pos. var.rai US ,074 Neg. var. RAI US 0.300% LIBOR Pos. var. RFMD US ,497 Neg. var. RFMD US 0.400% JP Morgan Chase Bank London - London - United Kingdom Pos. var. RFMD US ,110 Neg. var. RFMD US 0.400% -60, JP Morgan Chase Bank London - London - United Kingdom Pos. var. RFMD US ,168 Neg. var. RFMD US 0.400% -2, JP Morgan Chase Bank London - London - United Kingdom Pos. var. RFMD US ,297 Neg. var. RFMD US 0.400% -1, JP Morgan Chase Bank London - London - United Kingdom Pos. var. RFMD US ,828 Neg. var. RFMD US 0.400% -3, JP Morgan Chase Bank London - London - United Kingdom Pos. var. SGGLTH ,469 Neg. var. SGGLTH10 + LIBOR 0.200% Pos. var.ste US ,381 Neg. var. STE US 0.300% -1, Pos. var.ste US ,657 Neg. var. STE US 0.300% Pos. var.ste US ,002 Neg. var. STE US 0.300% -1, Pos. var.ste US ,885 Neg. var. STE US 0.300% Pos. var.ste US ,886 Neg. var. STE US 0.300% -1,460.54

127 Credit Suisse (Lux) Liquid Global Strategies Page 127 Technical Data and Notes Swap contracts Type Payable Maturity Receivable Counterparty (in ) Pos. var.ste US ,094 Neg. var. STE US 0.300% Pos. var. WEC US ,162 Neg. var. WEC US 0.300% -1, Pos. var. WEC US ,370 Neg. var. WEC US 0.300% Pos. var. WEC US ,189 Neg. var. WEC US 0.300% -1, Pos. var. WEC US ,358 Neg. var. WEC US 0.300% Pos. var. WEC US ,475 Neg. var. WEC US 0.300% Pos. var. WEC US ,050 Neg. var. WEC US + LIBOR 0.300% -2, Pos. var. WMGI US ,656 Neg. var. WMGI US 0.300% Pos. var. WMGI US ,407 Neg. var. WMGI US 0.300% -1, Pos. var. WMGI US ,777 Neg. var. WMGI US 0.300% -2, Pos. var. WMGI US ,514 Neg. var. WMGI US 0.300% Pos. var. WPG US ,462 Neg. var. WPG US + LIBOR 0.300% Pos. var. WPG US ,346 Neg. var. WPG US + LIBOR 0.300% Pos. var. WPG US ,332 Neg. var. WPG US + LIBOR 0.300% Pos. var. WPG US ,416 Neg. var. WPG US + LIBOR 0.300% ,588 Neg. var. BHI US 0.350% Pos. var. BHI US -109, LIBOR 64,370 Neg. var. CNL US 0.350% Pos. var. CNL US LIBOR 64,226 Neg. var. CNL US 0.350% Pos. var. CNL US LIBOR 64,323 Neg. var. CNL US 0.350% Pos. var. CNL US LIBOR 126,977 Neg. var. CNL US 0.350% Pos. var. CNL US 1, LIBOR ERS 2,818,864 Neg. var. CSFD08E 0.060% Pos. var. CSFD08E -2, Credit Suisse International - London - United Kingdom ERS 3,036,582 Neg. var. CSFD09E 0.060% Pos. var. CSFD09E -21, Credit Suisse International - London - United Kingdom

128 Credit Suisse (Lux) Liquid Global Strategies Page 128 Technical Data and Notes Swap contracts Type Payable Maturity Receivable Counterparty (in ) ERS 1,182,917 Neg. var. CSFD13E 0.060% Pos. var. CSFD13E -1, Credit Suisse International - London - United Kingdom ERS 3,051,956 Neg. var. CSFD14E 0.060% Pos. var. CSFD14E -22, Credit Suisse International - London - United Kingdom ERS 949,959 Neg. var. CSFD15E 0.060% Pos. var. CSFD15E -9, Credit Suisse International - London - United Kingdom ERS 734,716 Neg. var. CSFD16E 0.060% Pos. var. CSFD16E -6, Credit Suisse International - London - United Kingdom ERS 2,612,901 Neg. var. CSFD18E 0.060% Pos. var. CSFD18E -15, Credit Suisse International - London - United Kingdom ERS 2,048,504 Neg. var. CSFD19E 0.060% Pos. var. CSFD19E -14, Credit Suisse International - London - United Kingdom ERS 807,476 Neg. var. CSFD20E 0.060% Pos. var. CSFD20E -9, Credit Suisse International - London - United Kingdom ERS 682,360 Neg. var. CSFD21E 0.060% Pos. var. CSFD21E 3, Credit Suisse International - London - United Kingdom ERS 1,320,780 Neg. var. CSFD26E 0.060% Pos. var. CSFD26E -16, Credit Suisse International - London - United Kingdom ERS 1,320,030 Neg. var. CSFD27E 0.060% Pos. var. CSFD27E -13, Credit Suisse International - London - United Kingdom ERS 2,639,795 Neg. var. CSFD28E 0.060% Pos. var. CSFD28E -33, Credit Suisse International - London - United Kingdom 50,692 Neg. var. CSR LN 0.400% Pos. var. CSR LN LIBOR 33,409 Neg. var. CSR LN 0.400% Pos. var. CSR LN LIBOR 21,391 Neg. var. CSR LN 0.400% Pos. var. CSR LN LIBOR 66,275 Neg. var. CSR LN 0.400% Pos. var. CSR LN LIBOR 51,183 Neg. var. CSR LN 0.400% Pos. var. CSR LN LIBOR 97,428 Neg. var. CVD US 0.350% Pos. var. CVD US 1, LIBOR 97,371 Neg. var. CVD US 0.350% Pos. var. CVD US 1, LIBOR 195,012 Neg. var. CVD US 0.350% Pos. var. CVD US 3, LIBOR 97,338 Neg. var. CVD US 0.350% Pos. var. CVD US 1, LIBOR 35,238 Neg. var. DRIV US 0.350% Pos. var. DRIV US LIBOR JP Morgan Chase Bank London - London - United Kingdom 35,190 Neg. var. DRIV US 0.350% Pos. var. DRIV US LIBOR JP Morgan Chase Bank London - London - United Kingdom

