credit-suisse Annual Report Part 1 Performance of Credit Suisse Group shares
Fund Factbook Swiss Market Data as at July 2016...Credit Suisse (Lux) Russian Equity Fund BH EUR EUR...
Transcript of Fund Factbook Swiss Market Data as at July 2016...Credit Suisse (Lux) Russian Equity Fund BH EUR EUR...
booklet issuerId channelId languageId perDateFund Factbook9926 9913 18 20160729
Fund FactbookSwiss MarketData as at July 2016
OverviewContents 3
Fund Performance 6
Credit Suisse Investment Funds 5Credit Suisse (Lux) Asian Equity Dividend Plus Fund IB USD 11
Credit Suisse Fund 3Credit Suisse (CH) Small and Mid Cap Switzerland Equity Fund B 47
Credit Suisse (CH) Swiss Blue Chips Equity Fund B 48
CS Investment Funds 2Credit Suisse (Lux) CommodityAllocation Fund B USD 91
Credit Suisse (Lux) CommodityAllocation Fund BH CHF 92
Credit Suisse Fund 3Credit Suisse (CH) Swiss Real Estate Securities Fund A 89
CS Investment Funds 2Credit Suisse (Lux) CommodityAllocation Fund BH EUR 93
Credit Suisse (Lux) CommodityAllocation Fund EBH CHF 94
Credit Suisse (Lux) CommodityAllocation Fund EBH EUR 95
Credit Suisse Fund 3Credit Suisse (CH) Swiss Real Estate Securities Fund IB 90
Credit Suisse (CH) Swissac Equity Fund B 49
Credit Suisse Investment Funds 5Credit Suisse (Lux) Asia Consumer Equity Fund B USD 167
Credit Suisse (Lux) Asia Consumer Equity Fund BH CHF 169
Credit Suisse (Lux) Asia Consumer Equity Fund BH EUR 168
Credit Suisse Fund 3Credit Suisse (CH) 130/30 Swiss Equity Fund B CHF 88
Credit Suisse Investment Funds 5Credit Suisse (Lux) Asian Equity Dividend Plus Fund B USD 155
Credit Suisse Investment Funds 13Credit Suisse (Lux) Commodity Index Plus USD Fund B 186
Credit Suisse (Lux) Commodity Index Plus USD Fund BH EUR 188
Credit Suisse (Lux) Commodity Index Plus USD Fund IB 187
Credit Suisse (Lux) Commodity Index Plus USD Fund IBH EUR 189
CS Investment Funds 2Credit Suisse (Lux) European Dividend Plus Equity Fund B EUR 104
Credit Suisse (Lux) Japan Value Equity Fund B JPY 103
Credit Suisse (Lux) European Dividend Plus Equity Fund BH CHF 106
Credit Suisse (Lux) European Dividend Plus Equity Fund IB EUR 105
Credit Suisse Investment Funds 11Credit Suisse (Lux) Small and Mid Cap Europe Equity Fund B EUR 59
Credit Suisse (Lux) USA Growth Opportunities Equity Fund B USD 62
Credit Suisse Fund 3Credit Suisse (Lux) USA Growth Opportunities Equity Fund BH EUR 64
Credit Suisse Investment Funds 5Credit Suisse (Lux) Russian Equity Fund B RUB 161
Credit Suisse Investment Funds 11Credit Suisse (Lux) USA Growth Opportunities Equity Fund IB USD 63
Credit Suisse Investment Funds 5Credit Suisse (Lux) Russian Equity Fund B USD 160
Credit Suisse Investment Funds 11Credit Suisse (Lux) European Property Equity Fund B EUR 50
Credit Suisse Prime Select TrustCSPST (Lux) Multi Strategy 201
Credit Suisse Investment Funds 11Credit Suisse (Lux) Small and Mid Cap Germany Equity Fund B EUR 60
Credit Suisse (Lux) Small and Mid Cap Germany Equity Fund IB EUR 61
Credit Suisse (Lux) USA Value Equity Fund B USD 65
Credit Suisse (Lux) USA Value Equity Fund BH EUR 67
Credit Suisse Investment Funds 5Credit Suisse (Lux) Russian Equity Fund BH EUR 162
Credit Suisse Investment Funds 11Credit Suisse (Lux) USA Value Equity Fund IB USD 66
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Credit Suisse Prime Select TrustCSPST (Lux) Global Equities Long/Short B 198
Credit Suisse Investment Funds 5Credit Suisse (Lux) Russian Equity Fund IB USD 163
Credit Suisse Investment Funds 4Credit Suisse (Lux) Prima Multi-Strategy Fund B EUR 138
Credit Suisse (Lux) Prima Multi-Strategy Fund BH GBP 141
Credit Suisse Investment Funds 11Credit Suisse (Lux) European Property Equity Fund IB EUR 51
Credit Suisse Investment Funds 4Credit Suisse (Lux) Prima Multi-Strategy Fund FBH GBP 136
Credit Suisse (Lux) Prima Multi-Strategy Fund FBH USD 137
CS Investment Funds 2Credit Suisse (Lux) Eurozone Active Opportunities Equity Fund B EUR 96
Credit Suisse Investment Funds 11Credit Suisse (Lux) Italy Equity Fund B EUR 57
Credit Suisse (Lux) Italy Equity Fund IB EUR 58
Credit Suisse Investment Funds 5Credit Suisse (Lux) Global Biotech Innovators Equity Fund B USD 170
Credit Suisse (Lux) Global Biotech Innovators Equity Fund BH EUR 171
Credit Suisse (Lux) Global Small & Mid Cap Emerging Market ILC Equity FundB USD 156
Credit Suisse (Lux) Global Small & Mid Cap Emerging Market ILC Equity FundIB USD 157
Credit Suisse Investment Funds 11Credit Suisse (Lux) Global Value Equity Fund B EUR 52
Credit Suisse (Lux) Global Value Equity Fund BH CHF 54
Credit Suisse Investment Funds 5Credit Suisse (Lux) Global Biotech Innovators Equity Fund IB USD 172
Credit Suisse Investment Funds 11Credit Suisse (Lux) Global Value Equity Fund BH CZK 55
Credit Suisse (Lux) Global Value Equity Fund BH USD 56
Credit Suisse (Lux) Global Value Equity Fund IB EUR 53
CS Investment Funds 2Credit Suisse (Lux) Global Dividend Plus Equity Fund B USD 114
Credit Suisse (Lux) Global Dividend Plus Equity Fund BH CHF 115
Credit Suisse (Lux) Global Dividend Plus Equity Fund IB USD 116
Credit Suisse (Lux) Global Dividend Plus Equity Fund IBH CHF 117
Credit Suisse (Lux) Global Emerging Market ILC Equity Fund B USD 97
Credit Suisse (Lux) Global Emerging Market ILC Equity Fund BH EUR 99
Credit Suisse Investment Funds 5Credit Suisse (Lux) Infrastructure Equity Fund B USD 164
Credit Suisse (Lux) Infrastructure Equity Fund BH EUR 165
CS Investment Funds 2Credit Suisse (Lux) Global Emerging Market ILC Equity Fund IB USD 98
Credit Suisse Investment Funds 5Credit Suisse (Lux) Infrastructure Equity Fund IB USD 166
Credit Suisse (Lux) Global Energy Winners Equity Fund B USD 158
Credit Suisse (Lux) Global Energy Winners Equity Fund BH EUR 159
CS Investment Funds 2Credit Suisse (Lux) Global Security Equity Fund BH EUR 102
Credit Suisse (Lux) Global Security Equity Fund BH CHF 101
Credit Suisse Investment Funds 13Credit Suisse (Lux) Global Responsible Equity Fund B EUR 190
CS Investment Funds 2Credit Suisse (Lux) Global Security Equity Fund B USD 100
Credit Suisse Investment Funds 13Credit Suisse (Lux) Global Responsible Equity Fund IB EUR 191
InformationGlossary 206
Factsheet Explained 208
Where to find the current prices of our funds 210
Important Information 211
Contacts 214
ContentsFunds distributed in Switzerland
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5
Total return in % as of 31.07.2016* Risk
Fund NameFund
currency*
Fundcurrency
1 year
Fundcurrency
3 yearsCHF
1 yearCHF
3 years
in fundcurrency %
3 years** Page
Credit Suisse Investment Funds 5Credit Suisse (Lux) Asian Equity Dividend Plus Fund IB USD USD -2.7 -3.2 -2.1 0.7 14.8 11
Credit Suisse Fund 3Credit Suisse (CH) Small and Mid Cap Switzerland Equity Fund B CHF 4.4 39.4 4.4 39.4 14.4 47
Credit Suisse (CH) Swiss Blue Chips Equity Fund B CHF -8.8 14.5 -8.8 14.5 12.3 48
CS Investment Funds 2Credit Suisse (Lux) CommodityAllocation Fund B USD USD -8.7 -34.9 -8.2 -32.3 13.7 91
Credit Suisse (Lux) CommodityAllocation Fund BH CHF CHF -10.5 -37.6 -10.5 -37.6 13.6 92
Credit Suisse Fund 3Credit Suisse (CH) Swiss Real Estate Securities Fund A CHF 9.1 33.0 9.1 33.0 8.1 89
CS Investment Funds 2Credit Suisse (Lux) CommodityAllocation Fund BH EUR EUR -10.0 -36.8 -8.4 -44.6 13.6 93
Credit Suisse (Lux) CommodityAllocation Fund EBH CHF CHF -9.6 -35.9 -9.6 -35.9 13.7 94
Credit Suisse (Lux) CommodityAllocation Fund EBH EUR EUR -9.1 -34.8 -7.5 -42.9 13.6 95
Credit Suisse Fund 3Credit Suisse (CH) Swiss Real Estate Securities Fund IB CHF 9.6 34.7 9.6 34.7 7.9 90
Credit Suisse (CH) Swissac Equity Fund B CHF -7.9 19.7 -7.9 19.7 13.0 49
Credit Suisse Investment Funds 5Credit Suisse (Lux) Asia Consumer Equity Fund B USD USD -11.5 -6.8 -11.0 -3.0 15.8 167
Credit Suisse (Lux) Asia Consumer Equity Fund BH CHF CHF -13.0 -9.8 -13.0 -9.8 15.8 169
Credit Suisse (Lux) Asia Consumer Equity Fund BH EUR EUR -12.2 -8.0 -10.7 -19.4 15.7 168
Credit Suisse Fund 3Credit Suisse (CH) 130/30 Swiss Equity Fund B CHF CHF -9.3 19.7 -9.3 19.7 13.9 88
Credit Suisse Investment Funds 5Credit Suisse (Lux) Asian Equity Dividend Plus Fund B USD USD -3.7 -6.1 -3.1 -2.4 14.8 155
Credit Suisse Investment Funds 13Credit Suisse (Lux) Commodity Index Plus USD Fund B USD -8.1 -34.3 -7.6 -31.7 13.9 186
Credit Suisse (Lux) Commodity Index Plus USD Fund BH EUR EUR -9.2 -35.8 -7.6 -43.8 13.9 188
Credit Suisse (Lux) Commodity Index Plus USD Fund IB USD -7.2 -32.4 -6.7 -29.7 13.9 187
Fund Performanceas of 29.07.2016
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Total return in % as of 31.07.2016* Risk
Fund NameFund
currency*
Fundcurrency
1 year
Fundcurrency
3 yearsCHF
1 yearCHF
3 years
in fundcurrency %
3 years** Page
Credit Suisse (Lux) Commodity Index Plus USD Fund IBH EUR EUR -8.3 -33.9 -6.6 -42.1 13.9 189
CS Investment Funds 2Credit Suisse (Lux) European Dividend Plus Equity Fund B EUR EUR -8.7 22.8 -7.1 7.6 11.8 104
Credit Suisse (Lux) Japan Value Equity Fund B JPY JPY -14.7 20.7 3.7 20.5 14.9 103
Credit Suisse (Lux) European Dividend Plus Equity Fund BH CHF CHF -9.5 19.8 -9.5 19.8 11.8 106
Credit Suisse (Lux) European Dividend Plus Equity Fund IB EUR EUR -7.8 26.2 -6.2 10.5 11.9 105
Credit Suisse Investment Funds 11Credit Suisse (Lux) Small and Mid Cap Europe Equity Fund B EUR EUR -9.6 43.0 -8.0 25.2 13.4 59
Credit Suisse (Lux) USA Growth Opportunities Equity Fund B USD USD -6.9 25.0 -6.4 30.0 11.8 62
Credit Suisse Fund 3Credit Suisse (Lux) USA Growth Opportunities Equity Fund BH EUR EUR -7.6 23.3 -5.9 8.0 11.7 64
Credit Suisse Investment Funds 5Credit Suisse (Lux) Russian Equity Fund B RUB RUB 17.2 53.5 8.6 -20.3 18.8 161
Credit Suisse Investment Funds 11Credit Suisse (Lux) USA Growth Opportunities Equity Fund IB USD USD -6.4 27.2 -5.9 32.3 11.8 63
Credit Suisse Investment Funds 5Credit Suisse (Lux) Russian Equity Fund B USD USD 8.0 -23.4 8.6 -20.4 31.4 160
Credit Suisse Investment Funds 11Credit Suisse (Lux) European Property Equity Fund B EUR EUR -4.5 48.6 -2.8 30.2 15.2 50
Credit Suisse (Lux) Small and Mid Cap Germany Equity Fund B EUR EUR -4.8 32.2 -3.1 15.8 14.6 60
Credit Suisse (Lux) Small and Mid Cap Germany Equity Fund IB EUR EUR -3.9 36.3 -2.2 19.4 14.6 61
Credit Suisse (Lux) USA Value Equity Fund B USD USD 9.8 0.6 10.5 4.6 17.0 65
Credit Suisse (Lux) USA Value Equity Fund BH EUR EUR 8.8 -1.6 10.7 -13.8 16.9 67
Credit Suisse Investment Funds 5Credit Suisse (Lux) Russian Equity Fund BH EUR EUR 7.2 -24.7 9.1 -34.1 31.2 162
Credit Suisse Investment Funds 11Credit Suisse (Lux) USA Value Equity Fund IB USD USD 11.0 3.8 11.6 7.9 17.0 66
Credit Suisse Investment Funds 5Credit Suisse (Lux) Russian Equity Fund IB USD USD 8.8 -21.7 9.4 -18.5 31.4 163
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Total return in % as of 31.07.2016* Risk
Fund NameFund
currency*
Fundcurrency
1 year
Fundcurrency
3 yearsCHF
1 yearCHF
3 years
in fundcurrency %
3 years** Page
Credit Suisse Investment Funds 4Credit Suisse (Lux) Prima Multi-Strategy Fund B EUR EUR -7.7 -2.0 -6.1 -14.2 3.5 138
Credit Suisse (Lux) Prima Multi-Strategy Fund BH GBP GBP -7.6 -1.8 -20.9 -10.6 3.5 141
Credit Suisse Investment Funds 11Credit Suisse (Lux) European Property Equity Fund IB EUR EUR -3.6 53.2 -1.8 34.2 15.2 51
Credit Suisse Investment Funds 4Credit Suisse (Lux) Prima Multi-Strategy Fund FBH GBP GBP -7.0 0.7 -20.4 -8.3 3.5 136
Credit Suisse (Lux) Prima Multi-Strategy Fund FBH USD USD -6.6 0.9 -6.1 4.9 3.4 137
CS Investment Funds 2Credit Suisse (Lux) Eurozone Active Opportunities Equity Fund B EUR EUR -9.1 15.8 -7.5 1.4 13.8 96
Credit Suisse Investment Funds 11Credit Suisse (Lux) Italy Equity Fund B EUR EUR -26.8 20.8 -25.5 5.8 18.5 57
Credit Suisse (Lux) Italy Equity Fund IB EUR EUR -25.9 25.3 -24.6 9.8 18.5 58
Credit Suisse Investment Funds 5Credit Suisse (Lux) Global Biotech Innovators Equity Fund B USD USD -23.9 40.1 -23.5 45.7 25.8 170
Credit Suisse (Lux) Global Biotech Innovators Equity Fund BH EUR EUR -24.4 38.3 -23.1 21.1 25.8 171
Credit Suisse (Lux) Global Small & Mid Cap Emerging Market ILC Equity Fund B
USDUSD -4.0 7.7 -3.5 12.0 16.6 156
Credit Suisse (Lux) Global Small & Mid Cap Emerging Market ILC Equity Fund IB
USDUSD -3.3 10.0 -2.8 14.5 16.6 157
Credit Suisse Investment Funds 11Credit Suisse (Lux) Global Value Equity Fund B EUR EUR 6.5 28.0 8.4 12.1 13.0 52
Credit Suisse (Lux) Global Value Equity Fund BH CHF CHF 5.5 25.0 5.5 25.0 12.9 54
Credit Suisse Investment Funds 5Credit Suisse (Lux) Global Biotech Innovators Equity Fund IB USD USD -23.1 44.4 -22.7 50.2 25.8 172
Credit Suisse Investment Funds 11Credit Suisse (Lux) Global Value Equity Fund BH CZK CZK 5.4 25.6 7.4 5.4 13.1 55
Credit Suisse (Lux) Global Value Equity Fund BH USD USD 6.2 27.1 6.8 32.2 13.1 56
Credit Suisse (Lux) Global Value Equity Fund IB EUR EUR 7.6 32.0 9.5 15.6 13.0 53
Fund Performanceas of 29.07.2016
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Total return in % as of 31.07.2016* Risk
Fund NameFund
currency*
Fundcurrency
1 year
Fundcurrency
3 yearsCHF
1 yearCHF
3 years
in fundcurrency %
3 years** Page
CS Investment Funds 2Credit Suisse (Lux) Global Dividend Plus Equity Fund B USD USD 4.4 16.5 5.0 21.2 10.5 114
Credit Suisse (Lux) Global Dividend Plus Equity Fund BH CHF CHF 2.8 13.0 2.8 13.0 10.4 115
Credit Suisse (Lux) Global Dividend Plus Equity Fund IB USD USD 5.4 19.7 5.9 24.6 10.5 116
Credit Suisse (Lux) Global Dividend Plus Equity Fund IBH CHF CHF 3.7 16.0 3.7 16.0 10.4 117
Credit Suisse (Lux) Global Emerging Market ILC Equity Fund B USD USD -3.2 -4.0 -2.7 -0.2 17.6 97
Credit Suisse (Lux) Global Emerging Market ILC Equity Fund BH EUR EUR -4.0 -5.6 -2.3 -17.3 17.5 99
Credit Suisse Investment Funds 5Credit Suisse (Lux) Infrastructure Equity Fund B USD USD 10.9 26.0 11.5 31.1 10.3 164
Credit Suisse (Lux) Infrastructure Equity Fund BH EUR EUR 9.7 23.3 11.6 8.0 10.3 165
CS Investment Funds 2Credit Suisse (Lux) Global Emerging Market ILC Equity Fund IB USD USD -2.5 -1.5 -2.0 2.4 17.7 98
Credit Suisse Investment Funds 5Credit Suisse (Lux) Infrastructure Equity Fund IB USD USD 11.7 28.8 12.3 33.9 10.3 166
Credit Suisse (Lux) Global Energy Winners Equity Fund B USD USD -7.5 -29.4 -7.0 -26.6 22.2 158
Credit Suisse (Lux) Global Energy Winners Equity Fund BH EUR EUR -8.3 -31.0 -6.7 -39.6 22.1 159
CS Investment Funds 2Credit Suisse (Lux) Global Security Equity Fund BH EUR EUR -3.3 24.9 -1.6 9.4 12.6 102
Credit Suisse (Lux) Global Security Equity Fund BH CHF CHF -4.0 23.3 -4.0 23.3 12.5 101
Credit Suisse Investment Funds 13Credit Suisse (Lux) Global Responsible Equity Fund B EUR EUR -8.3 26.0 -6.7 10.4 12.0 190
CS Investment Funds 2Credit Suisse (Lux) Global Security Equity Fund B USD USD -2.5 26.8 -2.0 31.9 12.6 100
Credit Suisse Investment Funds 13Credit Suisse (Lux) Global Responsible Equity Fund IB EUR EUR -7.2 30.5 -5.6 14.3 12.0 191
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Total return in % as of 30.06.2016* Risk
Fund NameFund
currency*
Fundcurrency
1 year
Fundcurrency
3 yearsCHF
1 yearCHF
3 years
in fundcurrency %
3 years** Page
Credit Suisse Prime Select TrustCSPST (Lux) Multi Strategy USD -3.7 1.3 0.4 4.3 3.1 201
CSPST (Lux) Global Equities Long/Short B USD -3.4 6.7 0.7 9.8 5.4 198
* Source: Lipper Schweiz AG** Annualized average volatility in % over the last 3 years.*** The stated yield calculations are based on net asset values.**** The stated yield calculations are based on stock prices.***** The track record before the launch period refers to the existing product,
wich is managed according to the same investment process and guidelines.
Historical performance indications and financial market scenarios are no guarantee for current or future performance.Performance indications do not consider commissions levied at subscription and/or redemption.
Fund Performanceas of 29.07.2016
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Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 5 - Class IB USD
Fund manager Credit Suisse (Singapore) LimitedFund manager since 01.04.2013Location SingaporeFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 14.12Inception date 11.09.2012Management fee in % p.a. 0.90TER (as of 31.03.2016) in % 1.36Benchmark (BM)
MSCI AC Asia Pacific ex Japan (NR) (03/15)Swinging single pricing (SSP) 3) YesUnit Class Category IB
(capital growth)
ISIN LU0808572415
Valor no. 19077394
Min. Investment Amount 500'000Redemptions DailyEU taxation Out of scope
Fund 52
July 29, 2016Switzerland
CS (Lux) Asian Equity Dividend Plus Fund
Net performance in USD (rebased to 100) and yearly performance 2)
2012 2013 2014 2015 201680
90
100
110
120
130
-20%
-10%
0%
10%
20%
30%
-0.10.5
-13.1
6.53.8 3.2
-10.1
8.1
CS (Lux) Asian Equity Dividend Plus Fund IBUSD
Yearly or year-to-date performance respectively (Fund)
MSCI AC Asia Pacific ex Japan (NR) (03/15)Yearly or year-to-date performance respectively(Benchmark)
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 5.41 5.18 6.50 -2.69 -3.21 -Benchmark 5.58 6.13 8.07 -0.25 7.66 -
Countries in %
Australia 23.21China 21.81South Korea 9.43Hong Kong 8.34Taiwan 7.59Singapore 7.05Thailand 6.09Indonesia 6.04Cash/CashEquivalents 2.46Others 7.97
Sectors in %
Financials 32.09TelecommunicationServices 14.65InformationTechnology 12.72Consumer Staples 9.77Materials 6.79Industrials 6.31Energy 6.01ConsumerDiscretionary 3.94Cash/CashEquivalents 2.46Others 5.25
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 20.02 14.83Tracking Error (Ex post) 2.62 2.71Beta 0.95 0.98
Top 10 Holdings in %Sydney Airport 4.38China Mobile 4.27Wesfarmers Ltd. 4.18TSMC 3.93Macquarie Group 3.64China Const. Bank 2.79PT Telekomunikasi Indonesia 2.57Insurance Australia 2.39Macquarie Korea Infrastructure 2.38Keppel DC Reit 2.37Total 32.90
Investment policyThe fund´s objective is to achieve maximumlong-term capital gains by investing in securities,while maintaining an adequate diversification ofrisks. It actively invests primarily in shares andsimilar instruments issued by companiesestablished in Asia, a region that includes China,Hong Kong, Indonesia, Malaysia, the Philippines,Singapore, South Korea and Taiwan as well asThailand but excluding Japan. The fund seeksto identify undervalued stocks across all marketcapitalization classes and industry sectors. Itprovides investors with access to some of theworld´s fastest-growing economies and enablesthem to participate in the region´s long-termsustainable growth.
Fund facts
Unit class currency USD
Bloomberg ticker CSAEDPI LX
Net asset value (NAV) 869.32
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Number of holdingsC
redi
t Sui
sse
SIC
AV
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
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a subfund of CS Investment Funds 4 - Class IBH GBP
Fund manager Stéphane JulenFund manager since since inceptionLocation ZurichFund domicile LuxembourgFund currency EURPassport ESP, ITA, UK, GER, AUT, CHF,
FR, NL, LUX, SWE, LIE, NOR,FIN, HUN, SIN
Close of financial year 30. NovTotal net assets (in mil.) 672.07Inception date 09.05.2012Management fee in % p.a. 1.00TER without performance fee (11.2015) in % 3.09Performance fee in % with Highwatermark 5.00TER with performance fee (11.2015) in % 3.09Subscription WeeklyRedemption WeeklyUnit Class Category IBH
(capital growth)
ISIN LU0522194181
Valor no. 11480416
Min. Investment Amount 500'000EU taxation In scope - tax
Fund 23
July 29, 2016Switzerland
Credit Suisse (Lux) Prima Multi-Strategy Fund
Net performance in GBP (rebased to 100) and yearly performance 2)
2012 2013 2014 2015 201690
95
100
105
110
115
-10%
-5%
0%
5%
10%
15%
6.4
2.4
-0.4
-4.5
CS (Lux) Prima Multi-Strategy Fund IBH GBP Yearly or year-to-date performance respectively (Fund)
Net performance in GBP 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 0.99 -1.18 -4.45 -7.22 -0.18 -
Historical monthly performance in % 2)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2016 -1.67 -1.31 -0.27 -0.09 0.01 -2.16 0.99 - - - - - -4.452015 0.74 0.75 1.42 0.19 0.56 -0.27 -0.82 -2.47 -1.57 0.72 0.43 -0.01 -0.402014 0.11 1.29 -0.88 -1.51 0.82 0.19 0.22 0.34 0.35 -0.60 1.51 0.56 2.382013 1.29 0.14 1.01 0.35 1.33 -1.82 1.50 -0.99 1.04 0.95 0.90 0.55 6.372012 - - - - - -0.16 0.64 0.27 -0.19 -0.34 0.24 0.86 -
Strategies in %
Long/Short Equity 40.60Global Macro 17.60Event Driven 14.20CTA 13.80Corporate 11.60Cash/Cash Equivalents 2.20
Investment policyCredit Suisse (Lux) Prima Multi-Strategy (CSPrima Multi-Strategy) is a UCITS III compliantmulti-strategy fund of funds.The CS Prima Multi-Strategy fund allocatesassets across multiple strategies in the liquidUCITS compliant universe. It targets attractiverisk-adjusted returns through active portfoliomanagement, and may invest in variousalternative investment strategies, includingequities, event driven, convertibles, macro,credit, managed futures, fixed income, emergingmarkets’ equities and rates. The fund isdomiciled in Luxembourg and will be passportedinto other countries. The fund is open to bothinstitutional and retail investors and offers weeklyliquidity.
Fund facts
Unit class currency GBP
Bloomberg ticker CSPMSSG LX
Net asset value (NAV) 1'046.16
Number of holdings
Top HoldingsGam Star European Alpha 7.11Marshall Wace Dev Europe TOPS 7.08Legg Mason Western Asset Macro 6.24Henderson Gar UK Absolute Return 6.07Gam Star Fund Global Rates 5.92Total 32.42
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1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class A EUR & B EUR
Fund 70
Fund manager Luc MathysFund manager since 18.05.2010Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 147.64Inception date 17.05.2010Management fee in % p.a. 0) 0.40TER (as of 31.03.2016) in % 0.60Benchmark (BM) CGBI EuroBIG 1-3YSwinging single pricing (SSP) 3) YesUnit Class Category A
(distribution)
ISIN LU0480842656
Valor no. 10948649
Redemptions DailyEU taxation In scope - tax
July 29, 2016Switzerland
CS (Lux) Broad Short Term EUR Bond Fund
Net performance in EUR (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201698
100102104106108110112114
-2%0%2%4%6%8%
10%12%14%
2.03.6
1.1 1.6
-0.1
0.9
2.6
4.6
1.9 1.80.6 0.50.8
3.7
1.9 1.7
0.0 0.6
CS (Lux) Broad Short Term EUR Bond FundB
Yearly or year-to-date performance respectively (Fund)
CGBI EuroBIG 1-3YYearly or year-to-date performance respectively(Benchmark)
Lipper Global Bond EUR Short Term Yearly or year-to-date performance respectively (Sector)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 0.14 0.30 0.86 0.61 3.07 8.66Benchmark 0.05 0.24 0.53 0.69 3.82 11.57Sector 0.21 0.28 0.61 0.39 3.24 8.40
Maturities in years
0%10%20%30%40%50%60%70%
0-1 1-3 3-5 5-7 7-10 10-15 >15
Currencies in %before hedging after hedging
EUR 99.97 99.97USD 0.02 0.02PLN 0.01 0.01
Credit Ratings in %
AAA 6.54AA+ 1.38AA- 7.75A+ 16.17A 18.29A- 8.08BBB+ 12.88BBB 12.98BBB- 14.14BB (Bucket) 1.79
Duration and YieldFund
Gross portfolio yield in % 0.02Average remaining term to maturity in years 1.93Modified duration in years 0) 1.82
Top 10 Holdings in %Position Maturity as % of
assetsNordea Bank 05.10.17 2.48GE Capital European Funding 15.03.18 2.45BNP Paribas 12.03.18 2.44GE Capital European Funding 02.05.17 2.40Italy BTP 01.12.18 2.21Instituto Credito 30.04.18 2.19Italy BTP 01.06.18 2.181.5 Italy 01.08.2019 01.08.19 2.14Rabobank Netherland 22.01.19 2.14Australian & NZ Bank 04.09.18 2.13Total 22.76
Asset Allocation in %Industrial Bonds 39.69Financial Bonds 26.51Government 12.62Covered/ABS 9.39Utilities 4.85Sovereign/Agencies 3.22Cash/Cash Equivalents 3.71Total 99.99
Number of holdings
Investment policyThe aim of the Fund is to achieve a steadyincome in euro. The Fund invests in investmentgrade short-term bonds and other fixed andvariable rate securities of which at least twothirds are denominated in euro. The Fund mayinvest in other currencies than the EUR. The partof such investments which is not hedged againstthe EUR may not exceed 10% of the Fund’sassets.
Fund facts
Category B(capital growth)
Unit class currency EUR EURLU0480842730
Bloomberg ticker CSFBSEALX
CSFBSEB LX
10948813Net asset value(NAV)
97.79 109.47
Daily
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 0.58 0.87Information ratio -0.85 -1.03Tracking Error (Ex post) 0.28 0.51Maximum drawdown in % 4) -0.65 -0.654) Maximum drawdown is the most negative cumulative returnover a given time period.
Default Probability Weighted Average CreditRating = BBB+Linear Weighted Average Credit Rating = A-
Cre
dit S
uiss
e Fu
nd
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
13
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class A USD & B USD
Fund manager Michel BergerFund manager since 01.07.2014Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MarchInception date 17.05.2010Management fee in % p.a. 0) 0.40TER (as of 31.03.2016) in % 0.60Benchmark (BM)
CGBI Eurodollar BBB- or Better 1-3YSwinging single pricing (SSP) 3) YesUnit Class Category A
(distribution)
ISIN LU0480843209
Valor no. 10949399
Redemptions DailyEU taxation In scope - tax
Fund 105
July 29, 2016Switzerland
CS (Lux) Broad Short Term USD Bond Fund
Net performance in USD (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 2016100
102
104
106
108
110
112
0%
2%
4%
6%
8%
10%
12%
0.92.0
0.7 0.6 0.5
1.81.5
2.9
1.2 1.0 0.9
2.11.0
2.6
0.4 0.5 0.0
1.5
CS (Lux) Broad Short Term USD Bond FundB
Yearly or year-to-date performance respectively (Fund)
CGBI Eurodollar BBB- or Better 1-3YYearly or year-to-date performance respectively(Benchmark)
Lipper Global Bond USD Short Term Yearly or year-to-date performance respectively (Sector)
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 0.08 0.57 1.83 1.66 3.32 5.27Benchmark 0.17 0.74 2.12 2.12 4.84 8.28Sector 0.16 0.59 1.48 0.97 2.47 4.64
Maturities in years
0%10%20%30%40%50%60%70%80%
0-1 1-3 3-5 5-7 7-10 10-15 >15
Currencies in %before hedging after hedging
USD 100.00 100.00
Credit Ratings in %
AAA 2.43AA+ 0.60AA 0.31AA- 6.03A+ 15.03A 21.90A- 14.37BBB (Bucket) 37.52BB (Bucket) 1.81Not rated 0.00
Top 10 Holdings in %Position Maturity as % of
assetsWestpac Banking 13.05.19 1.94Roche Holding AG 30.09.19 1.83Nordea Bank 20.03.17 1.82Total Capital 10.08.18 1.82American Express 31.07.18 1.81Kommunekredit 15.01.19 1.81Bank of America 11.01.18 1.79Deutsche Bank London 10.05.19 1.79General Motors 09.05.19 1.79Mizuho Bank 25.09.17 1.79Total 18.19
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 0.72 0.73Information ratio -1.80 -1.97Tracking Error (Ex post) 0.27 0.29Maximum drawdown in % 4) -0.37 -0.544) Maximum drawdown is the most negative cumulative returnover a given time period.
Duration and YieldFund
Gross portfolio yield in % 1.58Average remaining term to maturity in years 1.99Modified duration in years 0) 1.90
Asset Allocation in %Industrial Bonds 47.49Financial Bonds 38.27Government 9.01Utilities 1.82Sovereign/Agencies 1.81Covered/ABS 0.60Cash/Cash Equivalents 0.99Total 99.99
Investment policyThe aim of the Fund is to achieve a steadyincome in US dollars. The Fund invests ininvestment grade short-term bonds and otherfixed and variable rate securities of which at leasttwo-thirds are denominated in US dollars. TheFund may invest in other currencies than theUSD. The part of such investments which is nothedged against the USD may not ex-ceed 10%of the Fund's assets.
Fund facts
Category B(capital growth)
Unit class currency USD USDLU0480843381
Bloomberg ticker CSFBSUALX
CSFBSUB LX
10949403Net asset value(NAV)
96.20 107.70
Daily
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Number of holdings
Default Probability Weighted Average CreditRating = BBB+Linear Weighted Average Credit Rating = A
14
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class A
Fund manager Doris RöhlFund manager since 01.06.2015Location ZurichFund domicile SwitzerlandFund currency EURClose of financial year 30. SepTotal net assets (in mil.) 60.17Inception date 13.02.2004Management fee in % p.a. 0.95TER (as of 31.03.2016) in % 1.03Benchmark (BM)
Barclays Euro-Aggr. Corporates (TR) (01/13)Swinging single pricing (SSP) 3) YesUnit Class Category A
(distribution)
ISIN CH0017630242
Valor no. 1763024
Last distribution 17.11.2015Distribution value 2.28Redemptions DailyEU taxation In scope - tax
Fund 59
July 29, 2016Switzerland
CS (CH) Corporate EUR Bond Fund
Net performance in EUR (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201695
100
105
110
115
120
125
130
-5%
0%
5%
10%
15%
20%
25%
30%
2.1
6.3
1.1
7.3
-1.5
5.94.4 5.4
2.4
8.4
-0.6
5.8
CS (CH) Corporate EUR Bond Fund A Yearly or year-to-date performance respectively (Fund)Barclays Euro-Aggr. Corporates (TR) (01/13)
Yearly or year-to-date performance respectively(Benchmark)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 2.45 3.61 5.94 5.10 13.09 21.13Benchmark 1.68 3.00 5.82 5.60 15.68 26.69
Maturities in years
0%5%
10%15%20%25%30%35%40%45%
0-1 1-3 3-5 5-7 7-10 10-15 >15
Currencies in %before hedging after hedging
EUR 69.46 98.78USD 29.08 0.84GBP 1.32 0.17CHF 0.15 0.15
Credit Ratings in %
AA+ 1.87AA- 3.60A+ 5.83A 13.82A- 8.91BBB+ 18.51BBB 19.36BBB- 17.60BB+ 8.74BB 1.78
Top 10 Holdings in %Position Maturity as % of
assetsElectricite France 30.06.22 3.74Wendel 09.02.27 3.23EMD 19.03.25 3.14Teva Pharpaceutical 31.03.27 2.99AON 14.05.26 2.761.5 Adecco Intern. Finance22.11.2022
22.11.22 2.68
Harman Finance Intl. 27.05.22 2.58Bank of America 14.09.22 2.50Fedex 01.02.25 2.41Pepsico 30.04.25 2.39Total 28.42
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 3.23 3.04Information ratio -0.63 -0.62Tracking Error (Ex post) 1.21 1.46Maximum drawdown in % 4) -4.83 -4.834) Maximum drawdown is the most negative cumulative returnover a given time period.
Duration and YieldFund
Gross portfolio yield in % 1.21Average remaining term to maturity in years 7.29Modified duration in years 0) 5.11
Asset Allocation in %Corporate Bonds 73.01Financial Bonds 17.34Utilities 6.39Government 1.03Emerging Market Bonds 0.00Cash/Cash Equivalents 1.21Others 1.02Total 100.00
Investment policyThe fund`s investment objective is to achieve anappropriate long-term return on investment byinvesting in euro-denominated corporate bondsfrom issuers worldwide.The fund invests in both investment grade andnon-investment grade fixed-interest securities,where the average fund rating is always at leastinvestment grade (Baa3/BBB-). The fund mayalso invest up to a maximum of half of the fund`snet assets in non euro-denominatedfixed-interest securities, but whose foreignexchange risk must however be fully hedged ineuros.
Fund facts
Unit class currency EUR
Bloomberg ticker CSBFPRM SW
Net asset value (NAV) 104.83
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Number of holdings
Default Probability Weighted Average CreditRating = BBB-Linear Weighted Average Credit Rating = BBB
Cre
dit S
uiss
e B
ond
Fund
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
15
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class AH GBP
Fund manager Doris RöhlFund manager since 01.06.2015Location ZurichFund domicile SwitzerlandFund currency EURClose of financial year 30. SepTotal net assets (in mil.) 60.17Inception date 08.12.2012Management fee in % p.a. 0.95TER (as of 31.03.2016) in % 1.03Benchmark (BM)
Barclays Euro-Aggr. Corporates (TR) (Hgd into GBP)Swinging single pricing (SSP) 3) YesUnit Class
ISIN CH0193717565
Valor no. 19371756
Last distribution 17.11.2015Distribution value 2.13Redemptions DailyEU taxation In scope - tax
Fund 59
July 29, 2016Switzerland
CS (CH) Corporate EUR Bond Fund
Net performance in GBP (rebased to 100) and yearly performance 2)
2013 2014 2015 201695
100
105
110
115
120
-5%
0%
5%
10%
15%
20%
1.3
7.4
-1.1
6.3
2.7
8.7
0.0
6.6
CS (CH) Corporate EUR Bond Fund AH GBP Yearly or year-to-date performance respectively (Fund)Barclays Euro-Aggr. Corporates (TR) (Hgd intoGBP)
Yearly or year-to-date performance respectively(Benchmark)
Net performance in GBP 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 2.53 3.72 6.27 5.69 14.06 -Benchmark 1.79 3.36 6.55 6.54 17.73 -
Maturities in years
0%5%
10%15%20%25%30%35%40%45%
0-1 1-3 3-5 5-7 7-10 10-15 >15
Currencies in %before hedging
EUR 69.46USD 29.08GBP 1.32CHF 0.15
Credit Ratings in %
AA+ 1.87AA- 3.60A+ 5.83A 13.82A- 8.91BBB+ 18.51BBB 19.36BBB- 17.60BB+ 8.74BB 1.78
Top 10 Holdings in %Position Maturity as % of
assetsElectricite France 30.06.22 3.74Wendel 09.02.27 3.23EMD 19.03.25 3.14Teva Pharpaceutical 31.03.27 2.99AON 14.05.26 2.761.5 Adecco Intern. Finance22.11.2022
22.11.22 2.68
Harman Finance Intl. 27.05.22 2.58Bank of America 14.09.22 2.50Fedex 01.02.25 2.41Pepsico 30.04.25 2.39Total 28.42
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 3.99 3.17Information ratio -0.49 -0.92Tracking Error (Ex post) 1.64 1.15Maximum drawdown in % 4) -1.94 -4.544) Maximum drawdown is the most negative cumulative returnover a given time period.
Duration and YieldFund
Gross portfolio yield in % 1.21Average remaining term to maturity in years 7.29Modified duration in years 0) 5.11
Asset Allocation in %Corporate Bonds 73.01Financial Bonds 17.34Utilities 6.39Government 1.03Emerging Market Bonds 0.00Cash/Cash Equivalents 1.21Others 1.02Total 100.00
Investment policyThe fund`s investment objective is to achieve anappropriate long-term return on investment byinvesting in euro-denominated corporate bondsfrom issuers worldwide.The fund invests in both investment grade andnon-investment grade fixed-interest securities,where the average fund rating is always at leastinvestment grade (Baa3/BBB-). The fund mayalso invest up to a maximum of half of the fund`snet assets in non euro-denominatedfixed-interest securities, but whose foreignexchange risk must however be fully hedged ineuros.
Fund facts
Unit class currency GBP
Bloomberg ticker CSCBGAH SW
Net asset value (NAV) 107.40
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Number of holdings
Default Probability Weighted Average CreditRating = BBB-Linear Weighted Average Credit Rating = BBB
16
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class BH CHF
Fund manager Christopher Burton, Nelson LouieFund manager since 19.10.2015, 19.10.2015Location New York, New YorkFund domicile SwitzerlandFund currency USDClose of financial year 31. DecemberTotal net assets (in mil.) 24.59Inception date 28.11.2003Management fee in % p.a. 1.40Benchmark (BM)
Bloomberg Commodity (TR) (CHF-Hgd Daily Mod.)(11/15)
Unit Class
ISIN CH0016912401
Valor no. 1691240
July 29, 2016Switzerland
CS Commodity Fund Plus (CH) USD
Net performance in CHF (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 2016405060708090
100110120
-60%-50%-40%-30%-20%-10%
0%10%20%
-3.1 -1.6 -3.4
-34.1-30.0
7.2
-1.3 -0.1 -1.0
-33.1-28.2
6.4
CS Commodity Fund Plus (CH) USD BH CHFYearly or year-to-date performance respectively(Fund)
Bloomberg Commodity (TR) (CHF-Hgd Daily Mod.)(11/15)
Yearly or year-to-date performance respectively(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 DailyMod.)"
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund -4.65 -1.17 7.23 -9.86 -51.09 -55.62Benchmark -5.25 -1.91 6.43 -10.36 -49.09 -52.55
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 19.08 18.71Information ratio -0.86 -0.89Tracking Error (Ex post) 1.54 1.51Beta 1.00 0.99
Commodity Sectors in %
Energy 32.44Agriculture 28.84Precious Metals 17.44Industrial Metals 17.04Livestock 4.23
Investment policyThe objective of the fund is to replicate theBloomberg Commodity Index as closely aspossible by investing in futures. The fund alsoendeavours to achieve enhancement on theCHF-denominated money market instrumentsthat are used as collateral. This means thatcurrency risk - with the exception of thenegligible currency risk on the variation margin -can be avoided. Its low correlation with traditionalasset classes makes the fund an ideal portfoliodiversification instrument. Furthermore, it offersgood protection from inflation risks in the eventof a rise in commodity prices.
Fund facts
Unit class currency CHF
Bloomberg ticker CSCOMPS SW
Net asset value (NAV) 113.56
Cre
dit S
uiss
e C
omm
odity
Fun
d
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
17
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 3 - Class A USD & B USD
Fund manager Gonzalo BorjaFund manager since 02.04.2012Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 365.59Inception date 31.08.2011Management fee in % p.a. 1.20TER (as of 31.03.2016) in % 1.41Benchmark (BM)
JPM CEMBI Broad Diversified Composite (10/15)Swinging single pricing (SSP) 3) YesUnit Class Category A
(distribution)
ISIN LU0660296467
Valor no. 13506687
Redemptions DailyEU taxation In scope - tax
Fund 158
July 29, 2016Switzerland
CS (Lux) Emerging Market Corporate Bond Fund
Net performance in USD (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201690
100
110
120
130
140
-10%
0%
10%
20%
30%
40%
2.3
18.9
-0.11.0
-1.7
10.3
3.5
16.7
-2.4
4.10.7
9.5
CS (Lux) Emerging Market Corporate BondFund A
Yearly or year-to-date performance respectively (Fund)
JPM CEMBI Broad Diversified Composite (10/15)
Yearly or year-to-date performance respectively(Benchmark)
Former Track Record of Credit Suisse (Gue) Emerging Markets Bond Fund (June 30, 2005 - May 03, 2012).
Benchmark change: 01.02.2010 from JP Morgan EMBI+ to JP Morgan CEMBI/from JPMorgan EMBI Global to JP Morgan EMBI+ (01.06.2009–01.02.2010)
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 1.09 2.71 10.33 4.63 12.35 25.22Benchmark 1.58 3.62 9.51 6.05 17.31 28.29
Countries in %
China 12.01Russia 11.98Mexico 8.54United ArabEmirates 8.00Brazil 7.60India 7.34Argentina 6.27Colombia 5.32Rest ofEmergingMarkets 25.65Others 7.29
Sectors in %
Financials 25.40Oil & Gas 11.90Sovereign 11.50TMT 9.40Industrials 8.10Real estate 7.90Consumer 6.60Metals andmining 6.40Utilities 5.50Others 7.30
Duration and YieldFund
Gross portfolio yield in % 6.01Average remaining term to maturity in years 6.41Modified duration in years 0) 4.87
Credit Ratings in %
AA (Bucket) 1.91A (Bucket) 10.69BBB (Bucket) 36.64BB (Bucket) 27.77B (Bucket) 17.84Not rated 5.15
Top 10 Holdings in %Position Maturity as % of
assetsVTB Capital 24.10.24 2.32Veb Finance 21.11.23 1.98Sberbank of Russia 07.02.22 1.53Adani Ports 29.07.20 1.37Votorantim Indu 25.09.19 1.34Braskem Finance 15.04.21 1.30Cemex Finance 12.10.22 1.24Bharti Airtel 11.03.23 1.21P.A. Pacifico Tres 15.01.35 1.19Suam Finance 17.04.24 1.16Total 14.64
Investment policyThe fund invests primarily in corporate bonds,and to a limited extent in U.S.dollar-denominated bonds issued by sovereignborrowers in developing nations. The fund aimsto deliver a return that over the entire economiccycle is higher than what could be obtained frombonds issued by borrowers in industrializednations. The large investment universeencompassing many different countries withhighly diverse risk profiles offers interestinginvestment opportunities and allows for a broaddiversification. While countries are evaluatedusing a top-down approach, individualinvestments are evaluated using a bottom-upanalysis. The fund is actively managed in termsof its investment approach. This share classprovides a hedge against currency risk versus thereference currency (USD).
Fund facts
Category B(capital growth)
Unit class currency USD USDLU0660296541
Bloomberg ticker CLEMMAULX
CLEMMBU LX
13506689Net asset value(NAV)
100.84 126.11
Daily
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 5.98 7.18Information ratio -0.79 -0.27Tracking Error (Ex post) 1.82 1.80Maximum drawdown in % 4) -8.15 -8.154) Maximum drawdown is the most negative cumulative returnover a given time period.
Number of holdings
Default Probability Weighted Average CreditRating = BBLinear Weighted Average Credit Rating = BB
18
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class A USD & B USD
Fund manager Michel BergerFund manager since 01.05.2012Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 207.08Inception date 16.08.2011Management fee in % p.a. 0.50TER (as of 31.03.2016) in % 0.70Benchmark (BM)
CGBI Eurodollar BBB- or Better (08/11)Swinging single pricing (SSP) 3) YesUnit Class Category A
(distribution)
ISIN LU0650589442
Valor no. 13405060
Redemptions DailyEU taxation In scope - tax
Fund 167
July 29, 2016Switzerland
CS (Lux) Broad USD Bond Fund
Net performance in USD (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201695
100105110115120125130135
-5%0%5%
10%15%20%25%30%35%
6.8 7.0
-2.1
5.8
-0.1
6.77.9 8.6
-1.7
6.5
-0.3
8.35.7 6.7
-1.4
2.5
-1.8
6.9
CS (Lux) Broad USD Bond Fund B Yearly or year-to-date performance respectively (Fund)CGBI Eurodollar BBB- or Better (08/11) Yearly or year-to-date performance respectively (Benchmark)Lipper Global Bond USD Yearly or year-to-date performance respectively (Sector)
Former Track record of Orchis USD Fixed Income (19.04.2005 - 15.08.2011)
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 1.03 2.66 6.73 6.49 13.91 20.16Benchmark 1.23 3.17 8.29 7.76 16.08 24.85Sector 1.22 2.63 6.92 5.17 7.93 15.15
Credit Ratings in %
AAA 7.85AA+ 12.18AA 2.69AA- 5.70A+ 10.38A 11.12A- 15.32BBB (Bucket) 33.01BB (Bucket) 1.53B (Bucket) 0.22
Top 10 Holdings in %Position Maturity as % of
assetsFreddie Mac 15.03.31 1.91Goldman Sachs 15.02.33 1.70EIB 10.02.25 1.48Fannie Mae 15.05.29 1.43EIB 15.02.36 1.36US Treasury 15.02.45 1.29Freddie Mac 15.07.32 1.25Freddie Mac 15.09.29 1.12United States of America 15.08.42 1.10Fannie Mae 15.07.37 1.09Total 13.73
Duration and YieldFund
Gross portfolio yield in % 2.42Average remaining term to maturity in years 8.95Modified duration in years 0) 6.00
Asset Allocation in %Industrial Bonds 49.27Financial Bonds 21.41Sovereign/Agencies 14.48Government 9.46Utilities 2.40Structured Notes 2.13Cash/Cash Equivalents 0.85Total 100.00
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 2.94 3.34Information ratio -0.81 -0.73Tracking Error (Ex post) 0.78 1.04Maximum drawdown in % 4) -2.96 -4.724) Maximum drawdown is the most negative cumulative returnover a given time period.
Investment policyThe investment objective is to achieve anattractive and steady income in USD based onthe performance of the market for USD bondswith medium and long-term maturities. The fundwill invest in broadly diversified USD medium tolong-term bonds, other fixed income instrumentsas well as variable rate instruments from theinvestment grade area.
Fund facts
Category B(capital growth)
Unit class currency USD USDLU0650589525
Bloomberg ticker CSBUSDALX
CSBUSDB LX
13405061Net asset value(NAV)
103.66 118.09
Daily
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Number of holdings
Default Probability Weighted Average CreditRating = BBB+Linear Weighted Average Credit Rating = A
Cre
dit S
uiss
e Fu
nd
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
19
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 3 - Class BH CHF
Fund manager Gonzalo BorjaFund manager since 02.04.2012Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 365.59Inception date 31.08.2011Management fee in % p.a. 1.20TER (as of 31.03.2016) in % 1.41Benchmark (BM) No BenchmarkSwinging single pricing (SSP) 3) YesUnit Class Category BH
(capital growth)
ISIN LU0660295907
Valor no. 13506692
Redemptions DailyEU taxation In scope - tax
Fund 158
July 29, 2016Switzerland
CS (Lux) Emerging Market Corporate Bond Fund
Net performance in CHF (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201670
80
90
100
110
120
130
-30%
-20%
-10%
0%
10%
20%
30%
0.3
16.9
-0.50.5
-3.0
9.1
CS (Lux) Emerging Market Corporate Bond Fund BHCHF
Yearly or year-to-date performance respectively(Fund)
Yearly or year-to-date performance respectively(Benchmark)
Former Track Record of Credit Suisse (Gue) Emerging Markets Bond Fund (May 29, 2009 - May 03, 2012).
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 0.91 2.10 9.10 2.88 8.87 17.71
Countries in %
China 12.01Russia 11.98Mexico 8.54United ArabEmirates 8.00Brazil 7.60India 7.34Argentina 6.27Colombia 5.32Rest ofEmergingMarkets 25.65Others 7.29
Sectors in %
Financials 25.40Oil & Gas 11.90Sovereign 11.50TMT 9.40Industrials 8.10Real estate 7.90Consumer 6.60Metals andmining 6.40Utilities 5.50Others 7.30
Duration and YieldFund
Gross portfolio yield in % 6.01Average remaining term to maturity in years 6.41Modified duration in years 0) 4.87
Credit Ratings in %
AA (Bucket) 1.91A (Bucket) 10.69BBB (Bucket) 36.64BB (Bucket) 27.77B (Bucket) 17.84Not rated 5.15
Top 10 Holdings in %Position Maturity as % of
assetsVTB Capital 24.10.24 2.32Veb Finance 21.11.23 1.98Sberbank of Russia 07.02.22 1.53Adani Ports 29.07.20 1.37Votorantim Indu 25.09.19 1.34Braskem Finance 15.04.21 1.30Cemex Finance 12.10.22 1.24Bharti Airtel 11.03.23 1.21P.A. Pacifico Tres 15.01.35 1.19Suam Finance 17.04.24 1.16Total 14.64
Investment policyThe fund invests primarily in corporate bonds,and to a limited extent in U.S.dollar-denominated bonds issued by sovereignborrowers in developing nations. The fund aimsto deliver a return that over the entire economiccycle is higher than what could be obtained frombonds issued by borrowers in industrializednations. The large investment universeencompassing many different countries withhighly diverse risk profiles offers interestinginvestment opportunities and allows for a broaddiversification. While countries are evaluatedusing a top-down approach, individualinvestments are evaluated using a bottom-upanalysis. The fund is actively managed in termsof its investment approach. This share classprovides a hedge against currency risk versus thereference currency (USD).
Fund facts
Unit class currency CHF
Bloomberg ticker CLEBDHC LX
Net asset value (NAV) 119.63
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 5.94 19.80Maximum drawdown in % 4) -9.14 -29.554) Maximum drawdown is the most negative cumulative returnover a given time period.
Number of holdings
Default Probability Weighted Average CreditRating = BBLinear Weighted Average Credit Rating = BB
20
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class B USD
Fund 138
Fund manager Thomas FlanneryFund manager since 30.04.2010Location New YorkFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 38.15Inception date 13.10.2000Management fee in % p.a. 1.20TER (as of 31.03.2016) in % 1.44Benchmark (BM)
ML US High Yield Master II Constr. (TR) (04/06)Swinging single pricing (SSP) 3) YesUnit Class Category B
(capital growth)
ISIN LU0116737759
Valor no. 1111396
Redemptions DailyEU taxation In scope - tax
July 29, 2016Switzerland
CS (Lux) High Yield USD Bond Fund
Net performance in USD (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201690
100
110
120
130
140
150
-10%
0%
10%
20%
30%
40%
50%
5.1
12.07.0
0.2
-4.0
6.24.4
15.5
7.42.5
-4.6
12.1
CS (Lux) High Yield USD Bond Fund B Yearly or year-to-date performance respectively (Fund)ML US High Yield Master II Constr. (TR) (04/06)
Yearly or year-to-date performance respectively(Benchmark)
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 3.36 5.75 6.21 -0.64 5.87 21.59Benchmark 2.51 4.39 12.06 4.93 13.82 33.65
Maturities in years
0%5%
10%15%20%25%30%35%
0-1 1-3 3-5 5-7 7-10 >10
Currencies in %before hedging after hedging
USD 100.00 100.00
Countries in %
USA 82.62Canada 3.60Luxembourg 1.78Cayman Islands 1.53France 1.46Australia 1.14Ireland 0.84Netherlands 0.72United ArabEmirates 0.00Cash/CashEquivalents 6.31
Top 10 Holdings in %Position Maturity as % of
assetsCantor Commercial 15.02.18 1.41Infinity Acquis 01.08.22 1.39Taseko Mines 15.04.19 1.30Eldorado Gold Corp. 15.12.20 1.26Euramax Intl 15.08.20 1.26CVR 01.11.22 1.25Northern Tier Energy 15.11.20 1.21Shelf Drill Hold 01.11.18 1.20Block Comm. 01.02.20 1.16Southern Graphics 15.10.20 1.16Total 12.60
Asset Allocation in %Industrial Bonds 88.54Financial Bonds 4.21Utilities 0.94Structured Notes 0.00Cash/Cash Equivalents 6.31Total 100.00
Number of holdings
Investment policyThe objective of this Subfund is to generate thehighest possible return. At least two-thirds ofthe fund’s total assets shall be invested in debtinstruments, bonds, notes, similar fixed-interestor floating-rate securities (including securitiesissued on a discount basis) of corporate issuersin the non-investment grade sector,denominated in US dollar.
Fund facts
Unit class currency USD
Bloomberg ticker CSBFHYU LX
Net asset value (NAV) 256.89
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Duration and YieldFund
Gross portfolio yield in % 6.63Average remaining term to maturity in years 5.82Modified duration in years 0) 2.89
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 5.60 5.62Information ratio -1.00 -0.81Tracking Error (Ex post) 2.40 2.32Maximum drawdown in % 4) -12.45 -12.454) Maximum drawdown is the most negative cumulative returnover a given time period.
Cre
dit S
uiss
e B
ond
Fund
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
21
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class A EUR & B EUR
Fund manager Michel BergerFund manager since 31.05.2012Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 75.19Inception date 31.05.2012Management fee in % p.a. 0.50TER (as of 31.03.2016) in % 0.72Benchmark (BM) CGBI EuroBIG All Mats. (06/12)Swinging single pricing (SSP) 3) YesUnit Class Category A
(distribution)
ISIN LU0650586935
Valor no. 13404999
Redemptions DailyEU taxation In scope - tax
Fund 85
July 29, 2016Switzerland
CS (Lux) Broad EUR Bond Fund
Net performance in EUR (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201690
100
110
120
130
140
-10%
0%
10%
20%
30%
40%
2.8
10.2
1.5
10.2
-1.8
6.53.5
10.7
2.1
11.2
1.15.9
1.5
9.0
1.7
6.8
0.03.4
CS (Lux) Broad EUR Bond Fund B Yearly or year-to-date performance respectively (Fund)CGBI EuroBIG All Mats. (06/12) Yearly or year-to-date performance respectively (Benchmark)Lipper Global Bond EUR Yearly or year-to-date performance respectively (Sector)
Former Track record of Orchis EUR Fixed Income (19.04.2005 - 30.05.2012 )
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 1.44 3.60 6.50 5.25 16.59 30.38Benchmark 0.95 3.61 5.92 6.39 20.53 37.88Sector 0.83 1.96 3.36 3.11 11.70 22.90
Maturities in years
0%
5%
10%
15%
20%
25%
0-1 1-3 3-5 5-7 7-10 10-15 >15
Currencies in %before hedging after hedging
EUR 99.97 99.97USD 0.03 0.03
Credit Ratings in %
AAA 10.79AA+ 5.02AA 10.93AA- 5.55A+ 10.16A 11.12A- 5.10BBB (Bucket) 37.26BB (Bucket) 3.51B (Bucket) 0.56
Top 10 Holdings in %Position Maturity as % of
assetsFrance OAT 25.11.24 3.56France 25.10.38 3.44Germany 04.01.37 2.39Italy 01.09.20 2.34Italy 01.03.20 2.33Italy BTP 01.06.18 2.14HSBC Bank 15.11.17 2.12BRD 04.07.44 2.11Finland 04.07.28 1.76Microsoft 02.05.33 1.70Total 23.89
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 3.26 3.52Information ratio -0.95 -0.81Tracking Error (Ex post) 1.17 1.39Maximum drawdown in % 4) -4.45 -4.454) Maximum drawdown is the most negative cumulative returnover a given time period.
Duration and YieldFund
Gross portfolio yield in % 0.43Average remaining term to maturity in years 7.82Modified duration in years 0) 6.07
Asset Allocation in %Government 37.97Industrial Bonds 36.70Financial Bonds 12.38Utilities 5.71Sovereign/Agencies 4.59Covered/ABS 1.50Cash/Cash Equivalents 1.14Total 99.99
Investment policyThe investment objective is to achieve anattractive and steady income in EUR based onthe performance of the market for EUR bondswith medium and long-term maturities. The fundwill invest in broadly diversified EUR medium tolong-term bonds, other fixed income instrumentsas well as variable rate instruments from theinvestment grade area. The fund may also investin convertibles and bonds with options.
