Overview. Overview. CS Investment Funds 2 Credit Suisse (Lux) CommodityAllocation Fund B USD 85 Credit Suisse (Lux) CommodityAllocation Fund BH CHF 86

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1 Fund Factbook Swiss Market Data as at August 2016

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3 Overview Overview Contents 3 Fund Performance 6 Credit Suisse Fund 3 Credit Suisse (CH) Small and Mid Cap Equity Fund B 41 Credit Suisse (CH) Swiss Blue Chips Equity Fund B 42 CS Investment Funds 2 Credit Suisse (Lux) CommodityAllocation Fund B 85 Credit Suisse (Lux) CommodityAllocation Fund BH CHF 86 Credit Suisse Fund 3 Credit Suisse (CH) Swiss Real Estate Securities Fund A 83 CS Investment Funds 2 Credit Suisse (Lux) CommodityAllocation Fund BH 87 Credit Suisse (Lux) CommodityAllocation Fund EBH CHF 88 Credit Suisse (Lux) CommodityAllocation Fund EBH 89 Credit Suisse Fund 3 Credit Suisse (CH) Swiss Real Estate Securities Fund IB 84 Credit Suisse (CH) Swissac Equity Fund B 43 Credit Suisse Investment Funds 5 Credit Suisse (Lux) Asia Consumer Equity Fund B 161 Credit Suisse (Lux) Asia Consumer Equity Fund BH CHF 163 Credit Suisse (Lux) Asia Consumer Equity Fund BH 162 Credit Suisse Fund 3 Credit Suisse (CH) 130/30 Swiss Equity Fund B CHF 82 Credit Suisse Investment Funds 5 Credit Suisse (Lux) Asian Equity Dividend Plus Fund B 149 Credit Suisse Investment Funds 13 Credit Suisse (Lux) Commodity Index Plus Fund B 180 Credit Suisse (Lux) Commodity Index Plus Fund BH 182 Credit Suisse (Lux) Commodity Index Plus Fund IB 181 Credit Suisse (Lux) Commodity Index Plus Fund IBH 183 CS Investment Funds 2 Credit Suisse (Lux) European Dividend Plus Equity Fund B 98 Credit Suisse (Lux) Japan Value Equity Fund B JPY 97 Credit Suisse (Lux) European Dividend Plus Equity Fund BH CHF Credit Suisse (Lux) European Dividend Plus Equity Fund IB 99 Credit Suisse Investment Funds 11 Credit Suisse (Lux) Small and Mid Cap Europe Equity Fund B 53 Credit Suisse (Lux) USA Growth Opportunities Equity Fund B 56 Credit Suisse Fund 3 Credit Suisse (Lux) USA Growth Opportunities Equity Fund BH 58 Credit Suisse Investment Funds 5 Credit Suisse (Lux) Russian Equity Fund B RUB 155 Credit Suisse Investment Funds 11 Credit Suisse (Lux) USA Growth Opportunities Equity Fund IB 57 Credit Suisse Investment Funds 5 Credit Suisse (Lux) Russian Equity Fund B 154 Credit Suisse Investment Funds 11 Credit Suisse (Lux) European Property Equity Fund B 44 Credit Suisse Prime Select Trust CSPST (Lux) Multi Strategy 195 Credit Suisse Investment Funds 11 Credit Suisse (Lux) Small and Mid Cap Germany Equity Fund B 54 Credit Suisse (Lux) Small and Mid Cap Germany Equity Fund IB 55 Credit Suisse (Lux) USA Value Equity Fund B 59 Credit Suisse (Lux) USA Value Equity Fund BH 61 Credit Suisse Investment Funds 5 Credit Suisse (Lux) Russian Equity Fund BH 156 Credit Suisse Investment Funds 11 Credit Suisse (Lux) USA Value Equity Fund IB 60 3

4 Contents Funds distributed in Credit Suisse Prime Select Trust CSPST (Lux) Global Equities Long/Short B 192 Credit Suisse Investment Funds 5 Credit Suisse (Lux) Russian Equity Fund IB 157 Credit Suisse Investment Funds 4 Credit Suisse (Lux) Prima Multi-Strategy Fund B 132 Credit Suisse (Lux) Prima Multi-Strategy Fund BH GBP 135 Credit Suisse Investment Funds 11 Credit Suisse (Lux) European Property Equity Fund IB 45 Credit Suisse Investment Funds 4 Credit Suisse (Lux) Prima Multi-Strategy Fund FBH GBP 130 Credit Suisse (Lux) Prima Multi-Strategy Fund FBH 131 CS Investment Funds 2 Credit Suisse (Lux) Eurozone Active Opportunities Equity Fund B 90 Credit Suisse Investment Funds 11 Credit Suisse (Lux) Italy Equity Fund B 51 Credit Suisse (Lux) Italy Equity Fund IB 52 Credit Suisse Investment Funds 5 Credit Suisse (Lux) Global Biotech Innovators Equity Fund B 164 Credit Suisse (Lux) Global Biotech Innovators Equity Fund BH 165 Credit Suisse (Lux) Global Small & Mid Cap Emerging Market ILC Equity Fund B 150 Credit Suisse (Lux) Global Small & Mid Cap Emerging Market ILC Equity Fund IB 151 Credit Suisse Investment Funds 11 Credit Suisse (Lux) Global Value Equity Fund B 46 Credit Suisse (Lux) Global Value Equity Fund BH CHF 48 Credit Suisse Investment Funds 5 Credit Suisse (Lux) Global Biotech Innovators Equity Fund IB 166 Credit Suisse Investment Funds 11 Credit Suisse (Lux) Global Value Equity Fund BH CZK 49 Credit Suisse (Lux) Global Value Equity Fund BH 50 Credit Suisse (Lux) Global Value Equity Fund IB 47 CS Investment Funds 2 Credit Suisse (Lux) Global Dividend Plus Equity Fund B 108 Credit Suisse (Lux) Global Dividend Plus Equity Fund BH CHF 109 Credit Suisse (Lux) Global Dividend Plus Equity Fund IB Credit Suisse (Lux) Global Dividend Plus Equity Fund IBH CHF 111 Credit Suisse (Lux) Global Emerging Market ILC Equity Fund B 91 Credit Suisse (Lux) Global Emerging Market ILC Equity Fund BH 93 Credit Suisse Investment Funds 5 Credit Suisse (Lux) Infrastructure Equity Fund B 158 Credit Suisse (Lux) Infrastructure Equity Fund BH 159 CS Investment Funds 2 Credit Suisse (Lux) Global Emerging Market ILC Equity Fund IB 92 Credit Suisse Investment Funds 5 Credit Suisse (Lux) Infrastructure Equity Fund IB 160 Credit Suisse (Lux) Global Energy Winners Equity Fund B 152 Credit Suisse (Lux) Global Energy Winners Equity Fund BH 153 CS Investment Funds 2 Credit Suisse (Lux) Global Security Equity Fund BH 96 Credit Suisse (Lux) Global Security Equity Fund BH CHF 95 Credit Suisse Investment Funds 13 Credit Suisse (Lux) Global Responsible Equity Fund B 184 CS Investment Funds 2 Credit Suisse (Lux) Global Security Equity Fund B 94 Credit Suisse Investment Funds 13 Credit Suisse (Lux) Global Responsible Equity Fund IB 185 Information Glossary 200 Factsheet Explained 202 Where to find the current prices of our funds 204 Important Information 205 Contacts 208 4

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6 Fund Performance as of Fund Name Credit Suisse Fund 3 Fund currency* Total return in % as of * Fund Fund currency currency CHF CHF 1 year 3 years 1 year 3 years Risk in fund currency % 3 years** Page Credit Suisse (CH) Small and Mid Cap Equity Fund B CHF Credit Suisse (CH) Swiss Blue Chips Equity Fund B CHF CS Investment Funds 2 Credit Suisse (Lux) CommodityAllocation Fund B Credit Suisse (Lux) CommodityAllocation Fund BH CHF CHF Credit Suisse Fund 3 Credit Suisse (CH) Swiss Real Estate Securities Fund A CHF CS Investment Funds 2 Credit Suisse (Lux) CommodityAllocation Fund BH Credit Suisse (Lux) CommodityAllocation Fund EBH CHF CHF Credit Suisse (Lux) CommodityAllocation Fund EBH Credit Suisse Fund 3 Credit Suisse (CH) Swiss Real Estate Securities Fund IB CHF Credit Suisse (CH) Swissac Equity Fund B CHF Credit Suisse Investment Funds 5 Credit Suisse (Lux) Asia Consumer Equity Fund B Credit Suisse (Lux) Asia Consumer Equity Fund BH CHF CHF Credit Suisse (Lux) Asia Consumer Equity Fund BH Credit Suisse Fund 3 Credit Suisse (CH) 130/30 Swiss Equity Fund B CHF CHF Credit Suisse Investment Funds 5 Credit Suisse (Lux) Asian Equity Dividend Plus Fund B Credit Suisse Investment Funds 13 Credit Suisse (Lux) Commodity Index Plus Fund B Credit Suisse (Lux) Commodity Index Plus Fund BH Credit Suisse (Lux) Commodity Index Plus Fund IB Credit Suisse (Lux) Commodity Index Plus Fund IBH

7 Overview Fund Name CS Investment Funds 2 Fund currency* Total return in % as of * Fund Fund currency currency CHF CHF 1 year 3 years 1 year 3 years Risk in fund currency % 3 years** Page Credit Suisse (Lux) European Dividend Plus Equity Fund B Credit Suisse (Lux) Japan Value Equity Fund B JPY JPY Credit Suisse (Lux) European Dividend Plus Equity Fund BH CHF CHF Credit Suisse (Lux) European Dividend Plus Equity Fund IB Credit Suisse Investment Funds 11 Credit Suisse (Lux) Small and Mid Cap Europe Equity Fund B Credit Suisse (Lux) USA Growth Opportunities Equity Fund B Credit Suisse Fund 3 Credit Suisse (Lux) USA Growth Opportunities Equity Fund BH Credit Suisse Investment Funds 5 Credit Suisse (Lux) Russian Equity Fund B RUB RUB Credit Suisse Investment Funds 11 Credit Suisse (Lux) USA Growth Opportunities Equity Fund IB Credit Suisse Investment Funds 5 Credit Suisse (Lux) Russian Equity Fund B Credit Suisse Investment Funds 11 Credit Suisse (Lux) European Property Equity Fund B Credit Suisse (Lux) Small and Mid Cap Germany Equity Fund B Credit Suisse (Lux) Small and Mid Cap Germany Equity Fund IB Credit Suisse (Lux) USA Value Equity Fund B Credit Suisse (Lux) USA Value Equity Fund BH Credit Suisse Investment Funds 5 Credit Suisse (Lux) Russian Equity Fund BH Credit Suisse Investment Funds 11 Credit Suisse (Lux) USA Value Equity Fund IB Credit Suisse Investment Funds 5 Credit Suisse (Lux) Russian Equity Fund IB

8 Fund Performance as of Fund Name Credit Suisse Investment Funds 4 Fund currency* Total return in % as of * Fund Fund currency currency CHF CHF 1 year 3 years 1 year 3 years Risk in fund currency % 3 years** Page Credit Suisse (Lux) Prima Multi-Strategy Fund B Credit Suisse (Lux) Prima Multi-Strategy Fund BH GBP GBP Credit Suisse Investment Funds 11 Credit Suisse (Lux) European Property Equity Fund IB Credit Suisse Investment Funds 4 Credit Suisse (Lux) Prima Multi-Strategy Fund FBH GBP GBP Credit Suisse (Lux) Prima Multi-Strategy Fund FBH CS Investment Funds 2 Credit Suisse (Lux) Eurozone Active Opportunities Equity Fund B Credit Suisse Investment Funds 11 Credit Suisse (Lux) Italy Equity Fund B Credit Suisse (Lux) Italy Equity Fund IB Credit Suisse Investment Funds 5 Credit Suisse (Lux) Global Biotech Innovators Equity Fund B Credit Suisse (Lux) Global Biotech Innovators Equity Fund BH Credit Suisse (Lux) Global Small & Mid Cap Emerging Market ILC Equity Fund B Credit Suisse (Lux) Global Small & Mid Cap Emerging Market ILC Equity Fund IB Credit Suisse Investment Funds Credit Suisse (Lux) Global Value Equity Fund B Credit Suisse (Lux) Global Value Equity Fund BH CHF CHF Credit Suisse Investment Funds 5 Credit Suisse (Lux) Global Biotech Innovators Equity Fund IB Credit Suisse Investment Funds 11 Credit Suisse (Lux) Global Value Equity Fund BH CZK CZK Credit Suisse (Lux) Global Value Equity Fund BH Credit Suisse (Lux) Global Value Equity Fund IB

9 Overview Fund Name CS Investment Funds 2 Fund currency* Total return in % as of * Fund Fund currency currency CHF CHF 1 year 3 years 1 year 3 years Risk in fund currency % 3 years** Page Credit Suisse (Lux) Global Dividend Plus Equity Fund B Credit Suisse (Lux) Global Dividend Plus Equity Fund BH CHF CHF Credit Suisse (Lux) Global Dividend Plus Equity Fund IB Credit Suisse (Lux) Global Dividend Plus Equity Fund IBH CHF CHF Credit Suisse (Lux) Global Emerging Market ILC Equity Fund B Credit Suisse (Lux) Global Emerging Market ILC Equity Fund BH Credit Suisse Investment Funds 5 Credit Suisse (Lux) Infrastructure Equity Fund B Credit Suisse (Lux) Infrastructure Equity Fund BH CS Investment Funds 2 Credit Suisse (Lux) Global Emerging Market ILC Equity Fund IB Credit Suisse Investment Funds 5 Credit Suisse (Lux) Infrastructure Equity Fund IB Credit Suisse (Lux) Global Energy Winners Equity Fund B Credit Suisse (Lux) Global Energy Winners Equity Fund BH CS Investment Funds 2 Credit Suisse (Lux) Global Security Equity Fund BH Credit Suisse (Lux) Global Security Equity Fund BH CHF CHF Credit Suisse Investment Funds 13 Credit Suisse (Lux) Global Responsible Equity Fund B CS Investment Funds 2 Credit Suisse (Lux) Global Security Equity Fund B Credit Suisse Investment Funds 13 Credit Suisse (Lux) Global Responsible Equity Fund IB

10 Fund Performance as of Fund Name Credit Suisse Prime Select Trust Fund currency* Total return in % as of * Fund Fund currency currency CHF CHF 1 year 3 years 1 year 3 years Risk in fund currency % 3 years** Page CSPST (Lux) Multi Strategy CSPST (Lux) Global Equities Long/Short B * Source: Lipper Schweiz AG ** Annualized average volatility in % over the last 3 years. *** The stated yield calculations are based on net asset values. **** The stated yield calculations are based on stock prices. ***** The track record before the launch period refers to the existing product, wich is managed according to the same investment process and guidelines. Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/or 10

11 CS (CH) Corporate Bond Fund Class A The fund`s investment objective is to achieve an appropriate long-term return on investment by investing in euro-denominated corporate bonds from issuers worldwide. The fund invests in both investment grade and non-investment grade fixed-interest securities, where the average fund rating is always at least investment grade (Baa3/BBB-). The fund may also invest up to a maximum of half of the fund`s net assets in non euro-denominated fixed-interest securities, but whose foreign exchange risk must however be fully hedged in euros. Net performance in (rebased to ) and yearly performance 2) CS (CH) Corporate Bond Fund A Bloomberg Barclays Euro-Aggr. Corp. (TR) (01/ 13) (Benchmark) 3 25% 2 15% 1 5% -5% Doris Röhl since Sep Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.03 Benchmark (BM) Bloomberg Barclays Euro-Aggr. Corp. (TR) (01/13) Category A (distribution) CH CSBFPRM SW Valor no Net asset value (NAV) Last distribution Distribution value 2.28 In scope - tax Fund 59 Fund Benchmark Credit Suisse Bond Fund 3) For more details, please refer to the relevant chapter "Net Number of holdings Maturities in years 45% 4 35% 3 25% 2 15% 1 5% >15 Currencies in % before hedging after hedging GBP CHF Duration and Yield Fund Gross portfolio yield in % 1.20 Average remaining term to maturity in years 7.32 Modified duration in years 5.12 Asset Allocation in % Corporate Bonds Financial Bonds Emerging Market Bonds 2.07 Cash/Cash Equivalents 1.38 Others 4.72 Total.00 Credit Ratings in % AA AA A A A BBB BBB BBB BB BB 2.68 Default Probability Weighted Average Credit Rating = BBB- Linear Weighted Average Credit Rating = BBB+ Position Maturity as % of assets Electricite France Wendel EMD Teva Pharpaceutical AON Adecco Intern. Finance Nordea Bank Harman Finance Intl Bank of America Elm Total years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 4) ) Maximum drawdown is the most negative cumulative return over a given time period. 11

12 CS (CH) Corporate Bond Fund Class AH GBP The fund`s investment objective is to achieve an appropriate long-term return on investment by investing in euro-denominated corporate bonds from issuers worldwide. The fund invests in both investment grade and non-investment grade fixed-interest securities, where the average fund rating is always at least investment grade (Baa3/BBB-). The fund may also invest up to a maximum of half of the fund`s net assets in non euro-denominated fixed-interest securities, but whose foreign exchange risk must however be fully hedged in euros. Net performance in GBP (rebased to ) and yearly performance 2) CS (CH) Corporate Bond Fund AH GBP Bloomberg Barclays Euro-Aggr. Corp. (TR) (GBP-Hgd) (Benchmark) 2 15% 1 5% -5% Doris Röhl since Sep Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.03 Benchmark (BM) Bloomberg Barclays Euro-Aggr. Corp. (TR) (GBP-Hgd) GBP CH CSCBGAH SW Valor no Net asset value (NAV) Last distribution Distribution value 2.13 In scope - tax 3) For more details, please refer to the relevant chapter "Net Number of holdings Fund 59 Fund Benchmark Maturities in years 45% 4 35% 3 25% 2 15% 1 5% >15 Currencies in % before hedging GBP 1.42 CHF 0.05 Duration and Yield Fund Gross portfolio yield in % 1.20 Average remaining term to maturity in years 7.32 Modified duration in years 5.12 Asset Allocation in % Corporate Bonds Financial Bonds Emerging Market Bonds 2.07 Cash/Cash Equivalents 1.38 Others 4.72 Total.00 Credit Ratings in % AA AA A A A BBB BBB BBB BB BB 2.68 Default Probability Weighted Average Credit Rating = BBB- Linear Weighted Average Credit Rating = BBB+ Position Maturity as % of assets Electricite France Wendel EMD Teva Pharpaceutical AON Adecco Intern. Finance Nordea Bank Harman Finance Intl Bank of America Elm Total year 3 years Annualized volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 4) ) Maximum drawdown is the most negative cumulative return over a given time period. 12

13 CS Commodity Fund Plus (CH) Class BH CHF The objective of the fund is to replicate the Bloomberg Commodity Index as closely as possible by investing in futures. The fund also endeavours to achieve enhancement on the CHF-denominated money market instruments that are used as collateral. This means that currency risk - with the exception of the negligible currency risk on the variation margin - can be avoided. Its low correlation with traditional asset classes makes the fund an ideal portfolio diversification instrument. Furthermore, it offers good protection from inflation risks in the event of a rise in commodity prices. Christopher Burton, Nelson Louie since , New York, New York 31. December Total net assets (in mil.) Inception date Management fee in % p.a Benchmark (BM) Bloomberg Commodity (TR) (CHF-Hgd Mod.) (11/15) CHF CH CSCOMPS SW Valor no Net asset value (NAV) Net performance in CHF (rebased to ) and yearly performance 2) CS Commodity Fund Plus (CH) BH CHF Bloomberg Commodity (TR) (CHF-Hgd Mod.) (11/15) (Fund) (Benchmark) The fund's benchmark was changed per 01 November 2015 from CB S&P GSCI (ER) + LIBOR CHF 1M to Bloomberg Commodity (TR) (CHF-Hgd Mod.)" Fund Benchmark years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Beta Commodity Sectors in % Energy Agriculture Precious Metals Industrial Metals Livestock 4.24 Credit Suisse Commodity Fund 13

14 CS (Lux) Emerging Market Corporate Bond Fund a subfund of CS Investment Funds 3 - Class A & B The fund invests primarily in corporate bonds, and to a limited extent in U.S. dollar-denominated bonds issued by sovereign borrowers in developing nations. The fund aims to deliver a return that over the entire economic cycle is higher than what could be obtained from bonds issued by borrowers in industrialized nations. The large investment universe encompassing many different countries with highly diverse risk profiles offers interesting investment opportunities and allows for a broad diversification. While countries are evaluated using a top-down approach, individual investments are evaluated using a bottom-up analysis. The fund is actively managed in terms of its investment approach. This share class provides a hedge against currency risk versus the reference currency (). Gonzalo Borja since Sep Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.41 Benchmark (BM) JPM CEMBI Broad Diversified Composite (10/15) Category A Category B (distribution) LU LU CLEMMAU CLEMMBU LX LX Valor no Net asset value (NAV) In scope - tax 3) For more details, please refer to the relevant chapter "Net Fund statistics 2) 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 4) ) Maximum drawdown is the most negative cumulative return over a given time period. Number of holdings Fund 158 Net performance in (rebased to ) and yearly performance 2) CS (Lux) Emerging Market Corporate Bond Fund A JPM CEMBI Broad Diversified Composite (10/ 15) Former Track Record of Credit Suisse (Gue) Emerging Markets Bond Fund (June 30, May 03, 2012) (Benchmark) Benchmark change: from JP Morgan EMBI+ to JP Morgan CEMBI/from JPMorgan EMBI Global to JP Morgan EMBI+ ( ) Fund Benchmark Countries in % Sectors in % Duration and Yield Russia China Mexico 9.70 United Arab Emirates 7.90 Brazil 7.70 India 7.00 Argentina 6.80 Colombia 6.00 Peru 5.20 Rest of Emerging Markets Financials Sovereign Oil & Gas TMT 9.30 Real estate 7.80 Industrials 7.60 Consumer 6.60 Metals and mining 6.30 Utilities 5.50 Others 7.10 Fund Gross portfolio yield in % 5.63 Average remaining term to maturity in years 6.33 Modified duration in years 4.86 Credit Ratings in % AA (Bucket) 2.40 A (Bucket) BBB (Bucket) BB (Bucket) B (Bucket) Not rated 5.30 Default Probability Weighted Average Credit Rating = BB Linear Weighted Average Credit Rating = BB+ Position Maturity as % of assets VTB Capital Veb Finance Adani Ports Voto-Votorantim Braskem Cemex Finance Fideicom Pacifico SB Capital YPF Suam Finance Total

15 CS (Lux) Broad Bond Fund Class A & B The investment objective is to achieve an attractive and steady income in based on the performance of the market for bonds with medium and long-term maturities. The fund will invest in broadly diversified medium to long-term bonds, other fixed income instruments as well as variable rate instruments from the investment grade area. Michel Berger since March Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 0.70 Benchmark (BM) CGBI Eurodollar BBB- or Better (08/11) Category A Category B (distribution) LU LU CSBA CSBB LX LX Valor no Net asset value (NAV) In scope - tax 3) For more details, please refer to the relevant chapter "Net Number of holdings Fund 172 Net performance in (rebased to ) and yearly performance 2) CS (Lux) Broad Bond Fund B CGBI Eurodollar BBB- or Better (08/11) Lipper Global Bond Former Track record of Orchis Fixed Income ( ) (Benchmark) (Sector) 35% 3 25% 2 15% 1 5% -5% Fund Benchmark Sector Duration and Yield Fund Gross portfolio yield in % 2.45 Average remaining term to maturity in years 8.96 Modified duration in years 5.96 Asset Allocation in % Industrial Bonds Financial Bonds Sovereign/Agencies Government 9.03 Utilities 2.43 Structured Notes 2.17 Cash/Cash Equivalents 0.74 Total.00 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 4) ) Maximum drawdown is the most negative cumulative return over a given time period. Credit Ratings in % AAA 7.42 AA AA 3.19 AA A A A BBB (Bucket) BB (Bucket) 1.57 B (Bucket) 0.22 Default Probability Weighted Average Credit Rating = BBB+ Linear Weighted Average Credit Rating = A- Position Maturity as % of assets World Bank Freddie Mac Goldman Sachs EIB EIB US Treasury Freddie Mac Fannie Mae United States of America Jp Morgan Chase Total Credit Suisse Fund 15

16 CS (Lux) Emerging Market Corporate Bond Fund a subfund of CS Investment Funds 3 - Class BH CHF The fund invests primarily in corporate bonds, and to a limited extent in U.S. dollar-denominated bonds issued by sovereign borrowers in developing nations. The fund aims to deliver a return that over the entire economic cycle is higher than what could be obtained from bonds issued by borrowers in industrialized nations. The large investment universe encompassing many different countries with highly diverse risk profiles offers interesting investment opportunities and allows for a broad diversification. While countries are evaluated using a top-down approach, individual investments are evaluated using a bottom-up analysis. The fund is actively managed in terms of its investment approach. This share class provides a hedge against currency risk versus the reference currency (). Gonzalo Borja since Sep Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.41 Benchmark (BM) No Benchmark Category BH CHF LU CLEBDHC LX Valor no Net asset value (NAV) In scope - tax 3) For more details, please refer to the relevant chapter "Net Fund statistics 2) 3 years 5 years Annualised volatility in % Maximum drawdown in % 4) ) Maximum drawdown is the most negative cumulative return over a given time period. Number of holdings Fund 158 Net performance in CHF (rebased to ) and yearly performance 2) CS (Lux) Emerging Market Corporate Bond Fund BH CHF (Benchmark) Former Track Record of Credit Suisse (Gue) Emerging Markets Bond Fund (May 29, May 03, 2012) (Fund) Fund Countries in % Sectors in % Duration and Yield Russia China Mexico 9.70 United Arab Emirates 7.90 Brazil 7.70 India 7.00 Argentina 6.80 Colombia 6.00 Peru 5.20 Rest of Emerging Markets Financials Sovereign Oil & Gas TMT 9.30 Real estate 7.80 Industrials 7.60 Consumer 6.60 Metals and mining 6.30 Utilities 5.50 Others 7.10 Fund Gross portfolio yield in % 5.63 Average remaining term to maturity in years 6.33 Modified duration in years 4.86 Credit Ratings in % AA (Bucket) 2.40 A (Bucket) BBB (Bucket) BB (Bucket) B (Bucket) Not rated 5.30 Default Probability Weighted Average Credit Rating = BB Linear Weighted Average Credit Rating = BB+ Position Maturity as % of assets VTB Capital Veb Finance Adani Ports Voto-Votorantim Braskem Cemex Finance Fideicom Pacifico SB Capital YPF Suam Finance Total

17 CS (Lux) High Yield Bond Fund Class B The objective of this Subfund is to generate the highest possible return. At least two-thirds of the fund s total assets shall be invested in debt instruments, bonds, notes, similar fixed-interest or floating-rate securities (including securities issued on a discount basis) of corporate issuers in the non-investment grade sector, denominated in US dollar. Thomas Flannery since New York 31. March Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.44 Benchmark (BM) ML US High Yield Master II Constr. (TR) (04/06) Category B LU CSBFHYU LX Valor no Net asset value (NAV) In scope - tax 3) For more details, please refer to the relevant chapter "Net Duration and Yield Fund Gross portfolio yield in % 8.46 Average remaining term to maturity in years 5.76 Modified duration in years years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 4) ) Maximum drawdown is the most negative cumulative return over a given time period. Net performance in (rebased to ) and yearly performance 2) Fund CS (Lux) High Yield Bond Fund B ML US High Yield Master II Constr. (TR) (04/ 06) (Benchmark) Fund Benchmark Maturities in years 3 25% 2 15% 1 5% >15 Currencies in % before hedging after hedging Countries in % Asset Allocation in % USA Canada Cayman Islands 1.52 France 1.44 Australia 1.06 Ireland 0.82 Netherlands 0.70 Cash/Cash Equivalents 8.94 Others 0.32 Industrial Bonds Financial Bonds 4.00 Utilities 0.00 Structured Notes 0.00 Cash/Cash Equivalents 8.94 Total.00 Number of holdings Position Maturity as % of assets Syniverse Cantor Commercial Infinity Acquis CVR Eldorado Gold Corp Taseko Mines Northern Tier Energy Euramax Intl Shelf Drill Hold Southern Graphics Total Credit Suisse Bond Fund 17

18 CS (Lux) Broad Bond Fund Class A & B The investment objective is to achieve an attractive and steady income in based on the performance of the market for bonds with medium and long-term maturities. The fund will invest in broadly diversified medium to long-term bonds, other fixed income instruments as well as variable rate instruments from the investment grade area. The fund may also invest in convertibles and bonds with options. Michel Berger since March Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 0.72 Benchmark (BM) CGBI EuroBIG All Mats. (06/12) Category A Category B (distribution) LU LU CSBA CSBB LX LX Valor no Net asset value (NAV) In scope - tax 3) For more details, please refer to the relevant chapter "Net Number of holdings Fund 86 Net performance in (rebased to ) and yearly performance 2) CS (Lux) Broad Bond Fund B CGBI EuroBIG All Mats. (06/12) Lipper Global Bond Former Track record of Orchis Fixed Income ( ) (Benchmark) (Sector) Fund Benchmark Sector Maturities in years 25% 2 15% 1 5% >15 Currencies in % before hedging after hedging Duration and Yield Fund Gross portfolio yield in % 0.39 Average remaining term to maturity in years 7.75 Modified duration in years 6.18 Asset Allocation in % Government Industrial Bonds Financial Bonds Utilities 5.60 Sovereign/Agencies 4.53 Covered/ABS 1.48 Cash/Cash Equivalents 1.49 Total.00 Credit Ratings in % AAA AA AA AA A A A BBB (Bucket) BB (Bucket) 3.48 B (Bucket) 0.55 Default Probability Weighted Average Credit Rating = BBB+ Linear Weighted Average Credit Rating = A- Position Maturity as % of assets France OAT France Germany Italy Italy Italy BTP HSBC Bank BRD Finland Microsoft Total years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 4) ) Maximum drawdown is the most negative cumulative return over a given time period. 18

19 CS (Lux) High Yield Bond Fund Class IB The objective of this Subfund is to generate the highest possible return. At least two-thirds of the fund s total assets shall be invested in debt instruments, bonds, notes, similar fixed-interest or floating-rate securities (including securities issued on a discount basis) of corporate issuers in the non-investment grade sector, denominated in US dollar. Thomas Flannery since New York 31. March Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 0.94 Benchmark (BM) ML US High Yield Master II Constr. (TR) (04/06) Category IB LU CSBFHYI LX Valor no Net asset value (NAV) 2' Min. Investment Amount 500'000 In scope - tax 3) For more details, please refer to the relevant chapter "Net Duration and Yield Fund Gross portfolio yield in % 8.46 Average remaining term to maturity in years 5.76 Modified duration in years years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 4) ) Maximum drawdown is the most negative cumulative return over a given time period. Net performance in (rebased to ) and yearly performance 2) Fund CS (Lux) High Yield Bond Fund IB ML US High Yield Master II Constr. (TR) (04/ 06) (Benchmark) Fund Benchmark Maturities in years 3 25% 2 15% 1 5% >15 Currencies in % before hedging after hedging Countries in % Number of holdings Asset Allocation in % USA Canada Cayman Islands 1.52 France 1.44 Australia 1.06 Ireland 0.82 Netherlands 0.70 Cash/Cash Equivalents 8.94 Others 0.32 Industrial Bonds Financial Bonds 4.00 Utilities 0.00 Structured Notes 0.00 Cash/Cash Equivalents 8.94 Total Position Maturity as % of assets Syniverse Cantor Commercial Infinity Acquis CVR Eldorado Gold Corp Taseko Mines Northern Tier Energy Euramax Intl Shelf Drill Hold Southern Graphics Total Credit Suisse Bond Fund 19

20 CS (Lux) Emerging Market Corporate Bond Fund a subfund of CS Investment Funds 3 - Class BH The fund invests primarily in corporate bonds, and to a limited extent in U.S. dollar-denominated bonds issued by sovereign borrowers in developing nations. The fund aims to deliver a return that over the entire economic cycle is higher than what could be obtained from bonds issued by borrowers in industrialized nations. The large investment universe encompassing many different countries with highly diverse risk profiles offers interesting investment opportunities and allows for a broad diversification. While countries are evaluated using a top-down approach, individual investments are evaluated using a bottom-up analysis. The fund is actively managed in terms of its investment approach. This share class provides a hedge against currency risk versus the reference currency (). Gonzalo Borja since Sep Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.41 Benchmark (BM) No Benchmark Category BH LU CLEBDHE LX Valor no Net asset value (NAV) In scope - tax 3) For more details, please refer to the relevant chapter "Net Fund statistics 2) 3 years 5 years Annualised volatility in % Information ratio - - Tracking Error (Ex post) - - Maximum drawdown in % 4) ) Maximum drawdown is the most negative cumulative return over a given time period. Number of holdings Fund 158 Net performance in (rebased to ) and yearly performance 2) CS (Lux) Emerging Market Corporate Bond Fund BH (Benchmark) Former Track Record of Credit Suisse (Gue) Emerging Markets Bond Fund (May 29, May 03, 2012) (Fund) Fund Countries in % Sectors in % Duration and Yield Russia China Mexico 9.70 United Arab Emirates 7.90 Brazil 7.70 India 7.00 Argentina 6.80 Colombia 6.00 Peru 5.20 Rest of Emerging Markets Financials Sovereign Oil & Gas TMT 9.30 Real estate 7.80 Industrials 7.60 Consumer 6.60 Metals and mining 6.30 Utilities 5.50 Others 7.10 Fund Gross portfolio yield in % 5.63 Average remaining term to maturity in years 6.33 Modified duration in years 4.86 Credit Ratings in % AA (Bucket) 2.40 A (Bucket) BBB (Bucket) BB (Bucket) B (Bucket) Not rated 5.30 Default Probability Weighted Average Credit Rating = BB Linear Weighted Average Credit Rating = BB+ Position Maturity as % of assets VTB Capital Veb Finance Adani Ports Voto-Votorantim Braskem Cemex Finance Fideicom Pacifico SB Capital YPF Suam Finance Total

21 CS (CH) Privilege Fund CHF a subfund of CS Fund 1 - Class A The fund invests globally in a broadly diversified portfolio of passively and actively managed instruments as well as individual investments. The fund invests in equities, bonds and money market instruments. In so doing, it adheres to the provisions of the Federal Law on Occupational Old Age, Survivors and Disability Pension Plans (BVG) and the relevant regulations (BVV2 and BVV3) governing investments. Christoph Christen, Roger Düggelin since , , CHF 31. December Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.35 Category A (distribution) CHF CH BBG ticker CSPRIVG SW Valor no Net asset value (NAV) Last distribution Distribution value 0.94 In scope - tax 3) For more details, please refer to the relevant chapter "Net Used Benchmark Indices Equity SPI (TR) Equity MSCI World (NR) Bond SBI AAA-BBB 1-10Y (TR) Bond CGBI WGBI All Mats Money Market CGBI CHF 3M Euro Dep Maturities in years 4 35% 3 25% 2 15% 1 5% >15 Net performance in CHF (rebased to ) and yearly performance 2) CS (CH) Privilege Fund CHF A 0.1 Fund Allocation asset classes in % Asset allocation in % Bonds Equity Cash/Cash Equivalents 8.03 Alternatives Currencies in % (after hedging) 25% 2 15% 1 5% -5% -1 CHF JPY AUD 1.71 GBP 0.83 CAD 0.60 NOK 0.16 Cash/Cash Equivalents Bonds Equity Real Estate Asia Pacific Euroland UK Canada USA Emerging Markets Japan Total Allocation of bonds in % Fixed Income Inflation Linked Bonds 2.18 Total.00 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 4) ) Maximum drawdown is the most negative cumulative return over a given time period. Duration Modified duration in years 4.84 Position as % of assets Credit Suisse Bond Index 4.46 Credit Suisse US Index Blue Equity Fund 4.18 Nestle SA 3.95 Novartis AG 3.12 Roche Holding AG 2.67 Credit Suisse Small & Mid Cap EQ CHF 2.10 CS Emerging Market Equity 2.01 Credit Suisse Foreign Bonds CHF 1.63 Credit Suisse Pacific Ex Japan Equity 1.61 Total Credit Suisse Portfolio Fund 21

22 CS (Lux) Liquid Alternative Beta a subfund of CS Investment Funds 4 - Class FBH The Fund seeks to offer liquid, transparent and broadly diversified exposure to the risk and return characteristics of hedge funds. To achieve this exposure, the Fund allocates to a number of sub-funds which are designed to replicate various hedge fund strategies using a largely quantitatively derived methodology. The underlying funds invest in a broad range of liquid instruments in seeking to replicate the risks typically taken by hedge funds. The exposures of the underlying funds are combined to create a portfolio with investment characteristics similar to the Credit Suisse Hedge Fund Index. The fund offers daily liquidity. Credit Suisse Asset Management LLC since New York 30. Nov Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.03 Benchmark (BM) CS Hedge Fund Index (Hedged into ) (12/13) Category FBH LU CSLABTE LX Valor no Net asset value (NAV) 1'.56 In scope - tax 3) For more details, please refer to the relevant chapter "Net Asset Value" of the Fund s prospectus. Net performance in (rebased to ) and yearly performance 2) CS (Lux) Liquid Alternative Beta FBH CS Hedge Fund Index (Hedged into ) (12/ 13) Net performance in 2) (Benchmark) ITD Fund Benchmark Allocation asset classes in % Commodity Equity Fixed Income Currency Volatility 1 year 3 years Annualized volatility in % Tracking Error (Ex post) Beta Market commentary Hedge funds produced positive returns in August (as represented by the Credit Suisse Hedge Fund Index, up 0.47% net of fees). Event Driven funds had positive performance as multi-strategy, distressed and merger arbitrage managers posted overall gains. Long/Short Equity funds posted positive performance as global equity markets were mildly up for the month (e.g. MSCI TR World Index ended the month up 0.08%). Managed Futures funds had negative performance in August, generally affected by reversals in energy commodities trends. 15% 1 5% -5% The Fund s overall positive performance in August was primarily due to its long high yield credit exposure, while long Managed Futures exposure took back some gains. In terms of strategy adjustments to the Fund, the Distressed Equities position was removed and exposure to the Merger Arbitrage strategy was added within the Event Driven sub-strategy. Also, long High Yield credit exposure increased. Within Long/Short, the short S&P 500 position has been removed and a short MSCI Emerging Markets position has been added. Long MSCI EAFE and Nasdaq exposure has been reduced. As a result, gross exposure was reduced, though net exposure remains relatively the same. In addition, there was a sector rotation from a long Health Care to a short Materials position. Within Global Strategies, positions remained relatively unchanged. 1) The calculation of the risk indicator is based on the CESR/ Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. The classification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either. 2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/or Prospective investors should carefully review the Fund s prospectus for additional information with respect to fees, expenses, and other costs associated 1) The calculation with an of investment the risk indicator the is based Fund. on the CESR/ Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. The 22

23 CS (Lux) Liquid Alternative Beta a subfund of CS Investment Funds 4 - Class FBH CHF The Fund seeks to offer liquid, transparent and broadly diversified exposure to the risk and return characteristics of hedge funds. To achieve this exposure, the Fund allocates to a number of sub-funds which are designed to replicate various hedge fund strategies using a largely quantitatively derived methodology. The underlying funds invest in a broad range of liquid instruments in seeking to replicate the risks typically taken by hedge funds. The exposures of the underlying funds are combined to create a portfolio with investment characteristics similar to the Credit Suisse Hedge Fund Index. The fund offers daily liquidity. Credit Suisse Asset Management LLC since New York 30. Nov Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.03 Benchmark (BM) CS Hedge Fund Index (Hedged into CHF) (12/13) Category FBH CHF LU CSLABTC LX Valor no Net asset value (NAV) 1' In scope - tax 3) For more details, please refer to the relevant chapter "Net Asset Value" of the Fund s prospectus. Net performance in CHF (rebased to ) and yearly performance 2) CS (Lux) Liquid Alternative Beta FBH CHF CS Hedge Fund Index (Hedged into CHF) (12/ 13) Net performance in CHF 2) (Benchmark) ITD Fund Benchmark Allocation asset classes in % Commodity Equity Fixed Income Currency Volatility 1 year 3 years Annualized volatility in % Tracking Error (Ex post) Beta Market commentary Hedge funds produced positive returns in August (as represented by the Credit Suisse Hedge Fund Index, up 0.47% net of fees). Event Driven funds had positive performance as multi-strategy, distressed and merger arbitrage managers posted overall gains. Long/Short Equity funds posted positive performance as global equity markets were mildly up for the month (e.g. MSCI TR World Index ended the month up 0.08%). Managed Futures funds had negative performance in August, generally affected by reversals in energy commodities trends. The Fund s overall positive performance in August was primarily due to its long high yield credit exposure, while long Managed Futures exposure took back some gains. In terms of strategy adjustments to the Fund, the Distressed Equities position was removed and exposure to the Merger Arbitrage strategy was added within the Event Driven sub-strategy. Also, long High Yield credit exposure increased. Within Long/Short, the short S&P 500 position has been removed and a short MSCI Emerging Markets position has been added. Long MSCI EAFE and Nasdaq exposure has been reduced. As a result, gross exposure was reduced, though net exposure remains relatively the same. In addition, there was a sector rotation from a long Health Care to a short Materials position. Within Global Strategies, positions remained relatively unchanged. 2 15% 1 5% -5% Credit Suisse Solutions 1) The calculation of the risk indicator is based on the CESR/ Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. The classification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either. 2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/or Prospective investors should carefully review the Fund s prospectus for additional information with respect to fees, expenses, and other costs associated 1) with The calculation an investment of the riskin indicator the Fund. is based on the CESR/ Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. The classification of the fund may change in future and does not represent a guarantee. A classification into category 1 no risk-free investment either. 23

24 CS (CH) Privilege Fund CHF a subfund of CS Fund 1 - Class IA The fund invests globally in a broadly diversified portfolio of passively and actively managed instruments as well as individual investments. The fund invests in equities, bonds and money market instruments. In so doing, it adheres to the provisions of the Federal Law on Occupational Old Age, Survivors and Disability Pension Plans (BVG) and the relevant regulations (BVV2 and BVV3) governing investments. Christoph Christen, Roger Düggelin since , , CHF 31. December Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 0.75 CHF CH BBG ticker CSPPRVI SW Valor no Net asset value (NAV) 1' Last distribution Distribution value Min. Init. Investm. Amount (in mill.) 3 In scope - tax 3) For more details, please refer to the relevant chapter "Net Used Benchmark Indices Equity SPI (TR) Equity MSCI World (NR) Bond SBI AAA-BBB 1-10Y (TR) Bond CGBI WGBI All Mats Money Market CGBI CHF 3M Euro Dep Maturities in years 4 35% 3 25% 2 15% 1 5% >15 Net performance in CHF (rebased to ) and yearly performance 2) CS (CH) Privilege Fund CHF IA 0.7 Fund Allocation asset classes in % Asset allocation in % Bonds Equity Cash/Cash Equivalents 8.03 Alternatives Currencies in % (after hedging) 25% 2 15% 1 5% CHF JPY AUD 1.71 GBP 0.83 CAD 0.60 NOK 0.16 Cash/Cash Equivalents Bonds Equity Real Estate Asia Pacific Euroland UK Canada USA Emerging Markets Japan Total Allocation of bonds in % Fixed Income Inflation Linked Bonds 2.18 Total.00 1 year 3 years Annualized volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 4) ) Maximum drawdown is the most negative cumulative return over a given time period. Duration Modified duration in years 4.84 Position as % of assets Credit Suisse Bond Index 4.46 Credit Suisse US Index Blue Equity Fund 4.18 Nestle SA 3.95 Novartis AG 3.12 Roche Holding AG 2.67 Credit Suisse Small & Mid Cap EQ CHF 2.10 CS Emerging Market Equity 2.01 Credit Suisse Foreign Bonds CHF 1.63 Credit Suisse Pacific Ex Japan Equity 1.61 Total

25 CS (Lux) Swiss Franc Bond Fund Class A CHF & B CHF The aim of the fund is to achieve a high and steady income in CHF whilst taking due account of the security of the capital. The fund invests in high and in medium quality bonds and other fixed and variable rate securities of which at least two-thirds are denominated in CHF. The Fund may invest in other currencies than the CHF. The part of such investments which is not hedged against the CHF may not exceed 1 of the Fund s assets. Eric Suter since CHF 31. March Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 0.98 Benchmark (BM) SBI Foreign AAA-BBB (TR) (07/07) Category A Category B (distribution) CHF CHF LU LU CRSSFRA CRSSFRB LX LX Valor no Net asset value (NAV) In scope - tax 3) For more details, please refer to the relevant chapter "Net Asset Allocation in % Financial Bonds Corporate Bonds Government Bonds / Agency Bonds Emerging Market Bonds 3.14 Covered Bonds 0.21 Covered/ABS 0.16 Mortgage Backed Securities 0.11 Cash/Cash Equivalents 0.74 Others 2.31 Total.00 Net performance in CHF (rebased to ) and yearly performance 2) Fund CS (Lux) Swiss Franc Bond Fund B SBI Foreign AAA-BBB (TR) (07/07) (Benchmark) Fund Benchmark Maturities in years 25% 2 15% 1 5% >15 Currencies in % before hedging after hedging CHF Number of holdings Duration and Yield Fund Gross portfolio yield in % Average remaining term to maturity in years 5.48 Modified duration in years Credit Ratings in % % 1 5% -5% AAA AA AA AA A A A BBB (Bucket) D 0.14 Default Probability Weighted Average Credit Rating = A Linear Weighted Average Credit Rating = A+ Position Maturity as % of assets Financement Foncier BNG EBN BV Municipality Fin Europ. Inv. Bk Rabobank SHB Oest KB Korea Dev. Bk Philip Morris Intl Total years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 4) ) Maximum drawdown is the most negative cumulative return over a given time period. Credit Suisse Bond Fund 25

26 CS (Lux) High Yield Bond Fund Class BH The objective of this Subfund is to generate the highest possible return. At least two-thirds of the fund s total assets shall be invested in debt instruments, bonds, notes, similar fixed-interest or floating-rate securities (including securities issued on a discount basis) of corporate issuers in the non-investment grade sector, denominated in US dollar. Thomas Flannery since New York 31. March Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.44 Benchmark (BM) ML US High Yield Master II Co. (TR) (Hgd into ) Category BH LU CSBFHYR LX Valor no Net asset value (NAV) In scope - tax 3) For more details, please refer to the relevant chapter "Net Duration and Yield Fund Gross portfolio yield in % 8.46 Average remaining term to maturity in years 5.76 Modified duration in years year 3 years Annualized volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 4) ) Maximum drawdown is the most negative cumulative return over a given time period. Number of holdings Fund 139 Net performance in (rebased to ) and yearly performance 2) CS (Lux) High Yield Bond Fund BH ML US High Yield Master II Co. (TR) (Hgd into ) (Benchmark) Fund Benchmark Maturities in years 3 25% 2 15% 1 5% >15 Currencies in % before hedging after hedging Countries in % Asset Allocation in % USA Canada Cayman Islands 1.52 France 1.44 Australia 1.06 Ireland 0.82 Netherlands 0.70 Cash/Cash Equivalents 8.94 Others 0.32 Industrial Bonds Financial Bonds 4.00 Utilities 0.00 Structured Notes 0.00 Cash/Cash Equivalents 8.94 Total Position Maturity as % of assets Syniverse Cantor Commercial Infinity Acquis CVR Eldorado Gold Corp Taseko Mines Northern Tier Energy Euramax Intl Shelf Drill Hold Southern Graphics Total