129 Credit Suisse (Lux) Liquid Global Strategies Page 129 Technical Data and Notes Swap contracts Type Payable Maturity Receivable Counterparty (in ) 35,463 Neg. var. DRIV US 0.350% Pos. var. DRIV US LIBOR JP Morgan Chase Bank London - London - United Kingdom 9,960,000 Neg. var. IBOXHY 0.091% Pos. var. IBOXHY -2, LIBOR BNP Paribas Ldn - London - United Kingdom 2,183,000 Neg. var. IBOXHY 0.115% Pos. var. IBOXHY -1, LIBOR Goldman Sachs International - London - United Kingdom 938,000 Neg. var. IBOXHY 0.238% Pos. var. IBOXHY -2, LIBOR Goldman Sachs International - London - United Kingdom 13,195,000 Neg. var. IBOXHY 0.091% Pos. var. IBOXHY -18, LIBOR JP Morgan Chase Bank London - London - United Kingdom 1,220,000 Neg. var. IBOXHY 0.152% Pos. var. IBOXHY -10, LIBOR JP Morgan Chase Bank London - London - United Kingdom 9,500,000 Neg. var. IBOXHY 0.103% Pos. var. IBOXHY -176, LIBOR JP Morgan Chase Bank London - London - United Kingdom 28,545,000 Neg. var. IBOXHY 0.096% Pos. var. IBOXHY -516, LIBOR JP Morgan Chase Bank London - London - United Kingdom 2,008,000 Neg. var. IBOXHY 0.115% Pos. var. IBOXHY -3, LIBOR Goldman Sachs International - London - United Kingdom 573,000 Neg. var. IBOXHY 0.136% Pos. var. IBOXHY -6, LIBOR JP Morgan Chase Bank London - London - United Kingdom 1,146,000 Neg. var. IBOXHY 0.137% Pos. var. IBOXHY -11, LIBOR Goldman Sachs International - London - United Kingdom 20,970,674 Neg. var. NDDUEAFE 0.100% Pos. var. NDDUEAFE 155, LIBOR Goldman Sachs International - London - United Kingdom 66,795 Neg. var. NUO NA 0.400% Pos. var. NUO NA LIBOR 121,521 Neg. var. NUO NA 0.400% Pos. var. NUO NA 15, LIBOR 66,202 Neg. var. NUO NA 0.400% Pos. var. NUO NA LIBOR 66,795 Neg. var. NUO NA 0.400% Pos. var. NUO NA LIBOR 68,879 Neg. var. PTC PL 4.000% Pos. var. PTC PL 2, LIBOR 69,509 Neg. var. PTC PL 4.000% Pos. var. PTC PL 2, LIBOR 68,604 Neg. var. PTC PL 4.000% Pos. var. PTC PL 3, LIBOR 146,132 Neg. var. PTC PL 4.000% Pos. var. PTC PL -2, LIBOR 8,846,842 Neg. var. RU20INTR 0.300% Pos. var. RU20INTR 26, LIBOR BNP Paribas Paris - Paris - France 1,266,982 Neg. var. RU20INTR 0.420% Pos. var. RU20INTR 3, Goldman Sachs International - London - United Kingdom