Fund facts
Category B(capital growth)
Unit class currency EUR EURLU0650587073
Bloomberg ticker CSBEURALX
CSBEURB LX
13405038Net asset value(NAV)
113.90 122.63
Daily
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Number of holdings
Default Probability Weighted Average CreditRating = BBB+Linear Weighted Average Credit Rating = A-
22
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class IB USD
Fund 138
Fund manager Thomas FlanneryFund manager since 30.04.2010Location New YorkFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 38.15Inception date 06.09.2001Management fee in % p.a. 0.70TER (as of 31.03.2016) in % 0.94Benchmark (BM)
ML US High Yield Master II Constr. (TR) (04/06)Swinging single pricing (SSP) 3) YesUnit Class Category IB
(capital growth)
ISIN LU0116737916
Valor no. 1126445
Min. Investment Amount 500'000Redemptions DailyEU taxation In scope - tax
July 29, 2016Switzerland
CS (Lux) High Yield USD Bond Fund
Net performance in USD (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201690
100
110
120
130
140
150
-10%
0%
10%
20%
30%
40%
50%
5.6
12.57.5
0.7
-3.5
6.54.4
15.5
7.42.5
-4.6
12.1
CS (Lux) High Yield USD Bond Fund IB Yearly or year-to-date performance respectively (Fund)ML US High Yield Master II Constr. (TR) (04/06)
Yearly or year-to-date performance respectively(Benchmark)
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 3.41 5.88 6.51 -0.14 7.46 24.66Benchmark 2.51 4.39 12.06 4.93 13.82 33.65
Maturities in years
0%5%
10%15%20%25%30%35%
0-1 1-3 3-5 5-7 7-10 >10
Currencies in %before hedging after hedging
USD 100.00 100.00
Countries in %
USA 82.62Canada 3.60Luxembourg 1.78Cayman Islands 1.53France 1.46Australia 1.14Ireland 0.84Netherlands 0.72United ArabEmirates 0.00Cash/CashEquivalents 6.31
Top 10 Holdings in %Position Maturity as % of
assetsCantor Commercial 15.02.18 1.41Infinity Acquis 01.08.22 1.39Taseko Mines 15.04.19 1.30Eldorado Gold Corp. 15.12.20 1.26Euramax Intl 15.08.20 1.26CVR 01.11.22 1.25Northern Tier Energy 15.11.20 1.21Shelf Drill Hold 01.11.18 1.20Block Comm. 01.02.20 1.16Southern Graphics 15.10.20 1.16Total 12.60
Number of holdings
Asset Allocation in %Industrial Bonds 88.54Financial Bonds 4.21Utilities 0.94Structured Notes 0.00Cash/Cash Equivalents 6.31Total 100.00
Investment policyThe objective of this Subfund is to generate thehighest possible return. At least two-thirds ofthe fund’s total assets shall be invested in debtinstruments, bonds, notes, similar fixed-interestor floating-rate securities (including securitiesissued on a discount basis) of corporate issuersin the non-investment grade sector,denominated in US dollar.
Fund facts
Unit class currency USD
Bloomberg ticker CSBFHYI LX
Net asset value (NAV) 2'535.37
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Duration and YieldFund
Gross portfolio yield in % 6.63Average remaining term to maturity in years 5.82Modified duration in years 0) 2.89
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 5.60 5.62Information ratio -0.80 -0.60Tracking Error (Ex post) 2.40 2.32Maximum drawdown in % 4) -12.00 -12.004) Maximum drawdown is the most negative cumulative returnover a given time period.
Cre
dit S
uiss
e B
ond
Fund
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
23
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 3 - Class BH EUR
Fund manager Gonzalo BorjaFund manager since 02.04.2012Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 365.59Inception date 31.08.2011Management fee in % p.a. 1.20TER (as of 31.03.2016) in % 1.41Benchmark (BM) No BenchmarkSwinging single pricing (SSP) 3) YesUnit Class Category BH
(capital growth)
ISIN LU0660296111
Valor no. 13506698
Redemptions DailyEU taxation In scope - tax
Fund 158
July 29, 2016Switzerland
CS (Lux) Emerging Market Corporate Bond Fund
Net performance in EUR (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201670
80
90
100
110
120
130
-30%
-20%
-10%
0%
10%
20%
30%
1.9
17.5
-0.40.7
-2.3
9.4
CS (Lux) Emerging Market Corporate Bond Fund BHEUR
Yearly or year-to-date performance respectively(Fund)
Yearly or year-to-date performance respectively(Benchmark)
Former Track Record of Credit Suisse (Gue) Emerging Markets Bond Fund (May 29, 2009 - May 03, 2012).
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 1.03 2.32 9.43 3.56 10.37 21.16
Countries in %
China 12.01Russia 11.98Mexico 8.54United ArabEmirates 8.00Brazil 7.60India 7.34Argentina 6.27Colombia 5.32Rest ofEmergingMarkets 25.65Others 7.29
Sectors in %
Financials 25.40Oil & Gas 11.90Sovereign 11.50TMT 9.40Industrials 8.10Real estate 7.90Consumer 6.60Metals andmining 6.40Utilities 5.50Others 7.30
Duration and YieldFund
Gross portfolio yield in % 6.01Average remaining term to maturity in years 6.41Modified duration in years 0) 4.87
Credit Ratings in %
AA (Bucket) 1.91A (Bucket) 10.69BBB (Bucket) 36.64BB (Bucket) 27.77B (Bucket) 17.84Not rated 5.15
Top 10 Holdings in %Position Maturity as % of
assetsVTB Capital 24.10.24 2.32Veb Finance 21.11.23 1.98Sberbank of Russia 07.02.22 1.53Adani Ports 29.07.20 1.37Votorantim Indu 25.09.19 1.34Braskem Finance 15.04.21 1.30Cemex Finance 12.10.22 1.24Bharti Airtel 11.03.23 1.21P.A. Pacifico Tres 15.01.35 1.19Suam Finance 17.04.24 1.16Total 14.64
Investment policyThe fund invests primarily in corporate bonds,and to a limited extent in U.S.dollar-denominated bonds issued by sovereignborrowers in developing nations. The fund aimsto deliver a return that over the entire economiccycle is higher than what could be obtained frombonds issued by borrowers in industrializednations. The large investment universeencompassing many different countries withhighly diverse risk profiles offers interestinginvestment opportunities and allows for a broaddiversification. While countries are evaluatedusing a top-down approach, individualinvestments are evaluated using a bottom-upanalysis. The fund is actively managed in termsof its investment approach. This share classprovides a hedge against currency risk versus thereference currency (USD).
Fund facts
Unit class currency EUR
Bloomberg ticker CLEBDHE LX
Net asset value (NAV) 122.65
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 5.97 21.06Information ratio - -Tracking Error (Ex post) - -Maximum drawdown in % 4) -8.59 -30.714) Maximum drawdown is the most negative cumulative returnover a given time period.
Number of holdings
Default Probability Weighted Average CreditRating = BBLinear Weighted Average Credit Rating = BB
24
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class A
Fund manager Christoph Christen, Roger DüggelinFund manager since 31.12.2012, 31.12.2012Location Zurich, ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 30. SepTotal net assets (in mil.) 767.53Inception date 29.11.1999Management fee in % p.a. 1.20TER (as of 31.03.2016) in % 1.35Swinging single pricing (SSP) 3) YesUnit Class Category A
(distribution)
ISIN CH0010211107
Valor no. 1021110
Last distribution 17.11.2015Distribution value 0.94EU taxation In scope - tax
July 29, 2016Switzerland
CS Portfolio Fund (CH) Privilege
Net performance in CHF (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201690
95
100
105
110
115
120
125
-10%
-5%
0%
5%
10%
15%
20%
25%
-2.4
6.7 6.9 7.3
0.1 0.7
CS Portfolio Fund (CH) Privilege A Yearly or year-to-date performance respectively (Fund)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 0.90 1.80 0.73 -0.82 10.20 26.29
Allocation asset classes in %
Bonds 50.82Equity 37.27Cash/CashEquivalents 6.50Alternatives 5.41
Currencies in % (after hedging)
CHF 74.43USD 15.39EUR 3.76JPY 2.84AUD 1.85GBP 0.97CAD 0.60NOK 0.16
Asset allocation in %Cash/Cash Equivalents Bonds Equity Real Estate Total
Switzerland 4.44 41.96 19.55 5.41 71.36Asia Pacific 0.01 0.20 1.63 - 1.84Euroland 0.04 0.59 1.70 - 2.33UK 0.31 0.16 0.50 - 0.97Canada 0.13 - 0.47 - 0.60USA 0.30 6.44 9.92 - 16.66Emerging Markets - 1.47 1.93 - 3.40Japan 1.27 - 1.57 - 2.84Total 6.50 50.82 37.27 5.41 100.00
Allocation of bonds in %Fixed Income 96.82Inflation Linked Bonds 3.18Total 100.00
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 5.22 4.82Information ratio -1.54 -1.52Tracking Error (Ex post) 1.01 1.06Maximum drawdown in % 4) -4.34 -4.344) Maximum drawdown is the most negative cumulative returnover a given time period.
Duration and YieldModified duration in years 0) 4.94
Top 10 Holdings in %Position as % of
assetsCredit Suisse Switzerland Bond Index 4.59Credit Suisse US Index Blue Equity Fund 4.22Nestle SA 4.04Novartis AG 3.34Roche Holding AG 2.84Credit Suisse Small & Mid Cap EQ CHF 2.12CS Emerging Market Equity 2.01Credit Suisse Foreign Bonds CHF 1.68Credit Suisse Pacific Ex Japan Equity 1.67Total 26.51
Investment policyThe fund invests globally in a broadly diversifiedportfolio of passively and actively managedinstruments as well as individual investments.The fund invests in equities, bonds and moneymarket instruments. In so doing, it adheres to theprovisions of the Federal Law on OccupationalOld Age, Survivors and Disability Pension Plans(BVG) and the relevant regulations (BVV2 andBVV3) governing investments.
Fund facts
Unit class currency CHF
Bloomberg ticker CSPRIVG SW
Net asset value (NAV) 112.82
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Used Benchmark IndicesEquity SPI (TR) 20.00Equity MSCI World (NR) 20.00Bond SBI AAA-BBB 1-10Y (TR) 45.00Bond CGBI WGBI All Mats. 5.00Money Market CGBI CHF 3M Euro Dep. 10.00
Maturities in years
0%5%
10%15%20%25%30%35%40%
0-1 1-3 3-5 5-7 7-10 10-15 >15
Cre
dit S
uiss
e P
ortfo
lio F
und
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
25
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 4 - Class FBH EUR
Fund manager Credit Suisse Asset Management LLCFund manager since 03.10.2014Location New YorkFund domicile LuxembourgFund currency USDClose of financial year 30. NovTotal net assets (in mil.) 983.12Inception date 28.11.2012Management fee in % p.a. 0.70TER (as of 30.11.2015) in % 0.99Benchmark (BM)
CS Hedge Fund Index (Hedged into EUR) (12/13)Swinging single pricing (SSP) 3) YesUnit Class Category FBH
(capital growth)
ISIN LU0853132669
Valor no. 19962940
EU taxation In scope - tax
July 29, 2016Switzerland
CS (Lux) Liquid Alternative Beta
Net performance in EUR (rebased to 100) and yearly performance 2)
2012 2013 2014 2015 201695
100
105
110
115
-5%
0%
5%
10%
15%
7.0
3.0
-1.1
1.6
6.2
3.7
-1.1 -1.1
CS (Lux) Liquid Alternative Beta FBH EUR Yearly or year-to-date performance respectively (Fund)CS Hedge Fund Index (Hedged into EUR) (12/13)
Yearly or year-to-date performance respectively(Benchmark)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 years ITDFund 1.29 2.27 1.63 -2.00 6.59 - 11.65Benchmark 1.04 1.11 -1.15 -4.79 3.71 - 8.63
Allocation asset classes in %
CommodityEquityFixed IncomeCurrencyVolatility
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 4.88 4.14Tracking Error (Ex post) 2.85 2.97Beta 1.20 0.88
Market commentaryHedge funds produced positive returns in July (as represented by the Credit Suisse Hedge Fund Index,up 1.15% net of fees). Event Driven funds had positive performance as multi-strategy, distressed andmerger arbitrage managers posted overall gains. Long/Short Equity funds posted positive performanceas global equity markets were generally up during the month (e.g., MSCI Daily TR World Index endedthe month up 4.22%). Managed Futures funds had positive performance in July though somewhatmuted by reversals in agriculture and energy commodities trends.
The Fund’s overall positive performance in July was primarily due to its long technology, high yieldcredit and MSCI EAFE exposure, while short exposure to US large-cap equities took back some gains.
In terms of strategy adjustments to the Fund, positions remained relatively unchanged within the EventDriven sub-strategy. Within Long/Short, the long Russell 2000 position has been removed and thelong Nasdaq 100 and EAFE exposure have been reduced, as well as the short S&P 500 exposure.Overall net exposure increased as a result. In addition, there was a sector rotation from short Industrialsto long Health Care. Within Global Strategies, the Put Write exposure decreased slightly while otherpositions remained relatively unchanged.
Investment policyThe Fund seeks to offer liquid, transparent andbroadly diversified exposure to the risk and returncharacteristics of hedge funds. To achieve thisexposure, the Fund allocates to a number ofsub-funds which are designed to replicatevarious hedge fund strategies using a largelyquantitatively derived methodology. Theunderlying funds invest in a broad range of liquidinstruments in seeking to replicate the riskstypically taken by hedge funds. The exposures ofthe underlying funds are combined to create aportfolio with investment characteristics similar tothe Credit Suisse Hedge Fund Index. The fundoffers daily liquidity.
Fund facts
Unit class currency EUR
Bloomberg ticker CSLABTE LX
Net asset value (NAV) 1'116.53
3) For more details, please refer to the relevantchapter "Net Asset Value" of the Fund’sprospectus.
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot beused to predict future developments. The classification of the fund may change in future and does not represent a guarantee. A classification into category1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do notconsider commissions levied at subscription and/or redemption.Prospective investors should carefully review the Fund’s prospectus for additional information with respect to fees, expenses, and other costs associatedwith an investment in the Fund.The “Important Information” mentioned at the end of this document also applies to this page.
26
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 4 - Class FBH CHF
Fund manager Credit Suisse Asset Management LLCFund manager since 03.10.2014Location New YorkFund domicile LuxembourgFund currency USDClose of financial year 30. NovTotal net assets (in mil.) 983.12Inception date 28.11.2012Management fee in % p.a. 0.70TER (as of 30.11.2015) in % 1.00Benchmark (BM)
CS Hedge Fund Index (Hedged into CHF) (12/13)Swinging single pricing (SSP) 3) YesUnit Class Category FBH
(capital growth)
ISIN LU0853132586
Valor no. 19962934
EU taxation In scope - tax
July 29, 2016Switzerland
CS (Lux) Liquid Alternative Beta
Net performance in CHF (rebased to 100) and yearly performance 2)
2012 2013 2014 2015 201695
100
105
110
115
120
-5%
0%
5%
10%
15%
20%
6.8
2.8
-1.7
1.3
8.3
3.5
-2.0 -1.4
CS (Lux) Liquid Alternative Beta FBH CHF Yearly or year-to-date performance respectively (Fund)CS Hedge Fund Index (Hedged into CHF) (12/13)
Yearly or year-to-date performance respectively(Benchmark)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 years ITDFund 1.19 2.10 1.31 -2.53 5.32 - 10.23Benchmark 1.00 1.00 -1.43 -5.39 2.03 - 8.63
Allocation asset classes in %
CommodityEquityFixed IncomeCurrencyVolatility
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 4.83 4.10Tracking Error (Ex post) 2.81 2.98Beta 1.17 0.83
Market commentaryHedge funds produced positive returns in July (as represented by the Credit Suisse Hedge Fund Index,up 1.15% net of fees). Event Driven funds had positive performance as multi-strategy, distressed andmerger arbitrage managers posted overall gains. Long/Short Equity funds posted positive performanceas global equity markets were generally up during the month (e.g., MSCI Daily TR World Index endedthe month up 4.22%). Managed Futures funds had positive performance in July though somewhatmuted by reversals in agriculture and energy commodities trends.
The Fund’s overall positive performance in July was primarily due to its long technology, high yieldcredit and MSCI EAFE exposure, while short exposure to US large-cap equities took back some gains.
In terms of strategy adjustments to the Fund, positions remained relatively unchanged within the EventDriven sub-strategy. Within Long/Short, the long Russell 2000 position has been removed and thelong Nasdaq 100 and EAFE exposure have been reduced, as well as the short S&P 500 exposure.Overall net exposure increased as a result. In addition, there was a sector rotation from short Industrialsto long Health Care. Within Global Strategies, the Put Write exposure decreased slightly while otherpositions remained relatively unchanged.
Investment policyThe Fund seeks to offer liquid, transparent andbroadly diversified exposure to the risk and returncharacteristics of hedge funds. To achieve thisexposure, the Fund allocates to a number ofsub-funds which are designed to replicatevarious hedge fund strategies using a largelyquantitatively derived methodology. Theunderlying funds invest in a broad range of liquidinstruments in seeking to replicate the riskstypically taken by hedge funds. The exposures ofthe underlying funds are combined to create aportfolio with investment characteristics similar tothe Credit Suisse Hedge Fund Index. The fundoffers daily liquidity.
Fund facts
Unit class currency CHF
Bloomberg ticker CSLABTC LX
Net asset value (NAV) 1'102.31
3) For more details, please refer to the relevantchapter "Net Asset Value" of the Fund’sprospectus.
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot beused to predict future developments. The classification of the fund may change in future and does not represent a guarantee. A classification into category1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do notconsider commissions levied at subscription and/or redemption.Prospective investors should carefully review the Fund’s prospectus for additional information with respect to fees, expenses, and other costs associatedwith an investment in the Fund.The “Important Information” mentioned at the end of this document also applies to this page.
Cre
dit S
uiss
e S
olut
ions
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
27
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class I
Fund manager Christoph Christen, Roger DüggelinFund manager since 31.12.2012, 31.12.2012Location Zurich, ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 30. SepTotal net assets (in mil.) 767.53Inception date 11.07.2012Management fee in % p.a. 0.60TER (as of 31.03.2016) in % 0.75Swinging single pricing (SSP) 3) YesUnit Class Category I
(distribution)
ISIN CH0149545482
Valor no. 14954548
Last distribution 17.11.2015Distribution value 12.98Min. Init. Investm. Amount (in mill.) 3EU taxation In scope - tax
July 29, 2016Switzerland
CS Portfolio Fund (CH) Privilege
Net performance in CHF (rebased to 100) and yearly performance 2)
2012 2013 2014 2015 2016100
105
110
115
120
125
0%
5%
10%
15%
20%
25%
7.4 7.8
0.7 1.1
CS Portfolio Fund (CH) Privilege I Yearly or year-to-date performance respectively (Fund)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 0.95 1.94 1.08 -0.22 11.97 -
Allocation asset classes in %
Bonds 50.82Equity 37.27Cash/CashEquivalents 6.50Alternatives 5.41
Currencies in % (after hedging)
CHF 74.43USD 15.39EUR 3.76JPY 2.84AUD 1.85GBP 0.97CAD 0.60NOK 0.16
Asset allocation in %Cash/Cash Equivalents Bonds Equity Real Estate Total
Switzerland 4.44 41.96 19.55 5.41 71.36Asia Pacific 0.01 0.20 1.63 - 1.84Euroland 0.04 0.59 1.70 - 2.33UK 0.31 0.16 0.50 - 0.97Canada 0.13 - 0.47 - 0.60USA 0.30 6.44 9.92 - 16.66Emerging Markets - 1.47 1.93 - 3.40Japan 1.27 - 1.57 - 2.84Total 6.50 50.82 37.27 5.41 100.00
Allocation of bonds in %Fixed Income 96.82Inflation Linked Bonds 3.18Total 100.00
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 5.91 5.22Information ratio -0.57 -1.01Tracking Error (Ex post) 1.13 1.01Maximum drawdown in % 4) -4.20 -4.204) Maximum drawdown is the most negative cumulative returnover a given time period.
Duration and YieldModified duration in years 0) 4.94
Top 10 Holdings in %Position as % of
assetsCredit Suisse Switzerland Bond Index 4.59Credit Suisse US Index Blue Equity Fund 4.22Nestle SA 4.04Novartis AG 3.34Roche Holding AG 2.84Credit Suisse Small & Mid Cap EQ CHF 2.12CS Emerging Market Equity 2.01Credit Suisse Foreign Bonds CHF 1.68Credit Suisse Pacific Ex Japan Equity 1.67Total 26.51
Investment policyThe fund invests globally in a broadly diversifiedportfolio of passively and actively managedinstruments as well as individual investments.The fund invests in equities, bonds and moneymarket instruments. In so doing, it adheres to theprovisions of the Federal Law on OccupationalOld Age, Survivors and Disability Pension Plans(BVG) and the relevant regulations (BVV2 andBVV3) governing investments.
Fund facts
Unit class currency CHF
Bloomberg ticker CSPPRVI SW
Net asset value (NAV) 1'168.06
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Used Benchmark IndicesEquity SPI (TR) 20.00Equity MSCI World (NR) 20.00Bond SBI AAA-BBB 1-10Y (TR) 45.00Bond CGBI WGBI All Mats. 5.00Money Market CGBI CHF 3M Euro Dep. 10.00
Maturities in years
0%5%
10%15%20%25%30%35%40%
0-1 1-3 3-5 5-7 7-10 10-15 >15
28
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class A CHF & B CHF
Fund 102
Fund manager Eric SuterFund manager since 25.02.1997Location ZurichFund domicile LuxembourgFund currency CHFClose of financial year 31. MarchTotal net assets (in mil.) 180.24Inception date 08.12.1995Management fee in % p.a. 0) 0.40TER (as of 31.03.2016) in % 0.59Benchmark (BM)
SBI Foreign AAA-BBB 1-3Y (TR) (07/07)Swinging single pricing (SSP) 3) YesUnit Class Category A
(distribution)
ISIN LU0061315221
Valor no. 415448
Redemptions DailyEU taxation In scope - tax
July 29, 2016Switzerland
CS (Lux) Short Term CHF Bond Fund
Net performance in CHF (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201699
100101102103104105106107
-1%0%1%2%3%4%5%6%7%
0.7
1.6
0.0
0.3
-0.2 0.0
1.3
3.0
0.9 0.70.1 0.2
CS (Lux) Short Term CHF Bond Fund B Yearly or year-to-date performance respectively (Fund)SBI Foreign AAA-BBB 1-3Y (TR) (07/07) Yearly or year-to-date performance respectively (Benchmark)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund -0.10 -0.03 -0.01 -0.38 0.20 1.54Benchmark -0.12 0.09 0.24 0.08 1.47 4.87
Maturities in years
0%10%20%30%40%50%60%70%
0-1 1-3 3-5 5-7 7-10 10-15 >15
Currencies in %before hedging after hedging
CHF 99.64 99.64EUR 0.36 0.36
Credit Ratings in %
AAA 3.90AA+ 2.85AA 5.29AA- 21.92A+ 17.93A 12.68A- 10.73BBB+ 12.35BBB 7.48BBB- 4.86
Top 10 Holdings in %Position Maturity as % of
assetsSHB 11.12.18 2.88HSBC Bank 04.04.18 2.55BMW 29.09.17 2.33ING Bank 13.09.16 2.26Vorarlberger LB 09.08.17 2.07Zurich Insurance Group AG 23.11.18 1.81Goldman Sachs 29.11.18 1.76Commonwealth Bank 25.09.18 1.74BFCM 12.02.19 1.74Royal Bk Canada 23.10.18 1.74Total 20.89
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 0.49 0.55Information ratio -1.33 -1.76Tracking Error (Ex post) 0.32 0.37Maximum drawdown in % 4) -0.56 -0.564) Maximum drawdown is the most negative cumulative returnover a given time period.
Duration and YieldFund
Gross portfolio yield in % -0.11Average remaining term to maturity in years 1.77Modified duration in years 0) 1.74
Asset Allocation in %Financial Bonds 53.44Corporate Bonds 29.29Government Bonds / Agency Bonds 10.38Emerging Market Bonds 5.41Covered Bonds 0.18Cash/Cash Equivalents 1.30Total 100.00
Number of holdings
Investment policyThe aim of the Fund is to achieve a high andsteady income in Swiss francs. The Fund investsin top rated short-term bonds and other fixedand variable rate securities of which at leasttwo-thirds are denominated in Swiss francs. TheFund may invest in other currencies than theCHF. The part of such investments which is nothedged against the CHF may not exceed 10%of the Fund’s assets.
Fund facts
Category B(capital growth)
Unit class currency CHF CHFLU0061315650
Bloomberg ticker CRSSBAILX
CRSSBBI LX
415450Net asset value(NAV)
86.90 134.10
Daily
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Default Probability Weighted Average CreditRating = A-Linear Weighted Average Credit Rating = A
Cre
dit S
uiss
e B
ond
Fund
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
29
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class A CHF & B CHF
Fund 238
Fund manager Eric SuterFund manager since 01.06.2005Location ZurichFund domicile LuxembourgFund currency CHFClose of financial year 31. MarchTotal net assets (in mil.) 583.55Inception date 01.11.1991Management fee in % p.a. 0.80TER (as of 31.03.2016) in % 0.98Benchmark (BM)
SBI Foreign AAA-BBB (TR) (07/07)Swinging single pricing (SSP) 3) YesUnit Class Category A
(distribution)
ISIN LU0049528473
Valor no. 348875
Redemptions DailyEU taxation In scope - tax
July 29, 2016Switzerland
CS (Lux) Swiss Franc Bond Fund
Net performance in CHF (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201695
100
105
110
115
120
-5%
0%
5%
10%
15%
20%
0.2
4.8
-0.5
3.5
0.0
2.22.7
6.0
0.4
4.8
1.12.3
CS (Lux) Swiss Franc Bond Fund B Yearly or year-to-date performance respectively (Fund)SBI Foreign AAA-BBB (TR) (07/07) Yearly or year-to-date performance respectively (Benchmark)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 0.05 0.97 2.23 2.11 6.00 8.77Benchmark 0.00 0.96 2.34 2.29 8.98 15.34
Maturities in years
0%
5%
10%
15%
20%
25%
30%
0-1 1-3 3-5 5-7 7-10 10-15 >15
Currencies in %before hedging after hedging
CHF 93.90 99.88USD 6.10 0.11
Credit Ratings in %
AAA 10.72AA+ 12.25AA 13.96AA- 12.58A+ 14.17A 12.93A- 6.54BBB (Bucket) 16.71D 0.14
Top 10 Holdings in %Position Maturity as % of
assetsFinancement Foncier 24.02.31 3.01BNG 21.07.25 2.18EBN BV 03.10.23 1.96Municipality Fin. 08.06.27 1.54Europ. Inv. Bk 24.08.22 1.53Rabobank 02.07.19 1.46SHB 20.12.19 1.45Oest KB 22.11.24 1.43Korea Dev. Bk 29.10.18 1.42Philip Morris Intl. 18.09.20 1.37Total 17.35
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 1.64 1.84Information ratio -2.81 -2.55Tracking Error (Ex post) 0.33 0.46Maximum drawdown in % 4) -1.35 -2.174) Maximum drawdown is the most negative cumulative returnover a given time period.
Number of holdings
Duration and YieldFund
Gross portfolio yield in % -0.08Average remaining term to maturity in years 5.57Modified duration in years 0) 5.27
Investment policyThe aim of the fund is to achieve a high andsteady income in CHF whilst taking due accountof the security of the capital. The fund investsin high and in medium quality bonds and otherfixed and variable rate securities of which at leasttwo-thirds are denominated in CHF. The Fundmay invest in other currencies than the CHF. Thepart of such investments which is not hedgedagainst the CHF may not exceed 10% of theFund’s assets.
Fund facts
Category B(capital growth)
Unit class currency CHF CHFLU0049527079
Bloomberg ticker CRSSFRALX
CRSSFRB LX
348879Net asset value(NAV)
289.65 551.51
Daily
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Asset Allocation in %Financial Bonds 44.49Corporate Bonds 28.19Government Bonds / Agency Bonds 20.98Emerging Market Bonds 3.13Covered Bonds 0.21Covered/ABS 0.16Mortgage Backed Securities 0.11Cash/Cash Equivalents 0.42Others 2.31Total 100.00
Default Probability Weighted Average CreditRating = ALinear Weighted Average Credit Rating = A+
30
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class IB CHF
Fund 102
Fund manager Eric SuterFund manager since 25.02.1997Location ZurichFund domicile LuxembourgFund currency CHFClose of financial year 31. MarchTotal net assets (in mil.) 180.24Inception date 27.06.2013Management fee in % p.a. 0) 0.23TER (as of 31.03.2016) in % 0.42Benchmark (BM) SBI Foreign AAA-BBB 1-3Y (TR)Swinging single pricing (SSP) 3) YesUnit Class
ISIN LU0788916616
Valor no. 18700141
Min. Investment Amount 500'000Redemptions DailyEU taxation In scope - tax
July 29, 2016Switzerland
CS (Lux) Short Term CHF Bond Fund
Net performance in CHF (rebased to 100) and yearly performance 2)
2013 2014 2015 201699
100
101
102
103
-1%
0%
1%
2%
3%
0.5
0.0
0.1
0.7
0.1 0.2
CS (Lux) Short Term CHF Bond Fund IB Yearly or year-to-date performance respectively (Fund)SBI Foreign AAA-BBB 1-3Y (TR) Yearly or year-to-date performance respectively (Benchmark)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund -0.08 0.02 0.10 -0.20 0.74 -Benchmark -0.12 0.09 0.24 0.08 1.47 -
Maturities in years
0%10%20%30%40%50%60%70%
0-1 1-3 3-5 5-7 7-10 10-15 >15
Currencies in %before hedging after hedging
CHF 99.64 99.64EUR 0.36 0.36
Credit Ratings in %
AAA 3.90AA+ 2.85AA 5.29AA- 21.92A+ 17.93A 12.68A- 10.73BBB+ 12.35BBB 7.48BBB- 4.86
Top 10 Holdings in %Position Maturity as % of
assetsSHB 11.12.18 2.88HSBC Bank 04.04.18 2.55BMW 29.09.17 2.33ING Bank 13.09.16 2.26Vorarlberger LB 09.08.17 2.07Zurich Insurance Group AG 23.11.18 1.81Goldman Sachs 29.11.18 1.76Commonwealth Bank 25.09.18 1.74BFCM 12.02.19 1.74Royal Bk Canada 23.10.18 1.74Total 20.89
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 0.70 0.49Information ratio -1.22 -0.77Tracking Error (Ex post) 0.24 0.32Maximum drawdown in % 4) -0.48 -0.484) Maximum drawdown is the most negative cumulative returnover a given time period.
Duration and YieldFund
Gross portfolio yield in % -0.11Average remaining term to maturity in years 1.77Modified duration in years 0) 1.74
Asset Allocation in %Financial Bonds 53.44Corporate Bonds 29.29Government Bonds / Agency Bonds 10.38Emerging Market Bonds 5.41Covered Bonds 0.18Cash/Cash Equivalents 1.30Total 100.00
Number of holdings
Investment policyThe aim of the Fund is to achieve a high andsteady income in Swiss francs. The Fund investsin top rated short-term bonds and other fixedand variable rate securities of which at leasttwo-thirds are denominated in Swiss francs. TheFund may invest in other currencies than theCHF. The part of such investments which is nothedged against the CHF may not exceed 10%of the Fund’s assets.
Fund facts
Unit class currency CHF
Bloomberg ticker CSBFSTI LX
Net asset value (NAV) 1'008.54
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Default Probability Weighted Average CreditRating = A-Linear Weighted Average Credit Rating = A
Cre
dit S
uiss
e B
ond
Fund
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
31
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class BH EUR
Fund manager Thomas FlanneryFund manager since 30.04.2010Location New YorkFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 38.15Inception date 31.10.2011Management fee in % p.a. 1.20TER (as of 31.03.2016) in % 1.44Benchmark (BM)
ML US High Yield Master II Co. (TR) (Hgd into EUR)Swinging single pricing (SSP) 3) YesUnit Class Category BH
(capital growth)
ISIN LU0697137932
Valor no. 14142509
Redemptions DailyEU taxation In scope - tax
Fund 138
July 29, 2016Switzerland
CS (Lux) High Yield USD Bond Fund
Net performance in EUR (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 20169095
100105110115120125130135
-10%-5%0%5%
10%15%20%25%30%35%
11.8
6.7
-0.2-4.5
5.5
15.0
7.1
2.3
-5.1
11.1
CS (Lux) High Yield USD Bond Fund BH EUR Yearly or year-to-date performance respectively (Fund)ML US High Yield Master II Co. (TR) (Hgd intoEUR)
Yearly or year-to-date performance respectively(Benchmark)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 3.30 5.38 5.52 -1.51 4.22 -Benchmark 2.38 4.08 11.11 3.76 11.92 -
Maturities in years
0%5%
10%15%20%25%30%35%
0-1 1-3 3-5 5-7 7-10 >10
Currencies in %before hedging after hedging
USD 100.00 100.00
Countries in %
USA 82.62Canada 3.60Luxembourg 1.78Cayman Islands 1.53France 1.46Australia 1.14Ireland 0.84Netherlands 0.72United ArabEmirates 0.00Cash/CashEquivalents 6.31
Top 10 Holdings in %Position Maturity as % of
assetsCantor Commercial 15.02.18 1.41Infinity Acquis 01.08.22 1.39Taseko Mines 15.04.19 1.30Eldorado Gold Corp. 15.12.20 1.26Euramax Intl 15.08.20 1.26CVR 01.11.22 1.25Northern Tier Energy 15.11.20 1.21Shelf Drill Hold 01.11.18 1.20Block Comm. 01.02.20 1.16Southern Graphics 15.10.20 1.16Total 12.60
Asset Allocation in %Industrial Bonds 88.54Financial Bonds 4.21Utilities 0.94Structured Notes 0.00Cash/Cash Equivalents 6.31Total 100.00
Investment policyThe objective of this Subfund is to generate thehighest possible return. At least two-thirds ofthe fund’s total assets shall be invested in debtinstruments, bonds, notes, similar fixed-interestor floating-rate securities (including securitiesissued on a discount basis) of corporate issuersin the non-investment grade sector,denominated in US dollar.
Fund facts
Unit class currency EUR
Bloomberg ticker CSBFHYR LX
Net asset value (NAV) 120.26
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Duration and YieldFund
Gross portfolio yield in % 6.63Average remaining term to maturity in years 5.82Modified duration in years 0) 2.89
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 7.99 5.60Information ratio -1.49 -1.01Tracking Error (Ex post) 3.50 2.36Maximum drawdown in % 4) -11.01 -13.224) Maximum drawdown is the most negative cumulative returnover a given time period.
Number of holdings
32
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 3 - Class IB USD
Fund manager Gonzalo BorjaFund manager since 02.04.2012Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 365.59Inception date 31.08.2011Management fee in % p.a. 0.80TER (as of 31.03.2016) in % 1.01Benchmark (BM)
JPM CEMBI Broad Diversified Composite (10/15)Swinging single pricing (SSP) 3) YesUnit Class Category IB
(capital growth)
ISIN LU0660296624
Valor no. 13506700
Min. Investment Amount 500'000Redemptions DailyEU taxation In scope - tax
Fund 158
July 29, 2016Switzerland
CS (Lux) Emerging Market Corporate Bond Fund
Net performance in USD (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201690
100
110
120
130
140
-10%
0%
10%
20%
30%
40%
1.8
18.9
0.3 1.4
-1.3
10.6
3.5
16.7
-2.4
4.10.7
9.5
CS (Lux) Emerging Market Corporate BondFund IB
Yearly or year-to-date performance respectively (Fund)
JPM CEMBI Broad Diversified Composite (10/15)
Yearly or year-to-date performance respectively(Benchmark)
Former Track Record of Credit Suisse (Gue) Emerging Markets Bond Fund (July 15, 2010 - May 03, 2012).
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 1.12 2.81 10.58 5.05 13.69 26.66Benchmark 1.58 3.62 9.51 6.05 17.31 28.29
Countries in %
China 12.01Russia 11.98Mexico 8.54United ArabEmirates 8.00Brazil 7.60India 7.34Argentina 6.27Colombia 5.32Rest ofEmergingMarkets 25.65Others 7.29
Sectors in %
Financials 25.40Oil & Gas 11.90Sovereign 11.50TMT 9.40Industrials 8.10Real estate 7.90Consumer 6.60Metals andmining 6.40Utilities 5.50Others 7.30
Duration and YieldFund
Gross portfolio yield in % 6.01Average remaining term to maturity in years 6.41Modified duration in years 0) 4.87
Credit Ratings in %
AA (Bucket) 1.91A (Bucket) 10.69BBB (Bucket) 36.64BB (Bucket) 27.77B (Bucket) 17.84Not rated 5.15
Top 10 Holdings in %Position Maturity as % of
assetsVTB Capital 24.10.24 2.32Veb Finance 21.11.23 1.98Sberbank of Russia 07.02.22 1.53Adani Ports 29.07.20 1.37Votorantim Indu 25.09.19 1.34Braskem Finance 15.04.21 1.30Cemex Finance 12.10.22 1.24Bharti Airtel 11.03.23 1.21P.A. Pacifico Tres 15.01.35 1.19Suam Finance 17.04.24 1.16Total 14.64
Investment policyThe fund invests primarily in corporate bonds,and to a limited extent in U.S.dollar-denominated bonds issued by sovereignborrowers in developing nations. The fund aimsto deliver a return that over the entire economiccycle is higher than what could be obtained frombonds issued by borrowers in industrializednations. The large investment universeencompassing many different countries withhighly diverse risk profiles offers interestinginvestment opportunities and allows for a broaddiversification. While countries are evaluatedusing a top-down approach, individualinvestments are evaluated using a bottom-upanalysis. The fund is actively managed in termsof its investment approach. This share classprovides a hedge against currency risk versus thereference currency (USD).
Fund facts
Unit class currency USD
Bloomberg ticker CLEBIBU LX
Net asset value (NAV) 128.60
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 5.99 6.84Information ratio -0.57 -0.13Tracking Error (Ex post) 1.83 1.94Maximum drawdown in % 4) -7.90 -7.904) Maximum drawdown is the most negative cumulative returnover a given time period.
Number of holdings
Default Probability Weighted Average CreditRating = BBLinear Weighted Average Credit Rating = BB
CS
Inve
stm
ent F
unds
3
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
33
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class A
Fund 140
Fund manager Roger WyssFund manager since 01.07.2015Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 30. SepTotal net assets (in mil.) 265.55Inception date 29.06.1984Management fee in % p.a. 0.95TER (as of 31.03.2016) in % 1.01Benchmark (BM)
SBI Foreign AAA-BBB (TR) (07/07)Swinging single pricing (SSP) 3) YesUnit Class Category A
(distribution)
ISIN CH0002770201
Valor no. 277020
Last distribution 17.11.2015Distribution value 1.84Redemptions DailyEU taxation In scope - tax
July 29, 2016Switzerland
CS (CH) Corporate CHF Bond Fund
Net performance in CHF (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201695
100
105
110
115
120
-5%
0%
5%
10%
15%
20%
0.8
7.7
1.1
4.7
-1.2
3.72.7
6.0
0.4
4.8
1.12.3
CS (CH) Corporate CHF Bond Fund A Yearly or year-to-date performance respectively (Fund)SBI Foreign AAA-BBB (TR) (07/07) Yearly or year-to-date performance respectively (Benchmark)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 0.85 1.71 3.67 2.38 8.10 14.74Benchmark 0.00 0.96 2.34 2.29 8.98 15.34
Maturities in years
0%5%
10%15%20%25%30%35%40%45%
0-1 1-3 3-5 5-7 7-10 10-15 >15
Currencies in %before hedging after hedging
CHF 64.03 99.18USD 22.35 0.33EUR 13.62 0.49
Duration and YieldFund
Gross portfolio yield in % 0.88Average remaining term to maturity in years 6.22Modified duration in years 0) 5.30
Credit Ratings in %
AA+ 2.41AA 0.49AA- 5.30A (Bucket) 42.03BBB (Bucket) 40.87BB (Bucket) 7.35B (Bucket) 0.33C 0.01D 0.64Not rated 0.59
Top 10 Holdings in %Position Maturity as % of
assetsAT&T 04.12.24 2.40Lafargeholcim Ltd 10.06.21 2.05Axpo Holding AG 26.02.25 1.75Credit Agricole 27.01.25 1.65JP Morgan 04.12.23 1.62PSP Swiss Property 06.02.25 1.57Cembra Money Bank AG 14.10.22 1.47CS Group 14.04.23 1.36GDF Suez 09.10.24 1.34BAT Holdings BV 08.09.26 1.34Total 16.55
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 2.11 2.43Information ratio -0.16 -0.06Tracking Error (Ex post) 1.66 1.61Maximum drawdown in % 4) -2.80 -2.924) Maximum drawdown is the most negative cumulative returnover a given time period.
Number of holdings
Asset Allocation in %Corporate Bonds 56.21Financial Bonds 31.42Emerging Market Bonds 2.16Government Bonds / Agency Bonds 1.93Covered/ABS 0.01Cash/Cash Equivalents 2.65Others 5.63Total 100.00
Investment policyThe fund`s investment objective is to achieve anappropriate long-term return on investment byinvesting in CHF-denominated corporate bondsfrom issuers worldwide.The fund invests in both investment grade andnon-investment grade fixed-interest securities,where the average fund rating is always at leastinvestment grade (Baa3/BBB-). The fund mayalso invest up to a maximum of half of the fund`snet assets in non CHF-denominatedfixed-interest securities, but whose foreignexchange risk must however be fully hedged inCHF.
Fund facts
Unit class currency CHF
Bloomberg ticker CRSDSFI SW
Net asset value (NAV) 116.81
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Default Probability Weighted Average CreditRating = BBBLinear Weighted Average Credit Rating = BBB+
34
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class A CHF & B CHF
Fund 108
Fund manager Christopher KoslowskiFund manager since 01.10.2015Location ZurichFund domicile LuxembourgFund currency CHFClose of financial year 31. MarchTotal net assets (in mil.) 248.05Inception date 25.09.2003Management fee in % p.a. 0.75TER (as of 31.03.2016) in % 0.94Benchmark (BM)
CB CS (Lux) Inflation Linked CHF Bond FundSwinging single pricing (SSP) 3) YesUnit Class Category A
(distribution)
ISIN LU0175163707
Valor no. 1664162
Redemptions DailyEU taxation In scope - tax
July 29, 2016Switzerland
CS (Lux) Inflation Linked CHF Bond Fund
Net performance in CHF (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 20169698
100102104106108110112
-4%-2%0%2%4%6%8%
10%12%
2.12.8
-1.8 -1.5-0.1
0.41.8
4.9
1.12.0
0.6 0.9
CS (Lux) Inflation Linked CHF Bond Fund B Yearly or year-to-date performance respectively (Fund)CB CS (Lux) Inflation Linked CHF BondFund
Yearly or year-to-date performance respectively(Benchmark)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund -0.06 0.15 0.41 -0.99 -1.70 -1.10Benchmark -0.07 0.31 0.91 0.49 4.26 9.29
Maturities in years
0%5%
10%15%20%25%30%35%40%45%
0-1 1-3 3-5 5-7 7-10 10-15 >15
Currencies in %before hedging after hedging
CHF 101.58 99.65USD -0.19 0.01EUR -1.39 0.34
Credit Ratings in %
AAA 1.68AA+ 4.93AA 2.89AA- 19.58A+ 15.45A 19.00A- 16.12BBB+ 9.43BBB 7.04BBB- 3.88
Benchmark CompositionSBI®Foreign AAA-BBB 3-5 years Total Return 70.00SBI®Foreign AAA-BBB 1-3 years Total Return 30.00
Top 10 Holdings in %Position Maturity as % of
assetsKorea Railroad 16.11.18 2.49Sparebank1 30.11.18 2.46Achmea 19.06.19 2.20Statnett SF 15.12.17 2.12HSBC Bank 04.04.18 2.09SK Telecom 12.06.17 2.05Metropolitan Life 18.06.20 1.88Westpac Banking 15.12.16 1.85Banco De Chile 21.03.19 1.721.125 JPMorgan Chase & Co06.11.2020
06.11.20 1.69
Total 20.58
Duration and YieldFund Benchmark
Gross portfolio yield in % 0.24 -Average remaining term tomaturity in years
3.32 -
Modified duration in years 0) 3.19 -
Asset Allocation in %Financial Bonds 45.19Corporate Bonds 32.90Emerging Market Bonds 11.60Government Bonds / Agency Bonds 9.94Cash/Cash Equivalents 0.37Total 100.00
Number of holdings
Investment policyThe aim of the fund is to achieve aninflation-protected steady return in CHF. Thefund invests worldwide at least two-thirds of itsnet assets, in accordance with the principle ofrisk-spreading, in medium to high qualityinflation-linked debt securities, includingsynthetically constructed inflation-linked debtsecurities. The Fund may invest in othercurrencies than the CHF. The part of suchinvestments which is not hedged against theCHF may not exceed 10% of the Fund’s assets.
Fund facts
Category B(capital growth)
Unit class currency CHF CHFLU0175163889
Bloomberg ticker CSIFSFALX
CSIFSFB LX
1664165Net asset value(NAV)
93.46 111.93
Daily
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 1.66 1.69Information ratio -1.60 -1.71Tracking Error (Ex post) 1.23 1.17Maximum drawdown in % 4) -2.59 -3.744) Maximum drawdown is the most negative cumulative returnover a given time period.
Default Probability Weighted Average CreditRating = A-Linear Weighted Average Credit Rating = A
Cre
dit S
uiss
e B
ond
Fund
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
35
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class A USD
Fund manager Rossitza HaritovaFund manager since 30.09.2015Location ZurichFund domicile SwitzerlandFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 122.32Inception date 29.06.1984Management fee in % p.a. 1.20TER (as of 31.03.2016) in % 1.27Benchmark (BM)
Thomson Reuters CV Gl. (TR) (01/02)Swinging single pricing (SSP) 3) YesUnit Class Category A
(distribution)
ISIN CH0002771514
Valor no. 277151
Last distribution 17.11.2015Distribution value 2.78Redemptions DailyEU taxation In scope - tax
Fund 101
July 29, 2016Switzerland
CS (CH) Convert International Bond Fund
Net performance in USD (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201680
90
100
110
120
130
140
-20%
-10%
0%
10%
20%
30%
40%
-8.2
12.016.6
0.0-3.2
4.5
-7.0
13.318.2
1.7
-2.1
4.1
CS (CH) Convert International Bond Fund AUSD
Yearly or year-to-date performance respectively (Fund)
Thomson Reuters CV Gl. (TR) (01/02)Yearly or year-to-date performance respectively(Benchmark)
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 3.71 2.49 4.45 -0.11 9.11 18.02Benchmark 3.63 2.79 4.11 -0.40 12.08 25.61
Sectors in %Materials 16.47Information Technology 15.97Financials 15.18Industrials 10.09Health Care 9.50Consumer Discretionary 9.17Energy 6.13Cash/Cash Equivalents 5.76Others 11.73
Currencies in %before hedging after hedging
USD 74.06 59.09EUR 17.00 24.35JPY 4.49 8.74GBP 2.78 4.13HKD 0.84 0.88CHF 0.81 1.28SGD 0.02 1.23CAD 0.00 -Others 0.00 0.30
Duration and Yield 5)
Delta in % 56.80Current Yield 2.30Bond Floor 75.60Modified duration in years 0) 3.985) Due to the optionalities involved in the structure of convertiblebonds, certain assumptions must be applied in order to calculatethese figures.
Credit Ratings in %
Stocks 2.23AA (Bucket) 0.92A (Bucket) 11.48BBB (Bucket) 46.58BB (Bucket) 29.76B (Bucket) 8.51D 0.52
Top 10 Holdings in %Position Maturity as % of
assetsNewmont Mining 15.07.17 4.68Wells Fargo & Co. 4.35Petropavlovsk 18.03.20 2.55Silver Standard Resources 01.02.33 2.43Tesla Motors CV 01.03.19 2.25Stillwater Mining 15.10.32 2.11Allergan Inc. 1.98Intel 15.12.35 1.74Nvidia 01.12.18 1.72Dominion Resources 0.63Total 24.44
Investment policyThe fund provides an actively managed exposureto global convertibles as a most efficientmulti-asset class strategy involving equity, creditand volatility on a globally diversified basis, withthe aim of achieving superior risk-adjustedreturns. The risk profile is comparable to that of aclassic balanced fund. The fund invests mainly inconvertible securities issued by public and privateissuers. Traditional bonds, equity and structuredproducts may be held in complement.Investments are made globally with norestrictions as to country or currency.
Fund facts
Unit class currency USD
Bloomberg ticker CRSCVUI SW
Net asset value (NAV) 321.54
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 8.08 9.42Information ratio -0.71 -0.91Tracking Error (Ex post) 1.26 1.37Maximum drawdown in % 4) -11.71 -11.714) Maximum drawdown is the most negative cumulative returnover a given time period.
Number of holdings
Default Probability Weighted Average CreditRating = BB+Linear Weighted Average Credit Rating = BBB-
36
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class IA
Fund 140
Fund manager Roger WyssFund manager since 01.07.2015Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 30. SepTotal net assets (in mil.) 265.55Inception date 12.12.2012Management fee in % p.a. 0.40TER (as of 31.03.2016) in % 0.46Benchmark (BM) SBI Foreign AAA-BBB (TR)Swinging single pricing (SSP) 3) YesUnit Class
ISIN CH0201914238
Valor no. 20191423
Last distribution 17.11.2015Distribution value 21.06Min. Investment Amount 500'000Redemptions DailyEU taxation In scope - tax
July 29, 2016Switzerland
CS (CH) Corporate CHF Bond Fund
Net performance in CHF (rebased to 100) and yearly performance 2)
2013 2014 2015 201698
100
102
104
106
108
110
112
-2%
0%
2%
4%
6%
8%
10%
12%
1.6
5.3
-0.7
4.0
0.4
4.8
1.12.3
CS (CH) Corporate CHF Bond Fund IA Yearly or year-to-date performance respectively (Fund)SBI Foreign AAA-BBB (TR) Yearly or year-to-date performance respectively (Benchmark)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 0.89 1.85 4.01 2.94 9.89 -Benchmark 0.00 0.96 2.34 2.29 8.98 -
Maturities in years
0%5%
10%15%20%25%30%35%40%45%
0-1 1-3 3-5 5-7 7-10 10-15 >15
Currencies in %before hedging after hedging
CHF 64.03 99.18USD 22.35 0.33EUR 13.62 0.49
Duration and YieldFund
Gross portfolio yield in % 0.88Average remaining term to maturity in years 6.22Modified duration in years 0) 5.30
Credit Ratings in %
AA+ 2.41AA 0.49AA- 5.30A (Bucket) 42.03BBB (Bucket) 40.87BB (Bucket) 7.35B (Bucket) 0.33C 0.01D 0.64Not rated 0.59
Top 10 Holdings in %Position Maturity as % of
assetsAT&T 04.12.24 2.40Lafargeholcim Ltd 10.06.21 2.05Axpo Holding AG 26.02.25 1.75Credit Agricole 27.01.25 1.65JP Morgan 04.12.23 1.62PSP Swiss Property 06.02.25 1.57Cembra Money Bank AG 14.10.22 1.47CS Group 14.04.23 1.36GDF Suez 09.10.24 1.34BAT Holdings BV 08.09.26 1.34Total 16.55
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 2.53 2.11Information ratio 0.27 0.17Tracking Error (Ex post) 2.29 1.66Maximum drawdown in % 4) -1.77 -2.554) Maximum drawdown is the most negative cumulative returnover a given time period.
Number of holdings
Asset Allocation in %Corporate Bonds 56.21Financial Bonds 31.42Emerging Market Bonds 2.16Government Bonds / Agency Bonds 1.93Covered/ABS 0.01Cash/Cash Equivalents 2.65Others 5.63Total 100.00
Investment policyThe fund`s investment objective is to achieve anappropriate long-term return on investment byinvesting in CHF-denominated corporate bondsfrom issuers worldwide.The fund invests in both investment grade andnon-investment grade fixed-interest securities,where the average fund rating is always at leastinvestment grade (Baa3/BBB-). The fund mayalso invest up to a maximum of half of the fund`snet assets in non CHF-denominatedfixed-interest securities, but whose foreignexchange risk must however be fully hedged inCHF.
Fund facts
Unit class currency CHF
Bloomberg ticker CSCBCHI SW
Net asset value (NAV) 1'031.65
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Default Probability Weighted Average CreditRating = BBBLinear Weighted Average Credit Rating = BBB+
Cre
dit S
uiss
e B
ond
Fund
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
37
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class IA USD
Fund manager Rossitza HaritovaFund manager since 30.09.2015Location ZurichFund domicile SwitzerlandFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 122.32Inception date 09.04.2013Management fee in % p.a. 0.70TER (as of 31.03.2016) in % 0.77Benchmark (BM) Thomson Reuters CV Gl. (TR)Swinging single pricing (SSP) 3) YesUnit Class
ISIN CH0138502007
Valor no. 13850200
Last distribution 17.11.2015Distribution value 14.44Min. Investment Amount 500'000Redemptions DailyEU taxation In scope - tax
Fund 101
July 29, 2016Switzerland
CS (CH) Convert International Bond Fund
Net performance in USD (rebased to 100) and yearly performance 2)
2013 2014 2015 201695
100
105
110
115
120
-5%
0%
5%
10%
15%
20%
0.5
-2.7
4.8
1.7
-2.1
4.1
CS (CH) Convert International Bond Fund IAUSD
Yearly or year-to-date performance respectively (Fund)
Thomson Reuters CV Gl. (TR)Yearly or year-to-date performance respectively(Benchmark)
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 3.75 2.62 4.75 0.39 10.76 -Benchmark 3.63 2.79 4.11 -0.40 12.08 -
Sectors in %Materials 16.47Information Technology 15.97Financials 15.18Industrials 10.09Health Care 9.50Consumer Discretionary 9.17Energy 6.13Cash/Cash Equivalents 5.76Others 11.73
Currencies in %before hedging after hedging
USD 74.06 59.09EUR 17.00 24.35JPY 4.49 8.74GBP 2.78 4.13HKD 0.84 0.88CHF 0.81 1.28SGD 0.02 1.23CAD 0.00 -Others 0.00 0.30
Duration and Yield 5)
Delta in % 56.80Current Yield 2.30Bond Floor 75.60Modified duration in years 0) 3.985) Due to the optionalities involved in the structure of convertiblebonds, certain assumptions must be applied in order to calculatethese figures.
Credit Ratings in %
Stocks 2.23AA (Bucket) 0.92A (Bucket) 11.48BBB (Bucket) 46.58BB (Bucket) 29.76B (Bucket) 8.51D 0.52
Top 10 Holdings in %Position Maturity as % of
assetsNewmont Mining 15.07.17 4.68Wells Fargo & Co. 4.35Petropavlovsk 18.03.20 2.55Silver Standard Resources 01.02.33 2.43Tesla Motors CV 01.03.19 2.25Stillwater Mining 15.10.32 2.11Allergan Inc. 1.98Intel 15.12.35 1.74Nvidia 01.12.18 1.72Dominion Resources 0.63Total 24.44
Investment policyThe fund provides an actively managed exposureto global convertibles as a most efficientmulti-asset class strategy involving equity, creditand volatility on a globally diversified basis, withthe aim of achieving superior risk-adjustedreturns. The risk profile is comparable to that of aclassic balanced fund. The fund invests mainly inconvertible securities issued by public and privateissuers. Traditional bonds, equity and structuredproducts may be held in complement.Investments are made globally with norestrictions as to country or currency.
Fund facts
Unit class currency USD
Bloomberg ticker CRSCVIU SW
Net asset value (NAV) 1'120.22
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 10.10 8.09Information ratio 0.51 -0.31Tracking Error (Ex post) 1.54 1.26Maximum drawdown in % 4) -7.95 -10.974) Maximum drawdown is the most negative cumulative returnover a given time period.
Number of holdings
Default Probability Weighted Average CreditRating = BB+Linear Weighted Average Credit Rating = BBB-
38
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 3 - Class IBH CHF
Fund manager Gonzalo BorjaFund manager since 02.04.2012Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 365.59Inception date 31.08.2011Management fee in % p.a. 0.80TER (as of 31.03.2016) in % 1.01Benchmark (BM) No BenchmarkSwinging single pricing (SSP) 3) YesUnit Class Category IBH
(capital growth)
ISIN LU0660296202
Valor no. 13506702
Min. Investment Amount 500'000Redemptions DailyEU taxation In scope - tax
Fund 158
July 29, 2016Switzerland
CS (Lux) Emerging Market Corporate Bond Fund
Net performance in CHF (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201695
100
105
110
115
120
125
130
-5%
0%
5%
10%
15%
20%
25%
30%
17.2
-0.2
0.9
-2.5
9.3
CS (Lux) Emerging Market Corporate Bond Fund IBHCHF
Yearly or year-to-date performance respectively(Fund)
Yearly or year-to-date performance respectively(Benchmark)
Former Track Record of Credit Suisse (Gue) Emerging Markets Bond Fund (June 30, 2005 - May 03, 2012).
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 0.92 2.22 9.32 3.17 10.33 -
Countries in %
China 12.01Russia 11.98Mexico 8.54United ArabEmirates 8.00Brazil 7.60India 7.34Argentina 6.27Colombia 5.32Rest ofEmergingMarkets 25.65Others 7.29
Sectors in %
Financials 25.40Oil & Gas 11.90Sovereign 11.50TMT 9.40Industrials 8.10Real estate 7.90Consumer 6.60Metals andmining 6.40Utilities 5.50Others 7.30
Duration and YieldFund
Gross portfolio yield in % 6.01Average remaining term to maturity in years 6.41Modified duration in years 0) 4.87
Credit Ratings in %
AA (Bucket) 1.91A (Bucket) 10.69BBB (Bucket) 36.64BB (Bucket) 27.77B (Bucket) 17.84Not rated 5.15
Top 10 Holdings in %Position Maturity as % of
assetsVTB Capital 24.10.24 2.32Veb Finance 21.11.23 1.98Sberbank of Russia 07.02.22 1.53Adani Ports 29.07.20 1.37Votorantim Indu 25.09.19 1.34Braskem Finance 15.04.21 1.30Cemex Finance 12.10.22 1.24Bharti Airtel 11.03.23 1.21P.A. Pacifico Tres 15.01.35 1.19Suam Finance 17.04.24 1.16Total 14.64
Investment policyThe fund invests primarily in corporate bonds,and to a limited extent in U.S.dollar-denominated bonds issued by sovereignborrowers in developing nations. The fund aimsto deliver a return that over the entire economiccycle is higher than what could be obtained frombonds issued by borrowers in industrializednations. The large investment universeencompassing many different countries withhighly diverse risk profiles offers interestinginvestment opportunities and allows for a broaddiversification. While countries are evaluatedusing a top-down approach, individualinvestments are evaluated using a bottom-upanalysis. The fund is actively managed in termsof its investment approach. This share classprovides a hedge against currency risk versus thereference currency (USD).
Fund facts
Unit class currency CHF
Bloomberg ticker CLEBIHC LX
Net asset value (NAV) 121.88
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 8.00 5.95Information ratio - -Tracking Error (Ex post) - -Maximum drawdown in % 4) -6.72 -8.944) Maximum drawdown is the most negative cumulative returnover a given time period.
Number of holdings
Default Probability Weighted Average CreditRating = BBLinear Weighted Average Credit Rating = BB
CS
Inve
stm
ent F
unds
3
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
39
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 3 - Class IBH EUR
Fund manager Gonzalo BorjaFund manager since 02.04.2012Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 365.59Inception date 31.08.2011Management fee in % p.a. 0.80TER (as of 31.03.2016) in % 1.02Benchmark (BM) No BenchmarkSwinging single pricing (SSP) 3) YesUnit Class Category IBH
(capital growth)
ISIN LU0660296384
Valor no. 13506709
Min. Investment Amount 500'000Redemptions DailyEU taxation In scope - tax
Fund 158
July 29, 2016Switzerland
CS (Lux) Emerging Market Corporate Bond Fund
Net performance in EUR (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201695
100105110115120125130135
-5%0%5%
10%15%20%25%30%35%
17.8
0.0 1.2
-1.9
9.7
CS (Lux) Emerging Market Corporate Bond Fund IBHEUR
Yearly or year-to-date performance respectively(Fund)
Yearly or year-to-date performance respectively(Benchmark)
Former Track Record of Credit Suisse (Gue) Emerging Markets Bond Fund (June 30, 2005 - May 03, 2012).