27 CS (Lux) Emerging Market Corporate Bond Fund a subfund of CS Investment Funds 3 - Class IB The fund invests primarily in corporate bonds, and to a limited extent in U.S. dollar-denominated bonds issued by sovereign borrowers in developing nations. The fund aims to deliver a return that over the entire economic cycle is higher than what could be obtained from bonds issued by borrowers in industrialized nations. The large investment universe encompassing many different countries with highly diverse risk profiles offers interesting investment opportunities and allows for a broad diversification. While countries are evaluated using a top-down approach, individual investments are evaluated using a bottom-up analysis. The fund is actively managed in terms of its investment approach. This share class provides a hedge against currency risk versus the reference currency (). Gonzalo Borja since Sep Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.01 Benchmark (BM) JPM CEMBI Broad Diversified Composite (10/15) Category IB LU CLEBIBU LX Valor no Net asset value (NAV) Min. Investment Amount 500'000 In scope - tax 3) For more details, please refer to the relevant chapter "Net Fund statistics 2) 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 4) ) Maximum drawdown is the most negative cumulative return over a given time period. Number of holdings Fund 158 Net performance in (rebased to ) and yearly performance 2) CS (Lux) Emerging Market Corporate Bond Fund IB JPM CEMBI Broad Diversified Composite (10/ 15) Former Track Record of Credit Suisse (Gue) Emerging Markets Bond Fund (July 15, May 03, 2012) (Benchmark) Fund Benchmark Countries in % Sectors in % Duration and Yield Russia China Mexico 9.70 United Arab Emirates 7.90 Brazil 7.70 India 7.00 Argentina 6.80 Colombia 6.00 Peru 5.20 Rest of Emerging Markets Financials Sovereign Oil & Gas TMT 9.30 Real estate 7.80 Industrials 7.60 Consumer 6.60 Metals and mining 6.30 Utilities 5.50 Others 7.10 Fund Gross portfolio yield in % 5.63 Average remaining term to maturity in years 6.33 Modified duration in years 4.86 Credit Ratings in % AA (Bucket) 2.40 A (Bucket) BBB (Bucket) BB (Bucket) B (Bucket) Not rated 5.30 Default Probability Weighted Average Credit Rating = BB Linear Weighted Average Credit Rating = BB+ Position Maturity as % of assets VTB Capital Veb Finance Adani Ports Voto-Votorantim Braskem Cemex Finance Fideicom Pacifico SB Capital YPF Suam Finance Total CS Investment Funds 3

28 CS (CH) Corporate CHF Bond Fund Class A The fund`s investment objective is to achieve an appropriate long-term return on investment by investing in CHF-denominated corporate bonds from issuers worldwide. The fund invests in both investment grade and non-investment grade fixed-interest securities, where the average fund rating is always at least investment grade (Baa3/BBB-). The fund may also invest up to a maximum of half of the fund`s net assets in non CHF-denominated fixed-interest securities, but whose foreign exchange risk must however be fully hedged in CHF. Roger Wyss since CHF 30. Sep Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.01 Benchmark (BM) SBI Foreign AAA-BBB (TR) (07/07) Category A (distribution) CHF CH CRSDSFI SW Valor no Net asset value (NAV) Last distribution Distribution value 1.84 In scope - tax 3) For more details, please refer to the relevant chapter "Net Net performance in CHF (rebased to ) and yearly performance 2) Fund CS (CH) Corporate CHF Bond Fund A SBI Foreign AAA-BBB (TR) (07/07) (Benchmark) Fund Benchmark Maturities in years 45% 4 35% 3 25% 2 15% 1 5% >15 Currencies in % before hedging after hedging CHF Duration and Yield Fund Gross portfolio yield in % 0.78 Average remaining term to maturity in years 6.35 Modified duration in years 5.37 Number of holdings Asset Allocation in % Corporate Bonds Financial Bonds Emerging Market Bonds 2.16 Government Bonds / Agency Bonds 1.90 Covered/ABS 0.01 Cash/Cash Equivalents 1.54 Others 5.56 Total Credit Ratings in % % 1 5% -5% AA AA 0.49 AA A (Bucket) BBB (Bucket) BB (Bucket) 7.44 B (Bucket) 0.33 C 0.01 D 0.06 Not rated 0.59 Default Probability Weighted Average Credit Rating = BBB Linear Weighted Average Credit Rating = BBB+ Position Maturity as % of assets AT&T Lafargeholcim Ltd Axpo Holding AG Credit Agricole JP Morgan PSP Swiss Property Zuerich Versicherungs Gesellschaft Cembra Money Bank AG CS Group GDF Suez Total years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 4) ) Maximum drawdown is the most negative cumulative return over a given time period. 28

29 CS (Lux) Inflation Linked CHF Bond Fund Class A CHF & B CHF The aim of the fund is to achieve an inflation-protected steady return in CHF. The fund invests worldwide at least two-thirds of its net assets, in accordance with the principle of risk-spreading, in medium to high quality inflation-linked debt securities, including synthetically constructed inflation-linked debt securities. The Fund may invest in other currencies than the CHF. The part of such investments which is not hedged against the CHF may not exceed 1 of the Fund s assets. Christopher Koslowski since CHF 31. March Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 0.94 Benchmark (BM) CB CS (Lux) Inflation Linked CHF Bond Fund Category A Category B (distribution) CHF CHF LU LU CSIFSFA CSIFSFB LX LX Valor no Net asset value (NAV) In scope - tax 3) For more details, please refer to the relevant chapter "Net Fund statistics 2) 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 4) ) Maximum drawdown is the most negative cumulative return over a given time period. Net performance in CHF (rebased to ) and yearly performance 2) Fund CS (Lux) Inflation Linked CHF Bond Fund B CB CS (Lux) Inflation Linked CHF Bond Fund (Benchmark) 12% 1 8% 6% 4% 2% -2% -4% Fund Benchmark Maturities in years 45% 4 35% 3 25% 2 15% 1 5% >15 Currencies in % before hedging after hedging CHF Duration and Yield Fund Benchmark Gross portfolio yield in % Average remaining term to maturity in years Modified duration in years Asset Allocation in % Financial Bonds Corporate Bonds Emerging Market Bonds Government Bonds / Agency Bonds Cash/Cash Equivalents 1.08 Total.00 Number of holdings Credit Ratings in % AAA 1.70 AA AA 3.17 AA A A A BBB BBB 7.15 BBB Default Probability Weighted Average Credit Rating = A- Linear Weighted Average Credit Rating = A Benchmark Composition SBI Foreign AAA-BBB 3-5 years Total Return SBI Foreign AAA-BBB 1-3 years Total Return Position Maturity as % of assets Sparebank Achmea Statnett SF HSBC Bank Korea Railroad SK Telecom Metropolitan Life Westpac Banking Banco De Chile Allianz Total Credit Suisse Bond Fund 29

30 CS (CH) Convert International Bond Fund Class A The fund provides an actively managed exposure to global convertibles as a most efficient multi-asset class strategy involving equity, credit and volatility on a globally diversified basis, with the aim of achieving superior risk-adjusted returns. The risk profile is comparable to that of a classic balanced fund. The fund invests mainly in convertible securities issued by public and private issuers. Traditional bonds, equity and structured products may be held in complement. Investments are made globally with no restrictions as to country or currency. Rossitza Haritova since Sep Total net assets (in mil.).38 Inception date Management fee in % p.a TER (as of ) in % 1.27 Benchmark (BM) Thomson Reuters CV Gl. (TR) (01/02) Category A (distribution) CH CRSCVUI SW Valor no Net asset value (NAV) Last distribution Distribution value 2.78 In scope - tax 3) For more details, please refer to the relevant chapter "Net Net performance in (rebased to ) and yearly performance 2) CS (CH) Convert International Bond Fund A Thomson Reuters CV Gl. (TR) (01/02) (Benchmark) Fund Benchmark Sectors in % Information Technology Materials Financials Industrials Health Care Consumer Discretionary Energy 7.50 Cash/Cash Equivalents 5.30 Others 7.50 Currencies in % before hedging after hedging JPY GBP CHF HKD Others Credit Ratings in % Stocks 2.90 AA (Bucket) 1.50 A (Bucket) BBB (Bucket) BB (Bucket) B (Bucket) CCC (Bucket) years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 4) ) Maximum drawdown is the most negative cumulative return over a given time period. Number of holdings Fund 104 Duration and Yield 5) Delta in % Current Yield 2.37 Bond Floor Modified duration in years ) Due to the optionalities involved in the structure of convertible bonds, certain assumptions must be applied in order to calculate these figures. Default Probability Weighted Average Credit Rating = BB Linear Weighted Average Credit Rating = BBB- Position Maturity as % of assets Newmont Mining Wells Fargo & Co Petropavlovsk Silver Standard Resources Nvidia Allergan Inc Siemens Financiering TEVA Pharma Intel Priceline Group CV Total

31 CS (CH) Corporate CHF Bond Fund Class IA The fund`s investment objective is to achieve an appropriate long-term return on investment by investing in CHF-denominated corporate bonds from issuers worldwide. The fund invests in both investment grade and non-investment grade fixed-interest securities, where the average fund rating is always at least investment grade (Baa3/BBB-). The fund may also invest up to a maximum of half of the fund`s net assets in non CHF-denominated fixed-interest securities, but whose foreign exchange risk must however be fully hedged in CHF. Roger Wyss since CHF 30. Sep Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 0.46 Benchmark (BM) SBI Foreign AAA-BBB (TR) CHF CH CSCBCHI SW Valor no Net asset value (NAV) 1' Last distribution Distribution value Min. Investment Amount 500'000 In scope - tax 3) For more details, please refer to the relevant chapter "Net Net performance in CHF (rebased to ) and yearly performance 2) Fund CS (CH) Corporate CHF Bond Fund IA SBI Foreign AAA-BBB (TR) (Benchmark) Fund Benchmark Maturities in years 45% 4 35% 3 25% 2 15% 1 5% >15 Currencies in % before hedging after hedging CHF Duration and Yield Fund Gross portfolio yield in % 0.78 Average remaining term to maturity in years 6.35 Modified duration in years 5.37 Number of holdings Asset Allocation in % Corporate Bonds Financial Bonds Emerging Market Bonds 2.16 Government Bonds / Agency Bonds 1.90 Covered/ABS 0.01 Cash/Cash Equivalents 1.54 Others 5.56 Total.00 Credit Ratings in % % 1 8% 6% 4% 2% -2% AA AA 0.49 AA A (Bucket) BBB (Bucket) BB (Bucket) 7.44 B (Bucket) 0.33 C 0.01 D 0.06 Not rated 0.59 Default Probability Weighted Average Credit Rating = BBB Linear Weighted Average Credit Rating = BBB+ Position Maturity as % of assets AT&T Lafargeholcim Ltd Axpo Holding AG Credit Agricole JP Morgan PSP Swiss Property Zuerich Versicherungs Gesellschaft Cembra Money Bank AG CS Group GDF Suez Total year 3 years Annualized volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 4) ) Maximum drawdown is the most negative cumulative return over a given time period. Credit Suisse Bond Fund 31

32 CS (CH) Convert International Bond Fund Class IA The fund provides an actively managed exposure to global convertibles as a most efficient multi-asset class strategy involving equity, credit and volatility on a globally diversified basis, with the aim of achieving superior risk-adjusted returns. The risk profile is comparable to that of a classic balanced fund. The fund invests mainly in convertible securities issued by public and private issuers. Traditional bonds, equity and structured products may be held in complement. Investments are made globally with no restrictions as to country or currency. Rossitza Haritova since Sep Total net assets (in mil.).38 Inception date Management fee in % p.a TER (as of ) in % 0.77 Benchmark (BM) Thomson Reuters CV Gl. (TR) CH CRSCVIU SW Valor no Net asset value (NAV) 1' Last distribution Distribution value Min. Investment Amount 500'000 In scope - tax 3) For more details, please refer to the relevant chapter "Net Net performance in (rebased to ) and yearly performance 2) CS (CH) Convert International Bond Fund IA Thomson Reuters CV Gl. (TR) (Benchmark) Fund Benchmark Sectors in % Information Technology Materials Financials Industrials Health Care Consumer Discretionary Energy 7.50 Cash/Cash Equivalents 5.30 Others 7.50 Currencies in % before hedging after hedging JPY GBP CHF HKD Others Credit Ratings in % 2 15% 1 5% -5% Stocks 2.90 AA (Bucket) 1.50 A (Bucket) BBB (Bucket) BB (Bucket) B (Bucket) CCC (Bucket) year 3 years Annualized volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 4) ) Maximum drawdown is the most negative cumulative return over a given time period. Number of holdings Fund 104 Duration and Yield 5) Delta in % Current Yield 2.37 Bond Floor Modified duration in years ) Due to the optionalities involved in the structure of convertible bonds, certain assumptions must be applied in order to calculate these figures. Default Probability Weighted Average Credit Rating = BB Linear Weighted Average Credit Rating = BBB- Position Maturity as % of assets Newmont Mining Wells Fargo & Co Petropavlovsk Silver Standard Resources Nvidia Allergan Inc Siemens Financiering TEVA Pharma Intel Priceline Group CV Total

33 CS (Lux) Emerging Market Corporate Bond Fund a subfund of CS Investment Funds 3 - Class IBH CHF The fund invests primarily in corporate bonds, and to a limited extent in U.S. dollar-denominated bonds issued by sovereign borrowers in developing nations. The fund aims to deliver a return that over the entire economic cycle is higher than what could be obtained from bonds issued by borrowers in industrialized nations. The large investment universe encompassing many different countries with highly diverse risk profiles offers interesting investment opportunities and allows for a broad diversification. While countries are evaluated using a top-down approach, individual investments are evaluated using a bottom-up analysis. The fund is actively managed in terms of its investment approach. This share class provides a hedge against currency risk versus the reference currency (). Gonzalo Borja since Sep Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.01 Benchmark (BM) No Benchmark Category IBH CHF LU CLEBIHC LX Valor no Net asset value (NAV) Min. Investment Amount 500'000 In scope - tax 3) For more details, please refer to the relevant chapter "Net Fund statistics 2) 1 year 3 years Annualized volatility in % Information ratio - - Tracking Error (Ex post) - - Maximum drawdown in % 4) ) Maximum drawdown is the most negative cumulative return over a given time period. Number of holdings Fund 158 Net performance in CHF (rebased to ) and yearly performance 2) CS (Lux) Emerging Market Corporate Bond Fund IBH CHF (Benchmark) Former Track Record of Credit Suisse (Gue) Emerging Markets Bond Fund (June 30, May 03, 2012) (Fund) 35% 3 25% 2 15% 1 5% -5% Fund Countries in % Sectors in % Duration and Yield Russia China Mexico 9.70 United Arab Emirates 7.90 Brazil 7.70 India 7.00 Argentina 6.80 Colombia 6.00 Peru 5.20 Rest of Emerging Markets Financials Sovereign Oil & Gas TMT 9.30 Real estate 7.80 Industrials 7.60 Consumer 6.60 Metals and mining 6.30 Utilities 5.50 Others 7.10 Fund Gross portfolio yield in % 5.63 Average remaining term to maturity in years 6.33 Modified duration in years 4.86 Credit Ratings in % AA (Bucket) 2.40 A (Bucket) BBB (Bucket) BB (Bucket) B (Bucket) Not rated 5.30 Default Probability Weighted Average Credit Rating = BB Linear Weighted Average Credit Rating = BB+ Position Maturity as % of assets VTB Capital Veb Finance Adani Ports Voto-Votorantim Braskem Cemex Finance Fideicom Pacifico SB Capital YPF Suam Finance Total CS Investment Funds 3

34 CS (Lux) Emerging Market Corporate Bond Fund a subfund of CS Investment Funds 3 - Class IBH The fund invests primarily in corporate bonds, and to a limited extent in U.S. dollar-denominated bonds issued by sovereign borrowers in developing nations. The fund aims to deliver a return that over the entire economic cycle is higher than what could be obtained from bonds issued by borrowers in industrialized nations. The large investment universe encompassing many different countries with highly diverse risk profiles offers interesting investment opportunities and allows for a broad diversification. While countries are evaluated using a top-down approach, individual investments are evaluated using a bottom-up analysis. The fund is actively managed in terms of its investment approach. This share class provides a hedge against currency risk versus the reference currency (). Gonzalo Borja since Sep Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.02 Benchmark (BM) No Benchmark Category IBH LU CLEBIHE LX Valor no Net asset value (NAV) Min. Investment Amount 500'000 In scope - tax 3) For more details, please refer to the relevant chapter "Net Fund statistics 2) 1 year 3 years Annualized volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 4) ) Maximum drawdown is the most negative cumulative return over a given time period. Number of holdings Fund 158 Net performance in (rebased to ) and yearly performance 2) CS (Lux) Emerging Market Corporate Bond Fund IBH (Benchmark) Former Track Record of Credit Suisse (Gue) Emerging Markets Bond Fund (June 30, May 03, 2012) (Fund) 35% 3 25% 2 15% 1 5% -5% Fund Countries in % Sectors in % Duration and Yield Russia China Mexico 9.70 United Arab Emirates 7.90 Brazil 7.70 India 7.00 Argentina 6.80 Colombia 6.00 Peru 5.20 Rest of Emerging Markets Financials Sovereign Oil & Gas TMT 9.30 Real estate 7.80 Industrials 7.60 Consumer 6.60 Metals and mining 6.30 Utilities 5.50 Others 7.10 Fund Gross portfolio yield in % 5.63 Average remaining term to maturity in years 6.33 Modified duration in years 4.86 Credit Ratings in % AA (Bucket) 2.40 A (Bucket) BBB (Bucket) BB (Bucket) B (Bucket) Not rated 5.30 Default Probability Weighted Average Credit Rating = BB Linear Weighted Average Credit Rating = BB+ Position Maturity as % of assets VTB Capital Veb Finance Adani Ports Voto-Votorantim Braskem Cemex Finance Fideicom Pacifico SB Capital YPF Suam Finance Total

35 CS (Lux) Emerging Market Corporate Investment Grade Bond Fund a subfund of CS Investment Funds 3 - Class B The fund invests primarily in corporate bonds, and to a limited degree in U.S. dollar-denominated bonds issued by sovereign borrowers in developing nations. In general, the Fund s investments must have an investment grade rating of BBB-/Baa3. Additionally, the fund also has the ability to invest in companies with a split rating. The fund aims to deliver a return over the entire economic cycle that is higher than what could be achieved with bonds issued by borrowers in industrialized nations. The large investment universe encompassing many different countries with highly diverse risk profiles offers interesting investment opportunities and allows for a broad diversification. The fund is actively managed in terms of its investment approach. Andreas Fischer since Sep Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.21 Benchmark (BM) JPM CEMBI Broad Diversified High Grade (10/15) Category B LU CLEMBBU LX Valor no Net asset value (NAV) In scope - tax 3) For more details, please refer to the relevant chapter "Net Fund statistics 2) 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 4) ) Maximum drawdown is the most negative cumulative return over a given time period. Net performance in (rebased to ) and yearly performance 2) CS (Lux) Emerging Market Corporate Investment Grade Bond Fund B JPM CEMBI Broad Diversified High Grade (10/15) (Fund) (Benchmark) Fund Benchmark Countries in % Sectors in % Duration and Yield China India Chile 8.34 United Arab Emirates 7.53 Mexico 6.62 Colombia 5.58 Peru 4.48 Qatar 3.94 Rest of Emerging Markets Others Financials Oil & Gas Utilities Sovereign 9.50 Consumer 6.90 TMT 6.10 Industrials 5.80 Metals and mining 4.90 Diversified 4.30 Others 5.60 Fund Gross portfolio yield in % 3.23 Average remaining term to maturity in years 6.74 Modified duration in years 4.98 Credit Ratings in % 5) AA 2.20 AA A A 2.40 A BBB BBB BBB BB (Bucket) 9.40 Not rated 4.20 Default Probability Weighted Average Credit Rating = BBB Linear Weighted Average Credit Rating = BBB 5) Rating methodology to be considered Investment Grade (IG): at least on IG rating by S&P or Moody s Position Maturity as % of assets MMC Finance Reliance Gas Natural Reg Perus SBSN III Sukuk State of Qatar OCP Bharti Airtel Lukoil Intl. Fin Rumania China Cinda Fin Total Number of holdings Fund CS Investment Funds 3

36 CS (Lux) Emerging Market Corporate Investment Grade Bond Fund a subfund of CS Investment Funds 3 - Class BH CHF The fund invests primarily in corporate bonds, and to a limited degree in U.S. dollar-denominated bonds issued by sovereign borrowers in developing nations. In general, the Fund s investments must have an investment grade rating of BBB-/Baa3. Additionally, the fund also has the ability to invest in companies with a split rating. The fund aims to deliver a return over the entire economic cycle that is higher than what could be achieved with bonds issued by borrowers in industrialized nations. The large investment universe encompassing many different countries with highly diverse risk profiles offers interesting investment opportunities and allows for a broad diversification. The fund is actively managed in terms of its investment approach. Andreas Fischer since Sep Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.21 Category BH CHF LU CLEMBHC LX Valor no Net asset value (NAV) In scope - tax 3) For more details, please refer to the relevant chapter "Net Fund statistics 2) 3 years 5 years Annualised volatility in % Information ratio - - Tracking Error (Ex post) - - Maximum drawdown in % 4) ) Maximum drawdown is the most negative cumulative return over a given time period. Net performance in CHF (rebased to ) and yearly performance 2) CS (Lux) Emerging Market Corporate Investment Grade Bond Fund BH CHF Yearly or year-to-date performance respectively (Fund) Fund Countries in % Sectors in % Duration and Yield China India Chile 8.34 United Arab Emirates 7.53 Mexico 6.62 Colombia 5.58 Peru 4.48 Qatar 3.94 Rest of Emerging Markets Others Financials Oil & Gas Utilities Sovereign 9.50 Consumer 6.90 TMT 6.10 Industrials 5.80 Metals and mining 4.90 Diversified 4.30 Others 5.60 Fund Gross portfolio yield in % 3.23 Average remaining term to maturity in years 6.74 Modified duration in years 4.98 Credit Ratings in % 5) 25% 2 15% 1 5% -5% AA 2.20 AA A A 2.40 A BBB BBB BBB BB (Bucket) 9.40 Not rated 4.20 Default Probability Weighted Average Credit Rating = BBB Linear Weighted Average Credit Rating = BBB 5) Rating methodology to be considered Investment Grade (IG): at least on IG rating by S&P or Moody s Position Maturity as % of assets MMC Finance Reliance Gas Natural Reg Perus SBSN III Sukuk State of Qatar OCP Bharti Airtel Lukoil Intl. Fin Rumania China Cinda Fin Total Number of holdings Fund

37 CS (Lux) Emerging Market Corporate Investment Grade Bond Fund a subfund of CS Investment Funds 3 - Class BH The fund invests primarily in corporate bonds, and to a limited degree in U.S. dollar-denominated bonds issued by sovereign borrowers in developing nations. In general, the Fund s investments must have an investment grade rating of BBB-/Baa3. Additionally, the fund also has the ability to invest in companies with a split rating. The fund aims to deliver a return over the entire economic cycle that is higher than what could be achieved with bonds issued by borrowers in industrialized nations. The large investment universe encompassing many different countries with highly diverse risk profiles offers interesting investment opportunities and allows for a broad diversification. The fund is actively managed in terms of its investment approach. Andreas Fischer since Sep Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.21 Benchmark (BM) - Category BH LU CLEMBHE LX Valor no Net asset value (NAV) In scope - tax 3) For more details, please refer to the relevant chapter "Net Fund statistics 2) 3 years 5 years Annualised volatility in % Information ratio - - Tracking Error (Ex post) - - Maximum drawdown in % 4) ) Maximum drawdown is the most negative cumulative return over a given time period. Net performance in (rebased to ) and yearly performance 2) CS (Lux) Emerging Market Corporate Investment Grade Bond Fund BH (Benchmark) Yearly or year-to-date performance respectively (Fund) 3 25% 2 15% 1 5% -5% -1 Fund Countries in % Sectors in % Duration and Yield China India Chile 8.34 United Arab Emirates 7.53 Mexico 6.62 Colombia 5.58 Peru 4.48 Qatar 3.94 Rest of Emerging Markets Others Financials Oil & Gas Utilities Sovereign 9.50 Consumer 6.90 TMT 6.10 Industrials 5.80 Metals and mining 4.90 Diversified 4.30 Others 5.60 Fund Gross portfolio yield in % 3.23 Average remaining term to maturity in years 6.74 Modified duration in years 4.98 Credit Ratings in % 5) AA 2.20 AA A A 2.40 A BBB BBB BBB BB (Bucket) 9.40 Not rated 4.20 Default Probability Weighted Average Credit Rating = BBB Linear Weighted Average Credit Rating = BBB 5) Rating methodology to be considered Investment Grade (IG): at least on IG rating by S&P or Moody s Position Maturity as % of assets MMC Finance Reliance Gas Natural Reg Perus SBSN III Sukuk State of Qatar OCP Bharti Airtel Lukoil Intl. Fin Rumania China Cinda Fin Total Number of holdings Fund CS Investment Funds 3

38 CS (Lux) Emerging Market Corporate Investment Grade Bond Fund a subfund of CS Investment Funds 3 - Class IB The fund invests primarily in corporate bonds, and to a limited degree in U.S. dollar-denominated bonds issued by sovereign borrowers in developing nations. In general, the Fund s investments must have an investment grade rating of BBB-/Baa3. Additionally, the fund also has the ability to invest in companies with a split rating. The fund aims to deliver a return over the entire economic cycle that is higher than what could be achieved with bonds issued by borrowers in industrialized nations. The large investment universe encompassing many different countries with highly diverse risk profiles offers interesting investment opportunities and allows for a broad diversification. The fund is actively managed in terms of its investment approach. Andreas Fischer since Sep Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 0.82 Benchmark (BM) JPM CEMBI Broad Diversified High Grade (10/15) Category IB LU CLEMIBU LX Valor no Net asset value (NAV) Min. Investment Amount 500'000 In scope - tax 3) For more details, please refer to the relevant chapter "Net Fund statistics 2) 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 4) ) Maximum drawdown is the most negative cumulative return over a given time period. Net performance in (rebased to ) and yearly performance 2) CS (Lux) Emerging Market Corporate Investment Grade Bond Fund IB JPM CEMBI Broad Diversified High Grade (10/15) (Fund) (Benchmark) Fund Benchmark Countries in % Sectors in % Duration and Yield China India Chile 8.34 United Arab Emirates 7.53 Mexico 6.62 Colombia 5.58 Peru 4.48 Qatar 3.94 Rest of Emerging Markets Others Financials Oil & Gas Utilities Sovereign 9.50 Consumer 6.90 TMT 6.10 Industrials 5.80 Metals and mining 4.90 Diversified 4.30 Others 5.60 Fund Gross portfolio yield in % 3.23 Average remaining term to maturity in years 6.74 Modified duration in years 4.98 Credit Ratings in % 5) AA 2.20 AA A A 2.40 A BBB BBB BBB BB (Bucket) 9.40 Not rated 4.20 Default Probability Weighted Average Credit Rating = BBB Linear Weighted Average Credit Rating = BBB 5) Rating methodology to be considered Investment Grade (IG): at least on IG rating by S&P or Moody s Position Maturity as % of assets MMC Finance Reliance Gas Natural Reg Perus SBSN III Sukuk State of Qatar OCP Bharti Airtel Lukoil Intl. Fin Rumania China Cinda Fin Total Number of holdings Fund

39 CS (Lux) Emerging Market Corporate Investment Grade Bond Fund a subfund of CS Investment Funds 3 - Class IBH CHF The fund invests primarily in corporate bonds, and to a limited degree in U.S. dollar-denominated bonds issued by sovereign borrowers in developing nations. In general, the Fund s investments must have an investment grade rating of BBB-/Baa3. Additionally, the fund also has the ability to invest in companies with a split rating. The fund aims to deliver a return over the entire economic cycle that is higher than what could be achieved with bonds issued by borrowers in industrialized nations. The large investment universe encompassing many different countries with highly diverse risk profiles offers interesting investment opportunities and allows for a broad diversification. The fund is actively managed in terms of its investment approach. Andreas Fischer since Sep Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 0.80 Benchmark (BM) - Category IBH CHF LU CLEMIHC LX Valor no Net asset value (NAV) Min. Investment Amount 500'000 In scope - tax 3) For more details, please refer to the relevant chapter "Net Fund statistics 2) 3 years 5 years Annualised volatility in % Information ratio - - Tracking Error (Ex post) - - Maximum drawdown in % 4) ) Maximum drawdown is the most negative cumulative return over a given time period. Net performance in CHF (rebased to ) and yearly performance 2) CS (Lux) Emerging Market Corporate Investment Grade Bond Fund IBH CHF (Benchmark) Fund Yearly or year-to-date performance respectively (Fund) Fund Countries in % Sectors in % Duration and Yield China India Chile 8.34 United Arab Emirates 7.53 Mexico 6.62 Colombia 5.58 Peru 4.48 Qatar 3.94 Rest of Emerging Markets Others Financials Oil & Gas Utilities Sovereign 9.50 Consumer 6.90 TMT 6.10 Industrials 5.80 Metals and mining 4.90 Diversified 4.30 Others 5.60 Fund Gross portfolio yield in % 3.23 Average remaining term to maturity in years 6.74 Modified duration in years 4.98 Number of holdings Credit Ratings in % 5) 3 25% 2 15% 1 5% -5% AA 2.20 AA A A 2.40 A BBB BBB BBB BB (Bucket) 9.40 Not rated 4.20 Default Probability Weighted Average Credit Rating = BBB Linear Weighted Average Credit Rating = BBB 5) Rating methodology to be considered Investment Grade (IG): at least on IG rating by S&P or Moody s Position Maturity as % of assets MMC Finance Reliance Gas Natural Reg Perus SBSN III Sukuk State of Qatar OCP Bharti Airtel Lukoil Intl. Fin Rumania China Cinda Fin Total CS Investment Funds 3

40 CS (Lux) Emerging Market Corporate Investment Grade Bond Fund a subfund of CS Investment Funds 3 - Class IBH The fund invests primarily in corporate bonds, and to a limited degree in U.S. dollar-denominated bonds issued by sovereign borrowers in developing nations. In general, the Fund s investments must have an investment grade rating of BBB-/Baa3. Additionally, the fund also has the ability to invest in companies with a split rating. The fund aims to deliver a return over the entire economic cycle that is higher than what could be achieved with bonds issued by borrowers in industrialized nations. The large investment universe encompassing many different countries with highly diverse risk profiles offers interesting investment opportunities and allows for a broad diversification. The fund is actively managed in terms of its investment approach. Andreas Fischer since Sep Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 0.81 Benchmark (BM) - Category IBH LU CLEMIHE LX Valor no Net asset value (NAV) Min. Investment Amount 500'000 In scope - tax 3) For more details, please refer to the relevant chapter "Net Fund statistics 2) 3 years 5 years Annualised volatility in % Information ratio - - Tracking Error (Ex post) - - Maximum drawdown in % 4) ) Maximum drawdown is the most negative cumulative return over a given time period. Net performance in (rebased to ) and yearly performance 2) CS (Lux) Emerging Market Corporate Investment Grade Bond Fund IBH (Benchmark) Fund Yearly or year-to-date performance respectively (Fund) 35% 3 25% 2 15% 1 5% -5% -1 Fund Countries in % Sectors in % Duration and Yield China India Chile 8.34 United Arab Emirates 7.53 Mexico 6.62 Colombia 5.58 Peru 4.48 Qatar 3.94 Rest of Emerging Markets Others Financials Oil & Gas Utilities Sovereign 9.50 Consumer 6.90 TMT 6.10 Industrials 5.80 Metals and mining 4.90 Diversified 4.30 Others 5.60 Fund Gross portfolio yield in % 3.23 Average remaining term to maturity in years 6.74 Modified duration in years 4.98 Number of holdings Credit Ratings in % 5) AA 2.20 AA A A 2.40 A BBB BBB BBB BB (Bucket) 9.40 Not rated 4.20 Default Probability Weighted Average Credit Rating = BBB Linear Weighted Average Credit Rating = BBB 5) Rating methodology to be considered Investment Grade (IG): at least on IG rating by S&P or Moody s Position Maturity as % of assets MMC Finance Reliance Gas Natural Reg Perus SBSN III Sukuk State of Qatar OCP Bharti Airtel Lukoil Intl. Fin Rumania China Cinda Fin Total

41 Class B CS (CH) Small and Mid Cap Equity Fund The fund s investment objective is long-term capital growth through investments in a diversified portfolio of Swiss small and mid-cap stocks. Investments are guided by the SPI EXTRA Index (Small & Mid Caps). Preference is given to shares indicating above-average value growth. In addition to company valuation, key assessment criteria include the economic climate, the company s market positioning and management quality. Patrik Carisch since CHF 31. May Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.69 Benchmark (BM) SPI EXTRA (TR) (10/05) Category B CHF CH CSEQSMS SW Valor no Net asset value (NAV) 1' In scope - no tax 3) For more details, please refer to the relevant chapter "Net Net performance in CHF (rebased to ) and yearly performance 2) Purchases Straumann Holding Reg Schmolz + Bickenbach Sonova Holding Reg Baloise-Holding Reg Looser Holding Reg CS (CH) Small and Mid Cap Equity Fund B SPI EXTRA (TR) (10/05) Sales Gategroup Holding Swiss Life Reg Tecan Group Reg Schweiter Technologies Aryzta (Benchmark) Fund Benchmark Sectors in % Fund Industrials Financials Health Care Information Technology Materials Consumer Staples 8.16 Consumer Discretionary 6.34 Telecommunication Services 1.85 Cash/Cash Equivalents years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Beta Significant Transactions Sika 6.70 Lonza 6.02 Partners Group Holding AG 5.93 Lindt & Sprüngli 4.67 Schindler Holding PC 4.59 Sonova Holding AG 4.08 Baloise 3.64 Schweiter Tech Logitech 3.28 U-Blox Holding AG 2.98 Total Credit Suisse Equity Fund 41

42 CS (CH) Swiss Blue Chips Equity Fund Class B Launched in 1949, the fund gives investors access to the Swiss equity market. The broadly diversified portfolio is geared to long-term value growth, its performance benchmark being the SPI. Preference is given to big-cap stocks. Stock selection is based on criteria such as company valuation, business climate, market positioning and management quality. Urs Kunz since CHF 31. May Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.66 Benchmark (BM) SPI (TR) (07/06) Category B CHF CH CRSASWI SW Valor no Net asset value (NAV) In scope - no tax 3) For more details, please refer to the relevant chapter "Net Net performance in CHF (rebased to ) and yearly performance 2) CS (CH) Swiss Blue Chips Equity Fund B SPI (TR) (07/06) Fund Benchmark Compared with benchmark (Benchmark) Fund Benchmark Sectors in % Health Care Consumer Staples Financials Industrials Materials Consumer Discretionary Information Technology Telecommunication Services Utilities Cash/Cash Equivalents Currencies in % CHF.00 Countries in % Cash/Cash Equivalents years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Beta Significant Transactions Purchases Swiss Life Reg Lafargeholcim Reg Cs Group Reg Ubs Group Adecco Reg Sales Roche Holding Cert Galenica Novartis Reg Nestle Reg Swiss Reinsurance Nestle SA Novartis AG Roche Holding AG UBS Group AG 4.01 Syngenta AG 3.65 ABB 3.58 Insurance Group 3.55 Lafargeholcim Ltd 2.38 Actelion 2.15 Partners Group Holding AG 2.12 Total

43 CS (CH) Swissac Equity Fund Class B Swissac invests primarily in shares of companies that are domiciled in. Stock selection is based on qualitative and quantitative analyses. Patrik Carisch since CHF 31. May Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.66 Benchmark (BM) SPI (TR) Category B CHF CH CRSSWSI SW Valor no Net asset value (NAV) In scope - no tax 3) For more details, please refer to the relevant chapter "Net Net performance in CHF (rebased to ) and yearly performance 2) CS (CH) Swissac Equity Fund B SPI (TR) (Benchmark) Fund Benchmark Sectors in % Fund Health Care Consumer Staples Financials Industrials Materials Information Technology 4.00 Consumer Discretionary 3.25 Telecommunication Services 0.72 Cash/Cash Equivalents Credit Suisse Equity Fund 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Beta Significant Transactions Purchases Straumann Holding Reg Insurance Group Reg Sonova Holding Reg Lafargeholcim Reg Novartis Reg Sales Gategroup Holding Baloise-Holding Reg Novartis Reg Barrick Gold Barrick Gold Nestle SA Novartis AG Roche Holding AG ABB 3.88 Syngenta AG 3.68 UBS Group AG 3.35 Givaudan 3.08 Geberit 3.04 Lafargeholcim Ltd 2.99 Actelion 2.98 Total

44 CS (Lux) European Property Equity Fund a subfund of CS Investment Funds 11 - Class B The subfund invests throughout Europe in stocks of companies operating in the real estate market and related industries. This sector consists of enterprises which provide, produce, develop, finance and/or sell services and products for the real estate market. There will not be any direct investments in real estate. CSAM Indirect Real Estate Team since March Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 2.27 Benchmark (BM) FTSE EPRA/NAREIT Dev. Europe Capped (NR) (01/ 10) Category B LU CSEFEPB LX Valor no Net asset value (NAV) Out of scope 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Beta Net performance in (rebased to ) and yearly performance 2) Purchases Sales CS (Lux) European Property Equity Fund B FTSE EPRA/NAREIT Dev. Europe Capped (NR) (01/10) (Fund) (Benchmark) Fund Benchmark Sectors in % Fund Diversified REITs Residential REITs Retail REITs Industrial & Office REITs Speciality REITs 3.49 Free Cash 0.77 Currencies in % Significant Transactions GBP SEK 8.80 CHF 5.94 Countries in % United Kingdom Germany France Sweden Spain 3.55 Ireland 2.21 Belgium 1.15 Cash/Cash Equivalents 0.71 Others

45 CS (Lux) European Property Equity Fund a subfund of CS Investment Funds 11 - Class IB The subfund invests throughout Europe in stocks of companies operating in the real estate market and related industries. This sector consists of enterprises which provide, produce, develop, finance and/or sell services and products for the real estate market. There will not be any direct investments in real estate. CSAM Indirect Real Estate Team since March Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.25 Benchmark (BM) FTSE EPRA/NAREIT Dev. Europe Capped (NR) (01/ 10) Category IB LU CSEFEPI LX Valor no Net asset value (NAV) 2' Min. Investment Amount 500'000 Out of scope 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Beta Net performance in (rebased to ) and yearly performance 2) CS (Lux) European Property Equity Fund IB FTSE EPRA/NAREIT Dev. Europe Capped (NR) (01/10) Purchases Sales (Fund) (Benchmark) Fund Benchmark Sectors in % Fund Diversified REITs Residential REITs Retail REITs Industrial & Office REITs Speciality REITs 3.49 Free Cash 0.77 Currencies in % Significant Transactions GBP SEK 8.80 CHF 5.94 Countries in % United Kingdom Germany France Sweden Spain 3.55 Ireland 2.21 Belgium 1.15 Cash/Cash Equivalents 0.71 Others 2.04 Credit Suisse SICAV II 45

46 CS (Lux) Global Value Equity Fund a subfund of CS Investment Funds 11 - Class B This Fund is not suitable for investors with a relative-return perspective and a rolling investment horizon of less than 5 years. The Credit Suisse Equity Fund (Lux) Global Value pursues a "deep value" approach based on the classic Graham & Dodd discipline. To this end the fund invests in undervalued companies which are listed worldwide on regulated and accessible markets. The investment decisions are not made on the basis of a benchmark; nevertheless, investors can use the MSCI World Index as a long-term yardstick. The value approach can deliver above-average results over a long period because it disciplines investors not to pay too much for an investment. Gregor Trachsel since March Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 2.23 Benchmark (BM) MSCI World (NR) Category B LU CSEFSIE LX Valor no Net asset value (NAV) Out of scope 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Beta Net performance in (rebased to ) and yearly performance 2) Purchases Sales CS (Lux) Global Value Equity Fund B MSCI World (NR) Fund Benchmark Compared with benchmark (Benchmark) Fund Benchmark Sectors in % Materials Industrials Consumer Discretionary Consumer Staples Utilities Financials Energy Telecommunication Services Cash/Cash Equivalents Others Currencies in % Significant Transactions JPY BRL CHF 5.71 GBP 5.58 CLP 5.24 SGD 2.67 TRY 1.29 Others 2.31 Countries in % Japan Brazil Italy USA United Kingdom 5.55 Chile 5.24 France 3.77 Cash/Cash Equivalents 0.10 Others Masisa 2.75 Rumo Logistica Operador 2.71 Del Monte Pacific 2.67 Tech Pack S.A Edmond de RothSchild 2.20 Cia Saneamento Minas Gerais 2.07 Layne Christensen 2.07 Celesc 2.06 Cresud 1.92 Arnoldo Mondadori Edit Total

47 CS (Lux) Global Value Equity Fund a subfund of CS Investment Funds 11 - Class IB This Fund is not suitable for investors with a relative-return perspective and a rolling investment horizon of less than 5 years. The Credit Suisse Equity Fund (Lux) Global Value pursues a "deep value" approach based on the classic Graham & Dodd discipline. To this end the fund invests in undervalued companies which are listed worldwide on regulated and accessible markets. The investment decisions are not made on the basis of a benchmark; nevertheless, investors can use the MSCI World Index as a long-term yardstick. The value approach can deliver above-average results over a long period because it disciplines investors not to pay too much for an investment. Gregor Trachsel since March Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.21 Benchmark (BM) MSCI World (NR) Category IB LU CSEFLEI LX Valor no Net asset value (NAV) 1' Min. Investment Amount 500'000 Out of scope 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Beta Net performance in (rebased to ) and yearly performance 2) CS (Lux) Global Value Equity Fund IB MSCI World (NR) Purchases Sales - - (Benchmark) Fund Benchmark Sectors in % Materials Industrials Consumer Discretionary Consumer Staples Utilities Financials Energy Telecommunication Services Cash/Cash Equivalents Others Currencies in % Significant Transactions JPY BRL CHF 5.71 GBP 5.58 CLP 5.24 SGD 2.67 TRY 1.29 Others 2.31 Fund Benchmark Compared with benchmark Countries in % Japan Brazil Italy USA United Kingdom 5.55 Chile 5.24 France 3.77 Cash/Cash Equivalents 0.10 Others Masisa 2.75 Rumo Logistica Operador 2.71 Del Monte Pacific 2.67 Tech Pack S.A Edmond de RothSchild 2.20 Cia Saneamento Minas Gerais 2.07 Layne Christensen 2.07 Celesc 2.06 Cresud 1.92 Arnoldo Mondadori Edit Total Credit Suisse SICAV II 47

48 CS (Lux) Global Value Equity Fund a subfund of CS Investment Funds 11 - Class BH CHF This Fund is not suitable for investors with a relative-return perspective and a rolling investment horizon of less than 5 years. The Credit Suisse Equity Fund (Lux) Global Value pursues a "deep value" approach based on the classic Graham & Dodd discipline. To this end the fund invests in undervalued companies which are listed worldwide on regulated and accessible markets. The investment decisions are not made on the basis of a benchmark; nevertheless, investors can use the MSCI World Index as a long-term yardstick. The value approach can deliver above-average results over a long period because it disciplines investors not to pay too much for an investment. Gregor Trachsel since March Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 2.23 Benchmark (BM) No Benchmark (06/14) Category BH CHF LU CSEFWRC LX Valor no Net asset value (NAV) Out of scope 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Beta Net performance in CHF (rebased to ) and yearly performance 2) Purchases Sales CS (Lux) Global Value Equity Fund BH CHF Fund Sectors in % Fund Materials Industrials Consumer Discretionary Consumer Staples Utilities Financials 8.04 Energy 4.19 Telecommunication Services 2.86 Cash/Cash Equivalents 0.10 Others 2.84 Currencies in % Significant Transactions JPY BRL CHF 5.71 GBP 5.58 CLP 5.24 SGD 2.67 TRY 1.29 Others 2.31 Countries in % Japan Brazil Italy USA United Kingdom 5.55 Chile 5.24 France 3.77 Cash/Cash Equivalents 0.10 Others Masisa 2.75 Rumo Logistica Operador 2.71 Del Monte Pacific 2.67 Tech Pack S.A Edmond de RothSchild 2.20 Cia Saneamento Minas Gerais 2.07 Layne Christensen 2.07 Celesc 2.06 Cresud 1.92 Arnoldo Mondadori Edit Total

49 CS (Lux) Global Value Equity Fund a subfund of CS Investment Funds 11 - Class BH CZK This Fund is not suitable for investors with a relative-return perspective and a rolling investment horizon of less than 5 years. The Credit Suisse Equity Fund (Lux) Global Value pursues a "deep value" approach based on the classic Graham & Dodd discipline. To this end the fund invests in undervalued companies which are listed worldwide on regulated and accessible markets. The investment decisions are not made on the basis of a benchmark; nevertheless, investors can use the MSCI World Index as a long-term yardstick. The value approach can deliver above-average results over a long period because it disciplines investors not to pay too much for an investment. Gregor Trachsel since March Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 2.23 Benchmark (BM) No Benchmark (06/14) Category BH CZK LU CSEGVRC LX Valor no Net asset value (NAV) 1' Out of scope 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Beta Net performance in CZK (rebased to ) and yearly performance 2) Purchases Sales CS (Lux) Global Value Equity Fund BH CZK Fund Sectors in % Fund Materials Industrials Consumer Discretionary Consumer Staples Utilities Financials 8.04 Energy 4.19 Telecommunication Services 2.86 Cash/Cash Equivalents 0.10 Others 2.84 Currencies in % Significant Transactions JPY BRL CHF 5.71 GBP 5.58 CLP 5.24 SGD 2.67 TRY 1.29 Others 2.31 Countries in % Japan Brazil Italy USA United Kingdom 5.55 Chile 5.24 France 3.77 Cash/Cash Equivalents 0.10 Others Masisa 2.75 Rumo Logistica Operador 2.71 Del Monte Pacific 2.67 Tech Pack S.A Edmond de RothSchild 2.20 Cia Saneamento Minas Gerais 2.07 Layne Christensen 2.07 Celesc 2.06 Cresud 1.92 Arnoldo Mondadori Edit Total Credit Suisse SICAV II 49

50 CS (Lux) Global Value Equity Fund a subfund of CS Investment Funds 11 - Class BH This Fund is not suitable for investors with a relative-return perspective and a rolling investment horizon of less than 5 years. The Credit Suisse Equity Fund (Lux) Global Value pursues a "deep value" approach based on the classic Graham & Dodd discipline. To this end the fund invests in undervalued companies which are listed worldwide on regulated and accessible markets. The investment decisions are not made on the basis of a benchmark; nevertheless, investors can use the MSCI World Index as a long-term yardstick. The value approach can deliver above-average results over a long period because it disciplines investors not to pay too much for an investment. Gregor Trachsel since March Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 2.23 Benchmark (BM) No Benchmark (06/14) Category EB LU CSEFWRU LX Valor no Net asset value (NAV) Out of scope 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Beta Net performance in (rebased to ) and yearly performance 2) Purchases Sales CS (Lux) Global Value Equity Fund BH Fund Sectors in % Fund Materials Industrials Consumer Discretionary Consumer Staples Utilities Financials 8.04 Energy 4.19 Telecommunication Services 2.86 Cash/Cash Equivalents 0.10 Others 2.84 Currencies in % Significant Transactions JPY BRL CHF 5.71 GBP 5.58 CLP 5.24 SGD 2.67 TRY 1.29 Others 2.31 Countries in % Japan Brazil Italy USA United Kingdom 5.55 Chile 5.24 France 3.77 Cash/Cash Equivalents 0.10 Others Masisa 2.75 Rumo Logistica Operador 2.71 Del Monte Pacific 2.67 Tech Pack S.A Edmond de RothSchild 2.20 Cia Saneamento Minas Gerais 2.07 Layne Christensen 2.07 Celesc 2.06 Cresud 1.92 Arnoldo Mondadori Edit Total