130 Credit Suisse (Lux) Liquid Global Strategies Page 130 Technical Data and Notes Swap contracts Type Payable Maturity Receivable Counterparty (in ) 4,694 Neg. var. SNTC SS 0.400% Pos. var. SNTC SS LIBOR 87,019 Neg. var. SNTC SS 0.400% Pos. var. SNTC SS LIBOR 11,699 Neg. var. SNTC SS 0.400% Pos. var. SNTC SS LIBOR 22,163 Neg. var. SNTC SS 0.400% Pos. var. SNTC SS LIBOR 49,375 Neg. var. SNTC SS 0.400% Pos. var. SNTC SS LIBOR 41,170 Neg. var. SNTC SS 0.400% Pos. var. SNTC SS LIBOR 10,624 Neg. var. SPRT LN 0.400% Pos. var. SPRT LN LIBOR 45,065 Neg. var. SPRT LN 0.400% Pos. var. SPRT LN -2, LIBOR 41,108 Neg. var. SPRT LN 0.400% Pos. var. SPRT LN 1, LIBOR 44,955 Neg. var. SPRT LN 0.400% Pos. var. SPRT LN -2, LIBOR 42,037 Neg. var. SPRT LN 0.400% Pos. var. SPRT LN LIBOR 226,205 Neg. var. SUSQ US 0.300% Pos. var. SUSQ US LIBOR 150,622 Neg. var. SUSQ US 0.300% Pos. var. SUSQ US LIBOR 28,819 Neg. var. SYR LN 0.400% Pos. var. SYR LN 1, LIBOR 51,312 Neg. var. SYR LN 0.400% Pos. var. SYR LN 2, LIBOR 35,680 Neg. var. SYR LN 0.400% Pos. var. SYR LN 2, LIBOR 57,145 Neg. var. SYR LN 0.400% Pos. var. SYR LN 2, LIBOR 6,788 Neg. var. SYR LN 0.400% Pos. var. SYR LN LIBOR 33,157 Neg. var. SYR LN 0.400% Pos. var. SYR LN 1, LIBOR 24,007,789 Neg. var. XNDX 0.470% Pos. var. XNDX 544, LIBOR BNP Paribas Paris - Paris - France 68,603 Neg. var.driv US 0.350% Pos. var.driv US 2, LIBOR JP Morgan Chase Bank London - London - United Kingdom 773,799 Neg. var. HAL US 0.300% Pos. var.hal US 117, LIBOR

131 Credit Suisse (Lux) Liquid Global Strategies Page 131 Technical Data and Notes Swap contracts Type Payable Maturity Receivable Counterparty (in ) 220,349 Neg. var.lg FP 0.400% Pos. var.lg FP 10, LIBOR JP Morgan Chase Bank London - London - United Kingdom 30,373 Neg. var. TRNX US 0.350% Pos. var.trnx US LIBOR 33,263 Neg. var. TRNX US 0.350% Pos. var.trnx US LIBOR 163,149 Neg. var. TRNX US 0.350% Pos. var.trnx US LIBOR 72,180 Neg. var. TRNX US 0.350% Pos. var.trnx US 2, LIBOR Unrealised loss on swap contracts -480,992.72

132 Credit Suisse (Lux) Liquid Global Strategies Page 132 Statement of Net Assets in and Fund Evolution Assets Investments in securities at market value 166,034, Cash at banks and at brokers 29,866, Receivable for securities sold 218, Income receivable 26, Unrealised gain on financial futures contracts 2,818, ,965, Liabilities Due to banks and to brokers 183, Provisions for accrued expenses 13, Unrealised loss on swaps contracts 480, Unrealised loss on forward foreign exchange contracts 193, , Net assets 198,093, Fund Evolution Total net assets 198,093, ,642, ,901, Net asset value per share DB - Capitalisation 1, , , Number of shares outstanding at the end of the period at the beginning of the period Number of shares issued Number of shares redeemed DB - Capitalisation 176, , , ,

133 Credit Suisse (Lux) Liquid Global Strategies Page 133 Statement of Operations / Changes in Net Assets in For the period from to Net assets at the beginning of the period 209,642, Income Interest on investments in securities (net) 6, Dividends (net) 94, Bank interest 1, , Expenses Custodian and safe custody fees 41, Administration expenses 30, Interest, dividends and bank charges "Taxe d'abonnement" 10, , Net income (loss) 19, Realised gain (loss) Net realised gain (loss) on sales of investments 408, Net realised gain (loss) on financial futures contracts 2,836, Net realised gain (loss) on swap contracts 4,037, Net realised gain (loss) on forward foreign exchange contracts -1,016, Net realised gain (loss) on foreign exchange -201, ,064, Net realised gain (loss) 6,083, Change in net unrealised appreciation (depreciation) Change in net unrealised appreciation (depreciation) on investments -603, Change in net unrealised appreciation (depreciation) on financial futures contracts 1,769, Change in net unrealised appreciation (depreciation) on swap contracts -1,620, Change in net unrealised appreciation (depreciation) on forward foreign exchange contracts -27, , Net increase (decrease) in net assets as a result of operations 5,601, Subscriptions / Redemptions Subscriptions 4,873, Redemptions -22,023, ,149, Net assets at the end of the period 198,093,534.85