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 1.03 2.38 9.66 3.96 11.74 -
Countries in %
China 12.01Russia 11.98Mexico 8.54United ArabEmirates 8.00Brazil 7.60India 7.34Argentina 6.27Colombia 5.32Rest ofEmergingMarkets 25.65Others 7.29
Sectors in %
Financials 25.40Oil & Gas 11.90Sovereign 11.50TMT 9.40Industrials 8.10Real estate 7.90Consumer 6.60Metals andmining 6.40Utilities 5.50Others 7.30
Duration and YieldFund
Gross portfolio yield in % 6.01Average remaining term to maturity in years 6.41Modified duration in years 0) 4.87
Credit Ratings in %
AA (Bucket) 1.91A (Bucket) 10.69BBB (Bucket) 36.64BB (Bucket) 27.77B (Bucket) 17.84Not rated 5.15
Top 10 Holdings in %Position Maturity as % of
assetsVTB Capital 24.10.24 2.32Veb Finance 21.11.23 1.98Sberbank of Russia 07.02.22 1.53Adani Ports 29.07.20 1.37Votorantim Indu 25.09.19 1.34Braskem Finance 15.04.21 1.30Cemex Finance 12.10.22 1.24Bharti Airtel 11.03.23 1.21P.A. Pacifico Tres 15.01.35 1.19Suam Finance 17.04.24 1.16Total 14.64
Investment policyThe fund invests primarily in corporate bonds,and to a limited extent in U.S.dollar-denominated bonds issued by sovereignborrowers in developing nations. The fund aimsto deliver a return that over the entire economiccycle is higher than what could be obtained frombonds issued by borrowers in industrializednations. The large investment universeencompassing many different countries withhighly diverse risk profiles offers interestinginvestment opportunities and allows for a broaddiversification. While countries are evaluatedusing a top-down approach, individualinvestments are evaluated using a bottom-upanalysis. The fund is actively managed in termsof its investment approach. This share classprovides a hedge against currency risk versus thereference currency (USD).
Fund facts
Unit class currency EUR
Bloomberg ticker CLEBIHE LX
Net asset value (NAV) 125.07
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 7.92 5.95Information ratio -0.26 -0.89Tracking Error (Ex post) 8.70 8.78Maximum drawdown in % 4) -6.23 -8.314) Maximum drawdown is the most negative cumulative returnover a given time period.
Number of holdings
Default Probability Weighted Average CreditRating = BBLinear Weighted Average Credit Rating = BB
40
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 3 - Class B USD
Fund manager Andreas FischerFund manager since 02.04.2012Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 573.34Inception date 28.02.2011Management fee in % p.a. 1.00TER (as of 31.03.2016) in % 1.21Benchmark (BM)
JPM CEMBI Broad Diversified High Grade (10/15)Swinging single pricing (SSP) 3) YesUnit Class Category B
(capital growth)
ISIN LU0592661523
Valor no. 12471998
Redemptions DailyEU taxation In scope - tax
Fund 160
July 29, 2016Switzerland
CS (Lux) Emerging Market Corporate Investment Grade BondFund
Net performance in USD (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201690
100
110
120
130
140
-10%
0%
10%
20%
30%
40%
16.4
-2.7
4.7
-1.3
8.4
14.8
-2.6
7.0
0.4
7.7
CS (Lux) Emerging Market Corporate Investment GradeBond Fund B
Yearly or year-to-date performance respectively(Fund)
JPM CEMBI Broad Diversified High Grade (10/15)Yearly or year-to-date performance respectively(Benchmark)
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 1.21 3.19 8.40 5.07 14.17 24.65Benchmark 1.22 3.18 7.66 5.34 18.04 29.25
Countries in %
China 14.80India 9.90Chile 8.50Mexico 7.00United ArabEmirates 6.80Peru 5.00Qatar 4.70Colombia 4.70Rest ofEmergingMarkets 29.90Others 8.70
Sectors in %
Financials 25.20Oil & Gas 18.00Sovereign 10.80Utilities 10.30Consumer 7.00TMT 6.10Industrials 6.00Metals andmining 4.80Diversified 4.30Others 7.50
Duration and YieldFund
Gross portfolio yield in % 3.34Average remaining term to maturity in years 6.63Modified duration in years 0) 4.82
Credit Ratings in % 5)
AA 1.60AA- 2.50A+ 4.80A 2.40A- 11.80BBB+ 11.50BBB 13.90BBB- 48.10BB (Bucket) 0.00Not rated 3.40
5) Rating methodology to be considered Investment Grade (IG):at least on IG rating by S&P or Moody’s
Top 10 Holdings in %Position Maturity as % of
assetsLukoil Intl. Fin. 24.04.23 1.43MMC Finance 14.10.22 1.38Reliance Industries 28.01.25 1.37GNL Quintero SA 31.07.29 1.36State of Qatar 02.06.21 1.32OCP 25.04.24 1.28Rumania 07.02.22 1.28Bharti Airtel 20.05.24 1.27China Cinda Fin 23.04.20 1.26DP World 02.07.37 1.22Total 13.17
Investment policyThe fund invests primarily in corporate bonds,and to a limited degree in U.S.dollar-denominated bonds issued by sovereignborrowers in developing nations. In general, theFund’s investments must have an investmentgrade rating of BBB-/Baa3. Additionally, thefund also has the ability to invest in companieswith a split rating. The fund aims to deliver areturn over the entire economic cycle that ishigher than what could be achieved with bondsissued by borrowers in industrialized nations. Thelarge investment universe encompassing manydifferent countries with highly diverse risk profilesoffers interesting investment opportunities andallows for a broad diversification. The fund isactively managed in terms of its investmentapproach.
Fund facts
Unit class currency USD
Bloomberg ticker CLEMBBU LX
Net asset value (NAV) 129.15
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 4.91 5.90Information ratio -0.75 -0.51Tracking Error (Ex post) 1.48 1.42Maximum drawdown in % 4) -4.90 -7.844) Maximum drawdown is the most negative cumulative returnover a given time period.
Number of holdings
Default Probability Weighted Average CreditRating = BBB-Linear Weighted Average Credit Rating = BBB
CS
Inve
stm
ent F
unds
3
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
41
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 3 - Class BH CHF
Fund manager Andreas FischerFund manager since 02.04.2012Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 573.34Inception date 28.02.2011Management fee in % p.a. 1.00TER (as of 31.03.2016) in % 1.21Swinging single pricing (SSP) 3) YesUnit Class Category BH
(capital growth)
ISIN LU0592662331
Valor no. 12472012
Redemptions DailyEU taxation In scope - tax
Fund 160
July 29, 2016Switzerland
CS (Lux) Emerging Market Corporate Investment Grade BondFund
Net performance in CHF (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201695
100
105
110
115
120
125
-5%
0%
5%
10%
15%
20%
25%
15.4
-3.1
4.3
-2.4
7.2
CS (Lux) Emerging Market Corporate Investment Grade BondFund BH CHF
Yearly or year-to-date performancerespectively (Fund)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 1.01 2.59 7.15 3.30 10.79 19.36
Countries in %
China 14.80India 9.90Chile 8.50Mexico 7.00United ArabEmirates 6.80Peru 5.00Qatar 4.70Colombia 4.70Rest ofEmergingMarkets 29.90Others 8.70
Sectors in %
Financials 25.20Oil & Gas 18.00Sovereign 10.80Utilities 10.30Consumer 7.00TMT 6.10Industrials 6.00Metals andmining 4.80Diversified 4.30Others 7.50
Duration and YieldFund
Gross portfolio yield in % 3.34Average remaining term to maturity in years 6.63Modified duration in years 0) 4.82
Credit Ratings in % 5)
AA 1.60AA- 2.50A+ 4.80A 2.40A- 11.80BBB+ 11.50BBB 13.90BBB- 48.10BB (Bucket) 0.00Not rated 3.40
5) Rating methodology to be considered Investment Grade (IG):at least on IG rating by S&P or Moody’s
Top 10 Holdings in %Position Maturity as % of
assetsLukoil Intl. Fin. 24.04.23 1.43MMC Finance 14.10.22 1.38Reliance Industries 28.01.25 1.37GNL Quintero SA 31.07.29 1.36State of Qatar 02.06.21 1.32OCP 25.04.24 1.28Rumania 07.02.22 1.28Bharti Airtel 20.05.24 1.27China Cinda Fin 23.04.20 1.26DP World 02.07.37 1.22Total 13.17
Investment policyThe fund invests primarily in corporate bonds,and to a limited degree in U.S.dollar-denominated bonds issued by sovereignborrowers in developing nations. In general, theFund’s investments must have an investmentgrade rating of BBB-/Baa3. Additionally, thefund also has the ability to invest in companieswith a split rating. The fund aims to deliver areturn over the entire economic cycle that ishigher than what could be achieved with bondsissued by borrowers in industrialized nations. Thelarge investment universe encompassing manydifferent countries with highly diverse risk profilesoffers interesting investment opportunities andallows for a broad diversification. The fund isactively managed in terms of its investmentapproach.
Fund facts
Unit class currency CHF
Bloomberg ticker CLEMBHC LX
Net asset value (NAV) 123.43
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 4.91 5.84Information ratio - -Tracking Error (Ex post) - -Maximum drawdown in % 4) -5.87 -7.934) Maximum drawdown is the most negative cumulative returnover a given time period.
Number of holdings
Default Probability Weighted Average CreditRating = BBB-Linear Weighted Average Credit Rating = BBB
42
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 3 - Class BH EUR
Fund manager Andreas FischerFund manager since 02.04.2012Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 573.34Inception date 28.02.2011Management fee in % p.a. 1.00TER (as of 31.03.2016) in % 1.21Benchmark (BM) -Swinging single pricing (SSP) 3) YesUnit Class Category BH
(capital growth)
ISIN LU0592662091
Valor no. 12472005
Redemptions DailyEU taxation In scope - tax
Fund 160
July 29, 2016Switzerland
CS (Lux) Emerging Market Corporate Investment Grade BondFund
Net performance in EUR (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 20169095
100105110115120125130
-10%-5%0%5%
10%15%20%25%30%
15.8
-2.9
4.4
-1.9
7.5
CS (Lux) Emerging Market Corporate Investment Grade BondFund BH EUR
Yearly or year-to-date performancerespectively (Fund)
Yearly or year-to-date performance respectively (Benchmark)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 1.13 2.78 7.55 3.86 12.15 22.01
Countries in %
China 14.80India 9.90Chile 8.50Mexico 7.00United ArabEmirates 6.80Peru 5.00Qatar 4.70Colombia 4.70Rest ofEmergingMarkets 29.90Others 8.70
Sectors in %
Financials 25.20Oil & Gas 18.00Sovereign 10.80Utilities 10.30Consumer 7.00TMT 6.10Industrials 6.00Metals andmining 4.80Diversified 4.30Others 7.50
Duration and YieldFund
Gross portfolio yield in % 3.34Average remaining term to maturity in years 6.63Modified duration in years 0) 4.82
Credit Ratings in % 5)
AA 1.60AA- 2.50A+ 4.80A 2.40A- 11.80BBB+ 11.50BBB 13.90BBB- 48.10BB (Bucket) 0.00Not rated 3.40
5) Rating methodology to be considered Investment Grade (IG):at least on IG rating by S&P or Moody’s
Top 10 Holdings in %Position Maturity as % of
assetsLukoil Intl. Fin. 24.04.23 1.43MMC Finance 14.10.22 1.38Reliance Industries 28.01.25 1.37GNL Quintero SA 31.07.29 1.36State of Qatar 02.06.21 1.32OCP 25.04.24 1.28Rumania 07.02.22 1.28Bharti Airtel 20.05.24 1.27China Cinda Fin 23.04.20 1.26DP World 02.07.37 1.22Total 13.17
Investment policyThe fund invests primarily in corporate bonds,and to a limited degree in U.S.dollar-denominated bonds issued by sovereignborrowers in developing nations. In general, theFund’s investments must have an investmentgrade rating of BBB-/Baa3. Additionally, thefund also has the ability to invest in companieswith a split rating. The fund aims to deliver areturn over the entire economic cycle that ishigher than what could be achieved with bondsissued by borrowers in industrialized nations. Thelarge investment universe encompassing manydifferent countries with highly diverse risk profilesoffers interesting investment opportunities andallows for a broad diversification. The fund isactively managed in terms of its investmentapproach.
Fund facts
Unit class currency EUR
Bloomberg ticker CLEMBHE LX
Net asset value (NAV) 126.51
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 4.92 5.84Information ratio - -Tracking Error (Ex post) - -Maximum drawdown in % 4) -5.46 -7.914) Maximum drawdown is the most negative cumulative returnover a given time period.
Number of holdings
Default Probability Weighted Average CreditRating = BBB-Linear Weighted Average Credit Rating = BBB
CS
Inve
stm
ent F
unds
3
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
43
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 3 - Class IB USD
Fund manager Andreas FischerFund manager since 02.04.2012Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 573.34Inception date 28.02.2011Management fee in % p.a. 0.60TER (as of 31.03.2016) in % 0.82Benchmark (BM)
JPM CEMBI Broad Diversified High Grade (10/15)Swinging single pricing (SSP) 3) YesUnit Class Category IB
(capital growth)
ISIN LU0592661879
Valor no. 12472003
Min. Investment Amount 500'000Redemptions DailyEU taxation In scope - tax
Fund 160
July 29, 2016Switzerland
CS (Lux) Emerging Market Corporate Investment Grade BondFund
Net performance in USD (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201690
100
110
120
130
140
-10%
0%
10%
20%
30%
40%
16.9
-2.3
5.1
-0.9
8.7
14.8
-2.6
7.0
0.4
7.7
CS (Lux) Emerging Market Corporate Investment GradeBond Fund IB
Yearly or year-to-date performance respectively(Fund)
JPM CEMBI Broad Diversified High Grade (10/15)Yearly or year-to-date performance respectively(Benchmark)
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 1.25 3.29 8.66 5.49 15.55 27.46Benchmark 1.22 3.18 7.66 5.34 18.04 29.25
Countries in %
China 14.80India 9.90Chile 8.50Mexico 7.00United ArabEmirates 6.80Peru 5.00Qatar 4.70Colombia 4.70Rest ofEmergingMarkets 29.90Others 8.70
Sectors in %
Financials 25.20Oil & Gas 18.00Sovereign 10.80Utilities 10.30Consumer 7.00TMT 6.10Industrials 6.00Metals andmining 4.80Diversified 4.30Others 7.50
Duration and YieldFund
Gross portfolio yield in % 3.34Average remaining term to maturity in years 6.63Modified duration in years 0) 4.82
Credit Ratings in % 5)
AA 1.60AA- 2.50A+ 4.80A 2.40A- 11.80BBB+ 11.50BBB 13.90BBB- 48.10BB (Bucket) 0.00Not rated 3.40
5) Rating methodology to be considered Investment Grade (IG):at least on IG rating by S&P or Moody’s
Top 10 Holdings in %Position Maturity as % of
assetsLukoil Intl. Fin. 24.04.23 1.43MMC Finance 14.10.22 1.38Reliance Industries 28.01.25 1.37GNL Quintero SA 31.07.29 1.36State of Qatar 02.06.21 1.32OCP 25.04.24 1.28Rumania 07.02.22 1.28Bharti Airtel 20.05.24 1.27China Cinda Fin 23.04.20 1.26DP World 02.07.37 1.22Total 13.17
Investment policyThe fund invests primarily in corporate bonds,and to a limited degree in U.S.dollar-denominated bonds issued by sovereignborrowers in developing nations. In general, theFund’s investments must have an investmentgrade rating of BBB-/Baa3. Additionally, thefund also has the ability to invest in companieswith a split rating. The fund aims to deliver areturn over the entire economic cycle that ishigher than what could be achieved with bondsissued by borrowers in industrialized nations. Thelarge investment universe encompassing manydifferent countries with highly diverse risk profilesoffers interesting investment opportunities andallows for a broad diversification. The fund isactively managed in terms of its investmentapproach.
Fund facts
Unit class currency USD
Bloomberg ticker CLEMIBU LX
Net asset value (NAV) 131.78
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 4.91 5.74Information ratio -0.48 -0.20Tracking Error (Ex post) 1.47 1.42Maximum drawdown in % 4) -4.66 -7.714) Maximum drawdown is the most negative cumulative returnover a given time period.
Number of holdings
Default Probability Weighted Average CreditRating = BBB-Linear Weighted Average Credit Rating = BBB
44
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 3 - Class IBH CHF
Fund manager Andreas FischerFund manager since 02.04.2012Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 573.34Inception date 28.02.2011Management fee in % p.a. 0.60TER (as of 31.03.2016) in % 0.80Benchmark (BM) -Swinging single pricing (SSP) 3) YesUnit Class Category IBH
(capital growth)
ISIN LU0592662414
Valor no. 12472014
Min. Investment Amount 500'000Redemptions DailyEU taxation In scope - tax
Fund 160
July 29, 2016Switzerland
CS (Lux) Emerging Market Corporate Investment Grade BondFund
Net performance in CHF (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201695
100
105
110
115
120
125
130
-5%
0%
5%
10%
15%
20%
25%
30%
15.8
-2.8
4.8
-2.0
7.4
CS (Lux) Emerging Market Corporate Investment Grade BondFund IBH CHF
Yearly or year-to-date performancerespectively (Fund)
Yearly or year-to-date performance respectively (Benchmark)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 1.05 2.72 7.40 3.64 12.16 22.03
Countries in %
China 14.80India 9.90Chile 8.50Mexico 7.00United ArabEmirates 6.80Peru 5.00Qatar 4.70Colombia 4.70Rest ofEmergingMarkets 29.90Others 8.70
Sectors in %
Financials 25.20Oil & Gas 18.00Sovereign 10.80Utilities 10.30Consumer 7.00TMT 6.10Industrials 6.00Metals andmining 4.80Diversified 4.30Others 7.50
Duration and YieldFund
Gross portfolio yield in % 3.34Average remaining term to maturity in years 6.63Modified duration in years 0) 4.82
Credit Ratings in % 5)
AA 1.60AA- 2.50A+ 4.80A 2.40A- 11.80BBB+ 11.50BBB 13.90BBB- 48.10BB (Bucket) 0.00Not rated 3.40
5) Rating methodology to be considered Investment Grade (IG):at least on IG rating by S&P or Moody’s
Top 10 Holdings in %Position Maturity as % of
assetsLukoil Intl. Fin. 24.04.23 1.43MMC Finance 14.10.22 1.38Reliance Industries 28.01.25 1.37GNL Quintero SA 31.07.29 1.36State of Qatar 02.06.21 1.32OCP 25.04.24 1.28Rumania 07.02.22 1.28Bharti Airtel 20.05.24 1.27China Cinda Fin 23.04.20 1.26DP World 02.07.37 1.22Total 13.17
Investment policyThe fund invests primarily in corporate bonds,and to a limited degree in U.S.dollar-denominated bonds issued by sovereignborrowers in developing nations. In general, theFund’s investments must have an investmentgrade rating of BBB-/Baa3. Additionally, thefund also has the ability to invest in companieswith a split rating. The fund aims to deliver areturn over the entire economic cycle that ishigher than what could be achieved with bondsissued by borrowers in industrialized nations. Thelarge investment universe encompassing manydifferent countries with highly diverse risk profilesoffers interesting investment opportunities andallows for a broad diversification. The fund isactively managed in terms of its investmentapproach.
Fund facts
Unit class currency CHF
Bloomberg ticker CLEMIHC LX
Net asset value (NAV) 125.93
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 4.88 5.66Information ratio - -Tracking Error (Ex post) - -Maximum drawdown in % 4) -5.68 -7.774) Maximum drawdown is the most negative cumulative returnover a given time period.
Number of holdings
Default Probability Weighted Average CreditRating = BBB-Linear Weighted Average Credit Rating = BBB
CS
Inve
stm
ent F
unds
3
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
45
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 3 - Class IBH EUR
Fund manager Andreas FischerFund manager since 02.04.2012Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 573.34Inception date 28.02.2011Management fee in % p.a. 0.60TER (as of 31.03.2016) in % 0.81Benchmark (BM) -Swinging single pricing (SSP) 3) YesUnit Class Category IBH
(capital growth)
ISIN LU0592662174
Valor no. 12472007
Min. Investment Amount 500'000Redemptions DailyEU taxation In scope - tax
Fund 160
July 29, 2016Switzerland
CS (Lux) Emerging Market Corporate Investment Grade BondFund
Net performance in EUR (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201695
100
105
110
115
120
125
130
-5%
0%
5%
10%
15%
20%
25%
30%
16.2
-2.6
5.0
-1.4
7.8
CS (Lux) Emerging Market Corporate Investment Grade BondFund IBH EUR
Yearly or year-to-date performancerespectively (Fund)
Yearly or year-to-date performance respectively (Benchmark)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 1.14 2.87 7.82 4.42 13.75 24.91
Countries in %
China 14.80India 9.90Chile 8.50Mexico 7.00United ArabEmirates 6.80Peru 5.00Qatar 4.70Colombia 4.70Rest ofEmergingMarkets 29.90Others 8.70
Sectors in %
Financials 25.20Oil & Gas 18.00Sovereign 10.80Utilities 10.30Consumer 7.00TMT 6.10Industrials 6.00Metals andmining 4.80Diversified 4.30Others 7.50
Duration and YieldFund
Gross portfolio yield in % 3.34Average remaining term to maturity in years 6.63Modified duration in years 0) 4.82
Credit Ratings in % 5)
AA 1.60AA- 2.50A+ 4.80A 2.40A- 11.80BBB+ 11.50BBB 13.90BBB- 48.10BB (Bucket) 0.00Not rated 3.40
5) Rating methodology to be considered Investment Grade (IG):at least on IG rating by S&P or Moody’s
Top 10 Holdings in %Position Maturity as % of
assetsLukoil Intl. Fin. 24.04.23 1.43MMC Finance 14.10.22 1.38Reliance Industries 28.01.25 1.37GNL Quintero SA 31.07.29 1.36State of Qatar 02.06.21 1.32OCP 25.04.24 1.28Rumania 07.02.22 1.28Bharti Airtel 20.05.24 1.27China Cinda Fin 23.04.20 1.26DP World 02.07.37 1.22Total 13.17
Investment policyThe fund invests primarily in corporate bonds,and to a limited degree in U.S.dollar-denominated bonds issued by sovereignborrowers in developing nations. In general, theFund’s investments must have an investmentgrade rating of BBB-/Baa3. Additionally, thefund also has the ability to invest in companieswith a split rating. The fund aims to deliver areturn over the entire economic cycle that ishigher than what could be achieved with bondsissued by borrowers in industrialized nations. Thelarge investment universe encompassing manydifferent countries with highly diverse risk profilesoffers interesting investment opportunities andallows for a broad diversification. The fund isactively managed in terms of its investmentapproach.
Fund facts
Unit class currency EUR
Bloomberg ticker CLEMIHE LX
Net asset value (NAV) 129.23
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 4.89 5.67Information ratio - -Tracking Error (Ex post) - -Maximum drawdown in % 4) -5.08 -7.804) Maximum drawdown is the most negative cumulative returnover a given time period.
Number of holdings
Default Probability Weighted Average CreditRating = BBB-Linear Weighted Average Credit Rating = BBB
46
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class B
Purchases SalesBaloise-Holding Reg DufryThe Swatch Group Reg Clariant RegKardex Reg Bucher IndustriesDaetwyler Holding Gategroup Holding Reg
Fund manager Patrik CarischFund manager since 28.01.2013Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 31. MayTotal net assets (in mil.) 86.35Inception date 14.01.1994Management fee in % p.a. 1.60TER (as of 30.09.2015) in % 1.68Benchmark (BM) SPI EXTRA (TR) (10/05)Swinging single pricing (SSP) 3) YesUnit Class Category B
(capital growth)
ISIN CH0001632147
Valor no. 163214
Redemptions DailyEU taxation In scope - no tax
July 29, 2016Switzerland
CS (CH) Small and Mid Cap Switzerland Equity Fund
Net performance in CHF (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 2016708090
100110120130140150160
-30%-20%-10%
0%10%20%30%40%50%60%
-22.5
18.827.8
10.0 8.93.3
-19.1
13.9
27.7
11.4 11.05.3
CS (CH) Small and Mid Cap Switzerland EquityFund B
Yearly or year-to-date performance respectively (Fund)
SPI EXTRA (TR) (10/05)Yearly or year-to-date performance respectively(Benchmark)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 6.02 6.50 3.29 4.39 39.45 70.14Benchmark 4.10 4.57 5.26 8.98 45.20 73.64
Sectors in %Fund
Industrials 26.26Financials 18.98Health Care 15.32Information Technology 11.64Materials 10.05Consumer Staples 8.19Consumer Discretionary 6.17Telecommunication Services 1.81Cash/Cash Equivalents 1.57
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 14.37 13.77Information ratio -0.36 -0.12Tracking Error (Ex post) 3.69 3.32Beta 1.22 1.18
Top 10 Holdings in %Sika 6.53Lonza 5.92Partners Group Holding AG 5.86Lindt & Sprüngli 4.69Schindler Holding PC 4.63Sonova Holding AG 3.85U-Blox Holding AG 3.41Baloise 3.29Schweiter Tech. 3.18Logitech 3.14Total 44.50
Significant Transactions
Investment policyThe fund’s investment objective is long-termcapital growth through investments in adiversified portfolio of Swiss small and mid-capstocks. Investments are guided by the SPIEXTRA Index (Small & Mid Caps). Preference isgiven to shares indicating above-average valuegrowth. In addition to company valuation, keyassessment criteria include the economicclimate, the company’s market positioning andmanagement quality.
Fund facts
Unit class currency CHF
Bloomberg ticker CSEQSMS SW
Net asset value (NAV) 1'042.99
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Cre
dit S
uiss
e Eq
uity
Fun
d
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
47
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class B
0.37-2.85
-0.93-0.39
1.45-0.96
1.320.961.10
Purchases SalesJulius Baer Gruppe Bucher IndustriesAdecco Reg Cie Financiere Richemont RegLafargeholcim Reg Nestle RegAbb Reg Swiss ReinsuranceSwiss Life Reg Novartis Reg
Fund manager Urs KunzFund manager since 10.04.2007Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 31. MayTotal net assets (in mil.) 406.35Inception date 10.05.1949Management fee in % p.a. 1.60TER (as of 30.09.2015) in % 1.66Benchmark (BM) SPI (TR) (07/06)Swinging single pricing (SSP) 3) YesUnit Class Category B
(capital growth)
ISIN CH0002788906
Valor no. 278890
Redemptions DailyEU taxation In scope - no tax
July 29, 2016Switzerland
CS (CH) Swiss Blue Chips Equity Fund
Net performance in CHF (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201680
100
120
140
160
180
-20%
0%
20%
40%
60%
80%
-9.7
17.523.0
11.4
1.3
-3.7-7.7
17.724.6
13.0
2.7
-2.9
CS (CH) Swiss Blue Chips Equity Fund B Yearly or year-to-date performance respectively (Fund)SPI (TR) (07/06) Yearly or year-to-date performance respectively (Benchmark)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 2.20 3.31 -3.69 -8.79 14.50 56.76Benchmark 1.94 3.05 -2.92 -7.65 19.32 66.09
Sectors in %Fund Benchmark Compared with benchmark
Health Care 36.28 35.91Consumer Staples 19.39 22.24Financials 15.83 16.76Industrials 10.37 10.76Materials 9.14 7.69Consumer Discretionary 3.23 4.19Information Technology 2.53 1.21Telecommunication Services 2.13 1.17Cash/Cash Equivalents 1.10 -
Currencies in %
CHF 99.99EUR 0.01
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 12.30 11.63Information ratio -1.18 -1.02Tracking Error (Ex post) 1.16 1.13Beta 1.02 1.02
Countries in %
Switzerland 98.90Cash/CashEquivalents 1.10
Top 10 Holdings in %Nestle SA 19.00Novartis AG 16.04Roche Holding AG 14.14UBS Group AG 3.61ABB 3.49Zurich Insurance Group 3.33Syngenta AG 3.28Actelion 2.27Cie Financiere Richemont 2.02Partners Group Holding AG 1.93Total 69.11
Significant Transactions
Investment policyLaunched in 1949, the fund gives investorsaccess to the Swiss equity market. The broadlydiversified portfolio is geared to long-term valuegrowth, its performance benchmark being theSPI. Preference is given to big-cap stocks. Stockselection is based on criteria such as companyvaluation, business climate, market positioningand management quality.
Fund facts
Unit class currency CHF
Bloomberg ticker CRSASWI SW
Net asset value (NAV) 257.00
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
48
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class B
Purchases SalesLafargeholcim Reg Roche Holding CertCs Group Reg Novartis RegUbs Group Gategroup Holding RegBarrick Gold Ubs Group- Clariant Reg
Fund manager Patrik CarischFund manager since 01.09.1993Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 31. MayTotal net assets (in mil.) 296.17Inception date 01.12.1982Management fee in % p.a. 1.60TER (as of 30.09.2015) in % 1.66Benchmark (BM) SPI (TR)Swinging single pricing (SSP) 3) YesUnit Class Category B
(capital growth)
ISIN CH0002793757
Valor no. 279375
Redemptions DailyEU taxation In scope - no tax
July 29, 2016Switzerland
CS (CH) Swissac Equity Fund
Net performance in CHF (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201680
100
120
140
160
180
-20%
0%
20%
40%
60%
80%
-11.0
16.824.0
12.8
2.2
-2.4-7.7
17.724.6
13.0
2.7
-2.9
CS (CH) Swissac Equity Fund B Yearly or year-to-date performance respectively (Fund)SPI (TR) Yearly or year-to-date performance respectively (Benchmark)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 2.87 4.36 -2.40 -7.89 19.65 61.29Benchmark 1.94 3.05 -2.92 -7.65 19.32 66.09
Sectors in %Fund
Health Care 34.64Consumer Staples 16.41Industrials 13.48Financials 13.21Materials 12.33Information Technology 4.03Consumer Discretionary 3.31Telecommunication Services 0.76Cash/Cash Equivalents 1.83
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 13.05 12.20Information ratio 0.04 -0.32Tracking Error (Ex post) 2.06 1.86Beta 1.08 1.06
Top 10 Holdings in %Nestle SA 15.87Novartis AG 15.86Roche Holding AG 12.45ABB 3.69Syngenta AG 3.41Actelion 3.13Givaudan 3.03UBS Group AG 2.93Geberit 2.72Lafargeholcim Ltd 2.57Total 65.66
Significant Transactions
Investment policySwissac invests primarily in shares of companiesthat are domiciled in Switzerland. Stock selectionis based on qualitative and quantitative analyses.
Fund facts
Unit class currency CHF
Bloomberg ticker CRSSWSI SW
Net asset value (NAV) 342.92
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Cre
dit S
uiss
e Eq
uity
Fun
d
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
49
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 11 - Class B EUR
Purchases Sales- -- -- -- -
Fund manager CSAM Indirect Real Estate TeamFund manager since 14.06.2016Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 24.33Inception date 06.07.2001Management fee in % p.a. 1.92TER (as of 31.03.2016) in % 2.27Benchmark (BM)
FTSE EPRA/NAREIT Dev. Europe Capped (NR) (01/10)
Unit Class Category B(capital growth)
ISIN LU0129337381
Valor no. 1235387
Redemptions DailyEU taxation Out of scope
July 29, 2016Switzerland
CS (Lux) European Property Equity Fund
Net performance in EUR (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201660
80
100
120
140
160
180
200
-40%
-20%
0%
20%
40%
60%
80%
100%
-14.5
26.9
9.2
24.317.9
-3.3-10.4
27.1
10.8
25.418.1
-0.1
CS (Lux) European Property Equity Fund B EURYearly or year-to-date performance respectively(Fund)
FTSE EPRA/NAREIT Dev. Europe Capped (NR)(01/10)
Yearly or year-to-date performance respectively(Benchmark)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 5.67 1.01 -3.33 -4.54 48.61 62.51Benchmark 6.03 2.73 -0.07 -0.46 56.65 76.80
Sectors in %Fund
Diversified REITs 27.39Residential REITs 25.33Retail REITs 23.62Industrial & Office REITs 17.76Speciality REITs 4.00Free Cash 1.90
Currencies in %
EUR 54.76GBP 31.20SEK 7.91CHF 6.13
Countries in %
United Kingdom 31.20Germany 23.40France 20.20Sweden 7.91Switzerland 6.13Spain 4.04Ireland 2.14Netherlands 1.56Cash/CashEquivalents 1.90Others 1.52Significant Transactions
Investment policyThe subfund invests throughout Europe in stocksof companies operating in the real estate marketand related industries. This sector consists ofenterprises which provide, produce, develop,finance and/or sell services and products for thereal estate market. There will not be any directinvestments in real estate.
Fund facts
Unit class currency EUR
Bloomberg ticker CSEFEPB LX
Net asset value (NAV) 22.93
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 15.23 15.18Information ratio -1.13 -0.98Tracking Error (Ex post) 1.55 1.72Beta 1.05 1.05
50
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 11 - Class IB EUR
Purchases Sales- -- -- -- -
Fund manager CSAM Indirect Real Estate TeamFund manager since 14.06.2016Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 24.33Inception date 06.07.2001Management fee in % p.a. 0.90TER (as of 31.03.2016) in % 1.25Benchmark (BM)
FTSE EPRA/NAREIT Dev. Europe Capped (NR) (01/10)
Unit Class Category IB(capital growth)
ISIN LU0129337548
Valor no. 1235389
Min. Investment Amount 500'000Redemptions DailyEU taxation Out of scope
July 29, 2016Switzerland
CS (Lux) European Property Equity Fund
Net performance in EUR (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201660
80
100
120
140
160
180
200
-40%
-20%
0%
20%
40%
60%
80%
100%
-13.6
28.2
10.3
25.519.1
-2.8-10.4
27.1
10.8
25.418.1
-0.1
CS (Lux) European Property Equity Fund IB EURYearly or year-to-date performance respectively(Fund)
FTSE EPRA/NAREIT Dev. Europe Capped (NR)(01/10)
Yearly or year-to-date performance respectively(Benchmark)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 5.78 1.28 -2.75 -3.56 53.24 70.99Benchmark 6.03 2.73 -0.07 -0.46 56.65 76.80
Sectors in %Fund
Diversified REITs 27.39Residential REITs 25.33Retail REITs 23.62Industrial & Office REITs 17.76Speciality REITs 4.00Free Cash 1.90
Currencies in %
EUR 54.76GBP 31.20SEK 7.91CHF 6.13
Countries in %
United Kingdom 31.20Germany 23.40France 20.20Sweden 7.91Switzerland 6.13Spain 4.04Ireland 2.14Netherlands 1.56Cash/CashEquivalents 1.90Others 1.52Significant Transactions
Investment policyThe subfund invests throughout Europe in stocksof companies operating in the real estate marketand related industries. This sector consists ofenterprises which provide, produce, develop,finance and/or sell services and products for thereal estate market. There will not be any directinvestments in real estate.
Fund facts
Unit class currency EUR
Bloomberg ticker CSEFEPI LX
Net asset value (NAV) 2'673.89
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 15.24 15.21Information ratio -0.47 -0.38Tracking Error (Ex post) 1.55 1.74Beta 1.04 1.05
Cre
dit S
uiss
e S
ICA
V II
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
51
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 11 - Class B EUR
17.298.15
3.842.067.30
-10.63-2.36-1.26
1.10-25.51
Purchases SalesSLC AGRICOLA -SALINI IMPREGILO -GAZPROM OAO Reg S Adr -MIGROS TICARET -
Fund manager Gregor TrachselFund manager since 30.04.2008Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 168.53Inception date 08.06.2001Management fee in % p.a. 1.92TER (as of 31.03.2016) in % 2.23Benchmark (BM) MSCI World (NR)Unit Class Category B
(capital growth)
ISIN LU0129338272
Valor no. 1235254
Redemptions DailyEU taxation Out of scope
July 29, 2016Switzerland
CS (Lux) Global Value Equity Fund
Net performance in EUR (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201660
80
100
120
140
160
180
200
-40%
-20%
0%
20%
40%
60%
80%
100%
-13.1
3.9
23.1
-0.12.0
14.5
-2.4
14.021.2 19.5
10.41.9
CS (Lux) Global Value Equity Fund B EUR Yearly or year-to-date performance respectively (Fund)MSCI World (NR) Yearly or year-to-date performance respectively (Benchmark)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 8.79 11.09 14.51 6.48 27.97 38.78Benchmark 3.54 6.15 1.91 -1.65 43.82 88.00
Sectors in %Fund Benchmark Compared with benchmark
Materials 22.13 4.84Industrials 19.09 10.94Consumer Discretionary 16.43 12.59Consumer Staples 12.90 10.84Utilities 10.81 3.51Financials 8.45 19.08Energy 4.18 6.54Telecommunication Services 2.34 3.60Cash/Cash Equivalents 1.10 -Others 2.55 28.06
Currencies in %
EUR 21.70JPY 20.81BRL 17.36USD 16.73GBP 6.04CHF 5.74CLP 5.43SGD 2.66AUD 1.31Others 2.21
Significant Transactions
Countries in %
Japan 20.73Brazil 18.46Italy 13.96USA 8.82United Kingdom 6.00Switzerland 5.74Chile 5.43France 3.72Cash/CashEquivalents 1.10Others 16.02
Top 10 Holdings in %Masisa 2.88Del Monte Pacific 2.66Tech Pack S.A. 2.55Rumo Logistica Operador 2.52Edmond de RothSchild 2.25Celesc 2.23Cia Saneamento Minas Gerais 2.17ASA Gold and Precious Metals 2.13Anglo American 2.05Cresud 2.04Total 23.48
This Fund is not suitable for investors witha relative-return perspective and a rollinginvestment horizon of less than 5 years.
Investment policyThe Credit Suisse Equity Fund (Lux) GlobalValue pursues a "deep value" approach based onthe classic Graham & Dodd discipline. To thisend the fund invests in undervalued companieswhich are listed worldwide on regulated andaccessible markets. The investment decisionsare not made on the basis of a benchmark;nevertheless, investors can use the MSCI WorldIndex as a long-term yardstick. The valueapproach can deliver above-average results overa long period because it disciplines investors notto pay too much for an investment.
Fund facts
Unit class currency EUR
Bloomberg ticker CSEFSIE LX
Net asset value (NAV) 10.02
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 12.96 12.38Information ratio -0.40 -0.67Tracking Error (Ex post) 9.66 9.06Beta 0.77 0.80
52
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 11 - Class IB EUR
17.298.15
3.842.067.30
-10.63-2.36-1.26
1.10-25.51
Purchases SalesSLC AGRICOLA -SALINI IMPREGILO -GAZPROM OAO Reg S Adr -MIGROS TICARET -
Fund manager Gregor TrachselFund manager since 30.04.2008Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 168.53Inception date 16.01.2007Management fee in % p.a. 0.90TER (as of 31.03.2016) in % 1.21Benchmark (BM) MSCI World (NR)Unit Class Category IB
(capital growth)
ISIN LU0129339833
Valor no. 1235366
Min. Investment Amount 500'000Redemptions DailyEU taxation Out of scope
July 29, 2016Switzerland
CS (Lux) Global Value Equity Fund
Net performance in EUR (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201680
100
120
140
160
180
200
-20%
0%
20%
40%
60%
80%
100%
-12.2
4.9
24.3
0.9 3.115.2
-2.4
14.021.2 19.5
10.41.9
CS (Lux) Global Value Equity Fund IB EUR Yearly or year-to-date performance respectively (Fund)MSCI World (NR) Yearly or year-to-date performance respectively (Benchmark)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 8.88 11.44 15.20 7.57 32.02 46.03Benchmark 3.54 6.15 1.91 -1.65 43.82 88.00
Sectors in %Fund Benchmark Compared with benchmark
Materials 22.13 4.84Industrials 19.09 10.94Consumer Discretionary 16.43 12.59Consumer Staples 12.90 10.84Utilities 10.81 3.51Financials 8.45 19.08Energy 4.18 6.54Telecommunication Services 2.34 3.60Cash/Cash Equivalents 1.10 -Others 2.55 28.06
Currencies in %
EUR 21.70JPY 20.81BRL 17.36USD 16.73GBP 6.04CHF 5.74CLP 5.43SGD 2.66AUD 1.31Others 2.21
Significant Transactions
Countries in %
Japan 20.73Brazil 18.46Italy 13.96USA 8.82United Kingdom 6.00Switzerland 5.74Chile 5.43France 3.72Cash/CashEquivalents 1.10Others 16.02
Top 10 Holdings in %Masisa 2.88Del Monte Pacific 2.66Tech Pack S.A. 2.55Rumo Logistica Operador 2.52Edmond de RothSchild 2.25Celesc 2.23Cia Saneamento Minas Gerais 2.17ASA Gold and Precious Metals 2.13Anglo American 2.05Cresud 2.04Total 23.48
This Fund is not suitable for investors witha relative-return perspective and a rollinginvestment horizon of less than 5 years.
Investment policyThe Credit Suisse Equity Fund (Lux) GlobalValue pursues a "deep value" approach based onthe classic Graham & Dodd discipline. To thisend the fund invests in undervalued companieswhich are listed worldwide on regulated andaccessible markets. The investment decisionsare not made on the basis of a benchmark;nevertheless, investors can use the MSCI WorldIndex as a long-term yardstick. The valueapproach can deliver above-average results overa long period because it disciplines investors notto pay too much for an investment.
Fund facts
Unit class currency EUR
Bloomberg ticker CSEFLEI LX
Net asset value (NAV) 1'571.63
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 12.96 12.37Information ratio -0.30 -0.56Tracking Error (Ex post) 9.66 9.07Beta 0.77 0.79
Cre
dit S
uiss
e S
ICA
V II
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
53
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 11 - Class BH CHF
Purchases SalesSLC AGRICOLA -SALINI IMPREGILO -GAZPROM OAO Reg S Adr -MIGROS TICARET -
Fund manager Gregor TrachselFund manager since 30.04.2008Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 168.53Inception date 18.10.2006Management fee in % p.a. 1.92TER (as of 31.03.2016) in % 2.23Benchmark (BM) No Benchmark (06/14)Unit Class Category BH
(capital growth)
ISIN LU0268334421
Valor no. 2705191
Redemptions DailyEU taxation Out of scope
July 29, 2016Switzerland
CS (Lux) Global Value Equity Fund
Net performance in CHF (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201680
90
100
110
120
130
-20%
-10%
0%
10%
20%
30%
-14.5
3.3
22.9
-0.40.5
14.0
CS (Lux) Global Value Equity Fund BH CHF Yearly or year-to-date performance respectively (Fund)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 8.66 10.93 13.97 5.47 25.00 33.53
Sectors in %Fund
Materials 22.13Industrials 19.09Consumer Discretionary 16.43Consumer Staples 12.90Utilities 10.81Financials 8.45Energy 4.18Telecommunication Services 2.34Cash/Cash Equivalents 1.10Others 2.55
Currencies in %
EUR 21.70JPY 20.81BRL 17.36USD 16.73GBP 6.04CHF 5.74CLP 5.43SGD 2.66AUD 1.31Others 2.21
Significant Transactions
Countries in %
Japan 20.73Brazil 18.46Italy 13.96USA 8.82United Kingdom 6.00Switzerland 5.74Chile 5.43France 3.72Cash/CashEquivalents 1.10Others 16.02
Top 10 Holdings in %Masisa 2.88Del Monte Pacific 2.66Tech Pack S.A. 2.55Rumo Logistica Operador 2.52Edmond de RothSchild 2.25Celesc 2.23Cia Saneamento Minas Gerais 2.17ASA Gold and Precious Metals 2.13Anglo American 2.05Cresud 2.04Total 23.48
This Fund is not suitable for investors witha relative-return perspective and a rollinginvestment horizon of less than 5 years.
Investment policyThe Credit Suisse Equity Fund (Lux) GlobalValue pursues a "deep value" approach based onthe classic Graham & Dodd discipline. To thisend the fund invests in undervalued companieswhich are listed worldwide on regulated andaccessible markets. The investment decisionsare not made on the basis of a benchmark;nevertheless, investors can use the MSCI WorldIndex as a long-term yardstick. The valueapproach can deliver above-average results overa long period because it disciplines investors notto pay too much for an investment.
Fund facts
Unit class currency CHF
Bloomberg ticker CSEFWRC LX
Net asset value (NAV) 13.30
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 12.95 12.38Information ratio 0.07 -0.34Tracking Error (Ex post) 17.11 14.57Beta -0.25 0.15
54
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 11 - Class BH CZK
Purchases SalesSLC AGRICOLA -SALINI IMPREGILO -GAZPROM OAO Reg S Adr -MIGROS TICARET -
Fund manager Gregor TrachselFund manager since 30.04.2008Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 168.53Inception date 19.11.2009Management fee in % p.a. 1.92TER (as of 31.03.2016) in % 2.23Benchmark (BM) No Benchmark (06/14)Unit Class Category BH
(capital growth)
ISIN LU0458681094
Valor no. 10665619
Redemptions DailyEU taxation Out of scope
July 29, 2016Switzerland
CS (Lux) Global Value Equity Fund
Net performance in CZK (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201680
90
100
110
120
130
-20%
-10%
0%
10%
20%
30%
-13.6
4.0
22.9
-0.6
0.9
14.4
CS (Lux) Global Value Equity Fund BH CZK Yearly or year-to-date performance respectively (Fund)
Net performance in CZK 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 8.81 11.11 14.36 5.40 25.64 36.08
Sectors in %Fund
Materials 22.13Industrials 19.09Consumer Discretionary 16.43Consumer Staples 12.90Utilities 10.81Financials 8.45Energy 4.18Telecommunication Services 2.34Cash/Cash Equivalents 1.10Others 2.55
Currencies in %
EUR 21.70JPY 20.81BRL 17.36USD 16.73GBP 6.04CHF 5.74CLP 5.43SGD 2.66AUD 1.31Others 2.21
Significant Transactions
Countries in %
Japan 20.73Brazil 18.46Italy 13.96USA 8.82United Kingdom 6.00Switzerland 5.74Chile 5.43France 3.72Cash/CashEquivalents 1.10Others 16.02
Top 10 Holdings in %Masisa 2.88Del Monte Pacific 2.66Tech Pack S.A. 2.55Rumo Logistica Operador 2.52Edmond de RothSchild 2.25Celesc 2.23Cia Saneamento Minas Gerais 2.17ASA Gold and Precious Metals 2.13Anglo American 2.05Cresud 2.04Total 23.48
This Fund is not suitable for investors witha relative-return perspective and a rollinginvestment horizon of less than 5 years.
Investment policyThe Credit Suisse Equity Fund (Lux) GlobalValue pursues a "deep value" approach based onthe classic Graham & Dodd discipline. To thisend the fund invests in undervalued companieswhich are listed worldwide on regulated andaccessible markets. The investment decisionsare not made on the basis of a benchmark;nevertheless, investors can use the MSCI WorldIndex as a long-term yardstick. The valueapproach can deliver above-average results overa long period because it disciplines investors notto pay too much for an investment.
Fund facts
Unit class currency CZK
Bloomberg ticker CSEGVRC LX
Net asset value (NAV) 1'758.49
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 13.05 12.43Information ratio -0.28 -0.57Tracking Error (Ex post) 15.76 13.59Beta 0.07 0.34
Cre
dit S
uiss
e S
ICA
V II
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
55
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 11 - Class BH USD
Purchases SalesSLC AGRICOLA -SALINI IMPREGILO -GAZPROM OAO Reg S Adr -MIGROS TICARET -
Fund manager Gregor TrachselFund manager since 30.04.2008Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 168.53Inception date 18.10.2006Management fee in % p.a. 1.92TER (as of 31.03.2016) in % 2.23Benchmark (BM) No Benchmark (06/14)Unit Class Category EB
(capital growth)
ISIN LU0268334777
Valor no. 2705196
Redemptions DailyEU taxation Out of scope
July 29, 2016Switzerland
CS (Lux) Global Value Equity Fund
Net performance in USD (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201680
90
100
110
120
130
-20%
-10%
0%
10%
20%
30%
-13.7
4.1
23.3
-0.5
1.2
14.9
CS (Lux) Global Value Equity Fund BH USD Yearly or year-to-date performance respectively (Fund)
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 8.87 11.64 14.92 6.24 27.13 38.17
Sectors in %Fund
Materials 22.13Industrials 19.09Consumer Discretionary 16.43Consumer Staples 12.90Utilities 10.81Financials 8.45Energy 4.18Telecommunication Services 2.34Cash/Cash Equivalents 1.10Others 2.55
Currencies in %
EUR 21.70JPY 20.81BRL 17.36USD 16.73GBP 6.04CHF 5.74CLP 5.43SGD 2.66AUD 1.31Others 2.21
Significant Transactions
Countries in %
Japan 20.73Brazil 18.46Italy 13.96USA 8.82United Kingdom 6.00Switzerland 5.74Chile 5.43France 3.72Cash/CashEquivalents 1.10Others 16.02
Top 10 Holdings in %Masisa 2.88Del Monte Pacific 2.66Tech Pack S.A. 2.55Rumo Logistica Operador 2.52Edmond de RothSchild 2.25Celesc 2.23Cia Saneamento Minas Gerais 2.17ASA Gold and Precious Metals 2.13Anglo American 2.05Cresud 2.04Total 23.48
This Fund is not suitable for investors witha relative-return perspective and a rollinginvestment horizon of less than 5 years.
Investment policyThe Credit Suisse Equity Fund (Lux) GlobalValue pursues a "deep value" approach based onthe classic Graham & Dodd discipline. To thisend the fund invests in undervalued companieswhich are listed worldwide on regulated andaccessible markets. The investment decisionsare not made on the basis of a benchmark;nevertheless, investors can use the MSCI WorldIndex as a long-term yardstick. The valueapproach can deliver above-average results overa long period because it disciplines investors notto pay too much for an investment.
Fund facts
Unit class currency USD
Bloomberg ticker CSEFWRU LX
Net asset value (NAV) 14.48
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 13.13 12.49Information ratio 0.23 -0.02Tracking Error (Ex post) 13.75 12.64Beta 0.23 0.48
56
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 11 - Class B EUR
Purchases SalesUNICREDIT ACEATENARIS ATLANTIAEXOR SALINI IMPREGILOINTESA SANPAOLO ENITELECOM ITALIA FINECOBANK
Fund manager Marco BolzoniFund manager since 31.07.2015Location MilanoFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 57.68Inception date 25.09.1992Management fee in % p.a. 1.92TER (as of 31.03.2016) in % 2.19Benchmark (BM) MSCI Italy 10/40 (NR) (07/11)Unit Class Category B
(capital growth)
ISIN LU0055733355
Valor no. 349537
Redemptions DailyEU taxation Out of scope
July 29, 2016Switzerland
CS (Lux) Italy Equity Fund
Net performance in EUR (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201660
80
100
120
140
160
-40%
-20%
0%
20%
40%
60%
-22.9
15.1
28.0
6.2
20.1
-20.8-25.4
15.224.1
5.5
16.2
-20.9
CS (Lux) Italy Equity Fund B EUR Yearly or year-to-date performance respectively (Fund)MSCI Italy 10/40 (NR) (07/11) Yearly or year-to-date performance respectively (Benchmark)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 5.37 -8.82 -20.84 -26.82 20.80 22.81Benchmark 4.80 -7.78 -20.94 -27.41 14.16 10.94
Sectors in %Fund
Financials 35.36Utilities 18.61Consumer Discretionary 13.54Industrials 12.64Energy 12.53Telecommunication Services 4.66Information Technology 1.43Health Care 0.50Cash/Cash Equivalents -0.09Others 0.81
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 18.53 21.27Information ratio 0.64 0.69Tracking Error (Ex post) 2.93 2.97Beta 0.97 0.94
Top 10 Holdings in %Enel 8.71Intesa Sanpaolo 7.62ENI 7.59Unicredit Fin. 4.94Snam Rete Gas 4.49Fiat Investments Chrysler 4.09Telecom Italia risp 3.99Assicurazioni Gen. 3.88Tenaris 3.88Atlantia 3.87Total 53.06
Significant Transactions
Investment policyThe aim of the Fund is to achieve the highestpossible capital growth by investing in leadingItalian companies characterised by highprofitability, a sound financial structure andsuccessful management.
Fund facts
Unit class currency EUR
Bloomberg ticker CRSITBI LX
Net asset value (NAV) 331.16
Cre
dit S
uiss
e S
ICA
V II
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
57
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 11 - Class IB EUR
Purchases SalesUNICREDIT ACEATENARIS ATLANTIAEXOR SALINI IMPREGILOINTESA SANPAOLO ENITELECOM ITALIA FINECOBANK
Fund manager Marco BolzoniFund manager since 31.07.2015Location MilanoFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 57.68Inception date 19.10.2007Management fee in % p.a. 0.70TER (as of 31.03.2016) in % 0.97Benchmark (BM) MSCI Italy 10/40 (NR) (07/11)Unit Class Category IB
(capital growth)
ISIN LU0108801654
Valor no. 1057956
Min. Investment Amount 500'000Redemptions DailyEU taxation Out of scope
July 29, 2016Switzerland
CS (Lux) Italy Equity Fund
Net performance in EUR (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201660
80
100
120
140
160
180
-40%
-20%
0%
20%
40%
60%
80%
-21.9
16.5
29.6
7.5
21.6
-20.3-25.4
15.224.1
5.516.2
-20.9
CS (Lux) Italy Equity Fund IB EUR Yearly or year-to-date performance respectively (Fund)MSCI Italy 10/40 (NR) (07/11) Yearly or year-to-date performance respectively (Benchmark)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 5.47 -8.54 -20.28 -25.92 25.30 30.52Benchmark 4.80 -7.78 -20.94 -27.41 14.16 10.94
Sectors in %Fund
Financials 35.36Utilities 18.61Consumer Discretionary 13.54Industrials 12.64Energy 12.53Telecommunication Services 4.66Information Technology 1.43Health Care 0.50Cash/Cash Equivalents -0.09Others 0.81
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 18.54 21.29Information ratio 1.06 1.10Tracking Error (Ex post) 2.93 2.96Beta 0.97 0.94
Top 10 Holdings in %Enel 8.71Intesa Sanpaolo 7.62ENI 7.59Unicredit Fin. 4.94Snam Rete Gas 4.49Fiat Investments Chrysler 4.09Telecom Italia risp 3.99Assicurazioni Gen. 3.88Tenaris 3.88Atlantia 3.87Total 53.06
Significant Transactions
Investment policyThe aim of the Fund is to achieve the highestpossible capital growth by investing in leadingItalian companies characterised by highprofitability, a sound financial structure andsuccessful management.
Fund facts
Unit class currency EUR
Bloomberg ticker CRSITLI LX
Net asset value (NAV) 789.42
58
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 11 - Class B EUR
Purchases SalesSECURITAS B NEXANSTAYLOR WIMPEY SAGATIETO OYS TAYLOR WIMPEYBILLERUD KORSNAS AB OSRAM LICHT RegAVEVA GROUP LUNDIN PETROLEUM
Fund manager Jan BergFund manager since 21.02.2007Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 90.17Inception date 28.01.1994Management fee in % p.a. 1.92TER (as of 31.03.2016) in % 2.20Benchmark (BM)
MSCI Europe Small Cap (NR) (09/06)Swinging single pricing (SSP) 3) YesUnit Class Category B
(capital growth)
ISIN LU0048365026
Valor no. 140168
Redemptions DailyEU taxation Out of scope
July 29, 2016Switzerland
CS (Lux) Small and Mid Cap Europe Equity Fund
Net performance in EUR (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201660
80
100
120
140
160
180
200
-40%
-20%
0%
20%
40%
60%
80%
100%
-18.6
19.030.4
9.620.1
-4.6-17.4
27.033.4
6.5
23.5
-4.8
CS (Lux) Small and Mid Cap Europe Equity FundB EUR
Yearly or year-to-date performance respectively (Fund)
MSCI Europe Small Cap (NR) (09/06)Yearly or year-to-date performance respectively(Benchmark)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 5.61 3.52 -4.57 -9.60 42.99 70.49Benchmark 5.56 0.15 -4.84 -5.45 45.22 83.02
Sectors in %Fund
Information Technology 20.06Industrials 19.58Materials 19.22Health Care 10.68Consumer Staples 7.11Energy 6.65Consumer Discretionary 6.25Financials 6.23Utilities 1.81Cash/Cash Equivalents 2.40
Currencies in %
EUR 43.67GBP 22.02CHF 13.50SEK 12.11NOK 7.35DKK 1.35
Countries in %
United Kingdom 20.96Switzerland 13.25Sweden 11.82Finland 11.28France 8.07Norway 6.81Spain 5.83Belgium 5.16Cash/CashEquivalents 2.40Others 14.40
Top 10 Holdings in %Acergy 3.76Halma 3.75Oriflame Cosmetics 3.51Micro Focus International 3.21Ypsomed 2.97Vaisala Oyj 2.94Huhtamaki 2.82Nexity A 2.76Umicore 2.60Verkkokauppa.com 2.54Total 30.86
Significant Transactions
Investment policyThe aim of the Fund is to achieve the highestcapital growth possible. The Fund invests at leasttwo-thirds of its assets in small andmedium-sized European companies with amarket capitalization of EUR 5 billion or less. Theinvestment region Europe includes all EU andEFTA countries.
Fund facts
Unit class currency EUR
Bloomberg ticker CRSESEI LX
Net asset value (NAV) 2'384.20
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 13.40 14.19Information ratio -0.09 -0.26Tracking Error (Ex post) 5.97 5.41Beta 0.88 0.90
Cre
dit S
uiss
e S
ICA
V II
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
59
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 11 - Class B EUR
Purchases SalesDEUTSCHE PFANDBRIEFBANK
HELLA KGAA HUECK & COSTROER OUT-OF-HOME MEDIAAIRBUS GROUP NVKION GROUP FIELMANNFREENET Reg VOSSLOHAURUBIS GEA GROUP
Fund manager Felix MeierFund manager since 01.01.2003Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 331.13Inception date 26.08.1994Management fee in % p.a. 1.92TER (as of 31.03.2016) in % 2.18Benchmark (BM) Midcap Market Index (TR) (07/08)Unit Class Category B
(capital growth)
ISIN LU0052265898
Valor no. 248590
Redemptions DailyEU taxation Out of scope
July 29, 2016Switzerland
CS (Lux) Small and Mid Cap Germany Equity Fund
Net performance in EUR (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 20166080
100120140160180200220
-40%-20%
0%20%40%60%80%
100%120%
-15.3
33.1 39.5
0.3
19.5
-4.2-13.9
31.340.3
4.4
25.7
-0.6
CS (Lux) Small and Mid Cap Germany Equity FundB EUR
Yearly or year-to-date performance respectively(Fund)
Midcap Market Index (TR) (07/08)Yearly or year-to-date performance respectively(Benchmark)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 7.23 3.58 -4.22 -4.83 32.21 77.54Benchmark 6.70 5.19 -0.56 0.24 51.35 103.60
Sectors in %Fund
Industrials 30.10Information Technology 19.55Financials 13.48Health Care 12.36Materials 10.88Consumer Discretionary 9.16Telecommunication Services 2.24Consumer Staples 1.85Utilities 0.38Cash/Cash Equivalents 0.01
Currencies in %
EUR 100.00
Countries in %
Germany 90.75France 8.14Luxembourg 1.10Cash/CashEquivalents 0.01
Top 10 Holdings in %Airbus Group 8.14Wire Card 6.23GEA Group AG 4.45Deutsche Wohnen 3.99Morphosys 3.93Symrise 3.48Brenntag 3.10Grenkeleasing 2.95Hannover Rueck 2.68Qiagen 2.47Total 41.42
Significant Transactions
Investment policyThe aim of the Fund is to achieve the highestpossible capital growth. Investment focus is onsmall and mid-sized companies domiciled inGermany. Small and mid sized companies arecompanies not being part of the DAX 30 Index.
Fund facts
Unit class currency EUR
Bloomberg ticker CRSESGI LX
Net asset value (NAV) 2'035.46
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 14.61 16.01Information ratio -1.28 -0.80Tracking Error (Ex post) 3.52 3.44Beta 0.97 0.99
60
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 11 - Class IB EUR
Purchases SalesDEUTSCHE PFANDBRIEFBANK
HELLA KGAA HUECK & COSTROER OUT-OF-HOME MEDIAAIRBUS GROUP NVKION GROUP FIELMANNFREENET Reg VOSSLOHAURUBIS GEA GROUP
Fund manager Felix MeierFund manager since 01.01.2003Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 331.13Inception date 29.08.2005Management fee in % p.a. 0.90TER (as of 31.03.2016) in % 1.17Benchmark (BM) Midcap Market Index (TR) (07/08)Unit Class Category IB
(capital growth)
ISIN LU0108803940
Valor no. 1057945
Min. Investment Amount 500'000Redemptions DailyEU taxation Out of scope
July 29, 2016Switzerland
CS (Lux) Small and Mid Cap Germany Equity Fund
Net performance in EUR (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 20166080
100120140160180200220
-40%-20%
0%20%40%60%80%
100%120%
-14.5
34.5 40.9
1.3
20.7
-3.6-13.9
31.340.3
4.4
25.7
-0.6
CS (Lux) Small and Mid Cap Germany Equity FundIB EUR
Yearly or year-to-date performance respectively(Fund)
Midcap Market Index (TR) (07/08)Yearly or year-to-date performance respectively(Benchmark)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 7.32 3.84 -3.65 -3.86 36.32 86.89Benchmark 6.70 5.19 -0.56 0.24 51.35 103.60
Sectors in %Fund
Industrials 30.10Information Technology 19.55Financials 13.48Health Care 12.36Materials 10.88Consumer Discretionary 9.16Telecommunication Services 2.24Consumer Staples 1.85Utilities 0.38Cash/Cash Equivalents 0.01
Currencies in %
EUR 100.00
Countries in %
Germany 90.75France 8.14Luxembourg 1.10Cash/CashEquivalents 0.01
Top 10 Holdings in %Airbus Group 8.14Wire Card 6.23GEA Group AG 4.45Deutsche Wohnen 3.99Morphosys 3.93Symrise 3.48Brenntag 3.10Grenkeleasing 2.95Hannover Rueck 2.68Qiagen 2.47Total 41.42
Significant Transactions
Investment policyThe aim of the Fund is to achieve the highestpossible capital growth. Investment focus is onsmall and mid-sized companies domiciled inGermany. Small and mid sized companies arecompanies not being part of the DAX 30 Index.