51 CS (Lux) Italy Equity Fund a subfund of CS Investment Funds 11 - Class B The aim of the Fund is to achieve the highest possible capital growth by investing in leading Italian companies characterised by high profitability, a sound financial structure and successful management. Marco Bolzoni since Milano 31. March Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 2.19 Benchmark (BM) MSCI Italy 10/40 (NR) (07/11) Category B LU CRSITBI LX Valor no Net asset value (NAV) Out of scope Net performance in (rebased to ) and yearly performance 2) CS (Lux) Italy Equity Fund B MSCI Italy 10/40 (NR) (07/11) (Benchmark) Fund Benchmark Sectors in % Fund Financials Utilities Industrials Consumer Discretionary Energy Telecommunication Services 4.34 Health Care 0.87 Information Technology 0.78 Cash/Cash Equivalents Others years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Beta Significant Transactions Purchases Sales EXOR ACEA CNH Industrial N.V. Reg SARAS RAFFINERIE SARDE TENARIS MEDIOBANCA BANCA IFIS LUXOTTICA ATLANTIA HERA Enel 8.82 Intesa Sanpaolo 8.28 ENI 7.51 Unicredit Fin Atlantia 4.58 Exor 4.46 Tenaris 4.43 Fiat Investments Chrysler 4.28 Snam Rete Gas 4.12 Ferrari 3.73 Total Credit Suisse SICAV II 51

52 CS (Lux) Italy Equity Fund a subfund of CS Investment Funds 11 - Class IB The aim of the Fund is to achieve the highest possible capital growth by investing in leading Italian companies characterised by high profitability, a sound financial structure and successful management. Marco Bolzoni since Milano 31. March Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 0.97 Benchmark (BM) MSCI Italy 10/40 (NR) (07/11) Category IB LU CRSITLI LX Valor no Net asset value (NAV) Min. Investment Amount 500'000 Out of scope Net performance in (rebased to ) and yearly performance 2) CS (Lux) Italy Equity Fund IB MSCI Italy 10/40 (NR) (07/11) (Benchmark) Fund Benchmark Sectors in % Fund Financials Utilities Industrials Consumer Discretionary Energy Telecommunication Services 4.34 Health Care 0.87 Information Technology 0.78 Cash/Cash Equivalents Others years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Beta Significant Transactions Purchases Sales EXOR ACEA CNH Industrial N.V. Reg SARAS RAFFINERIE SARDE TENARIS MEDIOBANCA BANCA IFIS LUXOTTICA ATLANTIA HERA Enel 8.82 Intesa Sanpaolo 8.28 ENI 7.51 Unicredit Fin Atlantia 4.58 Exor 4.46 Tenaris 4.43 Fiat Investments Chrysler 4.28 Snam Rete Gas 4.12 Ferrari 3.73 Total

53 CS (Lux) Small and Mid Cap Europe Equity Fund a subfund of CS Investment Funds 11 - Class B The aim of the Fund is to achieve the highest capital growth possible. The Fund invests at least two-thirds of its assets in small and medium-sized European companies with a market capitalization of 5 billion or less. The investment region Europe includes all EU and EFTA countries. Jan Berg since March Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 2.20 Benchmark (BM) MSCI Europe Small Cap (NR) (09/06) Category B LU CRSESEI LX Valor no Net asset value (NAV) 2' Out of scope 3) For more details, please refer to the relevant chapter "Net Fund statistics 2) 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Beta Net performance in (rebased to ) and yearly performance 2) Purchases JUST EAT METSO MEGGITT KION GROUP INDRA SISTEMAS CS (Lux) Small and Mid Cap Europe Equity Fund B MSCI Europe Small Cap (NR) (09/06) Sales ROTORK HUHTAMAKI OY BEKAERT ZOOPLUS OFINS SCIENTIFIC (Benchmark) Fund Benchmark Sectors in % Fund Industrials Information Technology Materials Health Care 9.16 Consumer Staples 6.81 Financials 6.42 Energy 6.21 Consumer Discretionary 4.71 Utilities 1.42 Cash/Cash Equivalents 0.47 Currencies in % Significant Transactions GBP CHF SEK NOK 6.41 DKK 1.79 Countries in % United Kingdom Finland Sweden Spain 7.26 France 7.13 Germany 6.50 Norway 6.41 Cash/Cash Equivalents 0.47 Others Oriflame Cosmetics 3.70 Halma 3.55 Micro Focus International 3.38 Acergy 3.25 Vaisala Oyj 3.21 Umicore 3.18 Avena Grp Ypsomed 2.82 Construcciones y Auxiliar de Ferrocarril 2.75 Securitas AB 2.71 Total Credit Suisse SICAV II 53

54 CS (Lux) Small and Mid Cap Germany Equity Fund a subfund of CS Investment Funds 11 - Class B The aim of the Fund is to achieve the highest possible capital growth. Investment focus is on small and mid-sized companies domiciled in Germany. Small and mid sized companies are companies not being part of the DAX 30 Index. Felix Meier since March Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 2.18 Benchmark (BM) Midcap Market Index (TR) (07/08) Category B LU CRSESGI LX Valor no Net asset value (NAV) 2' Out of scope 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Beta Net performance in (rebased to ) and yearly performance 2) CS (Lux) Small and Mid Cap Germany Equity Fund B Midcap Market Index (TR) (07/08) (Fund) (Benchmark) Fund Benchmark Sectors in % Fund Industrials Information Technology Financials Health Care Materials Consumer Discretionary 8.96 Telecommunication Services 2.59 Consumer Staples 1.74 Utilities 0.39 Cash/Cash Equivalents Currencies in % Countries in % Germany France Cash/Cash Equivalents Significant Transactions Purchases Sales TLG IMMOBILIEN AAREAL BANK WACKER CHEMIE EVONIK INDUSTRIES Reg AIRBUS GROUP NV DEUTSCHE WOHNEN Reg DRILLISCH HANNOVER RUECKVERSICHERUNG Reg UNITED INTERNET Reg TELEFONICA DEUTSCHLAND HOLDING Reg Airbus Group 8.37 Wire Card 6.63 GEA Group AG 4.51 Morphosys 3.81 Deutsche Wohnen 3.77 Symrise 3.65 Brenntag 3.50 Grenkeleasing 2.83 Qiagen 2.51 Zalando 2.47 Total

55 CS (Lux) Small and Mid Cap Germany Equity Fund a subfund of CS Investment Funds 11 - Class IB The aim of the Fund is to achieve the highest possible capital growth. Investment focus is on small and mid-sized companies domiciled in Germany. Small and mid sized companies are companies not being part of the DAX 30 Index. Felix Meier since March Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.17 Benchmark (BM) Midcap Market Index (TR) (07/08) Category IB LU CSEFSCI LX Valor no Net asset value (NAV) 2' Min. Investment Amount 500'000 Out of scope 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Beta Net performance in (rebased to ) and yearly performance 2) CS (Lux) Small and Mid Cap Germany Equity Fund IB Midcap Market Index (TR) (07/08) (Fund) (Benchmark) Fund Benchmark Sectors in % Fund Industrials Information Technology Financials Health Care Materials Consumer Discretionary 8.96 Telecommunication Services 2.59 Consumer Staples 1.74 Utilities 0.39 Cash/Cash Equivalents Currencies in % Countries in % Germany France Cash/Cash Equivalents Credit Suisse SICAV II Significant Transactions Purchases Sales TLG IMMOBILIEN AAREAL BANK WACKER CHEMIE EVONIK INDUSTRIES Reg AIRBUS GROUP NV DEUTSCHE WOHNEN Reg DRILLISCH HANNOVER RUECKVERSICHERUNG Reg UNITED INTERNET Reg TELEFONICA DEUTSCHLAND HOLDING Reg Airbus Group 8.37 Wire Card 6.63 GEA Group AG 4.51 Morphosys 3.81 Deutsche Wohnen 3.77 Symrise 3.65 Brenntag 3.50 Grenkeleasing 2.83 Qiagen 2.51 Zalando 2.47 Total

56 CS (Lux) USA Growth Opportunities Equity Fund a subfund of CS Investment Funds 11 - Class B The aim of the Fund is to achieve long-term capital appreciation by investing in a growth style biased portfolio of US companies. The Fund invest primarily in well-established medium to large-sized US companies that have the ability to deliver superior growth compared to their peers and the overall US market. Stock selection is driven by proprietary quantitative growth screens, followed by deep fundamental research and a strong emphasis on risk controls within the portfolio. Marcello Musio since March Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.53 Benchmark (BM) MSCI USA (NR) Category B LU CRSNABI LX Valor no Net asset value (NAV) 1' Out of scope Net performance in (rebased to ) and yearly performance 2) CS (Lux) USA Growth Opportunities Equity Fund B MSCI USA (NR) Purchases Sales CELGENE MEDIVATION SALESFORCE.COM SMITH & WESSON HOLDING TRANSDIGM GROUP AMERICAN STATES WATER ISHARES NASDAQ BIOTECHNOLOGY ETF LOCKHEED MARTIN Fund Benchmark Compared with benchmark (Benchmark) Fund Benchmark Sectors in % Information Technology Financials Consumer Discretionary Health Care Industrials Consumer Staples Energy Utilities Cash/Cash Equivalents Others years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Beta Significant Transactions Alphabet -A Broadcom 2.68 Amazon.Com 2.65 ishares Nasdaq Biotechnology ETF 2.34 Facebook 2.22 First Republic Bank 2.22 Pioneer Nat. Res Edwards Lifesciences Corp Bank of Hawaii 2.11 Applied Materials 2.00 Total

57 CS (Lux) USA Growth Opportunities Equity Fund a subfund of CS Investment Funds 11 - Class IB The aim of the Fund is to achieve long-term capital appreciation by investing in a growth style biased portfolio of US companies. The Fund invest primarily in well-established medium to large-sized US companies that have the ability to deliver superior growth compared to their peers and the overall US market. Stock selection is driven by proprietary quantitative growth screens, followed by deep fundamental research and a strong emphasis on risk controls within the portfolio. Marcello Musio since March Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 0.97 Benchmark (BM) MSCI USA (NR) Category IB LU CRSNAII LX Valor no Net asset value (NAV) 1' Min. Investment Amount 500'000 Out of scope Net performance in (rebased to ) and yearly performance 2) CS (Lux) USA Growth Opportunities Equity Fund IB MSCI USA (NR) Purchases Sales CELGENE MEDIVATION SALESFORCE.COM SMITH & WESSON HOLDING TRANSDIGM GROUP AMERICAN STATES WATER ISHARES NASDAQ BIOTECHNOLOGY ETF LOCKHEED MARTIN Fund Benchmark Compared with benchmark (Benchmark) Fund Benchmark Sectors in % Information Technology Financials Consumer Discretionary Health Care Industrials Consumer Staples Energy Utilities Cash/Cash Equivalents Others years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Beta Significant Transactions Alphabet -A Broadcom 2.68 Amazon.Com 2.65 ishares Nasdaq Biotechnology ETF 2.34 Facebook 2.22 First Republic Bank 2.22 Pioneer Nat. Res Edwards Lifesciences Corp Bank of Hawaii 2.11 Applied Materials 2.00 Total Credit Suisse SICAV II 57

58 CS (Lux) USA Growth Opportunities Equity Fund a subfund of CS Investment Funds 11 - Class BH The aim of the Fund is to achieve long-term capital appreciation by investing in a growth style biased portfolio of US companies. The Fund invest primarily in well-established medium to large-sized US companies that have the ability to deliver superior growth compared to their peers and the overall US market. Stock selection is driven by proprietary quantitative growth screens, followed by deep fundamental research and a strong emphasis on risk controls within the portfolio. Marcello Musio since March Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.53 Benchmark (BM) MSCI USA (NR) Category BH LU CRSNAHI LX Valor no Net asset value (NAV) Out of scope Net performance in (rebased to ) and yearly performance 2) CS (Lux) USA Growth Opportunities Equity Fund BH MSCI USA (NR) Purchases Sales CELGENE MEDIVATION SALESFORCE.COM SMITH & WESSON HOLDING TRANSDIGM GROUP AMERICAN STATES WATER ISHARES NASDAQ BIOTECHNOLOGY ETF LOCKHEED MARTIN Fund Benchmark Compared with benchmark (Fund) (Benchmark) Fund Benchmark Sectors in % Information Technology Financials Consumer Discretionary Health Care Industrials Consumer Staples Energy Utilities Cash/Cash Equivalents Others years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Beta Significant Transactions Alphabet -A Broadcom 2.68 Amazon.Com 2.65 ishares Nasdaq Biotechnology ETF 2.34 Facebook 2.22 First Republic Bank 2.22 Pioneer Nat. Res Edwards Lifesciences Corp Bank of Hawaii 2.11 Applied Materials 2.00 Total

59 CS (Lux) USA Value Equity Fund a subfund of CS Investment Funds 11 - Class B This Fund is not suitable for investors with a relative-return perspective and a rolling investment horizon of less than 5 years. The Credit Suisse Equity Fund (Lux) USA Value pursues a "deep value" approach based on the classic Graham & Dodd discipline. To this end the fund invests in undervalued companies which are domiciled or conduct a majority of their business activities in the USA. The investment decisions are not made on the basis of a benchmark; nevertheless, investors can use the MSCI USA (NR) Index as a long-term yardstick. The value approach can deliver above-average results over a long period because it disciplines investors not to pay too much for an investment. Gregor Trachsel since March Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 2.22 Benchmark (BM) MSCI USA (NR) (09/11) Category B LU CSEUSVB LX Valor no Net asset value (NAV) Out of scope 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Beta Net performance in (rebased to ) and yearly performance 2) CS (Lux) USA Value Equity Fund B MSCI USA (NR) (09/11) Purchases Sales (Benchmark) Fund Benchmark Sectors in % Industrials Materials Consumer Discretionary Consumer Staples Financials 8.73 Utilities 4.52 Energy 2.55 Cash/Cash Equivalents 1.57 Currencies in % Significant Transactions BRL 4.47 SGD 2.12 GBP Countries in % USA Brazil United Kingdom Italy 2.45 Philippines 2.12 Cash/Cash Equivalents 1.57 Others 3.29 Gerdau Adr 4.65 Layne Christensen 4.33 Tronc 4.08 JBS 3.41 ASA Gold and Precious Metals 3.29 General Cable 3.23 Schweitzer-Mauduit Intl Belmond A 3.14 The Mcclatchy A 3.04 Tredegar 3.02 Total Credit Suisse SICAV II 59

60 CS (Lux) USA Value Equity Fund a subfund of CS Investment Funds 11 - This Fund is not suitable for investors with a relative-return perspective and a rolling investment horizon of less than 5 years. The Credit Suisse Equity Fund (Lux) USA Value pursues a "deep value" approach based on the classic Graham & Dodd discipline. To this end the fund invests in undervalued companies which are domiciled or conduct a majority of their business activities in the USA. The investment decisions are not made on the basis of a benchmark; nevertheless, investors can use the MSCI USA (NR) Index as a long-term yardstick. The value approach can deliver above-average results over a long period because it disciplines investors not to pay too much for an investment. Gregor Trachsel since March Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.20 Benchmark (BM) MSCI USA (NR) (09/11) Category IB LU CSELUVI LX Valor no Net asset value (NAV) 1' Min. Investment Amount 500'000 Out of scope 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Beta Class IB Net performance in (rebased to ) and yearly performance 2) CS (Lux) USA Value Equity Fund IB MSCI USA (NR) (09/11) Purchases Sales (Benchmark) Fund Benchmark Sectors in % Industrials Materials Consumer Discretionary Consumer Staples Financials 8.73 Utilities 4.52 Energy 2.55 Cash/Cash Equivalents 1.57 Currencies in % Significant Transactions BRL 4.47 SGD 2.12 GBP Countries in % USA Brazil United Kingdom Italy 2.45 Philippines 2.12 Cash/Cash Equivalents 1.57 Others 3.29 Gerdau Adr 4.65 Layne Christensen 4.33 Tronc 4.08 JBS 3.41 ASA Gold and Precious Metals 3.29 General Cable 3.23 Schweitzer-Mauduit Intl Belmond A 3.14 The Mcclatchy A 3.04 Tredegar 3.02 Total

61 CS (Lux) USA Value Equity Fund a subfund of CS Investment Funds 11 - Class BH This Fund is not suitable for investors with a relative-return perspective and a rolling investment horizon of less than 5 years. The Credit Suisse Equity Fund (Lux) USA Value pursues a "deep value" approach based on the classic Graham & Dodd discipline. To this end the fund invests in undervalued companies which are domiciled or conduct a majority of their business activities in the USA. The investment decisions are not made on the basis of a benchmark; nevertheless, investors can use the MSCI USA (NR) Index as a long-term yardstick. The value approach can deliver above-average results over a long period because it disciplines investors not to pay too much for an investment. Gregor Trachsel since March Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 2.22 Benchmark (BM) No Benchmark Category BH LU CSUSAER LX Valor no Net asset value (NAV) Out of scope 3 years 5 years Annualised volatility in % Information ratio - - Tracking Error (Ex post) - - Beta - - Net performance in (rebased to ) and yearly performance 2) CS (Lux) USA Value Equity Fund BH Purchases Sales Fund Sectors in % Industrials Materials Consumer Discretionary Consumer Staples Financials 8.73 Utilities 4.52 Energy 2.55 Cash/Cash Equivalents 1.57 Currencies in % Significant Transactions BRL 4.47 SGD 2.12 GBP Countries in % USA Brazil United Kingdom Italy 2.45 Philippines 2.12 Cash/Cash Equivalents 1.57 Others 3.29 Gerdau Adr 4.65 Layne Christensen 4.33 Tronc 4.08 JBS 3.41 ASA Gold and Precious Metals 3.29 General Cable 3.23 Schweitzer-Mauduit Intl Belmond A 3.14 The Mcclatchy A 3.04 Tredegar 3.02 Total Credit Suisse SICAV II 61

62 CS (Lux) Portfolio Fund Balanced a subfund of CS Investment Funds 12 - Class B The aim of the fund is to achieve the highest possible total return in by investing worldwide, in principle with equal allocations in equities, equity-type securities and fixed or variable rate securities. The proportion of the fund's assets invested in equities and equity-type securities may vary between 3 and 6. In addition, money market instruments may be held on an ancillary basis. The fund may also invest a maximum of 2 in real estate and commodities. Urs Hiller since March Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.54 Category B LU CSPLBAL LX Valor no Net asset value (NAV) In scope - tax 2) For more details, please refer to the relevant chapter "Net Allocation of bonds in % Straight bonds Emerging Market Bonds High Yield Bonds 5.36 Inflation Linked Bonds 3.38 Convertibles 1.93 Net performance in (rebased to ) and yearly performance 2) CS (Lux) Portfolio Fund Balanced B Fund Allocation asset classes in % Asset allocation in % Equity Bonds Cash/Cash Equivalents 8.07 Alternatives 7.47 Currencies in % (after hedging) JPY 4.38 AUD 3.77 CAD 0.92 CHF 0.58 GBP 0.11 Others 8.51 Cash/Cash Equivalents Bonds Equity Alternatives Total Euroland UK USA Others Emerging Markets Japan Canada Global Asia Pacific Total Duration Modified duration in years years 5 years Annualised volatility in % Maximum drawdown in % 3) ) Maximum drawdown is the most negative cumulative return over a given time period. Position as % of assets Credit Suisse Commodity Allocation Fund 3.80 CS FI Global HY 1.48 Credit Suisse European Dividend Equity 1.39 Credit Suisse Commodity Index Plus Fund 0.95 Credit Suisse Global Convertible Fund Japan Australia & New Z. Bank TOTAL SA Italy Anheuser Busch 0.51 Total ) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/or 62

63 CS (Lux) Portfolio Fund Balanced CHF a subfund of CS Investment Funds 12 - Class B CHF The aim of the fund is to achieve the highest possible total return in CHF by investing worldwide, in principle with equal allocations in equities, equity-type securities and fixed or variable rate securities. The proportion of the fund's assets invested in equities and equity-type securities may vary between 3 and 6. In addition, money market instruments may be held on an ancillary basis. The fund may also invest a maximum of 2 in real estate and commodities. Urs Hiller since CHF 31. March Total net assets (in mil.) 1' Inception date Management fee in % p.a TER (as of ) in % 1.53 Category B CHF LU CRSPBSI LX Valor no Net asset value (NAV) In scope - tax 2) For more details, please refer to the relevant chapter "Net Net performance in CHF (rebased to ) and yearly performance 2) CS (Lux) Portfolio Fund Balanced CHF B Fund Allocation asset classes in % Asset allocation in % Equity Bonds Alternatives 7.58 Cash/Cash Equivalents 5.38 Currencies in % (after hedging) 2 15% 1 5% -5% -1-15% CHF JPY 4.20 AUD CAD 0.88 GBP 0.19 Others 8.75 Cash/Cash Equivalents Bonds Equity Alternatives Total Euroland UK USA Others Emerging Markets Japan Canada Global Asia Pacific Total Credit Suisse Portfolio Fund Duration Modified duration in years 4.81 Allocation of bonds in % Straight bonds Emerging Market Bonds High Yield Bonds 5.45 Inflation Linked Bonds 3.40 Convertibles years 5 years Annualised volatility in % Maximum drawdown in % 3) ) Maximum drawdown is the most negative cumulative return over a given time period. Position as % of assets Nestle SA 3.91 Credit Suisse Commodity Allocation Fund 3.87 Roche Holding AG 2.75 Novartis AG 2.66 CS FI Global HY 1.66 Credit Suisse European Dividend Equity 1.12 Credit Suisse Global Convertible Fund 0.98 Credit Suisse Commodity Index Plus Fund 0.96 UBS Group AG Japan Total ) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/or 63

64 CS (Lux) Portfolio Fund Balanced CHF a subfund of CS Investment Funds 12 - Class IB CHF The aim of the fund is to achieve the highest possible total return in CHF by investing worldwide, in principle with equal allocations in equities, equity-type securities and fixed or variable rate securities. The proportion of the fund's assets invested in equities and equity-type securities may vary between 3 and 6. In addition, money market instruments may be held on an ancillary basis. The fund may also invest a maximum of 2 in real estate and commodities. Urs Hiller since CHF 31. March Total net assets (in mil.) 1' Inception date Management fee in % p.a TER (as of ) in % 0.72 Category IB CHF LU CRSPBBI LX Valor no Net asset value (NAV) 1' Min. Init. Investm. Amount (in mill.) 3 In scope - tax 2) For more details, please refer to the relevant chapter "Net Net performance in CHF (rebased to ) and yearly performance 2) CS (Lux) Portfolio Fund Balanced CHF IB Fund Allocation asset classes in % Asset allocation in % Equity Bonds Alternatives 7.58 Cash/Cash Equivalents 5.38 Currencies in % (after hedging) 25% 2 15% 1 5% -5% CHF JPY 4.20 AUD CAD 0.88 GBP 0.19 Others 8.75 Cash/Cash Equivalents Bonds Equity Alternatives Total Euroland UK USA Others Emerging Markets Japan Canada Global Asia Pacific Total Duration Modified duration in years 4.81 Allocation of bonds in % Straight bonds Emerging Market Bonds High Yield Bonds 5.45 Inflation Linked Bonds 3.40 Convertibles year 3 years Annualized volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 3) ) Maximum drawdown is the most negative cumulative return over a given time period. Position as % of assets Nestle SA 3.91 Credit Suisse Commodity Allocation Fund 3.87 Roche Holding AG 2.75 Novartis AG 2.66 CS FI Global HY 1.66 Credit Suisse European Dividend Equity 1.12 Credit Suisse Global Convertible Fund 0.98 Credit Suisse Commodity Index Plus Fund 0.96 UBS Group AG Japan Total ) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/or 64

65 CS (Lux) Portfolio Fund Balanced a subfund of CS Investment Funds 12 - Class B The aim of the fund is to achieve the highest possible total return in by investing worldwide, in principle with equal allocations in equities, equity-type securities and fixed or variable rate securities. The proportion of the fund's assets invested in equities and equity-type securities may vary between 3 and 6. In addition, money market instruments may be held on an ancillary basis. The fund may also invest a maximum of 2 in real estate and commodities. Urs Hiller since March Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.56 Category B LU CRSPBUI LX Valor no Net asset value (NAV) In scope - tax 2) For more details, please refer to the relevant chapter "Net Net performance in (rebased to ) and yearly performance 2) CS (Lux) Portfolio Fund Balanced B Fund Allocation asset classes in % Asset allocation in % Equity Bonds Alternatives 7.22 Cash/Cash Equivalents 5.65 Currencies in % (after hedging) 15% 1 5% -5% JPY 4.95 AUD CAD 1.00 CHF 0.61 GBP 0.27 Others 9.31 Cash/Cash Equivalents Bonds Equity Alternatives Total Asia Pacific Euroland UK USA Others Emerging Markets Japan Canada Global Total Credit Suisse Portfolio Fund Duration Modified duration in years 4.52 Allocation of bonds in % Straight bonds Emerging Market Bonds High Yield Bonds 4.06 Inflation Linked Bonds 2.69 Convertibles years 5 years Annualised volatility in % Maximum drawdown in % 3) ) Maximum drawdown is the most negative cumulative return over a given time period. Position as % of assets Credit Suisse Commodity Allocation Fund 3.58 CS FI Global HY US Treasury US Treasury US Treasury Credit Suisse Commodity Index Plus Fund US Treasury US Treasury US Treasury Credit Suisse European Dividend Equity 0.72 Total ) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/or 65

66 CS (Lux) Portfolio Fund Balanced a subfund of CS Investment Funds 12 - Class IB The aim of the fund is to achieve the highest possible total return in by investing worldwide, in principle with equal allocations in equities, equity-type securities and fixed or variable rate securities. The proportion of the fund's assets invested in equities and equity-type securities may vary between 3 and 6. In addition, money market instruments may be held on an ancillary basis. The fund may also invest a maximum of 2 in real estate and commodities. Urs Hiller since March Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 0.74 Category IB LU CRSPBIA LX Valor no Net asset value (NAV) 1' Min. Init. Investm. Amount (in mill.) 3 In scope - tax 2) For more details, please refer to the relevant chapter "Net Net performance in (rebased to ) and yearly performance 2) CS (Lux) Portfolio Fund Balanced IB Fund Allocation asset classes in % Asset allocation in % Equity Bonds Alternatives 7.22 Cash/Cash Equivalents 5.65 Currencies in % (after hedging) 1 8% 6% 4% 2% -2% -4% JPY 4.95 AUD CAD 1.00 CHF 0.61 GBP 0.27 Others 9.31 Cash/Cash Equivalents Bonds Equity Alternatives Total Asia Pacific Euroland UK USA Others Emerging Markets Japan Canada Global Total Duration Modified duration in years 4.52 Allocation of bonds in % Straight bonds Emerging Market Bonds High Yield Bonds 4.06 Inflation Linked Bonds 2.69 Convertibles year 3 years Annualized volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 3) ) Maximum drawdown is the most negative cumulative return over a given time period. Position as % of assets Credit Suisse Commodity Allocation Fund 3.58 CS FI Global HY US Treasury US Treasury US Treasury Credit Suisse Commodity Index Plus Fund US Treasury US Treasury US Treasury Credit Suisse European Dividend Equity 0.72 Total ) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/or 66

67 CS (Lux) Portfolio Fund Growth a subfund of CS Investment Funds 12 - Class B The aim of the fund is to achieve the highest possible total return in by investing worldwide in equities, equity-type securities and fixed or variable rate securities. Investments in equities and equity-type securities will account for at least 5 of the fund's net assets at any given time. In addition, money market instruments may be held on an ancillary basis. The fund may also invest a maximum of 2 in real estate and commodities. Urs Hiller since March Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.74 Category B LU CSPLGRO LX Valor no Net asset value (NAV) In scope - no tax 2) For more details, please refer to the relevant chapter "Net Net performance in (rebased to ) and yearly performance 2) CS (Lux) Portfolio Fund Growth B 4.4 Fund Allocation asset classes in % Asset allocation in % Equity Bonds Alternatives 7.36 Cash/Cash Equivalents Currencies in % (after hedging) JPY 5.43 AUD 4.98 CAD 1.28 CHF 1.20 GBP 0.10 Others Cash/Cash Equivalents Bonds Equity Alternatives Total Euroland UK USA Others Emerging Markets Japan Canada Global Asia Pacific Total Credit Suisse Portfolio Fund Duration Modified duration in years 5.06 Allocation of bonds in % Straight bonds Emerging Market Bonds High Yield Bonds 8.47 Convertibles 5.15 Inflation Linked Bonds years 5 years Annualised volatility in % Maximum drawdown in % 3) ) Maximum drawdown is the most negative cumulative return over a given time period. Position as % of assets Credit Suisse Commodity Allocation Fund 3.67 Credit Suisse European Dividend Equity 1.47 CS FI Global HY 1.23 Credit Suisse Commodity Index Plus Fund 1.05 Credit Suisse Global Convertible Fund 0.93 TOTAL SA 0.74 Anheuser Busch 0.70 Siemens AG 0.64 Bayer AG 0.62 Sanofi 0.62 Total ) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/or 67

68 CS (Lux) Portfolio Fund Growth CHF a subfund of CS Investment Funds 12 - Class B CHF The aim of the fund is to achieve the highest possible total return in CHF by investing worldwide in equities, equity-type securities and fixed or variable rate securities. Investments in equities and equity-type securities will account for at least 5 of the fund's net assets at any given time. In addition, money market instruments may be held on an ancillary basis. The fund may also invest a maximum of 2 in real estate and commodities. Urs Hiller since CHF 31. March Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.73 Category B CHF LU CRSPGSI LX Valor no Net asset value (NAV) In scope - no tax 2) For more details, please refer to the relevant chapter "Net Net performance in CHF (rebased to ) and yearly performance 2) CS (Lux) Portfolio Fund Growth CHF B % 2 15% 1 5% -5% -1-15% Fund Allocation asset classes in % Asset allocation in % Equity Bonds Alternatives 7.43 Cash/Cash Equivalents 6.99 Currencies in % (after hedging) CHF JPY AUD 4.42 CAD 1.21 GBP 0.09 Others Cash/Cash Equivalents Bonds Equity Alternatives Total Euroland UK USA Others Emerging Markets Japan Canada Global Asia Pacific Total Duration Modified duration in years 4.95 Allocation of bonds in % Straight bonds Emerging Market Bonds High Yield Bonds 8.57 Convertibles 5.13 Inflation Linked Bonds years 5 years Annualised volatility in % Maximum drawdown in % 3) ) Maximum drawdown is the most negative cumulative return over a given time period. Position as % of assets Nestle SA 5.76 Roche Holding AG 4.07 Novartis AG 3.91 Credit Suisse Commodity Allocation Fund 3.80 Credit Suisse European Dividend Equity 1.47 CS FI Global HY 1.31 UBS Group AG 1.25 Syngenta AG 1.06 Insurance Group 1.06 ABB 1.04 Total ) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/or 68

69 CS (Lux) Portfolio Fund Growth a subfund of CS Investment Funds 12 - Class B The aim of the fund is to achieve the highest possible total return in by investing worldwide in equities, equity-type securities and fixed or variable rate securities. Investments in equities and equity-type securities will account for at least 5 of the fund's net assets at any given time. In addition, money market instruments may be held on an ancillary basis. The fund may also invest a maximum of 2 in real estate and commodities. Urs Hiller since March Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.75 Category B LU CRSPGUI LX Valor no Net asset value (NAV) In scope - no tax 2) For more details, please refer to the relevant chapter "Net Net performance in (rebased to ) and yearly performance 2) CS (Lux) Portfolio Fund Growth B Fund Allocation asset classes in % Asset allocation in % Equity Bonds Cash/Cash Equivalents 8.26 Alternatives Currencies in % (after hedging) 2 15% 1 5% -5% -1-15% JPY 6.75 AUD CAD 1.77 CHF 1.00 GBP 0.19 Others Cash/Cash Equivalents Bonds Equity Alternatives Total Euroland UK USA Others Emerging Markets Japan Canada Global Asia Pacific Total Credit Suisse Portfolio Fund Duration Modified duration in years 4.58 Allocation of bonds in % Straight bonds Emerging Market Bonds High Yield Bonds 8.49 Inflation Linked Bonds 7.13 Convertibles years 5 years Annualised volatility in % Maximum drawdown in % 3) ) Maximum drawdown is the most negative cumulative return over a given time period. Position as % of assets Credit Suisse Commodity Allocation Fund 3.50 Credit Suisse European Dividend Equity 1.28 CS FI Global HY 1.21 Credit Suisse Commodity Index Plus Fund 0.96 Apple Inc 0.92 Credit Suisse Global Convertible Fund 0.76 Microsoft Corp 0.76 Amazon.Com 0.70 Facebook 0.64 Alphabet -C Total ) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/or 69

70 CS (Lux) Portfolio Fund Yield a subfund of CS Investment Funds 12 - Class A & B The aim of the fund is to achieve an appropriate return in by taking advantage of the possibilities for international diversification. The fund invests worldwide in fixed and variable rate securities as well as in equities and equity-type securities. Fixed and variable rate securities account for at least 35% of the net assets of the fund at any given time. In addition, money market instruments may be held on an ancillary basis. The fund may also invest a maximum of 2 in real estate and commodities. Urs Hiller since March Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.35 Category A Category B (distribution) LU LU CRSIEAI LX CRSIEBI LX Valor no Net asset value (NAV) Last distribution Distribution value In scope - tax 2) For more details, please refer to the relevant chapter "Net Net performance in (rebased to ) and yearly performance 2) CS (Lux) Portfolio Fund Yield B Fund Allocation asset classes in % Asset allocation in % Bonds Equity Alternatives 7.51 Cash/Cash Equivalents 6.28 Currencies in % (after hedging) 25% 2 15% 1 5% -5% JPY 3.26 AUD 2.85 CAD 0.56 CHF 0.35 GBP 0.06 Others 5.64 Cash/Cash Equivalents Bonds Equity Alternatives Total Euroland UK USA Others Emerging Markets Japan Canada Global Asia Pacific Total Duration Modified duration in years 4.60 Allocation of bonds in % Straight bonds Emerging Market Bonds 9.65 High Yield Bonds 5.46 Inflation Linked Bonds 2.82 Convertibles years 5 years Annualised volatility in % Maximum drawdown in % 3) ) Maximum drawdown is the most negative cumulative return over a given time period. Position as % of assets Credit Suisse Commodity Allocation Fund 3.70 CS FI Global HY 2.37 Credit Suisse Commodity Index Plus Fund Italy Credit Suisse European Dividend Equity 0.92 France Japan Spain Australia & New Z. Bank Total ) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/or 70

71 CS (Lux) Portfolio Fund Yield a subfund of CS Investment Funds 12 - Class IB The aim of the fund is to achieve an appropriate return in by taking advantage of the possibilities for international diversification. The fund invests worldwide in fixed and variable rate securities as well as in equities and equity-type securities. Fixed and variable rate securities account for at least 35% of the net assets of the fund at any given time. In addition, money market instruments may be held on an ancillary basis. The fund may also invest a maximum of 2 in real estate and commodities. Urs Hiller since March Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 0.72 Category IB LU CRSIEIE LX Valor no Net asset value (NAV) 1' Last distribution - Distribution value - Min. Init. Investm. Amount (in mill.) 3 In scope - tax 2) For more details, please refer to the relevant chapter "Net Net performance in (rebased to ) and yearly performance 2) CS (Lux) Portfolio Fund Yield IB 16% 14% 12% 1 8% 6% 4% 2% Fund Allocation asset classes in % Asset allocation in % Bonds Equity Alternatives 7.51 Cash/Cash Equivalents 6.28 Currencies in % (after hedging) JPY 3.26 AUD 2.85 CAD 0.56 CHF 0.35 GBP 0.06 Others 5.64 Cash/Cash Equivalents Bonds Equity Alternatives Total Euroland UK USA Others Emerging Markets Japan Canada Global Asia Pacific Total Credit Suisse Portfolio Fund Duration Modified duration in years 4.60 Allocation of bonds in % Straight bonds Emerging Market Bonds 9.65 High Yield Bonds 5.46 Inflation Linked Bonds 2.82 Convertibles year 3 years Annualized volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 3) ) Maximum drawdown is the most negative cumulative return over a given time period. Position as % of assets Credit Suisse Commodity Allocation Fund 3.70 CS FI Global HY 2.37 Credit Suisse Commodity Index Plus Fund Italy Credit Suisse European Dividend Equity 0.92 France Japan Spain Australia & New Z. Bank Total ) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/or 71

72 CS (Lux) Portfolio Fund Yield CHF a subfund of CS Investment Funds 12 - Class A CHF & B CHF The aim of the fund is to achieve an appropriate return in CHF by taking advantage of the possibilities for international diversification. The fund invests worldwide in fixed and variable rate securities as well as in equities and equity-type securities. Fixed and variable rate securities account for at least 35% of the net assets of the fund at any given time. In addition, money market instruments may be held on an ancillary basis. The fund may also invest a maximum of 2 in real estate and commodities. Urs Hiller since CHF 31. March Total net assets (in mil.) 1' Inception date Management fee in % p.a TER (as of ) in % 1.40 Category A Category B (distribution) CHF CHF LU LU CRSISAI LX CRSISBI LX Valor no Net asset value (NAV) Last distribution Distribution value In scope - tax 2) For more details, please refer to the relevant chapter "Net Net performance in CHF (rebased to ) and yearly performance 2) CS (Lux) Portfolio Fund Yield CHF B % 6% 4% 2% -2% -4% -6% -8% Fund Allocation asset classes in % Asset allocation in % Bonds Equity Alternatives 7.66 Cash/Cash Equivalents 4.43 Currencies in % (after hedging) CHF JPY 3.17 AUD CAD 0.52 GBP 0.06 Others 4.36 Cash/Cash Equivalents Bonds Equity Alternatives Total Euroland UK USA Others Emerging Markets Japan Canada Global Asia Pacific Total Duration Modified duration in years 4.86 Allocation of bonds in % Straight bonds Emerging Market Bonds High Yield Bonds 5.52 Inflation Linked Bonds 3.13 Convertibles years 5 years Annualised volatility in % Maximum drawdown in % 3) ) Maximum drawdown is the most negative cumulative return over a given time period. Position as % of assets Credit Suisse Commodity Allocation Fund 3.92 CS FI Global HY 2.50 Nestle SA 1.76 Roche Holding AG 1.25 Novartis AG 1.19 Credit Suisse Commodity Index Plus Fund 0.98 Credit Suisse Global Convertible Fund 0.89 Credit Suisse European Dividend Equity Japan Total ) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/or 72

73 CS (Lux) Portfolio Fund Yield CHF a subfund of CS Investment Funds 12 - Class IB CHF The aim of the fund is to achieve an appropriate return in CHF by taking advantage of the possibilities for international diversification. The fund invests worldwide in fixed and variable rate securities as well as in equities and equity-type securities. Fixed and variable rate securities account for at least 35% of the net assets of the fund at any given time. In addition, money market instruments may be held on an ancillary basis. The fund may also invest a maximum of 2 in real estate and commodities. Urs Hiller since CHF 31. March Total net assets (in mil.) 1' Inception date Management fee in % p.a TER (as of ) in % 0.78 Category IB CHF LU CSPTICI LX Valor no Net asset value (NAV) 1' Last distribution - Distribution value - Min. Init. Investm. Amount (in mill.) 3 In scope - tax 2) For more details, please refer to the relevant chapter "Net Net performance in CHF (rebased to ) and yearly performance 2) CS (Lux) Portfolio Fund Yield CHF IB % 12% 1 8% 6% 4% 2% -2% -4% Fund Allocation asset classes in % Asset allocation in % Bonds Equity Alternatives 7.66 Cash/Cash Equivalents 4.43 Currencies in % (after hedging) CHF JPY 3.17 AUD CAD 0.52 GBP 0.06 Others 4.36 Cash/Cash Equivalents Bonds Equity Alternatives Total Euroland UK USA Others Emerging Markets Japan Canada Global Asia Pacific Total Credit Suisse Portfolio Fund Duration Modified duration in years 4.86 Allocation of bonds in % Straight bonds Emerging Market Bonds High Yield Bonds 5.52 Inflation Linked Bonds 3.13 Convertibles year 3 years Annualized volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 3) ) Maximum drawdown is the most negative cumulative return over a given time period. Position as % of assets Credit Suisse Commodity Allocation Fund 3.92 CS FI Global HY 2.50 Nestle SA 1.76 Roche Holding AG 1.25 Novartis AG 1.19 Credit Suisse Commodity Index Plus Fund 0.98 Credit Suisse Global Convertible Fund 0.89 Credit Suisse European Dividend Equity Japan Total ) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/or 73

74 CS (Lux) Portfolio Fund Yield a subfund of CS Investment Funds 12 - Class A & B The aim of the fund is to achieve an appropriate return in by taking advantage of the possibilities for international diversification. The fund invests worldwide in fixed and variable rate securities as well as in equities and equity-type securities. Fixed and variable rate securities account for at least 35% of the net assets of the fund at any given time. In addition, money market instruments may be held on an ancillary basis. The fund may also invest a maximum of 2 in real estate and commodities. Urs Hiller since March Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.36 Category A Category B (distribution) LU LU CRSIUAI LX CRSIUBI LX Valor no Net asset value (NAV) Last distribution Distribution value In scope - tax 2) For more details, please refer to the relevant chapter "Net Net performance in (rebased to ) and yearly performance 2) CS (Lux) Portfolio Fund Yield B Fund Allocation asset classes in % Asset allocation in % Bonds Equity Alternatives 6.99 Cash/Cash Equivalents Currencies in % (after hedging) 1 8% 6% 4% 2% -2% -4% JPY 3.69 AUD CAD 0.68 CHF 0.25 GBP 0.22 Others 6.09 Cash/Cash Equivalents Bonds Equity Alternatives Total Asia Pacific Euroland UK USA Others Emerging Markets Japan Canada Global Total Duration Modified duration in years 4.30 Allocation of bonds in % Straight bonds Emerging Market Bonds 9.85 High Yield Bonds 4.99 Inflation Linked Bonds 2.79 Convertibles years 5 years Annualised volatility in % Maximum drawdown in % 3) ) Maximum drawdown is the most negative cumulative return over a given time period. Position as % of assets Credit Suisse Commodity Allocation Fund 3.58 CS FI Global HY US Treasury US Treasury US Treasury US Treasury US Treasury US Treasury US Treasury US Treasury 1.22 Total ) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/or 74

75 CS 1a Immo PK Class A The fund invests in high-quality residential properties, mixed residential and commercial properties and commercial /industrial premises as well as in projects with earning or value creation potential. The portfolio comprises modern, recently built proporties and is widely diversified in terms of location, utilisation and tenant structure. The fund is open to tax-exempt domestic employee benefits insurance plans and tax-exempt domestic social insurance and compensation funds. This fund is traded over the counter. It is exempt from taxes on income and capital at fund level. Thomas Vonaesch since CHF 30. Sep Total net assets (in mil.) 3' Total Assets Real Estate (in mil.) 4' Inception date Management fee in % p.a Benchmark (BM)SXI Real Estate Funds (TR) (07/02) Key figures as per last semi-annual and annual results * EBIT-margin in % Return on investment (ROI) in % 2.37 Return on equity (ROE) in % 2.35 Performance in % 3.51 Distribution yield in % n/a Payout ratio in % n/a Debt financing ratio in % 7.76 Rent default rate in % n/a Total Expense Ratio (TERref) in % 0.61 Total Expense Ratio (TERrefGAV) in % 0.56 Premium / discount in % * Calculation for the months Category A (distribution) CHF CH Valor no Stock price 1' Net asset value (NAV) 1' Last distribution Distribution value Premium / discount (monthly) in % Out of scope Net performance in CHF (rebased to ) and yearly performance 2) CS 1a Immo PK SXI Real Estate Funds (TR) (07/02) (Benchmark) Fund Benchmark Types of property in % (as per last semi-annual and annual results) Apartments Office Retail Warehouses 9.35 Parking 6.80 Hotels, cinemas, restaurants 5.30 Others 4.00 Geographical breakdown in % (as per last semi-annual and annual results) 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Region Region North-west Region Lake Geneva Region Central 9.90 Region Eastern 3.00 Region Southern 2.45 Region Western 2.35 Region Berne 2.20 Credit Suisse Real Estate Fund 1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/or 75

76 CS Real Estate Fund Green Property Class A Credit Suisse Real Estate Fund Green Property (CS REF Green Property) is the real estate fund that focuses on sustainable construction. It invests in high-quality new construction projects that are located in strong economic regions in. In the selection of new building projects the focus is on sustainability. The aim is to ensure that the properties and projects meet the strict requirements of greenproperty, Credit Suisse Real Estate Investment Managements seal of quality. This seal for sustainable real estate includes ecological, economic, and social aspects. It assesses five quantitative and qualitative criteria: utilization, infrastructure, energy, materials, and life cycle. The fund has been listed on the SIX Swiss Exchange since CS REF Green Property has been merged with CS REF PropertyPlus since July 1, Urs Frey since CHF 31. December Total net assets (in mil.) Total Assets Real Estate (in mil.) Inception date Management fee in % p.a Benchmark (BM) SXI Real Estate Funds (TR) Key figures as per last semi-annual and annual results * EBIT-margin in % Return on investment (ROI) in % 2.57 Return on equity (ROE) in % 3.34 Performance in % 8.64 Distribution yield in % 1.55 Payout ratio in % Debt financing ratio in % Rent default rate in % 9.85 Total Expense Ratio (TERref) in % 0.89 Total Expense Ratio (TERrefGAV) in % 0.66 Premium / discount in % * Calculation for the months Category A (distribution) CHF CH Valor no Stock price Net asset value (NAV) Last distribution Distribution value 2.05 Premium / discount (monthly) in % Out of scope Net performance in CHF (rebased to ) and yearly performance 2) CS Real Estate Fund Green Property SXI Real Estate Funds (TR) (Benchmark) Fund Benchmark Types of property in % (as per last semi-annual and annual results) Office Apartments Retail 8.00 Parking 6.40 Warehouses 2.50 Leisure 1.40 Others 1.35 Geographical breakdown in % (as per last semi-annual and annual results) 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Region Region Central Region Lake Geneva Berne 9.95 Region Eastern 6.65 Region North-west ) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/or 76

77 CS Real Estate Fund Hospitality Class A The Credit Suisse Real Estate Fund Hospitality (CS REF Hospitality) invests primarily in hospitality real estate such as convention centers, residential properties offering hotel-style services, hotels, and residential and limited-time living facilities; it also invests in healthcare real estate and housing throughout. By law, the fund is prohibited from holding a stake in operating companies. The fund holds the real estate directly. Holders of unit certificates who are resident in are therefore not subject to income and wealth tax on the portion of the revenues (or the assets) that comes from direct property holdings. The CS REF Hospitality is listed on the SIX Swiss Exchange as per Christophe Piffaretti since CHF 31. December Total net assets (in mil.) Inception date Management fee in % p.a Benchmark (BM) SXI Real Estate Funds (TR) Key figures as per last semi-annual and annual results * EBIT-margin in % Return on investment (ROI) in % 0.37 Return on equity (ROE) in % 0.29 Performance in % 4.62 Distribution yield in % n/a Payout ratio in % n/a Debt financing ratio in % Rent default rate in % 2.01 Total Expense Ratio (TERref) in % 0.88 Total Expense Ratio (TERrefGAV) in % 0.61 Premium / discount in % * Calculation for the months Category A (distribution) CHF CH Valor no Net asset value (NAV) Last distribution Distribution value 2.75 Premium / discount (monthly) in % Out of scope Net performance in CHF (rebased to ) and yearly performance 2) CS Real Estate Fund Hospitality SXI Real Estate Funds (TR) (Benchmark) Fund Benchmark years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Types of property in % (as per last semi-annual and annual results) Hotels, cinemas, restaurants Campus, Others Retail 9.80 Apartments 9.75 Office 6.10 Parking 1.05 Warehouses 1.05 Geographical breakdown in % (as per last semi-annual and annual results) Region Southern Region Lake Geneva Region Region North-west Region Central 5.85 Region Berne 2.45 Region Western 1.35 Region Eastern 1.05 Credit Suisse Real Estate Fund 1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/or 77