134 Credit Suisse (Lux) Liquid Global Strategies Page 134 Breakdown by Country and Economic Sector of the Investments in Securities Statement of Investments in Securities and Other Net Assets Breakdown by Country USA Ireland France Netherlands United Kingdom Italy Austria Total Breakdown by Economic Sector Countries and central governments Financial, investment and other div. companies Mortgage and funding institutions (MBA, ABS) Telecommunication Healthcare and social services Internet, software and IT services Pharmaceuticals, cosmetics and medical products Banks and other credit institutions Tobacco and alcoholic beverages Electrical appliances and components Insurance companies Electronics and semiconductors Real estate Building materials and building industry Retailing, department stores Petroleum Energy and water supply Chemicals Computer hardware and networking Miscellaneous consumer goods Miscellaneous services Total Statement of Investments in Securities and Other Net Assets Description Quantity / (in ) Securities listed on a stock exchange or other organised markets % of net assets Call-Options S&P 500 INDEX (call) , Call-Options -118, Put-Options S&P 500 INDEX (put) , S&P 500 INDEX (put) , Put-Options -122, Securities listed on a stock exchange or other organised markets -241, Securities listed on a stock exchange or other organised markets: Shares (and equity-type securities) Shares (and equity-type securities) AECOM TECHNOLOGY 5, , ALERE 14, , AUXILIUM PHARAMCEUTICALS 8, , CARE FUSION (when issued) 10, , C.A.T. OIL 16, , CLUB MEDITERRANEE 4, , COMPUWARE 55, , CONCUR TECHNOLOGIES 5, , CORIO 13, , COVIDIEN 18,203 1,838, COVISINT 6,032 13, CUBIST PHARMACEUTICALS (rights) , DRESSER-RAND GROUP 7, , FAMILY DOLLAR STORES 11, , GENTIVA HEALTH SERVICES 21, , GFI GROUP 63, , GLIMCHER REALTY TRUST 29, , HUDSON CITY BANCORP 133,925 1,311, INDESIT COMPANY 35, , INTEGRYS ENERGY GROUP 11, , INTERNATIONAL RECTIFIER 14, , JAZZTEL 35, , LAFARGE 14,473 1,031, LEVEL 3 COMMUNICATIONS 14, , LORILLARD 20,569 1,298, MULTIMEDIA GAMES HOLDING 11, , OMNIVISION TECHNOLOGIES 18, , PEPCO HOLDING 43,385 1,193, PROTECTIVE LIFE 17,401 1,213, ROCKWOOD HOLDINGS 9, , SAPIENT 16, , SIGMA-ALDRICH 5, , TAMINCO 18, , TIBCO SOFTWARE 20, , TIME WARNER CABLE 11,982 1,788, TRIQUINT SEMICONDUCTOR 52,108 1,269, TRW AUTOMOTIVE HOLDINGS 8, , Shares (and equity-type securities) 25,479, Securities listed on a stock exchange or other organised markets: Shares (and equity-type securities) 25,479, Securities listed on a stock exchange or other organised markets: Bonds Bonds FANNIE MAE FRN ,300,000 3,300, US ,000,000 3,999, US ,000,000 9,999, US ,000,000 24,998, US ,000,000 22,000, US ,000,000 34,999, US ,000,000 9,999, US ,500,000 31,499, Bonds 140,797, Securities listed on a stock exchange or other organised markets: Bonds 140,797, Total of Portfolio 166,034, Cash at banks and at brokers 29,866, Due to banks and to brokers -183, Other net assets 2,375, Total net assets 198,093, Any differences in the percentage of Net Assets are the result of roundings.

135 Credit Suisse (Lux) Liquid Long/Short Page 135 Technical Data and Notes Technical Data Valoren ISIN Management Fee Total Expense Ratio DB - Capitalisation LU % 0.19% As at , Credit Suisse SICAV One (Lux) Liquid Long/Short changed its name to CS Investment Funds 2 Credit Suisse (Lux) Liquid Long/Short. There is no management fee for D-shares. For the period from to , the Portfolio Turnover Rate was %. Fund Performance YTD Since Inception 2013 DB - Capitalisation 9.57% 21.33% 9.06% Swap contracts Type Payable Maturity Receivable Counterparty (in ) Pos. var. GDUEEGF ,267,793 Neg. var. GDUEEGF + LIBOR 0.170% -121, Goldman Sachs International - London - United Kingdom Pos. var. GDUEEGF ,001,923 Neg. var. GDUEEGF + LIBOR 0.340% -147, Goldman Sachs International - London - United Kingdom Pos. var.ixu ,318,701 Neg. var. IXU % -21, LIBOR 19,674,087 Neg. var. NDDUEAFE 0.100% Pos. var. NDDUEAFE 146, LIBOR Goldman Sachs International - London - United Kingdom 5,139,542 Neg. var. RU20INTR 0.300% Pos. var. RU20INTR 15, LIBOR BNP Paribas Paris - Paris - France 22,523,536 Neg. var. XNDX 0.470% Pos. var. XNDX 510, LIBOR BNP Paribas Paris - Paris - France Unrealised gain on swap contracts 381,514.90

136 Credit Suisse (Lux) Liquid Long/Short Page 136 Statement of Net Assets in and Fund Evolution Assets Investments in securities at market value 48,298, Cash at banks and at brokers 9,028, Income receivable Unrealised gain on swaps contracts 381, ,708, Liabilities Provisions for accrued expenses 4, , Net assets 57,704, Fund Evolution Total net assets 57,704, ,953, ,949, Net asset value per share DB - Capitalisation 1, , , Number of shares outstanding at the end of the period at the beginning of the period Number of shares issued Number of shares redeemed DB - Capitalisation 47, , ,

137 Credit Suisse (Lux) Liquid Long/Short Page 137 Statement of Operations / Changes in Net Assets in For the period from to Net assets at the beginning of the period 61,953, Income Interest on investments in securities (net) Bank interest , Expenses Custodian and safe custody fees 12, Administration expenses 9, "Taxe d'abonnement" 3, , Net income (loss) -22, Realised gain (loss) Net realised gain (loss) on sales of investments 4, Net realised gain (loss) on swap contracts 4,453, Net realised gain (loss) on foreign exchange ,457, Net realised gain (loss) 4,435, Change in net unrealised appreciation (depreciation) Change in net unrealised appreciation (depreciation) on investments Change in net unrealised appreciation (depreciation) on swap contracts -874, , Net increase (decrease) in net assets as a result of operations 3,561, Subscriptions / Redemptions Subscriptions 938, Redemptions -8,749, ,810, Net assets at the end of the period 57,704,191.77