Fund facts
Unit class currency EUR
Bloomberg ticker CSEFSCI LX
Net asset value (NAV) 2'638.29
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 14.62 16.02Information ratio -0.99 -0.50Tracking Error (Ex post) 3.52 3.44Beta 0.97 0.99
Cre
dit S
uiss
e S
ICA
V II
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
61
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 11 - Class B USD
-0.82-0.42
-1.750.65
0.160.57
-0.032.91
0.16-1.44
Purchases SalesS&P GLOBAL QUALCOMMGENERAL MILLS THE PRICELINE GROUPCOMCAST A HONEYWELL INTERNATIONALACTIVISION BLIZZARD KIMBERLY-CLARKALLEGION MOLSON COORS B
Fund manager Marcello MusioFund manager since 01.08.2012Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 396.32Inception date 07.06.1991Management fee in % p.a. 1.25TER (as of 31.03.2016) in % 1.53Benchmark (BM) MSCI USA (NR)Unit Class Category B
(capital growth)
ISIN LU0055732977
Valor no. 349533
Redemptions DailyEU taxation Out of scope
July 29, 2016Switzerland
CS (Lux) USA Growth Opportunities Equity Fund
Net performance in USD (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201680
100
120
140
160
180
200
-20%
0%
20%
40%
60%
80%
100%
-3.4
11.7
32.1
10.70.4
-0.11.4
15.3
31.8
12.70.7
7.1
CS (Lux) USA Growth Opportunities Equity FundB USD
Yearly or year-to-date performance respectively (Fund)
MSCI USA (NR)Yearly or year-to-date performance respectively(Benchmark)
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 2.80 5.72 -0.08 -6.94 25.02 55.68Benchmark 3.76 5.80 7.12 4.33 34.32 80.42
Sectors in %Fund Benchmark Compared with benchmark
Information Technology 19.93 20.75Health Care 14.72 15.14Financials 13.86 15.61Consumer Discretionary 13.85 13.21Consumer Staples 10.12 9.96Industrials 9.90 9.33Energy 6.70 6.73Utilities 6.33 3.43Cash/Cash Equivalents 0.16 -Others 4.42 5.86
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 11.80 13.09Information ratio -0.51 -0.78Tracking Error (Ex post) 4.71 3.79Beta 0.98 1.03
Top 10 Holdings in %Alphabet -A- 3.05Amazon.Com 2.62Broadcom 2.46Facebook 2.19Edwards Lifesciences Corp. 2.14First Republic Bank 2.07Bank of Hawaii 2.03American Water Works 2.02Pioneer Nat. Res. 2.01Medivation 1.95Total 22.54
Significant Transactions
Investment policyThe aim of the Fund is to achieve long-termcapital appreciation by investing in a growth stylebiased portfolio of US companies. The Fundinvest primarily in well-established medium tolarge-sized US companies that have the ability todeliver superior growth compared to their peersand the overall US market. Stock selection isdriven by proprietary quantitative growth screens,followed by deep fundamental research and astrong emphasis on risk controls within theportfolio.
Fund facts
Unit class currency USD
Bloomberg ticker CRSNABI LX
Net asset value (NAV) 1'064.42
62
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 11 - Class IB USD
-0.82-0.42
-1.750.65
0.160.57
-0.032.91
0.16-1.44
Purchases SalesS&P GLOBAL QUALCOMMGENERAL MILLS THE PRICELINE GROUPCOMCAST A HONEYWELL INTERNATIONALACTIVISION BLIZZARD KIMBERLY-CLARKALLEGION MOLSON COORS B
Fund manager Marcello MusioFund manager since 01.08.2012Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 396.32Inception date 14.04.2000Management fee in % p.a. 0.70TER (as of 31.03.2016) in % 0.97Benchmark (BM) MSCI USA (NR)Unit Class Category IB
(capital growth)
ISIN LU0108804591
Valor no. 1057955
Min. Investment Amount 500'000Redemptions DailyEU taxation Out of scope
July 29, 2016Switzerland
CS (Lux) USA Growth Opportunities Equity Fund
Net performance in USD (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201680
100
120
140
160
180
200
-20%
0%
20%
40%
60%
80%
100%
-2.8
12.3
32.9
11.31.0 0.21.4
15.3
31.8
12.70.7
7.1
CS (Lux) USA Growth Opportunities Equity FundIB USD
Yearly or year-to-date performance respectively (Fund)
MSCI USA (NR)Yearly or year-to-date performance respectively(Benchmark)
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 2.84 5.87 0.24 -6.43 27.22 60.33Benchmark 3.76 5.80 7.12 4.33 34.32 80.42
Sectors in %Fund Benchmark Compared with benchmark
Information Technology 19.93 20.75Health Care 14.72 15.14Financials 13.86 15.61Consumer Discretionary 13.85 13.21Consumer Staples 10.12 9.96Industrials 9.90 9.33Energy 6.70 6.73Utilities 6.33 3.43Cash/Cash Equivalents 0.16 -Others 4.42 5.86
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 11.81 13.09Information ratio -0.38 -0.62Tracking Error (Ex post) 4.71 3.79Beta 0.98 1.03
Top 10 Holdings in %Alphabet -A- 3.05Amazon.Com 2.62Broadcom 2.46Facebook 2.19Edwards Lifesciences Corp. 2.14First Republic Bank 2.07Bank of Hawaii 2.03American Water Works 2.02Pioneer Nat. Res. 2.01Medivation 1.95Total 22.54
Significant Transactions
Investment policyThe aim of the Fund is to achieve long-termcapital appreciation by investing in a growth stylebiased portfolio of US companies. The Fundinvest primarily in well-established medium tolarge-sized US companies that have the ability todeliver superior growth compared to their peersand the overall US market. Stock selection isdriven by proprietary quantitative growth screens,followed by deep fundamental research and astrong emphasis on risk controls within theportfolio.
Fund facts
Unit class currency USD
Bloomberg ticker CRSNAII LX
Net asset value (NAV) 1'528.80
Cre
dit S
uiss
e S
ICA
V II
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
63
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 11 - Class BH EUR
-0.82-0.42
-1.750.65
0.160.57
-0.032.91
0.16-1.44
Purchases SalesS&P GLOBAL QUALCOMMGENERAL MILLS THE PRICELINE GROUPCOMCAST A HONEYWELL INTERNATIONALACTIVISION BLIZZARD KIMBERLY-CLARKALLEGION MOLSON COORS B
Fund manager Marcello MusioFund manager since 01.08.2012Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 396.32Inception date 31.05.2002Management fee in % p.a. 1.25TER (as of 31.03.2016) in % 1.53Benchmark (BM) MSCI USA (NR)Unit Class Category BH
(capital growth)
ISIN LU0145374574
Valor no. 1402727
Redemptions DailyEU taxation Out of scope
July 29, 2016Switzerland
CS (Lux) USA Growth Opportunities Equity Fund
Net performance in EUR (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201680
100120140160180200220240
-20%0%
20%40%60%80%
100%120%140%
-5.1
10.9
31.4
10.40.2
-0.8
4.813.6
26.1 28.312.2
4.1
CS (Lux) USA Growth Opportunities Equity FundBH EUR
Yearly or year-to-date performance respectively(Fund)
MSCI USA (NR)Yearly or year-to-date performance respectively(Benchmark)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 2.75 5.19 -0.84 -7.56 23.28 49.68Benchmark 3.08 8.36 4.06 3.08 59.49 131.85
Sectors in %Fund Benchmark Compared with benchmark
Information Technology 19.93 20.75Health Care 14.72 15.14Financials 13.86 15.61Consumer Discretionary 13.85 13.21Consumer Staples 10.12 9.96Industrials 9.90 9.33Energy 6.70 6.73Utilities 6.33 3.43Cash/Cash Equivalents 0.16 -Others 4.42 5.86
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 11.70 13.07Information ratio -1.06 -0.94Tracking Error (Ex post) 8.10 9.32Beta 0.75 0.84
Top 10 Holdings in %Alphabet -A- 3.05Amazon.Com 2.62Broadcom 2.46Facebook 2.19Edwards Lifesciences Corp. 2.14First Republic Bank 2.07Bank of Hawaii 2.03American Water Works 2.02Pioneer Nat. Res. 2.01Medivation 1.95Total 22.54
Significant Transactions
Investment policyThe aim of the Fund is to achieve long-termcapital appreciation by investing in a growth stylebiased portfolio of US companies. The Fundinvest primarily in well-established medium tolarge-sized US companies that have the ability todeliver superior growth compared to their peersand the overall US market. Stock selection isdriven by proprietary quantitative growth screens,followed by deep fundamental research and astrong emphasis on risk controls within theportfolio.
Fund facts
Unit class currency EUR
Bloomberg ticker CRSNAHI LX
Net asset value (NAV) 14.19
64
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 11 - Class B USD
15.0320.11
7.324.55
-5.871.29
-4.370.64
Purchases SalesDEL MONTE PACIFIC -
Fund manager Gregor TrachselFund manager since 30.04.2008Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 60.96Inception date 30.03.2004Management fee in % p.a. 1.92TER (as of 31.03.2016) in % 2.22Benchmark (BM) MSCI USA (NR) (09/11)Unit Class Category B
(capital growth)
ISIN LU0187731129
Valor no. 1806067
Redemptions DailyEU taxation Out of scope
July 29, 2016Switzerland
CS (Lux) USA Value Equity Fund
Net performance in USD (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201660
80
100
120
140
160
180
200
-40%
-20%
0%
20%
40%
60%
80%
100%
-6.5
18.9
39.9
-7.7-18.2
20.3
1.1
15.3
31.8
12.70.7
7.1
CS (Lux) USA Value Equity Fund B USD Yearly or year-to-date performance respectively (Fund)MSCI USA (NR) (09/11) Yearly or year-to-date performance respectively (Benchmark)
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 6.97 7.97 20.34 9.84 0.61 41.30Benchmark 3.76 5.80 7.12 4.33 34.32 79.66
Sectors in %Fund Benchmark Compared with benchmark
Industrials 24.36 9.33Materials 23.13 3.02Consumer Discretionary 20.53 13.21Consumer Staples 14.51 9.96Financials 9.74 15.61Utilities 4.72 3.43Energy 2.36 6.73Cash/Cash Equivalents 0.64 -
Currencies in %
USD 91.47BRL 4.06GBP 2.26SGD 2.20EUR 0.01
Countries in %
USA 70.88Brazil 12.47United Kingdom 4.56Italy 2.71Switzerland 2.61Philippines 2.20Cash/CashEquivalents 0.64Others 3.94
Top 10 Holdings in %Gerdau Adr 4.06ASA Gold and Precious Metals 3.94Layne Christensen 3.94Tronc 3.69The Mcclatchy A 3.65Rayonier Advanced Matls 3.39Belmond A 3.30Tejon Ranch 3.23Schweitzer-Mauduit Intl. 3.10Owens-Illinois 3.08Total 35.38
Significant Transactions
This Fund is not suitable for investors witha relative-return perspective and a rollinginvestment horizon of less than 5 years.
Investment policyThe Credit Suisse Equity Fund (Lux) USA Valuepursues a "deep value" approach based on theclassic Graham & Dodd discipline. To this endthe fund invests in undervalued companies whichare domiciled or conduct a majority of theirbusiness activities in the USA. The investmentdecisions are not made on the basis of abenchmark; nevertheless, investors can use theMSCI USA (NR) Index as a long-term yardstick.The value approach can deliver above-averageresults over a long period because it disciplinesinvestors not to pay too much for an investment.
Fund facts
Unit class currency USD
Bloomberg ticker CSEUSVB LX
Net asset value (NAV) 19.64
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 16.95 18.39Information ratio -0.84 -0.46Tracking Error (Ex post) 11.43 10.47Beta 1.14 1.27
Cre
dit S
uiss
e S
ICA
V II
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
65
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 11 - Class IB USD
15.0320.11
7.324.55
-5.871.29
-4.370.64
Purchases SalesDEL MONTE PACIFIC -
Fund manager Gregor TrachselFund manager since 30.04.2008Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 60.96Inception date 19.10.2007Management fee in % p.a. 0.90TER (as of 31.03.2016) in % 1.20Benchmark (BM) MSCI USA (NR) (09/11)Unit Class Category IB
(capital growth)
ISIN LU0187731806
Valor no. 1806073
Min. Investment Amount 500'000Redemptions DailyEU taxation Out of scope
July 29, 2016Switzerland
CS (Lux) USA Value Equity Fund
Net performance in USD (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201660
80
100
120
140
160
180
200
-40%
-20%
0%
20%
40%
60%
80%
100%
-5.5
20.1
41.3
-6.7-17.3
21.1
1.1
15.3
31.8
12.70.7
7.1
CS (Lux) USA Value Equity Fund IB USD Yearly or year-to-date performance respectively (Fund)MSCI USA (NR) (09/11) Yearly or year-to-date performance respectively (Benchmark)
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 7.06 8.27 21.09 10.97 3.78 48.66Benchmark 3.76 5.80 7.12 4.33 34.32 79.66
Sectors in %Fund Benchmark Compared with benchmark
Industrials 24.36 9.33Materials 23.13 3.02Consumer Discretionary 20.53 13.21Consumer Staples 14.51 9.96Financials 9.74 15.61Utilities 4.72 3.43Energy 2.36 6.73Cash/Cash Equivalents 0.64 -
Currencies in %
USD 91.47BRL 4.06GBP 2.26SGD 2.20EUR 0.01
Countries in %
USA 70.88Brazil 12.47United Kingdom 4.56Italy 2.71Switzerland 2.61Philippines 2.20Cash/CashEquivalents 0.64Others 3.94
Top 10 Holdings in %Gerdau Adr 4.06ASA Gold and Precious Metals 3.94Layne Christensen 3.94Tronc 3.69The Mcclatchy A 3.65Rayonier Advanced Matls 3.39Belmond A 3.30Tejon Ranch 3.23Schweitzer-Mauduit Intl. 3.10Owens-Illinois 3.08Total 35.38
Significant Transactions
This Fund is not suitable for investors witha relative-return perspective and a rollinginvestment horizon of less than 5 years.
Investment policyThe Credit Suisse Equity Fund (Lux) USA Valuepursues a "deep value" approach based on theclassic Graham & Dodd discipline. To this endthe fund invests in undervalued companies whichare domiciled or conduct a majority of theirbusiness activities in the USA. The investmentdecisions are not made on the basis of abenchmark; nevertheless, investors can use theMSCI USA (NR) Index as a long-term yardstick.The value approach can deliver above-averageresults over a long period because it disciplinesinvestors not to pay too much for an investment.
Fund facts
Unit class currency USD
Bloomberg ticker CSELUVI LX
Net asset value (NAV) 1'528.76
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 16.97 18.41Information ratio -0.75 -0.36Tracking Error (Ex post) 11.44 10.48Beta 1.14 1.27
66
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 11 - Class BH EUR
Purchases SalesDEL MONTE PACIFIC -
Fund manager Gregor TrachselFund manager since 30.04.2008Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 60.96Inception date 27.06.2011Management fee in % p.a. 1.92TER (as of 31.03.2016) in % 2.22Benchmark (BM) No BenchmarkUnit Class Category BH
(capital growth)
ISIN LU0187731558
Valor no. 1806069
Redemptions DailyEU taxation Out of scope
July 29, 2016Switzerland
CS (Lux) USA Value Equity Fund
Net performance in EUR (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 2016708090
100110120130140150
-30%-20%-10%
0%10%20%30%40%50%
18.0
39.1
-7.9
-18.8
19.2
CS (Lux) USA Value Equity Fund BH EUR Yearly or year-to-date performance respectively (Fund)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 6.84 7.36 19.23 8.77 -1.56 34.04
Sectors in %Fund
Industrials 24.36Materials 23.13Consumer Discretionary 20.53Consumer Staples 14.51Financials 9.74Utilities 4.72Energy 2.36Cash/Cash Equivalents 0.64
Currencies in %
USD 91.47BRL 4.06GBP 2.26SGD 2.20EUR 0.01
Countries in %
USA 70.88Brazil 12.47United Kingdom 4.56Italy 2.71Switzerland 2.61Philippines 2.20Cash/CashEquivalents 0.64Others 3.94
Top 10 Holdings in %Gerdau Adr 4.06ASA Gold and Precious Metals 3.94Layne Christensen 3.94Tronc 3.69The Mcclatchy A 3.65Rayonier Advanced Matls 3.39Belmond A 3.30Tejon Ranch 3.23Schweitzer-Mauduit Intl. 3.10Owens-Illinois 3.08Total 35.38
Significant Transactions
This Fund is not suitable for investors witha relative-return perspective and a rollinginvestment horizon of less than 5 years.
Investment policyThe Credit Suisse Equity Fund (Lux) USA Valuepursues a "deep value" approach based on theclassic Graham & Dodd discipline. To this endthe fund invests in undervalued companies whichare domiciled or conduct a majority of theirbusiness activities in the USA. The investmentdecisions are not made on the basis of abenchmark; nevertheless, investors can use theMSCI USA (NR) Index as a long-term yardstick.The value approach can deliver above-averageresults over a long period because it disciplinesinvestors not to pay too much for an investment.
Fund facts
Unit class currency EUR
Bloomberg ticker CSUSAER LX
Net asset value (NAV) 13.27
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 16.86 18.32Information ratio - -Tracking Error (Ex post) - -Beta - -
Cre
dit S
uiss
e S
ICA
V II
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
67
a subfund of CS Investment Funds 12 - Class B EUR
Fund manager Urs HillerFund manager since 01.01.1997Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 436.20Inception date 30.10.1998Management fee in % p.a. 1.50TER (as of 31.03.2016) in % 1.54Swinging single pricing (SSP) 3) YesUnit Class Category B
(capital growth)
ISIN LU0091100973
Valor no. 951124
EU taxation In scope - tax
July 29, 2016Switzerland
CS (Lux) Portfolio Fund Balanced EUR
Net performance in EUR (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201690
100
110
120
130
140
-10%
0%
10%
20%
30%
40%
-5.6
11.0
5.08.6
3.00.5
CS (Lux) Portfolio Fund Balanced EUR B Yearly or year-to-date performance respectively (Fund)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 1.62 2.44 0.55 -2.98 15.35 25.79
Allocation asset classes in %
Equity 46.42Bonds 39.44Alternatives 7.62Cash/CashEquivalents 6.52
Currencies in % (after hedging)
EUR 64.39USD 21.03AUD 2.19JPY 1.98CAD 0.91CHF 0.59GBP 0.50Others 8.41
Asset allocation in %Cash/Cash Equivalents Bonds Equity Alternatives Total
Euroland 0.00 22.29 17.17 0.47 39.93UK 0.02 0.75 0.00 - 0.77USA 1.07 7.60 15.58 1.62 25.87Others 5.43 - - - 5.43Emerging Markets - 4.68 8.41 - 13.09Japan - 0.77 1.75 - 2.52Canada - 0.44 0.76 - 1.20Switzerland - 0.11 1.01 - 1.12Global - 2.22 - 4.81 7.03Asia Pacific - 0.58 1.74 0.72 3.04Total 6.52 39.44 46.42 7.62 100.00
DurationModified duration in years 0) 4.50
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 6.81 7.00Maximum drawdown in % 3) -9.55 -9.553) Maximum drawdown is the most negative cumulative returnover a given time period.
Top 10 Holdings in %Position as % of
assetsCredit Suisse Commodity Allocation Fund 3.85CS FI Global HY 1.46Credit Suisse European Dividend Equity 1.40Credit Suisse Commodity Index Plus Fund 0.960.3 Japan 20.12.2025 0.77Credit Suisse Global Convertible Fund 0.763.75 Australia & New Z. Bank10.03.2017
0.71
Euro Stoxx 50 Index 0.67TOTAL SA 0.58Anheuser Busch 0.57Total 11.73
Investment policyThe aim of the fund is to achieve the highestpossible total return in EUR by investingworldwide, in principle with equal allocations inequities, equity-type securities and fixed orvariable rate securities. The proportion of thefund's assets invested in equities and equity-typesecurities may vary between 30% and 60%.In addition, money market instruments may beheld on an ancillary basis. The fund may alsoinvest a maximum of 20% in real estate andcommodities.
Fund facts
Unit class currency EUR
Bloomberg ticker CSPLBAL LX
Net asset value (NAV) 167.85
2) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Allocation of bonds in %Straight bonds 77.63Emerging Market Bonds 11.82High Yield Bonds 5.25Inflation Linked Bonds 3.38Convertibles 1.92
68
1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
a subfund of CS Investment Funds 12 - Class B CHF
Fund manager Urs HillerFund manager since 01.01.1997Location ZurichFund domicile LuxembourgFund currency CHFClose of financial year 31. MarchTotal net assets (in mil.) 1'131.29Inception date 14.05.1993Management fee in % p.a. 1.50TER (as of 31.03.2016) in % 1.53Swinging single pricing (SSP) 3) YesUnit Class Category B
(capital growth)
ISIN LU0078040838
Valor no. 672328
EU taxation In scope - tax
July 29, 2016Switzerland
CS (Lux) Portfolio Fund Balanced CHF
Net performance in CHF (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201685
90
95
100
105
110
115
120
-15%
-10%
-5%
0%
5%
10%
15%
20%
-6.7
9.4
5.47.9
-2.90.0
CS (Lux) Portfolio Fund Balanced CHF B Yearly or year-to-date performance respectively (Fund)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 0.91 1.94 -0.01 -2.54 5.91 21.24
Allocation asset classes in %
Equity 45.49Bonds 41.43Alternatives 7.65Cash/CashEquivalents 5.43
Currencies in % (after hedging)
CHF 61.33USD 21.41EUR 3.36AUD 2.05JPY 1.97CAD 0.86GBP 0.54Others 8.48
Asset allocation in %Cash/Cash Equivalents Bonds Equity Alternatives Total
Switzerland -0.03 19.08 18.35 - 37.40Euroland 0.02 1.88 1.21 0.46 3.57UK 0.02 0.74 -0.09 - 0.67USA 0.47 9.62 13.53 1.60 25.22Others 4.95 - - - 4.95Emerging Markets - 4.92 8.48 - 13.40Japan - 1.49 1.64 - 3.13Canada - 0.54 0.71 - 1.25Global - 2.59 - 4.84 7.43Asia Pacific - 0.57 1.66 0.75 2.98Total 5.43 41.43 45.49 7.65 100.00
DurationModified duration in years 0) 4.79
Allocation of bonds in %Straight bonds 77.07Emerging Market Bonds 11.88High Yield Bonds 5.33Inflation Linked Bonds 3.38Convertibles 2.34
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 6.33 6.12Maximum drawdown in % 3) -7.34 -7.343) Maximum drawdown is the most negative cumulative returnover a given time period.
Top 10 Holdings in %Position as % of
assetsNestle SA 3.89Credit Suisse Commodity Allocation Fund 3.88Roche Holding AG 2.88Novartis AG 2.80CS FI Global HY 1.62Credit Suisse European Dividend Equity 1.11Credit Suisse Global Convertible Fund 0.97Credit Suisse Commodity Index Plus Fund 0.960.3 Japan 20.12.2025 0.83UBS Group AG 0.77Total 19.71
Investment policyThe aim of the fund is to achieve the highestpossible total return in CHF by investingworldwide, in principle with equal allocations inequities, equity-type securities and fixed orvariable rate securities. The proportion of thefund's assets invested in equities and equity-typesecurities may vary between 30% and 60%.In addition, money market instruments may beheld on an ancillary basis. The fund may alsoinvest a maximum of 20% in real estate andcommodities.
Fund facts
Unit class currency CHF
Bloomberg ticker CRSPBSI LX
Net asset value (NAV) 186.09
2) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Cre
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1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
69
a subfund of CS Investment Funds 12 - Class IB CHF
Fund manager Urs HillerFund manager since 01.01.1997Location ZurichFund domicile LuxembourgFund currency CHFClose of financial year 31. MarchTotal net assets (in mil.) 1'131.29Inception date 10.04.2012Management fee in % p.a. 0.60TER (as of 31.03.2016) in % 0.72Swinging single pricing (SSP) 3) YesUnit Class Category IB
(capital growth)
ISIN LU0108822734
Valor no. 1057438
Min. Init. Investm. Amount (in mill.) 3EU taxation In scope - tax
July 29, 2016Switzerland
CS (Lux) Portfolio Fund Balanced CHF
Net performance in CHF (rebased to 100) and yearly performance 2)
2012 2013 2014 2015 201695
100
105
110
115
120
125
-5%
0%
5%
10%
15%
20%
25%
6.48.9
-2.1
0.5
CS (Lux) Portfolio Fund Balanced CHF IB Yearly or year-to-date performance respectively (Fund)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 0.97 2.15 0.46 -1.75 8.66 -
Allocation asset classes in %
Equity 45.49Bonds 41.43Alternatives 7.65Cash/CashEquivalents 5.43
Currencies in % (after hedging)
CHF 61.33USD 21.41EUR 3.36AUD 2.05JPY 1.97CAD 0.86GBP 0.54Others 8.48
Asset allocation in %Cash/Cash Equivalents Bonds Equity Alternatives Total
Switzerland -0.03 19.08 18.35 - 37.40Euroland 0.02 1.88 1.21 0.46 3.57UK 0.02 0.74 -0.09 - 0.67USA 0.47 9.62 13.53 1.60 25.22Others 4.95 - - - 4.95Emerging Markets - 4.92 8.48 - 13.40Japan - 1.49 1.64 - 3.13Canada - 0.54 0.71 - 1.25Global - 2.59 - 4.84 7.43Asia Pacific - 0.57 1.66 0.75 2.98Total 5.43 41.43 45.49 7.65 100.00
DurationModified duration in years 0) 4.79
Allocation of bonds in %Straight bonds 77.07Emerging Market Bonds 11.88High Yield Bonds 5.33Inflation Linked Bonds 3.38Convertibles 2.34
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 7.81 6.33Information ratio -2.14 -1.47Tracking Error (Ex post) 0.70 0.67Maximum drawdown in % 3) -6.58 -6.653) Maximum drawdown is the most negative cumulative returnover a given time period.
Top 10 Holdings in %Position as % of
assetsNestle SA 3.89Credit Suisse Commodity Allocation Fund 3.88Roche Holding AG 2.88Novartis AG 2.80CS FI Global HY 1.62Credit Suisse European Dividend Equity 1.11Credit Suisse Global Convertible Fund 0.97Credit Suisse Commodity Index Plus Fund 0.960.3 Japan 20.12.2025 0.83UBS Group AG 0.77Total 19.71
Investment policyThe aim of the fund is to achieve the highestpossible total return in CHF by investingworldwide, in principle with equal allocations inequities, equity-type securities and fixed orvariable rate securities. The proportion of thefund's assets invested in equities and equity-typesecurities may vary between 30% and 60%.In addition, money market instruments may beheld on an ancillary basis. The fund may alsoinvest a maximum of 20% in real estate andcommodities.
Fund facts
Unit class currency CHF
Bloomberg ticker CRSPBBI LX
Net asset value (NAV) 1'213.67
2) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
70
1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
a subfund of CS Investment Funds 12 - Class B USD
Fund manager Urs HillerFund manager since 01.01.1997Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 155.38Inception date 14.05.1993Management fee in % p.a. 1.50TER (as of 31.03.2016) in % 1.56Swinging single pricing (SSP) 3) YesUnit Class Category B
(capital growth)
ISIN LU0078041133
Valor no. 672327
EU taxation In scope - tax
July 29, 2016Switzerland
CS (Lux) Portfolio Fund Balanced USD
Net performance in USD (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201690
95
100
105
110
115
-10%
-5%
0%
5%
10%
15%
-5.4
9.8
4.8
0.6
-2.7
4.0
CS (Lux) Portfolio Fund Balanced USD B Yearly or year-to-date performance respectively (Fund)
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 1.67 2.10 3.99 0.13 5.37 6.95
Allocation asset classes in %
Equity 45.69Bonds 41.12Alternatives 7.25Cash/CashEquivalents 5.94
Currencies in % (after hedging)
USD 79.03EUR 3.95JPY 2.82AUD 2.69CAD 1.14GBP 1.06CHF 0.34Others 8.97
Asset allocation in %Cash/Cash Equivalents Bonds Equity Alternatives Total
Euroland 0.02 1.18 2.49 0.42 4.11UK 0.07 0.63 -0.08 - 0.62USA 0.79 30.02 27.36 1.56 59.73Others 5.06 - - - 5.06Emerging Markets - 4.93 8.97 - 13.90Japan - 1.44 2.44 - 3.88Canada - 0.51 1.09 - 1.60Switzerland - 0.05 1.37 - 1.42Global - 1.90 - 4.61 6.51Asia Pacific - 0.46 2.05 0.66 3.17Total 5.94 41.12 45.69 7.25 100.00
DurationModified duration in years 0) 4.46
Allocation of bonds in %Straight bonds 79.17Emerging Market Bonds 11.99High Yield Bonds 4.64Inflation Linked Bonds 3.11Convertibles 1.09
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 6.10 7.93Maximum drawdown in % 3) -8.55 -10.753) Maximum drawdown is the most negative cumulative returnover a given time period.
Top 10 Holdings in %Position as % of
assetsCredit Suisse Commodity Allocation Fund 3.34CS FI Global HY 1.45Credit Suisse Commodity Index Plus Fund 1.271 US Treasury 30.09.2019 1.140.875 US Treasury 31.01.2018 1.133.375 US Treasury 15.11.2019 1.072 US Treasury 15.02.2023 0.950.875 US Treasury 15.11.2017 0.931.875 US Treasury 30.11.2021 0.891.75 US Treasury 15.05.2023 0.88Total 13.05
Investment policyThe aim of the fund is to achieve the highestpossible total return in USD by investingworldwide, in principle with equal allocations inequities, equity-type securities and fixed orvariable rate securities. The proportion of thefund's assets invested in equities and equity-typesecurities may vary between 30% and 60%.In addition, money market instruments may beheld on an ancillary basis. The fund may alsoinvest a maximum of 20% in real estate andcommodities.
Fund facts
Unit class currency USD
Bloomberg ticker CRSPBUI LX
Net asset value (NAV) 250.68
2) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Cre
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1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
71
a subfund of CS Investment Funds 12 - Class IB USD
Fund manager Urs HillerFund manager since 01.01.1997Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 155.38Inception date 10.07.2013Management fee in % p.a. 0.60TER (as of 31.03.2016) in % 0.74Swinging single pricing (SSP) 3) YesUnit Class Category IB
(capital growth)
ISIN LU0108835801
Valor no. 1057436
Min. Init. Investm. Amount (in mill.) 3EU taxation In scope - tax
July 29, 2016Switzerland
CS (Lux) Portfolio Fund Balanced USD
Net performance in USD (rebased to 100) and yearly performance 2)
2013 2014 2015 201696
98
100
102
104
106
108
110
-4%
-2%
0%
2%
4%
6%
8%
10%
1.5
-1.9
4.5
CS (Lux) Portfolio Fund Balanced USD IB Yearly or year-to-date performance respectively (Fund)
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 1.74 2.31 4.48 0.96 8.13 -
Allocation asset classes in %
Equity 45.69Bonds 41.12Alternatives 7.25Cash/CashEquivalents 5.94
Currencies in % (after hedging)
USD 79.03EUR 3.95JPY 2.82AUD 2.69CAD 1.14GBP 1.06CHF 0.34Others 8.97
Asset allocation in %Cash/Cash Equivalents Bonds Equity Alternatives Total
Euroland 0.02 1.18 2.49 0.42 4.11UK 0.07 0.63 -0.08 - 0.62USA 0.79 30.02 27.36 1.56 59.73Others 5.06 - - - 5.06Emerging Markets - 4.93 8.97 - 13.90Japan - 1.44 2.44 - 3.88Canada - 0.51 1.09 - 1.60Switzerland - 0.05 1.37 - 1.42Global - 1.90 - 4.61 6.51Asia Pacific - 0.46 2.05 0.66 3.17Total 5.94 41.12 45.69 7.25 100.00
DurationModified duration in years 0) 4.46
Allocation of bonds in %Straight bonds 79.17Emerging Market Bonds 11.99High Yield Bonds 4.64Inflation Linked Bonds 3.11Convertibles 1.09
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 8.12 6.11Information ratio -1.77 -1.60Tracking Error (Ex post) 0.63 0.51Maximum drawdown in % 3) -6.15 -7.533) Maximum drawdown is the most negative cumulative returnover a given time period.
Top 10 Holdings in %Position as % of
assetsCredit Suisse Commodity Allocation Fund 3.34CS FI Global HY 1.45Credit Suisse Commodity Index Plus Fund 1.271 US Treasury 30.09.2019 1.140.875 US Treasury 31.01.2018 1.133.375 US Treasury 15.11.2019 1.072 US Treasury 15.02.2023 0.950.875 US Treasury 15.11.2017 0.931.875 US Treasury 30.11.2021 0.891.75 US Treasury 15.05.2023 0.88Total 13.05
Investment policyThe aim of the fund is to achieve the highestpossible total return in USD by investingworldwide, in principle with equal allocations inequities, equity-type securities and fixed orvariable rate securities. The proportion of thefund's assets invested in equities and equity-typesecurities may vary between 30% and 60%.In addition, money market instruments may beheld on an ancillary basis. The fund may alsoinvest a maximum of 20% in real estate andcommodities.
Fund facts
Unit class currency USD
Bloomberg ticker CRSPBIA LX
Net asset value (NAV) 1'093.17
2) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
72
1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
a subfund of CS Investment Funds 12 - Class B EUR
Fund manager Urs HillerFund manager since 01.01.1997Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 106.50Inception date 30.10.1998Management fee in % p.a. 1.70TER (as of 31.03.2016) in % 1.74Swinging single pricing (SSP) 3) YesUnit Class Category B
(capital growth)
ISIN LU0091101195
Valor no. 951292
EU taxation In scope - no tax
July 29, 2016Switzerland
CS (Lux) Portfolio Fund Growth EUR
Net performance in EUR (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201680
90
100
110
120
130
140
-20%
-10%
0%
10%
20%
30%
40%
-9.3
12.99.0 10.1
4.4
-0.4
CS (Lux) Portfolio Fund Growth EUR B Yearly or year-to-date performance respectively (Fund)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 2.42 2.92 -0.44 -5.31 19.20 31.84
Allocation asset classes in %
Equity 67.02Bonds 18.15Alternatives 7.65Cash/CashEquivalents 7.18
Currencies in % (after hedging)
EUR 50.15USD 28.95JPY 3.31AUD 2.69CAD 1.30CHF 0.91GBP 0.77Others 11.92
Asset allocation in %Cash/Cash Equivalents Bonds Equity Alternatives Total
Euroland 0.00 6.71 25.85 0.45 33.01UK 0.02 0.30 0.00 - 0.32USA 0.81 4.60 21.92 1.62 28.95Others 6.35 - - - 6.35Emerging Markets - 3.26 11.92 - 15.18Japan - 0.38 2.59 - 2.97Canada - 0.29 1.09 - 1.38Switzerland - 0.02 1.38 - 1.40Global - 2.18 - 4.87 7.05Asia Pacific - 0.41 2.27 0.71 3.39Total 7.18 18.15 67.02 7.65 100.00
DurationModified duration in years 0) 5.06
Allocation of bonds in %Straight bonds 63.70Emerging Market Bonds 17.96High Yield Bonds 8.48Convertibles 5.18Inflation Linked Bonds 4.68
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 9.32 9.62Maximum drawdown in % 3) -12.84 -12.843) Maximum drawdown is the most negative cumulative returnover a given time period.
Top 10 Holdings in %Position as % of
assetsCredit Suisse Commodity Allocation Fund 3.79Credit Suisse European Dividend Equity 1.51CS FI Global HY 1.24Credit Suisse Commodity Index Plus Fund 1.08Credit Suisse Global Convertible Fund 0.94TOTAL SA 0.74Anheuser Busch 0.73Sanofi 0.72Bayer AG 0.64SAP SE 0.62Total 12.01
Investment policyThe aim of the fund is to achieve the highestpossible total return in EUR by investingworldwide in equities, equity-type securities andfixed or variable rate securities. Investments inequities and equity-type securities will accountfor at least 50% of the fund's net assets atany given time. In addition, money marketinstruments may be held on an ancillary basis.The fund may also invest a maximum of 20% inreal estate and commodities.
Fund facts
Unit class currency EUR
Bloomberg ticker CSPLGRO LX
Net asset value (NAV) 159.45
2) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Cre
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1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
73
a subfund of CS Investment Funds 12 - Class B CHF
Fund manager Urs HillerFund manager since 01.01.1997Location ZurichFund domicile LuxembourgFund currency CHFClose of financial year 31. MarchTotal net assets (in mil.) 241.93Inception date 11.06.1993Management fee in % p.a. 1.70TER (as of 31.03.2016) in % 1.73Swinging single pricing (SSP) 3) YesUnit Class Category B
(capital growth)
ISIN LU0078041992
Valor no. 672378
EU taxation In scope - no tax
July 29, 2016Switzerland
CS (Lux) Portfolio Fund Growth CHF
Net performance in CHF (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 2016859095
100105110115120125
-15%-10%-5%0%5%
10%15%20%25%
-8.3
11.89.6 10.4
-3.4-0.9
CS (Lux) Portfolio Fund Growth CHF B Yearly or year-to-date performance respectively (Fund)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 1.51 2.57 -0.86 -4.29 7.97 31.35
Allocation asset classes in %
Equity 66.48Bonds 18.74Cash/CashEquivalents 7.45Alternatives 7.33
Currencies in % (after hedging)
CHF 47.65USD 28.41EUR 4.76JPY 2.88AUD 2.74CAD 1.19GBP 0.71Others 11.66
Asset allocation in %Cash/Cash Equivalents Bonds Equity Alternatives Total
Switzerland 0.03 6.10 26.96 - 33.09Euroland 0.02 0.76 1.72 0.46 2.96UK 0.02 0.28 0.00 - 0.30USA 1.16 5.34 20.52 1.40 28.42Others 6.22 - - - 6.22Emerging Markets - 3.41 11.66 - 15.07Japan - 0.26 2.47 - 2.73Canada - 0.11 1.00 - 1.11Global - 2.21 - 4.75 6.96Asia Pacific - 0.27 2.15 0.72 3.14Total 7.45 18.74 66.48 7.33 100.00
DurationModified duration in years 0) 4.88
Allocation of bonds in %Straight bonds 64.24Emerging Market Bonds 18.20High Yield Bonds 8.22Convertibles 4.96Inflation Linked Bonds 4.38
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 8.99 8.53Maximum drawdown in % 3) -10.03 -10.033) Maximum drawdown is the most negative cumulative returnover a given time period.
Top 10 Holdings in %Position as % of
assetsNestle SA 5.81Roche Holding AG 4.33Novartis AG 4.17Credit Suisse Commodity Allocation Fund 3.81Credit Suisse European Dividend Equity 1.46CS FI Global HY 1.28UBS Group AG 1.14ABB 1.03Zurich Insurance Group 1.00Syngenta AG 0.96Total 24.99
Investment policyThe aim of the fund is to achieve the highestpossible total return in CHF by investingworldwide in equities, equity-type securities andfixed or variable rate securities. Investments inequities and equity-type securities will accountfor at least 50% of the fund's net assets atany given time. In addition, money marketinstruments may be held on an ancillary basis.The fund may also invest a maximum of 20% inreal estate and commodities.
Fund facts
Unit class currency CHF
Bloomberg ticker CRSPGSI LX
Net asset value (NAV) 184.05
2) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
74
1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
a subfund of CS Investment Funds 12 - Class B USD
Fund manager Urs HillerFund manager since 01.01.1997Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 68.84Inception date 11.06.1993Management fee in % p.a. 1.70TER (as of 31.03.2016) in % 1.75Swinging single pricing (SSP) 3) YesUnit Class Category B
(capital growth)
ISIN LU0078042453
Valor no. 672380
EU taxation In scope - no tax
July 29, 2016Switzerland
CS (Lux) Portfolio Fund Growth USD
Net performance in USD (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201685
90
95
100
105
110
115
120
-15%
-10%
-5%
0%
5%
10%
15%
20%
-10.1
12.79.2
-0.3-3.7
3.8
CS (Lux) Portfolio Fund Growth USD B Yearly or year-to-date performance respectively (Fund)
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 2.39 2.67 3.80 -1.74 5.47 7.52
Allocation asset classes in %
Equity 66.85Bonds 17.61Cash/CashEquivalents 8.42Alternatives 7.12
Currencies in % (after hedging)
USD 69.37EUR 6.13JPY 4.16AUD 3.77CAD 1.73GBP 1.62CHF 0.56Others 12.66
Asset allocation in %Cash/Cash Equivalents Bonds Equity Alternatives Total
Euroland 0.03 0.53 2.91 0.42 3.89UK 0.03 0.27 0.00 - 0.30USA 0.89 10.13 40.99 1.60 53.61Others 7.47 - - - 7.47Emerging Markets - 3.43 12.66 - 16.09Japan - 0.56 3.70 - 4.26Canada - 0.28 1.72 - 2.00Switzerland - 0.02 1.93 - 1.95Global - 1.92 - 4.46 6.38Asia Pacific - 0.47 2.94 0.64 4.05Total 8.42 17.61 66.85 7.12 100.00
DurationModified duration in years 0) 4.51
Allocation of bonds in %Straight bonds 61.56Emerging Market Bonds 19.48High Yield Bonds 7.89Inflation Linked Bonds 6.81Convertibles 4.26
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 8.71 11.19Maximum drawdown in % 3) -12.97 -15.213) Maximum drawdown is the most negative cumulative returnover a given time period.
Top 10 Holdings in %Position as % of
assetsCredit Suisse Commodity Allocation Fund 3.50Credit Suisse European Dividend Equity 1.26CS FI Global HY 1.17Apple Inc 0.97Credit Suisse Commodity Index Plus Fund 0.96Microsoft Corp 0.78Credit Suisse Global Convertible Fund 0.75Amazon.Com 0.72Facebook 0.65Total 10.76
Investment policyThe aim of the fund is to achieve the highestpossible total return in USD by investingworldwide in equities, equity-type securities andfixed or variable rate securities. Investments inequities and equity-type securities will accountfor at least 50% of the fund's net assets atany given time. In addition, money marketinstruments may be held on an ancillary basis.The fund may also invest a maximum of 20% inreal estate and commodities.
Fund facts
Unit class currency USD
Bloomberg ticker CRSPGUI LX
Net asset value (NAV) 229.33
2) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Cre
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1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
75
a subfund of CS Investment Funds 12 - Class A EUR & B EUR
Fund manager Urs HillerFund manager since 01.01.1997Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 607.38Inception date 30.10.1998Management fee in % p.a. 1.30TER (as of 31.03.2016) in % 1.35Swinging single pricing (SSP) 3) YesUnit Class Category A
(distribution)
ISIN LU0091100627
Valor no. 951289
Last distribution 17.05.2016Distribution value 0.90EU taxation In scope - tax
July 29, 2016Switzerland
CS (Lux) Portfolio Fund Yield EUR
Net performance in EUR (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201695
100
105
110
115
120
125
-5%
0%
5%
10%
15%
20%
25%
-2.6
9.1
1.3
7.2
1.4 1.7
CS (Lux) Portfolio Fund Yield EUR B Yearly or year-to-date performance respectively (Fund)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 0.96 2.02 1.72 -0.50 11.52 19.64
Allocation asset classes in %
Bonds 60.95Equity 26.03Alternatives 7.64Cash/CashEquivalents 5.38
Currencies in % (after hedging)
EUR 75.65USD 15.10AUD 1.53JPY 1.18CAD 0.55CHF 0.29GBP 0.18Others 5.52
Asset allocation in %Cash/Cash Equivalents Bonds Equity Alternatives Total
Euroland -0.15 38.97 8.77 0.46 48.05UK 0.01 1.14 0.00 - 1.15USA 1.31 9.27 8.46 1.65 20.69Others 4.21 - - - 4.21Emerging Markets - 5.77 5.52 - 11.29Japan - 1.71 0.90 - 2.61Canada - 0.55 0.49 - 1.04Switzerland - 0.08 0.64 - 0.72Global - 2.86 - 4.80 7.66Asia Pacific - 0.60 1.25 0.73 2.58Total 5.38 60.95 26.03 7.64 100.00
DurationModified duration in years 0) 4.63
Allocation of bonds in %Straight bonds 81.49Emerging Market Bonds 9.47High Yield Bonds 5.37Inflation Linked Bonds 2.82Convertibles 0.85
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 4.32 4.55Maximum drawdown in % 3) -5.84 -5.843) Maximum drawdown is the most negative cumulative returnover a given time period.
Top 10 Holdings in %Position as % of
assetsCredit Suisse Commodity Allocation Fund 3.75CS FI Global HY 2.34Credit Suisse Commodity Index Plus Fund 1.051.5 Italy 01.08.2019 1.02Credit Suisse European Dividend Equity 0.920.3 Japan 20.12.2025 0.84France 0.72Spain 0.653.75 Australia & New Z. Bank10.03.2017
0.64
Total 11.93
Investment policyThe aim of the fund is to achieve an appropriatereturn in EUR by taking advantage of thepossibilities for international diversification. Thefund invests worldwide in fixed and variable ratesecurities as well as in equities and equity-typesecurities. Fixed and variable rate securitiesaccount for at least 35% of the net assets of thefund at any given time. In addition, money marketinstruments may be held on an ancillary basis.The fund may also invest a maximum of 20% inreal estate and commodities.
Fund facts
Category B(capital growth)
Unit class currency EUR EURLU0091100890
Bloomberg ticker CRSIEAI LX CRSIEBI LX951290
Net asset value(NAV)
121.63 170.14
--
2) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
76
1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
a subfund of CS Investment Funds 12 - Class IB EUR
Fund manager Urs HillerFund manager since 01.01.1997Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 607.38Inception date 04.09.2013Management fee in % p.a. 0.60TER (as of 31.03.2016) in % 0.72Swinging single pricing (SSP) 3) YesUnit Class Category IB
(capital growth)
ISIN LU0108838904
Valor no. 1057473
Last distribution -Distribution value -Min. Init. Investm. Amount (in mill.) 3EU taxation In scope - tax
July 29, 2016Switzerland
CS (Lux) Portfolio Fund Yield EUR
Net performance in EUR (rebased to 100) and yearly performance 2)
2013 2014 2015 2016100102104106108110112114116
0%2%4%6%8%
10%12%14%16%
7.9
2.0 2.1
CS (Lux) Portfolio Fund Yield EUR IB Yearly or year-to-date performance respectively (Fund)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 1.00 2.18 2.09 0.13 - -
Allocation asset classes in %
Bonds 60.95Equity 26.03Alternatives 7.64Cash/CashEquivalents 5.38
Currencies in % (after hedging)
EUR 75.65USD 15.10AUD 1.53JPY 1.18CAD 0.55CHF 0.29GBP 0.18Others 5.52
Asset allocation in %Cash/Cash Equivalents Bonds Equity Alternatives Total
Euroland -0.15 38.97 8.77 0.46 48.05UK 0.01 1.14 0.00 - 1.15USA 1.31 9.27 8.46 1.65 20.69Others 4.21 - - - 4.21Emerging Markets - 5.77 5.52 - 11.29Japan - 1.71 0.90 - 2.61Canada - 0.55 0.49 - 1.04Switzerland - 0.08 0.64 - 0.72Global - 2.86 - 4.80 7.66Asia Pacific - 0.60 1.25 0.73 2.58Total 5.38 60.95 26.03 7.64 100.00
DurationModified duration in years 0) 4.63
Allocation of bonds in %Straight bonds 81.49Emerging Market Bonds 9.47High Yield Bonds 5.37Inflation Linked Bonds 2.82Convertibles 0.85
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 5.61 -Information ratio -1.84 -Tracking Error (Ex post) 0.80 -Maximum drawdown in % 3) -3.80 -3) Maximum drawdown is the most negative cumulative returnover a given time period.
Top 10 Holdings in %Position as % of
assetsCredit Suisse Commodity Allocation Fund 3.75CS FI Global HY 2.34Credit Suisse Commodity Index Plus Fund 1.051.5 Italy 01.08.2019 1.02Credit Suisse European Dividend Equity 0.920.3 Japan 20.12.2025 0.84France 0.72Spain 0.653.75 Australia & New Z. Bank10.03.2017
0.64
Total 11.93
Investment policyThe aim of the fund is to achieve an appropriatereturn in EUR by taking advantage of thepossibilities for international diversification. Thefund invests worldwide in fixed and variable ratesecurities as well as in equities and equity-typesecurities. Fixed and variable rate securitiesaccount for at least 35% of the net assets of thefund at any given time. In addition, money marketinstruments may be held on an ancillary basis.The fund may also invest a maximum of 20% inreal estate and commodities.
Fund facts
Unit class currency EUR
Bloomberg ticker CRSIEIE LX
Net asset value (NAV) 1'140.19
2) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
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1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
77
a subfund of CS Investment Funds 12 - Class A CHF & B CHF
Fund manager Urs HillerFund manager since 01.01.1997Location ZurichFund domicile LuxembourgFund currency CHFClose of financial year 31. MarchTotal net assets (in mil.) 1'428.85Inception date 14.05.1993Management fee in % p.a. 1.30TER (as of 31.03.2016) in % 1.40Swinging single pricing (SSP) 3) YesUnit Class Category A
(distribution)
ISIN LU0078042610
Valor no. 672338
Last distribution 17.05.2016Distribution value 0.65EU taxation In scope - tax
July 29, 2016Switzerland
CS (Lux) Portfolio Fund Yield CHF
Net performance in CHF (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201692949698
100102104106108110
-8%-6%-4%-2%0%2%4%6%8%
10%
-5.7
7.0
1.4
5.3
-2.4
1.0
CS (Lux) Portfolio Fund Yield CHF B Yearly or year-to-date performance respectively (Fund)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 0.47 1.47 0.95 -0.78 3.70 11.84
Allocation asset classes in %
Bonds 62.24Equity 26.19Alternatives 7.61Cash/CashEquivalents 3.96
Currencies in % (after hedging)
CHF 75.72USD 14.82EUR 2.00AUD 1.44JPY 1.15CAD 0.51GBP 0.15Others 4.21
Asset allocation in %Cash/Cash Equivalents Bonds Equity Alternatives Total
Switzerland -0.11 34.03 10.81 - 44.73Euroland 0.02 3.31 0.93 0.45 4.71UK 0.01 1.11 0.00 - 1.12USA 0.57 10.61 7.72 1.53 20.43Others 3.47 - - - 3.47Emerging Markets - 6.07 4.21 - 10.28Japan - 2.66 0.88 - 3.54Canada - 0.55 0.46 - 1.01Global - 3.32 - 4.90 8.22Asia Pacific - 0.58 1.18 0.73 2.49Total 3.96 62.24 26.19 7.61 100.00
DurationModified duration in years 0) 4.84
Allocation of bonds in %Straight bonds 80.34Emerging Market Bonds 9.75High Yield Bonds 5.40Inflation Linked Bonds 3.10Convertibles 1.41
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 3.73 3.80Maximum drawdown in % 3) -4.83 -4.833) Maximum drawdown is the most negative cumulative returnover a given time period.
Top 10 Holdings in %Position as % of
assetsCredit Suisse Commodity Allocation Fund 3.92CS FI Global HY 2.44Nestle SA 1.75Roche Holding AG 1.30Novartis AG 1.25Credit Suisse Commodity Index Plus Fund 0.98Credit Suisse Global Convertible Fund 0.88Credit Suisse European Dividend Equity 0.840.3 Japan 20.12.2025 0.77Total 14.13
Investment policyThe aim of the fund is to achieve an appropriatereturn in CHF by taking advantage of thepossibilities for international diversification. Thefund invests worldwide in fixed and variable ratesecurities as well as in equities and equity-typesecurities. Fixed and variable rate securitiesaccount for at least 35% of the net assets of thefund at any given time. In addition, money marketinstruments may be held on an ancillary basis.The fund may also invest a maximum of 20% inreal estate and commodities.
Fund facts
Category B(capital growth)
Unit class currency CHF CHFLU0078042883
Bloomberg ticker CRSISAI LX CRSISBI LX672339
Net asset value(NAV)
112.31 167.53
--
2) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
78
1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
a subfund of CS Investment Funds 12 - Class IB CHF
Fund manager Urs HillerFund manager since 01.01.1997Location ZurichFund domicile LuxembourgFund currency CHFClose of financial year 31. MarchTotal net assets (in mil.) 1'428.85Inception date 10.04.2012Management fee in % p.a. 0.60TER (as of 31.03.2016) in % 0.78Swinging single pricing (SSP) 3) YesUnit Class Category IB
(capital growth)
ISIN LU0108838490
Valor no. 1057449
Last distribution -Distribution value -Min. Init. Investm. Amount (in mill.) 3EU taxation In scope - tax
July 29, 2016Switzerland
CS (Lux) Portfolio Fund Yield CHF
Net performance in CHF (rebased to 100) and yearly performance 2)
2012 2013 2014 2015 20169698
100102104106108110112114
-4%-2%0%2%4%6%8%
10%12%14%
2.2
6.1
-1.8
1.3
CS (Lux) Portfolio Fund Yield CHF IB Yearly or year-to-date performance respectively (Fund)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 0.51 1.62 1.31 -0.16 5.78 -
Allocation asset classes in %
Bonds 62.24Equity 26.19Alternatives 7.61Cash/CashEquivalents 3.96
Currencies in % (after hedging)
CHF 75.72USD 14.82EUR 2.00AUD 1.44JPY 1.15CAD 0.51GBP 0.15Others 4.21
Asset allocation in %Cash/Cash Equivalents Bonds Equity Alternatives Total
Switzerland -0.11 34.03 10.81 - 44.73Euroland 0.02 3.31 0.93 0.45 4.71UK 0.01 1.11 0.00 - 1.12USA 0.57 10.61 7.72 1.53 20.43Others 3.47 - - - 3.47Emerging Markets - 6.07 4.21 - 10.28Japan - 2.66 0.88 - 3.54Canada - 0.55 0.46 - 1.01Global - 3.32 - 4.90 8.22Asia Pacific - 0.58 1.18 0.73 2.49Total 3.96 62.24 26.19 7.61 100.00
DurationModified duration in years 0) 4.84
Allocation of bonds in %Straight bonds 80.34Emerging Market Bonds 9.75High Yield Bonds 5.40Inflation Linked Bonds 3.10Convertibles 1.41
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 4.86 3.74Information ratio -1.84 -1.74Tracking Error (Ex post) 0.61 0.58Maximum drawdown in % 3) -3.97 -4.293) Maximum drawdown is the most negative cumulative returnover a given time period.
Top 10 Holdings in %Position as % of
assetsCredit Suisse Commodity Allocation Fund 3.92CS FI Global HY 2.44Nestle SA 1.75Roche Holding AG 1.30Novartis AG 1.25Credit Suisse Commodity Index Plus Fund 0.98Credit Suisse Global Convertible Fund 0.88Credit Suisse European Dividend Equity 0.840.3 Japan 20.12.2025 0.77Total 14.13
Investment policyThe aim of the fund is to achieve an appropriatereturn in CHF by taking advantage of thepossibilities for international diversification. Thefund invests worldwide in fixed and variable ratesecurities as well as in equities and equity-typesecurities. Fixed and variable rate securitiesaccount for at least 35% of the net assets of thefund at any given time. In addition, money marketinstruments may be held on an ancillary basis.The fund may also invest a maximum of 20% inreal estate and commodities.
Fund facts
Unit class currency CHF
Bloomberg ticker CSPTICI LX
Net asset value (NAV) 1'128.69
2) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
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1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
79
a subfund of CS Investment Funds 12 - Class A USD & B USD
Fund manager Urs HillerFund manager since 01.01.1997Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 265.81Inception date 14.05.1993Management fee in % p.a. 1.30TER (as of 31.03.2016) in % 1.36Swinging single pricing (SSP) 3) YesUnit Class Category A
(distribution)
ISIN LU0078046876
Valor no. 672336
Last distribution 17.05.2016Distribution value 0.90EU taxation In scope - tax
July 29, 2016Switzerland
CS (Lux) Portfolio Fund Yield USD
Net performance in USD (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201696
98
100
102
104
106
108
110
-4%
-2%
0%
2%
4%
6%
8%
10%
-1.8
6.9
0.81.4
-2.1
4.0
CS (Lux) Portfolio Fund Yield USD B Yearly or year-to-date performance respectively (Fund)
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 1.06 1.85 4.04 1.29 4.90 5.45
Allocation asset classes in %
Bonds 61.66Equity 26.38Alternatives 7.15Cash/CashEquivalents 4.81
Currencies in % (after hedging)
USD 87.71EUR 1.77AUD 1.76JPY 1.54CAD 0.67GBP 0.41CHF 0.13Others 6.01
Asset allocation in %Cash/Cash Equivalents Bonds Equity Alternatives Total
Euroland 0.02 1.24 1.04 0.44 2.74UK 0.01 1.01 0.00 - 1.02USA 0.79 46.64 15.13 1.49 64.05Others 3.99 - - - 3.99Emerging Markets - 6.07 6.01 - 12.08Japan - 2.74 1.32 - 4.06Canada - 0.52 0.65 - 1.17Switzerland - 0.14 0.83 - 0.97Global - 2.77 - 4.58 7.35Asia Pacific - 0.53 1.40 0.64 2.57Total 4.81 61.66 26.38 7.15 100.00
DurationModified duration in years 0) 4.32
Allocation of bonds in %Straight bonds 81.53Emerging Market Bonds 9.84High Yield Bonds 5.00Inflation Linked Bonds 2.85Convertibles 0.78
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 3.78 4.96Maximum drawdown in % 3) -5.30 -6.383) Maximum drawdown is the most negative cumulative returnover a given time period.
Top 10 Holdings in %Position as % of
assetsCredit Suisse Commodity Allocation Fund 3.63CS FI Global HY 2.291 US Treasury 30.09.2019 1.780.875 US Treasury 31.01.2018 1.773.375 US Treasury 15.11.2019 1.672 US Treasury 15.02.2023 1.490.875 US Treasury 15.11.2017 1.461.875 US Treasury 30.11.2021 1.391.75 US Treasury 15.05.2023 1.38US Treasury 1.24Total 18.10
Investment policyThe aim of the fund is to achieve an appropriatereturn in USD by taking advantage of thepossibilities for international diversification. Thefund invests worldwide in fixed and variable ratesecurities as well as in equities and equity-typesecurities. Fixed and variable rate securitiesaccount for at least 35% of the net assets of thefund at any given time. In addition, money marketinstruments may be held on an ancillary basis.The fund may also invest a maximum of 20% inreal estate and commodities.