78 For qualified investors only August 31, 2016 CS Real Estate Fund International Class A The fund invests in good-quality commercial properties at attractive locations in Europe, Asia, North, Central and South America. The currencies are for the most part hedged, and the fund is traded over the counter. The Credit Suisse Real Estate Fund International is only open to qualified investors. Rainer Scherwey since CHF 31. December Total net assets (in mil.) 2' Total Assets Real Estate (in mil.) 2' Inception date Management fee in % p.a Benchmark (BM) SXI Real Estate Funds (TR) Key figures as per last semi-annual and annual results * EBIT-margin in % Return on investment (ROI) in % 2.07 Return on equity (ROE) in % 2.32 Performance in % Distribution yield in % n/a Payout ratio in % n/a Debt financing ratio in % Rent default rate in % 4.57 Total Expense Ratio (TERref) in % 1.04 Total Expense Ratio (TERrefGAV) in % 0.86 Premium / discount in % * Calculation for the months Category A (distribution) CHF CH Valor no Stock price 1' Net asset value (NAV) 1' Last distribution Distribution value Premium / discount (monthly) in % Out of scope 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Net performance in CHF (rebased to ) and yearly performance 2) CS Real Estate Fund International SXI Real Estate Funds (TR) (Benchmark) Fund Benchmark Currencies in % (after hedging) CHF AUD 2.45 CAD 2.18 CLP 1.69 GBP 1.37 JPY 1.03 NZD 0.76 Types of property in % (as per last semi-annual and annual results) Office Retail 8.75 Parking 6.75 Warehouses 0.95 Hotels, cinemas, restaurants 0.85 Apartments 0.20 Others 0.90 Geographical breakdown in % (as per last semi-annual and annual results) USA Australia Canada Japan Germany UK 8.33 Netherlands 6.88 New Zealand 4.16 Chile 3.81 Ireland ) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/or 78

79 CS Real Estate Fund Interswiss Class A Credit Suisse Real Estate Fund Interswiss invests primarily in properties for commercial utilization, in highly attractive residential real estate and in construction projects. The fund offers institutional investors and private clients access to a diversified portfolio featuring interesting properties, preferably located in Swiss cities or their agglomerations. This fund is listed on the SIX Swiss Exchange. Radhia Rüttimann since CHF 30. Sep Total net assets (in mil.) 1' Total Assets Real Estate (in mil.) 1' Inception date Management fee in % p.a Benchmark (BM)SXI Real Estate Funds (TR) (07/02) Key figures as per last semi-annual and annual results * EBIT-margin in % Return on investment (ROI) in % 1.98 Return on equity (ROE) in % 1.98 Performance in % 8.18 Distribution yield in % n/a Payout ratio in % n/a Debt financing ratio in % Rent default rate in % n/a Total Expense Ratio (TERref) in % 1.02 Total Expense Ratio (TERrefGAV) in % 0.69 Premium / discount in % * Calculation for the months Category A (distribution) CHF CH Valor no Stock price Net asset value (NAV) Last distribution Distribution value 8.40 Premium / discount (monthly) in % Out of scope Net performance in CHF (rebased to ) and yearly performance 2) CS Real Estate Fund Interswiss SXI Real Estate Funds (TR) (07/02) (Benchmark) Fund Benchmark years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Types of property in % (as per last semi-annual and annual results) Office Retail Apartments Parking 8.20 Hotels, cinemas, restaurants 5.85 Warehouses 4.55 Others 2.25 Geographical breakdown in % (as per last semi-annual and annual results) Region Region North-west Region Lake Geneva Region Berne Region Central 2.30 Region Western 1.05 Region Southern 0.30 Credit Suisse Real Estate Fund 1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/or 79

80 CS Real Estate Fund LivingPlus Class A This fund invests in real estate for seniors, modern forms of housing that offer integrated services, as well as in forward-looking residential concepts at attractive locations throughout. It provides institutional and private investors with access to a diversified portfolio of residential properties that offer modern usage and service concepts. The fund is listed on the SIX Swiss Exchange. The fund s currency is the Swiss franc. The fund takes direct ownership of the properties; unit holders are therefore not liable for Swiss income or wealth tax on the portion of the fund s assets that is invested in real estate. Stefan Bangerter since CHF 31. December Total net assets (in mil.) 2' Total Assets Real Estate (in mil.) 2' Inception date Management fee in % p.a Benchmark (BM) SXI Real Estate Funds (TR) Key figures as per last semi-annual and annual results * EBIT-margin in % Return on investment (ROI) in % 1.39 Return on equity (ROE) in % 1.37 Performance in % 5.89 Distribution yield in % n/a Payout ratio in % n/a Debt financing ratio in % Rent default rate in % 4.39 Total Expense Ratio (TERref) in % 0.84 Total Expense Ratio (TERrefGAV) in % 0.66 Premium / discount in % * Calculation for the months Category A (distribution) CHF CH Valor no Stock price Net asset value (NAV) Last distribution Distribution value 3.30 Premium / discount (monthly) in % Out of scope Net performance in CHF (rebased to ) and yearly performance 2) CS Real Estate Fund LivingPlus SXI Real Estate Funds (TR) (Benchmark) Fund Benchmark years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Types of property in % (as per last semi-annual and annual results) Apartments Hotels, cinemas, restaurants Parking 5.15 Retail 3.85 Office 3.10 Warehouses 0.65 Others 7.75 Geographical breakdown in % (as per last semi-annual and annual results) Region North-west Region Region Lake Geneva Region Berne Region Central 6.85 Region Southern 6.20 Region Eastern 4.85 Region Western ) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/or 80

81 CS Real Estate Fund Siat Class A This fund invests primarily in multi-family dwellings in large and mid-sized Swiss cities, as well as their agglomerations. The fund also has selected commercial properties, which are let to prime tenants on a long-term basis. The fund is listed on the SIX Swiss Exchange. Samuel Egger since CHF 30. Sep Total net assets (in mil.) 2' Total Assets Real Estate (in mil.) 2' Inception date Management fee in % p.a Benchmark (BM)SXI Real Estate Funds (TR) (07/02) Key figures as per last semi-annual and annual results * EBIT-margin in % Return on investment (ROI) in % 1.99 Return on equity (ROE) in % 1.98 Performance in % 8.75 Distribution yield in % n/a Payout ratio in % n/a Debt financing ratio in % Rent default rate in % 3.54 Total Expense Ratio (TERref) in % 0.99 Total Expense Ratio (TERrefGAV) in % 0.72 Premium / discount in % * Calculation for the months Category A (distribution) CHF CH Valor no Stock price Net asset value (NAV) Last distribution Distribution value 5.40 Premium / discount (monthly) in % Out of scope Net performance in CHF (rebased to ) and yearly performance 2) CS Real Estate Fund Siat SXI Real Estate Funds (TR) (07/02) (Benchmark) Fund Benchmark years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Types of property in % (as per last semi-annual and annual results) Apartments Office Retail 9.20 Parking 7.00 Hotels, cinemas, restaurants 2.50 Warehouses 1.30 Others 1.10 Geographical breakdown in % (as per last semi-annual and annual results) Region Region North-west Region Lake Geneva Region Central Region Eastern 7.75 Region Berne 4.60 Region Western 3.35 Region Southern 0.60 Credit Suisse Real Estate Fund 1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/or 81

82 CS (CH) 130/30 Swiss Equity Fund Class B CHF The fund targets its investments on equities of companies that are domiciled in or are included in the SPI. Criteria for stock selection include the valuation of the company, the business climate, the company`s positioning and the quality of its management. The aim is to outperform the SPI over the long term. Fluctuations in the value of the fund units may differ substantially from those in the SPI. The long exposure can go up to 13 and the short exposure to -3. Marcel Schibli since CHF 31. May Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.67 Benchmark (BM) SPI (TR) Category B CHF CH CSEQSSA SW Valor no Net asset value (NAV) In scope - no tax 3) For more details, please refer to the relevant chapter "Net Net performance in CHF (rebased to ) and yearly performance 2) CS (CH) 130/30 Swiss Equity Fund B CHF SPI (TR) Purchases Sales Nestle Reg Roche Holding Cert Ubs Group Novartis Reg Cie Financiere Richemont Reg U-Blox Holding Swisscom Reg Investis Holding - Cie Financiere Richemont Reg (Benchmark) Fund Benchmark Sectors in % Fund Health Care Consumer Staples Financials Materials Industrials 7.98 Information Technology 5.85 Consumer Discretionary 4.96 Telecommunication Services 1.72 Cash/Cash Equivalents 1.40 Others years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Beta Significant Transactions Nestle SA Novartis AG Roche Holding AG UBS Group AG 4.25 ABB 3.96 Insurance Group 3.51 Lafargeholcim Ltd 3.29 CS Group 3.23 Syngenta AG 2.99 Actelion 2.93 Total Risk Exposure Maximum Portfolio Long Equity % Short Equity % Investment Degree. 99.4% Total Exposure % 82

83 CS (CH) Swiss Real Estate Securities Fund Class A The broadly diversified portfolio (25 30 securities) consists of funds and equities from the Swiss real estate sector, with the SXI Swiss Real Estate TR Index serving as the performance benchmark. The real estate funds are exchange-traded and invest predominantly in residential properties in. The real estate equities are also traded on the stock exchange and invest almost exclusively in office buildings and retail space in. Christoph Bieri, Christoph Knecht since , , CHF 31. May Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.68 Benchmark (BM) SXI Swiss Real Estate (TR) Category A (distribution) CHF CH Valor no Net asset value (NAV) Last distribution Distribution value 0.16 In scope - no tax 3) For more details, please refer to the relevant chapter "Net Net performance in CHF (rebased to ) and yearly performance 2) CS (CH) Swiss Real Estate Securities Fund A SXI Swiss Real Estate (TR) (Benchmark) Fund Benchmark Types of property in % Geographical breakdown in % Office and retail Residential Commercial and other use Region Region Central Region Western Region Eastern 7.10 Region Berne 6.50 Region Southern 2.70 Abroad 0.00 Credit Suisse Equity Fund Sectors in % Fund Benchmark Real estate funds Corporations Cash/Cash Equivalents years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Top 5 Holdings in % UBS Swiss Mixed Sima Swiss Prime Site AG PSP Swiss Property Allreal Holding AG 6.25 UBS SWISS Res Anfos 6.10 Total

84 CS (CH) Swiss Real Estate Securities Fund Class IB The broadly diversified portfolio (25 30 securities) consists of funds and equities from the Swiss real estate sector, with the SXI Swiss Real Estate TR Index serving as the performance benchmark. The real estate funds are exchange-traded and invest predominantly in residential properties in. The real estate equities are also traded on the stock exchange and invest almost exclusively in office buildings and retail space in. Christoph Bieri, Christoph Knecht since , , CHF 31. May Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.28 Benchmark (BM) SXI Swiss Real Estate (TR) Category I CHF CH Valor no Net asset value (NAV) 1' In scope - no tax 3) For more details, please refer to the relevant chapter "Net Net performance in CHF (rebased to ) and yearly performance 2) CS (CH) Swiss Real Estate Securities Fund IB SXI Swiss Real Estate (TR) (Benchmark) Fund Benchmark Types of property in % Geographical breakdown in % Office and retail Residential Commercial and other use Region Region Central Region Western Region Eastern 7.10 Region Berne 6.50 Region Southern 2.70 Abroad 0.00 Sectors in % Fund Benchmark Real estate funds Corporations Cash/Cash Equivalents years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Top 5 Holdings in % UBS Swiss Mixed Sima Swiss Prime Site AG PSP Swiss Property Allreal Holding AG 6.25 UBS SWISS Res Anfos 6.10 Total

85 CS (Lux) CommodityAllocation Fund a subfund of CS Investment Funds 2 - Class B The aim of the fund is to generate the highest possible risk-adjusted return in the long term through diversified investments in commodity related instruments globally. The Fund invests mainly in investment funds, structured products, derivatives and other securities to gain exposure to commodities markets. Dietmar Peetz, Daniel Schmitt since , , 31. May Total net assets (in mil.) 1' Inception date Management fee in % p.a TER (as of ) in % 2.19 Benchmark (BM) Bloomberg Commodity Index (TR) Category B LU CSCOALB LX Valor no Net asset value (NAV) ) For more details, please refer to the relevant chapter "Net Net performance in (rebased to ) and yearly performance 2) CS (Lux) CommodityAllocation Fund B Bloomberg Commodity Index (TR) (Benchmark) Fund Benchmark years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Beta Commodity Sectors in % Energy Agriculture Industrial Metals Precious Metals Livestock 4.17 Others Top collateral holdings in % Position Coupon % Maturity as % of assets US Treasury Bill US Treasury Bill US Treasury Bill US Treasury Bill US Treasury Bill US Treasury US Treasury Bill US Treasury Bill US Treasury US Treasury Bill Total Credit Suisse SICAV One 85

86 CS (Lux) CommodityAllocation Fund a subfund of CS Investment Funds 2 - Class BH CHF The aim of the fund is to generate the highest possible risk-adjusted return in the long term through diversified investments in commodity related instruments globally. The Fund invests mainly in investment funds, structured products, derivatives and other securities to gain exposure to commodities markets. Dietmar Peetz, Daniel Schmitt since , , 31. May Total net assets (in mil.) 1' Inception date Management fee in % p.a TER (as of ) in % 2.19 Benchmark (BM) Bloomberg Commodity Index (TR) (Hedged into CHF) Category BH CHF LU CSCALCR LX Valor no Net asset value (NAV) ) For more details, please refer to the relevant chapter "Net Net performance in CHF (rebased to ) and yearly performance 2) CS (Lux) CommodityAllocation Fund BH CHF Bloomberg Commodity Index (TR) (Hedged into CHF) (Benchmark) Fund Benchmark years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Beta Commodity Sectors in % Energy Agriculture Industrial Metals Precious Metals Livestock 4.17 Others 0.65 Top collateral holdings in % Position Coupon % Maturity as % of assets US Treasury Bill US Treasury Bill US Treasury Bill US Treasury Bill US Treasury Bill US Treasury US Treasury Bill US Treasury Bill US Treasury US Treasury Bill Total

87 CS (Lux) CommodityAllocation Fund a subfund of CS Investment Funds 2 - Class BH The aim of the fund is to generate the highest possible risk-adjusted return in the long term through diversified investments in commodity related instruments globally. The Fund invests mainly in investment funds, structured products, derivatives and other securities to gain exposure to commodities markets. Dietmar Peetz, Daniel Schmitt since , , 31. May Total net assets (in mil.) 1' Inception date Management fee in % p.a TER (as of ) in % 2.19 Benchmark (BM) Bloomberg Commodity Index (TR) (Hedged into ) Category BH LU CSCALER LX Valor no Net asset value (NAV) ) For more details, please refer to the relevant chapter "Net Net performance in (rebased to ) and yearly performance 2) CS (Lux) CommodityAllocation Fund BH Bloomberg Commodity Index (TR) (Hedged into ) (Benchmark) Fund Benchmark years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Beta Commodity Sectors in % Energy Agriculture Industrial Metals Precious Metals Livestock 4.17 Others 0.65 Top collateral holdings in % Position Coupon % Maturity as % of assets US Treasury Bill US Treasury Bill US Treasury Bill US Treasury Bill US Treasury Bill US Treasury US Treasury Bill US Treasury Bill US Treasury US Treasury Bill Total Credit Suisse SICAV One 87

88 CS (Lux) CommodityAllocation Fund a subfund of CS Investment Funds 2 - Class EBH CHF The aim of the fund is to generate the highest possible risk-adjusted return in the long term through diversified investments in commodity related instruments globally. The Fund invests mainly in investment funds, structured products, derivatives and other securities to gain exposure to commodities markets. Dietmar Peetz, Daniel Schmitt since , , 31. May Total net assets (in mil.) 1' Inception date Management fee in % p.a TER (as of ) in % 1.12 Benchmark (BM) Bloomberg Commodity Index (TR) (Hedged into CHF) Category EBH CHF LU CSCMATC LX Valor no Net asset value (NAV) ) For more details, please refer to the relevant chapter "Net Net performance in CHF (rebased to ) and yearly performance 2) CS (Lux) CommodityAllocation Fund EBH CHF Bloomberg Commodity Index (TR) (Hedged into CHF) (Benchmark) Fund Benchmark years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Beta Commodity Sectors in % Energy Agriculture Industrial Metals Precious Metals Livestock 4.17 Others 0.65 Top collateral holdings in % Position Coupon % Maturity as % of assets US Treasury Bill US Treasury Bill US Treasury Bill US Treasury Bill US Treasury Bill US Treasury US Treasury Bill US Treasury Bill US Treasury US Treasury Bill Total

89 CS (Lux) CommodityAllocation Fund a subfund of CS Investment Funds 2 - Class EBH The aim of the fund is to generate the highest possible risk-adjusted return in the long term through diversified investments in commodity related instruments globally. The Fund invests mainly in investment funds, structured products, derivatives and other securities to gain exposure to commodities markets. Dietmar Peetz, Daniel Schmitt since , , 31. May Total net assets (in mil.) 1' Inception date Management fee in % p.a TER (as of ) in % 1.12 Benchmark (BM) Bloomberg Commodity Index (TR) (Hedged into ) Category EBH LU CSCMATE LX Valor no Net asset value (NAV) ) For more details, please refer to the relevant chapter "Net Net performance in (rebased to ) and yearly performance 2) CS (Lux) CommodityAllocation Fund EBH Bloomberg Commodity Index (TR) (Hedged into ) (Benchmark) Fund Benchmark years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Beta Commodity Sectors in % Energy Agriculture Industrial Metals Precious Metals Livestock 4.17 Others 0.65 Top collateral holdings in % Position Coupon % Maturity as % of assets US Treasury Bill US Treasury Bill US Treasury Bill US Treasury Bill US Treasury Bill US Treasury US Treasury Bill US Treasury Bill US Treasury US Treasury Bill Total Credit Suisse SICAV One 89

90 CS (Lux) Eurozone Active Opportunities Equity Fund a subfund of CS Investment Funds 2 - Class B The aim of the Fund is to achieve the highest possible return by investing in European companies predominantly characterised by high profitability, a sound financial structure and successful management. Julio Alberto Giró since May Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.89 Benchmark (BM) MSCI EMU (NR) Category B LU CSEEZAB LX Valor no Net asset value (NAV) Out of scope 3) For more details, please refer to the relevant chapter "Net Duration and Yield Modified duration in years 0.00 Number of holdings Fund 44 Net performance in (rebased to ) and yearly performance 2) CS (Lux) Eurozone Active Opportunities Equity Fund B MSCI EMU (NR) Purchases Sales ESSILOR INTERNATIONAL DEUTSCHE TELEKOM Reg L'OREAL ANHEUSER BUSCH INBEV GAMESA AXA SAP SE TUI Reg UNIBAIL RODAMCO RENAULT Fund Benchmark Compared with benchmark (Fund) (Benchmark) simulation based on Equis Europe and F share class Track Record with adjusted Management Fee ( ) Fund Benchmark Sectors in % Financials Industrials Consumer Staples Information Technology Health Care Consumer Discretionary Energy Utilities Cash/Cash Equivalents Others years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Beta Significant Transactions TOTAL SA 4.70 Siemens AG 4.69 BASF 4.49 Schneider Electric 4.28 SAP SE 4.12 Inditex reg 3.81 Iberdrola 3.61 Banco Santander 3.40 Unilever 3.26 ING Group 2.94 Total

91 CS (Lux) Global Emerging Market ILC Equity Fund a subfund of CS Investment Funds 2 - Class B The aim of the Fund is to achieve the highest possible risk adjusted return in whilst investing in companies domiciled in Emerging Markets or in global companies that execute the bulk of their business activities in Emerging Markets. HOLT Active Equity Group since New York 31. May Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.94 Benchmark (BM) MSCI EM (NR) Securities lending No Category B LU CSEMRGB LX Valor no Net asset value (NAV) 9.01 N/A Out of scope 3) For more details, please refer to the relevant chapter "Net Fund statistics 2) 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Beta Net performance in (rebased to ) and yearly performance 2) CS (Lux) Global Emerging Market ILC Equity Fund B MSCI EM (NR) Purchases Sales ALFA A SINOPEC ENGINEERING (GROUP) H NETEASE Adr NEDBANK GROUP BANCO DAVIVIENDA Pref INDIABULLS HOUSING Reg S SOULBRAIN ABU DHABI COMMERICAL BANK NIEN MADE ENTERPRISE CO OLD MUTUAL Fund Benchmark Compared with benchmark (Fund) (Benchmark) Fund Benchmark Sectors in % Financials Information Technology Consumer Discretionary Consumer Staples Telecommunication Services Energy Industrials Materials Cash/Cash Equivalents Others Currencies in % Significant Transactions HKD KRW TWD BRL 7.11 THB 6.62 INR 3.33 ZAR 3.10 MXN 2.88 Others 8.13 Countries in % China South Korea Taiwan Brazil 7.10 Thailand 5.94 Hong Kong 5.78 Russia 4.72 India 4.29 Cash/Cash Equivalents 1.43 Others Samsung Electronics 4.83 Tencent Hldg Ltd 4.47 TSMC 4.01 Woori Bank 3.19 Bank of China Ltd 2.93 PTT Public Company Limited 2.67 Compal Electronics 2.51 KT Corporation 2.24 Hero Motocorp 2.13 China Mobile 2.12 Total Credit Suisse SICAV One 91

92 CS (Lux) Global Emerging Market ILC Equity Fund a subfund of CS Investment Funds 2 - Class IB The aim of the Fund is to achieve the highest possible risk adjusted return in whilst investing in companies domiciled in Emerging Markets or in global companies that execute the bulk of their business activities in Emerging Markets. HOLT Active Equity Group since New York 31. May Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.24 Benchmark (BM) MSCI EM (NR) Securities lending No Category IB LU CSEMRGI LX Valor no Net asset value (NAV) Min. Investment Amount 500'000 N/A Out of scope 3) For more details, please refer to the relevant chapter "Net Fund statistics 2) 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Beta Net performance in (rebased to ) and yearly performance 2) Purchases Sales ALFA A SINOPEC ENGINEERING (GROUP) H NETEASE Adr NEDBANK GROUP BANCO DAVIVIENDA Pref INDIABULLS HOUSING Reg S SOULBRAIN ABU DHABI COMMERICAL BANK NIEN MADE ENTERPRISE CO OLD MUTUAL 0.0 CS (Lux) Global Emerging Market ILC Equity Fund IB MSCI EM (NR) Fund Benchmark Compared with benchmark (Fund) (Benchmark) Fund Benchmark Sectors in % Financials Information Technology Consumer Discretionary Consumer Staples Telecommunication Services Energy Industrials Materials Cash/Cash Equivalents Others Currencies in % Significant Transactions HKD KRW TWD BRL 7.11 THB 6.62 INR 3.33 ZAR 3.10 MXN 2.88 Others 8.13 Countries in % China South Korea Taiwan Brazil 7.10 Thailand 5.94 Hong Kong 5.78 Russia 4.72 India 4.29 Cash/Cash Equivalents 1.43 Others Samsung Electronics 4.83 Tencent Hldg Ltd 4.47 TSMC 4.01 Woori Bank 3.19 Bank of China Ltd 2.93 PTT Public Company Limited 2.67 Compal Electronics 2.51 KT Corporation 2.24 Hero Motocorp 2.13 China Mobile 2.12 Total

93 CS (Lux) Global Emerging Market ILC Equity Fund a subfund of CS Investment Funds 2 - Class BH The aim of the Fund is to achieve the highest possible risk adjusted return in whilst investing in companies domiciled in Emerging Markets or in global companies that execute the bulk of their business activities in Emerging Markets. HOLT Active Equity Group since New York 31. May Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.95 Benchmark (BM) No Benchmark Securities lending No Category BH LU CSEMRRE LX Valor no Net asset value (NAV) N/A Out of scope 3) For more details, please refer to the relevant chapter "Net Fund statistics 2) 1 year 3 years Annualized volatility in % Tracking Error (Ex post) - - Beta - - Net performance in (rebased to ) and yearly performance 2) CS (Lux) Global Emerging Market ILC Equity Fund BH Purchases Sales ALFA A SINOPEC ENGINEERING (GROUP) H NETEASE Adr NEDBANK GROUP BANCO DAVIVIENDA Pref INDIABULLS HOUSING Reg S SOULBRAIN ABU DHABI COMMERICAL BANK NIEN MADE ENTERPRISE CO OLD MUTUAL (Fund) Fund Sectors in % Fund Financials Information Technology Consumer Discretionary Consumer Staples 8.08 Telecommunication Services 5.88 Energy 5.61 Industrials 3.91 Materials 3.64 Cash/Cash Equivalents 1.43 Others 7.22 Currencies in % Significant Transactions HKD KRW TWD BRL 7.11 THB 6.62 INR 3.33 ZAR 3.10 MXN 2.88 Others 8.13 Countries in % China South Korea Taiwan Brazil 7.10 Thailand 5.94 Hong Kong 5.78 Russia 4.72 India 4.29 Cash/Cash Equivalents 1.43 Others Samsung Electronics 4.83 Tencent Hldg Ltd 4.47 TSMC 4.01 Woori Bank 3.19 Bank of China Ltd 2.93 PTT Public Company Limited 2.67 Compal Electronics 2.51 KT Corporation 2.24 Hero Motocorp 2.13 China Mobile 2.12 Total Credit Suisse SICAV One 93

94 CS (Lux) Global Security Equity Fund a subfund of CS Investment Funds 2 - Class B The fund assets are invested worldwide in companies that are primarily active in Technology, Healthcare and Industrials, and that offer products and services related to health prevention/protection and environmental safety, IT security, transportation safety, and crime prevention. Patrick Kolb since May Total net assets (in mil.) Inception date of share class ) Management fee in % p.a TER (as of ) in % 2.20 Benchmark (BM) MSCI World (NR) Category B LU CSEQSBU LX Valor no Net asset value (NAV) Sales registration: Austria, Czech Republic, Finland, France, Germany, Gibraltar, Greece, Hungary, Italy, Liechtenstein,, Netherlands, Norway, Portugal, Spain, Sweden, Out of scope 3) Originally the fund was launched as of Oct. 19th 2006 as a FCP fund. 4) For more details, please refer to the relevant chapter "Net Fund statistics 2) 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Beta Net performance in (rebased to ) and yearly performance 2) CS (Lux) Global Security Equity Fund B MSCI World (NR) (Benchmark) For the evaluation of the performance data please be aware that the fund has been restructured and relaunched with effect of 02 May For the restructuring all assets and liabilities of the former CS EF (Lux) Global Security B have been transferred to CS (Lux) Global Security Equity Fund B. Fund management and investment policy remained unchanged. The data provided in this document reflect the performance of the CS EF (Lux) Global Security B as well as the performance of the CS (Lux) Global Security Equity Fund B. Past performance, whether actual or simulated, does not guarantee future results. Net performance in 2) ITD 5) Fund Benchmark ) inception to date Sectors in % Fund IT security Crime prevention Environmental security Health care protection Transportation safety Cash/Cash Equivalents 1.60 Currencies in % GBP 7.70 CHF 2.66 SEK 2.56 AUD 0.98 JPY 0.68 CAD 0.52 Countries in % USA United Kingdom 7.65 Spain 4.96 Israel 4.73 Germany 4.65 Netherlands 3.76 France Cash/Cash Equivalents 1.70 Others 4.73 Significant Transactions Purchases Sales - - Number of holdings Fund 50 IDEXX Labs 3.21 TransDigm Grp Thermo Fisher Scien 3.07 Wire Card 3.01 Intertek Group 2.91 Eurofins Scientific 2.66 KABA Holding 2.65 Mettler Toledo International 2.65 Prosegur 2.64 Experian 2.61 Total

95 CS (Lux) Global Security Equity Fund a subfund of CS Investment Funds 2 - Class BH CHF The fund assets are invested worldwide in companies that are primarily active in Technology, Healthcare and Industrials, and that offer products and services related to health prevention/protection and environmental safety, IT security, transportation safety, and crime prevention. Patrick Kolb since May Total net assets (in mil.) Inception date of share class ) Management fee in % p.a TER (as of ) in % 2.20 Benchmark (BM) No Benchmark (06/13) Category BH CHF LU CSEQSRC LX Valor no Net asset value (NAV) Sales registration: Austria, Czech Republic, Finland, France, Germany, Gibraltar, Greece, Hungary, Italy, Liechtenstein,, Netherlands, Norway, Portugal, Spain, Sweden, Out of scope 3) Originally the fund was launched as of Oct. 19th 2006 as a FCP fund. 4) For more details, please refer to the relevant chapter "Net Fund statistics 2) 3 years 5 years Annualised volatility in % Information ratio - - Tracking Error (Ex post) - - Beta - - Net performance in CHF (rebased to ) and yearly performance 2) CS (Lux) Global Security Equity Fund BH CHF Purchases Sales - - Fund For the evaluation of the performance data please be aware that the fund has been restructured and relaunched with effect of 02 May For the restructuring all assets and liabilities of the former CS EF (Lux) Global Security R CHF have been transferred to CS (Lux) Global Security Equity Fund BH CHF. Fund management and investment policy remained unchanged. The data provided in this document reflect the performance of the CS EF (Lux) Global Security R CHF as well as the performance of the CS (Lux) Global Security Equity Fund BH CHF. Past performance, whether actual or simulated, does not guarantee future results. Net performance in CHF 2) ITD 5) Fund ) inception to date Sectors in % Fund IT security Crime prevention Environmental security Health care protection Transportation safety Cash/Cash Equivalents 1.60 Currencies in % Significant Transactions Number of holdings GBP 7.70 CHF 2.66 SEK 2.56 AUD 0.98 JPY 0.68 CAD 0.52 Countries in % USA United Kingdom 7.65 Spain 4.96 Israel 4.73 Germany 4.65 Netherlands 3.76 France Cash/Cash Equivalents 1.70 Others 4.73 IDEXX Labs 3.21 TransDigm Grp Thermo Fisher Scien 3.07 Wire Card 3.01 Intertek Group 2.91 Eurofins Scientific 2.66 KABA Holding 2.65 Mettler Toledo International 2.65 Prosegur 2.64 Experian 2.61 Total Credit Suisse SICAV One 95

96 CS (Lux) Global Security Equity Fund a subfund of CS Investment Funds 2 - Class BH The fund assets are invested worldwide in companies that are primarily active in Technology, Healthcare and Industrials, and that offer products and services related to health prevention/protection and environmental safety, IT security, transportation safety, and crime prevention. Patrick Kolb since May Total net assets (in mil.) Inception date of share class ) Management fee in % p.a TER (as of ) in % 2.20 Benchmark (BM) No Benchmark (06/13) Category BH LU CSEQSRE LX Valor no Net asset value (NAV) Sales registration: Austria, Czech Republic, Finland, France, Germany, Gibraltar, Greece, Hungary, Italy, Liechtenstein,, Netherlands, Norway, Portugal, Spain, Sweden, Out of scope 3) Originally the fund was launched as of Oct. 19th 2006 as a FCP fund. 4) For more details, please refer to the relevant chapter "Net Fund statistics 2) 3 years 5 years Annualised volatility in % Information ratio - - Tracking Error (Ex post) - - Beta - - Net performance in (rebased to ) and yearly performance 2) CS (Lux) Global Security Equity Fund BH Purchases Sales - - Fund For the evaluation of the performance data please be aware that the fund has been restructured and relaunched with effect of 02 May For the restructuring all assets and liabilities of the former CS EF (Lux) Global Security R have been transferred to CS (Lux) Global Security Equity Fund BH. Fund management and investment policy remained unchanged. The data provided in this document reflect the performance of the CS EF (Lux) Global Security R as well as the performance of the CS (Lux) Global Security Equity Fund BH. Past performance, whether actual or simulated, does not guarantee future results. Net performance in 2) ITD 5) Fund ) inception to date Sectors in % Fund IT security Crime prevention Environmental security Health care protection Transportation safety Cash/Cash Equivalents 1.60 Currencies in % Significant Transactions Number of holdings GBP 7.70 CHF 2.66 SEK 2.56 AUD 0.98 JPY 0.68 CAD 0.52 Countries in % USA United Kingdom 7.65 Spain 4.96 Israel 4.73 Germany 4.65 Netherlands 3.76 France Cash/Cash Equivalents 1.70 Others 4.73 IDEXX Labs 3.21 TransDigm Grp Thermo Fisher Scien 3.07 Wire Card 3.01 Intertek Group 2.91 Eurofins Scientific 2.66 KABA Holding 2.65 Mettler Toledo International 2.65 Prosegur 2.64 Experian 2.61 Total

97 CS (Lux) Japan Value Equity Fund a subfund of CS Investment Funds 2 - Class B JPY This Fund is not suitable for investors with a relative-return perspective and a rolling investment horizon of less than 5 years. The Credit Suisse (Lux) Japan Value Equity Fund pursues a "deep value" approach based on the classic Graham & Dodd discipline. To this end the fund invests in undervalued companies which are domiciled or conduct a majority of their business activities in Japan. The investment decisions are not made on the basis of a benchmark; nevertheless, investors can use the MSCI Japan Index as a long-term yardstick. The value approach can deliver above-average results over a long period because it disciplines investors not to pay too much for an investment. Gregor Trachsel since JPY 31. May Total net assets (in mil.) 11' Inception date Management fee in % p.a TER (as of ) in % 2.20 Benchmark (BM) MSCI Japan (NR) Category B JPY LU CSEJPVB LX Valor no Net asset value (NAV) 1' Out of scope 3) For more details, please refer to the relevant chapter "Net Net performance in JPY (rebased to ) and yearly performance 2) CS (Lux) Japan Value Equity Fund B JPY MSCI Japan (NR) Purchases Sales Fund Benchmark Compared with benchmark (Benchmark) Fund Benchmark Sectors in % Industrials Materials Consumer Staples Utilities Financials Consumer Discretionary Information Technology Energy Health Care Cash/Cash Equivalents years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Beta Significant Transactions Nikkiso 2.29 Gakken Hld Co. Ltd 2.16 Maruyama 2.13 Hokkaido Gas 2.10 ASAHI Holdings 2.08 JBCC 2.08 Lixil Group 2.07 Yushin Precision 2.06 Mitsubishi Gas Chem Mitsubishi Heavy Ind Total Credit Suisse SICAV One 97

98 CS (Lux) European Dividend Plus Equity Fund a subfund of CS Investment Funds 2 - Class A & B The subfund invests in a broadly diversified European equity portfolio that can be expected to yield above-average dividends. Felix Maag, Nicola Nolè since , , 31. May Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.88 Benchmark (BM) MSCI Europe (NR) in Category A Category B (distribution) LU LU CSEUEQA CSEUEQB LX LX Valor no Net asset value (NAV) Last distribution Distribution value Out of scope 3) For more details, please refer to the relevant chapter "Net Fund statistics 2) Dividend Yield (Fund/BM) 4.75/ years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Beta Net performance in (rebased to ) and yearly performance 2) CS (Lux) European Dividend Plus Equity Fund B MSCI Europe (NR) in Purchases Sales UNIBAIL RODAMCO VONTOBEL HOLDING BRITISH LAND INTERMEDIATE CAPITAL GROUP KON DSM ADMIRAL GROUP Fund Benchmark Compared with benchmark (Benchmark) Fund Benchmark Sectors in % Financials Consumer Staples Health Care Industrials Consumer Discretionary Energy Telecommunication Services Materials Cash/Cash Equivalents Others Currencies in % Significant Transactions GBP CHF SEK 4.31 NOK Countries in % United Kingdom France Germany Netherlands 6.90 Italy 4.35 Sweden 4.09 Finland 3.98 Cash/Cash Equivalents 1.81 Others 6.87 Nestle SA 5.28 Roche Holding AG 3.58 Royal Dutch Shell 'A' 3.56 GlaxoSmithKline PLC 3.54 HSBC Holdings 3.42 British American Tobacco 3.41 Novartis AG 3.15 Sanofi 2.43 TOTAL SA 2.40 AstraZeneca 2.32 Total

99 CS (Lux) European Dividend Plus Equity Fund a subfund of CS Investment Funds 2 - Class IB The subfund invests in a broadly diversified European equity portfolio that can be expected to yield above-average dividends. Felix Maag, Nicola Nolè since , , 31. May Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 0.97 Benchmark (BM) MSCI Europe (NR) in Category IB LU CSEUEQI LX Valor no Net asset value (NAV) 1' Last distribution - Distribution value - Min. Investment Amount 500'000 Out of scope 3) For more details, please refer to the relevant chapter "Net Fund statistics 2) Dividend Yield (Fund/BM) 4.75/ years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Beta Net performance in (rebased to ) and yearly performance 2) CS (Lux) European Dividend Plus Equity Fund IB MSCI Europe (NR) in Purchases Sales UNIBAIL RODAMCO VONTOBEL HOLDING BRITISH LAND INTERMEDIATE CAPITAL GROUP KON DSM ADMIRAL GROUP Fund Benchmark Compared with benchmark (Benchmark) Fund Benchmark Sectors in % Financials Consumer Staples Health Care Industrials Consumer Discretionary Energy Telecommunication Services Materials Cash/Cash Equivalents Others Currencies in % Significant Transactions GBP CHF SEK 4.31 NOK Countries in % United Kingdom France Germany Netherlands 6.90 Italy 4.35 Sweden 4.09 Finland 3.98 Cash/Cash Equivalents 1.81 Others 6.87 Nestle SA 5.28 Roche Holding AG 3.58 Royal Dutch Shell 'A' 3.56 GlaxoSmithKline PLC 3.54 HSBC Holdings 3.42 British American Tobacco 3.41 Novartis AG 3.15 Sanofi 2.43 TOTAL SA 2.40 AstraZeneca 2.32 Total Credit Suisse SICAV One 99

100 CS (Lux) European Dividend Plus Equity Fund a subfund of CS Investment Funds 2 - Class BH CHF The subfund invests in a broadly diversified European equity portfolio that can be expected to yield above-average dividends. Felix Maag, Nicola Nolè since , , 31. May Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.88 Benchmark (BM) No Benchmark Category BH CHF LU CSEEDRC LX Valor no Net asset value (NAV) Last distribution - Distribution value - Out of scope 3) For more details, please refer to the relevant chapter "Net Fund statistics 2) 3 years 5 years Annualised volatility in % Information ratio - - Tracking Error (Ex post) - - Beta - - Net performance in CHF (rebased to ) and yearly performance 2) CS (Lux) European Dividend Plus Equity Fund BH CHF Purchases Sales UNIBAIL RODAMCO VONTOBEL HOLDING BRITISH LAND INTERMEDIATE CAPITAL GROUP KON DSM ADMIRAL GROUP (Fund) Fund Sectors in % Fund Financials Consumer Staples Health Care Industrials Consumer Discretionary 8.02 Energy 7.18 Telecommunication Services 6.44 Materials 6.23 Cash/Cash Equivalents 1.81 Others 7.27 Currencies in % Significant Transactions GBP CHF SEK 4.31 NOK Countries in % United Kingdom France Germany Netherlands 6.90 Italy 4.35 Sweden 4.09 Finland 3.98 Cash/Cash Equivalents 1.81 Others 6.87 Nestle SA 5.28 Roche Holding AG 3.58 Royal Dutch Shell 'A' 3.56 GlaxoSmithKline PLC 3.54 HSBC Holdings 3.42 British American Tobacco 3.41 Novartis AG 3.15 Sanofi 2.43 TOTAL SA 2.40 AstraZeneca 2.32 Total 33.09

101 CS (Lux) Global Balanced Convertible Bond Fund a subfund of CS Investment Funds 2 - Class B The fund provides an actively managed exposure to global convertibles as a most efficient multi-asset class strategy involving equity, credit and volatility on a globally diversified basis, with the aim of achieving superior risk-adjusted returns. The risk profile is comparable to that of a classic balanced fund. The fund invests mainly in convertible securities issued by public and private issuers. Traditional bonds, equity and structured products may be held in complement. Investments are made globally with no restrictions as to country or currency. Peter Schilling since May Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.46 Benchmark (BM) Thomson Reuters CV Gl. Focus (TR) (-Hgd) Category B LU CGBCVBE LX Valor no Net asset value (NAV) In scope - tax 3) For more details, please refer to the relevant chapter "Net Fund statistics 2) 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 4) ) Maximum drawdown is the most negative cumulative return over a given time period. Number of holdings Fund 143 Net performance in (rebased to ) and yearly performance 2) CS (Lux) Global Balanced Convertible Bond Fund B Thomson Reuters CV Gl. Focus (TR) (-Hgd) (Benchmark) Fund Benchmark Sectors in % Information Technology Industrials Financials Consumer Discretionary Health Care 9.75 Energy 5.71 Consumer Staples 3.81 Cash/Cash Equivalents 0.80 Others 7.67 Duration and Yield 5) Delta in % Current Yield 1.03 Bond Floor Modified duration in years ) Due to the optionalities involved in the structure of convertible bonds, certain assumptions must be applied in order to calculate these figures. Credit Ratings in % AAA (Bucket) 0.26 AA (Bucket) 1.77 A (Bucket) BBB (Bucket) BB (Bucket) B (Bucket) 9.23 Default Probability Weighted Average Credit Rating = BB+ Linear Weighted Average Credit Rating = BBB- Position Maturity as % of assets Microchip Techn Siemens Financiering Ctrip.Com Intel Suzuki Motor Citrix Syst LVMH Moet Vuitton Priceline Group CV Red Hat Deutsche Post Total Credit Suisse SICAV One 101

102 CS (Lux) Global Balanced Convertible Bond Fund a subfund of CS Investment Funds 2 - Class IB The fund provides an actively managed exposure to global convertibles as a most efficient multi-asset class strategy involving equity, credit and volatility on a globally diversified basis, with the aim of achieving superior risk-adjusted returns. The risk profile is comparable to that of a classic balanced fund. The fund invests mainly in convertible securities issued by public and private issuers. Traditional bonds, equity and structured products may be held in complement. Investments are made globally with no restrictions as to country or currency. Peter Schilling since May Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 0.86 Benchmark (BM) Thomson Reuters CV Gl. Focus (TR) (-Hgd) Category IB LU CSGBCVI LX Valor no Net asset value (NAV) 1' Min. Investment Amount 500'000 In scope - tax 3) For more details, please refer to the relevant chapter "Net Fund statistics 2) 1 year 3 years Annualized volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 4) ) Maximum drawdown is the most negative cumulative return over a given time period. Number of holdings Fund 143 Net performance in (rebased to ) and yearly performance 2) CS (Lux) Global Balanced Convertible Bond Fund IB Thomson Reuters CV Gl. Focus (TR) (-Hgd) (Fund) (Benchmark) 4 35% 3 25% 2 15% 1 5% -5% Fund Benchmark Sectors in % Information Technology Industrials Financials Consumer Discretionary Health Care 9.75 Energy 5.71 Consumer Staples 3.81 Cash/Cash Equivalents 0.80 Others 7.67 Duration and Yield 5) Delta in % Current Yield 1.03 Bond Floor Modified duration in years ) Due to the optionalities involved in the structure of convertible bonds, certain assumptions must be applied in order to calculate these figures. Credit Ratings in % AAA (Bucket) 0.26 AA (Bucket) 1.77 A (Bucket) BBB (Bucket) BB (Bucket) B (Bucket) 9.23 Default Probability Weighted Average Credit Rating = BB+ Linear Weighted Average Credit Rating = BBB- Position Maturity as % of assets Microchip Techn Siemens Financiering Ctrip.Com Intel Suzuki Motor Citrix Syst LVMH Moet Vuitton Priceline Group CV Red Hat Deutsche Post Total

103 CS (Lux) Global Balanced Convertible Bond Fund a subfund of CS Investment Funds 2 - Class BH CHF The fund provides an actively managed exposure to global convertibles as a most efficient multi-asset class strategy involving equity, credit and volatility on a globally diversified basis, with the aim of achieving superior risk-adjusted returns. The risk profile is comparable to that of a classic balanced fund. The fund invests mainly in convertible securities issued by public and private issuers. Traditional bonds, equity and structured products may be held in complement. Investments are made globally with no restrictions as to country or currency. Peter Schilling since May Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.46 Benchmark (BM) Thomson Reuters CV Gl. Focus (TR) (CHF-Hgd) Category BH CHF LU CGBCVRC LX Valor no Net asset value (NAV) In scope - tax 3) For more details, please refer to the relevant chapter "Net Fund statistics 2) 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 4) ) Maximum drawdown is the most negative cumulative return over a given time period. Number of holdings Fund 143 Net performance in CHF (rebased to ) and yearly performance 2) CS (Lux) Global Balanced Convertible Bond Fund BH CHF Thomson Reuters CV Gl. Focus (TR) (CHF-Hgd) (Fund) (Benchmark) 35% 3 25% 2 15% 1 5% -5% -1 Fund Benchmark Sectors in % Information Technology Industrials Financials Consumer Discretionary Health Care 9.75 Energy 5.71 Consumer Staples 3.81 Cash/Cash Equivalents 0.80 Others 7.67 Duration and Yield 5) Delta in % Current Yield 1.03 Bond Floor Modified duration in years ) Due to the optionalities involved in the structure of convertible bonds, certain assumptions must be applied in order to calculate these figures. Credit Ratings in % AAA (Bucket) 0.26 AA (Bucket) 1.77 A (Bucket) BBB (Bucket) BB (Bucket) B (Bucket) 9.23 Default Probability Weighted Average Credit Rating = BB+ Linear Weighted Average Credit Rating = BBB- Position Maturity as % of assets Microchip Techn Siemens Financiering Ctrip.Com Intel Suzuki Motor Citrix Syst LVMH Moet Vuitton Priceline Group CV Red Hat Deutsche Post Total Credit Suisse SICAV One 103

104 CS (Lux) Global Balanced Convertible Bond Fund a subfund of CS Investment Funds 2 - Class BH The fund provides an actively managed exposure to global convertibles as a most efficient multi-asset class strategy involving equity, credit and volatility on a globally diversified basis, with the aim of achieving superior risk-adjusted returns. The risk profile is comparable to that of a classic balanced fund. The fund invests mainly in convertible securities issued by public and private issuers. Traditional bonds, equity and structured products may be held in complement. Investments are made globally with no restrictions as to country or currency. Peter Schilling since May Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.46 Benchmark (BM) Thomson Reuters CV Gl. Focus (TR) (-Hgd) Category BH LU CGBCVRE LX Valor no Net asset value (NAV) In scope - tax 3) For more details, please refer to the relevant chapter "Net Fund statistics 2) 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 4) ) Maximum drawdown is the most negative cumulative return over a given time period. Number of holdings Fund 143 Net performance in (rebased to ) and yearly performance 2) CS (Lux) Global Balanced Convertible Bond Fund BH Thomson Reuters CV Gl. Focus (TR) (-Hgd) (Fund) (Benchmark) Fund Benchmark Sectors in % Information Technology Industrials Financials Consumer Discretionary Health Care 9.75 Energy 5.71 Consumer Staples 3.81 Cash/Cash Equivalents 0.80 Others 7.67 Duration and Yield 5) Delta in % Current Yield 1.03 Bond Floor Modified duration in years ) Due to the optionalities involved in the structure of convertible bonds, certain assumptions must be applied in order to calculate these figures. Credit Ratings in % AAA (Bucket) 0.26 AA (Bucket) 1.77 A (Bucket) BBB (Bucket) BB (Bucket) B (Bucket) 9.23 Default Probability Weighted Average Credit Rating = BB+ Linear Weighted Average Credit Rating = BBB- Position Maturity as % of assets Microchip Techn Siemens Financiering Ctrip.Com Intel Suzuki Motor Citrix Syst LVMH Moet Vuitton Priceline Group CV Red Hat Deutsche Post Total