138 Credit Suisse (Lux) Liquid Long/Short Page 138 Breakdown by Country and Economic Sector of the Investments in Securities Statement of Investments in Securities and Other Net Assets Breakdown by Country USA Total Statement of Investments in Securities and Other Net Assets Description Quantity / (in ) Securities listed on a stock exchange or other organised markets: Bonds % of net assets Breakdown by Economic Sector Countries and central governments Mortgage and funding institutions (MBA, ABS) Total Bonds FANNIE MAE FRN , , US ,500,000 7,498, US ,500,000 10,499, US ,500,000 5,499, US ,000,000 8,000, US ,500,000 2,499, US ,500,000 1,500, US ,000,000 6,999, US ,000,000 2,999, US ,000,000 1,999, Bonds 48,298, Securities listed on a stock exchange or other organised markets: Bonds 48,298, Total of Portfolio 48,298, Cash at banks and at brokers 9,028, Other net assets 377, Total net assets 57,704, Any differences in the percentage of Net Assets are the result of roundings.

139 Credit Suisse (Lux) Small and Mid Cap Alpha Long/Short Fund Page 139 Technical Data and Notes Technical Data Valoren ISIN Management Fee Total Expense Ratio B - Capitalisation LU % 3.76% EB - Capitalisation LU % / IB - Capitalisation LU % 2.65% BH - Capitalisation LU % 4.11% EBH - Capitalisation LU % 1.61% IBH - Capitalisation LU % 2.83% BH - Capitalisation LU % 3.34% IBH - Capitalisation LU % / As at , Credit Suisse SICAV One (Lux) Small and Mid Cap Alpha Long/Short changed its name to CS Investment Funds 2 Credit Suisse (Lux) Small and Mid Cap Alpha Long/Short Fund. - Credit Suisse (Lux) Small and Mid Cap Alpha Long/Short Fund -EB- was launched on ; Credit Suisse (Lux) Small and Mid Cap Alpha Long/Short Fund -IBH- was launched on The TER without performance fees is 2.25% for -B- shares; 1.46% for -IB- shares; 2.24% for -BH- shares, 2.25% for -BH- shares, 1.45% for -EBH- and 1.46% for -IBH-. No TER is disclosed for share classes launched less than 6 months before closing. For the period from to , the Portfolio Turnover Rate was %. Fund Performance YTD Since Inception B - Capitalisation 1.88% / 16.40% 3.96% -3.81% EB - Capitalisation / -5.20% / / / IB - Capitalisation 2.57% / 16.52% 4.15% -3.62% BH - Capitalisation 1.60% / 16.52% 3.35% -4.67% EBH - Capitalisation / -6.39% / / / IBH - Capitalisation / -2.23% / / / BH - Capitalisation 1.71% / 16.66% 4.35% -4.23% IBH - Capitalisation / 3.27% / / / Financial futures contracts Description Currency Quantity Engagement (in ) ADECCO N -04/ ,398-3,215, , ALSTRIA OFFICE REIT -1-04/24-15, , , ARKEMA FRANCE -1-10/24-30,593-1,674, , B SKY B GROUP 06/24 GBP -169,319-1,578, , DAX INDEX / ,468, , DEBENHAMS -1-02/24 GBP , , EASYJET -1-09/24 GBP -83,202-1,375, , ELIOR PARTICIPATIONS -1-11/49-123,026-1,550, , LAGARDERE reg 06/24-55,919-1,274, , MOBIMO HOLDING , , , PSP SWISS PROPERTY -1- (reg. shares) -7, , , RANDSTAD HOLDING -1-09/24-64,616-2,564, , SEB -1-11/49-17,327-1,138, , SWISS PRIME SITE , , , TATE & LYLE PLC -1-09/24 GBP -122, , , UBM (rights) 12/14 GBP -118, , , XETRA DAX MIDCAP INDEX -5-12/14-1, ,775, ,031, ZALANDO -1-11/49-9, , , Unrealised loss on futures contracts -8,072, The counterparty for all CFDs is Goldman Sachs International.

140 Credit Suisse (Lux) Small and Mid Cap Alpha Long/Short Fund Page 140 Technical Data and Notes Forward foreign exchange contracts Purchases Counterparty 121,317,037-93,872, ,434, ,129,874-43,113, , , , , , , , ,005,448-1,216, , ,557,384-3,209, , , , ,286,627-2,919, , ,700-1,087, , , , , , , ,299,586-2,774, , ,056-71, ,000, , , , , , ,518,860-1,990, , , , ,786-18, ,054, , ,554,982-2,050, , ,000,804-1,609, , Sales Unrealised gain on forward foreign exchange contracts Maturity (in ) 3,678,349.96