Fund facts
Category B(capital growth)
Unit class currency USD USDLU0078046959
Bloomberg ticker CRSIUAI LX CRSIUBI LX672337
Net asset value(NAV)
140.04 250.55
--
2) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
80
1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Class A
Fund manager Thomas VonaeschFund manager since 01.01.2002Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 30. SepTotal net assets (in mil.) 3'413.68Total Assets Real Estate (in mil.) 4'284.24Inception date 29.10.1999Management fee in % p.a. 0.35Benchmark (BM)SXI Real Estate Funds (TR) (07/02)
Return on investment (ROI) in % 2.37Return on equity (ROE) in % 2.35Performance in % 3.51Distribution yield in % n/aPayout ratio in % n/aDebt financing ratio in % 7.76Rent default rate in % n/a
Premium / discount in % 25.19* Calculation for the months
01.10.2015 - 31.03.2016Unit Class Category A
(distribution)Unit class currency CHFISIN CH0008443035Valor no. 844303Stock price 1'515.00
Last distribution 10.12.2015Distribution value 52.00Premium / discount (monthly) in % 25.50EU taxation Out of scope
July 29, 2016Switzerland
CS 1a Immo PK
Net performance in CHF (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201690
100
110
120
130
140
150
-10%
0%
10%
20%
30%
40%
50%
3.08.3
3.8 4.9
13.4
1.76.8 6.3
-2.8
15.0
4.26.8
CS 1a Immo PK Yearly or year-to-date performance respectively (Fund)SXI Real Estate Funds (TR) (07/02) Yearly or year-to-date performance respectively (Benchmark)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 0.00 0.00 1.68 3.51 26.51 36.35Benchmark 0.30 -0.19 6.77 4.74 28.64 33.40
Types of property in % (as per last semi-annual and annual results)
Apartments 30.90Office 30.40Retail 13.25Warehouses 9.35Parking 6.80Hotels, cinemas, restaurants 5.30Others 4.00
Geographical breakdown in % (as per last semi-annual and annual results)
Region Zurich 40.90Region North-west Switzerland 19.80Region Lake Geneva 19.40Region Central Switzerland 9.90Region Eastern Switzerland 3.00Region Southern Switzerland 2.45Region Western Switzerland 2.35Region Berne 2.20
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 5.57 5.06Information ratio -0.08 0.07Tracking Error (Ex post) 6.68 6.38
Investment policyThe fund invests in high-quality residentialproperties, mixed residential and commercialproperties and commercial /industrial premisesas well as in projects with earning or valuecreation potential. The portfolio comprisesmodern, recently built proporties and is widelydiversified in terms of location, utilisation andtenant structure. The fund is open to tax-exemptdomestic employee benefits insurance plans andtax-exempt domestic social insurance andcompensation funds. This fund is traded over thecounter. It is exempt from taxes on income andcapital at fund level.
Fund facts
Key figures as per last semi-annual and annualresults *EBIT-margin in % 78.35
Total Expense Ratio (TERref) in % 0.61Total Expense Ratio (TERrefGAV) in % 0.56
Net asset value (NAV) 1'207.15
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81
Class A
Fund manager Urs FreyFund manager since 30.11.2012Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 31. DecemberTotal net assets (in mil.) 650.22Total Assets Real Estate (in mil.) 813.00Inception date 12.05.2009Management fee in % p.a. 0.49Benchmark (BM) SXI Real Estate Funds (TR)
Return on investment (ROI) in % 2.57Return on equity (ROE) in % 3.34Performance in % 8.64Distribution yield in % 1.55Payout ratio in % 132.14Debt financing ratio in % 24.35Rent default rate in % 9.85
Premium / discount in % 20.13* Calculation for the months
01.01.2016 - 30.06.2016Unit Class Category A
(distribution)Unit class currency CHFISIN CH0100778445Valor no. 10077844Stock price 135.50
Last distribution 11.03.2016Distribution value 3.50Premium / discount (monthly) in % 25.03EU taxation Out of scope
July 29, 2016Switzerland
CS Real Estate Fund Green Property
Net performance in CHF (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201690
100
110
120
130
140
150
-10%
0%
10%
20%
30%
40%
50%
-2.7
8.6
-0.6
9.4 8.011.5
6.8 6.3
-2.8
15.0
4.26.8
CS Real Estate Fund Green Property Yearly or year-to-date performance respectively (Fund)SXI Real Estate Funds (TR) Yearly or year-to-date performance respectively (Benchmark)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 2.65 3.59 11.52 2.86 25.22 37.80Benchmark 0.30 -0.19 6.77 4.74 28.64 33.40
Types of property in % (as per last semi-annual and annual results)
Office 46.10Apartments 34.25Retail 8.00Parking 6.40Warehouses 2.50Leisure 1.40Others 1.35
Geographical breakdown in % (as per last semi-annual and annual results)
Region Zurich 44.55Region Central Switzerland 22.20Region Lake Geneva 10.50Berne 9.95Region Eastern Switzerland 6.65Region North-west Switzerland 6.15
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 10.04 8.64Information ratio -0.10 0.08Tracking Error (Ex post) 9.46 8.56
Investment policyThe Credit Suisse Real Estate Fund GreenProperty invests in high-quality new constructionprojects that are located in strong economicregions in Switzerland. In the selection of newbuilding projects the focus is on sustainability.The properties and projects must meet the strictrequirements of greenproperty, the seal of qualityfor sustainable real estate. It assesses fivequantitative and qualitative criteria: - Utilization -Infrastructure - Energy - Materials - Life cycleand not only covers ecology criteria, but alsoincludes economic and social aspects. TheCredit Suisse Real Estate Fund Green Propertyis listed on the SIX Swiss Exchange as per31.10.2013.
Fund facts
Key figures as per last semi-annual and annualresults *EBIT-margin in % 70.30
Total Expense Ratio (TERref) in % 0.89Total Expense Ratio (TERrefGAV) in % 0.66
Net asset value (NAV) 108.37
82
1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Class A
Fund manager Christophe PiffarettiFund manager since 01.01.2015Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 31. DecemberTotal net assets (in mil.) 906.58Total Assets Real Estate (in mil.) 852.22Inception date 25.11.2010Management fee in % p.a. 0.49Benchmark (BM) SXI Real Estate Funds (TR)
Return on investment (ROI) in % 3.98Return on equity (ROE) in % 3.62Performance in %Distribution yield in % 2.94Payout ratio in % 97.23Debt financing ratio in % 26.85Rent default rate in % 1.54
Premium / discount in % -10.69* Calculation for the months
01.01.2015 - 31.12.2015Unit Class Category A
(distribution)Unit class currency CHFISIN CH0118768057Valor no. 11876805
Last distribution 11.03.2016Distribution value 2.75Premium / discount (monthly) in % -6.00EU taxation Out of scope
July 29, 2016Switzerland
CS Real Estate Fund Hospitality
Net performance in CHF (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201680
90
100
110
120
130
140
150
-20%
-10%
0%
10%
20%
30%
40%
50%
-6.3
13.9
-11.2
5.3
-2.2
7.26.8 6.3
-2.8
15.0
4.2 6.8
CS Real Estate Fund Hospitality Yearly or year-to-date performance respectively (Fund)SXI Real Estate Funds (TR) Yearly or year-to-date performance respectively (Benchmark)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 2.47 6.39 7.21 6.08 1.58 8.27Benchmark 0.30 -0.19 6.77 4.74 28.64 33.40
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 10.26 9.77Information ratio -0.83 -0.39Tracking Error (Ex post) 9.48 10.65
Types of property in % (as per last semi-annual and annual results)
Hotels, cinemas, restaurants 48.70Campus, Others 22.35Apartments 10.65Retail 9.95Office 6.15Parking 1.15Warehouses 1.10
Geographical breakdown in % (as per last semi-annual and annual results)
Region Southern Switzerland 33.80Region Lake Geneva 25.00Region Zurich 19.80Region North-west Switzerland 10.80Region Central Switzerland 5.80Region Berne 2.40Region Western Switzerland 1.35Region Eastern Switzerland 1.05
Investment policyThe Credit Suisse Real Estate Fund Hospitality(CS REF Hospitality) invests primarily inhospitality real estate such as conventioncenters, residential properties offering hotel-styleservices, hotels, and residential and limited-timeliving facilities; it also invests in healthcare realestate and housing throughout Switzerland. Bylaw, the fund is prohibited from holding a stakein operating companies. The fund holds the realestate directly. Holders of unit certificates whoare resident in Switzerland are therefore notsubject to income and wealth tax on the portionof the revenues (or the assets) that comes fromdirect property holdings. The CS REF Hospitalityis listed on the SIX Swiss Exchange as per31.10.2012.
Fund facts
Key figures as per last semi-annual and annualresults *EBIT-margin in % 68.25
-2.22
Total Expense Ratio (TERref) in % 0.90Total Expense Ratio (TERrefGAV) in % 0.62
Net asset value (NAV) 103.56
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1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
83
Class A
Fund manager Rainer ScherweyFund manager since 01.07.2008Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 31. DecemberTotal net assets (in mil.) 2'351.30Total Assets Real Estate (in mil.) 2'803.99Inception date 01.02.2005Management fee in % p.a. 0.60Benchmark (BM) SXI Real Estate Funds (TR)
Return on investment (ROI) in % 4.18Return on equity (ROE) in % 4.35Performance in %Distribution yield in % 3.66Payout ratio in % 99.42Debt financing ratio in % 12.76Rent default rate in % 4.50
Premium / discount in % 7.39* Calculation for the months
01.01.2015 - 31.12.2015Unit Class Category A
(distribution)Unit class currency CHFISIN CH0019685111Valor no. 1968511Stock price 1'225.00
Last distribution 29.03.2016Distribution value 41.00Premium / discount (monthly) in % 19.25EU taxation Out of scope
For qualified investors only
July 29, 2016Switzerland
CS Real Estate Fund International
Net performance in CHF (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201690
100
110
120
130
140
150
-10%
0%
10%
20%
30%
40%
50%
0.4 0.8
7.011.4
8.013.2
6.8 6.3
-2.8
15.0
4.26.8
CS Real Estate Fund International Yearly or year-to-date performance respectively (Fund)SXI Real Estate Funds (TR) Yearly or year-to-date performance respectively (Benchmark)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 1.24 2.94 13.18 12.45 35.48 41.21Benchmark 0.30 -0.19 6.77 4.74 28.64 33.40
Currencies in % (after hedging)
CHF 83.79EUR 3.98USD 2.63AUD 2.48CAD 2.18CLP 1.76GBP 1.40JPY 1.03NZD 0.75
Types of property in % (as per last semi-annual and annual results)
Office 81.35Retail 9.45Parking 6.65Warehouses 1.00Hotels, cinemas, restaurants 0.95Apartments 0.25Others 0.35
Geographical breakdown in % (as per last semi-annual and annual results)
USA 26.62Australia 15.93Canada 13.37Germany 11.54UK 7.98Netherlands 7.52Japan 5.48New Zealand 4.48Chile 4.08Ireland 3.00
Investment policyThe fund invests in good-quality commercialproperties at attractive locations in Europe, Asia,North, Central and South America. Thecurrencies are for the most part hedged, andthe fund is traded over the counter. The CreditSuisse Real Estate Fund International is onlyopen to qualified investors.
Fund facts
Key figures as per last semi-annual and annualresults *EBIT-margin in % 72.89
8.05
Total Expense Ratio (TERref) in % 1.02Total Expense Ratio (TERrefGAV) in % 0.86
Net asset value (NAV) 1'027.23
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 8.89 8.79Information ratio 0.18 0.12Tracking Error (Ex post) 9.57 9.74
84
1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Class A
Fund manager Radhia RüttimannFund manager since 01.10.2006Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 30. SepTotal net assets (in mil.) 1'563.23Total Assets Real Estate (in mil.) 1'745.77Inception date 27.10.1954Management fee in % p.a. 0.49Benchmark (BM)SXI Real Estate Funds (TR) (07/02)
Return on investment (ROI) in % 1.98Return on equity (ROE) in % 1.98Performance in % 8.18Distribution yield in % n/aPayout ratio in % n/aDebt financing ratio in % 24.24Rent default rate in % n/a
Premium / discount in % 14.49* Calculation for the months
01.10.2015 - 31.03.2016Unit Class Category A
(distribution)Unit class currency CHFISIN CH0002769351Valor no. 276935Stock price 210.50
Last distribution 10.12.2015Distribution value 8.40Premium / discount (monthly) in % 11.68EU taxation Out of scope
July 29, 2016Switzerland
CS Real Estate Fund Interswiss
Net performance in CHF (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201680
90
100
110
120
130
140
150
-20%
-10%
0%
10%
20%
30%
40%
50%
6.70.9
-6.6
13.2
5.51.2
6.8 6.3
-2.8
15.0
4.2 6.8
CS Real Estate Fund Interswiss Yearly or year-to-date performance respectively (Fund)SXI Real Estate Funds (TR) (07/02) Yearly or year-to-date performance respectively (Benchmark)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund -2.55 -2.77 1.15 0.71 21.55 14.90Benchmark 0.30 -0.19 6.77 4.74 28.64 33.40
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 11.29 10.29Information ratio -0.29 -0.53Tracking Error (Ex post) 6.41 5.67
Types of property in % (as per last semi-annual and annual results)
Office 32.50Retail 27.70Apartments 18.95Parking 8.20Hotels, cinemas, restaurants 5.85Warehouses 4.55Others 2.25
Geographical breakdown in % (as per last semi-annual and annual results)
Region Zurich 32.10Region North-west Switzerland 30.20Region Lake Geneva 23.45Region Berne 10.60Region Central Switzerland 2.30Region Western Switzerland 1.05Region Southern Switzerland 0.30
Investment policyCredit Suisse Real Estate Fund Interswissinvests primarily in properties for commercialutilization, in highly attractive residential realestate and in construction projects. The fundoffers institutional investors and private clientsaccess to a diversified portfolio featuringinteresting properties, preferably located in Swisscities or their agglomerations. This fund is listedon the SIX Swiss Exchange.
Fund facts
Key figures as per last semi-annual and annualresults *EBIT-margin in % 76.82
Total Expense Ratio (TERref) in % 1.02Total Expense Ratio (TERrefGAV) in % 0.69
Net asset value (NAV) 188.49C
redi
t Sui
sse
Rea
l Est
ate
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/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
85
Class A
Fund manager Stefan BangerterFund manager since 01.01.2014Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 31. DecemberTotal net assets (in mil.) 2'157.57Total Assets Real Estate (in mil.) 2'809.06Inception date 05.12.2007Management fee in % p.a. 0.49Benchmark (BM) SXI Real Estate Funds (TR)
Return on investment (ROI) in % 3.99Return on equity (ROE) in % 3.59Performance in %Distribution yield in % 2.50Payout ratio in % 92.31Debt financing ratio in % 18.42Rent default rate in % 5.28
Premium / discount in % 25.51* Calculation for the months
01.01.2015 - 31.12.2015Unit Class Category A
(distribution)Unit class currency CHFISIN CH0031069328Valor no. 3106932Stock price 134.70
Last distribution 11.03.2016Distribution value 3.30Premium / discount (monthly) in % 30.20EU taxation Out of scope
July 29, 2016Switzerland
CS Real Estate Fund LivingPlus
Net performance in CHF (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201690
100
110
120
130
140
150
-10%
0%
10%
20%
30%
40%
50%
2.25.6 5.1
13.3
-1.5
6.26.8 6.3
-2.8
15.0
4.26.8
CS Real Estate Fund LivingPlus Yearly or year-to-date performance respectively (Fund)SXI Real Estate Funds (TR) Yearly or year-to-date performance respectively (Benchmark)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 0.37 0.07 6.24 4.11 26.29 28.78Benchmark 0.30 -0.19 6.77 4.74 28.64 33.40
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 9.84 9.74Information ratio -0.11 -0.12Tracking Error (Ex post) 5.57 5.69
Types of property in % (as per last semi-annual and annual results)
Apartments 68.55Hotels, cinemas, restaurants 10.15Parking 5.45Retail 3.95Office 3.15Warehouses 0.65Others 8.10
Geographical breakdown in % (as per last semi-annual and annual results)
Region North-west Switzerland 33.85Region Zurich 17.60Region Berne 13.15Region Lake Geneva 13.00Region Central Switzerland 6.95Region Southern Switzerland 5.75Region Eastern Switzerland 5.00Region Western Switzerland 4.70
Investment policyThis fund invests in real estate for seniors,modern forms of housing that offer integratedservices, as well as in forward-looking residentialconcepts at attractive locations throughoutSwitzerland. It provides institutional and privateinvestors with access to a diversified portfolioof residential properties that offer modern usageand service concepts. The fund is listed on theSIX Swiss Exchange. The fund’s currency is theSwiss franc. The fund takes direct ownershipof the properties; unit holders are therefore notliable for Swiss income or wealth tax on theportion of the fund’s assets that is invested inreal estate.
Fund facts
Key figures as per last semi-annual and annualresults *EBIT-margin in % 74.56
-1.54
Total Expense Ratio (TERref) in % 0.83Total Expense Ratio (TERrefGAV) in % 0.67
Net asset value (NAV) 103.46
86
1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Class A
Fund manager Samuel EggerFund manager since 01.10.2013Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 30. SepTotal net assets (in mil.) 2'036.48Total Assets Real Estate (in mil.) 2'797.49Inception date 10.09.1956Management fee in % p.a. 0.49Benchmark (BM)SXI Real Estate Funds (TR) (07/02)
Return on investment (ROI) in % 1.99Return on equity (ROE) in % 1.98Performance in % 8.75Distribution yield in % n/aPayout ratio in % n/aDebt financing ratio in % 16.65Rent default rate in % 3.54
Premium / discount in % 39.26* Calculation for the months
01.10.2015 - 31.03.2016Unit Class Category A
(distribution)Unit class currency CHFISIN CH0012913700Valor no. 1291370Stock price 196.30
Last distribution 10.12.2015Distribution value 5.40Premium / discount (monthly) in % 37.37EU taxation Out of scope
July 29, 2016Switzerland
CS Real Estate Fund Siat
Net performance in CHF (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201690
100
110
120
130
140
150
160
-10%
0%
10%
20%
30%
40%
50%
60%
11.46.5
-3.0
16.6
5.6 7.96.8 6.3
-2.8
15.0
4.2 6.8
CS Real Estate Fund Siat Yearly or year-to-date performance respectively (Fund)SXI Real Estate Funds (TR) (07/02) Yearly or year-to-date performance respectively (Benchmark)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund -0.61 -1.31 7.86 7.64 32.91 40.86Benchmark 0.30 -0.19 6.77 4.74 28.64 33.40
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 9.59 10.11Information ratio 0.21 0.19Tracking Error (Ex post) 5.18 5.69
Types of property in % (as per last semi-annual and annual results)
Apartments 64.20Office 14.70Retail 9.20Parking 7.00Hotels, cinemas, restaurants 2.50Warehouses 1.30Others 1.10
Geographical breakdown in % (as per last semi-annual and annual results)
Region Zurich 35.20Region North-west Switzerland 22.25Region Lake Geneva 13.55Region Central Switzerland 12.70Region Eastern Switzerland 7.75Region Berne 4.60Region Western Switzerland 3.35Region Southern Switzerland 0.60
Investment policyThis fund invests primarily in multi-familydwellings in large and mid-sized Swiss cities, aswell as their agglomerations. The fund also hasselected commercial properties, which are let toprime tenants on a long-term basis. The fund islisted on the SIX Swiss Exchange.
Fund facts
Key figures as per last semi-annual and annualresults *EBIT-margin in % 75.19
Total Expense Ratio (TERref) in % 0.99Total Expense Ratio (TERrefGAV) in % 0.72
Net asset value (NAV) 142.90
Cre
dit S
uiss
e R
eal E
stat
e Fu
nd
1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
87
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class B CHF
Purchases SalesCs Group Reg Gategroup Holding RegLafargeholcim Reg Ubs GroupNestle Reg Roche Holding CertAbb Reg Schweiter TechnologiesLindt & Spruengli Sfs Group Reg
Fund manager Marcel SchibliFund manager since 01.09.2009Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 31. MayTotal net assets (in mil.) 149.02Inception date 17.12.2004Management fee in % p.a. 1.60TER (as of 30.11.2015) in % 1.67Benchmark (BM) SPI (TR)Swinging single pricing (SSP) 3) YesUnit Class Category B
(capital growth)
ISIN CH0017229615
Valor no. 1722961
Redemptions DailyEU taxation In scope - no tax
July 29, 2016Switzerland
CS (CH) 130/30 Swiss Equity Fund
Net performance in CHF (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201680
100
120
140
160
180
-20%
0%
20%
40%
60%
80%
-6.6
23.8 27.3
13.7
1.6
-4.0-7.7
17.724.6
13.0
2.7
-2.9
CS (CH) 130/30 Swiss Equity Fund B CHF Yearly or year-to-date performance respectively (Fund)SPI (TR) Yearly or year-to-date performance respectively (Benchmark)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 3.37 5.32 -4.04 -9.26 19.73 78.36Benchmark 1.94 3.05 -2.92 -7.65 19.32 66.09
Sectors in %Fund
Health Care 41.04Consumer Staples 21.54Industrials 20.06Financials 18.66Materials 12.46Information Technology 7.21Consumer Discretionary 5.22Telecommunication Services 1.44Cash/Cash Equivalents 1.19Others -28.82
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 13.85 13.05Information ratio 0.03 0.41Tracking Error (Ex post) 3.42 3.44Beta 1.13 1.11
Top 10 Holdings in %Nestle SA 19.03Novartis AG 15.63Roche Holding AG 13.78ABB 4.22UBS Group AG 3.31Zurich Insurance Group 3.28Actelion 3.23Syngenta AG 3.07Givaudan 2.81Lafargeholcim Ltd 2.79Total 71.15
Significant Transactions
Risk ExposureMaximum Portfolio
Long Equity 130.0% 128.8%Short Equity 30.0% 29.1%Investment Degree 100.0% 99.7%Total Exposure 160.0% 157.9%
Investment policyThe fund targets its investments on equities ofcompanies that are domiciled in Switzerland orare included in the SPI. Criteria for stockselection include the valuation of the company,the business climate, the company`s positioningand the quality of its management. The aim isto outperform the SPI over the long term.Fluctuations in the value of the fund units maydiffer substantially from those in the SPI. Thelong exposure can go up to 130% and the shortexposure to -30%.
Fund facts
Unit class currency CHF
Bloomberg ticker CSEQSSA SW
Net asset value (NAV) 21.14
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
88
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class A
Fund manager Christoph Bieri, Christoph KnechtFund manager since 16.04.2010, 01.01.2014Location Zurich, ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 31. MayTotal net assets (in mil.) 274.09Inception date 16.04.2010Management fee in % p.a. 1.00TER (as of 30.11.2015) in % 1.68Benchmark (BM) SXI Swiss Real Estate (TR)Swinging single pricing (SSP) 3) YesUnit Class Category A
(distribution)Unit class currency CHFISIN CH0110177414Valor no. 11017741
Last distribution 19.07.2016Distribution value 0.16EU taxation In scope - no tax
July 29, 2016Switzerland
CS (CH) Swiss Real Estate Securities Fund
Net performance in CHF (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201690
100
110
120
130
140
150
-10%
0%
10%
20%
30%
40%
50%
5.98.7
-4.3
13.8
7.09.7
6.8 8.3
-3.7
14.4
6.29.1
CS (CH) Swiss Real Estate Securities FundA
Yearly or year-to-date performance respectively (Fund)
SXI Swiss Real Estate (TR)Yearly or year-to-date performance respectively(Benchmark)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 1.22 1.78 9.68 9.12 33.00 38.24Benchmark 1.03 1.54 9.07 8.55 33.07 38.04
Types of property in %
Office and retail 55.00Residential 34.80Commercial and other use 10.20
Geographical breakdown in %
Region Zurich 43.20Region Central Switzerland 22.00Region Western Switzerland 18.50Region Berne 6.80Region Eastern Switzerland 6.80Region Southern Switzerland 2.70Abroad 0.00
Sectors in %Fund Benchmark
Real estate funds 57.80 63.50Corporations 42.10 36.50Cash/Cash Equivalents 0.10 0.00
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 8.06 7.46Information ratio -0.02 0.03Tracking Error (Ex post) 0.93 0.93
Top 5 Holdings in %UBS Swiss Mixed Sima 19.12Swiss Prime Site AG 16.99PSP Swiss Property 11.37CS RE Fd Siat 7.17Allreal Holding AG 6.23UBS SWISS Res Anfos 6.14Mobimo Hld. AG 4.72Schroder Immo Plus 4.55CS RE Fd Interswiss 3.76UBS Property 3.54Total 83.59
Investment policyThe broadly diversified portfolio (25–30securities) consists of funds and equities fromthe Swiss real estate sector, with the SXI SwissReal Estate® TR Index serving as theperformance benchmark. The real estate fundsare exchange-traded and invest predominantlyin residential properties in Switzerland. The realestate equities are also traded on the stockexchange and invest almost exclusively in officebuildings and retail space in Switzerland.
Fund facts
Net asset value (NAV) 14.67
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Cre
dit S
uiss
e Eq
uity
Fun
d
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
89
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class IB
Fund manager Christoph Bieri, Christoph KnechtFund manager since 16.04.2010, 01.01.2014Location Zurich, ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 31. MayTotal net assets (in mil.) 274.09Inception date 16.04.2010Management fee in % p.a. 0.60TER (as of 30.11.2015) in % 1.28Benchmark (BM) SXI Swiss Real Estate (TR)Swinging single pricing (SSP) 3) YesUnit Class Category I
(capital growth)Unit class currency CHFISIN CH0110177422Valor no. 11017742
EU taxation In scope - no tax
July 29, 2016Switzerland
CS (CH) Swiss Real Estate Securities Fund
Net performance in CHF (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201690
100
110
120
130
140
150
160
-10%
0%
10%
20%
30%
40%
50%
60%
6.3 9.1
-3.9
14.27.4 9.9
6.8 8.3
-3.7
14.4
6.29.1
CS (CH) Swiss Real Estate Securities FundIB
Yearly or year-to-date performance respectively (Fund)
SXI Swiss Real Estate (TR)Yearly or year-to-date performance respectively(Benchmark)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 1.29 1.89 9.94 9.62 34.66 41.03Benchmark 1.03 1.54 9.07 8.55 33.07 38.04
Types of property in %
Office and retail 55.00Residential 34.80Commercial and other use 10.20
Geographical breakdown in %
Region Zurich 43.20Region Central Switzerland 22.00Region Western Switzerland 18.50Region Berne 6.80Region Eastern Switzerland 6.80Region Southern Switzerland 2.70Abroad 0.00
Sectors in %Fund Benchmark
Real estate funds 57.80 63.50Corporations 42.10 36.50Cash/Cash Equivalents 0.10 0.00
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 7.94 7.38Information ratio 0.33 0.39Tracking Error (Ex post) 1.20 1.09
Top 5 Holdings in %UBS Swiss Mixed Sima 19.12Swiss Prime Site AG 16.99PSP Swiss Property 11.37CS RE Fd Siat 7.17Allreal Holding AG 6.23UBS SWISS Res Anfos 6.14Mobimo Hld. AG 4.72Schroder Immo Plus 4.55CS RE Fd Interswiss 3.76UBS Property 3.54Total 83.59
Investment policyThe broadly diversified portfolio (25–30securities) consists of funds and equities fromthe Swiss real estate sector, with the SXI SwissReal Estate® TR Index serving as theperformance benchmark. The real estate fundsare exchange-traded and invest predominantlyin residential properties in Switzerland. The realestate equities are also traded on the stockexchange and invest almost exclusively in officebuildings and retail space in Switzerland.
Fund facts
Net asset value (NAV) 1'583.68
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
90
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 2 - Class B USD
Fund manager Dietmar Peetz, Daniel SchmittFund manager since 08.04.2010, 08.04.2010Location Zurich, ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MayTotal net assets (in mil.) 1'452.25Inception date 14.04.2010Management fee in % p.a. 1.92TER (as of 30.11.2015) in % 2.12Benchmark (BM) Bloomberg Commodity Index (TR)Swinging single pricing (SSP) 3) YesUnit Class Category B
(capital growth)
ISIN LU0496465690
Valor no. 11145804
July 29, 2016Switzerland
CS (Lux) CommodityAllocation Fund
Net performance in USD (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 2016405060708090
100110120
-60%-50%-40%-30%-20%-10%
0%10%20%
-13.0-4.9
-10.6-17.6
-25.5
6.5
-13.3
-1.1
-9.5-17.0
-24.7
7.5
CS (Lux) CommodityAllocation Fund B USD Yearly or year-to-date performance respectively (Fund)Bloomberg Commodity Index (TR) Yearly or year-to-date performance respectively (Benchmark)
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund -4.83 -1.36 6.52 -8.74 -34.94 -52.00Benchmark -5.11 -1.38 7.46 -7.98 -33.01 -48.02
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 13.66 14.38Information ratio -0.68 -0.96Tracking Error (Ex post) 1.44 1.67Beta 0.96 0.95
Commodity Sectors in %
Energy 32.01Agriculture 29.11Industrial Metals 16.96Precious Metals 16.90Livestock 4.49Others 0.53
Top collateral holdings in %Position Coupon % Maturity as % of
assetsUS Treasury 18.08.16 17.23US Treasury Bill 02.02.17 12.71US Treasury Bill 02.03.17 10.30US Treasury Bill 10.11.16 8.60US Treasury Bill 20.07.17 8.57US Treasury 31.03.17 6.86US Treasury Bill 05.01.17 6.53US Treasury Bill 22.06.17 6.18US Treasury 27.04.17 4.80US Treasury Bill 25.05.17 4.80Total 86.58
Investment policyThe aim of the fund is to generate the highestpossible risk-adjusted return in the long termthrough diversified investments in commodityrelated instruments globally. The Fund investsmainly in investment funds, structured products,derivatives and other securities to gain exposureto commodities markets.
Fund facts
Unit class currency USD
Bloomberg ticker CSCOALB LX
Net asset value (NAV) 56.373) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Cre
dit S
uiss
e S
ICA
V O
ne
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
91
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 2 - Class BH CHF
Fund manager Dietmar Peetz, Daniel SchmittFund manager since 08.04.2010, 08.04.2010Location Zurich, ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MayTotal net assets (in mil.) 1'452.25Inception date 14.04.2010Management fee in % p.a. 1.92TER (as of 30.11.2015) in % 2.12Benchmark (BM)
Bloomberg Commodity Index (TR) (Hedged into CHF)Swinging single pricing (SSP) 3) YesUnit Class Category BH
(capital growth)
ISIN LU0499371648
Valor no. 11183148
July 29, 2016Switzerland
CS (Lux) CommodityAllocation Fund
Net performance in CHF (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 2016405060708090
100110120
-60%-50%-40%-30%-20%-10%
0%10%20%
-13.8-6.0
-11.3-18.2
-26.9
5.2
-16.2
-2.4-9.9
-18.0
-26.2
6.2
CS (Lux) CommodityAllocation Fund BH CHF Yearly or year-to-date performance respectively (Fund)Bloomberg Commodity Index (TR) (Hedged intoCHF)
Yearly or year-to-date performance respectively(Benchmark)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund -5.05 -2.08 5.16 -10.47 -37.58 -54.80Benchmark -5.27 -1.90 6.20 -9.94 -36.02 -52.63
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 13.64 14.52Information ratio -0.54 -0.45Tracking Error (Ex post) 1.52 2.06Beta 0.95 0.92
Commodity Sectors in %
Energy 32.01Agriculture 29.11Industrial Metals 16.96Precious Metals 16.90Livestock 4.49Others 0.53
Top collateral holdings in %Position Coupon % Maturity as % of
assetsUS Treasury 18.08.16 17.23US Treasury Bill 02.02.17 12.71US Treasury Bill 02.03.17 10.30US Treasury Bill 10.11.16 8.60US Treasury Bill 20.07.17 8.57US Treasury 31.03.17 6.86US Treasury Bill 05.01.17 6.53US Treasury Bill 22.06.17 6.18US Treasury 27.04.17 4.80US Treasury Bill 25.05.17 4.80Total 86.58
Investment policyThe aim of the fund is to generate the highestpossible risk-adjusted return in the long termthrough diversified investments in commodityrelated instruments globally. The Fund investsmainly in investment funds, structured products,derivatives and other securities to gain exposureto commodities markets.
Fund facts
Unit class currency CHF
Bloomberg ticker CSCALCR LX
Net asset value (NAV) 51.733) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
92
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 2 - Class BH EUR
Fund manager Dietmar Peetz, Daniel SchmittFund manager since 08.04.2010, 08.04.2010Location Zurich, ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MayTotal net assets (in mil.) 1'452.25Inception date 14.04.2010Management fee in % p.a. 1.92TER (as of 30.11.2015) in % 2.12Benchmark (BM)
Bloomberg Commodity Index (TR) (Hedged into EUR)Swinging single pricing (SSP) 3) YesUnit Class Category BH
(capital growth)
ISIN LU0499368180
Valor no. 11183143
July 29, 2016Switzerland
CS (Lux) CommodityAllocation Fund
Net performance in EUR (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 2016405060708090
100110120
-60%-50%-40%-30%-20%-10%
0%10%20%
-13.7-5.6
-11.2-18.0
-26.5
5.5
-14.7
-2.1-9.8
-17.8
-25.9
6.6
CS (Lux) CommodityAllocation Fund BH EUR Yearly or year-to-date performance respectively (Fund)Bloomberg Commodity Index (TR) (Hedged intoEUR)
Yearly or year-to-date performance respectively(Benchmark)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund -4.96 -2.00 5.48 -10.02 -36.81 -54.07Benchmark -5.19 -1.65 6.61 -9.22 -35.25 -51.22
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 13.63 14.47Information ratio -0.54 -0.65Tracking Error (Ex post) 1.49 1.85Beta 0.95 0.93
Commodity Sectors in %
Energy 32.01Agriculture 29.11Industrial Metals 16.96Precious Metals 16.90Livestock 4.49Others 0.53
Top collateral holdings in %Position Coupon % Maturity as % of
assetsUS Treasury 18.08.16 17.23US Treasury Bill 02.02.17 12.71US Treasury Bill 02.03.17 10.30US Treasury Bill 10.11.16 8.60US Treasury Bill 20.07.17 8.57US Treasury 31.03.17 6.86US Treasury Bill 05.01.17 6.53US Treasury Bill 22.06.17 6.18US Treasury 27.04.17 4.80US Treasury Bill 25.05.17 4.80Total 86.58
Investment policyThe aim of the fund is to generate the highestpossible risk-adjusted return in the long termthrough diversified investments in commodityrelated instruments globally. The Fund investsmainly in investment funds, structured products,derivatives and other securities to gain exposureto commodities markets.
Fund facts
Unit class currency EUR
Bloomberg ticker CSCALER LX
Net asset value (NAV) 52.913) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Cre
dit S
uiss
e S
ICA
V O
ne
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
93
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 2 - Class EBH CHF
Fund manager Dietmar Peetz, Daniel SchmittFund manager since 08.04.2010, 08.04.2010Location Zurich, ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MayTotal net assets (in mil.) 1'452.25Inception date 10.08.2011Management fee in % p.a. 0.90TER (as of 30.11.2015) in % 1.07Benchmark (BM)
Bloomberg Commodity Index (TR) (Hedged into CHF)Swinging single pricing (SSP) 3) YesUnit Class Category EBH
(capital growth)
ISIN LU0656520649
Valor no. 13483387
July 29, 2016Switzerland
CS (Lux) CommodityAllocation Fund
Net performance in CHF (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 2016405060708090
100110120
-60%-50%-40%-30%-20%-10%
0%10%20%
-5.1-10.5
-17.3
-26.5
5.8
-2.4-9.9
-18.0
-26.2
6.2
CS (Lux) CommodityAllocation Fund EBH CHF Yearly or year-to-date performance respectively (Fund)Bloomberg Commodity Index (TR) (Hedged intoCHF)
Yearly or year-to-date performance respectively(Benchmark)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund -4.96 -1.87 5.80 -9.62 -35.90 -Benchmark -5.27 -1.90 6.20 -9.94 -36.02 -
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 14.45 13.66Tracking Error (Ex post) 1.26 1.54Beta 0.96 0.95
Commodity Sectors in %
Energy 32.01Agriculture 29.11Industrial Metals 16.96Precious Metals 16.90Livestock 4.49Others 0.53
Top collateral holdings in %Position Coupon % Maturity as % of
assetsUS Treasury 18.08.16 17.23US Treasury Bill 02.02.17 12.71US Treasury Bill 02.03.17 10.30US Treasury Bill 10.11.16 8.60US Treasury Bill 20.07.17 8.57US Treasury 31.03.17 6.86US Treasury Bill 05.01.17 6.53US Treasury Bill 22.06.17 6.18US Treasury 27.04.17 4.80US Treasury Bill 25.05.17 4.80Total 86.58
Investment policyThe aim of the fund is to generate the highestpossible risk-adjusted return in the long termthrough diversified investments in commodityrelated instruments globally. The Fund investsmainly in investment funds, structured products,derivatives and other securities to gain exposureto commodities markets.
Fund facts
Unit class currency CHF
Bloomberg ticker CSCMATC LX
Net asset value (NAV) 483.343) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
94
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 2 - Class EBH EUR
Fund manager Dietmar Peetz, Daniel SchmittFund manager since 08.04.2010, 08.04.2010Location Zurich, ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MayTotal net assets (in mil.) 1'452.25Inception date 10.08.2011Management fee in % p.a. 0.90TER (as of 30.11.2015) in % 1.06Benchmark (BM)
Bloomberg Commodity Index (TR) (Hedged into EUR)Swinging single pricing (SSP) 3) YesUnit Class Category EBH
(capital growth)
ISIN LU0656520482
Valor no. 13483385
July 29, 2016Switzerland
CS (Lux) CommodityAllocation Fund
Net performance in EUR (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 2016405060708090
100110120
-60%-50%-40%-30%-20%-10%
0%10%20%
-4.6-10.2
-17.1
-25.8
6.1
-2.1-9.8
-17.8
-25.9
6.6
CS (Lux) CommodityAllocation Fund EBH EUR Yearly or year-to-date performance respectively (Fund)Bloomberg Commodity Index (TR) (Hedged intoEUR)
Yearly or year-to-date performance respectively(Benchmark)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund -4.85 -1.74 6.10 -9.07 -34.83 -Benchmark -5.19 -1.65 6.61 -9.22 -35.25 -
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 14.35 13.62Tracking Error (Ex post) 1.31 1.52Beta 0.95 0.95
Commodity Sectors in %
Energy 32.01Agriculture 29.11Industrial Metals 16.96Precious Metals 16.90Livestock 4.49Others 0.53
Top collateral holdings in %Position Coupon % Maturity as % of
assetsUS Treasury 18.08.16 17.23US Treasury Bill 02.02.17 12.71US Treasury Bill 02.03.17 10.30US Treasury Bill 10.11.16 8.60US Treasury Bill 20.07.17 8.57US Treasury 31.03.17 6.86US Treasury Bill 05.01.17 6.53US Treasury Bill 22.06.17 6.18US Treasury 27.04.17 4.80US Treasury Bill 25.05.17 4.80Total 86.58
Investment policyThe aim of the fund is to generate the highestpossible risk-adjusted return in the long termthrough diversified investments in commodityrelated instruments globally. The Fund investsmainly in investment funds, structured products,derivatives and other securities to gain exposureto commodities markets.
Fund facts
Unit class currency EUR
Bloomberg ticker CSCMATE LX
Net asset value (NAV) 493.883) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Cre
dit S
uiss
e S
ICA
V O
ne
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
95
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 2 - Class B EUR
0.711.51
2.84-3.16
0.730.811.31
-2.930.49
-2.30
Purchases SalesSIEMENS Reg LVMHPUBLICIS GROUPE BANKINTER RegMICHELIN Reg IBERDROLAROYAL DUTCH SHELL AALLIANZ SE Reg RestrictedLEGRAND ANHEUSER BUSCH INBEV
Fund manager Julio Alberto GiróFund manager since 01.06.2012Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MayTotal net assets (in mil.) 30.96Inception date 27.06.2011Management fee in % p.a. 1.60TER (as of 30.11.2015) in % 1.90Benchmark (BM) MSCI EMU (NR)Swinging single pricing (SSP) 3) YesUnit Class Category B
(capital growth)
ISIN LU0496466151
Valor no. 11145861
Redemptions DailyEU taxation Out of scope
Fund 45
July 29, 2016Switzerland
CS (Lux) Eurozone Active Opportunities Equity Fund
Net performance in EUR (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 2016708090
100110120130140150160
-30%-20%-10%
0%10%20%30%40%50%60%
-20.1
21.4 20.1
-2.3
11.7
-4.5
-14.9
19.323.4
4.39.8
-4.7
CS (Lux) Eurozone Active Opportunities Equity FundB EUR
Yearly or year-to-date performance respectively(Fund)
MSCI EMU (NR)Yearly or year-to-date performance respectively(Benchmark)
simulation based on Equis Europe and F share class Track Record with adjusted Management Fee (06.12.2005-24.06.2011)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 4.56 0.08 -4.47 -9.14 15.78 28.78Benchmark 5.11 0.91 -4.68 -11.39 23.27 39.24
Sectors in %Fund Benchmark Compared with benchmark
Financials 19.65 18.95Industrials 15.45 13.94Consumer Staples 15.38 12.54Consumer Discretionary 11.55 14.71Information Technology 8.39 7.66Utilities 6.67 5.86Energy 6.56 5.25Health Care 5.45 8.38Cash/Cash Equivalents 0.49 -Others 10.41 12.71
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 13.83 15.30Information ratio -0.55 -0.47Tracking Error (Ex post) 3.78 3.33Beta 0.90 0.95
Top 10 Holdings in %Anheuser Busch 4.83TOTAL SA 4.67BASF 4.30Siemens AG 4.23Banco Santander 4.19Schneider Electric 4.07Inditex reg 3.68Deutsche Telekom 3.62Iberdrola 3.62SAP SE 3.06Total 40.27
Significant Transactions
Investment policyThe aim of the Fund is to achieve the highestpossible return by investing in Europeancompanies predominantly characterised by highprofitability, a sound financial structure andsuccessful management.
Fund facts
Unit class currency EUR
Bloomberg ticker CSEEZAB LX
Net asset value (NAV) 12.62
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Duration and YieldModified duration in years 0) 0.00
Number of holdings
96
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 2 - Class B USD
1.360.87
-0.190.98
-0.62-1.77-1.91
0.083.41
-2.20
Purchases SalesCHINA MEDICAL SYSTEM HOLDINGS
DR REDDY'S LABORATORIES AdrALFA A TUPRASPERUSAHAAN GAS NEGARA B
BANCO BRADESCO PrefASUSTEK COMPUTER KT CORPORATIONXINIY GLASS HOLDINGS
MY E.G.SERICES BERHAD
Fund manager HOLT Active Equity GroupFund manager since 01.10.2012Location New YorkFund domicile LuxembourgFund currency USDClose of financial year 31. MayTotal net assets (in mil.) 272.06Inception date 20.01.2010Management fee in % p.a. 1.60TER (as of 30.11.2015) in % 2.03Benchmark (BM) MSCI EM (NR)Swinging single pricing (SSP) 3) YesSecurities lending NoUnit Class Category B
(capital growth)
ISIN LU0456267680
Valor no. 10627705
Redemptions N/AEU taxation Out of scope
July 29, 2016Switzerland
CS (Lux) Global Emerging Market ILC Equity Fund
Net performance in USD (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201660
70
80
90
100
110
120
130
-40%
-30%
-20%
-10%
0%
10%
20%
30%
-23.9
13.3
-1.0 -2.0
-18.6
12.1
-18.4
18.2
-2.6 -2.2
-14.9
11.8
CS (Lux) Global Emerging Market ILC Equity FundB USD
Yearly or year-to-date performance respectively(Fund)
MSCI EM (NR)Yearly or year-to-date performance respectively(Benchmark)
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 4.51 4.01 12.09 -3.19 -4.03 -22.85Benchmark 5.03 5.16 11.77 -0.75 -0.86 -13.00
Sectors in %Fund Benchmark Compared with benchmark
Financials 27.54 26.18Information Technology 23.49 22.62Consumer Discretionary 10.41 10.60Consumer Staples 9.13 8.15Telecommunication Services 6.00 6.62Energy 5.47 7.24Industrials 4.23 6.14Utilities 3.24 3.16Cash/Cash Equivalents 3.41 -Others 7.09 9.29
Currencies in %
HKD 22.63USD 16.43KRW 16.35TWD 12.72BRL 7.53THB 5.78ZAR 4.44TRY 2.30INR 2.29Others 9.53
Countries in %
China 19.82South Korea 16.43Taiwan 12.56Brazil 7.52Thailand 5.77Hong Kong 4.78Russia 4.51South Africa 4.44Cash/CashEquivalents 3.41Others 20.77
Top 10 Holdings in %Samsung Electronics 4.66Tencent Hldg Ltd 4.21TSMC 3.43Woori Bank 3.09Bank of China Ltd 2.73Compal Electronics 2.71PTT Public Company Limited 2.56KT Corporation 2.28China Mobile 2.16KT&G 2.06Total 29.89
Significant Transactions
Investment policyThe aim of the Fund is to achieve the highestpossible risk adjusted return in USD whilstinvesting in companies domiciled in EmergingMarkets or in global companies that execute thebulk of their business activities in EmergingMarkets.
Fund facts
Unit class currency USD
Bloomberg ticker CSEMRGB LX
Net asset value (NAV) 8.81
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 17.64 19.58Information ratio -0.34 -0.75Tracking Error (Ex post) 3.15 3.20Beta 1.03 1.02
Cre
dit S
uiss
e S
ICA
V O
ne
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
97
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 2 - Class IB USD
1.360.87
-0.190.98
-0.62-1.77-1.91
0.083.41
-2.20
Purchases SalesCHINA MEDICAL SYSTEM HOLDINGS
DR REDDY'S LABORATORIES AdrALFA A TUPRASPERUSAHAAN GAS NEGARA B
BANCO BRADESCO PrefASUSTEK COMPUTER KT CORPORATIONXINIY GLASS HOLDINGS
MY E.G.SERICES BERHAD
Fund manager HOLT Active Equity GroupFund manager since 01.10.2012Location New YorkFund domicile LuxembourgFund currency USDClose of financial year 31. MayTotal net assets (in mil.) 272.06Inception date 01.02.2010Management fee in % p.a. 0.90TER (as of 30.11.2015) in % 1.25Benchmark (BM) MSCI EM (NR)Swinging single pricing (SSP) 3) YesSecurities lending NoUnit Class Category IB
(capital growth)
ISIN LU0456267847
Valor no. 10627709
Min. Investment Amount 500'000Redemptions N/AEU taxation Out of scope
July 29, 2016Switzerland
CS (Lux) Global Emerging Market ILC Equity Fund
Net performance in USD (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201660
70
80
90
100
110
120
130
-40%
-30%
-20%
-10%
0%
10%
20%
30%
-23.1
14.5
0.0-1.0
-18.1
12.6
-18.4
18.2
-2.6 -2.2
-14.9
11.8
CS (Lux) Global Emerging Market ILC Equity FundIB USD
Yearly or year-to-date performance respectively(Fund)
MSCI EM (NR)Yearly or year-to-date performance respectively(Benchmark)
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 4.55 4.24 12.59 -2.52 -1.52 -19.16Benchmark 5.03 5.16 11.77 -0.75 -0.86 -13.00
Sectors in %Fund Benchmark Compared with benchmark
Financials 27.54 26.18Information Technology 23.49 22.62Consumer Discretionary 10.41 10.60Consumer Staples 9.13 8.15Telecommunication Services 6.00 6.62Energy 5.47 7.24Industrials 4.23 6.14Utilities 3.24 3.16Cash/Cash Equivalents 3.41 -Others 7.09 9.29
Currencies in %
HKD 22.63USD 16.43KRW 16.35TWD 12.72BRL 7.53THB 5.78ZAR 4.44TRY 2.30INR 2.29Others 9.53
Countries in %
China 19.82South Korea 16.43Taiwan 12.56Brazil 7.52Thailand 5.77Hong Kong 4.78Russia 4.51South Africa 4.44Cash/CashEquivalents 3.41Others 20.77
Top 10 Holdings in %Samsung Electronics 4.66Tencent Hldg Ltd 4.21TSMC 3.43Woori Bank 3.09Bank of China Ltd 2.73Compal Electronics 2.71PTT Public Company Limited 2.56KT Corporation 2.28China Mobile 2.16KT&G 2.06Total 29.89
Significant Transactions
Investment policyThe aim of the Fund is to achieve the highestpossible risk adjusted return in USD whilstinvesting in companies domiciled in EmergingMarkets or in global companies that execute thebulk of their business activities in EmergingMarkets.
Fund facts
Unit class currency USD
Bloomberg ticker CSEMRGI LX
Net asset value (NAV) 965.38
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 17.65 19.58Information ratio -0.07 -0.46Tracking Error (Ex post) 3.15 3.19Beta 1.03 1.02
98
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 2 - Class BH EUR
Purchases SalesCHINA MEDICAL SYSTEM HOLDINGS
DR REDDY'S LABORATORIES AdrALFA A TUPRASPERUSAHAAN GAS NEGARA B
BANCO BRADESCO PrefASUSTEK COMPUTER KT CORPORATIONXINIY GLASS HOLDINGS
MY E.G.SERICES BERHAD
Fund manager HOLT Active Equity GroupFund manager since 01.10.2012Location New YorkFund domicile LuxembourgFund currency USDClose of financial year 31. MayTotal net assets (in mil.) 272.06Inception date 11.09.2012Management fee in % p.a. 1.60TER (as of 30.11.2015) in % 2.07Benchmark (BM) No BenchmarkSwinging single pricing (SSP) 3) YesSecurities lending NoUnit Class Category BH
(capital growth)
ISIN LU0475784855
Valor no. 10852328
Redemptions N/AEU taxation Out of scope
July 29, 2016Switzerland
CS (Lux) Global Emerging Market ILC Equity Fund
Net performance in EUR (rebased to 100) and yearly performance 2)
2012 2013 2014 2015 20167580859095
100105110115
-25%-20%-15%-10%-5%0%5%
10%15%
-1.5 -2.2
-19.0
11.1
CS (Lux) Global Emerging Market ILC Equity Fund BHEUR
Yearly or year-to-date performance respectively(Fund)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 4.39 3.47 11.08 -4.03 -5.64 -
Sectors in %Fund
Financials 27.54Information Technology 23.49Consumer Discretionary 10.41Consumer Staples 9.13Telecommunication Services 6.00Energy 5.47Industrials 4.23Utilities 3.24Cash/Cash Equivalents 3.41Others 7.09
Currencies in %
HKD 22.63USD 16.43KRW 16.35TWD 12.72BRL 7.53THB 5.78ZAR 4.44TRY 2.30INR 2.29Others 9.53
Countries in %
China 19.82South Korea 16.43Taiwan 12.56Brazil 7.52Thailand 5.77Hong Kong 4.78Russia 4.51South Africa 4.44Cash/CashEquivalents 3.41Others 20.77
Top 10 Holdings in %Samsung Electronics 4.66Tencent Hldg Ltd 4.21TSMC 3.43Woori Bank 3.09Bank of China Ltd 2.73Compal Electronics 2.71PTT Public Company Limited 2.56KT Corporation 2.28China Mobile 2.16KT&G 2.06Total 29.89
Significant Transactions
Investment policyThe aim of the Fund is to achieve the highestpossible risk adjusted return in USD whilstinvesting in companies domiciled in EmergingMarkets or in global companies that execute thebulk of their business activities in EmergingMarkets.
Fund facts
Unit class currency EUR
Bloomberg ticker CSEMRRE LX
Net asset value (NAV) 88.05
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 21.36 17.52Tracking Error (Ex post) - -Beta - -
Cre
dit S
uiss
e S
ICA
V O
ne
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
99
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 2 - Class B USD
Purchases Sales- -
Fund 50
Fund manager Patrick KolbFund manager since 01.03.2007Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MayTotal net assets (in mil.) 227.93Inception date of share class 02.05.2013 3)
Management fee in % p.a. 1.92TER (as of 30.11.2015) in % 2.19Benchmark (BM) MSCI World (NR)Swinging single pricing (SSP) 3) YesUnit Class Category B
(capital growth)
ISIN LU0909471251
Valor no. 21007211
Redemptions DailySales registration:
Austria, Czech Republic, Finland, France, Germany,Gibraltar, Greece, Hungary, Italy, Liechtenstein,Luxembourg, Netherlands, Norway, Portugal, Spain,Sweden, SwitzerlandEU taxation Out of scope
July 29, 2016Switzerland
CS (Lux) Global Security Equity Fund
Net performance in USD (rebased to 100) and yearly performance 2)
2006 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016406080
100120140160180200
-60%-40%-20%
0%20%40%60%80%
100%
15.8
-31.9
26.614.2
-2.9
20.2 25.89.8
0.3 4.49.0
-40.7
30.0
11.8
-5.5
15.826.7
4.9
-0.9
4.9
CS (Lux) Global Security Equity Fund BUSD
Yearly or year-to-date performance respectively (Fund)
MSCI World (NR)Yearly or year-to-date performance respectively(Benchmark)
For the evaluation of the performance data please be aware that the fund has been restructured and relaunched with effect of 02 May2013. For the restructuring all assets and liabilities of the former CS EF (Lux) Global Security B have been transferred to CS (Lux) GlobalSecurity Equity Fund B USD. Fund management and investment policy remained unchanged. The data provided in this document reflectthe performance of the CS EF (Lux) Global Security B as well as the performance of the CS (Lux) Global Security Equity Fund B USD.Past performance, whether actual or simulated, does not guarantee future results.
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 years ITD 5)
Fund 4.77 5.85 4.44 -2.54 26.82 66.64 95.30Benchmark 4.22 3.64 4.91 -0.46 21.12 46.30 50.25
5) inception to date
Sectors in %Fund
IT security 25.00Crime prevention 20.40Health care protection 19.80Environmental security 19.70Transportation safety 13.90Cash/Cash Equivalents 1.20
Currencies in %
USD 71.07EUR 13.59GBP 7.82SEK 2.56CHF 2.48AUD 1.02CAD 0.76JPY 0.70
Countries in %
USA 62.86United Kingdom 7.77Spain 4.99Israel 4.91Germany 4.34Netherlands 3.58Sweden 2.56Switzerland 2.47Cash/CashEquivalents 1.68Others 4.84
Significant Transactions
Number of holdings
Top 10 Holdings in %Thermo Fisher Scien 3.20Intertek Group 3.06TransDigm Grp. 3.06IDEXX Labs 2.88Wire Card 2.83Mettler Toledo International 2.70Prosegur 2.68Intuitive Surgical 2.59Experian 2.58Autoliv 2.56Total 28.14
Investment policyThe fund assets are invested worldwide incompanies that are primarily active inTechnology, Healthcare and Industrials, and thatoffer products and services related to healthprevention/protection and environmental safety,IT security, transportation safety, and crimeprevention.
Fund facts
Unit class currency USD
Bloomberg ticker CSEQSBU LX
Net asset value (NAV) 19.53
3) Originally the fund was launched as of Oct. 19th 2006 as aFCP fund.4) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 12.59 14.02Information ratio 0.22 0.38Tracking Error (Ex post) 6.88 6.77Beta 0.92 0.93
100
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 2 - Class BH CHF
Purchases Sales- -
Fund 50
Fund manager Patrick KolbFund manager since 01.03.2007Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MayTotal net assets (in mil.) 227.93Inception date of share class 02.05.2013 3)
Management fee in % p.a. 1.92TER (as of 30.11.2015) in % 2.19Benchmark (BM) No Benchmark (06/13)Swinging single pricing (SSP) 3) YesUnit Class Category BH
(capital growth)
ISIN LU0909471681
Valor no. 21007212
Redemptions DailySales registration:
Austria, Czech Republic, Finland, France, Germany,Gibraltar, Greece, Hungary, Italy, Liechtenstein,Luxembourg, Netherlands, Norway, Portugal, Spain,Sweden, SwitzerlandEU taxation Out of scope
July 29, 2016Switzerland
CS (Lux) Global Security Equity Fund
Net performance in CHF (rebased to 100) and yearly performance 2)
2006 2007 2008 2009 2010 2011 2012 2013 2014 2015 201660
80
100
120
140
160
180
-40%
-20%
0%
20%
40%
60%
80%
11.9
-32.5
24.9
12.5
-4.8
18.525.1
9.3
-0.7
3.2
CS (Lux) Global Security Equity Fund BH CHF Yearly or year-to-date performance respectively (Fund)
For the evaluation of the performance data please be aware that the fund has been restructured and relaunched with effect of 02 May2013. For the restructuring all assets and liabilities of the former CS EF (Lux) Global Security R CHF have been transferred to CS(Lux) Global Security Equity Fund BH CHF. Fund management and investment policy remained unchanged. The data provided in thisdocument reflect the performance of the CS EF (Lux) Global Security R CHF as well as the performance of the CS (Lux) Global SecurityEquity Fund BH CHF. Past performance, whether actual or simulated, does not guarantee future results.
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 years ITD 5)
Fund 4.58 5.03 3.24 -4.03 23.27 56.92 69.005) inception to date
Sectors in %Fund
IT security 25.00Crime prevention 20.40Health care protection 19.80Environmental security 19.70Transportation safety 13.90Cash/Cash Equivalents 1.20
Currencies in %
USD 71.07EUR 13.59GBP 7.82SEK 2.56CHF 2.48AUD 1.02CAD 0.76JPY 0.70
Countries in %
USA 62.86United Kingdom 7.77Spain 4.99Israel 4.91Germany 4.34Netherlands 3.58Sweden 2.56Switzerland 2.47Cash/CashEquivalents 1.68Others 4.84
Significant Transactions
Number of holdings
Top 10 Holdings in %Thermo Fisher Scien 3.20Intertek Group 3.06TransDigm Grp. 3.06IDEXX Labs 2.88Wire Card 2.83Mettler Toledo International 2.70Prosegur 2.68Intuitive Surgical 2.59Experian 2.58Autoliv 2.56Total 28.14
Investment policyThe fund assets are invested worldwide incompanies that are primarily active inTechnology, Healthcare and Industrials, and thatoffer products and services related to healthprevention/protection and environmental safety,IT security, transportation safety, and crimeprevention.
Fund facts
Unit class currency CHF
Bloomberg ticker CSEQSRC LX
Net asset value (NAV) 16.90
3) Originally the fund was launched as of Oct. 19th 2006 as aFCP fund.4) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 12.53 14.02Information ratio - -Tracking Error (Ex post) - -Beta - -
Cre
dit S
uiss
e S
ICA
V O
ne
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
101
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 2 - Class BH EUR
Purchases Sales- -
Fund 50
Fund manager Patrick KolbFund manager since 01.03.2007Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MayTotal net assets (in mil.) 227.93Inception date of share class 02.05.2013 3)
Management fee in % p.a. 1.92TER (as of 30.11.2015) in % 2.19Benchmark (BM) No Benchmark (06/13)Swinging single pricing (SSP) 3) YesUnit Class Category BH
(capital growth)
ISIN LU0909472069
Valor no. 21007214
Redemptions DailySales registration:
Austria, Czech Republic, Finland, France, Germany,Gibraltar, Greece, Hungary, Italy, Liechtenstein,Luxembourg, Netherlands, Norway, Portugal, Spain,Sweden, SwitzerlandEU taxation Out of scope
July 29, 2016Switzerland
CS (Lux) Global Security Equity Fund
Net performance in EUR (rebased to 100) and yearly performance 2)
2006 2007 2008 2009 2010 2011 2012 2013 2014 2015 201640
60
80
100
120
140
160
180
-60%
-40%
-20%
0%
20%
40%
60%
80%
13.4
-33.1
25.013.2
-4.7
19.325.2
9.6
-0.13.6
CS (Lux) Global Security Equity Fund BH EUR Yearly or year-to-date performance respectively (Fund)
For the evaluation of the performance data please be aware that the fund has been restructured and relaunched with effect of 02 May2013. For the restructuring all assets and liabilities of the former CS EF (Lux) Global Security R EUR have been transferred to CS(Lux) Global Security Equity Fund BH EUR. Fund management and investment policy remained unchanged. The data provided in thisdocument reflect the performance of the CS EF (Lux) Global Security R EUR as well as the performance of the CS (Lux) Global SecurityEquity Fund BH EUR. Past performance, whether actual or simulated, does not guarantee future results.
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 years ITD 5)
Fund 4.67 5.24 3.56 -3.32 24.87 59.40 74.705) inception to date
Sectors in %Fund
IT security 25.00Crime prevention 20.40Health care protection 19.80Environmental security 19.70Transportation safety 13.90Cash/Cash Equivalents 1.20
Currencies in %
USD 71.07EUR 13.59GBP 7.82SEK 2.56CHF 2.48AUD 1.02CAD 0.76JPY 0.70
Countries in %
USA 62.86United Kingdom 7.77Spain 4.99Israel 4.91Germany 4.34Netherlands 3.58Sweden 2.56Switzerland 2.47Cash/CashEquivalents 1.68Others 4.84
Significant Transactions
Number of holdings
Top 10 Holdings in %Thermo Fisher Scien 3.20Intertek Group 3.06TransDigm Grp. 3.06IDEXX Labs 2.88Wire Card 2.83Mettler Toledo International 2.70Prosegur 2.68Intuitive Surgical 2.59Experian 2.58Autoliv 2.56Total 28.14
Investment policyThe fund assets are invested worldwide incompanies that are primarily active inTechnology, Healthcare and Industrials, and thatoffer products and services related to healthprevention/protection and environmental safety,IT security, transportation safety, and crimeprevention.