105 CS (Lux) Global Balanced Convertible Bond Fund a subfund of CS Investment Funds 2 - Class IBH CHF The fund provides an actively managed exposure to global convertibles as a most efficient multi-asset class strategy involving equity, credit and volatility on a globally diversified basis, with the aim of achieving superior risk-adjusted returns. The risk profile is comparable to that of a classic balanced fund. The fund invests mainly in convertible securities issued by public and private issuers. Traditional bonds, equity and structured products may be held in complement. Investments are made globally with no restrictions as to country or currency. Peter Schilling since May Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 0.96 Benchmark (BM) Thomson Reuters CV Gl. Focus (TR) (CHF-Hgd) Category IBH CHF LU CGBCVSC LX Valor no Net asset value (NAV) 1' Min. Investment Amount 500'000 In scope - tax 3) For more details, please refer to the relevant chapter "Net Fund statistics 2) 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 4) ) Maximum drawdown is the most negative cumulative return over a given time period. Number of holdings Fund 143 Net performance in CHF (rebased to ) and yearly performance 2) CS (Lux) Global Balanced Convertible Bond Fund IBH CHF Thomson Reuters CV Gl. Focus (TR) (CHF-Hgd) (Fund) (Benchmark) 35% 3 25% 2 15% 1 5% -5% -1 Fund Benchmark Sectors in % Information Technology Industrials Financials Consumer Discretionary Health Care 9.75 Energy 5.71 Consumer Staples 3.81 Cash/Cash Equivalents 0.80 Others 7.67 Duration and Yield 5) Delta in % Current Yield 1.03 Bond Floor Modified duration in years ) Due to the optionalities involved in the structure of convertible bonds, certain assumptions must be applied in order to calculate these figures. Credit Ratings in % AAA (Bucket) 0.26 AA (Bucket) 1.77 A (Bucket) BBB (Bucket) BB (Bucket) B (Bucket) 9.23 Default Probability Weighted Average Credit Rating = BB+ Linear Weighted Average Credit Rating = BBB- Position Maturity as % of assets Microchip Techn Siemens Financiering Ctrip.Com Intel Suzuki Motor Citrix Syst LVMH Moet Vuitton Priceline Group CV Red Hat Deutsche Post Total Credit Suisse SICAV One 105

106 CS (Lux) Global Balanced Convertible Bond Fund a subfund of CS Investment Funds 2 - Class IBH The fund provides an actively managed exposure to global convertibles as a most efficient multi-asset class strategy involving equity, credit and volatility on a globally diversified basis, with the aim of achieving superior risk-adjusted returns. The risk profile is comparable to that of a classic balanced fund. The fund invests mainly in convertible securities issued by public and private issuers. Traditional bonds, equity and structured products may be held in complement. Investments are made globally with no restrictions as to country or currency. Peter Schilling since May Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 0.95 Benchmark (BM) Thomson Reuters CV Gl. Focus (TR) (-Hgd) Category IBH LU CGBCVSE LX Valor no Net asset value (NAV) 1' Min. Investment Amount 500'000 In scope - tax 3) For more details, please refer to the relevant chapter "Net Fund statistics 2) 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 4) ) Maximum drawdown is the most negative cumulative return over a given time period. Number of holdings Fund 143 Net performance in (rebased to ) and yearly performance 2) CS (Lux) Global Balanced Convertible Bond Fund IBH Thomson Reuters CV Gl. Focus (TR) (-Hgd) (Fund) (Benchmark) Fund Benchmark Sectors in % Information Technology Industrials Financials Consumer Discretionary Health Care 9.75 Energy 5.71 Consumer Staples 3.81 Cash/Cash Equivalents 0.80 Others 7.67 Duration and Yield 5) Delta in % Current Yield 1.03 Bond Floor Modified duration in years ) Due to the optionalities involved in the structure of convertible bonds, certain assumptions must be applied in order to calculate these figures. Credit Ratings in % AAA (Bucket) 0.26 AA (Bucket) 1.77 A (Bucket) BBB (Bucket) BB (Bucket) B (Bucket) 9.23 Default Probability Weighted Average Credit Rating = BB+ Linear Weighted Average Credit Rating = BBB- Position Maturity as % of assets Microchip Techn Siemens Financiering Ctrip.Com Intel Suzuki Motor Citrix Syst LVMH Moet Vuitton Priceline Group CV Red Hat Deutsche Post Total

107 CS (Lux) Global Balanced Convertible Bond Fund a subfund of CS Investment Funds 2 - Class EBH The fund provides an actively managed exposure to global convertibles as a most efficient multi-asset class strategy involving equity, credit and volatility on a globally diversified basis, with the aim of achieving superior risk-adjusted returns. The risk profile is comparable to that of a classic balanced fund. The fund invests mainly in convertible securities issued by public and private issuers. Traditional bonds, equity and structured products may be held in complement. Investments are made globally with no restrictions as to country or currency. Peter Schilling since May Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 0.64 Benchmark (BM) Thomson Reuters CV Gl. Focus (TR) (-Hgd) Category EBH LU CGBCVTE LX Valor no Net asset value (NAV) 1' In scope - tax 3) For more details, please refer to the relevant chapter "Net Fund statistics 2) 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 4) ) Maximum drawdown is the most negative cumulative return over a given time period. Number of holdings Fund 143 Net performance in (rebased to ) and yearly performance 2) CS (Lux) Global Balanced Convertible Bond Fund EBH Thomson Reuters CV Gl. Focus (TR) (-Hgd) (Fund) (Benchmark) 3 25% 2 15% 1 5% -5% -1-15% Fund Benchmark Sectors in % Information Technology Industrials Financials Consumer Discretionary Health Care 9.75 Energy 5.71 Consumer Staples 3.81 Cash/Cash Equivalents 0.80 Others 7.67 Duration and Yield 5) Delta in % Current Yield 1.03 Bond Floor Modified duration in years ) Due to the optionalities involved in the structure of convertible bonds, certain assumptions must be applied in order to calculate these figures. Credit Ratings in % AAA (Bucket) 0.26 AA (Bucket) 1.77 A (Bucket) BBB (Bucket) BB (Bucket) B (Bucket) 9.23 Default Probability Weighted Average Credit Rating = BB+ Linear Weighted Average Credit Rating = BBB- Position Maturity as % of assets Microchip Techn Siemens Financiering Ctrip.Com Intel Suzuki Motor Citrix Syst LVMH Moet Vuitton Priceline Group CV Red Hat Deutsche Post Total Credit Suisse SICAV One 107

108 CS (Lux) Global Dividend Plus Equity Fund a subfund of CS Investment Funds 2 - Class A & B The subfund invests in a broadly diversified worldwide equity portfolio that can be expected to yield above-average dividends. Felix Maag, Aude Scheuer since , , 31. May Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.92 Benchmark (BM) MSCI World (NR) Category A Category B (distribution) LU LU CSGEDPA CGSEDPB LX LX Valor no Net asset value (NAV) Out of scope 3) For more details, please refer to the relevant chapter "Net Fund statistics 2) Dividend Yield (Fund/BM) 3.90/ years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Beta Net performance in (rebased to ) and yearly performance 2) CS (Lux) Global Dividend Plus Equity Fund B MSCI World (NR) Purchases Sales CISCO SYSTEMS MICROSOFT UNIBAIL RODAMCO INTERMEDIATE CAPITAL GROUP FLIGHT CENTRE TRAVEL GROUP - - MICROCHIP TECHNOLOGY - PEARSON Fund Benchmark Compared with benchmark (Benchmark) Fund Benchmark Sectors in % Financials Health Care Information Technology Consumer Staples Consumer Discretionary Industrials Energy Telecommunication Services Cash/Cash Equivalents Others Currencies in % Significant Transactions GBP 6.81 CHF 6.57 CAD 6.06 HKD 3.29 AUD 2.86 SGD 2.56 JPY 1.74 Others 2.74 Countries in % USA United Kingdom 6.45 Canada 6.04 France 4.81 Germany 4.39 Hong Kong 3.28 Australia 2.85 Cash/Cash Equivalents 0.76 Others Intel 2.53 Microsoft Corp 2.48 Merck 2.40 Altria 2.23 Pfizer 2.16 JPMorgan Chase 2.03 General Electric 1.96 AT&T 1.88 Chevron 1.77 Kimberly-Clark 1.73 Total

109 CS (Lux) Global Dividend Plus Equity Fund a subfund of CS Investment Funds 2 - Class BH CHF The subfund invests in a broadly diversified worldwide equity portfolio that can be expected to yield above-average dividends. Felix Maag, Aude Scheuer since , , 31. May Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.92 Benchmark (BM) No Benchmark Category BH CHF LU CSGEDRC LX Valor no Net asset value (NAV) Out of scope 3) For more details, please refer to the relevant chapter "Net Fund statistics 2) 3 years 5 years Annualised volatility in % Information ratio - - Tracking Error (Ex post) - - Beta - - Net performance in CHF (rebased to ) and yearly performance 2) CS (Lux) Global Dividend Plus Equity Fund BH CHF (Benchmark) Purchases Sales CISCO SYSTEMS MICROSOFT UNIBAIL RODAMCO INTERMEDIATE CAPITAL GROUP FLIGHT CENTRE TRAVEL GROUP - - MICROCHIP TECHNOLOGY - PEARSON (Fund) Fund Sectors in % Fund Financials Health Care Information Technology Consumer Staples Consumer Discretionary Industrials Energy 6.14 Telecommunication Services 5.18 Cash/Cash Equivalents 0.76 Others 8.73 Currencies in % Significant Transactions GBP 6.81 CHF 6.57 CAD 6.06 HKD 3.29 AUD 2.86 SGD 2.56 JPY 1.74 Others 2.74 Countries in % USA United Kingdom 6.45 Canada 6.04 France 4.81 Germany 4.39 Hong Kong 3.28 Australia 2.85 Cash/Cash Equivalents 0.76 Others Intel 2.53 Microsoft Corp 2.48 Merck 2.40 Altria 2.23 Pfizer 2.16 JPMorgan Chase 2.03 General Electric 1.96 AT&T 1.88 Chevron 1.77 Kimberly-Clark 1.73 Total Credit Suisse SICAV One 109

110 CS (Lux) Global Dividend Plus Equity Fund a subfund of CS Investment Funds 2 - Class IB The subfund invests in a broadly diversified worldwide equity portfolio that can be expected to yield above-average dividends. Felix Maag, Aude Scheuer since , , 31. May Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.00 Benchmark (BM) MSCI World (NR) Category IB LU CSGEDVI LX Valor no Net asset value (NAV) 1' Min. Investment Amount 500'000 Out of scope 3) For more details, please refer to the relevant chapter "Net Fund statistics 2) Dividend Yield (Fund/BM) 3.90/ year 3 years Annualized volatility in % Tracking Error (Ex post) Beta Net performance in (rebased to ) and yearly performance 2) Purchases Sales CISCO SYSTEMS MICROSOFT UNIBAIL RODAMCO INTERMEDIATE CAPITAL GROUP FLIGHT CENTRE TRAVEL GROUP - - MICROCHIP TECHNOLOGY - PEARSON CS (Lux) Global Dividend Plus Equity Fund IB MSCI World (NR) Fund Benchmark Compared with benchmark (Benchmark) Fund Benchmark Sectors in % Financials Health Care Information Technology Consumer Staples Consumer Discretionary Industrials Energy Telecommunication Services Cash/Cash Equivalents Others Currencies in % Significant Transactions GBP 6.81 CHF 6.57 CAD 6.06 HKD 3.29 AUD 2.86 SGD 2.56 JPY 1.74 Others 2.74 Countries in % USA United Kingdom 6.45 Canada 6.04 France 4.81 Germany 4.39 Hong Kong 3.28 Australia 2.85 Cash/Cash Equivalents 0.76 Others Intel 2.53 Microsoft Corp 2.48 Merck 2.40 Altria 2.23 Pfizer 2.16 JPMorgan Chase 2.03 General Electric 1.96 AT&T 1.88 Chevron 1.77 Kimberly-Clark 1.73 Total 21.17

111 CS (Lux) Global Dividend Plus Equity Fund a subfund of CS Investment Funds 2 - Class IBH CHF The subfund invests in a broadly diversified worldwide equity portfolio that can be expected to yield above-average dividends. Felix Maag, Aude Scheuer since , , 31. May Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.01 Benchmark (BM) No Benchmark Category IBH CHF LU CSGEDSC LX Valor no Net asset value (NAV) 1' Min. Investment Amount 500'000 Out of scope 3) For more details, please refer to the relevant chapter "Net Fund statistics 2) 3 years 5 years Annualised volatility in % Information ratio - - Tracking Error (Ex post) - - Beta - - Net performance in CHF (rebased to ) and yearly performance 2) CS (Lux) Global Dividend Plus Equity Fund IBH CHF Purchases Sales CISCO SYSTEMS MICROSOFT UNIBAIL RODAMCO INTERMEDIATE CAPITAL GROUP FLIGHT CENTRE TRAVEL GROUP - - MICROCHIP TECHNOLOGY - PEARSON (Fund) Fund Sectors in % Fund Financials Health Care Information Technology Consumer Staples Consumer Discretionary Industrials Energy 6.14 Telecommunication Services 5.18 Cash/Cash Equivalents 0.76 Others 8.73 Currencies in % Significant Transactions GBP 6.81 CHF 6.57 CAD 6.06 HKD 3.29 AUD 2.86 SGD 2.56 JPY 1.74 Others 2.74 Countries in % USA United Kingdom 6.45 Canada 6.04 France 4.81 Germany 4.39 Hong Kong 3.28 Australia 2.85 Cash/Cash Equivalents 0.76 Others Intel 2.53 Microsoft Corp 2.48 Merck 2.40 Altria 2.23 Pfizer 2.16 JPMorgan Chase 2.03 General Electric 1.96 AT&T 1.88 Chevron 1.77 Kimberly-Clark 1.73 Total Credit Suisse SICAV One 111

112 CS (Lux) IndexSelection Fund Balanced CHF a subfund of CS Investment Funds 2 - Class B CHF The primary investment objective of the fund is real-term capital preservation and long-term capital enhancement through regular income, as well as capital and currency gains. The fund invests in a broadly diversified portfolio of index-linked instruments such as exchange traded funds (ETFs), investment funds, structured products, and derivatives. The fund is invested worldwide in equities, bonds, currencies, commodities, and other alternative investments. The overall foreign currency exposure is predominantly hedged back in swiss franc. Florian Boehringer since CHF 31. May Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.59 Category B CHF LU CSOIBSB LX Valor no Net asset value (NAV) In scope - tax 2) For more details, please refer to the relevant chapter "Net 3 years 5 years Annualised volatility in % Maximum drawdown in % 3) ) Maximum drawdown is the most negative cumulative return over a given time period. Net performance in CHF (rebased to ) and yearly performance 2) CS (Lux) IndexSelection Fund Balanced CHF B Fund Asset allocation in % Cash/Cash Equivalents Bonds Equity Alternatives Total Asia Pacific Euroland UK Canada USA Others Emerging Markets Global Japan Total Allocation asset classes in % Duration Equity Bonds Cash/Cash Equivalents Alternatives 7.87 Modified duration in years 5.18 Allocation of bonds in % Government Corporate Bonds Emerging Market Bonds High Yield Bonds Inflation Linked Bonds 9.78 Total.00 Currencies in % (after hedging) 2 15% 1 5% -5% -1-15% CHF JPY 3.10 CAD GBP 1.80 AUD Others 8.30 ishares JPM Emerging Market Bond ETF 7.19 ishares eb. rexx. Money Market 6.12 Vanguard S&P 500 Index ETF 6.03 ishares SMI ETF 5.55 Ishares PLC 4.67 Vanguard Emerging Markets Stock Index 4.47 Fund db x-trackers II-IBOXX Gl. Inf.-Link.TRI 3.65 Hedg. ETF UBS Bloomberg Commodity Index ETF 3.46 ishares Euro Government Bond 3-5 ETF 3.45 dx x-trackers MSCI EMU ETF 3.05 Total ) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/or 112

113 CS (Lux) IndexSelection Fund Growth CHF a subfund of CS Investment Funds 2 - Class B CHF The investment objective of the fund is to achieve the highest possible total return in Swiss francs. The fund invests in a broadly diversified portfolio of index-linked instruments such as exchange traded funds (ETFs), investment funds, structured products, and derivatives. The fund is invested worldwide in equities, bonds, currencies, commodities, and other alternative investments. The overall foreign currency exposure is predominantly hedged back in swiss franc. Net performance in CHF (rebased to ) and yearly performance 2) CS (Lux) IndexSelection Fund Growth CHF B % 2 15% 1 5% -5% -1-15% Florian Boehringer since CHF 31. May Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.77 Category B CHF LU CSOICSB LX Valor no Net asset value (NAV) In scope - tax 2) For more details, please refer to the relevant chapter "Net 3 years 5 years Annualised volatility in % Maximum drawdown in % 3) ) Maximum drawdown is the most negative cumulative return over a given time period. Fund Asset allocation in % Cash/Cash Equivalents Bonds Equity Alternatives Total Asia Pacific Euroland UK Canada USA Others Emerging Markets Global Japan Total Allocation asset classes in % Duration Equity Bonds Cash/Cash Equivalents 7.82 Alternatives 7.34 Modified duration in years 5.59 Allocation of bonds in % Government Emerging Market Bonds Corporate Bonds Inflation Linked Bonds High Yield Bonds 9.87 Total.00 Currencies in % (after hedging) CHF JPY 5.30 GBP CAD AUD 0.70 Others Vanguard S&P 500 Index ETF 8.86 Vanguard Emerging Markets Stock Index 7.41 Fund SMI Futures 7.22 dx x-trackers MSCI EMU ETF 5.26 ishares JPM Emerging Market Bond ETF 4.81 ishares MSCI EMU ETF 4.70 ishares SMI ETF 4.41 db x-trackers SMI ETF 4.03 Powershares Nasdaq ETF 3.37 SPDR S&P 500 ETF 3.08 Total Credit Suisse SICAV One 1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/or 113

114 CS (Lux) IndexSelection Fund Yield CHF a subfund of CS Investment Funds 2 - Class B CHF The investment objective of the fund is to achieve an appropriate return in Swiss francs. The fund invests in a broadly diversified portfolio of index-linked instruments such as exchange traded funds (ETFs), investment funds, structured products, and derivatives. The fund is invested worldwide in equities, bonds, currencies, commodities, and other alternative investments. The overall foreign currency exposure is predominantly hedged back in swiss franc. Net performance in CHF (rebased to ) and yearly performance 2) CS (Lux) IndexSelection Fund Yield CHF B % 6% 4% 2% -2% -4% -6% -8% Florian Boehringer since CHF 31. May Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.41 Category B CHF LU CSOIISB LX Valor no Net asset value (NAV) In scope - tax 2) For more details, please refer to the relevant chapter "Net 3 years 5 years Annualised volatility in % Maximum drawdown in % 3) ) Maximum drawdown is the most negative cumulative return over a given time period. Fund Asset allocation in % Cash/Cash Equivalents Bonds Equity Alternatives Total Asia Pacific Euroland UK Canada USA Others Emerging Markets Global Japan Total Allocation asset classes in % Duration Bonds Equity Cash/Cash Equivalents Alternatives 7.93 Modified duration in years 5.04 Allocation of bonds in % Government Corporate Bonds Emerging Market Bonds High Yield Bonds Inflation Linked Bonds 6.43 Total.00 Currencies in % (after hedging) CHF JPY 1.90 AUD 1.30 CAD 1.20 GBP Others 6.00 ishares JPM Emerging Market Bond ETF 8.79 ishares Euro Government Bond 3-5 ETF 6.47 Ishares PLC 4.91 ishares High Yield Bond ETF 3.99 Vanguard Government Bond Fund 3.97 ishares Treasury 1-3 Bond ETF 3.56 ishares SMI ETF 3.50 Vanguard Investment Grade Bond 3.48 Fund db x-trackers II-IBOXX Gl. Inf.-Link.TRI 3.40 Hedg. ETF UBS Bloomberg Commodity Index ETF 3.40 Total ) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/or 114

115 CS (Lux) Small and Mid Cap Alpha Long/Short Fund a subfund of CS Investment Funds 2 - Class B The CS (Lux) Small and Mid Cap Alpha Long/ Short Fund aims to generate absolute positive returns by exploiting the inefficiencies of the small and mid-cap markets in Europe with a focus on German speaking countries. The portfolio managers buy the equities they think will perform best, while at the same time selling stocks in companies that, in their views, will underperform the market. The objective is to create a portfolio that has lower volatility, less correlation with the equity markets and a better risk-adjusted performance than a long-only fund. Felix Meier since May Total net assets (in mil.) Inception date Management fee in % p.a TER without performance fee ( ) in % 2.28 Performance fee in % with Highwatermark Benchmark (BM) CS AllHedge Long/Short Equity (-Hgd) (04/14) Category B LU CSSMLSB LX Valor no Net asset value (NAV) ) For more details, please refer to the relevant chapter "Net 3 years 5 years Annualised volatility in % Information ratio Fund Exposures Total gross exposure Long exposure Short exposure Net exposure Number of long positions Number of short positions Net performance in (rebased to ) and yearly performance 2) CS (Lux) Small and Mid Cap Alpha Long/Short Fund B CS AllHedge Long/Short Equity (-Hgd) (04/ 14) (Fund) (Benchmark) 3 25% 2 15% 1 5% -5% -1 Fund Benchmark Historical monthly performance in % 2) Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD Credit Suisse SICAV One 1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/or 115

116 Allocation by Country in % Long Short Net Denmark Finland France Germany Italy Netherlands Norway Portugal Spain Sweden United Kingdom Net Exposure Countries Germany 42.65% Denmark Finland Italy Norway 3.09% 2.43% 2.41% 0.69% 0.24% Netherlands Sweden United Kingdom Portugal Spain France -0.15% -0.19% -0.37% % -0.75% -2.69% Allocation by Sector in % Net Exposure Sectors 3) Long Short Net Consumer Discretionary Consumer Staples Energy Financials Health Care Industrials Information Technology Materials Telecommunication Services Utilities Information Technology Industrials Health Care Materials Consumer Discretionary Energy Financials 2.24% 1.91% 1.55% 5.82% 5.33% 11.97% 18.03% Telecommunication Services 0.55% Utilities -0.35% Consumer Staples -0.56% -5% 5% 1 15% 2 25% 3) This is an indicative asset allocation, which may change over time. 1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/or 116

117 CS (Lux) Small and Mid Cap Alpha Long/Short Fund a subfund of CS Investment Funds 2 - Class IB The CS (Lux) Small and Mid Cap Alpha Long/ Short Fund aims to generate absolute positive returns by exploiting the inefficiencies of the small and mid-cap markets in Europe with a focus on German speaking countries. The portfolio managers buy the equities they think will perform best, while at the same time selling stocks in companies that, in their views, will underperform the market. The objective is to create a portfolio that has lower volatility, less correlation with the equity markets and a better risk-adjusted performance than a long-only fund. Felix Meier since May Total net assets (in mil.) Inception date Management fee in % p.a TER without performance fee ( ) in % 1.47 Performance fee in % with Highwatermark Benchmark (BM) CS AllHedge Long/Short Equity (-Hgd) (04/14) Category IB LU CSSMLSI LX Valor no Net asset value (NAV) 1' Min. Investment Amount 500'000 2) For more details, please refer to the relevant chapter "Net 3 years 5 years Annualised volatility in % Information ratio Fund Exposures Total gross exposure Long exposure Short exposure Net exposure Number of long positions Number of short positions Net performance in (rebased to ) and yearly performance 2) CS (Lux) Small and Mid Cap Alpha Long/Short Fund IB CS AllHedge Long/Short Equity (-Hgd) (04/14) (Fund) (Benchmark) 35% 3 25% 2 15% 1 5% -5% -1 Fund Benchmark Historical monthly performance in % 2) Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD Credit Suisse SICAV One 1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/or 117

118 Allocation by Country in % Long Short Net Denmark Finland France Germany Italy Netherlands Norway Portugal Spain Sweden United Kingdom Net Exposure Countries Germany 42.65% Denmark Finland Italy Norway 3.09% 2.43% 2.41% 0.69% 0.24% Netherlands Sweden United Kingdom Portugal Spain France -0.15% -0.19% -0.37% % -0.75% -2.69% Allocation by Sector in % Net Exposure Sectors 3) Long Short Net Consumer Discretionary Consumer Staples Energy Financials Health Care Industrials Information Technology Materials Telecommunication Services Utilities Information Technology Industrials Health Care Materials Consumer Discretionary Energy Financials 2.24% 1.91% 1.55% 5.82% 5.33% 11.97% 18.03% Telecommunication Services 0.55% Utilities -0.35% Consumer Staples -0.56% -5% 5% 1 15% 2 25% 3) This is an indicative asset allocation, which may change over time. 1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/or 118

119 CS (Lux) Small and Mid Cap Alpha Long/Short Fund a subfund of CS Investment Funds 2 - Class BH CHF The CS (Lux) Small and Mid Cap Alpha Long/ Short Fund aims to generate absolute positive returns by exploiting the inefficiencies of the small and mid-cap markets in Europe with a focus on German speaking countries. The portfolio managers buy the equities they think will perform best, while at the same time selling stocks in companies that, in their views, will underperform the market. The objective is to create a portfolio that has lower volatility, less correlation with the equity markets and a better risk-adjusted performance than a long-only fund. Felix Meier since May Total net assets (in mil.) Inception date Management fee in % p.a TER without performance fee ( ) in % 2.28 Performance fee in % with Highwatermark Benchmark (BM) CS AllHedge Long/Short Equity (CHF-Hgd) (04/14) Category BH CHF LU CSSMLRC LX Valor no Net asset value (NAV) ) For more details, please refer to the relevant chapter "Net 3 years 5 years Annualised volatility in % Information ratio Fund Exposures Total gross exposure Long exposure Short exposure Net exposure Number of long positions Number of short positions Net performance in CHF (rebased to ) and yearly performance 2) CS (Lux) Small and Mid Cap Alpha Long/Short Fund BH CHF CS AllHedge Long/Short Equity (CHF-Hgd) (04/14) 1.9 (Fund) (Benchmark) 3 25% 2 15% 1 5% -5% -1 Fund Benchmark Historical monthly performance in % 2) Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD Credit Suisse SICAV One 1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/or 119

120 Allocation by Country in % Long Short Net Denmark Finland France Germany Italy Netherlands Norway Portugal Spain Sweden United Kingdom Net Exposure Countries Germany 42.65% Denmark Finland Italy Norway 3.09% 2.43% 2.41% 0.69% 0.24% Netherlands Sweden United Kingdom Portugal Spain France -0.15% -0.19% -0.37% % -0.75% -2.69% Allocation by Sector in % Net Exposure Sectors 3) Long Short Net Consumer Discretionary Consumer Staples Energy Financials Health Care Industrials Information Technology Materials Telecommunication Services Utilities Information Technology Industrials Health Care Materials Consumer Discretionary Energy Financials 2.24% 1.91% 1.55% 5.82% 5.33% 11.97% 18.03% Telecommunication Services 0.55% Utilities -0.35% Consumer Staples -0.56% -5% 5% 1 15% 2 25% 3) This is an indicative asset allocation, which may change over time. 1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/or

121 CS (Lux) Small and Mid Cap Alpha Long/Short Fund a subfund of CS Investment Funds 2 - Class BH The CS (Lux) Small and Mid Cap Alpha Long/ Short Fund aims to generate absolute positive returns by exploiting the inefficiencies of the small and mid-cap markets in Europe with a focus on German speaking countries. The portfolio managers buy the equities they think will perform best, while at the same time selling stocks in companies that, in their views, will underperform the market. The objective is to create a portfolio that has lower volatility, less correlation with the equity markets and a better risk-adjusted performance than a long-only fund. Felix Meier since May Total net assets (in mil.) Inception date Management fee in % p.a TER without performance fee ( ) in % 2.28 Performance fee in % with Highwatermark Benchmark (BM) CS AllHedge Long/Short Equity (04/14) Category BH LU CSSMLRU LX Valor no Net asset value (NAV) ) For more details, please refer to the relevant chapter "Net 3 years 5 years Annualised volatility in % Information ratio Fund Exposures Total gross exposure Long exposure Short exposure Net exposure Number of long positions Number of short positions Net performance in (rebased to ) and yearly performance 2) CS (Lux) Small and Mid Cap Alpha Long/Short Fund BH CS AllHedge Long/Short Equity (04/14) (Fund) (Benchmark) 35% 3 25% 2 15% 1 5% -5% -1 Fund Benchmark Historical monthly performance in % 2) Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD Credit Suisse SICAV One 1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/or 121

122 Allocation by Country in % Long Short Net Denmark Finland France Germany Italy Netherlands Norway Portugal Spain Sweden United Kingdom Net Exposure Countries Germany 42.65% Denmark Finland Italy Norway 3.09% 2.43% 2.41% 0.69% 0.24% Netherlands Sweden United Kingdom Portugal Spain France -0.15% -0.19% -0.37% % -0.75% -2.69% Allocation by Sector in % Net Exposure Sectors 3) Long Short Net Consumer Discretionary Consumer Staples Energy Financials Health Care Industrials Information Technology Materials Telecommunication Services Utilities Information Technology Industrials Health Care Materials Consumer Discretionary Energy Financials 2.24% 1.91% 1.55% 5.82% 5.33% 11.97% 18.03% Telecommunication Services 0.55% Utilities -0.35% Consumer Staples -0.56% -5% 5% 1 15% 2 25% 3) This is an indicative asset allocation, which may change over time. 1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/or 122

123 CS (Lux) Multimanager Enhanced Fixed Income Fund a subfund of CS Investment Funds 4 - Class EBH Investment objective is to achieve the highest possible return in by investing worldwide in a diversified fixed income fund portfolio with exposure to government bonds, corporates, emerging markets, High Yield, ABS, Inflation Linked Bonds and Convertibles. imacs Funds Team since Nov Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.18 Category EBH LU CSMEFTE LX Valor no Net asset value (NAV) In scope - tax 3) For more details, please refer to the relevant chapter "Net Fund statistics 2) 1 year 3 years Annualized volatility in % Maximum drawdown in % 4) ) Maximum drawdown is the most negative cumulative return over a given time period. Net performance in (rebased to ) and yearly performance 2) CS (Lux) Multimanager Enhanced Fixed Income Fund EBH 1 8% 6% 4% 2% -2% -4% -6% Purchases Sales Yearly or year-to-date performance respectively (Fund) Fund Maturities in years 25% 2 15% 1 5% >10 Currencies in % CHF 0.04 Duration and Yield Modified duration in years 5.64 Asset Allocation in % High Yield Bonds Emerging Market Bonds Inflation Linked Bonds Total.00 Significant Transactions Credit Ratings in % AAA AA 8.20 A 5.69 BBB BB B CCC 6.57 CC 3.54 Average = BB Position as % of assets Nomura US High Yield Fund Aviva Global High Yield Bond Fund db x-trackers Global Inflation Linked Credit Suisse Global Inflation Linked 8.36 Nordea European High Yield Fund 7.26 Ubam Global High Yield Bond Fund 5.89 ishares JPM Emerging Market Bond ETF 5.72 Vontobel Emerging Market Bond Fund 4.84 New Capital Wealthy Nations Bond Fund 4.26 Pictet Global Emerging Markets Debt Fund 4.23 Total Credit Suisse Solutions 123

124 Credit Suisse (Lux) Prima Growth Fund a subfund of CS Investment Funds 4 - Class B Credit Suisse (Lux) Prima Growth fund (CS Prima Growth) is a UCITS III compliant multi-strategy fund of funds. The CS Prima Growth fund allocates assets across multiple strategies in the liquid UCITS compliant universe. It targets attractive risk adjusted returns through active portfolio management and may invest in various alternative investment strategies including: Equities, Event Driven, Convertibles, Macro, Credit, Managed Futures, Fixed Income, Emerging Markets Equities and Rates. The fund is domiciled in and will be passported most other European countries. The fund is open to both institutional and retail investors and offers weekly liquidity. Stéphane Julen since Nov Total net assets (in mil.) Inception date Management fee in % p.a TER without performance fee ( ) in % 3.60 Performance fee in % with Highwatermark TER with performance fee ( ) in % 3.60 Subscription Weekly Redemption Weekly Category B LU CSSPPBE LX Valor no Net asset value (NAV) In scope - tax Number of holdings Fund 11 Net performance in (rebased to ) and yearly performance 2) CS (Lux) Prima Growth Fund B Fund Historical monthly performance in % 2) Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD Sectors in % % 1 5% -5% -1 Long/Short Equity Corporate 9.20 Global Macro 6.70 Event Driven 6.10 CTA 0.00 Cash/Cash Equivalents 7.30 Top Holdings Marshall Wace Dev Europe TOPS DNB TMT Absolute Return Fund Schroder Gaia Egerton Europ. Eq DB Platinum IV Clinton 9.15 APS Asia Pacific Long/Short Fd 9.14 Total

125 Credit Suisse (Lux) Prima Growth Fund a subfund of CS Investment Funds 4 - Class IBH CHF Credit Suisse (Lux) Prima Growth fund (CS Prima Growth) is a UCITS III compliant multi-strategy fund of funds. The CS Prima Growth fund allocates assets across multiple strategies in the liquid UCITS compliant universe. It targets attractive risk adjusted returns through active portfolio management and may invest in various alternative investment strategies including: Equities, Event Driven, Convertibles, Macro, Credit, Managed Futures, Fixed Income, Emerging Markets Equities and Rates. The fund is domiciled in and will be passported most other European countries. The fund is open to both institutional and retail investors and offers weekly liquidity. Stéphane Julen since Nov Total net assets (in mil.) Inception date Management fee in % p.a TER without performance fee ( ) in % 3.13 Performance fee in % with Highwatermark 5.00 TER with performance fee ( ) in % 3.13 Subscription Weekly Redemption Weekly Category IBH CHF LU CSSPSCH LX Valor no Net asset value (NAV) 1' Min. Investment Amount 500'000 In scope - tax Number of holdings Fund 11 Top Holdings Marshall Wace Dev Europe TOPS DNB TMT Absolute Return Fund Schroder Gaia Egerton Europ. Eq DB Platinum IV Clinton 9.15 APS Asia Pacific Long/Short Fd 9.14 Total Net performance in CHF (rebased to ) and yearly performance 2) CS (Lux) Prima Growth Fund IBH CHF Fund Historical monthly performance in % 2) Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD Sectors in % 2 15% 1 5% -5% -1 Long/Short Equity Corporate 9.20 Global Macro 6.70 Event Driven 6.10 CTA 0.00 Cash/Cash Equivalents 7.30 Credit Suisse Solutions 125

126 Credit Suisse (Lux) Prima Growth Fund a subfund of CS Investment Funds 4 - Class FBH CHF Credit Suisse (Lux) Prima Growth fund (CS Prima Growth) is a UCITS III compliant multi-strategy fund of funds. The CS Prima Growth fund allocates assets across multiple strategies in the liquid UCITS compliant universe. It targets attractive risk adjusted returns through active portfolio management and may invest in various alternative investment strategies including: Equities, Event Driven, Convertibles, Macro, Credit, Managed Futures, Fixed Income, Emerging Markets Equities and Rates. The fund is domiciled in and will be passported most other European countries. The fund is open to both institutional and retail investors and offers weekly liquidity. Stéphane Julen since Nov Total net assets (in mil.) Inception date Management fee in % p.a TER without performance fee ( ) in % 3.09 Performance fee in % with Highwatermark TER with performance fee ( ) in % 3.09 Subscription Weekly Redemption Weekly Category FBH CHF LU CSSPPTC LX Valor no Net asset value (NAV) 1' In scope - tax Number of holdings Fund 11 Net performance in CHF (rebased to ) and yearly performance 2) CS (Lux) Prima Growth Fund FBH CHF Fund Historical monthly performance in % 2) Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD Sectors in % 2 15% 1 5% -5% -1 Long/Short Equity Corporate 9.20 Global Macro 6.70 Event Driven 6.10 CTA 0.00 Cash/Cash Equivalents 7.30 Top Holdings Marshall Wace Dev Europe TOPS DNB TMT Absolute Return Fund Schroder Gaia Egerton Europ. Eq DB Platinum IV Clinton 9.15 APS Asia Pacific Long/Short Fd 9.14 Total

127 Credit Suisse (Lux) Prima Growth Fund a subfund of CS Investment Funds 4 - Class FBH Credit Suisse (Lux) Prima Growth fund (CS Prima Growth) is a UCITS III compliant multi-strategy fund of funds. The CS Prima Growth fund allocates assets across multiple strategies in the liquid UCITS compliant universe. It targets attractive risk adjusted returns through active portfolio management and may invest in various alternative investment strategies including: Equities, Event Driven, Convertibles, Macro, Credit, Managed Futures, Fixed Income, Emerging Markets Equities and Rates. The fund is domiciled in and will be passported most other European countries. The fund is open to both institutional and retail investors and offers weekly liquidity. Stéphane Julen since Nov Total net assets (in mil.) Inception date Management fee in % p.a TER without performance fee ( ) in % 3.09 Performance fee in % with Highwatermark TER with performance fee ( ) in % 3.09 Subscription Weekly Redemption Weekly Category FBH LU CSSPPTU LX Valor no Net asset value (NAV) 1' In scope - tax Number of holdings Fund 11 Top Holdings Marshall Wace Dev Europe TOPS DNB TMT Absolute Return Fund Schroder Gaia Egerton Europ. Eq DB Platinum IV Clinton 9.15 APS Asia Pacific Long/Short Fd 9.14 Total Net performance in (rebased to ) and yearly performance 2) CS (Lux) Prima Growth Fund FBH -4.0 Fund Historical monthly performance in % 2) Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD Sectors in % 2 15% 1 5% -5% -1 Long/Short Equity Corporate 9.20 Global Macro 6.70 Event Driven 6.10 CTA 0.00 Cash/Cash Equivalents 7.30 Credit Suisse Solutions 127

128 Credit Suisse (Lux) Prima Multi-Strategy Fund a subfund of CS Investment Funds 4 - Class IBH CHF Credit Suisse (Lux) Prima Multi-Strategy (CS Prima Multi-Strategy) is a UCITS III compliant multi-strategy fund of funds. The CS Prima Multi-Strategy fund allocates assets across multiple strategies in the liquid UCITS compliant universe. It targets attractive risk-adjusted returns through active portfolio management, and may invest in various alternative investment strategies, including equities, event driven, convertibles, macro, credit, managed futures, fixed income, emerging markets equities and rates. The fund is domiciled in and will be passported into other countries. The fund is open to both institutional and retail investors and offers weekly liquidity. Stéphane Julen since since inception Passport ESP, ITA, UK, GER, AUT, CHF, FR, NL, LUX, SWE, LIE, NOR, FIN, HUN, SIN 30. Nov Total net assets (in mil.) Inception date Management fee in % p.a TER without performance fee ( ) in % 2.70 Performance fee in % with Highwatermark 5.00 TER with performance fee ( ) in % 2.70 Subscription Weekly Redemption Weekly Category IBH CHF LU CSPMMSC LX Valor no Net asset value (NAV) 1' Min. Investment Amount 500'000 In scope - tax Number of holdings Fund 21 Net performance in CHF (rebased to ) and yearly performance 2) CS (Lux) Prima Multi-Strategy Fund IBH CHF % 6% 4% 2% -2% -4% -6% -8% Fund Historical monthly performance in % 2) Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD Strategies in % Long/Short Equity Global Macro Corporate CTA Event Driven Cash/Cash Equivalents 5.10 Top Holdings Legg Mason Western Asset Macro 7.27 Gam Star European Alpha 7.24 Marshall Wace Dev Europe TOPS 7.03 DNB TMT Absolute Return Fund 6.15 Pictet SICAV 5.68 Total

129 Credit Suisse (Lux) Prima Multi-Strategy Fund a subfund of CS Investment Funds 4 - Class IBH Credit Suisse (Lux) Prima Multi-Strategy (CS Prima Multi-Strategy) is a UCITS III compliant multi-strategy fund of funds. The CS Prima Multi-Strategy fund allocates assets across multiple strategies in the liquid UCITS compliant universe. It targets attractive risk-adjusted returns through active portfolio management, and may invest in various alternative investment strategies, including equities, event driven, convertibles, macro, credit, managed futures, fixed income, emerging markets equities and rates. The fund is domiciled in and will be passported into other countries. The fund is open to both institutional and retail investors and offers weekly liquidity. Stéphane Julen since since inception Passport ESP, ITA, UK, GER, AUT, CHF, FR, NL, LUX, SWE, LIE, NOR, FIN, HUN, SIN 30. Nov Total net assets (in mil.) Inception date Management fee in % p.a TER without performance fee ( ) in % 2.71 Performance fee in % with Highwatermark 5.00 TER with performance fee ( ) in % 2.71 Subscription Weekly Redemption Weekly Category IBH LU CSPMSSU LX Valor no Net asset value (NAV) 1' Min. Investment Amount 500'000 In scope - tax Number of holdings Fund 21 Top Holdings Legg Mason Western Asset Macro 7.27 Gam Star European Alpha 7.24 Marshall Wace Dev Europe TOPS 7.03 DNB TMT Absolute Return Fund 6.15 Pictet SICAV 5.68 Total Net performance in (rebased to ) and yearly performance 2) CS (Lux) Prima Multi-Strategy Fund IBH Fund Historical monthly performance in % 2) Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD Strategies in % 15% 1 5% -5% -1 Long/Short Equity Global Macro Corporate CTA Event Driven Cash/Cash Equivalents 5.10 Credit Suisse Solutions 129

130 Credit Suisse (Lux) Prima Multi-Strategy Fund a subfund of CS Investment Funds 4 - Class FBH GBP Credit Suisse (Lux) Prima Multi-Strategy (CS Prima Multi-Strategy) is a UCITS III compliant multi-strategy fund of funds. The CS Prima Multi-Strategy fund allocates assets across multiple strategies in the liquid UCITS compliant universe. It targets attractive risk-adjusted returns through active portfolio management, and may invest in various alternative investment strategies, including equities, event driven, convertibles, macro, credit, managed futures, fixed income, emerging markets equities and rates. The fund is domiciled in and will be passported into other countries. The fund is open to both institutional and retail investors and offers weekly liquidity. Stéphane Julen since since inception Passport ESP, ITA, UK, GER, AUT, CHF, FR, NL, LUX, SWE, LIE, NOR, FIN, HUN, SIN 30. Nov Total net assets (in mil.) Inception date Management fee in % p.a TER without performance fee ( ) in % 2.54 Performance fee in % with Highwatermark TER with performance fee ( ) in % 2.54 Subscription Weekly Redemption Weekly Category FBH GBP LU CSPMSTS LX Valor no Net asset value (NAV) 1' In scope - tax Number of holdings Fund 21 Net performance in GBP (rebased to ) and yearly performance 2) CS (Lux) Prima Multi-Strategy Fund FBH GBP Fund Historical monthly performance in % 2) Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD Strategies in % 15% 1 5% -5% -1 Long/Short Equity Global Macro Corporate CTA Event Driven Cash/Cash Equivalents 5.10 Top Holdings Legg Mason Western Asset Macro 7.27 Gam Star European Alpha 7.24 Marshall Wace Dev Europe TOPS 7.03 DNB TMT Absolute Return Fund 6.15 Pictet SICAV 5.68 Total

131 Credit Suisse (Lux) Prima Multi-Strategy Fund a subfund of CS Investment Funds 4 - Class FBH Credit Suisse (Lux) Prima Multi-Strategy (CS Prima Multi-Strategy) is a UCITS III compliant multi-strategy fund of funds. The CS Prima Multi-Strategy fund allocates assets across multiple strategies in the liquid UCITS compliant universe. It targets attractive risk-adjusted returns through active portfolio management, and may invest in various alternative investment strategies, including equities, event driven, convertibles, macro, credit, managed futures, fixed income, emerging markets equities and rates. The fund is domiciled in and will be passported into other countries. The fund is open to both institutional and retail investors and offers weekly liquidity. Stéphane Julen since since inception Passport ESP, ITA, UK, GER, AUT, CHF, FR, NL, LUX, SWE, LIE, NOR, FIN, HUN, SIN 30. Nov Total net assets (in mil.) Inception date Management fee in % p.a TER without performance fee ( ) in % 2.54 Performance fee in % with Highwatermark TER with performance fee ( ) in % 2.54 Subscription Weekly Redemption Weekly Category FBH LU CSPMSTU LX Valor no Net asset value (NAV) 1' In scope - tax Number of holdings Fund 21 Top Holdings Legg Mason Western Asset Macro 7.27 Gam Star European Alpha 7.24 Marshall Wace Dev Europe TOPS 7.03 DNB TMT Absolute Return Fund 6.15 Pictet SICAV 5.68 Total Net performance in (rebased to ) and yearly performance 2) CS (Lux) Prima Multi-Strategy Fund FBH Fund Historical monthly performance in % 2) Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD Strategies in % 15% 1 5% -5% -1 Long/Short Equity Global Macro Corporate CTA Event Driven Cash/Cash Equivalents 5.10 Credit Suisse Solutions 131

132 Credit Suisse (Lux) Prima Multi-Strategy Fund a subfund of CS Investment Funds 4 - Class B Credit Suisse (Lux) Prima Multi-Strategy (CS Prima Multi-Strategy) is a UCITS III compliant multi-strategy fund of funds. The CS Prima Multi-Strategy fund allocates assets across multiple strategies in the liquid UCITS compliant universe. It targets attractive risk-adjusted returns through active portfolio management, and may invest in various alternative investment strategies, including equities, event driven, convertibles, macro, credit, managed futures, fixed income, emerging markets equities and rates. The fund is domiciled in and will be passported into other countries. The fund is open to both institutional and retail investors and offers weekly liquidity. Stéphane Julen since since inception Passport ESP, ITA, UK, GER, AUT, CHF, FR, NL, LUX, SWE, LIE, NOR, FIN, HUN, SIN 30. Nov Total net assets (in mil.) Inception date Management fee in % p.a TER without performance fee ( ) in % 3.18 Performance fee in % with Highwatermark TER with performance fee ( ) in % 3.18 Subscription Weekly Redemption Weekly Category B LU CSPMSBE LX Valor no Net asset value (NAV) In scope - tax Number of holdings Fund 21 Net performance in (rebased to ) and yearly performance 2) CS (Lux) Prima Multi-Strategy Fund B Fund Historical monthly performance in % 2) Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD Strategies in % 15% 1 5% -5% -1 Long/Short Equity Global Macro Corporate CTA Event Driven Cash/Cash Equivalents 5.10 Top Holdings Legg Mason Western Asset Macro 7.27 Gam Star European Alpha 7.24 Marshall Wace Dev Europe TOPS 7.03 DNB TMT Absolute Return Fund 6.15 Pictet SICAV 5.68 Total

133 Credit Suisse (Lux) Prima Multi-Strategy Fund a subfund of CS Investment Funds 4 - Class IB Credit Suisse (Lux) Prima Multi-Strategy (CS Prima Multi-Strategy) is a UCITS III compliant multi-strategy fund of funds. The CS Prima Multi-Strategy fund allocates assets across multiple strategies in the liquid UCITS compliant universe. It targets attractive risk-adjusted returns through active portfolio management, and may invest in various alternative investment strategies, including equities, event driven, convertibles, macro, credit, managed futures, fixed income, emerging markets equities and rates. The fund is domiciled in and will be passported into other countries. The fund is open to both institutional and retail investors and offers weekly liquidity. Stéphane Julen since since inception Passport ESP, ITA, UK, GER, AUT, CHF, FR, NL, LUX, SWE, LIE, NOR, FIN, HUN, SIN 30. Nov Total net assets (in mil.) Inception date Management fee in % p.a TER without performance fee ( ) in % 2.68 Performance fee in % with Highwatermark 5.00 TER with performance fee ( ) in % 2.68 Subscription Weekly Redemption Weekly Category IB LU CSPMSIE LX Valor no Net asset value (NAV) 1' Min. Investment Amount 500'000 In scope - tax Number of holdings Fund 21 Top Holdings Legg Mason Western Asset Macro 7.27 Gam Star European Alpha 7.24 Marshall Wace Dev Europe TOPS 7.03 DNB TMT Absolute Return Fund 6.15 Pictet SICAV 5.68 Total Net performance in (rebased to ) and yearly performance 2) CS (Lux) Prima Multi-Strategy Fund IB Fund Historical monthly performance in % 2) Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD Strategies in % 15% 1 5% -5% -1 Long/Short Equity Global Macro Corporate CTA Event Driven Cash/Cash Equivalents 5.10 Credit Suisse Solutions 133