141 Credit Suisse (Lux) Small and Mid Cap Alpha Long/Short Fund Page 141 Statement of Net Assets in and Fund Evolution Assets Investments in securities at market value 290,998, Cash at banks and at brokers 52,302, Receivable for securities sold 330, Income receivable 97, Unrealised gain on forward foreign exchange contracts 3,678, ,408, Liabilities Due to banks and to brokers 1, Payable for securities purchased 76, Interest payable Provisions for accrued expenses 525, Unrealised loss on financial futures contracts 8,072, ,676, Net assets 338,731, Fund Evolution Total net assets 338,731, ,287, ,265, Net asset value per share B - Capitalisation EB - Capitalisation / / IB - Capitalisation 1, , , BH - Capitalisation EBH - Capitalisation , / IBH - Capitalisation , / BH - Capitalisation IBH - Capitalisation 1, / / Number of shares outstanding at the end of the period at the beginning of the period Number of shares issued Number of shares redeemed B - Capitalisation 1,177, , , , EB - Capitalisation 2, , IB - Capitalisation 32, , , , BH - Capitalisation 353, , , , EBH - Capitalisation 2, , IBH - Capitalisation 2, , , BH - Capitalisation 945, , , , IBH - Capitalisation 1, ,

142 Credit Suisse (Lux) Small and Mid Cap Alpha Long/Short Fund Page 142 Statement of Operations / Changes in Net Assets in For the period from to Net assets at the beginning of the period 259,287, Income Interest on investments in securities (net) 8, Dividends (net) 984, Bank interest 2, Securities lending income 151, ,146, Expenses Management fee 2,982, Performance fee 549, Custodian and safe custody fees 71, Administration expenses 169, Printing and publication expenses 9, Interest, dividends and bank charges Audit, control, legal, representative bank and other expenses 47, "Taxe d'abonnement" 84, ,915, Net income (loss) -2,768, Realised gain (loss) Net realised gain (loss) on sales of investments -1,998, Net realised gain (loss) on financial futures contracts 1,364, Net realised gain (loss) on forward foreign exchange contracts 5,730, Net realised gain (loss) on foreign exchange 141, ,237, Net realised gain (loss) 2,468, Change in net unrealised appreciation (depreciation) Change in net unrealised appreciation (depreciation) on investments -13,478, Change in net unrealised appreciation (depreciation) on financial futures contracts -6,452, Change in net unrealised appreciation (depreciation) on forward foreign exchange contracts 2,816, ,114, Net increase (decrease) in net assets as a result of operations -14,646, Subscriptions / Redemptions Subscriptions 138,159, Redemptions -44,068, ,090, Net assets at the end of the period 338,731,832.85

143 Credit Suisse (Lux) Small and Mid Cap Alpha Long/Short Fund Page 143 Breakdown by Country and Economic Sector of the Investments in Securities Statement of Investments in Securities and Other Net Assets Breakdown by Country Germany United Kingdom Netherlands Norway Italy Portugal Luxembourg Switzerland Finland Spain Austria Sweden France Denmark Total Breakdown by Economic Sector Miscellaneous services Mechanical engineering and industrial equipment Internet, software and IT services Aeronautic and astronautic industry Pharmaceuticals, cosmetics and medical products Building materials and building industry Non-ferrous metals Retailing, department stores Chemicals Electrical appliances and components Banks and other credit institutions Financial, investment and other div. companies Real estate Graphics publishing and printing media Mining, coal and steel industry Forestry, paper and forest products Lodging and catering industry, leisure facilities Insurance companies Agriculture and fishery Telecommunication Precious metals and precious stones Textiles, garments and leather goods Traffic and transportation Healthcare and social services Food and soft drinks Petroleum Energy and water supply Electronics and semiconductors Vehicles Tobacco and alcoholic beverages Miscellaneous trading companies Computer hardware and networking Total Any differences in the percentage of Net Assets are the result of roundings Statement of Investments in Securities and Other Net Assets Description Quantity / (in ) % of net assets Securities listed on a stock exchange or other organised markets: Shares (and equity-type securities) Shares (and equity-type securities) AAREAL BANK 20, , AIRBUS GROUP NV 479,042 23,470, AIXTRON SE 223,489 2,133, ALTRAN TECHNOLOGIES 338,230 2,458, ANIMA HOLDING 1,006,100 4,155, APERAM (reg. shares) 126,983 3,272, GBP ASHTEAD GROUP 414,979 5,494, AT & S AUSTRIA TECHNOLOGIE & SYSTEM 134,493 1,211, TECHNIK AURELIUS 74,949 2,237, AURUBI 93,980 4,165, AXEL SPRINGER (reg. shares) 24,380 1,154, GBP BABCOCK INTERNATIONAL GROUP 274,947 3,927, BANCO COMERCIAL PORTUGUES (reg. shares) 55,939,746 4,642, BIESSE 127,516 1,063, BILFINGER 30,785 1,466, BRAAS MONIER BUILDING GROUP 308,234 4,965, BRENNTAG (reg. shares) 94,319 4,177, GBP CAMBIAN GROUP 788,892 2,378, CANCOM IT SYSTEME 1,565 53, COMMERZBANK 220,171 2,709, CREDITO EMILIANO 361,220 2,293, CTT-CORREIOS DE PORTUGAL 565,725 4,327, DAETWYLER HOLDING 23,827 2,324, DATALOGIC 167,142 1,500, DEUTSCHE ANNINGTON IMMOBILIEN SE (reg. 161,349 4,178, shares) DEUTSCHE ROHSTOFF (reg. shares) 163,299 3,055, DEUTSCHE WOHNEN (reg. shares) 33, , DUERR 20,222 1,398, ELRINGKLINGER 49,683 1,339, EVONIK INDUSTRIES (reg. shares) 12, , FLUGHAFEN ZUERICH 4,609 2,436, FRAPORT 17, , FUCHS PETROLUB SE (pref. shares) 71,745 2,386, GAMESA CORPORACION TECNOLOGICA 123,259 1,011, GEA GROUP 68,302 2,624, GERRY WEBER INTERNATIONAL 31, , GILDEMEISTER 202,770 4,320, GRENKELEASING 12,687 1,125, GRUPO CATALANA OCCIDENTE 74,335 1,881, HEIDELBERGCEMENT 49,797 3,036, HEIDELBERGER DRUCKMASCHINEN 261, , HOCHTIEF 42,328 2,564, HUGO BOSS (reg. shares) 23,955 2,536, GBP INFINIS ENERGY 784,312 2,218, GBP INTERNATIONAL CONSOLIDATED AIRLINES 145, , GROUP SEK INWIDO 306,210 2,128, JUNGHEINRICH (pref. shares) 48,357 2,333, KION GROUP 50,893 1,489, KLOECKNER & CO 102, , LEONI (reg. shares) 93,257 4,496, NOK MARINE HARVEST 402,738 4,588, MEDIASET 31, , METRO 103,052 2,814, MORPHOSYS 246,325 19,501, MOTA-ENGIL (rigths) ,658 79, M-REAL -B- 695,676 2,706, MTU AERO ENGINES 29,553 2,118, NORMA GROUP (reg. shares) 42,583 1,660, NOK NORSK HYDRO 499,705 2,350, OSRAM LICHT (reg. shares) 47,077 1,572, OUTOKUMPU 287,416 1,375, PFEIFFER VACUUM TECHNOLOGY 92,412 5,967, PORR 54,482 2,516, GBP POUNDLAND GROUP 390,163 1,538, PRIME OFFICE 386,267 1,069, PROSIEBEN SAT.1 MEDIA 175,412 6,025, QSC 1,502,485 2,470, RHEINMETALL 198,804 6,780, RHOEN KLINIKUM 37, , RIB SOFTWARE 1,004,430 10,320, ROCKET INTERNET 182,473 10,327, DKK ROYAL UNIBREW 8,663 1,199, SALZGITTER 136,243 3,624, SAMPO -A- 63,335 2,512, SEK SEAMLESS DISTRIBUTION 253, , SIKA 895 2,740, STADA-ARZNEIMITTEL (reg. shares) (restricted) 16, , SUEDZUCKER 19, , SUESS MICROTEC 53, , SURTECO 178,578 4,046, SYMRISE 24,729 1,188, TAG IMMOBILIEN 50, , TALANX 33, ,