Fund facts
Unit class currency EUR
Bloomberg ticker CSEQSRE LX
Net asset value (NAV) 17.47
3) Originally the fund was launched as of Oct. 19th 2006 as aFCP fund.4) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 12.58 14.04Information ratio - -Tracking Error (Ex post) - -Beta - -
102
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 2 - Class B JPY
14.5510.99
4.487.36
-8.25-12.93
-5.562.64
-6.79-0.19
Purchases SalesJAPAN POST HOLDINGS NAGOYA RAILROAD- ORACLE CORP JAPAN
Fund manager Gregor TrachselFund manager since 14.07.2010Location ZurichFund domicile LuxembourgFund currency JPYClose of financial year 31. MayTotal net assets (in mil.) 10'980.60Inception date 30.03.2011Management fee in % p.a. 1.92TER (as of 30.11.2015) in % 2.18Benchmark (BM) MSCI Japan (NR)Swinging single pricing (SSP) 3) YesUnit Class Category B
(capital growth)
ISIN LU0496466821
Valor no. 11145891
Redemptions DailyEU taxation Out of scope
July 29, 2016Switzerland
CS (Lux) Japan Value Equity Fund
Net performance in JPY (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 20166080
100120140160180200220
-40%-20%
0%20%40%60%80%
100%120%
22.0
48.8
8.9 9.1
-12.1
21.6
54.6
9.5 9.9
-14.3
CS (Lux) Japan Value Equity Fund B JPY Yearly or year-to-date performance respectively (Fund)MSCI Japan (NR) Yearly or year-to-date performance respectively (Benchmark)
Net performance in JPY 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 5.64 -2.37 -12.14 -14.67 20.67 72.32Benchmark 6.37 -1.55 -14.34 -20.17 19.49 67.77
Sectors in %Fund Benchmark Compared with benchmark
Industrials 34.49 19.94Materials 16.57 5.58Consumer Staples 12.85 8.37Utilities 9.50 2.14Financials 8.92 17.17Consumer Discretionary 7.91 20.84Information Technology 4.70 10.26Energy 3.39 0.75Health Care 1.85 8.64Cash/Cash Equivalents -0.19 -
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 14.86 16.68Information ratio 0.05 0.07Tracking Error (Ex post) 6.84 7.43Beta 0.77 0.79
Top 10 Holdings in %ASAHI Holdings 2.24Maruyama 2.24Hokkaido Gas 2.17Gakken Hld Co. Ltd 2.15JBCC 2.11Taisei Lamick 2.06Mitsubishi Heavy Ind. 2.02Oenon 2.00Nippon Valqua Ind. 1.95Lixil Group 1.93Total 20.87
Significant Transactions
This Fund is not suitable for investors witha relative-return perspective and a rollinginvestment horizon of less than 5 years.
Investment policyThe Credit Suisse (Lux) Japan Value Equity Fundpursues a "deep value" approach based on theclassic Graham & Dodd discipline. To this endthe fund invests in undervalued companies whichare domiciled or conduct a majority of theirbusiness activities in Japan. The investmentdecisions are not made on the basis of abenchmark; nevertheless, investors can use theMSCI Japan Index as a long-term yardstick. Thevalue approach can deliver above-average resultsover a long period because it disciplines investorsnot to pay too much for an investment.
Fund facts
Unit class currency JPY
Bloomberg ticker CSEJPVB LX
Net asset value (NAV) 1'687.00
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Cre
dit S
uiss
e S
ICA
V O
ne
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
103
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 2 - Class A EUR & B EUR
0.711.28
-0.58-0.13-3.11
0.551.941.842.12
-4.62
Purchases Sales- LEGAL & GENERAL GROUP- DIRECT LINE INSURANCE GROUP- ADMIRAL GROUP- BNP PARIBAS- INTERMEDIATE CAPITAL GROUP
Fund manager Felix Maag, Nicola NolèFund manager since 09.09.2009, 01.04.2011Location Zurich, ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MayTotal net assets (in mil.) 346.12Inception date 09.09.2009Management fee in % p.a. 1.60TER (as of 30.11.2015) in % 1.86Benchmark (BM) MSCI Europe (NR) in EURSwinging single pricing (SSP) 3) YesUnit Class Category A
(distribution)
ISIN LU0439729285
Valor no. 10348225
Last distribution 14.06.2016Distribution value 0.28Redemptions DailyEU taxation Out of scope
July 29, 2016Switzerland
CS (Lux) European Dividend Plus Equity Fund
Net performance in EUR (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 20168090
100110120130140150160170
-20%-10%
0%10%20%30%40%50%60%70%
-6.5
15.1 18.0
7.2 8.7
-2.7-8.1
17.3 19.8
6.8 8.2
-4.0
CS (Lux) European Dividend Plus Equity Fund BEUR
Yearly or year-to-date performance respectively (Fund)
MSCI Europe (NR) in EURYearly or year-to-date performance respectively(Benchmark)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 1.60 1.79 -2.65 -8.67 22.81 48.78Benchmark 3.51 1.37 -3.98 -11.38 22.14 45.82
Sectors in %Fund Benchmark Compared with benchmark
Financials 19.49 18.78Health Care 15.76 14.48Consumer Staples 15.58 16.16Industrials 11.71 11.84Consumer Discretionary 8.07 11.18Energy 7.35 6.80Telecommunication Services 6.49 4.55Utilities 5.99 4.15Cash/Cash Equivalents 2.12 -Others 7.44 12.06
Currencies in %
EUR 46.40GBP 28.11CHF 19.47SEK 4.13NOK 1.89
Countries in %
United Kingdom 27.13Switzerland 19.47France 12.71Germany 12.44Netherlands 6.91Italy 4.38Sweden 3.95Finland 3.90Cash/CashEquivalents 2.12Others 6.99
Top 10 Holdings in %Nestle SA 5.29Royal Dutch Shell 'A' 3.74Roche Holding AG 3.73GlaxoSmithKline PLC 3.67British American Tobacco 3.50Novartis AG 3.30HSBC Holdings 3.01Sanofi 2.66AstraZeneca 2.40TOTAL SA 2.39Total 33.69
Significant Transactions
Investment policyThe subfund invests in a broadly diversifiedEuropean equity portfolio that can be expected toyield above-average dividends.
Fund facts
Category B(capital growth)
Unit class currency EUR EURLU0439729368
Bloomberg ticker CSEUEQALX
CSEUEQB LX
10348228Net asset value(NAV)
14.08 16.53
--
Daily
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
Dividend Yield (Fund/BM) 4.70/3.703 years 5 years
Annualised volatility in % 11.84 11.77Information ratio 0.06 0.13Tracking Error (Ex post) 2.88 3.04Beta 0.88 0.86
104
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 2 - Class IB EUR
0.711.28
-0.58-0.13-3.11
0.551.941.842.12
-4.62
Purchases Sales- LEGAL & GENERAL GROUP- DIRECT LINE INSURANCE GROUP- ADMIRAL GROUP- BNP PARIBAS- INTERMEDIATE CAPITAL GROUP
Fund manager Felix Maag, Nicola NolèFund manager since 09.09.2009, 01.04.2011Location Zurich, ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MayTotal net assets (in mil.) 346.12Inception date 12.10.2009Management fee in % p.a. 0.70TER (as of 30.11.2015) in % 0.96Benchmark (BM) MSCI Europe (NR) in EURSwinging single pricing (SSP) 3) YesUnit Class Category IB
(capital growth)
ISIN LU0439729798
Valor no. 10348388
Last distribution -Distribution value -Min. Investment Amount 500'000Redemptions DailyEU taxation Out of scope
July 29, 2016Switzerland
CS (Lux) European Dividend Plus Equity Fund
Net performance in EUR (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201680
100
120
140
160
180
-20%
0%
20%
40%
60%
80%
-5.5
16.2 19.0
8.2 9.7
-2.1-8.1
17.3 19.8
6.8 8.2
-4.0
CS (Lux) European Dividend Plus Equity Fund IBEUR
Yearly or year-to-date performance respectively (Fund)
MSCI Europe (NR) in EURYearly or year-to-date performance respectively(Benchmark)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 1.68 2.04 -2.12 -7.84 26.17 55.69Benchmark 3.51 1.37 -3.98 -11.38 22.14 45.82
Sectors in %Fund Benchmark Compared with benchmark
Financials 19.49 18.78Health Care 15.76 14.48Consumer Staples 15.58 16.16Industrials 11.71 11.84Consumer Discretionary 8.07 11.18Energy 7.35 6.80Telecommunication Services 6.49 4.55Utilities 5.99 4.15Cash/Cash Equivalents 2.12 -Others 7.44 12.06
Currencies in %
EUR 46.40GBP 28.11CHF 19.47SEK 4.13NOK 1.89
Countries in %
United Kingdom 27.13Switzerland 19.47France 12.71Germany 12.44Netherlands 6.91Italy 4.38Sweden 3.95Finland 3.90Cash/CashEquivalents 2.12Others 6.99
Top 10 Holdings in %Nestle SA 5.29Royal Dutch Shell 'A' 3.74Roche Holding AG 3.73GlaxoSmithKline PLC 3.67British American Tobacco 3.50Novartis AG 3.30HSBC Holdings 3.01Sanofi 2.66AstraZeneca 2.40TOTAL SA 2.39Total 33.69
Significant Transactions
Investment policyThe subfund invests in a broadly diversifiedEuropean equity portfolio that can be expected toyield above-average dividends.
Fund facts
Unit class currency EUR
Bloomberg ticker CSEUEQI LX
Net asset value (NAV) 1'736.71
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
Dividend Yield (Fund/BM) 4.70/3.703 years 5 years
Annualised volatility in % 11.86 11.78Information ratio 0.38 0.43Tracking Error (Ex post) 2.87 3.04Beta 0.88 0.86
Cre
dit S
uiss
e S
ICA
V O
ne
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
105
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 2 - Class BH CHF
Purchases Sales- LEGAL & GENERAL GROUP- DIRECT LINE INSURANCE GROUP- ADMIRAL GROUP- BNP PARIBAS- INTERMEDIATE CAPITAL GROUP
Fund manager Felix Maag, Nicola NolèFund manager since 09.09.2009, 01.04.2011Location Zurich, ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MayTotal net assets (in mil.) 346.12Inception date 17.03.2011Management fee in % p.a. 1.60TER (as of 30.11.2015) in % 1.86Benchmark (BM) No BenchmarkSwinging single pricing (SSP) 3) YesUnit Class Category BH
(capital growth)
ISIN LU0603361998
Valor no. 12634678
Last distribution -Distribution value -Redemptions DailyEU taxation Out of scope
July 29, 2016Switzerland
CS (Lux) European Dividend Plus Equity Fund
Net performance in CHF (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 20168090
100110120130140150160
-20%-10%
0%10%20%30%40%50%60%
14.417.9
6.8 7.0
-3.0
CS (Lux) European Dividend Plus Equity Fund BHCHF
Yearly or year-to-date performance respectively(Fund)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 1.49 1.63 -3.05 -9.54 19.85 43.10
Sectors in %Fund
Financials 19.49Health Care 15.76Consumer Staples 15.58Industrials 11.71Consumer Discretionary 8.07Energy 7.35Telecommunication Services 6.49Utilities 5.99Cash/Cash Equivalents 2.12Others 7.44
Currencies in %
EUR 46.40GBP 28.11CHF 19.47SEK 4.13NOK 1.89
Countries in %
United Kingdom 27.13Switzerland 19.47France 12.71Germany 12.44Netherlands 6.91Italy 4.38Sweden 3.95Finland 3.90Cash/CashEquivalents 2.12Others 6.99
Top 10 Holdings in %Nestle SA 5.29Royal Dutch Shell 'A' 3.74Roche Holding AG 3.73GlaxoSmithKline PLC 3.67British American Tobacco 3.50Novartis AG 3.30HSBC Holdings 3.01Sanofi 2.66AstraZeneca 2.40TOTAL SA 2.39Total 33.69
Significant Transactions
Investment policyThe subfund invests in a broadly diversifiedEuropean equity portfolio that can be expected toyield above-average dividends.
Fund facts
Unit class currency CHF
Bloomberg ticker CSEEDRC LX
Net asset value (NAV) 14.31
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 11.82 11.80Information ratio - -Tracking Error (Ex post) - -Beta - -
106
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 2 - Class B USD
Fund manager Peter SchillingFund manager since 19.10.2009Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MayTotal net assets (in mil.) 343.96Inception date 19.10.2009Management fee in % p.a. 1.20TER (as of 30.11.2015) in % 1.45Benchmark (BM)
Thomson Reuters CV Gl. Focus (TR) (USD-Hgd)Swinging single pricing (SSP) 3) YesUnit Class Category B
(capital growth)
ISIN LU0426279682
Valor no. 10169270
Redemptions DailyEU taxation In scope - tax
Fund 144
July 29, 2016Switzerland
CS (Lux) Global Balanced Convertible Bond Fund
Net performance in USD (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201690
100
110
120
130
140
-10%
0%
10%
20%
30%
40%
-5.0
9.7 11.5
3.2 2.2
-1.3-4.6
11.3 13.0
4.7 3.8
-0.6
CS (Lux) Global Balanced Convertible Bond FundB USD
Yearly or year-to-date performance respectively (Fund)
Thomson Reuters CV Gl. Focus (TR) (USD-Hgd)Yearly or year-to-date performance respectively(Benchmark)
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 2.45 1.19 -1.26 -2.69 9.36 19.83Benchmark 2.45 1.51 -0.64 -1.47 13.90 28.39
Sectors in %Information Technology 19.94Industrials 17.79Financials 17.32Consumer Discretionary 15.75Health Care 9.05Energy 5.61Consumer Staples 4.97Cash/Cash Equivalents 0.64Others 8.93
Duration and Yield 5)
Delta in % 48.00Current Yield 1.01Bond Floor 87.80Modified duration in years 0) 3.875) Due to the optionalities involved in the structure of convertiblebonds, certain assumptions must be applied in order to calculatethese figures.
Credit Ratings in %
AAA (Bucket) 0.27AA (Bucket) 1.83A (Bucket) 22.32BBB (Bucket) 35.86BB (Bucket) 30.50B (Bucket) 8.79D 0.43
Top 10 Holdings in %Position Maturity as % of
assetsTesla Motors CV 01.03.19 2.14Siemens Financiering 16.08.17 1.99Ctrip.Com 01.07.20 1.97Intel 15.12.35 1.91Microchip Techn. 15.02.25 1.91Suzuki Motor 31.03.23 1.87Citrix Syst. 15.04.19 1.70Salesforce 01.04.18 1.53LVMH Moet Vuitton 16.02.21 1.50Red Hat 01.10.19 1.43Total 17.95
Investment policyThe fund provides an actively managed exposureto global convertibles as a most efficientmulti-asset class strategy involving equity, creditand volatility on a globally diversified basis, withthe aim of achieving superior risk-adjustedreturns. The risk profile is comparable to that of aclassic balanced fund. The fund invests mainly inconvertible securities issued by public and privateissuers. Traditional bonds, equity and structuredproducts may be held in complement.Investments are made globally with norestrictions as to country or currency.
Fund facts
Unit class currency USD
Bloomberg ticker CGBCVBE LX
Net asset value (NAV) 133.65
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 5.94 6.74Information ratio -2.08 -2.24Tracking Error (Ex post) 0.65 0.62Maximum drawdown in % 4) -8.39 -8.394) Maximum drawdown is the most negative cumulative returnover a given time period.
Number of holdings
Default Probability Weighted Average CreditRating = BB+Linear Weighted Average Credit Rating = BBB-
Cre
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ICA
V O
ne
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
107
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 2 - Class IB USD
Fund manager Peter SchillingFund manager since 19.10.2009Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MayTotal net assets (in mil.) 343.96Inception date 16.05.2012Management fee in % p.a. 0.70TER (as of 30.11.2015) in % 0.80Benchmark (BM)
Thomson Reuters CV Gl. Focus (TR) (USD-Hgd)Swinging single pricing (SSP) 3) YesUnit Class Category IB
(capital growth)
ISIN LU0426280342
Valor no. 10169278
Min. Investment Amount 500'000Redemptions DailyEU taxation In scope - tax
Fund 144
July 29, 2016Switzerland
CS (Lux) Global Balanced Convertible Bond Fund
Net performance in USD (rebased to 100) and yearly performance 2)
2012 2013 2014 2015 201695
100105110115120125130135140
-5%0%5%
10%15%20%25%30%35%40%
12.1
3.8 2.9
-1.0
13.0
4.7 3.8
-0.6
CS (Lux) Global Balanced Convertible Bond FundIB USD
Yearly or year-to-date performance respectively(Fund)
Thomson Reuters CV Gl. Focus (TR) (USD-Hgd)Yearly or year-to-date performance respectively(Benchmark)
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 2.49 1.31 -0.97 -2.18 11.33 -Benchmark 2.45 1.51 -0.64 -1.47 13.90 -
Sectors in %Information Technology 19.94Industrials 17.79Financials 17.32Consumer Discretionary 15.75Health Care 9.05Energy 5.61Consumer Staples 4.97Cash/Cash Equivalents 0.64Others 8.93
Duration and Yield 5)
Delta in % 48.00Current Yield 1.01Bond Floor 87.80Modified duration in years 0) 3.875) Due to the optionalities involved in the structure of convertiblebonds, certain assumptions must be applied in order to calculatethese figures.
Credit Ratings in %
AAA (Bucket) 0.27AA (Bucket) 1.83A (Bucket) 22.32BBB (Bucket) 35.86BB (Bucket) 30.50B (Bucket) 8.79D 0.43
Top 10 Holdings in %Position Maturity as % of
assetsTesla Motors CV 01.03.19 2.14Siemens Financiering 16.08.17 1.99Ctrip.Com 01.07.20 1.97Intel 15.12.35 1.91Microchip Techn. 15.02.25 1.91Suzuki Motor 31.03.23 1.87Citrix Syst. 15.04.19 1.70Salesforce 01.04.18 1.53LVMH Moet Vuitton 16.02.21 1.50Red Hat 01.10.19 1.43Total 17.95
Investment policyThe fund provides an actively managed exposureto global convertibles as a most efficientmulti-asset class strategy involving equity, creditand volatility on a globally diversified basis, withthe aim of achieving superior risk-adjustedreturns. The risk profile is comparable to that of aclassic balanced fund. The fund invests mainly inconvertible securities issued by public and privateissuers. Traditional bonds, equity and structuredproducts may be held in complement.Investments are made globally with norestrictions as to country or currency.
Fund facts
Unit class currency USD
Bloomberg ticker CSGBCVI LX
Net asset value (NAV) 1'268.46
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 7.69 5.94Information ratio -0.78 -1.17Tracking Error (Ex post) 0.91 0.65Maximum drawdown in % 4) -6.14 -7.974) Maximum drawdown is the most negative cumulative returnover a given time period.
Number of holdings
Default Probability Weighted Average CreditRating = BB+Linear Weighted Average Credit Rating = BBB-
108
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 2 - Class BH CHF
Fund manager Peter SchillingFund manager since 19.10.2009Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MayTotal net assets (in mil.) 343.96Inception date 13.11.2009Management fee in % p.a. 1.20TER (as of 30.11.2015) in % 1.44Benchmark (BM)
Thomson Reuters CV Gl. Focus (TR) (CHF-Hgd)Swinging single pricing (SSP) 3) YesUnit Class Category BH
(capital growth)
ISIN LU0457025020
Valor no. 10639345
Redemptions DailyEU taxation In scope - tax
Fund 144
July 29, 2016Switzerland
CS (Lux) Global Balanced Convertible Bond Fund
Net performance in CHF (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 20169095
100105110115120125130135
-10%-5%0%5%
10%15%20%25%30%35%
-5.8
8.610.9
2.6 1.4
-2.4-4.8
10.712.7
4.6 2.8
-1.5
CS (Lux) Global Balanced Convertible Bond FundBH CHF
Yearly or year-to-date performance respectively(Fund)
Thomson Reuters CV Gl. Focus (TR) (CHF-Hgd)Yearly or year-to-date performance respectively(Benchmark)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 2.23 0.55 -2.39 -4.25 6.33 14.33Benchmark 2.32 1.08 -1.45 -2.66 11.58 24.70
Sectors in %Information Technology 19.94Industrials 17.79Financials 17.32Consumer Discretionary 15.75Health Care 9.05Energy 5.61Consumer Staples 4.97Cash/Cash Equivalents 0.64Others 8.93
Duration and Yield 5)
Delta in % 48.00Current Yield 1.01Bond Floor 87.80Modified duration in years 0) 3.875) Due to the optionalities involved in the structure of convertiblebonds, certain assumptions must be applied in order to calculatethese figures.
Credit Ratings in %
AAA (Bucket) 0.27AA (Bucket) 1.83A (Bucket) 22.32BBB (Bucket) 35.86BB (Bucket) 30.50B (Bucket) 8.79D 0.43
Top 10 Holdings in %Position Maturity as % of
assetsTesla Motors CV 01.03.19 2.14Siemens Financiering 16.08.17 1.99Ctrip.Com 01.07.20 1.97Intel 15.12.35 1.91Microchip Techn. 15.02.25 1.91Suzuki Motor 31.03.23 1.87Citrix Syst. 15.04.19 1.70Salesforce 01.04.18 1.53LVMH Moet Vuitton 16.02.21 1.50Red Hat 01.10.19 1.43Total 17.95
Investment policyThe fund provides an actively managed exposureto global convertibles as a most efficientmulti-asset class strategy involving equity, creditand volatility on a globally diversified basis, withthe aim of achieving superior risk-adjustedreturns. The risk profile is comparable to that of aclassic balanced fund. The fund invests mainly inconvertible securities issued by public and privateissuers. Traditional bonds, equity and structuredproducts may be held in complement.Investments are made globally with norestrictions as to country or currency.
Fund facts
Unit class currency CHF
Bloomberg ticker CGBCVRC LX
Net asset value (NAV) 127.17
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 5.96 6.75Information ratio -2.43 -2.92Tracking Error (Ex post) 0.66 0.59Maximum drawdown in % 4) -9.34 -9.344) Maximum drawdown is the most negative cumulative returnover a given time period.
Number of holdings
Default Probability Weighted Average CreditRating = BB+Linear Weighted Average Credit Rating = BBB-
Cre
dit S
uiss
e S
ICA
V O
ne
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
109
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 2 - Class BH EUR
Fund manager Peter SchillingFund manager since 19.10.2009Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MayTotal net assets (in mil.) 343.96Inception date 27.10.2009Management fee in % p.a. 1.20TER (as of 30.11.2015) in % 1.45Benchmark (BM)
Thomson Reuters CV Gl. Focus (TR) (EUR-Hgd)Swinging single pricing (SSP) 3) YesUnit Class Category BH
(capital growth)
ISIN LU0457025293
Valor no. 10639347
Redemptions DailyEU taxation In scope - tax
Fund 144
July 29, 2016Switzerland
CS (Lux) Global Balanced Convertible Bond Fund
Net performance in EUR (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201690
100
110
120
130
140
-10%
0%
10%
20%
30%
40%
-5.3
9.2 11.1
2.9 1.7
-2.0-4.2
11.0 12.8
4.7 3.6
-1.2
CS (Lux) Global Balanced Convertible Bond FundBH EUR
Yearly or year-to-date performance respectively(Fund)
Thomson Reuters CV Gl. Focus (TR) (EUR-Hgd)Yearly or year-to-date performance respectively(Benchmark)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 2.38 0.68 -1.98 -3.51 7.49 16.58Benchmark 2.36 1.18 -1.23 -2.14 12.94 26.97
Sectors in %Information Technology 19.94Industrials 17.79Financials 17.32Consumer Discretionary 15.75Health Care 9.05Energy 5.61Consumer Staples 4.97Cash/Cash Equivalents 0.64Others 8.93
Duration and Yield 5)
Delta in % 48.00Current Yield 1.01Bond Floor 87.80Modified duration in years 0) 3.875) Due to the optionalities involved in the structure of convertiblebonds, certain assumptions must be applied in order to calculatethese figures.
Credit Ratings in %
AAA (Bucket) 0.27AA (Bucket) 1.83A (Bucket) 22.32BBB (Bucket) 35.86BB (Bucket) 30.50B (Bucket) 8.79D 0.43
Top 10 Holdings in %Position Maturity as % of
assetsTesla Motors CV 01.03.19 2.14Siemens Financiering 16.08.17 1.99Ctrip.Com 01.07.20 1.97Intel 15.12.35 1.91Microchip Techn. 15.02.25 1.91Suzuki Motor 31.03.23 1.87Citrix Syst. 15.04.19 1.70Salesforce 01.04.18 1.53LVMH Moet Vuitton 16.02.21 1.50Red Hat 01.10.19 1.43Total 17.95
Investment policyThe fund provides an actively managed exposureto global convertibles as a most efficientmulti-asset class strategy involving equity, creditand volatility on a globally diversified basis, withthe aim of achieving superior risk-adjustedreturns. The risk profile is comparable to that of aclassic balanced fund. The fund invests mainly inconvertible securities issued by public and privateissuers. Traditional bonds, equity and structuredproducts may be held in complement.Investments are made globally with norestrictions as to country or currency.
Fund facts
Unit class currency EUR
Bloomberg ticker CGBCVRE LX
Net asset value (NAV) 131.80
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 5.96 6.75Information ratio -2.68 -2.95Tracking Error (Ex post) 0.62 0.58Maximum drawdown in % 4) -8.66 -8.664) Maximum drawdown is the most negative cumulative returnover a given time period.
Number of holdings
Default Probability Weighted Average CreditRating = BB+Linear Weighted Average Credit Rating = BBB-
110
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 2 - Class IBH CHF
Fund manager Peter SchillingFund manager since 19.10.2009Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MayTotal net assets (in mil.) 343.96Inception date 09.04.2010Management fee in % p.a. 0.70TER (as of 30.11.2015) in % 0.94Benchmark (BM)
Thomson Reuters CV Gl. Focus (TR) (CHF-Hgd)Swinging single pricing (SSP) 3) YesUnit Class Category IBH
(capital growth)
ISIN LU0456270122
Valor no. 10627511
Min. Investment Amount 500'000Redemptions DailyEU taxation In scope - tax
Fund 144
July 29, 2016Switzerland
CS (Lux) Global Balanced Convertible Bond Fund
Net performance in CHF (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 20169095
100105110115120125130135
-10%-5%0%5%
10%15%20%25%30%35%
-5.4
9.311.5
3.3 1.7
-2.1-4.8
10.712.7
4.6 2.8
-1.5
CS (Lux) Global Balanced Convertible Bond FundIBH CHF
Yearly or year-to-date performance respectively(Fund)
Thomson Reuters CV Gl. Focus (TR) (CHF-Hgd)Yearly or year-to-date performance respectively(Benchmark)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 2.27 0.69 -2.06 -3.73 7.92 17.33Benchmark 2.32 1.08 -1.45 -2.66 11.58 24.70
Sectors in %Information Technology 19.94Industrials 17.79Financials 17.32Consumer Discretionary 15.75Health Care 9.05Energy 5.61Consumer Staples 4.97Cash/Cash Equivalents 0.64Others 8.93
Duration and Yield 5)
Delta in % 48.00Current Yield 1.01Bond Floor 87.80Modified duration in years 0) 3.875) Due to the optionalities involved in the structure of convertiblebonds, certain assumptions must be applied in order to calculatethese figures.
Credit Ratings in %
AAA (Bucket) 0.27AA (Bucket) 1.83A (Bucket) 22.32BBB (Bucket) 35.86BB (Bucket) 30.50B (Bucket) 8.79D 0.43
Top 10 Holdings in %Position Maturity as % of
assetsTesla Motors CV 01.03.19 2.14Siemens Financiering 16.08.17 1.99Ctrip.Com 01.07.20 1.97Intel 15.12.35 1.91Microchip Techn. 15.02.25 1.91Suzuki Motor 31.03.23 1.87Citrix Syst. 15.04.19 1.70Salesforce 01.04.18 1.53LVMH Moet Vuitton 16.02.21 1.50Red Hat 01.10.19 1.43Total 17.95
Investment policyThe fund provides an actively managed exposureto global convertibles as a most efficientmulti-asset class strategy involving equity, creditand volatility on a globally diversified basis, withthe aim of achieving superior risk-adjustedreturns. The risk profile is comparable to that of aclassic balanced fund. The fund invests mainly inconvertible securities issued by public and privateissuers. Traditional bonds, equity and structuredproducts may be held in complement.Investments are made globally with norestrictions as to country or currency.
Fund facts
Unit class currency CHF
Bloomberg ticker CGBCVSC LX
Net asset value (NAV) 1'236.23
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 5.94 6.74Information ratio -1.73 -2.07Tracking Error (Ex post) 0.64 0.59Maximum drawdown in % 4) -8.94 -8.944) Maximum drawdown is the most negative cumulative returnover a given time period.
Number of holdings
Default Probability Weighted Average CreditRating = BB+Linear Weighted Average Credit Rating = BBB-
Cre
dit S
uiss
e S
ICA
V O
ne
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
111
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 2 - Class IBH EUR
Fund manager Peter SchillingFund manager since 19.10.2009Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MayTotal net assets (in mil.) 343.96Inception date 19.10.2009Management fee in % p.a. 0.70TER (as of 30.11.2015) in % 0.94Benchmark (BM)
Thomson Reuters CV Gl. Focus (TR) (EUR-Hgd)Swinging single pricing (SSP) 3) YesUnit Class Category IBH
(capital growth)
ISIN LU0456270395
Valor no. 10627572
Min. Investment Amount 500'000Redemptions DailyEU taxation In scope - tax
Fund 144
July 29, 2016Switzerland
CS (Lux) Global Balanced Convertible Bond Fund
Net performance in EUR (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201690
100
110
120
130
140
-10%
0%
10%
20%
30%
40%
-4.7
9.7 11.7
3.4 2.5
-1.7-4.2
11.0 12.8
4.7 3.6
-1.2
CS (Lux) Global Balanced Convertible Bond FundIBH EUR
Yearly or year-to-date performance respectively(Fund)
Thomson Reuters CV Gl. Focus (TR) (EUR-Hgd)Yearly or year-to-date performance respectively(Benchmark)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 2.40 0.83 -1.73 -2.99 9.42 19.76Benchmark 2.36 1.18 -1.23 -2.14 12.94 26.97
Sectors in %Information Technology 19.94Industrials 17.79Financials 17.32Consumer Discretionary 15.75Health Care 9.05Energy 5.61Consumer Staples 4.97Cash/Cash Equivalents 0.64Others 8.93
Duration and Yield 5)
Delta in % 48.00Current Yield 1.01Bond Floor 87.80Modified duration in years 0) 3.875) Due to the optionalities involved in the structure of convertiblebonds, certain assumptions must be applied in order to calculatethese figures.
Credit Ratings in %
AAA (Bucket) 0.27AA (Bucket) 1.83A (Bucket) 22.32BBB (Bucket) 35.86BB (Bucket) 30.50B (Bucket) 8.79D 0.43
Top 10 Holdings in %Position Maturity as % of
assetsTesla Motors CV 01.03.19 2.14Siemens Financiering 16.08.17 1.99Ctrip.Com 01.07.20 1.97Intel 15.12.35 1.91Microchip Techn. 15.02.25 1.91Suzuki Motor 31.03.23 1.87Citrix Syst. 15.04.19 1.70Salesforce 01.04.18 1.53LVMH Moet Vuitton 16.02.21 1.50Red Hat 01.10.19 1.43Total 17.95
Investment policyThe fund provides an actively managed exposureto global convertibles as a most efficientmulti-asset class strategy involving equity, creditand volatility on a globally diversified basis, withthe aim of achieving superior risk-adjustedreturns. The risk profile is comparable to that of aclassic balanced fund. The fund invests mainly inconvertible securities issued by public and privateissuers. Traditional bonds, equity and structuredproducts may be held in complement.Investments are made globally with norestrictions as to country or currency.
Fund facts
Unit class currency EUR
Bloomberg ticker CGBCVSE LX
Net asset value (NAV) 1'344.37
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 5.96 6.76Information ratio -1.72 -2.02Tracking Error (Ex post) 0.61 0.58Maximum drawdown in % 4) -8.26 -8.264) Maximum drawdown is the most negative cumulative returnover a given time period.
Number of holdings
Default Probability Weighted Average CreditRating = BB+Linear Weighted Average Credit Rating = BBB-
112
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 2 - Class EBH EUR
Fund manager Peter SchillingFund manager since 19.10.2009Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MayTotal net assets (in mil.) 343.96Inception date 09.05.2011Management fee in % p.a. 0.42TER (as of 30.11.2015) in % 0.62Benchmark (BM)
Thomson Reuters CV Gl. Focus (TR) (EUR-Hgd)Swinging single pricing (SSP) 3) YesUnit Class Category EBH
(capital growth)
ISIN LU0621205250
Valor no. 12916510
Redemptions DailyEU taxation In scope - tax
Fund 144
July 29, 2016Switzerland
CS (Lux) Global Balanced Convertible Bond Fund
Net performance in EUR (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 2016859095
100105110115120125130
-15%-10%-5%0%5%
10%15%20%25%30%
10.3 12.1
3.8 2.6
-1.5
11.0 12.8
4.7 3.6
-1.2
CS (Lux) Global Balanced Convertible Bond FundEBH EUR
Yearly or year-to-date performance respectively(Fund)
Thomson Reuters CV Gl. Focus (TR) (EUR-Hgd)Yearly or year-to-date performance respectively(Benchmark)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 2.44 0.96 -1.49 -2.65 10.41 21.93Benchmark 2.36 1.18 -1.23 -2.14 12.94 26.97
Sectors in %Information Technology 19.94Industrials 17.79Financials 17.32Consumer Discretionary 15.75Health Care 9.05Energy 5.61Consumer Staples 4.97Cash/Cash Equivalents 0.64Others 8.93
Duration and Yield 5)
Delta in % 48.00Current Yield 1.01Bond Floor 87.80Modified duration in years 0) 3.875) Due to the optionalities involved in the structure of convertiblebonds, certain assumptions must be applied in order to calculatethese figures.
Credit Ratings in %
AAA (Bucket) 0.27AA (Bucket) 1.83A (Bucket) 22.32BBB (Bucket) 35.86BB (Bucket) 30.50B (Bucket) 8.79D 0.43
Top 10 Holdings in %Position Maturity as % of
assetsTesla Motors CV 01.03.19 2.14Siemens Financiering 16.08.17 1.99Ctrip.Com 01.07.20 1.97Intel 15.12.35 1.91Microchip Techn. 15.02.25 1.91Suzuki Motor 31.03.23 1.87Citrix Syst. 15.04.19 1.70Salesforce 01.04.18 1.53LVMH Moet Vuitton 16.02.21 1.50Red Hat 01.10.19 1.43Total 17.95
Investment policyThe fund provides an actively managed exposureto global convertibles as a most efficientmulti-asset class strategy involving equity, creditand volatility on a globally diversified basis, withthe aim of achieving superior risk-adjustedreturns. The risk profile is comparable to that of aclassic balanced fund. The fund invests mainly inconvertible securities issued by public and privateissuers. Traditional bonds, equity and structuredproducts may be held in complement.Investments are made globally with norestrictions as to country or currency.
Fund facts
Unit class currency EUR
Bloomberg ticker CGBCVTE LX
Net asset value (NAV) 1'186.71
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 5.93 6.73Information ratio -1.17 -1.36Tracking Error (Ex post) 0.64 0.59Maximum drawdown in % 4) -8.08 -8.084) Maximum drawdown is the most negative cumulative returnover a given time period.
Number of holdings
Default Probability Weighted Average CreditRating = BB+Linear Weighted Average Credit Rating = BBB-
Cre
dit S
uiss
e S
ICA
V O
ne
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
113
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 2 - Class A USD & B USD
-1.060.22
-2.060.80
-1.07-0.03-0.39
1.740.880.97
Purchases SalesCOACH -- MCDONALD'S- DARDEN RESTAURANTS- LEGGETT & PLATT
Fund manager Felix Maag, Aude ScheuerFund manager since 09.04.2010, 01.04.2011Location Zurich, ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MayTotal net assets (in mil.) 120.88Inception date 15.04.2010Management fee in % p.a. 1.60TER (as of 30.11.2015) in % 1.91Benchmark (BM) MSCI World (NR)Swinging single pricing (SSP) 3) YesUnit Class Category A
(distribution)
ISIN LU0439730374
Valor no. 10348395
Redemptions DailyEU taxation Out of scope
July 29, 2016Switzerland
CS (Lux) Global Dividend Plus Equity Fund
Net performance in USD (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 20168090
100110120130140150160
-20%-10%
0%10%20%30%40%50%60%
-2.7
12.7
21.1
2.5
-2.6
7.6
-5.5
15.8
26.7
4.9
-0.9
4.9
CS (Lux) Global Dividend Plus Equity Fund BUSD
Yearly or year-to-date performance respectively (Fund)
MSCI World (NR)Yearly or year-to-date performance respectively(Benchmark)
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 2.35 3.96 7.64 4.39 16.54 41.19Benchmark 4.22 3.64 4.91 -0.46 21.12 46.30
Sectors in %Fund Benchmark Compared with benchmark
Financials 18.02 19.08Health Care 13.76 13.54Information Technology 12.46 14.52Consumer Staples 11.64 10.84Consumer Discretionary 11.52 12.59Industrials 10.91 10.94Energy 6.15 6.54Telecommunication Services 5.34 3.60Cash/Cash Equivalents 0.88 -Others 9.32 8.35
Currencies in %
USD 53.42EUR 13.42GBP 7.56CHF 6.57CAD 6.10HKD 3.19SGD 2.66AUD 2.57JPY 1.83Others 2.69
Countries in %
USA 52.30United Kingdom 7.41Switzerland 6.57Canada 5.99France 4.22Germany 4.21Hong Kong 3.15Singapore 2.56Cash/CashEquivalents 0.88Others 12.71
Top 10 Holdings in %Microsoft Corp 3.38Intel 2.42Altria 2.25Pfizer 2.25Merck 2.21AT&T 1.96General Electric 1.92JPMorgan Chase 1.89Novartis AG 1.79Chevron 1.77Total 21.84
Significant Transactions
Investment policyThe subfund invests in a broadly diversifiedworldwide equity portfolio that can be expectedto yield above-average dividends.
Fund facts
Category B(capital growth)
Unit class currency USD USDLU0439730457
Bloomberg ticker CSGEDPALX
CGSEDPB LX
10348396Net asset value(NAV)
13.72 15.22
Daily
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
Dividend Yield (Fund/BM) 3.85/2.603 years 5 years
Annualised volatility in % 10.50 12.05Information ratio -0.41 -0.22Tracking Error (Ex post) 3.12 3.19Beta 0.87 0.88
114
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 2 - Class BH CHF
Purchases SalesCOACH -- MCDONALD'S- DARDEN RESTAURANTS- LEGGETT & PLATT
Fund manager Felix Maag, Aude ScheuerFund manager since 09.04.2010, 01.04.2011Location Zurich, ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MayTotal net assets (in mil.) 120.88Inception date 15.04.2011Management fee in % p.a. 1.60TER (as of 30.11.2015) in % 1.91Benchmark (BM) No BenchmarkSwinging single pricing (SSP) 3) YesUnit Class Category BH
(capital growth)
ISIN LU0612865351
Valor no. 12784788
Redemptions DailyEU taxation Out of scope
July 29, 2016Switzerland
CS (Lux) Global Dividend Plus Equity Fund
Net performance in CHF (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201680
90
100
110
120
130
-20%
-10%
0%
10%
20%
30%
11.3
20.3
2.1
-3.7
6.4
CS (Lux) Global Dividend Plus Equity Fund BH CHFYearly or year-to-date performance respectively(Fund)
Yearly or year-to-date performance respectively(Benchmark)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 2.18 3.27 6.40 2.76 12.96 31.67
Sectors in %Fund
Financials 18.02Health Care 13.76Information Technology 12.46Consumer Staples 11.64Consumer Discretionary 11.52Industrials 10.91Energy 6.15Telecommunication Services 5.34Cash/Cash Equivalents 0.88Others 9.32
Currencies in %
USD 53.42EUR 13.42GBP 7.56CHF 6.57CAD 6.10HKD 3.19SGD 2.66AUD 2.57JPY 1.83Others 2.69
Countries in %
USA 52.30United Kingdom 7.41Switzerland 6.57Canada 5.99France 4.22Germany 4.21Hong Kong 3.15Singapore 2.56Cash/CashEquivalents 0.88Others 12.71
Top 10 Holdings in %Microsoft Corp 3.38Intel 2.42Altria 2.25Pfizer 2.25Merck 2.21AT&T 1.96General Electric 1.92JPMorgan Chase 1.89Novartis AG 1.79Chevron 1.77Total 21.84
Significant Transactions
Investment policyThe subfund invests in a broadly diversifiedworldwide equity portfolio that can be expectedto yield above-average dividends.
Fund facts
Unit class currency CHF
Bloomberg ticker CSGEDRC LX
Net asset value (NAV) 12.64
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 10.38 12.04Information ratio - -Tracking Error (Ex post) - -Beta - -
Cre
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1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
115
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 2 - Class IB USD
-1.060.22
-2.060.80
-1.07-0.03-0.39
1.740.880.97
Purchases SalesCOACH -- MCDONALD'S- DARDEN RESTAURANTS- LEGGETT & PLATT
Fund manager Felix Maag, Aude ScheuerFund manager since 09.04.2010, 01.04.2011Location Zurich, ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MayTotal net assets (in mil.) 120.88Inception date 14.12.2012Management fee in % p.a. 0.70TER (as of 30.11.2015) in % 1.00Benchmark (BM) MSCI World (NR)Swinging single pricing (SSP) 3) YesUnit Class Category IB
(capital growth)
ISIN LU0439730887
Valor no. 10348401
Min. Investment Amount 500'000Redemptions DailyEU taxation Out of scope
July 29, 2016Switzerland
CS (Lux) Global Dividend Plus Equity Fund
Net performance in USD (rebased to 100) and yearly performance 2)
2013 2014 2015 201690
100
110
120
130
140
-10%
0%
10%
20%
30%
40%
22.3
3.4
-1.7
8.2
26.7
4.9
-0.9
4.9
CS (Lux) Global Dividend Plus Equity Fund IBUSD
Yearly or year-to-date performance respectively (Fund)
MSCI World (NR)Yearly or year-to-date performance respectively(Benchmark)
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 2.40 4.23 8.23 5.36 19.75 -Benchmark 4.22 3.64 4.91 -0.46 21.12 -
Sectors in %Fund Benchmark Compared with benchmark
Financials 18.02 19.08Health Care 13.76 13.54Information Technology 12.46 14.52Consumer Staples 11.64 10.84Consumer Discretionary 11.52 12.59Industrials 10.91 10.94Energy 6.15 6.54Telecommunication Services 5.34 3.60Cash/Cash Equivalents 0.88 -Others 9.32 8.35
Currencies in %
USD 53.42EUR 13.42GBP 7.56CHF 6.57CAD 6.10HKD 3.19SGD 2.66AUD 2.57JPY 1.83Others 2.69
Countries in %
USA 52.30United Kingdom 7.41Switzerland 6.57Canada 5.99France 4.22Germany 4.21Hong Kong 3.15Singapore 2.56Cash/CashEquivalents 0.88Others 12.71
Top 10 Holdings in %Microsoft Corp 3.38Intel 2.42Altria 2.25Pfizer 2.25Merck 2.21AT&T 1.96General Electric 1.92JPMorgan Chase 1.89Novartis AG 1.79Chevron 1.77Total 21.84
Significant Transactions
Investment policyThe subfund invests in a broadly diversifiedworldwide equity portfolio that can be expectedto yield above-average dividends.
Fund facts
Unit class currency USD
Bloomberg ticker CSGEDVI LX
Net asset value (NAV) 1'352.46
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
Dividend Yield (Fund/BM) 3.85/2.601 year 3 years
Annualized volatility in % 13.55 10.47Tracking Error (Ex post) 3.99 3.14Beta 0.83 0.87
116
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 2 - Class IBH CHF
Purchases SalesCOACH -- MCDONALD'S- DARDEN RESTAURANTS- LEGGETT & PLATT
Fund manager Felix Maag, Aude ScheuerFund manager since 09.04.2010, 01.04.2011Location Zurich, ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MayTotal net assets (in mil.) 120.88Inception date 20.07.2011Management fee in % p.a. 0.70TER (as of 30.11.2015) in % 1.01Benchmark (BM) No BenchmarkSwinging single pricing (SSP) 3) YesUnit Class Category IBH
(capital growth)
ISIN LU0439730960
Valor no. 10348403
Min. Investment Amount 500'000Redemptions DailyEU taxation Out of scope
July 29, 2016Switzerland
CS (Lux) Global Dividend Plus Equity Fund
Net performance in CHF (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201680
90
100
110
120
130
140
-20%
-10%
0%
10%
20%
30%
40%
12.4
21.5
3.1
-2.8
6.9
CS (Lux) Global Dividend Plus Equity Fund IBHCHF
Yearly or year-to-date performance respectively(Fund)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 2.18 3.39 6.85 3.68 15.99 38.67
Sectors in %Fund
Financials 18.02Health Care 13.76Information Technology 12.46Consumer Staples 11.64Consumer Discretionary 11.52Industrials 10.91Energy 6.15Telecommunication Services 5.34Cash/Cash Equivalents 0.88Others 9.32
Currencies in %
USD 53.42EUR 13.42GBP 7.56CHF 6.57CAD 6.10HKD 3.19SGD 2.66AUD 2.57JPY 1.83Others 2.69
Countries in %
USA 52.30United Kingdom 7.41Switzerland 6.57Canada 5.99France 4.22Germany 4.21Hong Kong 3.15Singapore 2.56Cash/CashEquivalents 0.88Others 12.71
Top 10 Holdings in %Microsoft Corp 3.38Intel 2.42Altria 2.25Pfizer 2.25Merck 2.21AT&T 1.96General Electric 1.92JPMorgan Chase 1.89Novartis AG 1.79Chevron 1.77Total 21.84
Significant Transactions
Investment policyThe subfund invests in a broadly diversifiedworldwide equity portfolio that can be expectedto yield above-average dividends.
Fund facts
Unit class currency CHF
Bloomberg ticker CSGEDSC LX
Net asset value (NAV) 1'364.21
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 10.38 11.99Information ratio - -Tracking Error (Ex post) - -Beta - -
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1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
117
a subfund of CS Investment Funds 2 - Class B CHF
Fund manager Florian BoehringerFund manager since 01.03.2013Location ZurichFund domicile LuxembourgFund currency CHFClose of financial year 31. MayTotal net assets (in mil.) 89.97Inception date 29.09.2009Management fee in % p.a. 1.15TER (as of 30.11.2015) in % 1.63Swinging single pricing (SSP) 3) YesUnit Class Category B
(capital growth)
ISIN LU0439731851
Valor no. 10348440
EU taxation In scope - tax
July 29, 2016Switzerland
CS (Lux) IndexSelection Fund Balanced CHF
Net performance in CHF (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201685
90
95
100
105
110
115
120
-15%
-10%
-5%
0%
5%
10%
15%
20%
-8.1
8.36.5 6.5
-2.2
0.4
CS (Lux) IndexSelection Fund Balanced CHF B Yearly or year-to-date performance respectively (Fund)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 1.33 1.67 0.37 -3.28 7.24 19.61
Asset allocation in %Cash/Cash Equivalents Bonds Equity Alternatives Total
Switzerland 5.31 4.86 11.77 1.30 23.24Asia Pacific 0.26 - 1.72 - 1.98Euroland 9.13 17.17 7.97 1.31 35.58UK 0.02 - 0.94 - 0.96Canada 0.90 - 1.09 - 1.99USA 3.05 3.95 10.44 - 17.44Others -7.31 - - - -7.31Emerging Markets - 6.98 8.16 - 15.14Global - 3.49 - 3.38 6.87Japan 2.24 - 1.87 - 4.11Total 13.60 36.45 43.96 5.99 100.00
Currencies in % (after hedging)
CHF 82.30JPY 3.10CAD 2.00GBP 1.90EUR 1.60AUD 0.70USD 0.20Others 8.20
Allocation asset classes in %
Equity 43.96Bonds 36.45Cash/CashEquivalents 13.60Alternatives 5.99
DurationModified duration in years 0) 5.11
Allocation of bonds in %Government 60.39Emerging Market Bonds 19.15High Yield Bonds 10.89Inflation Linked Bonds 9.57Total 100.00
Top 10 Holdings in %iShares JPM Emerging Market Bond ETF 7.05Vanguard S&P 500 Index ETF 6.01iShares SMI ETF 5.56Ishares PLC EUR 4.66Vanguard Emerging Markets Stock IndexFund
4.34
db x-trackers II-IBOXX Gl. Inf.-Link.TRIHedg. ETF
3.56
iShares eb. rexx. Money Market 3.54iShares Euro Government Bond 3-5 ETF 3.45UBS Bloomberg Commodity Index ETF 3.43dx x-trackers MSCI EMU ETF 3.00Total 44.60
Investment policyThe primary investment objective of the fund isreal-term capital preservation and long-termcapital enhancement through regular income, aswell as capital and currency gains. The fundinvests in a broadly diversified portfolio ofindex-linked instruments such as exchangetraded funds (ETFs), investment funds,structured products, and derivatives. The fundis invested worldwide in equities, bonds,currencies, commodities, and other alternativeinvestments. The overall foreign currencyexposure is predominantly hedged back in swissfranc.
Fund facts
Unit class currency CHF
Bloomberg ticker CSOIBSB LX
Net asset value (NAV) 112.07
2) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 5.66 5.62Maximum drawdown in % 3) -8.20 -8.203) Maximum drawdown is the most negative cumulative returnover a given time period.
118
1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
a subfund of CS Investment Funds 2 - Class B CHF
Fund manager Florian BoehringerFund manager since 01.03.2013Location ZurichFund domicile LuxembourgFund currency CHFClose of financial year 31. MayTotal net assets (in mil.) 37.07Inception date 29.09.2009Management fee in % p.a. 1.30TER (as of 30.11.2015) in % 1.83Swinging single pricing (SSP) 3) YesUnit Class Category B
(capital growth)
ISIN LU0439733121
Valor no. 10348472
EU taxation In scope - tax
July 29, 2016Switzerland
CS (Lux) IndexSelection Fund Growth CHF
Net performance in CHF (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 2016859095
100105110115120125
-15%-10%-5%0%5%
10%15%20%25%
-9.9
9.4 10.98.0
-2.2 -0.7
CS (Lux) IndexSelection Fund Growth CHF B Yearly or year-to-date performance respectively (Fund)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 2.41 2.36 -0.75 -5.25 8.77 27.47
Asset allocation in %Cash/Cash Equivalents Bonds Equity Alternatives Total
Switzerland 5.60 2.40 16.51 1.32 25.83Asia Pacific 0.52 - 2.22 - 2.74Euroland 6.62 5.99 13.38 1.30 27.29UK 0.02 - 1.89 - 1.91Canada 0.04 - 1.41 - 1.45USA 3.44 2.82 16.53 - 22.79Others -9.26 - - - -9.26Emerging Markets - 4.76 11.07 - 15.83Global - 2.63 - 2.87 5.50Japan 2.86 - 3.06 - 5.92Total 9.84 18.60 66.07 5.49 100.00
Currencies in % (after hedging)
CHF 76.10JPY 4.60GBP 2.70USD 2.50CAD 1.50EUR 0.80AUD 0.80Others 11.10
Allocation asset classes in %
Equity 66.07Bonds 18.60Cash/CashEquivalents 9.84Alternatives 5.49
DurationModified duration in years 0) 5.52
Allocation of bonds in %Government 50.49Emerging Market Bonds 25.59Inflation Linked Bonds 14.14High Yield Bonds 9.78Total 100.00
Top 10 Holdings in %Vanguard S&P 500 Index ETF 8.90SMI Futures 7.28Vanguard Emerging Markets Stock IndexFund
7.21
dx x-trackers MSCI EMU ETF 5.19iShares JPM Emerging Market Bond ETF 4.76iShares MSCI EMU ETF 4.65iShares SMI ETF 4.46db x-trackers SMI ETF 4.07Powershares Nasdaq 100 ETF 3.37SPDR S&P 500 ETF 3.08Total 52.97
Investment policyThe investment objective of the fund is to achievethe highest possible total return in Swiss francs.The fund invests in a broadly diversified portfolioof index-linked instruments such as exchangetraded funds (ETFs), investment funds,structured products, and derivatives. The fundis invested worldwide in equities, bonds,currencies, commodities, and other alternativeinvestments. The overall foreign currencyexposure is predominantly hedged back in swissfranc.
Fund facts
Unit class currency CHF
Bloomberg ticker CSOICSB LX
Net asset value (NAV) 117.18
2) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 7.90 7.70Maximum drawdown in % 3) -10.66 -10.663) Maximum drawdown is the most negative cumulative returnover a given time period.
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1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
119
a subfund of CS Investment Funds 2 - Class B CHF
Fund manager Florian BoehringerFund manager since 01.03.2013Location ZurichFund domicile LuxembourgFund currency CHFClose of financial year 31. MayTotal net assets (in mil.) 51.29Inception date 29.09.2009Management fee in % p.a. 0.95TER (as of 30.11.2015) in % 1.43Swinging single pricing (SSP) 3) YesUnit Class Category B
(capital growth)
ISIN LU0439734368
Valor no. 10348562
EU taxation In scope - tax
July 29, 2016Switzerland
CS (Lux) IndexSelection Fund Yield CHF
Net performance in CHF (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201692949698
100102104106108110
-8%-6%-4%-2%0%2%4%6%8%
10%
-6.2
6.7
1.9
5.7
-2.6
1.8
CS (Lux) IndexSelection Fund Yield CHF B Yearly or year-to-date performance respectively (Fund)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 1.04 1.41 1.80 -1.12 5.81 11.69
Asset allocation in %Cash/Cash Equivalents Bonds Equity Alternatives Total
Switzerland 5.04 8.56 6.58 1.33 21.51Asia Pacific 0.08 - 2.21 - 2.29Euroland 8.91 24.65 4.17 1.34 39.07UK 0.02 - - - 0.02Canada 0.71 - 0.52 - 1.23USA 4.17 7.57 5.50 - 17.24Others -6.43 - - - -6.43Emerging Markets - 9.27 5.51 - 14.78Global - 3.36 - 3.43 6.79Japan 2.58 - 0.92 - 3.50Total 15.08 53.41 25.41 6.10 100.00
Currencies in % (after hedging)
CHF 87.90JPY 1.90AUD 1.40CAD 1.20GBP 0.90EUR 0.60USD 0.10Others 6.00
Allocation asset classes in %
Bonds 53.41Equity 25.41Cash/CashEquivalents 15.08Alternatives 6.10
DurationModified duration in years 0) 5.00
Allocation of bonds in %Government 65.36Emerging Market Bonds 17.36High Yield Bonds 10.99Inflation Linked Bonds 6.29Total 100.00
Top 10 Holdings in %iShares JPM Emerging Market Bond ETF 8.76iShares Euro Government Bond 3-5 ETF 6.57Ishares PLC EUR 4.97Vanguard EUR Government Bond Fund 4.03iShares USD High Yield Bond ETF 3.96iShares USD Treasury 1-3 Bond ETF 3.61iShares SMI ETF 3.57Vanguard EUR Investment Grade BondFund
3.52
UBS Bloomberg Commodity Index ETF 3.43db x-trackers II-IBOXX Gl. Inf.-Link.TRIHedg. ETF
3.36
Total 45.78
Investment policyThe investment objective of the fund is to achievean appropriate return in Swiss francs. The fundinvests in a broadly diversified portfolio ofindex-linked instruments such as exchangetraded funds (ETFs), investment funds,structured products, and derivatives. The fundis invested worldwide in equities, bonds,currencies, commodities, and other alternativeinvestments. The overall foreign currencyexposure is predominantly hedged back in swissfranc.
Fund facts
Unit class currency CHF
Bloomberg ticker CSOIISB LX
Net asset value (NAV) 107.65
2) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 3.84 3.91Maximum drawdown in % 3) -5.80 -5.803) Maximum drawdown is the most negative cumulative returnover a given time period.
120
1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
a subfund of CS Investment Funds 2 - Class B EUR
Fund manager Felix MeierFund manager since 26.07.2010Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MayTotal net assets (in mil.) 189.95Inception date 26.07.2010Management fee in % p.a. 2.00TER without performance fee (11.2015) in % 2.26Performance fee in % with Highwatermark 20.00Benchmark (BM)
CS AllHedge Long/Short Equity (EUR-Hgd) (04/14)Swinging single pricing (SSP) 3) YesUnit Class Category B
(capital growth)
ISIN LU0525285697
Valor no. 11514102
July 29, 2016Switzerland
CS (Lux) Small and Mid Cap Alpha Long/Short Fund
Net performance in EUR (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 20169095
100105110115120125130
-10%-5%0%5%
10%15%20%25%30%
-3.8
4.0
16.4
2.2 0.7
-6.5-3.4
9.9
19.3
-2.3 -1.2-4.6
CS (Lux) Small and Mid Cap Alpha Long/ShortFund B EUR
Yearly or year-to-date performance respectively(Fund)
CS AllHedge Long/Short Equity (EUR-Hgd) (04/14)
Yearly or year-to-date performance respectively(Benchmark)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 2.27 -1.47 -6.54 -12.65 3.76 13.84Benchmark 1.26 1.42 -4.63 -7.70 -0.01 13.92
Historical monthly performance in % 2)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2016 -5.30 -2.35 1.71 0.86 0.74 -4.37 2.27 - - - - - -6.542015 2.23 3.45 0.44 0.62 0.02 -2.24 3.07 -5.01 -2.74 -0.23 1.51 -0.11 0.662014 4.52 4.01 0.67 -1.10 2.54 -1.22 -4.24 -1.06 -0.97 -2.12 1.19 0.34 2.232013 2.71 -0.19 -0.21 1.66 2.16 -0.59 2.15 1.56 2.63 1.53 1.16 0.79 16.402012 4.15 3.66 -1.41 -0.48 -4.95 -0.69 -1.64 0.33 1.40 1.24 1.35 1.27 3.962011 2.15 1.20 -1.74 -1.11 -1.92 0.46 -0.64 -3.57 -2.93 2.39 1.34 0.71 -3.812010 - - - - - - - 0.75 2.68 1.60 1.09 2.54 8.96
Investment policyThe CS (Lux) Small and Mid Cap Alpha Long/Short Fund aims to generate absolute positivereturns by exploiting the inefficiencies of thesmall and mid-cap markets in Europe with afocus on German speaking countries. Theportfolio managers buy the equities they thinkwill perform best, while at the same time sellingstocks in companies that, in their views, willunderperform the market. The objective is tocreate a portfolio that has lower volatility, lesscorrelation with the equity markets and a betterrisk-adjusted performance than a long-only fund.
Fund facts
Unit class currency EUR
Bloomberg ticker CSSMLSB LX
Net asset value (NAV) 121.982) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 8.57 8.17Information ratio 0.19 0.00
Fund ExposuresTotal gross exposure 151.51Long exposure 91.58Short exposure -59.94Net exposure 31.64Number of long positions 79.00Number of short positions 37.00
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1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
121
Net Exposure Countries
-10% -5% 0% 5% 10% 15% 20% 25% 30% 35%
Germany
Denmark
Finland
Italy
Sweden
Norway
United Kingdom
Switzerland
Portugal
Spain
Luxembourg
France
Netherlands
27.87%
2.97%
2.92%
2.66%
0.84%
0.75%
0.56%
0.40%
-0.34%
-0.69%
-1.00%
-2.47%
-2.84%
Allocation by Country in %Long Short Net
Denmark 3.43 -0.46 2.97Finland 2.91 0.00 2.92France 0.48 -2.94 -2.47Germany 66.05 -38.18 27.87Italy 2.90 -0.24 2.66Luxembourg 0.62 -1.62 -1.00Netherlands 5.45 -8.29 -2.84Norway 0.75 0.00 0.75Portugal 0.00 -0.34 -0.34Spain 0.00 -0.69 -0.69Sweden 1.41 -0.57 0.84Switzerland 2.65 -2.25 0.40United Kingdom 4.93 -4.37 0.56
Allocation by Sector in %Long Short Net
Consumer Discretionary 13.86 -14.40 -0.54Consumer Staples 2.18 -2.61 -0.43Energy 0.75 -0.34 0.41Financials 10.16 -10.85 -0.69Health Care 7.60 -2.62 4.98Industrials 24.73 -18.69 6.04Information Technology 18.43 -0.91 17.52Materials 12.10 -8.26 3.84Telecommunication Services 0.95 -0.21 0.74Utilities 0.81 -1.03 -0.22
Net Exposure Sectors 3)
-5% 0% 5% 10% 15% 20%
Information Technology
Industrials
Health Care
Materials
Telecommunication Services
Energy
Utilities
Consumer Staples
Consumer Discretionary
Financials
17.52%
6.04%
4.98%
3.84%
0.74%
0.41%
-0.22%
-0.43%
-0.54%
-0.69%
3) This is an indicative asset allocation, which may change over time.