134 Credit Suisse (Lux) Prima Multi-Strategy Fund a subfund of CS Investment Funds 4 - Class BH CHF Credit Suisse (Lux) Prima Multi-Strategy (CS Prima Multi-Strategy) is a UCITS III compliant multi-strategy fund of funds. The CS Prima Multi-Strategy fund allocates assets across multiple strategies in the liquid UCITS compliant universe. It targets attractive risk-adjusted returns through active portfolio management, and may invest in various alternative investment strategies, including equities, event driven, convertibles, macro, credit, managed futures, fixed income, emerging markets equities and rates. The fund is domiciled in and will be passported into other countries. The fund is open to both institutional and retail investors and offers weekly liquidity. Stéphane Julen since since inception Passport ESP, ITA, UK, GER, AUT, CHF, FR, NL, LUX, SWE, LIE, NOR, FIN, HUN, SIN 30. Nov Total net assets (in mil.) Inception date Management fee in % p.a TER without performance fee ( ) in % 3.18 Performance fee in % with Highwatermark TER with performance fee ( ) in % 3.18 Subscription Weekly Redemption Weekly Category BH CHF LU CSPMSRC LX Valor no Net asset value (NAV) In scope - tax Number of holdings Fund 21 Net performance in CHF (rebased to ) and yearly performance 2) CS (Lux) Prima Multi-Strategy Fund BH CHF Fund Historical monthly performance in % 2) Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD Strategies in % 8% 6% 4% 2% -2% -4% -6% -8% Long/Short Equity Global Macro Corporate CTA Event Driven Cash/Cash Equivalents 5.10 Top Holdings Legg Mason Western Asset Macro 7.27 Gam Star European Alpha 7.24 Marshall Wace Dev Europe TOPS 7.03 DNB TMT Absolute Return Fund 6.15 Pictet SICAV 5.68 Total

135 Credit Suisse (Lux) Prima Multi-Strategy Fund a subfund of CS Investment Funds 4 - Class BH GBP Credit Suisse (Lux) Prima Multi-Strategy (CS Prima Multi-Strategy) is a UCITS III compliant multi-strategy fund of funds. The CS Prima Multi-Strategy fund allocates assets across multiple strategies in the liquid UCITS compliant universe. It targets attractive risk-adjusted returns through active portfolio management, and may invest in various alternative investment strategies, including equities, event driven, convertibles, macro, credit, managed futures, fixed income, emerging markets equities and rates. The fund is domiciled in and will be passported into other countries. The fund is open to both institutional and retail investors and offers weekly liquidity. Stéphane Julen since since inception Passport ESP, ITA, UK, GER, AUT, CHF, FR, NL, LUX, SWE, LIE, NOR, FIN, HUN, SIN 30. Nov Total net assets (in mil.) Inception date Management fee in % p.a TER without performance fee ( ) in % 3.19 Performance fee in % with Highwatermark TER with performance fee ( ) in % 3.19 Subscription Weekly Redemption Weekly Category BH GBP LU CSPMSRS LX Valor no Net asset value (NAV).34 In scope - tax Number of holdings Fund 21 Top Holdings Legg Mason Western Asset Macro 7.27 Gam Star European Alpha 7.24 Marshall Wace Dev Europe TOPS 7.03 DNB TMT Absolute Return Fund 6.15 Pictet SICAV 5.68 Total Net performance in GBP (rebased to ) and yearly performance 2) CS (Lux) Prima Multi-Strategy Fund BH GBP % 1 8% 6% 4% 2% -2% -4% -6% Fund Historical monthly performance in % 2) Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD Strategies in % Long/Short Equity Global Macro Corporate CTA Event Driven Cash/Cash Equivalents 5.10 Credit Suisse Solutions 135

136 Credit Suisse (Lux) Prima Multi-Strategy Fund a subfund of CS Investment Funds 4 - Class BH Credit Suisse (Lux) Prima Multi-Strategy (CS Prima Multi-Strategy) is a UCITS III compliant multi-strategy fund of funds. The CS Prima Multi-Strategy fund allocates assets across multiple strategies in the liquid UCITS compliant universe. It targets attractive risk-adjusted returns through active portfolio management, and may invest in various alternative investment strategies, including equities, event driven, convertibles, macro, credit, managed futures, fixed income, emerging markets equities and rates. The fund is domiciled in and will be passported into other countries. The fund is open to both institutional and retail investors and offers weekly liquidity. Stéphane Julen since since inception Passport ESP, ITA, UK, GER, AUT, CHF, FR, NL, LUX, SWE, LIE, NOR, FIN, HUN, SIN 30. Nov Total net assets (in mil.) Inception date Management fee in % p.a TER without performance fee ( ) in % 3.19 Performance fee in % with Highwatermark TER with performance fee ( ) in % 3.19 Subscription Weekly Redemption Weekly Category BH LU CSPMSRU LX Valor no Net asset value (NAV) In scope - tax Number of holdings Fund 21 Net performance in (rebased to ) and yearly performance 2) CS (Lux) Prima Multi-Strategy Fund BH % 6% 4% 2% -2% -4% -6% Fund Historical monthly performance in % 2) Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD Strategies in % Long/Short Equity Global Macro Corporate CTA Event Driven Cash/Cash Equivalents 5.10 Top Holdings Legg Mason Western Asset Macro 7.27 Gam Star European Alpha 7.24 Marshall Wace Dev Europe TOPS 7.03 DNB TMT Absolute Return Fund 6.15 Pictet SICAV 5.68 Total

137 CS (CH) Interest & Dividend Focus Balanced CHF a subfund of CS Fund 1 - Class A & B The investment objective of Credit Suisse (CH) Interest & Dividend Focus Balanced CHF is primarily real preservation and long-term enhancement of capital through capital and currency gains, as well as generating higher-than-average income in line with the risk profile. The fund invests globally in a broadly diversified portfolio of passively and actively managed instruments as well as individual investments. The fund invests in equities, bonds, liquid real estate securities, and currencies. The proportion of the fund s assets invested in equities may vary between 3 and 6. Sacha Widin since CHF 31. December Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.84 Category A Category B (distribution) Unit class CHF CHF currency CH CH BBG ticker CSTRAUC SW CSIDFBB SW Valor no Net asset value (NAV) Last distribution Distribution value In scope - tax 2) For more details, please refer to the relevant chapter "Net Net performance in CHF (rebased to ) and yearly performance 2) CS (CH) Interest & Dividend Focus Balanced CHF A (Fund) Fund Allocation asset classes in % Asset allocation in % Equity Bonds Alternatives 9.33 Cash/Cash Equivalents 6.22 Currencies in % (after hedging) 2 15% 1 5% -5% -1-15% CHF JPY 3.92 AUD CAD 1.01 GBP 0.89 Others 8.57 Cash/Cash Equivalents Bonds Equity Alternatives Total Asia Pacific Euroland UK Canada USA Others Japan Emerging Markets Global Total Duration Modified duration in years 4.81 Allocation of bonds in % Straight bonds Emerging Market Bonds High Yield Bonds 9.72 Convertibles 4.92 Asset Backed Securities 4.25 Inflation Linked Bonds 4.22 Total.00 3 years 5 years Annualised volatility in % Maximum drawdown in % 3) ) Maximum drawdown is the most negative cumulative return over a given time period. Position as % of assets Vanguard S&P 500 Index ETF 5.36 ishares Emerging Market Equity ETF 4.61 CSIF Real Estate Fund Index 3.54 Nestle SA 3.15 Pictet Global Emerging Market Bond Fund 3.06 UBS SMI ETF 2.94 SPDR S&P US Dividend Aristocrats ETF 2.93 ishares Euro Agg. Bond Fd 2.71 SPDR Barclays Short Corporate Bond ETF 2.64 ishares JPM Emerging Market Bond ETF 2.52 Total Credit Suisse Fund 1 1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/or 137

138 CS (CH) Interest & Dividend Focus Balanced a subfund of CS Fund 1 - Class A & B The investment objective of Credit Suisse (CH) Interest & Dividend Focus Balanced is primarily real preservation and long-term enhancement of capital through capital and currency gains, as well as generating higher-than-average income in line with the risk profile. The fund invests globally in a broadly diversified portfolio of passively and actively managed instruments as well as individual investments. The fund invests in equities, bonds, liquid real estate securities, and currencies. The proportion of the fund s assets invested in equities may vary between 3 and 6. Sacha Widin since December Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.86 Category A Category B (distribution) Unit class currency CH CH BBG ticker CSTRAUE SW CSIDFEB SW Valor no Net asset value 1' (NAV) Last distribution Distribution value In scope - tax 2) For more details, please refer to the relevant chapter "Net Net performance in (rebased to ) and yearly performance 2) CS (CH) Interest & Dividend Focus Balanced A (Fund) Fund Allocation asset classes in % Asset allocation in % Equity Bonds Alternatives 9.22 Cash/Cash Equivalents 7.12 Currencies in % (after hedging) JPY 4.17 AUD 2.74 CAD 1.09 CHF 0.76 GBP 0.75 Others Cash/Cash Equivalents Bonds Equity Alternatives Total Euroland UK Canada USA Others Japan Emerging Markets Global Asia Pacific Total Duration Modified duration in years 4.79 Allocation of bonds in % Straight bonds Emerging Market Bonds High Yield Bonds Convertibles 5.41 Asset Backed Securities 5.00 Inflation Linked Bonds 4.58 Total.00 3 years 5 years Annualised volatility in % Maximum drawdown in % 3) ) Maximum drawdown is the most negative cumulative return over a given time period. Position as % of assets Vanguard S&P 500 Index ETF 6.71 ishares Emerging Market Equity ETF 5.46 FTSE EPRA/NAREIT Eurozone ETF 4.13 Amundi CAC 40 ETF 3.95 Deka DAX ETF 3.77 SPDR S&P US Dividend Aristocrats ETF 3.21 Pictet Global Emerging Market Bond Fund 3.10 SPDR Barclays Short Corporate Bond ETF 3.00 ishares EuroStoxx 50 ETF 2.95 SPDR S&P Euro Dividend Aristocrats ETF 2.57 Total ) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/or 138

139 CS (CH) Interest & Dividend Focus Growth CHF a subfund of CS Fund 1 - Class A & B The investment objective of Credit Suisse (CH) Interest & Dividend Focus Capital Gains CHF is primarily long-term capital growth through a stronger focus on capital and currency gains, as well as generating higher-than-average income in line with the risk profile. The fund invests globally in a broadly diversified portfolio of passively and actively managed instruments as well as individual investments. The investment universe contains equities, bonds, liquid real estate securities, and currencies. The proportion of the fund s assets invested in equities may vary between 52.5% and 82.5%. Sacha Widin since CHF 31. December Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 2.04 Category A Category B (distribution) Unit class CHF CHF currency CH CH BBG ticker CSTRKAC SW CSIDVCB SW Valor no Net asset value 1' (NAV) Last distribution Distribution value In scope - tax 2) For more details, please refer to the relevant chapter "Net Net performance in CHF (rebased to ) and yearly performance 2) CS (CH) Interest & Dividend Focus Growth CHF A % 2 15% 1 5% -5% -1-15% Fund Allocation asset classes in % Asset allocation in % Equity Bonds Alternatives 9.05 Cash/Cash Equivalents 4.23 Currencies in % (after hedging) CHF JPY 4.96 AUD CAD 1.33 GBP 1.11 Others Cash/Cash Equivalents Bonds Equity Alternatives Total Euroland UK Canada USA Others Japan Emerging Markets Global Asia Pacific Total Duration Modified duration in years 5.07 Allocation of bonds in % Straight bonds Emerging Market Bonds High Yield Bonds Convertibles 7.77 Inflation Linked Bonds 6.65 Asset Backed Securities 2.74 Total.00 3 years 5 years Annualised volatility in % Maximum drawdown in % 3) ) Maximum drawdown is the most negative cumulative return over a given time period. Position as % of assets Vanguard S&P 500 Index ETF 8.82 ishares Emerging Market Equity ETF 6.15 Nestle SA 4.62 UBS SMI ETF 4.44 SPDR S&P US Dividend Aristocrats ETF 4.17 CSIF Real Estate Fund Index 3.47 Novartis AG 3.37 Roche Holding AG 3.20 Nomura TOPIX ETF 2.95 Vanguard US High Dividend Yield ETF 2.54 Total Credit Suisse Fund 1 1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/or 139

140 CS (CH) Interest & Dividend Focus Growth a subfund of CS Fund 1 - Class A & B The investment objective of Credit Suisse (CH) Interest & Dividend Focus Capital Gains is primarily long-term capital growth through a stronger focus on capital and currency gains, as well as generating higher-than-average income in line with the risk profile. The fund invests globally in a broadly diversified portfolio of passively and actively managed instruments as well as individual investments. The investment universe contains equities, bonds, liquid real estate securities, and currencies. The proportion of the fund s assets invested in equities may vary between 52.5% and 82.5%. Sacha Widin since December Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 2.13 Category A Category B (distribution) Unit class currency CH CH BBG ticker CSTRKAE SW CSIDFCB SW Valor no Net asset value 1' (NAV) Last distribution Distribution value In scope - tax 2) For more details, please refer to the relevant chapter "Net Net performance in (rebased to ) and yearly performance 2) CS (CH) Interest & Dividend Focus Growth A Fund Allocation asset classes in % Asset allocation in % Equity Bonds Alternatives 8.76 Cash/Cash Equivalents 5.96 Currencies in % (after hedging) JPY 5.42 AUD 3.57 CAD 1.27 CHF 1.17 GBP 0.95 Others Cash/Cash Equivalents Bonds Equity Alternatives Euroland UK Canada USA Others Emerging Markets Japan Global Asia Pacific Total Duration Modified duration in years 4.80 Allocation of bonds in % Straight bonds Emerging Market Bonds High Yield Bonds Convertibles 8.72 Inflation Linked Bonds 7.70 Asset Backed Securities 2.83 Total.00 3 years 5 years Annualised volatility in % Maximum drawdown in % 3) ) Maximum drawdown is the most negative cumulative return over a given time period. Position as % of assets Vanguard S&P 500 Index ETF 9.96 ishares Emerging Market Equity ETF 6.98 Deka DAX ETF 5.82 Amundi CAC 40 ETF 5.33 SPDR S&P US Dividend Aristocrats ETF 4.12 FTSE EPRA/NAREIT Eurozone ETF 4.10 ishares EuroStoxx 50 ETF 4.10 SPDR S&P Euro Dividend Aristocrats ETF 3.34 Nomura TOPIX ETF 3.15 Vanguard US High Dividend Yield ETF 2.93 Total ) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/or 140

141 CS (CH) Interest & Dividend Focus Yield CHF a subfund of CS Fund 1 - Class A & B The investment objective of Credit Suisse (CH) Interest & Dividend Focus Income CHF is primarily real capital preservation and generating higher-than-average income in line with the risk profile. The fund invests globally in a broadly diversified portfolio of passively and actively managed instruments as well as individual investments. The investment universe contains equities, bonds, liquid real estate securities, and currencies. The proportion of the fund s assets invested in bonds or money markets may vary between 32.5% and 92.5%. Sacha Widin since CHF 31. December Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.66 Category A Category B (distribution) CHF CHF CH CH BBG ticker CSTREIC SW CSIDICB SW Valor no Net asset value (NAV) Last distribution Distribution value In scope - tax 2) For more details, please refer to the relevant chapter "Net Net performance in CHF (rebased to ) and yearly performance 2) CS (CH) Interest & Dividend Focus Yield CHF A Fund Allocation asset classes in % Asset allocation in % Bonds Equity Cash/Cash Equivalents Alternatives 9.23 Currencies in % (after hedging) 15% 1 5% -5% -1 CHF JPY 3.00 AUD CAD 0.54 GBP 0.21 Others 5.08 Cash/Cash Equivalents Bonds Equity Alternatives Total Asia Pacific Euroland UK Canada USA Others Japan Emerging Markets Global Total Duration Modified duration in years 4.80 Allocation of bonds in % Straight bonds Emerging Market Bonds High Yield Bonds Convertibles 4.24 Inflation Linked Bonds 4.00 Asset Backed Securities 3.76 Total.00 3 years 5 years Annualised volatility in % Maximum drawdown in % 3) ) Maximum drawdown is the most negative cumulative return over a given time period. Position as % of assets SPDR Barclays Short Corporate Bond ETF 3.91 ishares Euro Agg. Bond Fd 3.82 Pictet Global Emerging Market Bond Fund 3.82 Vanguard US Investment Grade Index 3.69 Fund CSIF Real Estate Fund Index 3.67 ishares JPM Emerging Market Bond ETF 3.55 Nomura US High Yield Fund 3.43 Credit Suisse Bond Aggregate Index 3.27 Fund Credit Suisse Bond Index Fund 2.85 Vanguard S&P 500 Index ETF 2.52 Total Credit Suisse Fund 1 1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/or 141

142 CS (CH) Interest & Dividend Focus Yield a subfund of CS Fund 1 - Class A & B The investment objective of Credit Suisse (CH) Interest & Dividend Focus Income is primarily real capital preservation and generating higher-than-average income in line with the risk profile. The fund invests globally in a broadly diversified portfolio of passively and actively managed instruments as well as individual investments. The investment universe contains equities, bonds, liquid real estate securities, and currencies. The proportion of the fund s assets invested in bonds or money markets may vary between 32.5% and 92.5%. Sacha Widin since December Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.65 Category A Category B (distribution) CH CH BBG ticker CSTREIE SW CSIDCEB SW Valor no Net asset value 1' (NAV) Last distribution Distribution value In scope - tax 2) For more details, please refer to the relevant chapter "Net Net performance in (rebased to ) and yearly performance 2) CS (CH) Interest & Dividend Focus Yield A % 2 15% 1 5% -5% -1 Fund Allocation asset classes in % Asset allocation in % Bonds Equity Cash/Cash Equivalents Alternatives 9.63 Currencies in % (after hedging) JPY 2.87 AUD 2.35 CAD 0.51 GBP 0.29 CHF 0.23 Others 7.22 Cash/Cash Equivalents Bonds Equity Alternatives Total Euroland UK Canada USA Others Japan Emerging Markets Global Asia Pacific Total Duration Modified duration in years 4.79 Allocation of bonds in % Straight bonds Emerging Market Bonds High Yield Bonds Convertibles 4.42 Inflation Linked Bonds 4.25 Asset Backed Securities 3.82 Total.00 3 years 5 years Annualised volatility in % Maximum drawdown in % 3) ) Maximum drawdown is the most negative cumulative return over a given time period. Position as % of assets FTSE EPRA/NAREIT Eurozone ETF 4.30 ishares Euro Agg. Bond Fd 4.22 SPDR Barclays Short Corporate Bond ETF 4.11 Vanguard US Investment Grade Index 3.93 Fund Pictet Global Emerging Market Bond Fund 3.86 Nomura US High Yield Fund 3.79 ishares Emerging Market Equity ETF 3.54 ishares JPM Emerging Market Bond ETF 3.47 Credit Suisse Bond Aggregate Index 3.37 Fund Vanguard S&P 500 Index ETF 3.34 Total ) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/or 142

143 CS (CH) Strategy Fund Conservative CHF a subfund of CS Fund 1 - Class A The fund offers investors the opportunity to benefit from Credit Suisse s investment strategy. The aim is to generate capital gains and asset growth on the basis of a conservative risk profile in Swiss francs. The active management is based on the tactical decisions of our investment committees and invests exclusively in a universe of traditional asset classes. An equity component of no more than 25% and clearly defined risk parameters are intended to generate a return that is in line with financial market cycles. The fund comprises mainly individual investments and the majority of the securities are from Swiss issuers. The investments are usually hedged 10 in Swiss francs. On February 28, 2013, the Fund was repositioned in order to comply with the investment regulations of the Federal Government in accordance with article 7 VBVV (Ordinance on asset management under a guardianship or legal custodian). The Fund s performance prior to February 28, 2013, did not reflect the new investment strategy. Sacha Widin since CHF 31. December Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.11 Category A (distribution) CHF CH BBG ticker LEUPWBI SW Valor no Net asset value (NAV) Last distribution Distribution value 0.66 In scope - tax 2) For more details, please refer to the relevant chapter "Net Net performance in CHF (rebased to ) and yearly performance 2) CS (CH) Strategy Fund Conservative CHF A Fund Allocation asset classes in % Asset allocation in % Bonds Equity Cash/Cash Equivalents 3.26 Currencies in % (after hedging) 1 5% -5% -1 CHF.00 Cash/Cash Equivalents Bonds Equity Global Total Allocation of bonds in % Corporate Bonds Government Pfandbriefe Schweizer Kantonalbanken 4.00 Inflation Linked Bonds 2.30 Total.00 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 3) ) Maximum drawdown is the most negative cumulative return over a given time period. Duration Modified duration in years 5.25 Position as % of assets Nestle SA 4.34 Novartis AG 3.05 Roche Holding AG 2.95 Gerifonds CHF Domestic Corporate Bonds 1.93 CS Global Inflation Linked Bond Fund Schweizer Kantonalbanken ishares Corporate Bond Fd Parjointco NV Cooperatieve Rabobank UA Credite Agcricole Total Used Bechmark Indices Equity MSCI (NR) Bond SBI AAA-A 1-10Y (TR) Money Market CGBI CHF 3M Euro Dep Credit Suisse (CH) 1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/or 143

144 CS (Lie) Money Market Fund - CHF Class B The fund seeks to provide a higher level of income than fixed deposits and call deposits while placing a high priority on capital preservation, stable value and a high liquidity of assets. The fund invests in a well-diversified selection of money-market securities and short-term bonds denominated in CHF, issued by high-quality borrowers. The portfolio construction is based on our rigorous and prudent investment and credit management process with a long and successful track record. Net performance in CHF (rebased to ) and yearly performance 2) CS (Lie) Money Market Fund - CHF B Citigroup CHF 3M Euro Dep. (Benchmark) 1% -1% -2% Marco Barreca since Liechtenstein CHF 31. May Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 0.15 Benchmark (BM) Citigroup CHF 3M Euro Dep. Category B CHF LI CLDMMSB LE Valor no Net asset value (NAV) 1' In scope - tax 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 3) ) Maximum drawdown is the most negative cumulative return over a given time period. Number of holdings Fund 58 Fund Benchmark Maturities in months 25% 2 15% 1 5% >12 Duration and Yield Fund Gross portfolio yield in % Weighted Average Life (in days) 116 Weighted Average Maturity (in days) 111 Asset Allocation in % Bonds with short maturity Commercial Paper 4.06 Floating-rate Notes (FRN) 2.92 Cash/Cash Equivalents Total.00 Credit Ratings in % AAA AA A A (Bucket) BBB (Bucket) 2.71 Default Probability Weighted Average Credit Rating = AA- Linear Weighted Average Credit Rating = AA Position Maturity as % of assets Swiss Confederation Swiss Government Swiss Government Aduno Holding Czech Republic Assistance Publique Des Hopitaux De Paris Kommunalbanken Paccar Financial Europe Canadian Imperial Bk Bank of America Total

145 CS (Lie) Money Market Fund - CHF Class IB The fund seeks to provide a higher level of income than fixed deposits and call deposits while placing a high priority on capital preservation, stable value and a high liquidity of assets. The fund invests in a well-diversified selection of money-market securities and short-term bonds denominated in CHF, issued by high-quality borrowers. The portfolio construction is based on our rigorous and prudent investment and credit management process with a long and successful track record. Net performance in CHF (rebased to ) and yearly performance 2) CS (Lie) Money Market Fund - CHF IB Citigroup CHF 3M Euro Dep. (Benchmark) 1% -1% -2% Marco Barreca since Liechtenstein CHF 31. May Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 0.15 Benchmark (BM) Citigroup CHF 3M Euro Dep. CHF LI CLMMSB5 LE Valor no Net asset value (NAV) 1' Min. Investment Amount 500'000 In scope - tax 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 3) ) Maximum drawdown is the most negative cumulative return over a given time period. Number of holdings Fund 58 Fund Benchmark Maturities in months 25% 2 15% 1 5% >12 Duration and Yield Fund Gross portfolio yield in % Weighted Average Life (in days) 116 Weighted Average Maturity (in days) 111 Asset Allocation in % Bonds with short maturity Commercial Paper 4.06 Floating-rate Notes (FRN) 2.92 Cash/Cash Equivalents Total.00 Credit Ratings in % AAA AA A A (Bucket) BBB (Bucket) 2.71 Default Probability Weighted Average Credit Rating = AA- Linear Weighted Average Credit Rating = AA Position Maturity as % of assets Swiss Confederation Swiss Government Swiss Government Aduno Holding Czech Republic Assistance Publique Des Hopitaux De Paris Kommunalbanken Paccar Financial Europe Canadian Imperial Bk Bank of America Total Credit Suisse (Lie) 145

146 CS (Lie) Money Market Fund - Class B The fund invests in -denominated money market instruments as well as in short-term fixed and variable-rate securities of first-class debtors. The creditworthiness for an investment purchase corresponds to at least "A" of a leading credit-rating agency or a comparable internal rating, and "A-2" (S&P) / "P-2" (Moody s) for money market instruments. The fund, including derivative financial instruments, must have an average bullet maturity of no more than 12 months and an average residual maturity of six months. In the case of variable-rate investments, the next date on which the interest rate is due to be adjusted is deemed to the residual maturity date. The residual maturity of the individual investments may not exceed two years provided that the next date for interest-rate adjustment does not exceed 397 days. The fund is a "money market fund" pursuant to the CESR guidelines for money market funds (CESR / ). Lukas Haas since Liechtenstein 31. May Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 0.25 Benchmark (BM) Citigroup EMU 3M Euro Dep. Category B LI CLDMMEB LE Valor no Net asset value (NAV) 1' In scope - tax 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 3) ) Maximum drawdown is the most negative cumulative return over a given time period. Net performance in (rebased to ) and yearly performance 2) CS (Lie) Money Market Fund - B Citigroup EMU 3M Euro Dep (Benchmark) Fund Benchmark Maturities in months 3 25% 2 15% 1 5% >12 Duration and Yield Fund Gross portfolio yield in % Weighted Average Life (in days) 136 Weighted Average Maturity (in days) 132 Asset Allocation in % Commercial Paper Bonds with short maturity Floating-rate Notes (FRN)/(FRMTN) 3.18 Cash/Cash Equivalents 6.92 Total.00 Credit Ratings in % 3% 2% 1% -1% A A A AAA (Bucket) 6.55 AA (Bucket) 4.73 A (Bucket) BBB (Bucket) 4.56 Default Probability Weighted Average Credit Rating = A Linear Weighted Average Credit Rating = A+ Position Maturity as % of assets Caisse Des Depots et Consignations Agence Centrale Netherlands FMS Wertmanagement Netherlands HSBC France BPCE Abbey National Treasury Lloyds Bank DZ Privatbank Total Number of holdings Fund

147 CS (Lie) Money Market Fund - Class IB The fund invests in -denominated money market instruments as well as in short-term fixed and variable-rate securities of first-class debtors. The creditworthiness for an investment purchase corresponds to at least "A" of a leading credit-rating agency or a comparable internal rating, and "A-2" (S&P) / "P-2" (Moody s) for money market instruments. The fund, including derivative financial instruments, must have an average bullet maturity of no more than 12 months and an average residual maturity of six months. In the case of variable-rate investments, the next date on which the interest rate is due to be adjusted is deemed to the residual maturity date. The residual maturity of the individual investments may not exceed two years provided that the next date for interest-rate adjustment does not exceed 397 days. The fund is a "money market fund" pursuant to the CESR guidelines for money market funds (CESR / ). Lukas Haas since Liechtenstein 31. May Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 0.22 Benchmark (BM) Citigroup EMU 3M Euro Dep. LI CLMMEB5 LE Valor no Net asset value (NAV) 1' Min. Investment Amount 500'000 In scope - tax 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 3) ) Maximum drawdown is the most negative cumulative return over a given time period. Number of holdings Fund 68 Net performance in (rebased to ) and yearly performance 2) CS (Lie) Money Market Fund - IB Citigroup EMU 3M Euro Dep (Benchmark) Fund Benchmark Maturities in months 3 25% 2 15% 1 5% >12 Duration and Yield Fund Gross portfolio yield in % Weighted Average Life (in days) 136 Weighted Average Maturity (in days) 132 Asset Allocation in % Commercial Paper Bonds with short maturity Floating-rate Notes (FRN)/(FRMTN) 3.18 Cash/Cash Equivalents 6.92 Total.00 Credit Ratings in % 3% 2% 1% -1% A A A AAA (Bucket) 6.55 AA (Bucket) 4.73 A (Bucket) BBB (Bucket) 4.56 Default Probability Weighted Average Credit Rating = A Linear Weighted Average Credit Rating = A+ Position Maturity as % of assets Caisse Des Depots et Consignations Agence Centrale Netherlands FMS Wertmanagement Netherlands HSBC France BPCE Abbey National Treasury Lloyds Bank DZ Privatbank Total Credit Suisse (Lie) 147

148 CS (Lie) Money Market Fund - Class B The fund invests in -denominated money market instruments as well as in short-term fixed and variable-rate securities of first-class debtors. The creditworthiness for an investment purchase corresponds to at least "A" of a leading credit-rating agency or a comparable internal rating, and "A-2" (S&P) / "P-2" (Moody s) for money market instruments. The fund, including derivative financial instruments, must have an average bullet maturity of no more than 12 months and an average residual maturity of six months. In the case of variable-rate investments, the next date on which the interest rate is due to be adjusted is deemed to the residual maturity date. The residual maturity of the individual investments may not exceed two years provided that the next date for interest-rate adjustment does not exceed 397 days. The fund is a "money market fund" pursuant to the CESR guidelines for money market funds (CESR / ). Lukas Haas since Liechtenstein 31. May Total net assets (in mil.) 1' Inception date Management fee in % p.a TER (as of ) in % 0.39 Benchmark (BM) Citigroup 3M Euro Dep. Category B LI CLDMMDB LE Valor no Net asset value (NAV) 1' In scope - tax 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 3) ) Maximum drawdown is the most negative cumulative return over a given time period. Net performance in (rebased to ) and yearly performance 2) CS (Lie) Money Market Fund - B Citigroup 3M Euro Dep. (Benchmark) Fund Benchmark Maturities in months 45% 4 35% 3 25% 2 15% 1 5% >12 Duration and Yield Fund Gross portfolio yield in % 1.00 Weighted Average Life (in days) 124 Weighted Average Maturity (in days) 118 Asset Allocation in % Commercial Paper Bonds with short maturity Floating-rate Notes (FRN)/(FRMTN) 9.81 Cash/Cash Equivalents 5.86 Total.00 Credit Ratings in % 3% 2% 1% A A A AAA (Bucket) 0.87 AA (Bucket) 9.74 A (Bucket) 6.57 BBB (Bucket) 3.09 Default Probability Weighted Average Credit Rating = A Linear Weighted Average Credit Rating = A+ Position Maturity as % of assets Agence Centrale BMW US Capital Caisse des Depots UBS AG London FMS Wertmanagement DZ Privatbank Rabobank Europ. Inv. Bk ABN AMRO Bk NV Bank of Tokyo - Mitsubishi Total Number of holdings Fund

149 CS (Lux) Asian Equity Dividend Plus Fund a subfund of CS Investment Funds 5 - Class B The fund s objective is to achieve maximum long-term capital gains by investing in securities, while maintaining an adequate diversification of risks. It actively invests primarily in shares and similar instruments issued by companies established in Asia, a region that includes China, Hong Kong, Indonesia, Malaysia, the Philippines, Singapore, South Korea and Taiwan as well as Thailand but excluding Japan. The fund seeks to identify undervalued stocks across all market capitalization classes and industry sectors. It provides investors with access to some of the world s fastest-growing economies and enables them to participate in the region s long-term sustainable growth. Credit Suisse (Singapore) Limited since Singapore 30. Sep Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 2.40 Benchmark (BM) MSCI AC Asia Pacific ex Japan (NR) (03/15) Category B LU CCLAPEB LX Valor no Net asset value (NAV) Out of scope 3) For more details, please refer to the relevant chapter "Net Number of holdings Fund 53 Net performance in (rebased to ) and yearly performance 2) CS (Lux) Asian Equity Dividend Plus Fund B MSCI AC Asia Pacific ex Japan (NR) (03/15) Former Track Record of Clariden Leu (Gue) Asia Pacific Equity Fund (December 21, August 19, 2009) (Benchmark) Fund Benchmark Countries in % China Australia South Korea 9.36 Hong Kong 8.32 Taiwan 7.53 Thailand 6.54 Singapore 6.22 Indonesia 5.38 Cash/Cash Equivalents 1.86 Others year 3 years Annualized volatility in % Tracking Error (Ex post) Beta Sectors in % Financials Telecommunication Services Information Technology Real Estate Consumer Staples 7.73 Materials 7.63 Industrials 5.90 Energy 5.21 Cash/Cash Equivalents 4.36 Others Sydney Airport 3.66 TSMC 3.51 China Const. Bank 3.34 China Mobile 3.12 Macquarie Group 3.07 Wesfarmers Ltd Keppel DC Reit 2.53 Macquarie Korea Infrastructure 2.52 Insurance Australia 2.33 Zhejiang Expressway 2.24 Total Credit Suisse SICAV 149

150 CS (Lux) Global Small & Mid Cap Emerging Market ILC Equity Fund a subfund of CS Investment Funds 5 - Class B The aim of the Fund is to achieve the highest possible risk adjusted return in whilst investing in small and mid cap companies domiciled in Emerging Markets or conducting the bulk of their business activities in Emerging Markets, and having a market capitalization of less than 10 billion at the time of the investment. HOLT Active Equity Group since Sep Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 2.32 Benchmark (BM) MSCI EM Mid Cap (NR) (06/13) Securities lending No Category B LU CLLEMEB LX Valor no Net asset value (NAV) Out of scope 3) For more details, please refer to the relevant chapter "Net Fund statistics 2) 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Beta Number of holdings Fund 76 Net performance in (rebased to ) and yearly performance 2) CS (Lux) Global Small & Mid Cap Emerging Market ILC Equity Fund B MSCI EM Mid Cap (NR) (06/13) Yearly or year-to-date performance respectively (Fund) Yearly or year-to-date performance respectively (Benchmark) Fund Benchmark Countries in % Sectors in % China South Korea Taiwan Brazil South Africa 8.04 India 5.17 Hong Kong 4.13 Mexico 3.39 Cash/Cash Equivalents 2.22 Others Financials Consumer Discretionary Utilities Consumer Staples 9.84 Information Technology 7.36 Industrials 7.08 Health Care 6.41 Materials 5.73 Cash/Cash Equivalents 2.22 Others Energias Do Brasil 2.76 Transmissora Alianca Energia Eletr Units 2.60 ENN Energy 2.49 China Medical System 2.20 TAL Education Group 2.17 Hero Motocorp 2.13 DGB 2.10 Haier Electronics 2.09 Chongqing Rural 2.07 Compal Electronics 2.02 Total

151 CS (Lux) Global Small & Mid Cap Emerging Market ILC Equity Fund a subfund of CS Investment Funds 5 - Class IB The aim of the Fund is to achieve the highest possible risk adjusted return in whilst investing in small and mid cap companies domiciled in Emerging Markets or conducting the bulk of their business activities in Emerging Markets, and having a market capitalization of less than 10 billion at the time of the investment. HOLT Active Equity Group since Sep Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.60 Benchmark (BM) MSCI EM Mid Cap (NR) (06/13) Securities lending No Category IB LU CLLEMIB LX Valor no Net asset value (NAV) Min. Investment Amount 500'000 Out of scope 3) For more details, please refer to the relevant chapter "Net Fund statistics 2) 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Beta Number of holdings Fund 76 Net performance in (rebased to ) and yearly performance 2) CS (Lux) Global Small & Mid Cap Emerging Market ILC Equity Fund IB MSCI EM Mid Cap (NR) (06/13) Yearly or year-to-date performance respectively (Fund) Yearly or year-to-date performance respectively (Benchmark) Fund Benchmark Countries in % Sectors in % China South Korea Taiwan Brazil South Africa 8.04 India 5.17 Hong Kong 4.13 Mexico 3.39 Cash/Cash Equivalents 2.22 Others Financials Consumer Discretionary Utilities Consumer Staples 9.84 Information Technology 7.36 Industrials 7.08 Health Care 6.41 Materials 5.73 Cash/Cash Equivalents 2.22 Others Energias Do Brasil 2.76 Transmissora Alianca Energia Eletr Units 2.60 ENN Energy 2.49 China Medical System 2.20 TAL Education Group 2.17 Hero Motocorp 2.13 DGB 2.10 Haier Electronics 2.09 Chongqing Rural 2.07 Compal Electronics 2.02 Total Credit Suisse SICAV 151

152 CS (Lux) Global Energy Winners Equity Fund a subfund of CS Investment Funds 5 - Class B This sector-based equity fund invests mainly in companies engaged in energy production, transportation, transmission, distribution, and conservation, as well as suppliers of goods and services to the sector. The breadth, complexity and cyclicality create opportunities for patient investors. Given the currently massive change in the sector, the fund defines themes that should drive individual companies and then tries to pick early winners. The objective is to provide long-term capital appreciation. Investment decisions are based primarily on bottom-up fundamental research. The benchmark is used to measure performance but does not determine security selection. Thomas Amrein since Zürich 30. Sep Total net assets (in mil.) Inception date of share class Management fee in % p.a TER (as of ) in % 2.26 Benchmark (BM) MSCI World Energy (NR) Category B LU CLAEEFB LX Valor no Net asset value (NAV) Sales registration: Austria, France, Germany, Italy,, Singapore, Spain, Out of scope 3) For more details, please refer to the relevant chapter "Net Fund statistics 2) 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Beta Net performance in (rebased to ) and yearly performance 2) CS (Lux) Global Energy Winners Equity Fund B MSCI World Energy (NR) Purchases Sales MARATHON PETROLEUM Wi ACUITY BRANDS PARSLEY ENERGY A BAKER HUGHES SEVEN GENERATIONS ENERGY PHILLIPS 66 - ROYAL DUTCH SHELL Adr B - EQT CORP Fund (Benchmark) Fund Benchmark Sectors in % Fund Energy Industrials Utilities Materials 5.98 Cash/Cash Equivalents 0.44 Others 0.56 Currencies in % Significant Transactions Number of holdings CAD 3.15 GBP 3.13 HKD 2.67 THB 1.30 AUD 0.88 CHF 0.01 Countries in % USA France 8.80 Canada 7.39 China 5.75 Germany 4.68 United Kingdom 3.11 Netherlands 2.62 Spain 2.47 Cash/Cash Equivalents 0.44 Others 5.94 TOTAL SA 7.26 Tesoro 5.90 Diamondback Energy Inc 4.97 Acuity Brands 4.85 Wacker Chemie 4.68 US Silica Holdings 4.10 Pattern Energy Group 3.57 Concho Resources 3.54 Pioneer Nat. Res Cnooc 3.10 Total

153 CS (Lux) Global Energy Winners Equity Fund a subfund of CS Investment Funds 5 - This sector-based equity fund invests mainly in companies engaged in energy production, transportation, transmission, distribution, and conservation, as well as suppliers of goods and services to the sector. The breadth, complexity and cyclicality create opportunities for patient investors. Given the currently massive change in the sector, the fund defines themes that should drive individual companies and then tries to pick early winners. The objective is to provide long-term capital appreciation. Investment decisions are based primarily on bottom-up fundamental research. The benchmark is used to measure performance but does not determine security selection. Thomas Amrein since Zürich 30. Sep Total net assets (in mil.) Inception date of share class Management fee in % p.a TER (as of ) in % 2.26 Benchmark (BM) MSCI World Energy (NR) Category BH LU CLAEEFH LX Valor no Net asset value (NAV) Sales registration: Austria, France, Germany, Italy,, Singapore, Spain, Out of scope 3) For more details, please refer to the relevant chapter "Net Fund statistics 2) 3 years 5 years Annualised volatility in % Information ratio - - Tracking Error (Ex post) - - Beta - - Class BH Net performance in (rebased to ) and yearly performance 2) Purchases Sales MARATHON PETROLEUM Wi ACUITY BRANDS PARSLEY ENERGY A BAKER HUGHES SEVEN GENERATIONS ENERGY PHILLIPS 66 - ROYAL DUTCH SHELL Adr B - EQT CORP Fund CS (Lux) Global Energy Winners Equity Fund BH (Fund) Fund Sectors in % Fund Energy Industrials Utilities Materials 5.98 Cash/Cash Equivalents 0.44 Others 0.56 Currencies in % Significant Transactions Number of holdings CAD 3.15 GBP 3.13 HKD 2.67 THB 1.30 AUD 0.88 CHF 0.01 Countries in % USA France 8.80 Canada 7.39 China 5.75 Germany 4.68 United Kingdom 3.11 Netherlands 2.62 Spain 2.47 Cash/Cash Equivalents 0.44 Others 5.94 TOTAL SA 7.26 Tesoro 5.90 Diamondback Energy Inc 4.97 Acuity Brands 4.85 Wacker Chemie 4.68 US Silica Holdings 4.10 Pattern Energy Group 3.57 Concho Resources 3.54 Pioneer Nat. Res Cnooc 3.10 Total Credit Suisse SICAV 153

154 CS (Lux) Russian Equity Fund a subfund of CS Investment Funds 5 - Class B The fund aims to achieve long-term capital appreciation by investing primarily in equities of issuers incorporated in Russia or conducting their principal business activities within Russia. It offers broad diversification across sectors such as energy, materials, telecommunications, consumer goods and banking. The investment strategy is based on fundamental analysis. The fund targets investments in shares of attractively valued companies expected to benefit from growth in the Russian economy and global demand for natural resources. Anna Väänänen since Sep Total net assets (in mil.) Inception date of share class Management fee in % p.a TER (as of ) in % 2.34 Benchmark (BM) MSCI Russia (NR) Category B LU CLLRUSB LX Valor no Net asset value (NAV) Sales registration: Austria, Finland, France, Germany, Italy,, Norway, Singapore, Spain, Sweden, Out of scope 3) For more details, please refer to the relevant chapter "Net Fund statistics 2) 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Beta Net performance in (rebased to ) and yearly performance 2) CS (Lux) Russian Equity Fund B MSCI Russia (NR) Purchases Sales LUKOIL Adr MAIL.RU GROUP Reg S Gdr - MOSCOW EXCHANGE MICEX Fund Former Track Record of Clariden Leu (Gue) Russia Equity Fund (September 30, August 20, 2009) (Benchmark) For the evaluation of the performance data please be aware that the fund has been restructured and relaunched with effect of 20 August For the restructuring all assets and liabilities of the former Clariden Leu (Gue) Russia Equity Fund have been transferred to CS (Lux) Russian Equity Fund B. Fund management and investment policy remained unchanged. The data provided in this document reflect the performance of the Clariden Leu (Gue) Russia Equity Fund as well as the performance of the CS (Lux) Russian Equity Fund B. Past performance, whether actual or simulated, does not guarantee future results. Net performance in 2) Fund Benchmark Sectors in % Fund Consumer Staples Energy Financials Information Technology Materials Industrials 4.00 Consumer Discretionary 2.83 Telecommunication Services 0.51 Cash/Cash Equivalents 0.40 Others 2.95 Currencies in % Significant Transactions Number of holdings RUB Countries in % Russia USA 6.14 Cyprus 1.30 Cash/Cash Equivalents 0.40 Others 2.95 X 5 Retail Group 9.28 Sberbank of Russia 8.70 Magnit 8.08 Lukoil ADR 7.82 GROUP LSR 5.41 Alrosa 4.66 Norilsk Nickel 4.58 Novatek 4.48 Qiwi 4.18 Yandex 3.95 Total

155 CS (Lux) Russian Equity Fund a subfund of CS Investment Funds 5 - Class B RUB The fund aims to achieve long-term capital appreciation by investing primarily in equities of issuers incorporated in Russia or conducting their principal business activities within Russia. It offers broad diversification across sectors such as energy, materials, telecommunications, consumer goods and banking. The investment strategy is based on fundamental analysis. The fund targets investments in shares of attractively valued companies expected to benefit from growth in the Russian economy and global demand for natural resources. Net performance in RUB (rebased to ) and yearly performance 2) CS (Lux) Russian Equity Fund B RUB MSCI Russia (NR) (Benchmark) Anna Väänänen since Sep Total net assets (in mil.) Inception date of share class Management fee in % p.a TER (as of ) in % 2.35 Benchmark (BM) MSCI Russia (NR) Category B RUB LU CLLRURB LX Valor no Net asset value (NAV) 1' Sales registration: Austria, Finland, France, Germany, Italy,, Norway, Singapore, Spain, Sweden, Out of scope 3) For more details, please refer to the relevant chapter "Net Fund statistics 2) 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Beta - - Fund Benchmark Sectors in % Fund Consumer Staples Energy Financials Information Technology Materials Industrials 4.00 Consumer Discretionary 2.83 Telecommunication Services 0.51 Cash/Cash Equivalents 0.40 Others 2.95 Currencies in % Significant Transactions RUB Purchases Sales LUKOIL Adr MAIL.RU GROUP Reg S Gdr - MOSCOW EXCHANGE MICEX Number of holdings Fund 29 Countries in % Russia USA 6.14 Cyprus 1.30 Cash/Cash Equivalents 0.40 Others 2.95 X 5 Retail Group 9.28 Sberbank of Russia 8.70 Magnit 8.08 Lukoil ADR 7.82 GROUP LSR 5.41 Alrosa 4.66 Norilsk Nickel 4.58 Novatek 4.48 Qiwi 4.18 Yandex 3.95 Total Credit Suisse SICAV 155

156 CS (Lux) Russian Equity Fund a subfund of CS Investment Funds 5 - Class BH The fund aims to achieve long-term capital appreciation by investing primarily in equities of issuers incorporated in Russia or conducting their principal business activities within Russia. It offers broad diversification across sectors such as energy, materials, telecommunications, consumer goods and banking. The investment strategy is based on fundamental analysis. The fund targets investments in shares of attractively valued companies expected to benefit from growth in the Russian economy and global demand for natural resources. Anna Väänänen since Sep Total net assets (in mil.) Inception date of share class Management fee in % p.a TER (as of ) in % 2.34 Benchmark (BM) No Benchmark Category BH LU CLLRUIH LX Valor no Net asset value (NAV) Sales registration: Austria, Finland, France, Germany, Italy,, Norway, Singapore, Spain, Sweden, Out of scope 3) For more details, please refer to the relevant chapter "Net Fund statistics 2) 3 years 5 years Annualised volatility in % Information ratio - - Tracking Error (Ex post) - - Beta - - Net performance in (rebased to ) and yearly performance 2) CS (Lux) Russian Equity Fund BH Purchases Sales LUKOIL Adr MAIL.RU GROUP Reg S Gdr - MOSCOW EXCHANGE MICEX Fund (Benchmark) (Fund) Fund Sectors in % Fund Consumer Staples Energy Financials Information Technology Materials Industrials 4.00 Consumer Discretionary 2.83 Telecommunication Services 0.51 Cash/Cash Equivalents 0.40 Others 2.95 Currencies in % Significant Transactions Number of holdings RUB Countries in % Russia USA 6.14 Cyprus 1.30 Cash/Cash Equivalents 0.40 Others 2.95 X 5 Retail Group 9.28 Sberbank of Russia 8.70 Magnit 8.08 Lukoil ADR 7.82 GROUP LSR 5.41 Alrosa 4.66 Norilsk Nickel 4.58 Novatek 4.48 Qiwi 4.18 Yandex 3.95 Total