144 Credit Suisse (Lux) Small and Mid Cap Alpha Long/Short Fund Page 144 Statement of Investments in Securities and Other Net Assets (Continued) Description Quantity / (in ) % of net assets TELEFONICA DEUTSCHLAND HOLDING (reg. 364,622 1,537, shares) TIPP24 212,173 8,359, TUI (reg. shares) 147,765 2,028, UNITED INTERNET (reg. shares) 151,487 5,366, VOSSLOH 83,779 4,431, WACKER CHEMIE 27,625 2,572, GBP WH SMITH 303,759 4,819, GBP WILLIAM HILL 862,593 3,630, WINCOR NIXDORF 34,892 1,390, WIRECARD 308,815 10,539, NOK XXL 255,378 2,317, ZOOPLUS 20,033 1,230, Shares (and equity-type securities) 290,998, Securities listed on a stock exchange or other organised markets: Shares (and equity-type securities) 290,998, Total of Portfolio 290,998, Cash at banks and at brokers 52,302, Due to banks and to brokers -1, / Other liabilities -4,568, Total net assets 338,731, Any differences in the percentage of Net Assets are the result of roundings.

145 Credit Suisse (Lux) USA ILC Fund Page 145 Technical Data and Notes Technical Data Valoren ISIN Management Fee Total Expense Ratio B - Capitalisation LU % / DB - Capitalisation LU % / EB - Capitalisation LU % / - Credit Suisse (Lux) USA ILC Fund - EB - was launched on Credit Suisse (Lux) USA ILC Fund - B - was launched on Credit Suisse (Lux) USA ILC Fund -DB- was launched on There is no management fee for the D-shares. No TER is disclosed for share classes launched less than 6 months before closing. For the period from to , the Portfolio Turnover Rate was 45.82%. Fund Performance YTD Since Inception B - Capitalisation / 2.90% DB - Capitalisation / 4.14% EB - Capitalisation / 3.06%

146 Credit Suisse (Lux) USA ILC Fund Page 146 Statement of Net Assets in and Fund Evolution Assets Investments in securities at market value 220,865, Cash at banks and at brokers 3,729, Income receivable 242, ,837, Liabilities Provisions for accrued expenses 76, , Net assets 224,760, Fund Evolution Total net assets Net asset value per share B - Capitalisation DB - Capitalisation EB - Capitalisation 224,760, , , Number of shares outstanding at the end of the period at the beginning of the period Number of shares issued Number of shares redeemed B - Capitalisation 365, , , DB - Capitalisation 55, , EB - Capitalisation 158, , ,