122
1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
a subfund of CS Investment Funds 2 - Class IB EUR
Fund manager Felix MeierFund manager since 26.07.2010Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MayTotal net assets (in mil.) 189.95Inception date 26.07.2010Management fee in % p.a. 1.20TER without performance fee (11.2015) in % 1.56Performance fee in % with Highwatermark 20.00Benchmark (BM)
CS AllHedge Long/Short Equity (EUR-Hgd) (04/14)Swinging single pricing (SSP) 3) YesUnit Class Category IB
(capital growth)
ISIN LU0525285937
Valor no. 11514128
Min. Investment Amount 500'000
July 29, 2016Switzerland
CS (Lux) Small and Mid Cap Alpha Long/Short Fund
Net performance in EUR (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 20169095
100105110115120125130135
-10%-5%0%5%
10%15%20%25%30%35%
-3.6
4.2
16.5
3.0 1.4
-6.1-3.4
9.9
19.3
-2.3 -1.2-4.6
CS (Lux) Small and Mid Cap Alpha Long/Short FundIB EUR
Yearly or year-to-date performance respectively(Fund)
CS AllHedge Long/Short Equity (EUR-Hgd) (04/14)Yearly or year-to-date performance respectively(Benchmark)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 2.33 -1.27 -6.11 -11.96 5.83 16.47Benchmark 1.26 1.42 -4.63 -7.70 -0.01 13.92
Historical monthly performance in % 2)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2016 -5.24 -2.29 1.77 0.92 0.81 -4.30 2.33 - - - - - -6.112015 2.30 3.51 0.51 0.68 0.00 -2.18 3.14 -4.95 -2.67 -0.17 1.58 -0.04 1.372014 4.58 4.06 0.74 -1.04 2.59 -1.16 -4.18 -1.00 -0.90 -2.05 1.25 0.41 2.992013 2.66 -0.17 -0.19 1.66 2.17 -0.57 2.16 1.58 2.65 1.53 1.18 0.80 16.522012 4.17 3.67 -1.40 -0.47 -4.94 -0.67 -1.63 0.35 1.42 1.26 1.37 1.29 4.152011 2.17 1.22 -1.73 -1.09 -1.90 0.47 -0.63 -3.55 -2.92 2.41 1.37 0.73 -3.622010 - - - - - - - 0.77 2.69 1.60 1.10 2.56 9.01
Investment policyThe CS (Lux) Small and Mid Cap Alpha Long/Short Fund aims to generate absolute positivereturns by exploiting the inefficiencies of thesmall and mid-cap markets in Europe with afocus on German speaking countries. Theportfolio managers buy the equities they thinkwill perform best, while at the same time sellingstocks in companies that, in their views, willunderperform the market. The objective is tocreate a portfolio that has lower volatility, lesscorrelation with the equity markets and a betterrisk-adjusted performance than a long-only fund.
Fund facts
Unit class currency EUR
Bloomberg ticker CSSMLSI LX
Net asset value (NAV) 1'249.86
2) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 8.55 8.15Information ratio 0.29 0.07
Fund ExposuresTotal gross exposure 151.51Long exposure 91.58Short exposure -59.94Net exposure 31.64Number of long positions 79.00Number of short positions 37.00
Cre
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1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
123
Net Exposure Countries
-10% -5% 0% 5% 10% 15% 20% 25% 30% 35%
Germany
Denmark
Finland
Italy
Sweden
Norway
United Kingdom
Switzerland
Portugal
Spain
Luxembourg
France
Netherlands
27.87%
2.97%
2.92%
2.66%
0.84%
0.75%
0.56%
0.40%
-0.34%
-0.69%
-1.00%
-2.47%
-2.84%
Allocation by Country in %Long Short Net
Denmark 3.43 -0.46 2.97Finland 2.91 0.00 2.92France 0.48 -2.94 -2.47Germany 66.05 -38.18 27.87Italy 2.90 -0.24 2.66Luxembourg 0.62 -1.62 -1.00Netherlands 5.45 -8.29 -2.84Norway 0.75 0.00 0.75Portugal 0.00 -0.34 -0.34Spain 0.00 -0.69 -0.69Sweden 1.41 -0.57 0.84Switzerland 2.65 -2.25 0.40United Kingdom 4.93 -4.37 0.56
Allocation by Sector in %Long Short Net
Consumer Discretionary 13.86 -14.40 -0.54Consumer Staples 2.18 -2.61 -0.43Energy 0.75 -0.34 0.41Financials 10.16 -10.85 -0.69Health Care 7.60 -2.62 4.98Industrials 24.73 -18.69 6.04Information Technology 18.43 -0.91 17.52Materials 12.10 -8.26 3.84Telecommunication Services 0.95 -0.21 0.74Utilities 0.81 -1.03 -0.22
Net Exposure Sectors 3)
-5% 0% 5% 10% 15% 20%
Information Technology
Industrials
Health Care
Materials
Telecommunication Services
Energy
Utilities
Consumer Staples
Consumer Discretionary
Financials
17.52%
6.04%
4.98%
3.84%
0.74%
0.41%
-0.22%
-0.43%
-0.54%
-0.69%
3) This is an indicative asset allocation, which may change over time.
124
1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
a subfund of CS Investment Funds 2 - Class BH CHF
Fund manager Felix MeierFund manager since 26.07.2010Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MayTotal net assets (in mil.) 189.95Inception date 26.07.2010Management fee in % p.a. 2.00TER without performance fee (11.2015) in % 2.26Performance fee in % with Highwatermark 20.00Benchmark (BM)
CS AllHedge Long/Short Equity (CHF-Hgd) (04/14)Swinging single pricing (SSP) 3) YesUnit Class Category BH
(capital growth)
ISIN LU0526492425
Valor no. 11514130
July 29, 2016Switzerland
CS (Lux) Small and Mid Cap Alpha Long/Short Fund
Net performance in CHF (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 20169095
100105110115120125130
-10%-5%0%5%
10%15%20%25%30%
-4.7
3.3
16.5
1.9
-0.5
-6.9-4.8
9.5
19.3
-2.5 -1.9-4.9
CS (Lux) Small and Mid Cap Alpha Long/Short FundBH CHF
Yearly or year-to-date performance respectively(Fund)
CS AllHedge Long/Short Equity (CHF-Hgd) (04/14)Yearly or year-to-date performance respectively(Benchmark)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 2.17 -1.64 -6.90 -13.38 1.76 10.73Benchmark 1.25 1.37 -4.89 -8.31 -1.23 11.07
Historical monthly performance in % 2)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2016 -5.36 -2.39 1.63 0.82 0.68 -4.37 2.17 - - - - - -6.902015 2.17 3.33 0.37 0.49 -0.07 -2.32 2.91 -5.13 -2.81 -0.33 1.47 -0.24 -0.482014 4.51 3.98 0.61 -1.10 2.52 -1.27 -4.26 -1.09 -1.02 -2.13 1.19 0.28 1.892013 2.73 0.65 -0.23 1.54 2.31 -0.61 2.14 1.56 2.60 1.52 1.16 0.73 16.522012 3.97 3.58 -1.37 -0.56 -4.98 -0.75 -1.73 0.32 1.38 1.22 1.34 1.22 3.352011 2.19 1.16 -1.80 -1.14 -1.97 0.42 -0.92 -3.56 -3.14 2.20 1.24 0.77 -4.672010 - - - - - - - 0.73 2.72 1.65 0.91 2.39 8.68
Investment policyThe CS (Lux) Small and Mid Cap Alpha Long/Short Fund aims to generate absolute positivereturns by exploiting the inefficiencies of thesmall and mid-cap markets in Europe with afocus on German speaking countries. Theportfolio managers buy the equities they thinkwill perform best, while at the same time sellingstocks in companies that, in their views, willunderperform the market. The objective is tocreate a portfolio that has lower volatility, lesscorrelation with the equity markets and a betterrisk-adjusted performance than a long-only fund.
Fund facts
Unit class currency CHF
Bloomberg ticker CSSMLRC LX
Net asset value (NAV) 117.792) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 8.56 8.16Information ratio 0.15 -0.01
Fund ExposuresTotal gross exposure 151.51Long exposure 91.58Short exposure -59.94Net exposure 31.64Number of long positions 79.00Number of short positions 37.00
Cre
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1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
125
Net Exposure Countries
-10% -5% 0% 5% 10% 15% 20% 25% 30% 35%
Germany
Denmark
Finland
Italy
Sweden
Norway
United Kingdom
Switzerland
Portugal
Spain
Luxembourg
France
Netherlands
27.87%
2.97%
2.92%
2.66%
0.84%
0.75%
0.56%
0.40%
-0.34%
-0.69%
-1.00%
-2.47%
-2.84%
Allocation by Country in %Long Short Net
Denmark 3.43 -0.46 2.97Finland 2.91 0.00 2.92France 0.48 -2.94 -2.47Germany 66.05 -38.18 27.87Italy 2.90 -0.24 2.66Luxembourg 0.62 -1.62 -1.00Netherlands 5.45 -8.29 -2.84Norway 0.75 0.00 0.75Portugal 0.00 -0.34 -0.34Spain 0.00 -0.69 -0.69Sweden 1.41 -0.57 0.84Switzerland 2.65 -2.25 0.40United Kingdom 4.93 -4.37 0.56
Allocation by Sector in %Long Short Net
Consumer Discretionary 13.86 -14.40 -0.54Consumer Staples 2.18 -2.61 -0.43Energy 0.75 -0.34 0.41Financials 10.16 -10.85 -0.69Health Care 7.60 -2.62 4.98Industrials 24.73 -18.69 6.04Information Technology 18.43 -0.91 17.52Materials 12.10 -8.26 3.84Telecommunication Services 0.95 -0.21 0.74Utilities 0.81 -1.03 -0.22
Net Exposure Sectors 3)
-5% 0% 5% 10% 15% 20%
Information Technology
Industrials
Health Care
Materials
Telecommunication Services
Energy
Utilities
Consumer Staples
Consumer Discretionary
Financials
17.52%
6.04%
4.98%
3.84%
0.74%
0.41%
-0.22%
-0.43%
-0.54%
-0.69%
3) This is an indicative asset allocation, which may change over time.
126
1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
a subfund of CS Investment Funds 2 - Class BH USD
Fund manager Felix MeierFund manager since 26.07.2010Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MayTotal net assets (in mil.) 189.95Inception date 26.07.2010Management fee in % p.a. 2.00TER without performance fee (11.2015) in % 2.26Performance fee in % with Highwatermark 20.00Benchmark (BM)
CS AllHedge Long/Short Equity (04/14)Swinging single pricing (SSP) 3) YesUnit Class Category BH
(capital growth)
ISIN LU0526495444
Valor no. 11514152
July 29, 2016Switzerland
CS (Lux) Small and Mid Cap Alpha Long/Short Fund
Net performance in USD (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 20169095
100105110115120125130135
-10%-5%0%5%
10%15%20%25%30%35%
-4.2
4.3
16.7
2.0 0.4
-6.1-3.2
10.7
20.2
-1.8 -0.8-4.0
CS (Lux) Small and Mid Cap Alpha Long/Short FundBH USD
Yearly or year-to-date performance respectively(Fund)
CS AllHedge Long/Short Equity (04/14)Yearly or year-to-date performance respectively(Benchmark)
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 2.37 -1.09 -6.10 -12.30 3.80 14.37Benchmark 1.38 1.71 -3.97 -6.92 1.88 17.81
Historical monthly performance in % 2)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2016 -5.25 -2.46 1.76 0.94 0.83 -4.18 2.37 - - - - - -6.102015 2.18 3.43 0.35 0.62 0.03 -2.28 3.10 -5.27 -2.72 -0.19 1.61 -0.06 0.442014 4.51 4.03 0.64 -1.11 2.53 -1.27 -4.24 -1.09 -0.99 -2.15 1.20 0.29 2.002013 2.76 -0.14 -0.13 1.67 2.13 -0.54 2.15 1.58 2.66 1.53 1.15 0.77 16.662012 4.05 3.61 -1.24 -0.48 -4.95 -0.58 -1.72 0.36 1.51 1.30 1.38 1.36 4.352011 2.19 1.19 -1.67 -1.34 -1.93 0.42 -0.75 -3.74 -2.95 2.18 1.34 0.97 -4.232010 - - - - - - - 0.77 2.81 1.59 0.89 2.70 9.06
Investment policyThe CS (Lux) Small and Mid Cap Alpha Long/Short Fund aims to generate absolute positivereturns by exploiting the inefficiencies of thesmall and mid-cap markets in Europe with afocus on German speaking countries. Theportfolio managers buy the equities they thinkwill perform best, while at the same time sellingstocks in companies that, in their views, willunderperform the market. The objective is tocreate a portfolio that has lower volatility, lesscorrelation with the equity markets and a betterrisk-adjusted performance than a long-only fund.
Fund facts
Unit class currency USD
Bloomberg ticker CSSMLRU LX
Net asset value (NAV) 122.312) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 8.62 8.20Information ratio 0.10 -0.09
Fund ExposuresTotal gross exposure 151.51Long exposure 91.58Short exposure -59.94Net exposure 31.64Number of long positions 79.00Number of short positions 37.00
Cre
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1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
127
Net Exposure Countries
-10% -5% 0% 5% 10% 15% 20% 25% 30% 35%
Germany
Denmark
Finland
Italy
Sweden
Norway
United Kingdom
Switzerland
Portugal
Spain
Luxembourg
France
Netherlands
27.87%
2.97%
2.92%
2.66%
0.84%
0.75%
0.56%
0.40%
-0.34%
-0.69%
-1.00%
-2.47%
-2.84%
Allocation by Country in %Long Short Net
Denmark 3.43 -0.46 2.97Finland 2.91 0.00 2.92France 0.48 -2.94 -2.47Germany 66.05 -38.18 27.87Italy 2.90 -0.24 2.66Luxembourg 0.62 -1.62 -1.00Netherlands 5.45 -8.29 -2.84Norway 0.75 0.00 0.75Portugal 0.00 -0.34 -0.34Spain 0.00 -0.69 -0.69Sweden 1.41 -0.57 0.84Switzerland 2.65 -2.25 0.40United Kingdom 4.93 -4.37 0.56
Allocation by Sector in %Long Short Net
Consumer Discretionary 13.86 -14.40 -0.54Consumer Staples 2.18 -2.61 -0.43Energy 0.75 -0.34 0.41Financials 10.16 -10.85 -0.69Health Care 7.60 -2.62 4.98Industrials 24.73 -18.69 6.04Information Technology 18.43 -0.91 17.52Materials 12.10 -8.26 3.84Telecommunication Services 0.95 -0.21 0.74Utilities 0.81 -1.03 -0.22
Net Exposure Sectors 3)
-5% 0% 5% 10% 15% 20%
Information Technology
Industrials
Health Care
Materials
Telecommunication Services
Energy
Utilities
Consumer Staples
Consumer Discretionary
Financials
17.52%
6.04%
4.98%
3.84%
0.74%
0.41%
-0.22%
-0.43%
-0.54%
-0.69%
3) This is an indicative asset allocation, which may change over time.
128
1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 4 - Class EBH EUR
Fund manager iMACS Funds TeamFund manager since 01.10.2015Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. NovTotal net assets (in mil.) 560.25Inception date 12.12.2012Management fee in % p.a. 0.50TER (as of 30.11.2015) in % 1.26Swinging single pricing (SSP) 3) YesUnit Class Category EBH
(capital growth)
ISIN LU0861833662
Valor no. 20113929
Redemptions DailyEU taxation In scope - tax
Purchases Sales- -
July 29, 2016Switzerland
CS (Lux) Multimanager Enhanced Fixed Income USD Fund
Net performance in EUR (rebased to 100) and yearly performance 2)
2013 2014 2015 201694
96
98
100
102
104
106
108
-6%
-4%
-2%
0%
2%
4%
6%
8%
-3.5
2.5
-1.9
7.1
CS (Lux) Multimanager Enhanced Fixed Income USD FundEBH EUR
Yearly or year-to-date performancerespectively (Fund)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 1.77 2.98 7.07 3.96 7.76 -
Credit Ratings in %
AAA 11.37AA 7.78A 5.67BBB 14.03BB 26.01B 24.90CCC 6.65CC 3.59
Top 10 Holdings in %Position as % of
assetsNomura US High Yield Fund 15.52Aviva Global High Yield Bond Fund 15.32db x-trackers Global Inflation Linked 10.08Credit Suisse Global Inflation Linked 8.44Ubam Global High Yield Bond Fund 8.08Nordea European High Yield Fund 7.20iShares JPM Emerging Market Bond ETF 5.69AXA US Short Duration High Yield Fund 5.38Vontobel Emerging Market Bond Fund 4.76New Capital Wealthy Nations Bond Fund 4.23Total 84.70
Maturities in years
0%
5%
10%
15%
20%
25%
0-1 1-3 3-5 5-7 7-10 >10
Currencies in %USD 92.76EUR 7.20CHF 0.04
Duration and YieldModified duration in years 0) 5.30
Asset Allocation in %High Yield Bonds 54.83Emerging Market Bonds 26.51Inflation Linked Bonds 18.66Total 100.00
Investment policyInvestment objective is to achieve the highestpossible return in USD by investing worldwidein a diversified fixed income fund portfolio withexposure to government bonds, corporates,emerging markets, High Yield, ABS, InflationLinked Bonds and Convertibles.
Fund facts
Unit class currency EUR
Bloomberg ticker CSMEFTE LX
Net asset value (NAV) 103.84
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 5.33 4.48Maximum drawdown in % 4) -3.59 -5.294) Maximum drawdown is the most negative cumulative returnover a given time period.
Significant Transactions
Average = BB
Cre
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1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
129
a subfund of CS Investment Funds 4 - Class B EUR
Fund manager Stéphane JulenFund manager since 01.11.2015Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 30. NovTotal net assets (in mil.) 244.89Inception date 16.11.2011Management fee in % p.a. 1.50TER without performance fee (11.2015) in % 3.89Performance fee in % with Highwatermark 10.00TER with performance fee (11.2015) in % 3.89Subscription WeeklyRedemption WeeklyUnit Class Category B
(capital growth)
ISIN LU0678256750
Valor no. 13795107
EU taxation In scope - tax
Fund 12
July 29, 2016Switzerland
Credit Suisse (Lux) Prima Growth Fund
Net performance in EUR (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201690
95
100
105
110
115
120
-10%
-5%
0%
5%
10%
15%
20%
3.3
8.1
0.4-0.3
-4.0
CS (Lux) Prima Growth Fund B EUR Yearly or year-to-date performance respectively (Fund)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 2.02 0.07 -4.03 -8.14 -0.89 -
Historical monthly performance in % 2)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2016 -4.79 -0.27 1.11 -0.10 0.63 -2.53 2.02 - - - - - -4.032015 0.62 0.84 1.97 1.95 0.89 -0.61 -1.51 -4.99 -2.12 2.46 0.84 -0.39 -0.292014 -0.10 1.89 -1.62 -2.73 0.83 0.23 0.29 0.45 0.09 -0.98 1.90 0.27 0.422013 1.76 0.16 1.08 0.21 1.62 -2.30 2.28 -1.66 1.57 1.20 1.24 0.78 8.122012 1.21 1.74 0.36 -0.21 -1.74 -0.90 0.80 0.40 0.35 -0.03 0.36 0.94 3.272011 - - - - - - - - - - - -0.39 -
Sectors in %
Long/Short Equity 81.90Corporate 10.60Global Macro 5.40Event Driven 4.90CTA 0.00Cash/Cash Equivalents -2.80
Investment policyCredit Suisse (Lux) Prima Growth fund (CSPrima Growth) is a UCITS III compliantmulti-strategy fund of funds. The CS PrimaGrowth fund allocates assets across multiplestrategies in the liquid UCITS compliant universe.It targets attractive risk adjusted returns throughactive portfolio management and may invest invarious alternative investment strategiesincluding: Equities, Event Driven, Convertibles,Macro, Credit, Managed Futures, Fixed Income,Emerging Markets Equities and Rates. The fundis domiciled in Luxembourg and will bepassported most other European countries. Thefund is open to both institutional and retailinvestors and offers weekly liquidity.
Fund facts
Unit class currency EUR
Bloomberg ticker CSSPPBE LX
Net asset value (NAV) 106.70
Number of holdings
Top HoldingsMarshall Wace Dev Europe TOPS 12.83DNB TMT Absolute Return Fund 11.93Schroder Gaia Egerton Europ. Eq 11.05DB Platinum IV Clinton 10.60APS Asia Pacific Long/Short Fd 9.53Total 55.94
130
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
a subfund of CS Investment Funds 4 - Class IBH CHF
Fund manager Stéphane JulenFund manager since 01.11.2015Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 30. NovTotal net assets (in mil.) 244.89Inception date 29.02.2012Management fee in % p.a. 1.00TER without performance fee (11.2015) in % 3.17Performance fee in % with Highwatermark 5.00TER with performance fee (11.2015) in % 3.17Subscription WeeklyRedemption WeeklyUnit Class Category IBH
(capital growth)
ISIN LU0678258889
Valor no. 13795117
Min. Investment Amount 500'000EU taxation In scope - tax
Fund 12
July 29, 2016Switzerland
Credit Suisse (Lux) Prima Growth Fund
Net performance in CHF (rebased to 100) and yearly performance 2)
2012 2013 2014 2015 201690
95
100
105
110
115
120
-10%
-5%
0%
5%
10%
15%
20%
8.7
0.6
-0.7
-4.2
CS (Lux) Prima Growth Fund IBH CHF Yearly or year-to-date performance respectively (Fund)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 1.97 0.00 -4.22 -8.60 -1.20 -
Historical monthly performance in % 2)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2016 -4.86 -0.29 1.06 -0.10 0.61 -2.52 1.97 - - - - - -4.222015 0.68 0.75 1.95 1.92 0.90 -0.64 -1.55 -5.06 -2.19 2.42 0.81 -0.47 -0.722014 -0.02 1.90 -1.59 -2.76 0.80 0.25 0.29 0.46 0.11 -0.95 1.91 0.27 0.562013 1.91 0.21 1.11 0.23 1.75 -2.27 2.26 -1.61 1.56 1.25 1.30 0.81 8.742012 - - - - - - - - - - - 0.94 -
Sectors in %
Long/Short Equity 81.90Corporate 10.60Global Macro 5.40Event Driven 4.90CTA 0.00Cash/Cash Equivalents -2.80
Investment policyCredit Suisse (Lux) Prima Growth fund (CSPrima Growth) is a UCITS III compliantmulti-strategy fund of funds. The CS PrimaGrowth fund allocates assets across multiplestrategies in the liquid UCITS compliant universe.It targets attractive risk adjusted returns throughactive portfolio management and may invest invarious alternative investment strategiesincluding: Equities, Event Driven, Convertibles,Macro, Credit, Managed Futures, Fixed Income,Emerging Markets Equities and Rates. The fundis domiciled in Luxembourg and will bepassported most other European countries. Thefund is open to both institutional and retailinvestors and offers weekly liquidity.
Fund facts
Unit class currency CHF
Bloomberg ticker CSSPSCH LX
Net asset value (NAV) 1'046.81
Number of holdings
Top HoldingsMarshall Wace Dev Europe TOPS 12.83DNB TMT Absolute Return Fund 11.93Schroder Gaia Egerton Europ. Eq 11.05DB Platinum IV Clinton 10.60APS Asia Pacific Long/Short Fd 9.53Total 55.94
Cre
dit S
uiss
e S
olut
ions
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
131
a subfund of CS Investment Funds 4 - Class FBH CHF
Fund manager Stéphane JulenFund manager since 01.11.2015Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 30. NovTotal net assets (in mil.) 244.89Inception date 19.10.2011Management fee in % p.a. 1.00TER without performance fee (11.2015) in % 2.94Performance fee in % with Highwatermark 15.00TER with performance fee (11.2015) in % 2.94Subscription WeeklyRedemption WeeklyUnit Class Category FBH
(capital growth)
ISIN LU0678259853
Valor no. 13795121
EU taxation In scope - tax
Fund 12
July 29, 2016Switzerland
Credit Suisse (Lux) Prima Growth Fund
Net performance in CHF (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201690
95
100
105
110
115
120
-10%
-5%
0%
5%
10%
15%
20%
3.3
8.2
0.6
-0.5
-4.2
CS (Lux) Prima Growth Fund FBH CHF Yearly or year-to-date performance respectively (Fund)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 1.97 0.00 -4.22 -8.39 -1.01 -
Historical monthly performance in % 2)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2016 -4.87 -0.29 1.07 -0.10 0.61 -2.52 1.97 - - - - - -4.222015 0.64 0.70 1.78 1.78 0.86 -0.47 -1.24 -4.86 -2.18 2.41 0.81 -0.46 -0.472014 0.03 1.76 -1.54 -2.76 0.80 0.25 0.28 0.46 0.12 -0.95 1.92 0.27 0.552013 1.77 0.14 1.07 0.21 1.57 -2.01 1.99 -1.35 1.39 1.17 1.22 0.81 8.192012 1.22 1.77 0.36 -0.21 -1.74 -0.90 0.77 0.39 0.35 -0.06 0.40 0.95 3.302011 - - - - - - - - - - -1.55 -0.36 -
Sectors in %
Long/Short Equity 81.90Corporate 10.60Global Macro 5.40Event Driven 4.90CTA 0.00Cash/Cash Equivalents -2.80
Investment policyCredit Suisse (Lux) Prima Growth fund (CSPrima Growth) is a UCITS III compliantmulti-strategy fund of funds. The CS PrimaGrowth fund allocates assets across multiplestrategies in the liquid UCITS compliant universe.It targets attractive risk adjusted returns throughactive portfolio management and may invest invarious alternative investment strategiesincluding: Equities, Event Driven, Convertibles,Macro, Credit, Managed Futures, Fixed Income,Emerging Markets Equities and Rates. The fundis domiciled in Luxembourg and will bepassported most other European countries. Thefund is open to both institutional and retailinvestors and offers weekly liquidity.
Fund facts
Unit class currency CHF
Bloomberg ticker CSSPPTC LX
Net asset value (NAV) 1'050.89
Number of holdings
Top HoldingsMarshall Wace Dev Europe TOPS 12.83DNB TMT Absolute Return Fund 11.93Schroder Gaia Egerton Europ. Eq 11.05DB Platinum IV Clinton 10.60APS Asia Pacific Long/Short Fd 9.53Total 55.94
132
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
a subfund of CS Investment Funds 4 - Class FBH USD
Fund manager Stéphane JulenFund manager since 01.11.2015Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 30. NovTotal net assets (in mil.) 244.89Inception date 19.10.2011Management fee in % p.a. 1.00TER without performance fee (11.2015) in % 2.95Performance fee in % with Highwatermark 15.00TER with performance fee (11.2015) in % 2.95Subscription WeeklyRedemption WeeklyUnit Class Category FBH
(capital growth)
ISIN LU0678260513
Valor no. 13795123
EU taxation In scope - tax
Fund 12
July 29, 2016Switzerland
Credit Suisse (Lux) Prima Growth Fund
Net performance in USD (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201695
100
105
110
115
120
-5%
0%
5%
10%
15%
20%
3.9
8.5
0.9 0.6
-3.2
CS (Lux) Prima Growth Fund FBH USD Yearly or year-to-date performance respectively (Fund)
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 2.17 0.55 -3.21 -6.91 1.68 -
Historical monthly performance in % 2)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2016 -4.70 -0.28 1.26 0.03 0.76 -2.33 2.17 - - - - - -3.212015 0.58 0.82 1.91 1.92 0.90 -0.38 -1.16 -4.82 -2.01 2.48 0.90 -0.27 0.652014 0.05 1.79 -1.38 -2.74 0.84 0.27 0.32 0.48 0.12 -0.95 1.93 0.31 0.942013 1.77 0.16 1.10 0.24 1.54 -1.96 2.06 -1.34 1.45 1.23 1.24 0.81 8.532012 1.29 1.81 0.38 -0.17 -1.67 -0.88 0.82 0.49 0.40 0.03 0.41 1.02 3.952011 - - - - - - - - - - -1.47 -0.28 -
Sectors in %
Long/Short Equity 81.90Corporate 10.60Global Macro 5.40Event Driven 4.90CTA 0.00Cash/Cash Equivalents -2.80
Investment policyCredit Suisse (Lux) Prima Growth fund (CSPrima Growth) is a UCITS III compliantmulti-strategy fund of funds. The CS PrimaGrowth fund allocates assets across multiplestrategies in the liquid UCITS compliant universe.It targets attractive risk adjusted returns throughactive portfolio management and may invest invarious alternative investment strategiesincluding: Equities, Event Driven, Convertibles,Macro, Credit, Managed Futures, Fixed Income,Emerging Markets Equities and Rates. The fundis domiciled in Luxembourg and will bepassported most other European countries. Thefund is open to both institutional and retailinvestors and offers weekly liquidity.
Fund facts
Unit class currency USD
Bloomberg ticker CSSPPTU LX
Net asset value (NAV) 1'090.06
Number of holdings
Top HoldingsMarshall Wace Dev Europe TOPS 12.83DNB TMT Absolute Return Fund 11.93Schroder Gaia Egerton Europ. Eq 11.05DB Platinum IV Clinton 10.60APS Asia Pacific Long/Short Fd 9.53Total 55.94
Cre
dit S
uiss
e S
olut
ions
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
133
a subfund of CS Investment Funds 4 - Class IBH CHF
Fund manager Stéphane JulenFund manager since since inceptionLocation ZurichFund domicile LuxembourgFund currency EURPassport ESP, ITA, UK, GER, AUT, CHF,
FR, NL, LUX, SWE, LIE, NOR,FIN, HUN, SIN
Close of financial year 30. NovTotal net assets (in mil.) 672.07Inception date 21.07.2010Management fee in % p.a. 1.00TER without performance fee (11.2015) in % 3.03Performance fee in % with Highwatermark 5.00TER with performance fee (11.2015) in % 3.03Subscription WeeklyRedemption WeeklyUnit Class Category IBH
(capital growth)
ISIN LU0522194348
Valor no. 11480414
Min. Investment Amount 500'000EU taxation In scope - tax
Fund 23
July 29, 2016Switzerland
Credit Suisse (Lux) Prima Multi-Strategy Fund
Net performance in CHF (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 2016949698
100102104106108110
-6%-4%-2%0%2%4%6%8%
10%
-3.8
2.2
5.9
2.0
-1.5
-5.0
CS (Lux) Prima Multi-Strategy Fund IBH CHF Yearly or year-to-date performance respectively (Fund)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 0.86 -1.38 -4.97 -8.08 -2.43 -0.28
Historical monthly performance in % 2)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2016 -1.77 -1.30 -0.40 -0.20 -0.12 -2.10 0.86 - - - - - -4.972015 0.75 0.61 1.22 0.05 0.46 -0.40 -0.84 -2.47 -1.68 0.62 0.44 -0.19 -1.472014 0.11 1.25 -0.95 -1.56 0.77 0.13 0.18 0.32 0.33 -0.62 1.48 0.54 1.962013 1.29 0.13 1.01 0.32 1.30 -1.86 1.44 -1.02 1.00 0.82 0.87 0.52 5.912012 0.60 1.64 0.41 -0.18 -1.21 -0.22 0.60 0.22 -0.23 -0.40 0.21 0.81 2.232011 -0.03 0.63 -0.52 0.77 -0.75 -0.93 0.60 -2.17 -0.75 -0.01 -0.47 -0.17 -3.752010 - - - - - - - 0.27 0.96 0.68 -0.58 0.68 -
Strategies in %
Long/Short Equity 40.60Global Macro 17.60Event Driven 14.20CTA 13.80Corporate 11.60Cash/Cash Equivalents 2.20
Investment policyCredit Suisse (Lux) Prima Multi-Strategy (CSPrima Multi-Strategy) is a UCITS III compliantmulti-strategy fund of funds.The CS Prima Multi-Strategy fund allocatesassets across multiple strategies in the liquidUCITS compliant universe. It targets attractiverisk-adjusted returns through active portfoliomanagement, and may invest in variousalternative investment strategies, includingequities, event driven, convertibles, macro,credit, managed futures, fixed income, emergingmarkets’ equities and rates. The fund isdomiciled in Luxembourg and will be passportedinto other countries. The fund is open to bothinstitutional and retail investors and offers weeklyliquidity.
Fund facts
Unit class currency CHF
Bloomberg ticker CSPMMSC LX
Net asset value (NAV) 1'015.09
Number of holdings
Top HoldingsGam Star European Alpha 7.11Marshall Wace Dev Europe TOPS 7.08Legg Mason Western Asset Macro 6.24Henderson Gar UK Absolute Return 6.07Gam Star Fund Global Rates 5.92Total 32.42
134
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
a subfund of CS Investment Funds 4 - Class IBH USD
Fund manager Stéphane JulenFund manager since since inceptionLocation ZurichFund domicile LuxembourgFund currency EURPassport ESP, ITA, UK, GER, AUT, CHF,
FR, NL, LUX, SWE, LIE, NOR,FIN, HUN, SIN
Close of financial year 30. NovTotal net assets (in mil.) 672.07Inception date 29.09.2010Management fee in % p.a. 1.00TER without performance fee (11.2015) in % 3.11Performance fee in % with Highwatermark 5.00TER with performance fee (11.2015) in % 3.11Subscription WeeklyRedemption WeeklyUnit Class Category IBH
(capital growth)
ISIN LU0522194421
Valor no. 11480417
Min. Investment Amount 500'000EU taxation In scope - tax
Fund 23
July 29, 2016Switzerland
Credit Suisse (Lux) Prima Multi-Strategy Fund
Net performance in USD (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201690
95
100
105
110
115
-10%
-5%
0%
5%
10%
15%
-2.9
2.9
6.3
2.2
-0.3
-4.1
CS (Lux) Prima Multi-Strategy Fund IBH USD Yearly or year-to-date performance respectively (Fund)
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 1.04 -0.86 -4.09 -6.75 0.12 3.56
Historical monthly performance in % 2)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2016 -1.64 -1.34 -0.25 -0.07 0.05 -1.93 1.04 - - - - - -4.092015 0.73 0.76 1.32 0.19 0.53 -0.31 -0.72 -2.46 -1.53 0.69 0.54 0.00 -0.342014 0.12 1.29 -0.90 -1.53 0.81 0.18 0.22 0.33 0.32 -0.61 1.49 0.55 2.242013 1.28 0.12 1.02 0.34 1.28 -1.82 1.52 -1.01 1.06 0.94 0.90 0.55 6.282012 0.65 1.72 0.42 -0.14 -1.14 -0.20 0.65 0.32 -0.19 -0.33 0.23 0.89 2.882011 -0.08 0.68 -0.50 0.76 -0.69 -0.74 0.82 -1.96 -0.76 0.06 -0.44 -0.02 -2.872010 - - - - - - - - - 0.64 -0.49 0.69 -
Strategies in %
Long/Short Equity 40.60Global Macro 17.60Event Driven 14.20CTA 13.80Corporate 11.60Cash/Cash Equivalents 2.20
Investment policyCredit Suisse (Lux) Prima Multi-Strategy (CSPrima Multi-Strategy) is a UCITS III compliantmulti-strategy fund of funds.The CS Prima Multi-Strategy fund allocatesassets across multiple strategies in the liquidUCITS compliant universe. It targets attractiverisk-adjusted returns through active portfoliomanagement, and may invest in variousalternative investment strategies, includingequities, event driven, convertibles, macro,credit, managed futures, fixed income, emergingmarkets’ equities and rates. The fund isdomiciled in Luxembourg and will be passportedinto other countries. The fund is open to bothinstitutional and retail investors and offers weeklyliquidity.
Fund facts
Unit class currency USD
Bloomberg ticker CSPMSSU LX
Net asset value (NAV) 1'046.67
Number of holdings
Top HoldingsGam Star European Alpha 7.11Marshall Wace Dev Europe TOPS 7.08Legg Mason Western Asset Macro 6.24Henderson Gar UK Absolute Return 6.07Gam Star Fund Global Rates 5.92Total 32.42
Cre
dit S
uiss
e S
olut
ions
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
135
a subfund of CS Investment Funds 4 - Class FBH GBP
Fund manager Stéphane JulenFund manager since since inceptionLocation ZurichFund domicile LuxembourgFund currency EURPassport ESP, ITA, UK, GER, AUT, CHF,
FR, NL, LUX, SWE, LIE, NOR,FIN, HUN, SIN
Close of financial year 30. NovTotal net assets (in mil.) 672.07Inception date 30.03.2011Management fee in % p.a. 0.85TER without performance fee (11.2015) in % 2.71Performance fee in % with Highwatermark 15.00TER with performance fee (11.2015) in % 2.71Subscription WeeklyRedemption WeeklyUnit Class Category FBH
(capital growth)
ISIN LU0566065560
Valor no. 12068363
EU taxation In scope - tax
Fund 23
July 29, 2016Switzerland
Credit Suisse (Lux) Prima Multi-Strategy Fund
Net performance in GBP (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201690
95
100
105
110
115
-10%
-5%
0%
5%
10%
15%
3.1
6.6
2.7
0.0
-4.4
CS (Lux) Prima Multi-Strategy Fund FBH GBP Yearly or year-to-date performance respectively (Fund)
Net performance in GBP 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 1.00 -1.15 -4.37 -6.98 0.70 4.79
Historical monthly performance in % 2)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2016 -1.66 -1.30 -0.25 -0.08 0.02 -2.15 1.00 - - - - - -4.372015 0.72 0.74 1.34 0.26 0.54 -0.16 -0.62 -2.45 -1.55 0.73 0.55 0.00 0.042014 0.17 1.24 -0.77 -1.50 0.83 0.20 0.23 0.35 0.37 -0.59 1.53 0.61 2.672013 1.31 0.13 0.99 0.34 1.27 -1.62 1.49 -0.96 1.06 0.99 0.88 0.55 6.572012 0.67 1.73 0.45 -0.12 -1.15 -0.15 0.66 0.30 -0.18 -0.33 0.26 0.90 3.062011 - - - - -0.65 -0.81 0.70 -1.94 -0.61 0.11 -0.39 -0.04 -
Strategies in %
Long/Short Equity 40.60Global Macro 17.60Event Driven 14.20CTA 13.80Corporate 11.60Cash/Cash Equivalents 2.20
Investment policyCredit Suisse (Lux) Prima Multi-Strategy (CSPrima Multi-Strategy) is a UCITS III compliantmulti-strategy fund of funds.The CS Prima Multi-Strategy fund allocatesassets across multiple strategies in the liquidUCITS compliant universe. It targets attractiverisk-adjusted returns through active portfoliomanagement, and may invest in variousalternative investment strategies, includingequities, event driven, convertibles, macro,credit, managed futures, fixed income, emergingmarkets’ equities and rates. The fund isdomiciled in Luxembourg and will be passportedinto other countries. The fund is open to bothinstitutional and retail investors and offers weeklyliquidity.
Fund facts
Unit class currency GBP
Bloomberg ticker CSPMSTS LX
Net asset value (NAV) 1'039.68
Number of holdings
Top HoldingsGam Star European Alpha 7.11Marshall Wace Dev Europe TOPS 7.08Legg Mason Western Asset Macro 6.24Henderson Gar UK Absolute Return 6.07Gam Star Fund Global Rates 5.92Total 32.42
136
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
a subfund of CS Investment Funds 4 - Class FBH USD
Fund manager Stéphane JulenFund manager since since inceptionLocation ZurichFund domicile LuxembourgFund currency EURPassport ESP, ITA, UK, GER, AUT, CHF,
FR, NL, LUX, SWE, LIE, NOR,FIN, HUN, SIN
Close of financial year 30. NovTotal net assets (in mil.) 672.07Inception date 16.12.2010Management fee in % p.a. 0.85TER without performance fee (11.2015) in % 2.75Performance fee in % with Highwatermark 15.00TER with performance fee (11.2015) in % 2.75Subscription WeeklyRedemption WeeklyUnit Class Category FBH
(capital growth)
ISIN LU0566063516
Valor no. 12068362
EU taxation In scope - tax
Fund 23
July 29, 2016Switzerland
Credit Suisse (Lux) Prima Multi-Strategy Fund
Net performance in USD (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201690
95
100
105
110
115
-10%
-5%
0%
5%
10%
15%
-2.7
3.1
6.4
2.50.0
-4.0
CS (Lux) Prima Multi-Strategy Fund FBH USD Yearly or year-to-date performance respectively (Fund)
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 1.05 -0.83 -4.01 -6.60 0.90 4.71
Historical monthly performance in % 2)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2016 -1.63 -1.32 -0.23 -0.06 0.05 -1.91 1.05 - - - - - -4.012015 0.71 0.74 1.25 0.27 0.51 -0.18 -0.54 -2.45 -1.52 0.71 0.56 0.01 0.022014 0.19 1.23 -0.78 -1.52 0.82 0.20 0.23 0.35 0.33 -0.60 1.50 0.59 2.542013 1.25 0.11 1.00 0.37 1.36 -1.80 1.52 -0.98 1.07 0.97 0.88 0.55 6.432012 0.65 1.74 0.43 -0.13 -1.13 -0.19 0.66 0.33 -0.17 -0.32 0.24 0.90 3.052011 -0.01 0.70 -0.50 0.75 -0.67 -0.73 0.84 -1.94 -0.74 0.07 -0.41 -0.01 -2.672010 - - - - - - - - - - - - -
Strategies in %
Long/Short Equity 40.60Global Macro 17.60Event Driven 14.20CTA 13.80Corporate 11.60Cash/Cash Equivalents 2.20
Investment policyCredit Suisse (Lux) Prima Multi-Strategy (CSPrima Multi-Strategy) is a UCITS III compliantmulti-strategy fund of funds.The CS Prima Multi-Strategy fund allocatesassets across multiple strategies in the liquidUCITS compliant universe. It targets attractiverisk-adjusted returns through active portfoliomanagement, and may invest in variousalternative investment strategies, includingequities, event driven, convertibles, macro,credit, managed futures, fixed income, emergingmarkets’ equities and rates. The fund isdomiciled in Luxembourg and will be passportedinto other countries. The fund is open to bothinstitutional and retail investors and offers weeklyliquidity.
Fund facts
Unit class currency USD
Bloomberg ticker CSPMSTU LX
Net asset value (NAV) 1'059.35
Number of holdings
Top HoldingsGam Star European Alpha 7.11Marshall Wace Dev Europe TOPS 7.08Legg Mason Western Asset Macro 6.24Henderson Gar UK Absolute Return 6.07Gam Star Fund Global Rates 5.92Total 32.42
Cre
dit S
uiss
e S
olut
ions
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
137
a subfund of CS Investment Funds 4 - Class B EUR
Fund manager Stéphane JulenFund manager since since inceptionLocation ZurichFund domicile LuxembourgFund currency EURPassport ESP, ITA, UK, GER, AUT, CHF,
FR, NL, LUX, SWE, LIE, NOR,FIN, HUN, SIN
Close of financial year 30. NovTotal net assets (in mil.) 672.07Inception date 21.07.2010Management fee in % p.a. 1.50TER without performance fee (11.2015) in % 3.71Performance fee in % with Highwatermark 10.00TER with performance fee (11.2015) in % 3.71Subscription WeeklyRedemption WeeklyUnit Class Category B
(capital growth)
ISIN LU0522193027
Valor no. 11480397
EU taxation In scope - tax
Fund 23
July 29, 2016Switzerland
Credit Suisse (Lux) Prima Multi-Strategy Fund
Net performance in EUR (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 2016949698
100102104106108110112
-6%-4%-2%0%2%4%6%8%
10%12%
-2.8
2.3
5.6
1.8
-1.0
-4.8
CS (Lux) Prima Multi-Strategy Fund B EUR Yearly or year-to-date performance respectively (Fund)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 0.90 -1.34 -4.85 -7.74 -2.01 0.40
Historical monthly performance in % 2)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2016 -1.73 -1.32 -0.35 -0.19 -0.12 -2.10 0.90 - - - - - -4.852015 0.71 0.67 1.25 0.13 0.49 -0.36 -0.80 -2.42 -1.61 0.65 0.46 -0.11 -1.022014 0.06 1.24 -0.96 -1.53 0.79 0.15 0.18 0.31 0.30 -0.64 1.46 0.51 1.832013 1.23 0.11 0.95 0.29 1.18 -1.88 1.47 -1.05 1.00 0.90 0.83 0.50 5.572012 0.61 1.66 0.40 -0.20 -1.20 -0.22 0.62 0.23 -0.24 -0.38 0.18 0.82 2.262011 -0.09 0.70 -0.49 0.81 -0.61 -0.87 0.81 -1.92 -0.67 0.08 -0.44 -0.11 -2.802010 - - - - - - - 0.29 0.88 0.55 -0.61 0.70 -
Strategies in %
Long/Short Equity 40.60Global Macro 17.60Event Driven 14.20CTA 13.80Corporate 11.60Cash/Cash Equivalents 2.20
Investment policyCredit Suisse (Lux) Prima Multi-Strategy (CSPrima Multi-Strategy) is a UCITS III compliantmulti-strategy fund of funds.The CS Prima Multi-Strategy fund allocatesassets across multiple strategies in the liquidUCITS compliant universe. It targets attractiverisk-adjusted returns through active portfoliomanagement, and may invest in variousalternative investment strategies, includingequities, event driven, convertibles, macro,credit, managed futures, fixed income, emergingmarkets’ equities and rates. The fund isdomiciled in Luxembourg and will be passportedinto other countries. The fund is open to bothinstitutional and retail investors and offers weeklyliquidity.
Fund facts
Unit class currency EUR
Bloomberg ticker CSPMSBE LX
Net asset value (NAV) 102.48
Number of holdings
Top HoldingsGam Star European Alpha 7.11Marshall Wace Dev Europe TOPS 7.08Legg Mason Western Asset Macro 6.24Henderson Gar UK Absolute Return 6.07Gam Star Fund Global Rates 5.92Total 32.42
138
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
a subfund of CS Investment Funds 4 - Class IB EUR
Fund manager Stéphane JulenFund manager since since inceptionLocation ZurichFund domicile LuxembourgFund currency EURPassport ESP, ITA, UK, GER, AUT, CHF,
FR, NL, LUX, SWE, LIE, NOR,FIN, HUN, SIN
Close of financial year 30. NovTotal net assets (in mil.) 672.07Inception date 21.07.2010Management fee in % p.a. 1.00TER without performance fee (11.2015) in % 3.06Performance fee in % with Highwatermark 5.00TER with performance fee (11.2015) in % 3.06Subscription WeeklyRedemption WeeklyUnit Class Category IB
(capital growth)
ISIN LU0522193613
Valor no. 11480406
Min. Investment Amount 500'000EU taxation In scope - tax
Fund 23
July 29, 2016Switzerland
Credit Suisse (Lux) Prima Multi-Strategy Fund
Net performance in EUR (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201690
95
100
105
110
115
-10%
-5%
0%
5%
10%
15%
-2.3
2.8
6.2
2.4
-0.4
-4.6
CS (Lux) Prima Multi-Strategy Fund IB EUR Yearly or year-to-date performance respectively (Fund)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 0.94 -1.21 -4.57 -7.28 -0.25 3.27
Historical monthly performance in % 2)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2016 -1.69 -1.28 -0.31 -0.16 -0.06 -2.07 0.94 - - - - - -4.572015 0.78 0.73 1.35 0.21 0.53 -0.32 -0.75 -2.38 -1.57 0.68 0.51 -0.07 -0.382014 0.15 1.30 -0.92 -1.48 0.82 0.19 0.23 0.35 0.33 -0.60 1.50 0.56 2.432013 1.24 0.13 1.01 0.34 1.28 -1.84 1.51 -1.02 1.04 0.94 0.91 0.56 6.212012 0.64 1.70 0.43 -0.14 -1.16 -0.19 0.67 0.28 -0.20 -0.33 0.22 0.86 2.782011 -0.01 0.74 -0.44 0.86 -0.58 -0.79 0.85 -1.89 -0.63 0.12 -0.39 -0.09 -2.272010 - - - - - - - 0.36 0.95 0.62 -0.55 0.74 -
Strategies in %
Long/Short Equity 40.60Global Macro 17.60Event Driven 14.20CTA 13.80Corporate 11.60Cash/Cash Equivalents 2.20
Investment policyCredit Suisse (Lux) Prima Multi-Strategy (CSPrima Multi-Strategy) is a UCITS III compliantmulti-strategy fund of funds.The CS Prima Multi-Strategy fund allocatesassets across multiple strategies in the liquidUCITS compliant universe. It targets attractiverisk-adjusted returns through active portfoliomanagement, and may invest in variousalternative investment strategies, includingequities, event driven, convertibles, macro,credit, managed futures, fixed income, emergingmarkets’ equities and rates. The fund isdomiciled in Luxembourg and will be passportedinto other countries. The fund is open to bothinstitutional and retail investors and offers weeklyliquidity.
Fund facts
Unit class currency EUR
Bloomberg ticker CSPMSIE LX
Net asset value (NAV) 1'061.14
Number of holdings
Top HoldingsGam Star European Alpha 7.11Marshall Wace Dev Europe TOPS 7.08Legg Mason Western Asset Macro 6.24Henderson Gar UK Absolute Return 6.07Gam Star Fund Global Rates 5.92Total 32.42
Cre
dit S
uiss
e S
olut
ions
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
139
a subfund of CS Investment Funds 4 - Class BH CHF
Fund manager Stéphane JulenFund manager since since inceptionLocation ZurichFund domicile LuxembourgFund currency EURPassport ESP, ITA, UK, GER, AUT, CHF,
FR, NL, LUX, SWE, LIE, NOR,FIN, HUN, SIN
Close of financial year 30. NovTotal net assets (in mil.) 672.07Inception date 21.07.2010Management fee in % p.a. 1.50TER without performance fee (11.2015) in % 3.66Performance fee in % with Highwatermark 10.00TER with performance fee (11.2015) in % 3.66Subscription WeeklyRedemption WeeklyUnit Class Category BH
(capital growth)
ISIN LU0522194009
Valor no. 11480412
EU taxation In scope - tax
Fund 23
July 29, 2016Switzerland
Credit Suisse (Lux) Prima Multi-Strategy Fund
Net performance in CHF (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201692949698
100102104106108
-8%-6%-4%-2%0%2%4%6%8%
-4.3
1.7
5.5
1.3
-2.1
-5.2
CS (Lux) Prima Multi-Strategy Fund BH CHF Yearly or year-to-date performance respectively (Fund)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 0.81 -1.51 -5.24 -8.54 -4.07 -2.90
Historical monthly performance in % 2)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2016 -1.80 -1.35 -0.45 -0.24 -0.17 -2.14 0.81 - - - - - -5.242015 0.69 0.55 1.13 -0.02 0.42 -0.44 -0.89 -2.51 -1.72 0.58 0.40 -0.24 -2.092014 0.02 1.21 -1.07 -1.60 0.73 0.13 0.13 0.27 0.29 -0.66 1.43 0.49 1.342013 1.25 0.09 0.97 0.28 1.27 -1.89 1.40 -1.05 0.96 0.87 0.79 0.46 5.462012 0.56 1.60 0.36 -0.23 -1.24 -0.26 0.57 0.17 -0.27 -0.45 0.17 0.75 1.722011 -0.13 0.60 -0.57 0.73 -0.77 -0.99 0.57 -2.21 -0.78 -0.05 -0.51 -0.23 -4.292010 - - - - - - - 0.21 0.89 0.72 -0.66 0.64 -
Strategies in %
Long/Short Equity 40.60Global Macro 17.60Event Driven 14.20CTA 13.80Corporate 11.60Cash/Cash Equivalents 2.20
Investment policyCredit Suisse (Lux) Prima Multi-Strategy (CSPrima Multi-Strategy) is a UCITS III compliantmulti-strategy fund of funds.The CS Prima Multi-Strategy fund allocatesassets across multiple strategies in the liquidUCITS compliant universe. It targets attractiverisk-adjusted returns through active portfoliomanagement, and may invest in variousalternative investment strategies, includingequities, event driven, convertibles, macro,credit, managed futures, fixed income, emergingmarkets’ equities and rates. The fund isdomiciled in Luxembourg and will be passportedinto other countries. The fund is open to bothinstitutional and retail investors and offers weeklyliquidity.
Fund facts
Unit class currency CHF
Bloomberg ticker CSPMSRC LX
Net asset value (NAV) 98.28
Number of holdings
Top HoldingsGam Star European Alpha 7.11Marshall Wace Dev Europe TOPS 7.08Legg Mason Western Asset Macro 6.24Henderson Gar UK Absolute Return 6.07Gam Star Fund Global Rates 5.92Total 32.42
140
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
a subfund of CS Investment Funds 4 - Class BH GBP
Fund manager Stéphane JulenFund manager since since inceptionLocation ZurichFund domicile LuxembourgFund currency EURPassport ESP, ITA, UK, GER, AUT, CHF,
FR, NL, LUX, SWE, LIE, NOR,FIN, HUN, SIN
Close of financial year 30. NovTotal net assets (in mil.) 672.07Inception date 18.05.2011Management fee in % p.a. 1.50TER without performance fee (11.2015) in % 3.65Performance fee in % with Highwatermark 10.00TER with performance fee (11.2015) in % 3.65Subscription WeeklyRedemption WeeklyUnit Class Category BH
(capital growth)
ISIN LU0627515090
Valor no. 12983829
EU taxation In scope - tax
Fund 23
July 29, 2016Switzerland
Credit Suisse (Lux) Prima Multi-Strategy Fund
Net performance in GBP (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 2016949698
100102104106108110112
-6%-4%-2%0%2%4%6%8%
10%12%
2.4
5.7
1.8
-0.9
-4.7
CS (Lux) Prima Multi-Strategy Fund BH GBP Yearly or year-to-date performance respectively (Fund)
Net performance in GBP 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 0.95 -1.31 -4.73 -7.60 -1.85 0.72
Historical monthly performance in % 2)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2016 -1.71 -1.36 -0.30 -0.14 -0.03 -2.21 0.95 - - - - - -4.732015 0.67 0.68 1.33 0.11 0.52 -0.32 -0.87 -2.51 -1.61 0.68 0.50 -0.06 -0.952014 0.02 1.24 -0.93 -1.55 0.77 0.15 0.17 0.30 0.32 -0.65 1.48 0.52 1.812013 1.30 0.12 0.95 0.29 1.23 -1.86 1.45 -1.04 1.01 0.88 0.82 0.49 5.732012 0.62 1.66 0.39 -0.17 -1.20 -0.20 0.61 0.23 -0.23 -0.39 0.20 0.84 2.362011 - - - - - -0.93 0.69 -2.01 -0.65 0.06 -0.46 -0.09 -
Strategies in %
Long/Short Equity 40.60Global Macro 17.60Event Driven 14.20CTA 13.80Corporate 11.60Cash/Cash Equivalents 2.20
Investment policyCredit Suisse (Lux) Prima Multi-Strategy (CSPrima Multi-Strategy) is a UCITS III compliantmulti-strategy fund of funds.The CS Prima Multi-Strategy fund allocatesassets across multiple strategies in the liquidUCITS compliant universe. It targets attractiverisk-adjusted returns through active portfoliomanagement, and may invest in variousalternative investment strategies, includingequities, event driven, convertibles, macro,credit, managed futures, fixed income, emergingmarkets’ equities and rates. The fund isdomiciled in Luxembourg and will be passportedinto other countries. The fund is open to bothinstitutional and retail investors and offers weeklyliquidity.
Fund facts
Unit class currency GBP
Bloomberg ticker CSPMSRS LX
Net asset value (NAV) 100.47
Number of holdings
Top HoldingsGam Star European Alpha 7.11Marshall Wace Dev Europe TOPS 7.08Legg Mason Western Asset Macro 6.24Henderson Gar UK Absolute Return 6.07Gam Star Fund Global Rates 5.92Total 32.42
Cre
dit S
uiss
e S
olut
ions
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
141
a subfund of CS Investment Funds 4 - Class BH USD
Fund manager Stéphane JulenFund manager since since inceptionLocation ZurichFund domicile LuxembourgFund currency EURPassport ESP, ITA, UK, GER, AUT, CHF,
FR, NL, LUX, SWE, LIE, NOR,FIN, HUN, SIN
Close of financial year 30. NovTotal net assets (in mil.) 672.07Inception date 21.07.2010Management fee in % p.a. 1.50TER without performance fee (11.2015) in % 3.70Performance fee in % with Highwatermark 10.00TER with performance fee (11.2015) in % 3.70Subscription WeeklyRedemption WeeklyUnit Class Category BH
(capital growth)
ISIN LU0522193704
Valor no. 11480410
EU taxation In scope - tax
Fund 23
July 29, 2016Switzerland
Credit Suisse (Lux) Prima Multi-Strategy Fund
Net performance in USD (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 2016949698
100102104106108110
-6%-4%-2%0%2%4%6%8%
10%
-3.4
2.4
5.7
1.7
-1.0
-4.4
CS (Lux) Prima Multi-Strategy Fund BH USD Yearly or year-to-date performance respectively (Fund)
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 0.99 -0.99 -4.37 -7.21 -1.65 0.64
Historical monthly performance in % 2)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2016 -1.67 -1.37 -0.30 -0.11 -0.18 -1.97 0.99 - - - - - -4.372015 0.66 0.69 1.23 0.11 0.49 -0.35 -0.77 -2.50 -1.58 0.66 0.50 -0.05 -0.972014 0.03 1.24 -0.95 -1.58 0.77 0.14 0.17 0.29 0.28 -0.66 1.46 0.51 1.662013 1.26 0.11 0.97 0.28 1.18 -1.86 1.48 -1.05 1.02 0.88 0.82 0.48 5.652012 0.63 1.67 0.38 -0.19 -1.18 -0.24 0.61 0.27 -0.23 -0.38 0.19 0.84 2.382011 -0.11 0.66 -0.57 0.72 -0.72 -0.82 0.80 -2.01 -0.80 0.02 -0.54 -0.05 -3.412010 - - - - - - - 0.30 0.98 0.62 -0.58 0.67 -
Strategies in %
Long/Short Equity 40.60Global Macro 17.60Event Driven 14.20CTA 13.80Corporate 11.60Cash/Cash Equivalents 2.20
Investment policyCredit Suisse (Lux) Prima Multi-Strategy (CSPrima Multi-Strategy) is a UCITS III compliantmulti-strategy fund of funds.The CS Prima Multi-Strategy fund allocatesassets across multiple strategies in the liquidUCITS compliant universe. It targets attractiverisk-adjusted returns through active portfoliomanagement, and may invest in variousalternative investment strategies, includingequities, event driven, convertibles, macro,credit, managed futures, fixed income, emergingmarkets’ equities and rates. The fund isdomiciled in Luxembourg and will be passportedinto other countries. The fund is open to bothinstitutional and retail investors and offers weeklyliquidity.
Fund facts
Unit class currency USD
Bloomberg ticker CSPMSRU LX
Net asset value (NAV) 102.59
Number of holdings
Top HoldingsGam Star European Alpha 7.11Marshall Wace Dev Europe TOPS 7.08Legg Mason Western Asset Macro 6.24Henderson Gar UK Absolute Return 6.07Gam Star Fund Global Rates 5.92Total 32.42
142
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
a subfund of CS Fund 1 - Class A & B
Fund manager Sacha WidinFund manager since 01.12.2012Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 31. DecemberTotal net assets (in mil.) 645.79Inception date 02.05.2005Management fee in % p.a. 1.50TER (as of 31.12.2015) in % 1.84Swinging single pricing (SSP) 3) YesUnit Class Category A
(distribution)
ISIN CH0020876055
Valor no. 2087605
Last distribution 16.02.2016Distribution value 22.60EU taxation In scope - tax
July 29, 2016Switzerland
CS (CH) Interest & Dividend Focus Balanced CHF
Net performance in CHF (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201685
90
95
100
105
110
115
120
-15%
-10%
-5%
0%
5%
10%
15%
20%
-7.4
6.9 6.39.5
-3.0
2.4
CS (CH) Interest & Dividend Focus Balanced CHFA
Yearly or year-to-date performance respectively(Fund)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 2.11 2.31 2.40 -0.53 10.27 23.28
Allocation asset classes in %
Equity 45.16Bonds 40.25Alternatives 9.24Cash/CashEquivalents 5.35
Currencies in % (after hedging)
CHF 69.23USD 13.23EUR 2.86JPY 2.24GBP 1.57AUD 1.22CAD 1.03Others 8.62
Asset allocation in %Cash/Cash Equivalents Bonds Equity Alternatives Total
Switzerland 1.65 2.84 18.68 4.81 27.98Asia Pacific 0.08 0.82 2.02 - 2.92Euroland 0.40 9.12 1.09 0.35 10.96UK 0.36 0.81 0.57 0.24 1.98Canada 0.25 1.26 0.90 - 2.41USA 0.61 14.72 12.46 3.04 30.83Others 1.88 - - - 1.88Japan 0.12 2.47 2.17 0.43 5.19Emerging Markets - 6.52 7.27 - 13.79Global - 1.69 - 0.37 2.06Total 5.35 40.25 45.16 9.24 100.00
DurationModified duration in years 0) 5.01
Allocation of bonds in %Straight bonds 60.87Emerging Market Bonds 16.20High Yield Bonds 9.61Convertibles 4.87Asset Backed Securities 4.25Inflation Linked Bonds 4.20Total 100.00
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 6.51 6.07Maximum drawdown in % 3) -6.90 -6.903) Maximum drawdown is the most negative cumulative returnover a given time period.