157 CS (Lux) Russian Equity Fund a subfund of CS Investment Funds 5 - Class IB The fund aims to achieve long-term capital appreciation by investing primarily in equities of issuers incorporated in Russia or conducting their principal business activities within Russia. It offers broad diversification across sectors such as energy, materials, telecommunications, consumer goods and banking. The investment strategy is based on fundamental analysis. The fund targets investments in shares of attractively valued companies expected to benefit from growth in the Russian economy and global demand for natural resources. Anna Väänänen since Sep Total net assets (in mil.) Inception date of share class Management fee in % p.a TER (as of ) in % 1.58 Benchmark (BM) MSCI Russia (NR) Category IB LU CLLRUIB LX Valor no Net asset value (NAV) Min. Investment Amount 500'000 Sales registration: Austria, Finland, France, Germany, Italy,, Norway, Singapore, Spain, Sweden, Out of scope 3) For more details, please refer to the relevant chapter "Net Fund statistics 2) 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Beta Net performance in (rebased to ) and yearly performance 2) CS (Lux) Russian Equity Fund IB MSCI Russia (NR) Purchases Sales LUKOIL Adr MAIL.RU GROUP Reg S Gdr - MOSCOW EXCHANGE MICEX Fund Former Track Record of Clariden Leu (Gue) Russia Equity Fund (December 20, August 20, 2009) (Benchmark) For the evaluation of the performance data please be aware that the fund has been restructured and relaunched with effect of 20 August For the restructuring all assets and liabilities of the former Clariden Leu (Gue) Russia Equity Fund have been transferred to CS (Lux) Russian Equity Fund IB. Fund management and investment policy remained unchanged. The data provided in this document reflect the performance of the Clariden Leu (Gue) Russia Equity Fund as well as the performance of the CS (Lux) Russian Equity Fund IB. Past performance, whether actual or simulated, does not guarantee future results. Net performance in 2) Fund Benchmark Sectors in % Fund Consumer Staples Energy Financials Information Technology Materials Industrials 4.00 Consumer Discretionary 2.83 Telecommunication Services 0.51 Cash/Cash Equivalents 0.40 Others 2.95 Currencies in % Significant Transactions Number of holdings RUB Countries in % Russia USA 6.14 Cyprus 1.30 Cash/Cash Equivalents 0.40 Others 2.95 X 5 Retail Group 9.28 Sberbank of Russia 8.70 Magnit 8.08 Lukoil ADR 7.82 GROUP LSR 5.41 Alrosa 4.66 Norilsk Nickel 4.58 Novatek 4.48 Qiwi 4.18 Yandex 3.95 Total Credit Suisse SICAV 157

158 CS (Lux) Infrastructure Equity Fund a subfund of CS Investment Funds 5 - Class B This sector-based equity fund invests along the value chain of the global infrastructure opportunity set. The investment universe encompasses companies that provide the facilities and services necessary to maintain and develop modern infrastructure, and also includes companies supplying infrastructure-related products and services. The objective is to maximize total return from capital appreciation and dividends over extended periods of time. It follows an unconstrained, non-benchmark oriented approach to identify attractively valued companies positioned to benefit from the infrastructure theme. Werner Richli since Sep Total net assets (in mil.) Inception date of share class Management fee in % p.a TER (as of ) in % 2.27 Benchmark (BM) MSCI World (NR) (06/13) Category B LU CLAIFFB LX Valor no Net asset value (NAV) Sales registration: Austria, France, Germany, Italy,, Singapore, Spain, Out of scope 3) For more details, please refer to the relevant chapter "Net Fund statistics 2) 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Beta Net performance in (rebased to ) and yearly performance 2) CS (Lux) Infrastructure Equity Fund B MSCI World (NR) (06/13) Purchases Sales Fund (Benchmark) Fund Benchmark Sectors in % Fund Utilities Transportation Infrastructure Energy Telecommunication Services Financials 0.00 Cash/Cash Equivalents 0.94 Currencies in % Significant Transactions Number of holdings CAD 8.32 AUD 4.89 HKD 3.86 THB 2.92 CHF 2.43 GBP 2.06 BRL 1.62 Others 2.40 Countries in % USA Canada 8.32 Australia 4.89 Italy 4.32 France 4.27 Spain 3.80 Thailand 2.92 China 2.72 Cash/Cash Equivalents 0.94 Others Kinder Morgan 6.12 Cheniere Energy 5.19 Transcanada 5.13 American Tower 5.03 Crown Castle 4.07 American Water Works 3.70 SBA Communication Group 3.70 Atmos Energy 3.31 PG & E 2.98 Airports of Thailand 2.92 Total

159 CS (Lux) Infrastructure Equity Fund a subfund of CS Investment Funds 5 - Class BH This sector-based equity fund invests along the value chain of the global infrastructure opportunity set. The investment universe encompasses companies that provide the facilities and services necessary to maintain and develop modern infrastructure, and also includes companies supplying infrastructure-related products and services. The objective is to maximize total return from capital appreciation and dividends over extended periods of time. It follows an unconstrained, non-benchmark oriented approach to identify attractively valued companies positioned to benefit from the infrastructure theme. Werner Richli since Sep Total net assets (in mil.) Inception date of share class Management fee in % p.a TER (as of ) in % 2.28 Benchmark (BM) No Benchmark Category BH LU CLAIFHE LX Valor no Net asset value (NAV) Sales registration: Austria, France, Germany, Italy,, Singapore, Spain, Out of scope 3) For more details, please refer to the relevant chapter "Net Fund statistics 2) 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Beta Net performance in (rebased to ) and yearly performance 2) CS (Lux) Infrastructure Equity Fund BH Purchases Sales Fund Fund Sectors in % Fund Utilities Transportation Infrastructure Energy Telecommunication Services Financials 0.00 Cash/Cash Equivalents 0.94 Currencies in % Significant Transactions Number of holdings CAD 8.32 AUD 4.89 HKD 3.86 THB 2.92 CHF 2.43 GBP 2.06 BRL 1.62 Others 2.40 Countries in % USA Canada 8.32 Australia 4.89 Italy 4.32 France 4.27 Spain 3.80 Thailand 2.92 China 2.72 Cash/Cash Equivalents 0.94 Others Kinder Morgan 6.12 Cheniere Energy 5.19 Transcanada 5.13 American Tower 5.03 Crown Castle 4.07 American Water Works 3.70 SBA Communication Group 3.70 Atmos Energy 3.31 PG & E 2.98 Airports of Thailand 2.92 Total Credit Suisse SICAV 159

160 CS (Lux) Infrastructure Equity Fund a subfund of CS Investment Funds 5 - Class IB This sector-based equity fund invests along the value chain of the global infrastructure opportunity set. The investment universe encompasses companies that provide the facilities and services necessary to maintain and develop modern infrastructure, and also includes companies supplying infrastructure-related products and services. The objective is to maximize total return from capital appreciation and dividends over extended periods of time. It follows an unconstrained, non-benchmark oriented approach to identify attractively valued companies positioned to benefit from the infrastructure theme. Werner Richli since Sep Total net assets (in mil.) Inception date of share class Management fee in % p.a TER (as of ) in % 1.55 Benchmark (BM) MSCI World (NR) (06/13) Category IB LU CLAIFIB LX Valor no Net asset value (NAV) Min. Investment Amount 500'000 Sales registration: Austria, France, Germany, Italy,, Singapore, Spain, Out of scope 3) For more details, please refer to the relevant chapter "Net Fund statistics 2) 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Beta Net performance in (rebased to ) and yearly performance 2) CS (Lux) Infrastructure Equity Fund IB MSCI World (NR) (06/13) Purchases Sales Fund (Benchmark) Fund Benchmark Sectors in % Fund Utilities Transportation Infrastructure Energy Telecommunication Services Financials 0.00 Cash/Cash Equivalents 0.94 Currencies in % Significant Transactions Number of holdings CAD 8.32 AUD 4.89 HKD 3.86 THB 2.92 CHF 2.43 GBP 2.06 BRL 1.62 Others 2.40 Countries in % USA Canada 8.32 Australia 4.89 Italy 4.32 France 4.27 Spain 3.80 Thailand 2.92 China 2.72 Cash/Cash Equivalents 0.94 Others Kinder Morgan 6.12 Cheniere Energy 5.19 Transcanada 5.13 American Tower 5.03 Crown Castle 4.07 American Water Works 3.70 SBA Communication Group 3.70 Atmos Energy 3.31 PG & E 2.98 Airports of Thailand 2.92 Total

161 CS (Lux) Asia Consumer Equity Fund a subfund of CS Investment Funds 5 - Class B This theme-based equity fund is one of the very few mutual funds focusing on the investments in Greater China, developed and emerging Asia, together with the central Asian region. The fund typically invests the majority of its assets in companies engaged in the consumer discretionary, consumer staples and telecommunication sectors. This includes, but is not limited to, retailers and wholesalers of regional brands, casinos and hotels, food producers, supermarkets, mobile device manufacturers and so on. Repositioning as per (old Fund name: CS SICAV (Lux) Equity Silk Road) Juan Manuel Mendoza since Singapore 30. Sep Total net assets (in mil.) Inception date of share class Management fee in % p.a TER (as of ) in % 2.41 Benchmark (BM) MSCI AC Far East ex Japan (NR) Category B LU CLSILBU LX Valor no Net asset value (NAV) Sales registration: Austria, Finland, France, Germany, Italy,, Norway, Singapore, Spain, Sweden, Out of scope 3) For more details, please refer to the relevant chapter "Net Fund statistics 2) 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Beta Net performance in (rebased to ) and yearly performance 2) Purchases Sales CHINA CONSTRUCTION BANK H LG HOUSEHOLD & HEALTHCARE BANK OF CHINA H AMOREPACIFIC New SUN HUNG KAI PROPERTIES SHISEIDO AMOREPACIFIC New BLOOMAGE BIOTECHNOLOGY LI NING PAX GLOBAL TECHNOLOGY Fund CS (Lux) Asia Consumer Equity Fund B MSCI AC Far East ex Japan (NR) (Benchmark) Fund Benchmark Sectors in % Fund Financials Information Technology Consumer Discretionary Consumer Staples Telecommunication Services 7.70 Materials 1.07 Cash/Cash Equivalents 2.84 Currencies in % Significant Transactions Number of holdings HKD KRW IDR PHP 8.83 THB 3.42 JPY 2.10 GBP 1.52 TWD 1.49 Others 0.14 Countries in % China Hong Kong South Korea Indonesia Philippines 8.01 Taiwan 4.83 Thailand 3.41 Other Asia 3.34 Cash/Cash Equivalents 2.84 Others 6.82 Samsung Electronics 5.84 Tencent Hldg Ltd 5.82 China Mobile 4.51 Amorepacific 4.50 AIA Group Limited 4.42 Alibaba ADR 4.42 Sands China Ltd Taiwan Semicon 3.35 Megaworld Corp China Const. Bank 3.20 Total Credit Suisse SICAV 161

162 CS (Lux) Asia Consumer Equity Fund a subfund of CS Investment Funds 5 - Class BH This theme-based equity fund is one of the very few mutual funds focusing on the investments in Greater China, developed and emerging Asia, together with the central Asian region. The fund typically invests the majority of its assets in companies engaged in the consumer discretionary, consumer staples and telecommunication sectors. This includes, but is not limited to, retailers and wholesalers of regional brands, casinos and hotels, food producers, supermarkets, mobile device manufacturers and so on. Repositioning as per (old Fund name: CS SICAV (Lux) Equity Silk Road) Juan Manuel Mendoza since Singapore 30. Sep Total net assets (in mil.) Inception date of share class Management fee in % p.a TER (as of ) in % 2.42 Benchmark (BM) No Benchmark Category BH LU CLSILHE LX Valor no Net asset value (NAV) Sales registration: Austria, Finland, France, Germany, Italy,, Norway, Singapore, Spain, Sweden, Out of scope 3) For more details, please refer to the relevant chapter "Net Fund statistics 2) 3 years 5 years Annualised volatility in % Information ratio - - Tracking Error (Ex post) - - Beta - - Net performance in (rebased to ) and yearly performance 2) Purchases Sales CHINA CONSTRUCTION BANK H LG HOUSEHOLD & HEALTHCARE BANK OF CHINA H AMOREPACIFIC New SUN HUNG KAI PROPERTIES SHISEIDO AMOREPACIFIC New BLOOMAGE BIOTECHNOLOGY LI NING PAX GLOBAL TECHNOLOGY Fund CS (Lux) Asia Consumer Equity Fund BH % 2 15% 1 5% -5% -1-15% Fund Sectors in % Fund Financials Information Technology Consumer Discretionary Consumer Staples Telecommunication Services 7.70 Materials 1.07 Cash/Cash Equivalents 2.84 Currencies in % Significant Transactions Number of holdings HKD KRW IDR PHP 8.83 THB 3.42 JPY 2.10 GBP 1.52 TWD 1.49 Others 0.14 Countries in % China Hong Kong South Korea Indonesia Philippines 8.01 Taiwan 4.83 Thailand 3.41 Other Asia 3.34 Cash/Cash Equivalents 2.84 Others 6.82 Samsung Electronics 5.84 Tencent Hldg Ltd 5.82 China Mobile 4.51 Amorepacific 4.50 AIA Group Limited 4.42 Alibaba ADR 4.42 Sands China Ltd Taiwan Semicon 3.35 Megaworld Corp China Const. Bank 3.20 Total

163 CS (Lux) Asia Consumer Equity Fund a subfund of CS Investment Funds 5 - Class BH CHF This theme-based equity fund is one of the very few mutual funds focusing on the investments in Greater China, developed and emerging Asia, together with the central Asian region. The fund typically invests the majority of its assets in companies engaged in the consumer discretionary, consumer staples and telecommunication sectors. This includes, but is not limited to, retailers and wholesalers of regional brands, casinos and hotels, food producers, supermarkets, mobile device manufacturers and so on. Repositioning as per (old Fund name: CS SICAV (Lux) Equity Silk Road) Juan Manuel Mendoza since Singapore 30. Sep Total net assets (in mil.) Inception date of share class Management fee in % p.a TER (as of ) in % 2.42 Benchmark (BM) No Benchmark Category BH CHF LU CLSILHC LX Valor no Net asset value (NAV) Sales registration: Austria, Finland, France, Germany, Italy,, Norway, Singapore, Spain, Sweden, Out of scope 3) For more details, please refer to the relevant chapter "Net Fund statistics 2) 3 years 5 years Annualised volatility in % Information ratio - - Tracking Error (Ex post) - - Beta - - Net performance in CHF (rebased to ) and yearly performance 2) Purchases Sales CHINA CONSTRUCTION BANK H LG HOUSEHOLD & HEALTHCARE BANK OF CHINA H AMOREPACIFIC New SUN HUNG KAI PROPERTIES SHISEIDO AMOREPACIFIC New BLOOMAGE BIOTECHNOLOGY LI NING PAX GLOBAL TECHNOLOGY Fund CS (Lux) Asia Consumer Equity Fund BH CHF % 2 15% 1 5% -5% -1-15% -2 Fund Sectors in % Fund Financials Information Technology Consumer Discretionary Consumer Staples Telecommunication Services 7.70 Materials 1.07 Cash/Cash Equivalents 2.84 Currencies in % Significant Transactions Number of holdings HKD KRW IDR PHP 8.83 THB 3.42 JPY 2.10 GBP 1.52 TWD 1.49 Others 0.14 Countries in % China Hong Kong South Korea Indonesia Philippines 8.01 Taiwan 4.83 Thailand 3.41 Other Asia 3.34 Cash/Cash Equivalents 2.84 Others 6.82 Samsung Electronics 5.84 Tencent Hldg Ltd 5.82 China Mobile 4.51 Amorepacific 4.50 AIA Group Limited 4.42 Alibaba ADR 4.42 Sands China Ltd Taiwan Semicon 3.35 Megaworld Corp China Const. Bank 3.20 Total Credit Suisse SICAV 163

164 CS (Lux) Global Biotech Innovators Equity Fund a subfund of CS Investment Funds 5 - Class B This sector-based equity fund globally invests in stocks of biotechnology companies to achieve long-term capital appreciation while maintaining an adequate distribution of risks. It offers access to one of the fastest-growing segments of the health sector, and opportunity to participate in growth in value tied to clinical progress of innovative products from early stage to those ready to be brought to market. The fund invests in numerous therapeutics areas, as well as diagnosis and preventative treatments. The portfolio is not constrained either in terms of geography or by market capitalization. The NASDAQ Biotechnology TR serves as the benchmark. Irene Beatrice Puettner since Sep Total net assets (in mil.) Inception date of share class Management fee in % p.a TER (as of ) in % 2.23 Benchmark (BM) NASDAQ Biotechnology Index (TR) (04/07) Category B LU CLABIOT LX Valor no Net asset value (NAV) Sales registration: Austria, France, Germany, Italy,, Singapore, Spain, Out of scope 3) For more details, please refer to the relevant chapter "Net Fund statistics 2) 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Beta Net performance in (rebased to ) and yearly performance 2) CS (Lux) Global Biotech Innovators Equity Fund B NASDAQ Biotechnology Index (TR) (04/07) Purchases Sales - - Fund (Benchmark) Fund Benchmark Sectors in % Fund Biotechnology Pharmaceuticals 6.57 Life Sciences Tools & Services 3.63 Cash/Cash Equivalents 0.89 Currencies in % Significant Transactions Number of holdings CHF 6.71 DKK GBP 0.01 Countries in % USA Denmark Cash/Cash Equivalents 1.00 Others 2.80 Celgene 7.38 Biogen 7.20 Amgen 6.21 Gilead Sciences 5.79 Regeneron Pharma Biomarin Pharmaceutical 4.45 Incyte 3.97 Alexion Pharma Vertex Pharma 3.90 Illumina 3.63 Total

165 CS (Lux) Global Biotech Innovators Equity Fund a subfund of CS Investment Funds 5 - Class BH This sector-based equity fund globally invests in stocks of biotechnology companies to achieve long-term capital appreciation while maintaining an adequate distribution of risks. It offers access to one of the fastest-growing segments of the health sector, and opportunity to participate in growth in value tied to clinical progress of innovative products from early stage to those ready to be brought to market. The fund invests in numerous therapeutics areas, as well as diagnosis and preventative treatments. The portfolio is not constrained either in terms of geography or by market capitalization. The NASDAQ Biotechnology TR serves as the benchmark. Irene Beatrice Puettner since Sep Total net assets (in mil.) Inception date of share class Management fee in % p.a TER (as of ) in % 2.23 Benchmark (BM) No Benchmark Category BH LU CLBIEHE LX Valor no Net asset value (NAV) Sales registration: Austria, France, Germany, Italy,, Singapore, Spain, Out of scope 3) For more details, please refer to the relevant chapter "Net Fund statistics 2) 3 years 5 years Annualised volatility in % Information ratio - - Tracking Error (Ex post) - - Beta - - Net performance in (rebased to ) and yearly performance 2) CS (Lux) Global Biotech Innovators Equity Fund BH (Benchmark) Purchases Sales - - Fund (Fund) Fund Sectors in % Fund Biotechnology Pharmaceuticals 6.57 Life Sciences Tools & Services 3.63 Cash/Cash Equivalents 0.89 Currencies in % Significant Transactions Number of holdings CHF 6.71 DKK GBP 0.01 Countries in % USA Denmark Cash/Cash Equivalents 1.00 Others 2.80 Celgene 7.38 Biogen 7.20 Amgen 6.21 Gilead Sciences 5.79 Regeneron Pharma Biomarin Pharmaceutical 4.45 Incyte 3.97 Alexion Pharma Vertex Pharma 3.90 Illumina 3.63 Total Credit Suisse SICAV 165

166 CS (Lux) Global Biotech Innovators Equity Fund a subfund of CS Investment Funds 5 - Class IB This sector-based equity fund globally invests in stocks of biotechnology companies to achieve long-term capital appreciation while maintaining an adequate distribution of risks. It offers access to one of the fastest-growing segments of the health sector, and opportunity to participate in growth in value tied to clinical progress of innovative products from early stage to those ready to be brought to market. The fund invests in numerous therapeutics areas, as well as diagnosis and preventative treatments. The portfolio is not constrained either in terms of geography or by market capitalization. The NASDAQ Biotechnology TR serves as the benchmark. Irene Beatrice Puettner since Sep Total net assets (in mil.) Inception date of share class Management fee in % p.a TER (as of ) in % 1.21 Benchmark (BM) NASDAQ Biotechnology Index (TR) (04/07) Category IB LU CLABI1B LX Valor no Net asset value (NAV) Min. Investment Amount 500'000 Sales registration: Austria, France, Germany, Italy,, Singapore, Spain, Out of scope 3) For more details, please refer to the relevant chapter "Net Fund statistics 2) 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Beta Net performance in (rebased to ) and yearly performance 2) CS (Lux) Global Biotech Innovators Equity Fund IB NASDAQ Biotechnology Index (TR) (04/07) Purchases Sales - - Fund (Benchmark) Fund Benchmark Sectors in % Fund Biotechnology Pharmaceuticals 6.57 Life Sciences Tools & Services 3.63 Cash/Cash Equivalents 0.89 Currencies in % Significant Transactions Number of holdings CHF 6.71 DKK GBP 0.01 Countries in % USA Denmark Cash/Cash Equivalents 1.00 Others 2.80 Celgene 7.38 Biogen 7.20 Amgen 6.21 Gilead Sciences 5.79 Regeneron Pharma Biomarin Pharmaceutical 4.45 Incyte 3.97 Alexion Pharma Vertex Pharma 3.90 Illumina 3.63 Total

167 CS (Lux) Asia Corporate Bond Fund Class A & B The fund invests primarily in denominated Asian debt instruments, bonds, notes, and similar fixed-interest or floating-rate securities of issuers domiciled in Asia or conducting their main business activities in Asia. The Fund aims to generate alpha from active management of duration, sector exposure, and issuer selection through fundamental bottom-up analyses based on risk/reward parameters. Adrian Chee, Lei Zhu since Singapore 31. March Total net assets (in mil.) 1' Inception date Management fee in % p.a TER (as of ) in % 1.30 Benchmark (BM) JPM Asia Credit Index ex-sovereign 1-10Y Category A Category B (distribution) LU LU CSBACUA CSBACUB LX LX Valor no Net asset value (NAV) In scope - tax 3) For more details, please refer to the relevant chapter "Net Duration and Yield Fund Gross portfolio yield in % 3.51 Average remaining term to maturity in years 5.68 Modified duration in years year 3 years Annualized volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 4) ) Maximum drawdown is the most negative cumulative return over a given time period. Number of holdings Fund 230 Net performance in (rebased to ) and yearly performance 2) CS (Lux) Asia Corporate Bond Fund A JPM Asia Credit Index ex-sovereign 1-10Y (Benchmark) Fund Benchmark Credit Ratings in % Maturities in years Sectors in % Currencies in % AA (Bucket) 3.10 A (Bucket) BBB (Bucket) BB (Bucket) B (Bucket) Default Probability Weighted Average Credit Rating = BB+ Linear Weighted Average Credit Rating = BBB- Real estate Banks Investment Comp 8.60 Insurance 7.70 Holding Companies - Diversified 7.30 Engineering 5.50 Metals and mining 3.70 Telecommunications 3.70 Oil, Gas & Consumable Fuels 3.00 Others CNY 0.80 SGD % 3 25% 2 15% 1 5% % 2 15% 1 5% -5% >15 Countries in % China Hong Kong Japan 6.70 India 3.10 Singapore 3.00 Indonesia 1.80 South Korea 1.60 Thailand 1.10 Philippines 0.70 Others Position Maturity as % of assets Huarong Finance II Proven Honour Capital ASB Finance China Cinda Fin Tuspark Sino-Ocean Land NWD MTN Dai-Ichi Life Insurance PTT Exploration & Production Minmetals Bounte Total Credit Suisse Fund 167

168 CS (Lux) Asia Corporate Bond Fund Class BH CHF The fund invests primarily in denominated Asian debt instruments, bonds, notes, and similar fixed-interest or floating-rate securities of issuers domiciled in Asia or conducting their main business activities in Asia. The Fund aims to generate alpha from active management of duration, sector exposure, and issuer selection through fundamental bottom-up analyses based on risk/reward parameters. Adrian Chee, Lei Zhu since Singapore 31. March Total net assets (in mil.) 1' Inception date Management fee in % p.a TER (as of ) in % 1.30 Benchmark (BM) JPM Asia Credit Index ex-sovereign 1-10Y (CHF-Hgd) Category BH CHF LU CSBACRC LX Valor no Net asset value (NAV) In scope - tax 3) For more details, please refer to the relevant chapter "Net Duration and Yield Fund Gross portfolio yield in % 3.51 Average remaining term to maturity in years 5.68 Modified duration in years year 3 years Annualized volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 4) ) Maximum drawdown is the most negative cumulative return over a given time period. Number of holdings Fund 230 Net performance in CHF (rebased to ) and yearly performance 2) CS (Lux) Asia Corporate Bond Fund BH CHF JPM Asia Credit Index ex-sovereign 1-10Y (CHF-Hgd) (Benchmark) Fund Benchmark Credit Ratings in % Maturities in years Sectors in % Currencies in % AA (Bucket) 3.10 A (Bucket) BBB (Bucket) BB (Bucket) B (Bucket) Default Probability Weighted Average Credit Rating = BB+ Linear Weighted Average Credit Rating = BBB- Real estate Banks Investment Comp 8.60 Insurance 7.70 Holding Companies - Diversified 7.30 Engineering 5.50 Metals and mining 3.70 Telecommunications 3.70 Oil, Gas & Consumable Fuels 3.00 Others CNY 0.80 SGD % 3 25% 2 15% 1 5% 25% 2 15% 1 5% -5% >15 Countries in % China Hong Kong Japan 6.70 India 3.10 Singapore 3.00 Indonesia 1.80 South Korea 1.60 Thailand 1.10 Philippines 0.70 Others Position Maturity as % of assets Huarong Finance II Proven Honour Capital ASB Finance China Cinda Fin Tuspark Sino-Ocean Land NWD MTN Dai-Ichi Life Insurance PTT Exploration & Production Minmetals Bounte Total

169 CS (Lux) Asia Corporate Bond Fund Class BH The fund invests primarily in denominated Asian debt instruments, bonds, notes, and similar fixed-interest or floating-rate securities of issuers domiciled in Asia or conducting their main business activities in Asia. The Fund aims to generate alpha from active management of duration, sector exposure, and issuer selection through fundamental bottom-up analyses based on risk/reward parameters. Adrian Chee, Lei Zhu since Singapore 31. March Total net assets (in mil.) 1' Inception date Management fee in % p.a TER (as of ) in % 1.30 Benchmark (BM) JPM Asia Credit Index ex-sovereign 1-10Y (-Hgd) Category BH LU CSBACRE LX Valor no Net asset value (NAV) In scope - tax 3) For more details, please refer to the relevant chapter "Net Duration and Yield Fund Gross portfolio yield in % 3.51 Average remaining term to maturity in years 5.68 Modified duration in years year 3 years Annualized volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 4) ) Maximum drawdown is the most negative cumulative return over a given time period. Number of holdings Fund 230 Net performance in (rebased to ) and yearly performance 2) CS (Lux) Asia Corporate Bond Fund BH JPM Asia Credit Index ex-sovereign 1-10Y (-Hgd) (Benchmark) Fund Benchmark Credit Ratings in % Maturities in years Sectors in % Currencies in % AA (Bucket) 3.10 A (Bucket) BBB (Bucket) BB (Bucket) B (Bucket) Default Probability Weighted Average Credit Rating = BB+ Linear Weighted Average Credit Rating = BBB- Real estate Banks Investment Comp 8.60 Insurance 7.70 Holding Companies - Diversified 7.30 Engineering 5.50 Metals and mining 3.70 Telecommunications 3.70 Oil, Gas & Consumable Fuels 3.00 Others CNY 0.80 SGD % 3 25% 2 15% 1 5% 25% 2 15% 1 5% -5% >15 Countries in % China Hong Kong Japan 6.70 India 3.10 Singapore 3.00 Indonesia 1.80 South Korea 1.60 Thailand 1.10 Philippines 0.70 Others Position Maturity as % of assets Huarong Finance II Proven Honour Capital ASB Finance China Cinda Fin Tuspark Sino-Ocean Land NWD MTN Dai-Ichi Life Insurance PTT Exploration & Production Minmetals Bounte Total Credit Suisse Fund 169

170 CS (Lux) Asia Corporate Bond Fund Class IBH The fund invests primarily in denominated Asian debt instruments, bonds, notes, and similar fixed-interest or floating-rate securities of issuers domiciled in Asia or conducting their main business activities in Asia. The Fund aims to generate alpha from active management of duration, sector exposure, and issuer selection through fundamental bottom-up analyses based on risk/reward parameters. Adrian Chee, Lei Zhu since Singapore 31. March Total net assets (in mil.) 1' Inception date Management fee in % p.a TER (as of ) in % 0.75 Benchmark (BM) JPM Asia Credit Index ex-sovereign 1-10Y (-Hgd) Category IBH LU CSBS LX Valor no Net asset value (NAV) 1' Min. Investment Amount 500'000 In scope - tax 3) For more details, please refer to the relevant chapter "Net Duration and Yield Fund Gross portfolio yield in % 3.51 Average remaining term to maturity in years 5.68 Modified duration in years year 3 years Annualized volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 4) ) Maximum drawdown is the most negative cumulative return over a given time period. Number of holdings Fund 230 Net performance in (rebased to ) and yearly performance 2) CS (Lux) Asia Corporate Bond Fund IBH JPM Asia Credit Index ex-sovereign 1-10Y (-Hgd) (Benchmark) Fund Benchmark Credit Ratings in % Maturities in years Sectors in % Currencies in % AA (Bucket) 3.10 A (Bucket) BBB (Bucket) BB (Bucket) B (Bucket) Default Probability Weighted Average Credit Rating = BB+ Linear Weighted Average Credit Rating = BBB- Real estate Banks Investment Comp 8.60 Insurance 7.70 Holding Companies - Diversified 7.30 Engineering 5.50 Metals and mining 3.70 Telecommunications 3.70 Oil, Gas & Consumable Fuels 3.00 Others CNY 0.80 SGD % 3 25% 2 15% 1 5% 25% 2 15% >15 Countries in % 5% China Hong Kong Japan 6.70 India 3.10 Singapore 3.00 Indonesia 1.80 South Korea 1.60 Thailand 1.10 Philippines 0.70 Others Position Maturity as % of assets Huarong Finance II Proven Honour Capital ASB Finance China Cinda Fin Tuspark Sino-Ocean Land NWD MTN Dai-Ichi Life Insurance PTT Exploration & Production Minmetals Bounte Total

171 CS (Lux) Asia Corporate Bond Fund Class EBH CHF The fund invests primarily in denominated Asian debt instruments, bonds, notes, and similar fixed-interest or floating-rate securities of issuers domiciled in Asia or conducting their main business activities in Asia. The Fund aims to generate alpha from active management of duration, sector exposure, and issuer selection through fundamental bottom-up analyses based on risk/reward parameters. Adrian Chee, Lei Zhu since Singapore 31. March Total net assets (in mil.) 1' Inception date Management fee in % p.a TER (as of ) in % 0.60 Benchmark (BM) JPM Asia Credit Index ex-sovereign 1-10Y (CHF-Hgd) Category EBH CHF LU CSBACTC LX Valor no Net asset value (NAV) In scope - tax 3) For more details, please refer to the relevant chapter "Net Duration and Yield Fund Gross portfolio yield in % 3.51 Average remaining term to maturity in years 5.68 Modified duration in years year 3 years Annualized volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 4) ) Maximum drawdown is the most negative cumulative return over a given time period. Number of holdings Fund 230 Net performance in CHF (rebased to ) and yearly performance 2) CS (Lux) Asia Corporate Bond Fund EBH CHF JPM Asia Credit Index ex-sovereign 1-10Y (CHF-Hgd) (Benchmark) Fund Benchmark Credit Ratings in % Maturities in years Sectors in % Currencies in % AA (Bucket) 3.10 A (Bucket) BBB (Bucket) BB (Bucket) B (Bucket) Default Probability Weighted Average Credit Rating = BB+ Linear Weighted Average Credit Rating = BBB- Real estate Banks Investment Comp 8.60 Insurance 7.70 Holding Companies - Diversified 7.30 Engineering 5.50 Metals and mining 3.70 Telecommunications 3.70 Oil, Gas & Consumable Fuels 3.00 Others CNY 0.80 SGD % 3 25% 2 15% 1 5% 3 25% 2 15% 1 5% -5% >15 Countries in % China Hong Kong Japan 6.70 India 3.10 Singapore 3.00 Indonesia 1.80 South Korea 1.60 Thailand 1.10 Philippines 0.70 Others Position Maturity as % of assets Huarong Finance II Proven Honour Capital ASB Finance China Cinda Fin Tuspark Sino-Ocean Land NWD MTN Dai-Ichi Life Insurance PTT Exploration & Production Minmetals Bounte Total Credit Suisse Fund 171

172 CS (Lux) Asia Corporate Bond Fund Class EBH The fund invests primarily in denominated Asian debt instruments, bonds, notes, and similar fixed-interest or floating-rate securities of issuers domiciled in Asia or conducting their main business activities in Asia. The Fund aims to generate alpha from active management of duration, sector exposure, and issuer selection through fundamental bottom-up analyses based on risk/reward parameters. Adrian Chee, Lei Zhu since Singapore 31. March Total net assets (in mil.) 1' Inception date Management fee in % p.a TER (as of ) in % 0.60 Benchmark (BM) JPM Asia Credit Index ex-sovereign 1-10Y (-Hgd) Category EBH LU CSBACTE LX Valor no Net asset value (NAV) In scope - tax 3) For more details, please refer to the relevant chapter "Net Duration and Yield Fund Gross portfolio yield in % 3.51 Average remaining term to maturity in years 5.68 Modified duration in years year 3 years Annualized volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 4) ) Maximum drawdown is the most negative cumulative return over a given time period. Number of holdings Fund 230 Net performance in (rebased to ) and yearly performance 2) CS (Lux) Asia Corporate Bond Fund EBH JPM Asia Credit Index ex-sovereign 1-10Y (-Hgd) (Benchmark) Fund Benchmark Credit Ratings in % Maturities in years Sectors in % Currencies in % AA (Bucket) 3.10 A (Bucket) BBB (Bucket) BB (Bucket) B (Bucket) Default Probability Weighted Average Credit Rating = BB+ Linear Weighted Average Credit Rating = BBB- Real estate Banks Investment Comp 8.60 Insurance 7.70 Holding Companies - Diversified 7.30 Engineering 5.50 Telecommunications 3.70 Metals and mining 3.70 Oil, Gas & Consumable Fuels 3.00 Others CNY 0.80 SGD % 3 25% 2 15% 1 5% 3 25% 2 15% 1 5% -5% >15 Countries in % China Hong Kong Japan 6.70 India 3.10 Singapore 3.00 Indonesia 1.80 South Korea 1.60 Thailand 1.10 Philippines 0.70 Others Position Maturity as % of assets Huarong Finance II Proven Honour Capital ASB Finance China Cinda Fin Tuspark Sino-Ocean Land NWD MTN Dai-Ichi Life Insurance PTT Exploration & Production Minmetals Bounte Total

173 CS (Lux) Asia Corporate Bond Fund Class AH SGD The fund invests primarily in denominated Asian debt instruments, bonds, notes, and similar fixed-interest or floating-rate securities of issuers domiciled in Asia or conducting their main business activities in Asia. The Fund aims to generate alpha from active management of duration, sector exposure, and issuer selection through fundamental bottom-up analyses based on risk/reward parameters. Adrian Chee, Lei Zhu since Singapore 31. March Total net assets (in mil.) 1' Inception date Management fee in % p.a TER (as of ) in % 1.30 Benchmark (BM) JPM Asia Credit Index ex-sovereign 1-10Y (SGD-Hgd) Category AH (distribution) SGD LU CSBACXS LX Valor no Net asset value (NAV) Last distribution Distribution value 0.99 In scope - tax 3) For more details, please refer to the relevant chapter "Net Duration and Yield Fund Gross portfolio yield in % 3.51 Average remaining term to maturity in years 5.68 Modified duration in years year 3 years Annualized volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 4) ) Maximum drawdown is the most negative cumulative return over a given time period. Number of holdings Fund 230 Net performance in SGD (rebased to ) and yearly performance 2) CS (Lux) Asia Corporate Bond Fund AH SGD JPM Asia Credit Index ex-sovereign 1-10Y (SGD-Hgd) (Benchmark) Fund Benchmark Credit Ratings in % Maturities in years Sectors in % Currencies in % AA (Bucket) 3.10 A (Bucket) BBB (Bucket) BB (Bucket) B (Bucket) Default Probability Weighted Average Credit Rating = BB+ Linear Weighted Average Credit Rating = BBB- Real estate Banks Investment Comp 8.60 Insurance 7.70 Holding Companies - Diversified 7.30 Engineering 5.50 Telecommunications 3.70 Metals and mining 3.70 Oil, Gas & Consumable Fuels 3.00 Others CNY 0.80 SGD % 3 25% 2 15% 1 5% 3 25% 2 15% 1 5% -5% >15 Countries in % China Hong Kong Japan 6.70 India 3.10 Singapore 3.00 Indonesia 1.80 South Korea 1.60 Thailand 1.10 Philippines 0.70 Others Position Maturity as % of assets Huarong Finance II Proven Honour Capital ASB Finance China Cinda Fin Tuspark Sino-Ocean Land NWD MTN Dai-Ichi Life Insurance PTT Exploration & Production Minmetals Bounte Total Credit Suisse Fund 173

174 CS (Lux) Asia Local Currency Bond Fund Class B The fund is investing primarily in fixed and floating rate debt securities and debt obligations of government, government-related issues and/ or corporate entities located throughout Asia in local currencies.the fund aims to generate alpha from active management of duration, curve, issuer selection and currency strategies through fundamental bottom-up analysis based on risk/ reward parameters. Adrian Chee, Lei Zhu since Singapore 31. March Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.42 Category B LU CSBALCB LX Valor no Net asset value (NAV) In scope - tax 3) For more details, please refer to the relevant chapter "Net Duration and Yield Fund Gross portfolio yield in % 4.40 Average remaining term to maturity in years 8.95 Modified duration in years year 3 years Annualized volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 4) ) Maximum drawdown is the most negative cumulative return over a given time period. Fund 42 Net performance in (rebased to ) and yearly performance 2) CS (Lux) Asia Local Currency Bond Fund B JPM GBI Asia Pacific Diversified 1-10Y Fund Benchmark Maturities in years 3 25% 2 15% 1 5% >15 Sectors in % Sovereign Debitors Real estate Supernational organisations Engineering 5.10 Banks 2.90 Metals and mining 1.80 Insurance 1.60 Investment Comp 1.00 Cash/Cash Equivalents 2.90 Others 2.20 Credit Ratings in % Countries in % Number of holdings Currencies in % AUD INR KRW CNY MYR THB IDR 6.30 SGD 5.10 Others % 1 5% -5% -1 AAA AA (Bucket) A (Bucket) BBB (Bucket) BB (Bucket) B (Bucket) Default Probability Weighted Average Credit Rating = BBB- Linear Weighted Average Credit Rating = BBB- China Supranational Singapore South Korea 9.80 Malaysia 9.80 Hong Kong 8.80 Australia 3.80 Indonesia 3.50 Thailand 3.30 Others Position Maturity as % of assets EBRD Korea Malaysia (Govt of) Malaysia Singapore Indonesia Intl Finance Corp Ministry Fin. (Thailand) China Overseas Finance Times Property Total

175 CS (Lux) Asia Local Currency Bond Fund Class BH CHF The fund is investing primarily in fixed and floating rate debt securities and debt obligations of government, government-related issues and/ or corporate entities located throughout Asia in local currencies.the fund aims to generate alpha from active management of duration, curve, issuer selection and currency strategies through fundamental bottom-up analysis based on risk/ reward parameters. Adrian Chee, Lei Zhu since Singapore 31. March Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.39 Benchmark (BM) JPM GBI Asia Pacific Div. 1-10Y (Overlay CHF-Hgd) Category BH CHF LU CSBALRC LX Valor no Net asset value (NAV) In scope - tax 3) For more details, please refer to the relevant chapter "Net Duration and Yield Fund Gross portfolio yield in % 4.40 Average remaining term to maturity in years 8.95 Modified duration in years year 3 years Annualized volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 4) ) Maximum drawdown is the most negative cumulative return over a given time period. Number of holdings Fund 42 Net performance in CHF (rebased to ) and yearly performance 2) CS (Lux) Asia Local Currency Bond Fund BH CHF JPM GBI Asia Pacific Div. 1-10Y (Overlay CHF-Hgd) (Benchmark) Fund Benchmark Maturities in years 3 25% 2 15% 1 5% >15 Sectors in % Currencies in % Sovereign Debitors Real estate Supernational organisations Engineering 5.10 Banks 2.90 Metals and mining 1.80 Insurance 1.60 Investment Comp 1.00 Cash/Cash Equivalents 2.90 Others 2.20 AUD INR KRW CNY MYR THB IDR 6.30 SGD 5.10 Others 7.40 Credit Ratings in % Countries in % 15% 1 5% -5% -1 AAA AA (Bucket) A (Bucket) BBB (Bucket) BB (Bucket) B (Bucket) Default Probability Weighted Average Credit Rating = BBB- Linear Weighted Average Credit Rating = BBB- China Supranational Singapore South Korea 9.80 Malaysia 9.80 Hong Kong 8.80 Australia 3.80 Indonesia 3.50 Thailand 3.30 Others Position Maturity as % of assets EBRD Korea Malaysia (Govt of) Malaysia Singapore Indonesia Intl Finance Corp Ministry Fin. (Thailand) China Overseas Finance Times Property Total Credit Suisse Fund 175

176 CS (Lux) Asia Local Currency Bond Fund Class BH The fund is investing primarily in fixed and floating rate debt securities and debt obligations of government, government-related issues and/ or corporate entities located throughout Asia in local currencies.the fund aims to generate alpha from active management of duration, curve, issuer selection and currency strategies through fundamental bottom-up analysis based on risk/ reward parameters. Adrian Chee, Lei Zhu since Singapore 31. March Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.41 Benchmark (BM) JPM GBI Asia Pacific Div. 1-10Y (Overlay -Hgd) Category BH LU CSBALRE LX Valor no Net asset value (NAV) In scope - tax 3) For more details, please refer to the relevant chapter "Net Duration and Yield Fund Gross portfolio yield in % 4.40 Average remaining term to maturity in years 8.95 Modified duration in years year 3 years Annualized volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 4) ) Maximum drawdown is the most negative cumulative return over a given time period. Number of holdings Fund 42 Net performance in (rebased to ) and yearly performance 2) CS (Lux) Asia Local Currency Bond Fund BH JPM GBI Asia Pacific Div. 1-10Y (Overlay -Hgd) (Benchmark) Fund Benchmark Maturities in years 3 25% 2 15% 1 5% >15 Sectors in % Currencies in % Sovereign Debitors Real estate Supernational organisations Engineering 5.10 Banks 2.90 Metals and mining 1.80 Insurance 1.60 Investment Comp 1.00 Cash/Cash Equivalents 2.90 Others 2.20 AUD INR KRW CNY MYR THB IDR 6.30 SGD 5.10 Others 7.40 Credit Ratings in % Countries in % 15% 1 5% -5% -1 AAA AA (Bucket) A (Bucket) BBB (Bucket) BB (Bucket) B (Bucket) Default Probability Weighted Average Credit Rating = BBB- Linear Weighted Average Credit Rating = BBB- China Supranational Singapore South Korea 9.80 Malaysia 9.80 Hong Kong 8.80 Australia 3.80 Indonesia 3.50 Thailand 3.30 Others Position Maturity as % of assets EBRD Korea Malaysia (Govt of) Malaysia Singapore Indonesia Intl Finance Corp Ministry Fin. (Thailand) China Overseas Finance Times Property Total

177 CS (Lux) Asia Local Currency Bond Fund Class EBH CHF The fund is investing primarily in fixed and floating rate debt securities and debt obligations of government, government-related issues and/ or corporate entities located throughout Asia in local currencies.the fund aims to generate alpha from active management of duration, curve, issuer selection and currency strategies through fundamental bottom-up analysis based on risk/ reward parameters. Adrian Chee, Lei Zhu since Singapore 31. March Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 0.73 Benchmark (BM) JPM GBI Asia Pacific Div. 1-10Y (Overlay CHF-Hgd) Category EBH CHF LU CSBALTC LX Valor no Net asset value (NAV) In scope - tax 3) For more details, please refer to the relevant chapter "Net Duration and Yield Fund Gross portfolio yield in % 4.40 Average remaining term to maturity in years 8.95 Modified duration in years year 3 years Annualized volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 4) ) Maximum drawdown is the most negative cumulative return over a given time period. Number of holdings Fund 42 Net performance in CHF (rebased to ) and yearly performance 2) CS (Lux) Asia Local Currency Bond Fund EBH CHF JPM GBI Asia Pacific Div. 1-10Y (Overlay CHF-Hgd) (Benchmark) Fund Benchmark Maturities in years 3 25% 2 15% 1 5% >15 Sectors in % Currencies in % Sovereign Debitors Real estate Supernational organisations Engineering 5.10 Banks 2.90 Metals and mining 1.80 Insurance 1.60 Investment Comp 1.00 Cash/Cash Equivalents 2.90 Others 2.20 AUD INR KRW CNY MYR THB IDR 6.30 SGD 5.10 Others 7.40 Credit Ratings in % Countries in % 15% 1 5% -5% -1 AAA AA (Bucket) A (Bucket) BBB (Bucket) BB (Bucket) B (Bucket) Default Probability Weighted Average Credit Rating = BBB- Linear Weighted Average Credit Rating = BBB- China Supranational Singapore South Korea 9.80 Malaysia 9.80 Hong Kong 8.80 Australia 3.80 Indonesia 3.50 Thailand 3.30 Others Position Maturity as % of assets EBRD Korea Malaysia (Govt of) Malaysia Singapore Indonesia Intl Finance Corp Ministry Fin. (Thailand) China Overseas Finance Times Property Total Credit Suisse Fund 177

178 CS (Lux) Asia Local Currency Bond Fund Class EBH The fund is investing primarily in fixed and floating rate debt securities and debt obligations of government, government-related issues and/ or corporate entities located throughout Asia in local currencies.the fund aims to generate alpha from active management of duration, curve, issuer selection and currency strategies through fundamental bottom-up analysis based on risk/ reward parameters. Adrian Chee, Lei Zhu since Singapore 31. March Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 0.72 Benchmark (BM) JPM GBI Asia Pacific Div. 1-10Y (Overlay -Hgd) Category EBH LU CSBALTE LX Valor no Net asset value (NAV) In scope - tax 3) For more details, please refer to the relevant chapter "Net Duration and Yield Fund Gross portfolio yield in % 4.40 Average remaining term to maturity in years 8.95 Modified duration in years year 3 years Annualized volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 4) ) Maximum drawdown is the most negative cumulative return over a given time period. Number of holdings Fund 42 Net performance in (rebased to ) and yearly performance 2) CS (Lux) Asia Local Currency Bond Fund EBH JPM GBI Asia Pacific Div. 1-10Y (Overlay -Hgd) (Benchmark) Fund Benchmark Maturities in years 3 25% 2 15% 1 5% >15 Sectors in % Currencies in % Sovereign Debitors Real estate Supernational organisations Engineering 5.10 Banks 2.90 Metals and mining 1.80 Insurance 1.60 Investment Comp 1.00 Cash/Cash Equivalents 2.90 Others 2.20 AUD INR KRW CNY MYR THB IDR 6.30 SGD 5.10 Others 7.40 Credit Ratings in % Countries in % 15% 1 5% -5% -1 AAA AA (Bucket) A (Bucket) BBB (Bucket) BB (Bucket) B (Bucket) Default Probability Weighted Average Credit Rating = BBB- Linear Weighted Average Credit Rating = BBB- China Supranational Singapore South Korea 9.80 Malaysia 9.80 Hong Kong 8.80 Australia 3.80 Indonesia 3.50 Thailand 3.30 Others Position Maturity as % of assets EBRD Korea Malaysia (Govt of) Malaysia Singapore Indonesia Intl Finance Corp Ministry Fin. (Thailand) China Overseas Finance Times Property Total