147 Credit Suisse (Lux) USA ILC Fund Page 147 Statement of Operations / Changes in Net Assets in For the period from to Net assets at the beginning of the period 0.00 Income Dividends (net) 712, , Expenses Management fee 236, Custodian and safe custody fees 22, Administration expenses 53, Printing and publication expenses Audit, control, legal, representative bank and other expenses 6, "Taxe d'abonnement" 6, , Net income (loss) 387, Realised gain (loss) Net realised gain (loss) on sales of investments 422, Net realised gain (loss) on foreign exchange , Net realised gain (loss) 809, Change in net unrealised appreciation (depreciation) Change in net unrealised appreciation (depreciation) on investments 9,638, ,638, Net increase (decrease) in net assets as a result of operations 10,448, Subscriptions / Redemptions Subscriptions 224,262, Redemptions -9,949, ,312, Net assets at the end of the period 224,760,974.23

148 Credit Suisse (Lux) USA ILC Fund Page 148 Breakdown by Country and Economic Sector of the Investments in Securities Statement of Investments in Securities and Other Net Assets Breakdown by Country USA Netherlands Cayman Islands Total Breakdown by Economic Sector Pharmaceuticals, cosmetics and medical products Computer hardware and networking Petroleum Banks and other credit institutions Retailing, department stores Telecommunication Internet, software and IT services Mechanical engineering and industrial equipment Vehicles Miscellaneous services Energy and water supply Electronics and semiconductors Healthcare and social services Chemicals Real estate Financial, investment and other div. companies Tobacco and alcoholic beverages Biotechnology Electrical appliances and components Food and soft drinks Textiles, garments and leather goods Insurance companies Investment trusts/funds Environmental services and recycling Total Statement of Investments in Securities and Other Net Assets Description Quantity / (in ) % of net assets Securities listed on a stock exchange or other organised markets: Shares (and equity-type securities) Shares (and equity-type securities) ACTUANT -A- 86,200 2,530, AETNA 77,700 6,778, ALLIANCE DATA SYSTEMS 20,600 5,888, AMPHENOL -A- 43,500 2,332, APOLLO INVESTMENT 545,300 4,493, APPLE 90,300 10,739, ASSURANT 32,600 2,203, ATWOOD OCEANICS 47,100 1,511, BAXTER INTERNATIONAL 26,400 1,927, BED BATH & BEYOND 45,200 3,316, BOSTON BEER -A- 13,800 3,628, CAPITAL ONE FINANCIAL 31,600 2,629, CENTURYLINK 50,500 2,058, CREDIT ACCEPTANCE 18,400 2,755, CVS HEALTH 63,600 5,810, DEERE & CO 55,900 4,842, ELI LILLY & CO 62,500 4,257, FORD MOTOR 283,100 4,453, GARTNER 26,500 2,265, GILEAD SCIENCES 34,000 3,410, GLOBAL PAYMENTS 31,100 2,685, GOLDMAN SACHS GROUP 17,900 3,372, GOOGLE 6,800 3,733, GRACO 55,100 4,413, GREENLIGHT CAPITAL RE -A- 63,900 2,014, HAIN CELESTIAL GROUP 20,800 2,354, HALLIBURTON 71,400 3,013, HENRY SCHEIN 36,200 4,966, HILLENBRAND 109,700 3,527, INTEL 168,300 6,269, JAZZ PHARMACEUTICALS 18,300 3,240, JOHNSON & JOHNSON 42,200 4,568, JP MORGAN CHASE 157,800 9,493, KOHL'S 109,300 6,516, KRONOS WORLDWIDE 96,500 1,255, LEXINGTON REALITY TRUST 205,900 2,264, LYONDELLBASELL INDUSTRIES -A- 45,300 3,572, MFA FINANCIAL 377,600 3,164, NATIONAL OILWELL VARCO 52,800 3,539, PINNACLE WEST CAPITAL 66,700 4,217, POLARIS INDUSTRIES 20,200 3,165, PUBLIC SERVICE ENTERPRISE 116,700 4,875, QUALCOMM 105,200 7,669, ROLLINS 30, , TELEDYNE TECHNOLOGIES 60,900 6,510, THE PRICELINE GROUP 2,800 3,248, THOR INDUSTRIES 29,800 1,751, UNITED RENTALS 15,200 1,722, UNITEDHEALTH GROUP 57,600 5,681, VALERO ENERGY 88,400 4,297, VF 30,400 2,285, VIACOM -B- 45,000 3,403, WAL-MART STORES 69,200 6,057, WESTERN DIGITAL 28,600 2,953, WESTLAKE CHEMICAL 22,500 1,431, WHIRLPOOL 15,300 2,848, WORLD FUEL SERVICES 131,500 5,954, Shares (and equity-type securities) 220,865, Securities listed on a stock exchange or other organised markets: Shares (and equity-type securities) 220,865, Total of Portfolio 220,865, Cash at banks and at brokers 3,729, Other net assets 166, Total net assets 224,760, Any differences in the percentage of Net Assets are the result of roundings.

149 CS Investment Funds 2 5, rue Jean Monnet L-2180 Luxembourg