179 CS (Lux) Asia Local Currency Bond Fund Class AH SGD The fund is investing primarily in fixed and floating rate debt securities and debt obligations of government, government-related issues and/ or corporate entities located throughout Asia in local currencies.the fund aims to generate alpha from active management of duration, curve, issuer selection and currency strategies through fundamental bottom-up analysis based on risk/ reward parameters. Adrian Chee, Lei Zhu since Singapore 31. March Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.44 Benchmark (BM) JPM GBI Asia Pacific Div. 1-10Y (Overlay SGD-Hgd) SGD LU CSBALXS LX Valor no Net asset value (NAV) Last distribution Distribution value 0.76 In scope - tax 3) For more details, please refer to the relevant chapter "Net Duration and Yield Fund Gross portfolio yield in % 4.40 Average remaining term to maturity in years 8.95 Modified duration in years year 3 years Annualized volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 4) ) Maximum drawdown is the most negative cumulative return over a given time period. Number of holdings Fund 42 Net performance in SGD (rebased to ) and yearly performance 2) CS (Lux) Asia Local Currency Bond Fund AH SGD JPM GBI Asia Pacific Div. 1-10Y (Overlay SGD-Hgd) (Benchmark) Fund Benchmark Maturities in years 3 25% 2 15% 1 5% >15 Sectors in % Currencies in % Sovereign Debitors Real estate Supernational organisations Engineering 5.10 Banks 2.90 Metals and mining 1.80 Insurance 1.60 Investment Comp 1.00 Cash/Cash Equivalents 2.90 Others 2.20 AUD INR KRW CNY MYR THB IDR 6.30 SGD 5.10 Others 7.40 Credit Ratings in % Countries in % 15% 1 5% -5% -1 AAA AA (Bucket) A (Bucket) BBB (Bucket) BB (Bucket) B (Bucket) Default Probability Weighted Average Credit Rating = BBB- Linear Weighted Average Credit Rating = BBB- China Supranational Singapore South Korea 9.80 Malaysia 9.80 Hong Kong 8.80 Australia 3.80 Indonesia 3.50 Thailand 3.30 Others Position Maturity as % of assets EBRD Korea Malaysia (Govt of) Malaysia Singapore Indonesia Intl Finance Corp Ministry Fin. (Thailand) China Overseas Finance Times Property Total Credit Suisse Fund 179

180 CS (Lux) Commodity Index Plus Fund Class B The aim of the fund is to track the Bloomberg Commodity Index as closely as possible by investing in various derivatives. The fund also endeavors to achieve enhancement through actively managing the derivatives. Its low correlation with traditional asset classes makes the fund an ideal portfolio diversification instrument. Furthermore, it offers good protection from inflation risks in the event of a rise in commodity prices. Christopher Burton, Nelson Louie since , New York, New York Min. Investment Amount None 31. March Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.55 Benchmark (BM) Bloomberg Commodity Index (TR) Category B LU CSFLCUB LX Valor no Net asset value (NAV) Net performance in (rebased to ) and yearly performance 2) CS (Lux) Commodity Index Plus Fund B Bloomberg Commodity Index (TR) (Benchmark) Fund Benchmark years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Beta Commodity Sectors in % Energy Agriculture Precious Metals Industrial Metals Livestock 4.24 Top collateral holdings in % Position Coupon % Maturity as % of assets US Treasury US Treasury US Treasury US Treasury US Treasury US Treasury US Treasury US Treasury US Treasury US Treasury Total

181 CS (Lux) Commodity Index Plus Fund Class IB The aim of the fund is to track the Bloomberg Commodity Index as closely as possible by investing in various derivatives. The fund also endeavors to achieve enhancement through actively managing the derivatives. Its low correlation with traditional asset classes makes the fund an ideal portfolio diversification instrument. Furthermore, it offers good protection from inflation risks in the event of a rise in commodity prices. Christopher Burton, Nelson Louie since , New York, New York 31. March Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 0.60 Benchmark (BM) Bloomberg Commodity Index (TR) Category IB LU CSFLCUI LX Valor no Net asset value (NAV) Min. Init. Investm. Amount (in mill.) 3 Net performance in (rebased to ) and yearly performance 2) CS (Lux) Commodity Index Plus Fund IB Bloomberg Commodity Index (TR) (Benchmark) Fund Benchmark years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Beta Commodity Sectors in % Energy Agriculture Precious Metals Industrial Metals Livestock 4.24 Top collateral holdings in % Position Coupon % Maturity as % of assets US Treasury US Treasury US Treasury US Treasury US Treasury US Treasury US Treasury US Treasury US Treasury US Treasury Total Credit Suisse Fund 181

182 CS (Lux) Commodity Index Plus Fund Class BH The aim of the fund is to track the Bloomberg Commodity Index as closely as possible by investing in various derivatives. The fund also endeavors to achieve enhancement through actively managing the derivatives. Its low correlation with traditional asset classes makes the fund an ideal portfolio diversification instrument. Furthermore, it offers good protection from inflation risks in the event of a rise in commodity prices. Christopher Burton, Nelson Louie since , New York, New York 31. March Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.60 Benchmark (BM) Bloomberg Commodity (TR) (-Hgd Mod.) (09/13) Category BH LU CSCIPRE LX Valor no Net asset value (NAV) Net performance in (rebased to ) and yearly performance 2) (Simulated prior to April 17, 2012) * CS (Lux) Commodity Index Plus Fund BH Bloomberg Commodity (TR) (-Hgd Mod.) (09/13) (Fund) (Benchmark) The shareclass was launched on and therefore no actual performance data are available prior to this date. The simulated performance presented above, up to and including , is intended to provide an indication of how the shareclass may have performed in the past. It is based on the performance of CSF (Lux) Commodity Index Plus (Euro) with same investment policy and characteristics, managed by the investment manager of the Fund continuously since Past performance, whether actual or simulated, does not guarantee future results. Fund Benchmark years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Beta Commodity Sectors in % Energy Agriculture Precious Metals Industrial Metals Livestock 4.24 Top collateral holdings in % Position Coupon % Maturity as % of assets US Treasury US Treasury US Treasury US Treasury US Treasury US Treasury US Treasury US Treasury US Treasury US Treasury Total

183 CS (Lux) Commodity Index Plus Fund Class IBH The aim of the fund is to track the Bloomberg Commodity Index as closely as possible by investing in various derivatives. The fund also endeavors to achieve enhancement through actively managing the derivatives. Its low correlation with traditional asset classes makes the fund an ideal portfolio diversification instrument. Furthermore, it offers good protection from inflation risks in the event of a rise in commodity prices. Christopher Burton, Nelson Louie since , New York, New York 31. March Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 0.60 Benchmark (BM) Bloomberg Commodity (TR) (-Hgd Mod.) (09/13) Category IBH LU CSCIPSE LX Valor no Net asset value (NAV) Min. Init. Investm. Amount (in mill.) 3 Net performance in (rebased to ) and yearly performance 2) (Simulated prior to April 17, 2012) * CS (Lux) Commodity Index Plus Fund IBH Bloomberg Commodity (TR) (-Hgd Mod.) (09/13) (Fund) (Benchmark) The shareclass was launched on and therefore no actual performance data are available prior to this date. The simulated performance presented above, up to and including , is intended to provide an indication of how the shareclass may have performed in the past. It is based on the performance of CSF (Lux) Commodity Index Plus (Euro) I with same investment policy and characteristics, managed by the investment manager of the Fund continuously since Past performance, whether actual or simulated, does not guarantee future results. Fund Benchmark years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Beta Commodity Sectors in % Energy Agriculture Precious Metals Industrial Metals Livestock 4.24 Top collateral holdings in % Position Coupon % Maturity as % of assets US Treasury US Treasury US Treasury US Treasury US Treasury US Treasury US Treasury US Treasury US Treasury US Treasury Total Credit Suisse Fund 183

184 CS (Lux) Global Responsible Equity Fund Class B This fund's objective is to generate the highest possible return in euros by taking advantage of the possibilities for international diversification. The fund invests at least 8 in equities and equity-type securities worldwide. In addition to this equity portfolio, the fund may hold up to 2 of its assets in money market instruments. The selection of investments is geared largely toward compliance with international norms and standards in the field of Environment, Social and Corporate Governance (ESG) and the UN Principles for Responsible Investments (PRI). imacs Funds Team since March Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 2.18 Benchmark (BM) MSCI World (NR) (01/13) Category B LU CSFGREB LX Valor no Net asset value (NAV) Out of scope 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Beta Significant Transactions Purchases Sales CATERPILLAR BRISTOL MYERS SQUIBB VISA A - SONY - UNITED PARCEL SERVICE B - HANNESBRANDS - Net performance in (rebased to ) and yearly performance 2) CS (Lux) Global Responsible Equity Fund B MSCI World (NR) (01/13) (Benchmark) Fund Benchmark Sectors in % Fund Information Technology Financials Consumer Discretionary Industrials Health Care Consumer Staples 9.54 Energy 5.24 Materials 4.12 Cash/Cash Equivalents 4.08 Others 7.44 Currencies in % JPY 8.57 GBP 5.87 CAD 3.10 HKD 2.85 CHF 2.62 AUD 1.68 Countries in % USA Japan 8.55 United Kingdom 5.83 France 5.68 Germany 4.99 Canada Hong Kong 1.81 Cash/Cash Equivalents 4.08 Others 4.93 Pictet Lux Funds 2.23 SAP SE 1.92 Applied Materials 1.74 Microsoft Corp 1.67 Intel 1.63 Keycorp 1.60 CAP Gemini 1.59 Time Warner 1.57 Blackrock 1.56 Mondelez 1.56 Total

185 CS (Lux) Global Responsible Equity Fund Class IB This fund's objective is to generate the highest possible return in euros by taking advantage of the possibilities for international diversification. The fund invests at least 8 in equities and equity-type securities worldwide. In addition to this equity portfolio, the fund may hold up to 2 of its assets in money market instruments. The selection of investments is geared largely toward compliance with international norms and standards in the field of Environment, Social and Corporate Governance (ESG) and the UN Principles for Responsible Investments (PRI). imacs Funds Team since March Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.01 Benchmark (BM) MSCI World (NR) (01/13) Category IB LU CSFGREI LX Valor no Net asset value (NAV) 1' Min. Investment Amount 500'000 Out of scope 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Beta Significant Transactions Purchases Sales CATERPILLAR BRISTOL MYERS SQUIBB VISA A - SONY - UNITED PARCEL SERVICE B - HANNESBRANDS - Net performance in (rebased to ) and yearly performance 2) CS (Lux) Global Responsible Equity Fund IB MSCI World (NR) (01/13) (Benchmark) Fund Benchmark Sectors in % Fund Information Technology Financials Consumer Discretionary Industrials Health Care Consumer Staples 9.54 Energy 5.24 Materials 4.12 Cash/Cash Equivalents 4.08 Others 7.44 Currencies in % JPY 8.57 GBP 5.87 CAD 3.10 HKD 2.85 CHF 2.62 AUD 1.68 Countries in % USA Japan 8.55 United Kingdom 5.83 France 5.68 Germany 4.99 Canada Hong Kong 1.81 Cash/Cash Equivalents 4.08 Others 4.93 Pictet Lux Funds 2.23 SAP SE 1.92 Applied Materials 1.74 Microsoft Corp 1.67 Intel 1.63 Keycorp 1.60 CAP Gemini 1.59 Time Warner 1.57 Blackrock 1.56 Mondelez 1.56 Total Credit Suisse Fund 185

186 CS (Lux) Money Market Fund - Class B The fund invests in -denominated money market instruments as well as in short-term fixed and variable-rate securities of first-class debtors. The creditworthiness for an investment purchase corresponds to at least "A" of a leading credit-rating agency or a comparable internal rating, and "A-2" (S&P) / "P-2" (Moody s) for money market instruments. The fund, including any derivative financial instruments, must have an average bullet maturity of no more than 12 months and an average residual maturity of six months. In the case of variable-rate investments, the next date on which the interest rate is due to be adjusted is deemed to the residual maturity date. The residual maturity of the individual investments may not exceed two years provided that the next date for interest-rate adjustment does not exceed 397 days. The fund is a "money market fund" pursuant to the CESR Guidelines for Money Market Funds (CESR / ). Lukas Haas since March Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 0.27 Benchmark (BM) Citigroup EMU 3M Euro Dep. Category B LU CSLMMEB LX Valor no Net asset value (NAV).24 In scope - tax 3) For more details, please refer to the relevant chapter "Net Number of holdings Fund 62 Net performance in (rebased to ) and yearly performance 2) CS (Lux) Money Market Fund - B Citigroup EMU 3M Euro Dep. Former Track record of Orchis Money Market ( ) -0.2 (Benchmark) Fund Benchmark Maturities in months 35% 3 25% 2 15% 1 5% >12 Currencies in % before hedging after hedging Duration and Yield Fund Gross portfolio yield in % Weighted Average Life (in days) 136- Weighted Average Maturity (in days) 130- Asset Allocation in % Commercial Paper Bonds with short maturity Floating-rate Notes (FRN)/(FRMTN) 3.33 Cash/Cash Equivalents 6.47 Total.00 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 4) ) Maximum drawdown is the most negative cumulative return over a given time period. Credit Ratings in % 3% 2% 1% -1% A A A AAA (Bucket) 3.36 AA (Bucket) 4.93 A (Bucket) BBB (Bucket) 4.12 Default Probability Weighted Average Credit Rating = A Linear Weighted Average Credit Rating = A+ Position Maturity as % of assets Belgium Caisse Des Depots et Consignations Agence Centrale FMS Wertmanagement Danske Bank A/S London Branch SEB Abbey National Treasury CS London Bayerische Landesbank ING Bank Total

187 CS (Lux) Money Market Fund - Class IB The fund invests in -denominated money market instruments as well as in short-term fixed and variable-rate securities of first-class debtors. The creditworthiness for an investment purchase corresponds to at least "A" of a leading credit-rating agency or a comparable internal rating, and "A-2" (S&P) / "P-2" (Moody s) for money market instruments. The fund, including any derivative financial instruments, must have an average bullet maturity of no more than 12 months and an average residual maturity of six months. In the case of variable-rate investments, the next date on which the interest rate is due to be adjusted is deemed to the residual maturity date. The residual maturity of the individual investments may not exceed two years provided that the next date for interest-rate adjustment does not exceed 397 days. The fund is a "money market fund" pursuant to the CESR Guidelines for Money Market Funds (CESR / ). Lukas Haas since March Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 0.24 Benchmark (BM) Citigroup EMU 3M Euro Dep. Category IB LU CSLMMEI LX Valor no Net asset value (NAV) 1' Min. Investment Amount 500'000 In scope - tax 3) For more details, please refer to the relevant chapter "Net Number of holdings Fund 62 Net performance in (rebased to ) and yearly performance 2) CS (Lux) Money Market Fund - IB Citigroup EMU 3M Euro Dep. Former Track record of Orchis Money Market ( ) -0.2 (Benchmark) Fund Benchmark Maturities in months 35% 3 25% 2 15% 1 5% >12 Currencies in % before hedging after hedging Duration and Yield Fund Gross portfolio yield in % Weighted Average Life (in days) 136- Weighted Average Maturity (in days) 130- Asset Allocation in % Commercial Paper Bonds with short maturity Floating-rate Notes (FRN)/(FRMTN) 3.33 Cash/Cash Equivalents 6.47 Total.00 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 4) ) Maximum drawdown is the most negative cumulative return over a given time period. Credit Ratings in % 3% 2% 1% -1% A A A AAA (Bucket) 3.36 AA (Bucket) 4.93 A (Bucket) BBB (Bucket) 4.12 Default Probability Weighted Average Credit Rating = A Linear Weighted Average Credit Rating = A+ Position Maturity as % of assets Belgium Caisse Des Depots et Consignations Agence Centrale FMS Wertmanagement Danske Bank A/S London Branch SEB Abbey National Treasury CS London Bayerische Landesbank ING Bank Total Credit Suisse Fund 187

188 CS (Lux) Money Market Fund - CHF Class B CHF Fund Credit Quality Rating Standard & Poor's AAAf The fund invests in CHF-denominated money market instruments as well as in short-term fixed and variable-rate securities of first-class debtors. The creditworthiness for an investment purchase corresponds to at least "A" of a leading credit-rating agency or a comparable internal rating, and "A-2" (S&P) / "P-2" (Moody s) for money market instruments. The fund, including derivative financial instruments, must have an average bullet maturity of no more than 12 months and an average residual maturity of six months. In the case of variable-rate investments, the next date on which the interest rate is due to be adjusted is deemed to the residual maturity date. The residual maturity of the individual investments may not exceed two years provided that the next date for interest-rate adjustment does not exceed 397 days. The fund is a "money market fund" pursuant to the CESR guidelines for money market funds (CESR / ). Marco Barreca since CHF 31. March Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 0.17 Benchmark (BM) Citigroup CHF 3M Euro Dep. Category B CHF LU CSFMMSB LX Valor no Net asset value (NAV) In scope - tax 3) For more details, please refer to the relevant chapter "Net Net performance in CHF (rebased to ) and yearly performance 2) Fund CS (Lux) Money Market Fund - CHF B Citigroup CHF 3M Euro Dep (Benchmark) Fund Benchmark Maturities in months 3 25% 2 15% 1 5% >12 Currencies in % before hedging after hedging CHF Asset Allocation in % Bonds with short maturity Commercial Paper 5.22 Cash & Time Deposits 4.70 Floating-rate Notes (FRN) 1.74 Total.00 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 4) ) Maximum drawdown is the most negative cumulative return over a given time period. Number of holdings Credit Ratings in % Duration and Yield 1% -1% -2% AAA A A AA (Bucket) BBB (Bucket) 3.38 Default Probability Weighted Average Credit Rating = A+ Linear Weighted Average Credit Rating = AA Fund Gross portfolio yield in % Weighted Average Life (in days) 97 Weighted Average Maturity (in days) 94 Position Maturity as % of assets Swiss Government Swiss Confederation Swiss Confederation T-bill Swiss Confederation Swiss Confederation T-bill Swiss Confederation T-bill Bank of America CFF Czech Republic LGT Finance Limited Total

189 CS (Lux) Money Market Fund - Class B The fund invests in -denominated money market instruments as well as in short-term fixed and variable-rate securities of first-class debtors. The creditworthiness for an investment purchase corresponds to at least "A" of a leading credit-rating agency or a comparable internal rating, and "A-2" (S&P) / "P-2" (Moody s) for money market instruments. The fund, including any derivative financial instruments, must have an average bullet maturity of no more than 12 months and an average residual maturity of six months. In the case of variable-rate investments, the next date on which the interest rate is due to be adjusted is deemed to the residual maturity date. The residual maturity of the individual investments may not exceed two years provided that the next date for interest-rate adjustment does not exceed 397 days. The fund is a "money market fund" pursuant to the CESR Guidelines for Money Market Funds (CESR / ). Lukas Haas since March Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 0.42 Benchmark (BM) Citigroup 3M Euro Dep. Category B LU CSLMMUB LX Valor no Net asset value (NAV).75 In scope - tax 3) For more details, please refer to the relevant chapter "Net Fund statistics 2) 3 years 5 years Annualised volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 4) ) Maximum drawdown is the most negative cumulative return over a given time period. Net performance in (rebased to ) and yearly performance 2) Fund CS (Lux) Money Market Fund - B Citigroup 3M Euro Dep. Former Track record of Orchis Money Market ( ) (Benchmark) Fund Benchmark Maturities in months 4 35% 3 25% 2 15% 1 5% >12 Currencies in % before hedging after hedging CHF Duration and Yield Fund Gross portfolio yield in % 0.98 Weighted Average Life (in days) 126 Weighted Average Maturity (in days) 122 Asset Allocation in % Commercial Paper Bonds with short maturity Floating-rate Notes (FRN)/(FRMTN) 6.60 Cash/Cash Equivalents 5.85 Total.00 Number of holdings 0.4 Credit Ratings in % % 2% 1% -1% A A A AAA (Bucket) AA (Bucket) 6.86 A (Bucket) 7.71 BBB (Bucket) 3.80 Default Probability Weighted Average Credit Rating = A Linear Weighted Average Credit Rating = A+ Position Maturity as % of assets Agence Centrale Caisse des Depots US Treasury BMW US Capital KDB Bayerische Landesbank Volkswagen Intl. Finance Abbey National Treasury BFCM CP DZ Privatbank Total Credit Suisse Fund 189

190 CS (Lux) Target Volatility Fund Class B This Fund is actively managed aiming to achieve the highest possible return while not exceeding a target risk level. It reflects the optimal asset allocation mix based on our latest investment views and the available risk below the maximum limit. The Fund volatility is not fixed, but can vary depending on investment views, level of confidence therein and the overall volatility level prevailing on the markets. The Fund invests mainly in equities and equity-type securities, fixed incomes securities, money market instruments and other funds. Net performance in (rebased to ) and yearly performance 2) CS (Lux) Target Volatility Fund B LIBOR 3M % 1 8% 6% 4% 2% -2% -4% Florian Boehringer since Zürich 31. March Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.74 Benchmark (BM) LIBOR 3M Category B LU CSTRGEB LX Valor no Net asset value (NAV) In scope - tax Asset allocation in % Straight bonds High Yield Bonds 5.70 Emerging Market Bonds 4.79 Inflation Linked Bonds 4.39 Convertibles year 3 years Annualized volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 3) ) Maximum drawdown is the most negative cumulative return over a given time period. Duration Modified duration in years 5.26 Fund Benchmark Asset allocation in % Cash/Cash Equivalents Bonds Equity Total Euroland USA Emerging Markets Global Asia Pacific Japan Total Allocation currencies in % JPY 4.37 AUD 2.09 CHF 1.64 Allocation asset classes in % Bonds Equity Cash/Cash Equivalents Position as % of assets SPDR S&P 500 ETF 5.53 AXA US Short Duration High Yield Fund 3.89 Italy BTP Anheuser-Busch db x-trackers II-IBOXX Gl. Inf.-Link.TRI 3.00 Hedg. ETF 0.75 Italy Pictet Global Emerging Markets Debt Fund 2.31 Ishares III MSCI Australia 2.09 DWS Invest 2.08 ishares Emerging Market 2.00 Total

191 CS (Lux) Target Volatility Fund Class IB This Fund is actively managed aiming to achieve the highest possible return while not exceeding a target risk level. It reflects the optimal asset allocation mix based on our latest investment views and the available risk below the maximum limit. The Fund volatility is not fixed, but can vary depending on investment views, level of confidence therein and the overall volatility level prevailing on the markets. The Fund invests mainly in equities and equity-type securities, fixed incomes securities, money market instruments and other funds. Net performance in (rebased to ) and yearly performance 2) CS (Lux) Target Volatility Fund IB LIBOR 3M % 12% 1 8% 6% 4% 2% -2% Florian Boehringer since Zürich 31. March Total net assets (in mil.) Inception date Management fee in % p.a TER (as of ) in % 1.06 Benchmark (BM) LIBOR 3M Category IB LU CSTRGEI LX Valor no Net asset value (NAV) Min. Init. Investm. Amount (in mill.) 3 In scope - tax Fund Benchmark Credit Suisse Fund Asset allocation in % Straight bonds High Yield Bonds 5.70 Emerging Market Bonds 4.79 Inflation Linked Bonds 4.39 Convertibles year 3 years Annualized volatility in % Information ratio Tracking Error (Ex post) Maximum drawdown in % 3) ) Maximum drawdown is the most negative cumulative return over a given time period. Duration Modified duration in years 5.26 Asset allocation in % Cash/Cash Equivalents Bonds Equity Total Euroland USA Emerging Markets Global Asia Pacific Japan Total Allocation currencies in % JPY 4.37 AUD 2.09 CHF 1.64 Allocation asset classes in % Bonds Equity Cash/Cash Equivalents Position as % of assets SPDR S&P 500 ETF 5.53 AXA US Short Duration High Yield Fund 3.89 Italy BTP Anheuser-Busch db x-trackers II-IBOXX Gl. Inf.-Link.TRI 3.00 Hedg. ETF 0.75 Italy Pictet Global Emerging Markets Debt Fund 2.31 Ishares III MSCI Australia 2.09 DWS Invest 2.08 ishares Emerging Market 2.00 Total

192 July 29, 2016 Credit Suisse Prime Select Trust (Lux) Global Equities Long/ Short Class B The Global Equities Long/Short subfund invests with hedge fund managers who implement directional strategies in the worldwide equities markets by going both long and/or short. The level of systematic market exposure is left to the discretion of the underlying managers and therefore can be either positive or negative (long or short) at any given time. The subfund is expected to have some degree of correlation to the equity markets. The subfund seeks to limit the correlation between the underlying managers to dampen its volatility. Hechinger Bernard, Stéphane Julen, Keller Ulrich since ,, 31. December Total net assets (in mil.) Inception date Management fee in % p.a TER without performance fee ( ) in % 5.69 Performance fee in % with Highwatermark TER with performance fee ( ) in % 5.69 Subscription Monthly with 3 business day notice Redemption Monthly with 50 calendar days notice Category B LU CREGELA LX Valor no Net asset value (NAV) 2' Min. Investment Amount 10'000 Out of scope Contact information Product Contact Dirk Wieringa Phone dirk.wieringa@credit-suisse.com Number of holdings Fund 17 Top Holdings Agora Fund Ltd 8.79 GAM Talentum Enhanced Fd. Ltd 7.81 Marshall Wace Dev Europe TOPS 7.77 Capeview Azri Fund Ltd 7.16 Lansdowne Developed Markets 7.05 Total Net performance in (rebased to ) and yearly performance 2) CSPST (Lux) Global Equities Long/Short B Fund Historical monthly performance in % 2) Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD Sector weightings in % 0) 2 15% 1 5% -5% -1 Long/Short Equity Corporate Event Driven 5.80 Cash/Cash Equivalents Portfolio allocation and performance attribution # of Managers Strategy Allocation Est. Ret. MTD Est. Ret. YTD Strategy Attribution MTD 0) Long/Short Equity % Corporate % Event Driven % 0.44% 9.0 Cash/Cash Equivalents N/A N/A N/A Total ) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/or 192

193 July 29, 2016 Credit Suisse Prime Select Trust (Lux) Global Equities Long/ Short Class BH CHF The Global Equities Long/Short subfund invests with hedge fund managers who implement directional strategies in the worldwide equities markets by going both long and/or short. The level of systematic market exposure is left to the discretion of the underlying managers and therefore can be either positive or negative (long or short) at any given time. The subfund is expected to have some degree of correlation to the equity markets. The subfund seeks to limit the correlation between the underlying managers to dampen its volatility. Hechinger Bernard, Stéphane Julen, Keller Ulrich since ,, 31. December Total net assets (in mil.) Inception date Management fee in % p.a TER without performance fee ( ) in % 5.52 Performance fee in % with Highwatermark TER with performance fee ( ) in % 5.52 Subscription Monthly with 3 business day notice Redemption Monthly with 50 calendar days notice Category BH CHF LU CSPG7RC LX Valor no Net asset value (NAV) Min. Investment Amount 10'000 Out of scope Contact information Product Contact Dirk Wieringa Phone dirk.wieringa@credit-suisse.com Number of holdings Fund 17 Top Holdings Agora Fund Ltd 8.79 GAM Talentum Enhanced Fd. Ltd 7.81 Marshall Wace Dev Europe TOPS 7.77 Capeview Azri Fund Ltd 7.16 Lansdowne Developed Markets 7.05 Total Net performance in CHF (rebased to ) and yearly performance 2) CSPST (Lux) Global Equities Long/Short BH CHF Fund Historical monthly performance in % 2) Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD Sector weightings in % 0) 2 15% 1 5% -5% -1-15% Long/Short Equity Corporate Event Driven 5.80 Cash/Cash Equivalents Portfolio allocation and performance attribution # of Managers Strategy Allocation Est. Ret. MTD Est. Ret. YTD Strategy Attribution MTD 0) Long/Short Equity % Corporate % Event Driven % 0.44% 9.0 Cash/Cash Equivalents N/A N/A N/A Total 17.0 Credit Suisse Prime Select Trust 1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/or 193

194 July 29, 2016 Credit Suisse Prime Select Trust (Lux) Global Equities Long/ Short Class BH The Global Equities Long/Short subfund invests with hedge fund managers who implement directional strategies in the worldwide equities markets by going both long and/or short. The level of systematic market exposure is left to the discretion of the underlying managers and therefore can be either positive or negative (long or short) at any given time. The subfund is expected to have some degree of correlation to the equity markets. The subfund seeks to limit the correlation between the underlying managers to dampen its volatility. Hechinger Bernard, Stéphane Julen, Keller Ulrich since ,, 31. December Total net assets (in mil.) Inception date Management fee in % p.a TER without performance fee ( ) in % 5.44 Performance fee in % with Highwatermark TER with performance fee ( ) in % 5.44 Subscription Monthly with 3 business day notice Redemption Monthly with 50 calendar days notice Category BH LU GREGLSH LX Valor no Net asset value (NAV) 1' Min. Investment Amount 10'000 Out of scope Contact information Product Contact Dirk Wieringa Phone dirk.wieringa@credit-suisse.com Number of holdings Fund 17 Top Holdings Agora Fund Ltd 8.79 GAM Talentum Enhanced Fd. Ltd 7.81 Marshall Wace Dev Europe TOPS 7.77 Capeview Azri Fund Ltd 7.16 Lansdowne Developed Markets 7.05 Total Net performance in (rebased to ) and yearly performance 2) CSPST (Lux) Global Equities Long/Short BH Fund Historical monthly performance in % 2) Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD Sector weightings in % 0) 2 15% 1 5% -5% -1 Long/Short Equity Corporate Event Driven 5.80 Cash/Cash Equivalents Portfolio allocation and performance attribution # of Managers Strategy Allocation Est. Ret. MTD Est. Ret. YTD Strategy Attribution MTD 0) Long/Short Equity % Corporate % Event Driven % 0.44% 9.0 Cash/Cash Equivalents N/A N/A N/A Total ) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/or 194

195 July 29, 2016 Credit Suisse Prime Select Trust (Lux) Multi Strategy 2) Class B The Multi Strategy Subfund strives to generate absolute returns with low volatility irrespective of the market situation with a highly diversified portfolio of hedge funds. The Subfund allocates its assets across the following hedge fund strategies: long/short equity, relative value, event driven, global macro and managed futures. To keep overall volatility low the fund manager builds a well diversified product through an appropriate choice of target funds. Net performance in (rebased to ) and yearly performance 2) CSPST (Lux) Multi Strategy B 8% 6% 4% 2% -2% -4% -6% Hechinger Bernard, Stéphane Julen, Keller Ulrich since December Total net assets (in mil.) Inception date Management fee in % p.a TER without performance fee ( ) in % 4.81 Performance fee in % with Highwatermark TER with performance fee ( ) in % 4.81 Subscription Monthly with 3 business days notice Redemption Monthly with 50 calendar days notice Category B LU CREMULS LX Valor no Net asset value (NAV) 1' Min. Investment Amount 10'000 Out of scope Contact information Product Contact Dirk Wieringa Phone dirk.wieringa@credit-suisse.com Number of holdings Fund 23 Top Holdings DB Platinum IV Clinton 6.79 Stone Milliner Macro 6.47 Man Ahl Evolution 6.28 The Segantii Asia Pacific EQ 5.72 Marshall Wace Liquid Alpha Fund 5.63 Total Fund Historical monthly performance in % 2) Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD Sector weightings in % 0) Long/Short Equity Corporate Global Macro CTA Fixed Income Event Driven Commodities 4.50 Cash/Cash Equivalents 0.60 Portfolio allocation and performance attribution # of Managers Strategy Allocation Est. Ret. MTD Est. Ret. YTD Strategy Attribution MTD 0) Long/Short Equity % -2.16% 22.0 Corporate % Global Macro % -4.42% CTA % 0.47% 1.0 Fixed Income % 4.44% 7.0 Event Driven % -8.05% 31.0 Commodities % 0.01% Cash/Cash Equivalents N/A N/A N/A Total 23.0 Credit Suisse Prime Select Trust 1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/or 2) Approved for sale in as a foreign investment fund with special risk. 195

196 July 29, 2016 Credit Suisse Prime Select Trust (Lux) Multi Strategy 2) Class IB The Multi Strategy Subfund strives to generate absolute returns with low volatility irrespective of the market situation with a highly diversified portfolio of hedge funds. The Subfund allocates its assets across the following hedge fund strategies: long/short equity, relative value, event driven, global macro and managed futures. To keep overall volatility low the fund manager builds a well diversified product through an appropriate choice of target funds. Net performance in (rebased to ) and yearly performance 2) CSPST (Lux) Multi Strategy IB % 1 8% 6% 4% 2% -2% -4% -6% Hechinger Bernard, Stéphane Julen, Keller Ulrich since December Total net assets (in mil.) Inception date Management fee in % p.a TER without performance fee ( ) in % 4.39 Performance fee in % with Highwatermark TER with performance fee ( ) in % 4.39 Subscription Monthly with 3 business days notice Redemption Monthly with 50 calendar days notice Category IB LU CSPHUSI LX Valor no Net asset value (NAV) 1' Min. Investment Amount 500'000 Out of scope Contact information Product Contact Dirk Wieringa Phone dirk.wieringa@credit-suisse.com Number of holdings Fund 23 Top Holdings DB Platinum IV Clinton 6.79 Stone Milliner Macro 6.47 Man Ahl Evolution 6.28 The Segantii Asia Pacific EQ 5.72 Marshall Wace Liquid Alpha Fund 5.63 Total Fund Historical monthly performance in % 2) Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD Sector weightings in % 0) Long/Short Equity Corporate Global Macro CTA Fixed Income Event Driven Commodities 4.50 Cash/Cash Equivalents 0.60 Portfolio allocation and performance attribution # of Managers Strategy Allocation Est. Ret. MTD Est. Ret. YTD Strategy Attribution MTD 0) Long/Short Equity % -2.16% 22.0 Corporate % Global Macro % -4.42% CTA % 0.47% 1.0 Fixed Income % 4.44% 7.0 Event Driven % -8.05% 31.0 Commodities % 0.01% Cash/Cash Equivalents N/A N/A N/A Total ) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/or 2) Approved for sale in as a foreign investment fund with special risk. 196

197 July 29, 2016 Credit Suisse Prime Select Trust (Lux) Multi Strategy 2) Class BH CHF The Multi Strategy Subfund strives to generate absolute returns with low volatility irrespective of the market situation with a highly diversified portfolio of hedge funds. The Subfund allocates its assets across the following hedge fund strategies: long/short equity, relative value, event driven, global macro and managed futures. To keep overall volatility low the fund manager builds a well diversified product through an appropriate choice of target funds. Net performance in CHF (rebased to ) and yearly performance 2) CSPST (Lux) Multi Strategy BH CHF % 6% 4% 2% -2% -4% -6% -8% Hechinger Bernard, Stéphane Julen, Keller Ulrich since December Total net assets (in mil.) Inception date Management fee in % p.a TER without performance fee ( ) in % 4.73 Performance fee in % with Highwatermark TER with performance fee ( ) in % 4.73 Subscription Monthly with 3 business days notice Redemption Monthly with 50 calendar days notice Category BH CHF LU CSPHCHF LX Valor no Net asset value (NAV) 1' Min. Investment Amount 10'000 Out of scope Contact information Product Contact Dirk Wieringa Phone dirk.wieringa@credit-suisse.com Number of holdings Fund 23 Top Holdings DB Platinum IV Clinton 6.79 Stone Milliner Macro 6.47 Man Ahl Evolution 6.28 The Segantii Asia Pacific EQ 5.72 Marshall Wace Liquid Alpha Fund 5.63 Total Fund Historical monthly performance in % 2) Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD Sector weightings in % 0) Long/Short Equity Corporate Global Macro CTA Fixed Income Event Driven Commodities 4.50 Cash/Cash Equivalents 0.60 Portfolio allocation and performance attribution # of Managers Strategy Allocation Est. Ret. MTD Est. Ret. YTD Strategy Attribution MTD 0) Long/Short Equity % -2.16% 22.0 Corporate % Global Macro % -4.42% CTA % 0.47% 1.0 Fixed Income % 4.44% 7.0 Event Driven % -8.05% 31.0 Commodities % 0.01% Cash/Cash Equivalents N/A N/A N/A Total 23.0 Credit Suisse Prime Select Trust 1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/or 2) Approved for sale in as a foreign investment fund with special risk. 197

198 July 29, 2016 Credit Suisse Prime Select Trust (Lux) Multi Strategy 2) Class BH The Multi Strategy Subfund strives to generate absolute returns with low volatility irrespective of the market situation with a highly diversified portfolio of hedge funds. The Subfund allocates its assets across the following hedge fund strategies: long/short equity, relative value, event driven, global macro and managed futures. To keep overall volatility low the fund manager builds a well diversified product through an appropriate choice of target funds. Net performance in (rebased to ) and yearly performance 2) CSPST (Lux) Multi Strategy BH 8% 6% 4% 2% -2% -4% -6% Hechinger Bernard, Stéphane Julen, Keller Ulrich since December Total net assets (in mil.) Inception date Management fee in % p.a TER without performance fee ( ) in % 4.73 Performance fee in % with Highwatermark TER with performance fee ( ) in % 4.73 Subscription Monthly with 3 business days notice Redemption Monthly with 50 calendar days notice Category BH LU CSPH LX Valor no Net asset value (NAV) 1' Min. Investment Amount 10'000 Out of scope Contact information Product Contact Dirk Wieringa Phone dirk.wieringa@credit-suisse.com Number of holdings Fund 23 Top Holdings DB Platinum IV Clinton 6.79 Stone Milliner Macro 6.47 Man Ahl Evolution 6.28 The Segantii Asia Pacific EQ 5.72 Marshall Wace Liquid Alpha Fund 5.63 Total Fund Historical monthly performance in % 2) Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD Sector weightings in % 0) Long/Short Equity Corporate Global Macro CTA Fixed Income Event Driven Commodities 4.50 Cash/Cash Equivalents 0.60 Portfolio allocation and performance attribution # of Managers Strategy Allocation Est. Ret. MTD Est. Ret. YTD Strategy Attribution MTD 0) Long/Short Equity % -2.16% 22.0 Corporate % Global Macro % -4.42% CTA % 0.47% 1.0 Fixed Income % 4.44% 7.0 Event Driven % -8.05% 31.0 Commodities % 0.01% Cash/Cash Equivalents N/A N/A N/A Total ) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/or 2) Approved for sale in as a foreign investment fund with special risk. 198

199 July 29, 2016 Credit Suisse Prime Select Trust (Lux) Multi Strategy 2) Class BH GBP The Multi Strategy Subfund strives to generate absolute returns with low volatility irrespective of the market situation with a highly diversified portfolio of hedge funds. The Subfund allocates its assets across the following hedge fund strategies: long/short equity, relative value, event driven, global macro and managed futures. To keep overall volatility low the fund manager builds a well diversified product through an appropriate choice of target funds. Net performance in GBP (rebased to ) and yearly performance 2) CSPST (Lux) Multi Strategy BH GBP 8% 6% 4% 2% -2% -4% -6% Hechinger Bernard, Stéphane Julen, Keller Ulrich since December Total net assets (in mil.) Inception date Management fee in % p.a TER without performance fee ( ) in % 4.74 Performance fee in % with Highwatermark TER with performance fee ( ) in % 4.74 Subscription Monthly with 3 business days notice Redemption Monthly with 50 calendar days notice Category BH GBP LU CSMSRBP LX Valor no Net asset value (NAV) 1' Min. Investment Amount 10'000 Out of scope Contact information Product Contact Dirk Wieringa Phone dirk.wieringa@credit-suisse.com Number of holdings Fund 23 Top Holdings DB Platinum IV Clinton 6.79 Stone Milliner Macro 6.47 Man Ahl Evolution 6.28 The Segantii Asia Pacific EQ 5.72 Marshall Wace Liquid Alpha Fund 5.63 Total Fund Historical monthly performance in % 2) Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD Sector weightings in % 0) Long/Short Equity Corporate Global Macro CTA Fixed Income Event Driven Commodities 4.50 Cash/Cash Equivalents 0.60 Portfolio allocation and performance attribution # of Managers Strategy Allocation Est. Ret. MTD Est. Ret. YTD Strategy Attribution MTD 0) Long/Short Equity % -2.16% 22.0 Corporate % Global Macro % -4.42% CTA % 0.47% 1.0 Fixed Income % 4.44% 7.0 Event Driven % -8.05% 31.0 Commodities % 0.01% Cash/Cash Equivalents N/A N/A N/A Total 23.0 Credit Suisse Prime Select Trust 1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/or 2) Approved for sale in as a foreign investment fund with special risk. 199

200 Glossary Average remaining term The average remaining term until maturity of the investments comprising a bond fund. Annualized volatility Annualized volatility measures the risk of a fund. It describes the range of returns most likely to be achieved. The bigger the volatility, the greater the uncertainty regarding a fund's likely return, and the riskier it is. Annualized volatility may be calculated by using the lognormal annualized standard deviation of a fund's return distribution. Benchmark Index that serves as a basis of comparison when measuring a fund s performance. Benchmarks enable investors to compare the performance of fund managers and to make a balanced, objective judgement. Beta Beta is a factor describing the sensitivity of a fund's return to its market index. Values below 1 indicate a defensive fund, which moves less in either direction than the expected return of the index. Values greater than 1 indicate aggressive positioning and a beta value of 1 means that the fund is expected to move in line with market returns. On July 1, 2005, the EU Savings Tax Directive came into force. It is applicable to cross-border interest payments to EU-domiciled natural persons (and associated products with an interest component) regardless of the country of domicile of the issuer of the interest-bearing securities (exception: the issuer's country of domicile is ). The tax rates are staggered as follows: : 15% : 2 From : 35% Current tax classification with regard to In scope tax: In scope no tax: In scope tax exempt: Out of scope: applies to the product No, as the product meets one of the exemption rules (e.g. grandfathered bonds, funds with low taxable interest income) No, as the distributions are also subject to Swiss withholding tax in the case of foreigners No Distribution A dividend paid to unit holders, usually on a yearly basis, which may be made up of income derived from both the investment fund and from realised capital gains. The amount of the distribution is determined by the fund management. Duration (modified duration) The duration shows the weighted-average term to maturity of a bond s cash flows (i.e. interest payments and repayments of capital). Duration is also a risk yardstick for bonds. When the level of interest payable changes by 1%, the expected price change of the bond corresponds approximately to the duration, expressed as a percentage. The place where the investment fund is domiciled. The fund domicile defines the law by which the fund is regulated and is especially important for tax reasons. Gross portfolio yield The Gross Portfolio Yield is the total yield of a portfolio before the deduction of fees. It is equal to the investment yield of the securities held in the portfolio. A specialized identification system introduced by Credit Suisse reveals the degree to which products are affected. A distinction is drawn between the following designations: 200

201 Information ratio A fund s outperformance can be attributed to the skill of the portfolio management or market moves. The higher the information ratio, the higher the contribution of manager skill. To determine the information ratio, the difference between the average annualized return of a fund and the average annualized return of its benchmark is calculated and then divided by the tracking error of the two components. number (International Securities Identification Number) Fund identification: International equivalent to the Swiss security number. Issuing commission A commission charged to investors when they purchase units in the fund. Management fee Remuneration paid to the fund management company for managing the fund. The management fee is expressed on an annual basis as a percentage of the fund s assets and deducted from the fund s assets on a proportionate daily basis. Total return Total increase in value of an investment fund over a certain period of time, expressed as a percentage, and comprising both distributions and price gains. The cumulative return is the total return on the investment achieved over several years. The average increase in value over 3 and 5 years is the average annual performance over the last 36 and 60 months. Tracking error The tracking error shows (in %) the deviation of the return of a fund compared to the return of a benchmark over a fixed period of time. A small tracking error indicates a passively managed portfolio. Total expense ratio (TER) The TER shows the total costs of a fund in relation to the funds total assets and is expressed as a percentage. These costs include management fees, trading fees, legal fees, auditor fees and other operational expenses. Maximum drawdown The maximum drawdown is the biggest downside price movement for the observed period of time. Net asset value The NAV of a fund unit is the current market value of the fund on a particular reference date, less any liabilities, and divided by the number of outstanding units. The NAV is usually calculated and published on a daily basis (except for real estate funds). Net portfolio return Weighted average of returns upon maturity of all securities comprising a fund, after deduction of the fund management fee. Retail sales registration The fund is registered and can be sold in the retail markets of the listed countries. Information 201

202 Factsheet Explained A B XYZ D E M F I J K L N O P H G C Basic Information Credit Suisse logo Fund name and unit class Full legal name of Fund which has been detailed on the Factsheet. Factsheet month and distribution channel Date for which the Factsheet has been issued followed by the distribution channel. A short description of the Fund s investment aim, primary asset class and key markets in which it invests. Core information about a Fund. Where appropriate, details are separated out into share class specific information. Performance graph The Performance graph plots the monthly movement for a Fund and Benchmark, rebased to, and displays the Annual Return for each of the last five calendar years, in the Fund base currency. Performance table Table displaying the net Total Return of a Fund and Benchmark, over various time horizons, ranging from one month through to five years and since inception, to Factsheet month end, in the Fund base currency. Disclaimer/footnotes Legal text relevant for each Jurisdiction responsible for distributing the respective Factsheets. A B XYZ C Breakdowns (Fixed Income Funds) Maturities in % Bar chart depicting the percentage breakdown of Maturities in a Fund s portfolio, in terms of designated time bands, as at the last trading point relevant to the Factsheet month end. D E M F I K L N O G J P Credit ratings in % Pie Chart depicting the shares of each rating category in a fixed income portfolio. Currencies in % Table depicting the percentage breakdown of a Fund s currency split before versus after currency hedging. Number of holdings Table lists the number of holdings in a Fund s and it's Benchmark's portfolio. Asset allocation in % Table depicting the percentage breakdown of a Fund s portfolio holdings by asset class, as at the last trading point relevant to the Factsheet month end. Duration and yield Table depicting key statistics with respect to fixed income characteristics in the Fund s portfolio. Fund statistics This section covers major statistics, to describe a fund s behaviour with respect to its Market Index. H Top 10 holdings in % Table listing the largest Holdings, by percentage value in the portfolio of a Fund as at the last trading point relevant to the Factsheet month end. Table includes information on Coupons and Maturities. 202

203 Breakdowns (Equity Funds) Sectors in % Table depicting the sector breakdown, by percentage holding in the portfolio of a Fund and it s Benchmark as at the last trading point relevant to the Factsheet month end. Currencies in % Pie chart listing currency split within portfolio. Countries in % Pie chart listing the countries breakdown, by percentage holding in the portfolio of a Fund as at the last trading point relevant to the Factsheet month end. Significant transactions Table depicting the largest transactions within the Fund s portfolio since last month s end. Fund statistics This section covers major statistics, to describe a fund s behaviour with respect to its Market Index. Top 10 holdings in % Table listing the largest Holdings, by percentage value in the portfolio of a Fund as at the last trading point relevant to the Factsheet month end. A B XYZ D E Q R S F G T V U C H Breakdowns (Portfolio Funds) Allocation asset classes in % Pie chart depicting the percentage breakdown of a Fund s portfolio holdings by asset class, as at the last trading point relevant to the Factsheet month end. A B Credit Suisse Portfolio Fund (Lux) XYZ C Allocation currencies in % Pie chart listing currency split within portfolio. Asset allocation in % Matrix of Asset Classes and Currency Breakdowns as at the last trading point relevant to the Factsheet month end. Maturities in % Bar chart depicting the percentage breakdown of Maturities in a Fund s portfolio, in terms of designated time bands, as at the last trading point relevant to the Factsheet month end. Fund statistics This section covers major statistics, to describe a fund s behaviour with respect to its Market Index. Duration and yield Table depicting key statistics with respect to fixed income characteristics in the Fund s portfolio. Allocation of bonds in % Table depicting the percentage breakdown of a Fund s Fixed Income holdings by asset class, as at the last trading point relevant to the Factsheet month end. Top 10 holdings in % Table listing the largest Holdings, by percentage value in the portfolio of a Fund as at the last trading point relevant to the Factsheet month end. Table includes information on Coupons and Maturities. F D G E W X Y Z AB AD AA AC H Information 203