Top 10 Holdings in %Position as % of
assetsVanguard S&P 500 Index ETF 5.43iShares Emerging Market Equity ETF 4.60CSIF Switzerland Real Estate Fund Index 3.67Nestle SA 3.21Pictet Global Emerging Market Bond Fund 3.03SPDR S&P US Dividend Aristocrats ETF 2.99UBS SMI ETF 2.99iShares Euro Agg. Bond Fd 2.75SPDR Barclays Short Corporate Bond ETF 2.67iShares JPM Emerging Market Bond ETF 2.51Total 33.85
Investment policyThe investment objective of Credit Suisse (CH)Interest & Dividend Focus Balanced CHF isprimarily real preservation and long-termenhancement of capital through capital andcurrency gains, as well as generatinghigher-than-average income in line with the riskprofile. The fund invests globally in a broadlydiversified portfolio of passively and activelymanaged instruments as well as individualinvestments. The fund invests in equities, bonds,liquid real estate securities, and currencies. Theproportion of the fund’s assets invested inequities may vary between 30% and 60%.
Fund facts
Category B(capital growth)
Unit classcurrency
CHF CHF
CH0199550382BBG ticker CSTRAUC SW CSIDFBB SW
19955038Net asset value(NAV)
981.34 113.52
--
2) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Cre
dit S
uiss
e Fu
nd 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/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
143
a subfund of CS Fund 1 - Class A & B
Fund manager Sacha WidinFund manager since 01.12.2012Location ZurichFund domicile SwitzerlandFund currency EURClose of financial year 31. DecemberTotal net assets (in mil.) 82.15Inception date 02.05.2005Management fee in % p.a. 1.50TER (as of 31.12.2015) in % 1.86Swinging single pricing (SSP) 3) YesUnit Class Category A
(distribution)
ISIN CH0020876071
Valor no. 2087607
Last distribution 16.02.2016Distribution value 39.70EU taxation In scope - tax
July 29, 2016Switzerland
CS (CH) Interest & Dividend Focus Balanced EUR
Net performance in EUR (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201690
100
110
120
130
140
-10%
0%
10%
20%
30%
40%
-6.3
10.45.9
10.9
3.6 2.6
CS (CH) Interest & Dividend Focus Balanced EURA
Yearly or year-to-date performance respectively(Fund)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 2.71 3.13 2.62 -0.98 20.62 31.57
Allocation asset classes in %
Equity 45.40Bonds 38.90Alternatives 9.08Cash/CashEquivalents 6.62
Currencies in % (after hedging)
EUR 68.40USD 13.79JPY 2.38GBP 1.79AUD 1.30CAD 1.08CHF 0.87Others 10.39
Asset allocation in %Cash/Cash Equivalents Bonds Equity Alternatives Total
Switzerland 0.12 - 1.13 - 1.25Euroland 0.31 7.85 16.00 4.16 28.32UK 0.53 0.97 1.05 0.21 2.76Canada 0.03 1.69 1.04 - 2.76USA 0.16 16.26 13.72 3.19 33.33Others 5.47 - - - 5.47Japan - 2.84 2.14 0.48 5.46Emerging Markets - 6.48 8.35 - 14.83Global - 1.78 - 1.04 2.82Asia Pacific - 1.03 1.97 - 3.00Total 6.62 38.90 45.40 9.08 100.00
DurationModified duration in years 0) 5.01
Allocation of bonds in %Straight bonds 57.70Emerging Market Bonds 16.66High Yield Bonds 10.75Convertibles 5.35Asset Backed Securities 4.96Inflation Linked Bonds 4.58Total 100.00
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 7.68 7.35Maximum drawdown in % 3) -9.45 -9.453) Maximum drawdown is the most negative cumulative returnover a given time period.
Top 10 Holdings in %Position as % of
assetsVanguard S&P 500 Index ETF 6.75iShares Emerging Market Equity ETF 5.41FTSE EPRA/NAREIT Eurozone ETF 4.16Deka DAX ETF 4.01Amundi CAC 40 ETF 3.95SPDR S&P US Dividend Aristocrats ETF 3.26Pictet Global Emerging Market Bond Fund 3.05SPDR Barclays Short Corporate Bond ETF 3.02iShares EuroStoxx 50 ETF 2.97SPDR S&P Euro Dividend Aristocrats ETF 2.56Total 39.14
Investment policyThe investment objective of Credit Suisse (CH)Interest & Dividend Focus Balanced EUR isprimarily real preservation and long-termenhancement of capital through capital andcurrency gains, as well as generatinghigher-than-average income in line with the riskprofile. The fund invests globally in a broadlydiversified portfolio of passively and activelymanaged instruments as well as individualinvestments. The fund invests in equities, bonds,liquid real estate securities, and currencies. Theproportion of the fund’s assets invested inequities may vary between 30% and 60%.
Fund facts
Category B(capital growth)
Unit classcurrency
EUR EUR
CH0199550432BBG ticker CSTRAUE SW CSIDFEB SW
19955043Net asset value(NAV)
1'174.48 121.38
--
2) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
144
1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
a subfund of CS Fund 1 - Class A & B
Fund manager Sacha WidinFund manager since 01.01.2012Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 31. DecemberTotal net assets (in mil.) 158.09Inception date 02.05.2005Management fee in % p.a. 1.70TER (as of 31.12.2015) in % 2.04Swinging single pricing (SSP) 3) YesUnit Class Category A
(distribution)
ISIN CH0020876113
Valor no. 2087611
Last distribution 16.02.2016Distribution value 29.80EU taxation In scope - tax
July 29, 2016Switzerland
CS (CH) Interest & Dividend Focus Capital Gains CHF
Net performance in CHF (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 2016859095
100105110115120125
-15%-10%-5%0%5%
10%15%20%25%
-10.8
8.4 9.611.7
-2.2
1.5
CS (CH) Interest & Dividend Focus Capital GainsCHF A
Yearly or year-to-date performance respectively(Fund)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 2.05 3.34 1.51 -1.75 12.39 31.24
Allocation asset classes in %
Equity 67.59Bonds 19.77Alternatives 9.00Cash/CashEquivalents 3.64
Currencies in % (after hedging)
CHF 56.32USD 20.05EUR 3.91JPY 3.19GBP 2.27AUD 1.95CAD 1.32Others 10.99
Asset allocation in %Cash/Cash Equivalents Bonds Equity Alternatives Total
Switzerland 1.55 1.21 27.64 4.75 35.15Euroland 0.21 3.44 2.57 0.34 6.56UK 0.27 - 1.65 0.22 2.14Canada 0.12 0.78 1.19 - 2.09USA 0.12 6.82 18.86 2.95 28.75Others 1.36 - - - 1.36Japan 0.01 0.99 2.98 0.41 4.39Emerging Markets - 4.66 9.72 - 14.38Global - 1.32 - 0.33 1.65Asia Pacific - 0.55 2.98 - 3.53Total 3.64 19.77 67.59 9.00 100.00
DurationModified duration in years 0) 5.41
Allocation of bonds in %Straight bonds 46.23Emerging Market Bonds 23.57High Yield Bonds 13.05Convertibles 7.74Inflation Linked Bonds 6.68Asset Backed Securities 2.73Total 100.00
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 9.04 8.42Maximum drawdown in % 3) -9.01 -9.013) Maximum drawdown is the most negative cumulative returnover a given time period.
Top 10 Holdings in %Position as % of
assetsVanguard S&P 500 Index ETF 8.91iShares Emerging Market Equity ETF 6.12Nestle SA 4.70UBS SMI ETF 4.51SPDR S&P US Dividend Aristocrats ETF 4.25CSIF Switzerland Real Estate Fund Index 3.59Novartis AG 3.58Roche Holding AG 3.39Nomura TOPIX ETF 2.98Vanguard US High Dividend Yield ETF 2.56Total 44.59
Investment policyThe investment objective of Credit Suisse (CH)Interest & Dividend Focus Capital Gains CHFis primarily long-term capital growth through astronger focus on capital and currency gains, aswell as generating higher-than-average incomein line with the risk profile. The fund investsglobally in a broadly diversified portfolio ofpassively and actively managed instruments aswell as individual investments. The investmentuniverse contains equities, bonds, liquid realestate securities, and currencies. The proportionof the fund’s assets invested in equities may varybetween 52.5% and 82.5%.
Fund facts
Category B(capital growth)
Unit classcurrency
CHF CHF
CH0199550531BBG ticker CSTRKAC SW CSIDVCB SW
19955053Net asset value(NAV)
1'106.65 120.20
--
2) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Cre
dit S
uiss
e Fu
nd 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/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
145
a subfund of CS Fund 1 - Class A & B
Fund manager Sacha WidinFund manager since 01.12.2012Location ZurichFund domicile SwitzerlandFund currency EURClose of financial year 31. DecemberTotal net assets (in mil.) 22.32Inception date 02.05.2005Management fee in % p.a. 1.70TER (as of 31.12.2015) in % 2.13Swinging single pricing (SSP) 3) YesUnit Class Category A
(distribution)
ISIN CH0020876139
Valor no. 2087613
Last distribution 16.02.2016Distribution value 49.50EU taxation In scope - tax
July 29, 2016Switzerland
CS (CH) Interest & Dividend Focus Capital Gains EUR
Net performance in EUR (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201680
90
100
110
120
130
140
150
-20%
-10%
0%
10%
20%
30%
40%
50%
-9.0
11.7 9.713.1
4.71.6
CS (CH) Interest & Dividend Focus Capital GainsEUR A
Yearly or year-to-date performance respectively(Fund)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 3.11 3.98 1.55 -3.04 23.79 38.63
Allocation asset classes in %
Equity 66.93Bonds 18.31Alternatives 8.41Cash/CashEquivalents 6.35
Currencies in % (after hedging)
EUR 57.69USD 20.04JPY 2.74AUD 2.56GBP 1.54CAD 1.26CHF 1.16Others 13.01
Asset allocation in %Cash/Cash Equivalents Bonds Equity Alternatives
Switzerland 0.03 - 1.73 -Euroland 0.37 3.53 24.84 4.10UK 0.11 - 1.39 0.20Canada 0.03 1.12 1.33 -USA 0.70 5.68 20.44 2.88Others 5.04 - - -Emerging Markets - 4.56 11.15 -Japan 0.07 1.49 3.15 0.38Global - 1.02 - 0.85Asia Pacific - 0.91 2.90 -Total 6.35 18.31 66.93 8.41
DurationModified duration in years 0) 5.11
Allocation of bonds in %Straight bonds 43.49Emerging Market Bonds 24.90High Yield Bonds 14.36Convertibles 8.79Inflation Linked Bonds 5.57Asset Backed Securities 2.89Total 100.00
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 9.71 9.47Maximum drawdown in % 3) -12.27 -12.273) Maximum drawdown is the most negative cumulative returnover a given time period.
Top 10 Holdings in %Position as % of
assetsVanguard S&P 500 Index ETF 9.95iShares Emerging Market Equity ETF 6.87Amundi CAC 40 ETF 6.08Deka DAX ETF 5.68SPDR S&P US Dividend Aristocrats ETF 4.15FTSE EPRA/NAREIT Eurozone ETF 4.10iShares EuroStoxx 50 ETF 4.10SPDR S&P Euro Dividend Aristocrats ETF 3.30Nomura TOPIX ETF 3.15Vanguard US High Dividend Yield ETF 2.92Total 50.30
Investment policyThe investment objective of Credit Suisse (CH)Interest & Dividend Focus Capital Gains EURis primarily long-term capital growth through astronger focus on capital and currency gains, aswell as generating higher-than-average incomein line with the risk profile. The fund investsglobally in a broadly diversified portfolio ofpassively and actively managed instruments aswell as individual investments. The investmentuniverse contains equities, bonds, liquid realestate securities, and currencies. The proportionof the fund’s assets invested in equities may varybetween 52.5% and 82.5%.
Fund facts
Category B(capital growth)
Unit classcurrency
EUR EUR
CH0199550614BBG ticker CSTRKAE SW CSIDFCB SW
19955061Net asset value(NAV)
1'292.76 129.07
--
2) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
146
1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
a subfund of CS Fund 1 - Class A & B
Fund manager Sacha WidinFund manager since 01.01.2012Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 31. DecemberTotal net assets (in mil.) 760.27Inception date 02.05.2005Management fee in % p.a. 1.30TER (as of 31.12.2015) in % 1.66Swinging single pricing (SSP) 3) YesUnit Class Category A
(distribution)
ISIN CH0020876022
Valor no. 2087602
Last distribution 16.02.2016Distribution value 15.00EU taxation In scope - tax
July 29, 2016Switzerland
CS (CH) Interest & Dividend Focus Income CHF
Net performance in CHF (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201690
95
100
105
110
115
-10%
-5%
0%
5%
10%
15%
-4.8
4.8
1.4
8.2
-2.9
3.0
CS (CH) Interest & Dividend Focus Income CHF A Yearly or year-to-date performance respectively (Fund)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 1.11 2.22 2.97 0.45 7.78 13.81
Allocation asset classes in %
Bonds 59.05Equity 22.43Cash/CashEquivalents 9.34Alternatives 9.18
Currencies in % (after hedging)
CHF 83.31USD 6.57EUR 1.75JPY 1.17GBP 0.85AUD 0.72CAD 0.52Others 5.11
Asset allocation in %Cash/Cash Equivalents Bonds Equity Alternatives Total
Switzerland 1.05 4.01 10.43 4.80 20.29Asia Pacific 0.08 0.93 1.25 - 2.26Euroland 0.06 13.23 0.76 0.35 14.40UK 0.12 1.33 0.15 0.23 1.83Canada 0.04 1.32 0.45 - 1.81USA 5.22 22.32 4.54 3.08 35.16Others 2.75 - - - 2.75Japan 0.02 4.54 1.01 0.43 6.00Emerging Markets - 9.01 3.84 - 12.85Global - 2.36 - 0.29 2.65Total 9.34 59.05 22.43 9.18 100.00
DurationModified duration in years 0) 4.98
Allocation of bonds in %Straight bonds 62.61Emerging Market Bonds 15.26High Yield Bonds 10.13Convertibles 4.22Inflation Linked Bonds 4.00Asset Backed Securities 3.78Total 100.00
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 4.19 4.07Maximum drawdown in % 3) -5.58 -5.583) Maximum drawdown is the most negative cumulative returnover a given time period.
Top 10 Holdings in %Position as % of
assetsSPDR Barclays Short Corporate Bond ETF 3.95iShares Euro Agg. Bond Fd 3.87CSIF Switzerland Real Estate Fund Index 3.80Pictet Global Emerging Market Bond Fund 3.78Vanguard US Investment Grade IndexFund
3.71
iShares JPM Emerging Market Bond ETF 3.53Nomura US High Yield Fund 3.40Credit Suisse Bond Aggregate USD IndexFund
3.29
Credit Suisse Bond USD Index Fund 2.89Vanguard S&P 500 Index ETF 2.55Total 34.77
Investment policyThe investment objective of Credit Suisse (CH)Interest & Dividend Focus Income CHF isprimarily real capital preservation and generatinghigher-than-average income in line with the riskprofile. The fund invests globally in a broadlydiversified portfolio of passively and activelymanaged instruments as well as individualinvestments. The investment universe containsequities, bonds, liquid real estate securities, andcurrencies. The proportion of the fund’s assetsinvested in bonds or money markets may varybetween 32.5% and 92.5%.
Fund facts
Category B(capital growth)
Unit class currency CHF CHFCH0199550234
BBG ticker CSTREIC SW CSIDICB SW19955023
Net asset value(NAV)
860.84 107.58
--
2) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Cre
dit S
uiss
e Fu
nd 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/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
147
a subfund of CS Fund 1 - Class A & B
Fund manager Sacha WidinFund manager since 01.01.2012Location ZurichFund domicile SwitzerlandFund currency EURClose of financial year 31. DecemberTotal net assets (in mil.) 127.58Inception date 02.05.2005Management fee in % p.a. 1.30TER (as of 31.12.2015) in % 1.65Swinging single pricing (SSP) 3) YesUnit Class Category A
(distribution)
ISIN CH0020876030
Valor no. 2087603
Last distribution 16.02.2016Distribution value 32.00EU taxation In scope - tax
July 29, 2016Switzerland
CS (CH) Interest & Dividend Focus Income EUR
Net performance in EUR (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 20169095
100105110115120125130
-10%-5%0%5%
10%15%20%25%30%
-3.4
9.1
1.9
9.2
2.1 2.8
CS (CH) Interest & Dividend Focus Income EUR A Yearly or year-to-date performance respectively (Fund)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 1.79 1.98 2.82 0.57 15.41 23.62
Allocation asset classes in %
Bonds 58.52Equity 22.09Cash/CashEquivalents 10.01Alternatives 9.38
Currencies in % (after hedging)
EUR 83.74USD 5.54JPY 1.12AUD 0.95GBP 0.62CAD 0.50CHF 0.33Others 7.20
Asset allocation in %Cash/Cash Equivalents Bonds Equity Alternatives Total
Switzerland 0.20 - 0.61 - 0.81Euroland 0.22 13.90 7.59 4.32 26.03UK 0.55 1.59 0.32 0.19 2.65Canada 0.03 2.88 0.43 - 3.34USA 4.25 23.12 5.72 3.37 36.46Others 4.69 - - - 4.69Japan 0.07 4.12 1.06 0.47 5.72Emerging Markets - 9.02 5.15 - 14.17Global - 2.47 - 1.03 3.50Asia Pacific - 1.42 1.21 - 2.63Total 10.01 58.52 22.09 9.38 100.00
DurationModified duration in years 0) 4.96
Allocation of bonds in %Straight bonds 61.25Emerging Market Bonds 15.41High Yield Bonds 10.97Convertibles 4.36Inflation Linked Bonds 4.22Asset Backed Securities 3.79Total 100.00
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 5.28 5.10Maximum drawdown in % 3) -6.64 -6.643) Maximum drawdown is the most negative cumulative returnover a given time period.
Top 10 Holdings in %Position as % of
assetsFTSE EPRA/NAREIT Eurozone ETF 4.32iShares Euro Agg. Bond Fd 4.24SPDR Barclays Short Corporate Bond ETF 4.11Vanguard US Investment Grade IndexFund
3.92
Pictet Global Emerging Market Bond Fund 3.79Nomura US High Yield Fund 3.72iShares Emerging Market Equity ETF 3.50iShares JPM Emerging Market Bond ETF 3.43Credit Suisse Bond Aggregate USD IndexFund
3.36
Vanguard S&P 500 Index ETF 3.35Total 37.74
Investment policyThe investment objective of Credit Suisse (CH)Interest & Dividend Focus Income EUR isprimarily real capital preservation and generatinghigher-than-average income in line with the riskprofile. The fund invests globally in a broadlydiversified portfolio of passively and activelymanaged instruments as well as individualinvestments. The investment universe containsequities, bonds, liquid real estate securities, andcurrencies. The proportion of the fund’s assetsinvested in bonds or money markets may varybetween 32.5% and 92.5%.
Fund facts
Category B(capital growth)
Unit class currency EUR EURCH0199550341
BBG ticker CSTREIE SW CSIDCEB SW19955034
Net asset value(NAV)
1'066.67 114.24
--
2) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
148
1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Class A
Fund manager Sacha WidinFund manager since 01.03.2013Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 31. DecemberTotal net assets (in mil.) 522.48Inception date 15.07.1986Management fee in % p.a. 1.10TER (as of 31.03.2016) in % 1.11Swinging single pricing (SSP) 3) YesUnit Class Category A
(distribution)
ISIN CH0002773015
Valor no. 277301
Last distribution 17.11.2015Distribution value 0.66EU taxation In scope - tax
July 29, 2016Switzerland
CS (CH) Strategy Fund - Conservative (CHF)
Net performance in CHF (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201690
95
100
105
110
-10%
-5%
0%
5%
10%
-5.9
5.2
2.2
5.7
0.5 0.5
CS (CH) Strategy Fund - Conservative (CHF) A Yearly or year-to-date performance respectively (Fund)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 0.12 0.95 0.45 -0.96 7.28 13.21
Allocation asset classes in %
Bonds 78.17Equity 18.23Cash/CashEquivalents 3.60
Currencies in % (after hedging)
CHF 100.00
Asset allocation in %Cash/Cash Equivalents Bonds Equity Total
Switzerland 3.60 76.29 18.23 98.12Global - 1.88 - 1.88Total 3.60 78.17 18.23 100.00
Allocation of bonds in %Corporate Bonds 63.70Government 15.50Pfandbriefe 12.60Schweizer Kantonalbanken 5.80Inflation Linked Bonds 2.40Total 100.00
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 2.90 3.01Information ratio -2.08 -1.27Tracking Error (Ex post) 0.66 1.29Maximum drawdown in % 3) -2.44 -2.873) Maximum drawdown is the most negative cumulative returnover a given time period.
DurationModified duration in years 0) 5.30
Top 10 Holdings in %Position as % of
assetsNestle SA 4.16Novartis AG 3.06Roche Holding AG 2.92Gerifonds CHF Domestic Corporate Bonds 1.98CS Global Inflation Linked Bond Fund 1.880 Schweizer Kantonalbanken 25.07.2023 1.56iShares Corporate Bond Fd 1.441.5 Parjointco NV 10.12.2018 1.400.375 Credite Agcricole 2020 1.292 Cooperatieve Rabobank UA 16.09.2021 1.29Total 20.98
Used Bechmark IndicesEquity MSCI Switzerland (NR) 20.00Bond SBI AAA-A 1-10Y (TR) 75.00Money Market CGBI CHF 3M Euro Dep. 5.00
Investment policyThe fund offers investors the opportunity tobenefit from Credit Suisse’s investment strategy.The aim is to generate capital gains and assetgrowth on the basis of a conservative risk profilein Swiss francs. The active management is basedon the tactical decisions of our investmentcommittees and invests exclusively in a universeof traditional asset classes. An equity componentof no more than 25% and clearly defined riskparameters are intended to generate a returnthat is in line with financial market cycles. Thefund comprises mainly individual investments andthe majority of the securities are from Swississuers. The investments are usually hedged100% in Swiss francs.
On February 28, 2013, the Fund wasrepositioned in order to comply with theinvestment regulations of the FederalGovernment in accordance with article 7 VBVV(Ordinance on asset management under aguardianship or legal custodian). The Fund’sperformance prior to February 28, 2013, did notreflect the new investment strategy.
Fund facts
Unit class currency CHF
Bloomberg ticker LEUPWBI SW
Net asset value (NAV) 99.45
2) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Cre
dit S
uiss
e (C
H)
1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
149
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class B
Fund manager Marco BarrecaFund manager since 01.07.2015Location ZurichFund domicile LiechtensteinFund currency CHFClose of financial year 31. MayTotal net assets (in mil.) 202.07Inception date 31.03.2008Management fee in % p.a. 0.08TER (as of 29.02.2016) in % 0.15Benchmark (BM) Citigroup CHF 3M Euro Dep.Unit Class Category B
(capital growth)
ISIN LI0037728396
Valor no. 3772839
Redemptions DailyEU taxation In scope - tax
Fund 61
July 29, 2016Switzerland
CS (Lie) Money Market Fund - CHF
Net performance in CHF (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201698
99
100
101
-2%
-1%
0%
1%
0.0
0.3
0.0 -0.1
-0.7-0.5
0.2
0.0 -0.1 -0.1
-0.9
-0.5
CS (Lie) Money Market Fund - CHF B Yearly or year-to-date performance respectively (Fund)Citigroup CHF 3M Euro Dep. Yearly or year-to-date performance respectively (Benchmark)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund -0.08 -0.22 -0.49 -0.88 -1.23 -1.10Benchmark -0.08 -0.23 -0.52 -0.91 -1.61 -1.65
Maturities in months
0%
5%
10%
15%
20%
25%
30%
0-1 1-2 2-3 3-6 6-9 9-12 >12
Credit Ratings in %
AAA 42.91AA 16.00A-1 15.68A (Bucket) 22.78BBB (Bucket) 2.63
Top 10 Holdings in %Position Maturity as % of
assetsSwiss Confederation T-bill 25.08.16 5.54Swiss Government 05.06.17 4.65Czech Republic 23.11.16 3.32Aduno Holding 06.04.17 3.18Assistance Publique DesHopitaux De Paris
21.10.16 3.04
Kommunalbanken 09.05.17 3.04Paccar Financial Europe 06.03.17 3.02Canadian Imperial Bk 30.06.17 2.96Bank of America 23.12.16 2.95Toyota Motor Credit 20.09.16 2.85Total 34.55
Duration and YieldFund
Gross portfolio yield in % -0.62Weighted Average Life (in days) 126Weighted Average Maturity (in days) 120
Asset Allocation in %Bonds with short maturity 80.79Commercial Paper 4.94Floating-rate Notes (FRN) 3.53Cash/Cash Equivalents 10.74Total 100.00
Investment policyThe fund seeks to provide a higher level ofincome than fixed deposits and call depositswhile placing a high priority on capitalpreservation, stable value and a high liquidity ofassets. The fund invests in a well-diversifiedselection of money-market securities andshort-term bonds denominated in CHF, issuedby high-quality borrowers. The portfolioconstruction is based on our rigorous andprudent investment and credit managementprocess with a long and successful track record.
Fund facts
Unit class currency CHF
Bloomberg ticker CLDMMSB LE
Net asset value (NAV) 1'007.80
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 0.16 0.16Information ratio 1.22 0.91Tracking Error (Ex post) 0.11 0.12Maximum drawdown in % 3) -1.24 -1.253) Maximum drawdown is the most negative cumulative returnover a given time period.
Number of holdings
Default Probability Weighted Average CreditRating = AA-Linear Weighted Average Credit Rating = AA
150
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class IB
Fund manager Marco BarrecaFund manager since 01.07.2015Location ZurichFund domicile LiechtensteinFund currency CHFClose of financial year 31. MayTotal net assets (in mil.) 202.07Inception date 30.06.2008Management fee in % p.a. 0.08TER (as of 29.02.2016) in % 0.15Benchmark (BM) Citigroup CHF 3M Euro Dep.Unit Class
ISIN LI0037728461
Valor no. 3772846
Min. Investment Amount 500'000Redemptions DailyEU taxation In scope - tax
Fund 61
July 29, 2016Switzerland
CS (Lie) Money Market Fund - CHF
Net performance in CHF (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201698
99
100
101
-2%
-1%
0%
1%
0.0
0.3
0.0 -0.1
-0.7-0.5
0.2
0.0 -0.1 -0.1
-0.9
-0.5
CS (Lie) Money Market Fund - CHF IB Yearly or year-to-date performance respectively (Fund)Citigroup CHF 3M Euro Dep. Yearly or year-to-date performance respectively (Benchmark)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund -0.08 -0.22 -0.49 -0.88 -1.23 -1.07Benchmark -0.08 -0.23 -0.52 -0.91 -1.61 -1.65
Maturities in months
0%
5%
10%
15%
20%
25%
30%
0-1 1-2 2-3 3-6 6-9 9-12 >12
Credit Ratings in %
AAA 42.91AA 16.00A-1 15.68A (Bucket) 22.78BBB (Bucket) 2.63
Top 10 Holdings in %Position Maturity as % of
assetsSwiss Confederation T-bill 25.08.16 5.54Swiss Government 05.06.17 4.65Czech Republic 23.11.16 3.32Aduno Holding 06.04.17 3.18Assistance Publique DesHopitaux De Paris
21.10.16 3.04
Kommunalbanken 09.05.17 3.04Paccar Financial Europe 06.03.17 3.02Canadian Imperial Bk 30.06.17 2.96Bank of America 23.12.16 2.95Toyota Motor Credit 20.09.16 2.85Total 34.55
Duration and YieldFund
Gross portfolio yield in % -0.62Weighted Average Life (in days) 126Weighted Average Maturity (in days) 120
Asset Allocation in %Bonds with short maturity 80.79Commercial Paper 4.94Floating-rate Notes (FRN) 3.53Cash/Cash Equivalents 10.74Total 100.00
Investment policyThe fund seeks to provide a higher level ofincome than fixed deposits and call depositswhile placing a high priority on capitalpreservation, stable value and a high liquidity ofassets. The fund invests in a well-diversifiedselection of money-market securities andshort-term bonds denominated in CHF, issuedby high-quality borrowers. The portfolioconstruction is based on our rigorous andprudent investment and credit managementprocess with a long and successful track record.
Fund facts
Unit class currency CHF
Bloomberg ticker CLMMSB5 LE
Net asset value (NAV) 1'006.44
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 0.16 0.16Information ratio 1.22 0.95Tracking Error (Ex post) 0.11 0.12Maximum drawdown in % 3) -1.24 -1.243) Maximum drawdown is the most negative cumulative returnover a given time period.
Number of holdings
Default Probability Weighted Average CreditRating = AA-Linear Weighted Average Credit Rating = AA
Cre
dit S
uiss
e (L
ie)
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
151
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class B
Fund manager Lukas HaasFund manager since 01.07.2015Location ZurichFund domicile LiechtensteinFund currency EURClose of financial year 31. MayTotal net assets (in mil.) 449.80Inception date 31.03.2008Management fee in % p.a. 0.18TER (as of 29.02.2016) in % 0.25Benchmark (BM) Citigroup EMU EUR 3M Euro Dep.Unit Class Category B
(capital growth)
ISIN LI0037729428
Valor no. 3772942
Redemptions DailyEU taxation In scope - tax
Fund 68
July 29, 2016Switzerland
CS (Lie) Money Market Fund - EUR
Net performance in EUR (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201699
100
101
102
103
-1%
0%
1%
2%
3%
0.6 0.7
-0.1 0.0 -0.1 -0.2
1.2
0.6
0.1 0.2
0.0 -0.2
CS (Lie) Money Market Fund - EUR B Yearly or year-to-date performance respectively (Fund)Citigroup EMU EUR 3M Euro Dep. Yearly or year-to-date performance respectively (Benchmark)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund -0.03 -0.07 -0.15 -0.22 -0.31 0.39Benchmark -0.03 -0.09 -0.17 -0.22 -0.03 1.19
Maturities in months
0%
5%
10%
15%
20%
25%
30%
0-1 1-2 2-3 3-6 6-9 9-12 >12
Credit Ratings in %
A-1+ 19.45A-1 41.87A-2 13.28AAA (Bucket) 3.39AA (Bucket) 3.76A (Bucket) 14.93BBB (Bucket) 3.32
Top 10 Holdings in %Position Maturity as % of
assetsCaisse Des Depots etConsignations
03.02.17 3.85
Agence Centrale 27.02.17 3.61FMS Wertmanagement 18.04.17 3.13HSBC France 12.09.16 2.64BPCE 15.06.17 2.41Abbey National Treasury 04.05.17 2.40DZ Privatbank 05.09.16 2.40Lloyds Bank 12.12.16 2.40UBS AG London 05.09.16 2.40Bayerische Landesbank 20.10.16 2.16Total 27.42
Duration and YieldFund
Gross portfolio yield in % -0.13Weighted Average Life (in days) 153Weighted Average Maturity (in days) 148
Asset Allocation in %Commercial Paper 67.57Bonds with short maturity 22.10Floating-rate Notes (FRN)/(FRMTN) 3.31Cash/Cash Equivalents 7.02Total 100.00
Investment policyThe fund invests in EUR-denominated moneymarket instruments as well as in short-term fixedand variable-rate securities of first-class debtors.The creditworthiness for an investment purchasecorresponds to at least "A" of a leadingcredit-rating agency or a comparable internalrating, and "A-2" (S&P) / "P-2" (Moody’s) formoney market instruments. The fund, includingderivative financial instruments, must have anaverage bullet maturity of no more than 12months and an average residual maturity of sixmonths. In the case of variable-rate investments,the next date on which the interest rate is dueto be adjusted is deemed to the residual maturitydate. The residual maturity of the individualinvestments may not exceed two years providedthat the next date for interest-rate adjustmentdoes not exceed 397 days. The fund is a "moneymarket fund" pursuant to the CESR guidelinesfor money market funds (CESR / 10-049).
Fund facts
Unit class currency EUR
Bloomberg ticker CLDMMEB LE
Net asset value (NAV) 1'050.81
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 0.04 0.16Information ratio -2.58 -1.33Tracking Error (Ex post) 0.04 0.12Maximum drawdown in % 3) -0.32 -0.443) Maximum drawdown is the most negative cumulative returnover a given time period.
Number of holdings
Default Probability Weighted Average CreditRating = ALinear Weighted Average Credit Rating = A+
152
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class IB
Fund manager Lukas HaasFund manager since 01.07.2015Location ZurichFund domicile LiechtensteinFund currency EURClose of financial year 31. MayTotal net assets (in mil.) 449.80Inception date 30.06.2008Management fee in % p.a. 0.15TER (as of 29.02.2016) in % 0.22Benchmark (BM) Citigroup EMU EUR 3M Euro Dep.Unit Class
ISIN LI0037729477
Valor no. 3772947
Min. Investment Amount 500'000Redemptions DailyEU taxation In scope - tax
Fund 68
July 29, 2016Switzerland
CS (Lie) Money Market Fund - EUR
Net performance in EUR (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201699
100
101
102
103
-1%
0%
1%
2%
3%
0.8 0.9
0.00.1
-0.1 -0.1
1.2
0.6
0.1 0.2
0.0 -0.2
CS (Lie) Money Market Fund - EUR IB Yearly or year-to-date performance respectively (Fund)Citigroup EMU EUR 3M Euro Dep. Yearly or year-to-date performance respectively (Benchmark)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund -0.03 -0.06 -0.14 -0.20 -0.17 0.90Benchmark -0.03 -0.09 -0.17 -0.22 -0.03 1.19
Maturities in months
0%
5%
10%
15%
20%
25%
30%
0-1 1-2 2-3 3-6 6-9 9-12 >12
Credit Ratings in %
A-1+ 19.45A-1 41.87A-2 13.28AAA (Bucket) 3.39AA (Bucket) 3.76A (Bucket) 14.93BBB (Bucket) 3.32
Top 10 Holdings in %Position Maturity as % of
assetsCaisse Des Depots etConsignations
03.02.17 3.85
Agence Centrale 27.02.17 3.61FMS Wertmanagement 18.04.17 3.13HSBC France 12.09.16 2.64BPCE 15.06.17 2.41Abbey National Treasury 04.05.17 2.40DZ Privatbank 05.09.16 2.40Lloyds Bank 12.12.16 2.40UBS AG London 05.09.16 2.40Bayerische Landesbank 20.10.16 2.16Total 27.42
Duration and YieldFund
Gross portfolio yield in % -0.13Weighted Average Life (in days) 153Weighted Average Maturity (in days) 148
Asset Allocation in %Commercial Paper 67.57Bonds with short maturity 22.10Floating-rate Notes (FRN)/(FRMTN) 3.31Cash/Cash Equivalents 7.02Total 100.00
Investment policyThe fund invests in EUR-denominated moneymarket instruments as well as in short-term fixedand variable-rate securities of first-class debtors.The creditworthiness for an investment purchasecorresponds to at least "A" of a leadingcredit-rating agency or a comparable internalrating, and "A-2" (S&P) / "P-2" (Moody’s) formoney market instruments. The fund, includingderivative financial instruments, must have anaverage bullet maturity of no more than 12months and an average residual maturity of sixmonths. In the case of variable-rate investments,the next date on which the interest rate is dueto be adjusted is deemed to the residual maturitydate. The residual maturity of the individualinvestments may not exceed two years providedthat the next date for interest-rate adjustmentdoes not exceed 397 days. The fund is a "moneymarket fund" pursuant to the CESR guidelinesfor money market funds (CESR / 10-049).
Fund facts
Unit class currency EUR
Bloomberg ticker CLMMEB5 LE
Net asset value (NAV) 1'053.18
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 0.04 0.17Information ratio -1.69 -0.50Tracking Error (Ex post) 0.03 0.12Maximum drawdown in % 3) -0.25 -0.253) Maximum drawdown is the most negative cumulative returnover a given time period.
Number of holdings
Default Probability Weighted Average CreditRating = ALinear Weighted Average Credit Rating = A+
Cre
dit S
uiss
e (L
ie)
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
153
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class B
Fund manager Lukas HaasFund manager since 01.07.2015Location ZurichFund domicile LiechtensteinFund currency USDClose of financial year 31. MayTotal net assets (in mil.) 1'184.42Inception date 31.03.2008Management fee in % p.a. 0.33TER (as of 29.02.2016) in % 0.39Benchmark (BM) Citigroup USD 3M Euro Dep.Unit Class Category B
(capital growth)
ISIN LI0037729709
Valor no. 3772970
Redemptions DailyEU taxation In scope - tax
Fund 87
July 29, 2016Switzerland
CS (Lie) Money Market Fund - USD
Net performance in USD (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 2016100
101
102
103
0%
1%
2%
3%
0.0
0.5
0.1 0.0 0.10.30.3
0.4 0.3 0.20.4 0.4
CS (Lie) Money Market Fund - USD B Yearly or year-to-date performance respectively (Fund)Citigroup USD 3M Euro Dep. Yearly or year-to-date performance respectively (Benchmark)
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 0.02 0.14 0.27 0.34 0.45 0.92Benchmark 0.07 0.19 0.44 0.64 1.14 1.89
Maturities in months
0%5%
10%15%20%25%30%35%
0-1 1-2 2-3 3-6 6-9 9-12 >12
Credit Ratings in %
A-1+ 21.45A-1 45.01A-2 14.65AAA (Bucket) 0.83AA (Bucket) 8.78A (Bucket) 6.42BBB (Bucket) 2.86
Top 10 Holdings in %Position Maturity as % of
assetsAgence Centrale 18.01.17 3.16BMW US Capital 02.12.16 2.99Caisse des Depots 16.09.16 2.72UBS AG London 16.09.16 2.72Nestlé 28.10.16 2.62LB Hessen 19.08.16 2.58FMS Wertmanagement 26.01.17 2.57DZ Privatbank 11.04.17 2.30Rabobank 30.09.16 2.26Europ. Inv. Bk 27.02.17 2.26Total 26.17
Duration and YieldFund
Gross portfolio yield in % 0.99Weighted Average Life (in days) 131Weighted Average Maturity (in days) 119
Asset Allocation in %Commercial Paper 74.25Bonds with short maturity 9.50Floating-rate Notes (FRN)/(FRMTN) 9.39Cash/Cash Equivalents 6.86Total 100.00
Investment policyThe fund invests in USD-denominated moneymarket instruments as well as in short-term fixedand variable-rate securities of first-class debtors.The creditworthiness for an investment purchasecorresponds to at least "A" of a leadingcredit-rating agency or a comparable internalrating, and "A-2" (S&P) / "P-2" (Moody’s) formoney market instruments. The fund, includingderivative financial instruments, must have anaverage bullet maturity of no more than 12months and an average residual maturity of sixmonths. In the case of variable-rate investments,the next date on which the interest rate is dueto be adjusted is deemed to the residual maturitydate. The residual maturity of the individualinvestments may not exceed two years providedthat the next date for interest-rate adjustmentdoes not exceed 397 days. The fund is a "moneymarket fund" pursuant to the CESR guidelinesfor money market funds (CESR / 10-049).
Fund facts
Unit class currency USD
Bloomberg ticker CLDMMDB LE
Net asset value (NAV) 1'031.67
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 0.06 0.10Information ratio -4.77 -2.12Tracking Error (Ex post) 0.05 0.09Maximum drawdown in % 3) -0.03 -0.123) Maximum drawdown is the most negative cumulative returnover a given time period.
Number of holdings
Default Probability Weighted Average CreditRating = ALinear Weighted Average Credit Rating = A+
154
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 5 - Class B USD
Fund manager Credit Suisse (Singapore) LimitedFund manager since 01.04.2013Location SingaporeFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 14.12Inception date 19.08.2009Management fee in % p.a. 1.92TER (as of 31.03.2016) in % 2.40Benchmark (BM)
MSCI AC Asia Pacific ex Japan (NR) (03/15)Swinging single pricing (SSP) 3) YesUnit Class Category B
(capital growth)
ISIN LU0434327028
Valor no. 10258773
Redemptions DailyEU taxation Out of scope
Fund 52
July 29, 2016Switzerland
CS (Lux) Asian Equity Dividend Plus Fund
Net performance in USD (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201670
80
90
100
110
120
130
-30%
-20%
-10%
0%
10%
20%
30%
-18.2
17.5
-1.1 -0.5
-14.0
5.9
-14.8
22.0
3.8 3.2
-10.1
8.1
CS (Lux) Asian Equity Dividend Plus Fund BUSD
Yearly or year-to-date performance respectively (Fund)
MSCI AC Asia Pacific ex Japan (NR) (03/15)Yearly or year-to-date performance respectively(Benchmark)
Former Track Record of Clariden Leu (Gue) Asia Pacific Equity Fund (December 21, 1990 - August 19, 2009).
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 5.32 4.91 5.87 -3.67 -6.13 -20.07Benchmark 5.58 6.13 8.07 -0.25 7.66 4.05
Countries in %
Australia 23.21China 21.81South Korea 9.43Hong Kong 8.34Taiwan 7.59Singapore 7.05Thailand 6.09Indonesia 6.04Cash/CashEquivalents 2.46Others 7.97
Sectors in %
Financials 32.09TelecommunicationServices 14.65InformationTechnology 12.72Consumer Staples 9.77Materials 6.79Industrials 6.31Energy 6.01ConsumerDiscretionary 3.94Cash/CashEquivalents 2.46Others 5.25
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 19.99 14.82Tracking Error (Ex post) 2.63 2.71Beta 0.95 0.98
Top 10 Holdings in %Sydney Airport 4.38China Mobile 4.27Wesfarmers Ltd. 4.18TSMC 3.93Macquarie Group 3.64China Const. Bank 2.79PT Telekomunikasi Indonesia 2.57Insurance Australia 2.39Macquarie Korea Infrastructure 2.38Keppel DC Reit 2.37Total 32.90
Investment policyThe fund´s objective is to achieve maximumlong-term capital gains by investing in securities,while maintaining an adequate diversification ofrisks. It actively invests primarily in shares andsimilar instruments issued by companiesestablished in Asia, a region that includes China,Hong Kong, Indonesia, Malaysia, the Philippines,Singapore, South Korea and Taiwan as well asThailand but excluding Japan. The fund seeksto identify undervalued stocks across all marketcapitalization classes and industry sectors. Itprovides investors with access to some of theworld´s fastest-growing economies and enablesthem to participate in the region´s long-termsustainable growth.
Fund facts
Unit class currency USD
Bloomberg ticker CCLAPEB LX
Net asset value (NAV) 128.72
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Number of holdings
Cre
dit S
uiss
e S
ICA
V
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
155
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 5 - Class B USD
Fund manager HOLT Active Equity GroupFund manager since 02.05.2013Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 122.72Inception date 20.08.2009Management fee in % p.a. 1.92TER (as of 31.03.2016) in % 2.32Benchmark (BM) MSCI EM Mid Cap (NR) (06/13)Swinging single pricing (SSP) 3) YesSecurities lending NoUnit Class Category B
(capital growth)
ISIN LU0348402883
Valor no. 3786494
Redemptions DailyEU taxation Out of scope
Fund 77
July 29, 2016Switzerland
CS (Lux) Global Small & Mid Cap Emerging Market ILC EquityFund
Net performance in USD (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201660
70
80
90
100
110
120
130
-40%
-30%
-20%
-10%
0%
10%
20%
30%
-30.1
19.0
4.9 4.6
-11.9
10.9
-18.4
18.2
-3.8 -2.6
-13.2
11.5
CS (Lux) Global Small & Mid Cap Emerging Market ILCEquity Fund B USD
Yearly or year-to-date performancerespectively (Fund)
MSCI EM Mid Cap (NR) (06/13)Yearly or year-to-date performancerespectively (Benchmark)
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 4.59 3.21 10.93 -4.00 7.70 -8.88Benchmark 6.07 4.70 11.50 -0.99 -0.55 -12.91
Countries in %
China 16.66South Korea 13.88Taiwan 12.68Brazil 11.14South Africa 9.00Hong Kong 3.99India 3.87Mexico 3.50Cash/CashEquivalents 4.46Others 20.84
Sectors in %
Financials 23.20ConsumerDiscretionary 17.30ConsumerStaples 10.81Utilities 10.22InformationTechnology 10.04Industrials 7.39Health Care 5.67Materials 4.92Cash/CashEquivalents 4.46Others 5.99
Top 10 Holdings in %Transmissora Alianca Energia Eletr Units 3.00Energias Do Brasil 2.86TAL Education Group 2.26Compal Electronics 2.22Phison Electronics 2.18Haier Electronics 2.16DGB 2.13LG Household & Healthcare Ltd. 2.13Liberty Holdings 2.10Chongqing Rural 1.93Total 22.97
Investment policyThe aim of the Fund is to achieve the highestpossible risk adjusted return in USD whilstinvesting in small and mid cap companiesdomiciled in Emerging Markets or conducting thebulk of their business activities in EmergingMarkets, and having a market capitalization ofless than 10 billion USD at the time of theinvestment.
Fund facts
Unit class currency USD
Bloomberg ticker CLLEMEB LX
Net asset value (NAV) 130.92
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 16.64 21.29Information ratio 0.53 0.13Tracking Error (Ex post) 5.02 7.21Beta 0.99 1.09
Number of holdings
156
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 5 - Class IB USD
Fund manager HOLT Active Equity GroupFund manager since 02.05.2013Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 122.72Inception date 19.02.2010Management fee in % p.a. 1.20TER (as of 31.03.2016) in % 1.60Benchmark (BM) MSCI EM Mid Cap (NR) (06/13)Swinging single pricing (SSP) 3) YesSecurities lending NoUnit Class Category IB
(capital growth)
ISIN LU0348402966
Valor no. 3786497
Min. Investment Amount 500'000Redemptions DailyEU taxation Out of scope
Fund 77
July 29, 2016Switzerland
CS (Lux) Global Small & Mid Cap Emerging Market ILC EquityFund
Net performance in USD (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201660
70
80
90
100
110
120
130
-40%
-30%
-20%
-10%
0%
10%
20%
30%
-29.9
21.3
5.7 5.4
-11.3
11.4
-18.4
18.2
-3.8 -2.6
-13.2
11.5
CS (Lux) Global Small & Mid Cap Emerging Market ILCEquity Fund IB USD
Yearly or year-to-date performancerespectively (Fund)
MSCI EM Mid Cap (NR) (06/13)Yearly or year-to-date performancerespectively (Benchmark)
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 4.64 3.40 11.39 -3.32 10.04 -6.31Benchmark 6.07 4.70 11.50 -0.99 -0.55 -12.91
Countries in %
China 16.66South Korea 13.88Taiwan 12.68Brazil 11.14South Africa 9.00Hong Kong 3.99India 3.87Mexico 3.50Cash/CashEquivalents 4.46Others 20.84
Sectors in %
Financials 23.20ConsumerDiscretionary 17.30ConsumerStaples 10.81Utilities 10.22InformationTechnology 10.04Industrials 7.39Health Care 5.67Materials 4.92Cash/CashEquivalents 4.46Others 5.99
Top 10 Holdings in %Transmissora Alianca Energia Eletr Units 3.00Energias Do Brasil 2.86TAL Education Group 2.26Compal Electronics 2.22Phison Electronics 2.18Haier Electronics 2.16DGB 2.13LG Household & Healthcare Ltd. 2.13Liberty Holdings 2.10Chongqing Rural 1.93Total 22.97
Investment policyThe aim of the Fund is to achieve the highestpossible risk adjusted return in USD whilstinvesting in small and mid cap companiesdomiciled in Emerging Markets or conducting thebulk of their business activities in EmergingMarkets, and having a market capitalization ofless than 10 billion USD at the time of theinvestment.
Fund facts
Unit class currency USD
Bloomberg ticker CLLEMIB LX
Net asset value (NAV) 122.95
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 16.65 20.69Information ratio 0.67 0.21Tracking Error (Ex post) 5.01 7.07Beta 0.99 1.05
Number of holdingsC
redi
t Sui
sse
SIC
AV
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
157
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 5 - Class B USD
Purchases Sales- HALLIBURTON- PETROLEO BRASILIERO Adr- PHILLIPS 66- EQT CORP- BAKER HUGHES
Fund 45
Fund manager Thomas AmreinFund manager since 01.05.2014Location ZürichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 76.68Inception date of share class 28.02.2006Management fee in % p.a. 1.92TER (as of 31.03.2016) in % 2.26Benchmark (BM) MSCI World Energy (NR)Swinging single pricing (SSP) 3) YesUnit Class Category B
(capital growth)
ISIN LU0240067867
Valor no. 2388494
Redemptions DailySales registration:
Austria, France, Germany, Italy, Luxembourg,Singapore, Spain, SwitzerlandEU taxation Out of scope
July 29, 2016Switzerland
CS (Lux) Global Energy Winners Equity Fund
Net performance in USD (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201640
60
80
100
120
140
-60%
-40%
-20%
0%
20%
40%
-12.9
2.712.2
-20.5-27.3
12.5
0.2 1.9
18.1
-11.6
-22.8
13.9
CS (Lux) Global Energy Winners Equity Fund BUSD
Yearly or year-to-date performance respectively (Fund)
MSCI World Energy (NR)Yearly or year-to-date performance respectively(Benchmark)
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 0.94 1.77 12.49 -7.54 -29.44 -37.03Benchmark -2.04 -0.16 13.86 -1.33 -15.48 -13.73
Sectors in %Fund
Energy 68.87Industrials 13.02Utilities 11.45Materials 5.97Cash/Cash Equivalents 0.12Others 0.56
Currencies in %
USD 73.65EUR 15.55GBP 3.03CAD 2.97HKD 2.61THB 1.28AUD 0.88CHF 0.01
Countries in %
USA 58.87France 8.74Canada 7.12China 5.69Germany 4.69Netherlands 3.23United Kingdom 3.02Spain 2.63Cash/CashEquivalents 0.12Others 5.89
Significant Transactions
Number of holdings
Top 10 Holdings in %TOTAL SA 7.29Acuity Brands 6.16Tesoro 5.95Wacker Chemie 4.69Diamondback Energy Inc 4.58Pattern Energy Group 3.65US Silica Holdings 3.59Concho Resources 3.40Pioneer Nat. Res. 3.18Royal Dutch 3.18Total 45.67
Investment policyThis sector-based equity fund invests mainly incompanies engaged in energy production,transportation, transmission, distribution, andconservation, as well as suppliers of goods andservices to the sector. The breadth, complexityand cyclicality create opportunities for patientinvestors. Given the currently massive change inthe sector, the fund defines themes that shoulddrive individual companies and then tries to pickearly winners. The objective is to providelong-term capital appreciation. Investmentdecisions are based primarily on bottom-upfundamental research. The benchmark is usedto measure performance but does not determinesecurity selection.
Fund facts
Unit class currency USD
Bloomberg ticker CLAEEFB LX
Net asset value (NAV) 75.92
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 22.16 25.79Information ratio -0.91 -0.74Tracking Error (Ex post) 6.59 8.46Beta 1.12 1.25
158
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 5 - Class BH EUR
Purchases Sales- HALLIBURTON- PETROLEO BRASILIERO Adr- PHILLIPS 66- EQT CORP- BAKER HUGHES
Fund 45
Fund manager Thomas AmreinFund manager since 01.05.2014Location ZürichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 76.68Inception date of share class 28.02.2006Management fee in % p.a. 1.92TER (as of 31.03.2016) in % 2.26Benchmark (BM) MSCI World Energy (NR)Swinging single pricing (SSP) 3) YesUnit Class Category BH
(capital growth)
ISIN LU0240068089
Valor no. 2388503
Redemptions DailySales registration:
Austria, France, Germany, Italy, Luxembourg,Singapore, Spain, SwitzerlandEU taxation Out of scope
July 29, 2016Switzerland
CS (Lux) Global Energy Winners Equity Fund
Net performance in EUR (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201650
60
70
80
90
100
110
120
-50%
-40%
-30%
-20%
-10%
0%
10%
20%
-14.6
1.3
11.4
-20.7
-28.0
11.6
CS (Lux) Global Energy Winners Equity Fund BHEUR
Yearly or year-to-date performance respectively(Fund)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 0.84 1.11 11.56 -8.31 -31.03 -40.18
Sectors in %Fund
Energy 68.87Industrials 13.02Utilities 11.45Materials 5.97Cash/Cash Equivalents 0.12Others 0.56
Currencies in %
USD 73.65EUR 15.55GBP 3.03CAD 2.97HKD 2.61THB 1.28AUD 0.88CHF 0.01
Countries in %
USA 58.87France 8.74Canada 7.12China 5.69Germany 4.69Netherlands 3.23United Kingdom 3.02Spain 2.63Cash/CashEquivalents 0.12Others 5.89
Significant Transactions
Number of holdings
Top 10 Holdings in %TOTAL SA 7.29Acuity Brands 6.16Tesoro 5.95Wacker Chemie 4.69Diamondback Energy Inc 4.58Pattern Energy Group 3.65US Silica Holdings 3.59Concho Resources 3.40Pioneer Nat. Res. 3.18Royal Dutch 3.18Total 45.67
Investment policyThis sector-based equity fund invests mainly incompanies engaged in energy production,transportation, transmission, distribution, andconservation, as well as suppliers of goods andservices to the sector. The breadth, complexityand cyclicality create opportunities for patientinvestors. Given the currently massive change inthe sector, the fund defines themes that shoulddrive individual companies and then tries to pickearly winners. The objective is to providelong-term capital appreciation. Investmentdecisions are based primarily on bottom-upfundamental research. The benchmark is usedto measure performance but does not determinesecurity selection.
Fund facts
Unit class currency EUR
Bloomberg ticker CLAEEFH LX
Net asset value (NAV) 62.13
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 22.07 25.54Information ratio - -Tracking Error (Ex post) - -Beta - -
Cre
dit S
uiss
e S
ICA
V
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
159
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 5 - Class B USD
Purchases SalesMAGNIT GLOBALTRANS INVESTMENT Reg S Gdr- LUXOFT- SBERBANK OF RUSSIA
Fund 29
Fund manager Anna VäänänenFund manager since 01.09.2011Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 56.10Inception date of share class 20.08.2009Management fee in % p.a. 1.92TER (as of 31.03.2016) in % 2.34Benchmark (BM) MSCI Russia 10-40 (NR)Swinging single pricing (SSP) 3) YesUnit Class Category B
(capital growth)
ISIN LU0348403774
Valor no. 3786520
Redemptions DailySales registration:
Austria, Finland, France, Germany, Italy,Luxembourg, Norway, Singapore, Spain, Sweden,SwitzerlandEU taxation Out of scope
July 29, 2016Switzerland
CS (Lux) Russian Equity Fund
Net performance in USD (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201640
60
80
100
120
140
-60%
-40%
-20%
0%
20%
40%
-31.8
14.79.7
-47.0
5.4
19.9
-24.3
15.9
-3.8
-49.9
7.2
22.9
CS (Lux) Russian Equity Fund B USD Yearly or year-to-date performance respectively (Fund)MSCI Russia 10-40 (NR) Yearly or year-to-date performance respectively (Benchmark)
Former Track Record of Clariden Leu (Gue) Russia Equity Fund (September 30, 1994 - August 20, 2009).
For the evaluation of the performance data please be aware that the fund has been restructured and relaunched with effect of 20 August2009. For the restructuring all assets and liabilities of the former Clariden Leu (Gue) Russia Equity Fund have been transferred to CS(Lux) Russian Equity Fund B USD. Fund management and investment policy remained unchanged. The data provided in this documentreflect the performance of the Clariden Leu (Gue) Russia Equity Fund as well as the performance of the CS (Lux) Russian Equity FundB USD. Past performance, whether actual or simulated, does not guarantee future results.
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 3.31 4.63 19.88 7.97 -23.44 -44.44Benchmark 2.54 -0.11 22.94 9.53 -18.17 -41.56
Sectors in %Fund
Consumer Staples 22.34Energy 20.20Financials 17.86Information Technology 16.93Materials 11.46Industrials 3.90Consumer Discretionary 2.58Telecommunication Services 0.48Cash/Cash Equivalents 1.62Others 2.62
Currencies in %
USD 99.08RUB 0.92EUR 0.01
Countries in %
Russia 87.27USA 6.90Cyprus 1.60Cash/CashEquivalents 1.62Others 2.62
Significant Transactions
Number of holdings
Top 10 Holdings in %Sberbank of Russia 8.29X 5 Retail Group 8.01Magnit 7.91Lukoil ADR 6.67GROUP LSR 5.56Alrosa 4.72Norilsk Nickel 4.69Luxoft 4.34Yandex 4.18Novatek 4.13Total 58.50
Investment policyThe fund aims to achieve long-term capitalappreciation by investing primarily in equities ofissuers incorporated in Russia or conducting theirprincipal business activities within Russia. Itoffers broad diversification across sectors suchas energy, materials, telecommunications,consumer goods and banking. The investmentstrategy is based on fundamental analysis. Thefund targets investments in shares of attractivelyvalued companies expected to benefit fromgrowth in the Russian economy and globaldemand for natural resources.
Fund facts
Unit class currency USD
Bloomberg ticker CLLRUSB LX
Net asset value (NAV) 101.02
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 31.35 34.36Information ratio -0.27 -0.13Tracking Error (Ex post) 8.30 7.80Beta 1.04 1.07
160
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 5 - Class B RUB
Purchases SalesMAGNIT GLOBALTRANS INVESTMENT Reg S Gdr- LUXOFT- SBERBANK OF RUSSIA
Fund 29
Fund manager Anna VäänänenFund manager since 01.09.2011Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 56.10Inception date of share class 30.09.2009Management fee in % p.a. 1.92TER (as of 31.03.2016) in % 2.35Benchmark (BM) MSCI Russia 10-40 (NR)Swinging single pricing (SSP) 3) YesUnit Class Category B
(capital growth)
ISIN LU0348404236
Valor no. 3786540
Redemptions DailySales registration:
Austria, Finland, France, Germany, Italy,Luxembourg, Norway, Singapore, Spain, Sweden,SwitzerlandEU taxation Out of scope
July 29, 2016Switzerland
CS (Lux) Russian Equity Fund
Net performance in RUB (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201660
80
100
120
140
160
-40%
-20%
0%
20%
40%
60%
-28.4
9.118.0
-3.2
28.3
8.7
-20.4
10.23.5
-8.5
30.4
11.4
CS (Lux) Russian Equity Fund B RUB Yearly or year-to-date performance respectively (Fund)MSCI Russia 10-40 (NR) Yearly or year-to-date performance respectively (Benchmark)
Net performance in RUB 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 7.07 7.08 8.69 17.15 53.47 33.98Benchmark 6.28 2.24 11.45 18.82 63.98 39.97
Sectors in %Fund
Consumer Staples 22.34Energy 20.20Financials 17.86Information Technology 16.93Materials 11.46Industrials 3.90Consumer Discretionary 2.58Telecommunication Services 0.48Cash/Cash Equivalents 1.62Others 2.62
Currencies in %
USD 99.08RUB 0.92EUR 0.01
Countries in %
Russia 87.27USA 6.90Cyprus 1.60Cash/CashEquivalents 1.62Others 2.62
Significant Transactions
Number of holdings
Top 10 Holdings in %Sberbank of Russia 8.29X 5 Retail Group 8.01Magnit 7.91Lukoil ADR 6.67GROUP LSR 5.56Alrosa 4.72Norilsk Nickel 4.69Luxoft 4.34Yandex 4.18Novatek 4.13Total 58.50
Investment policyThe fund aims to achieve long-term capitalappreciation by investing primarily in equities ofissuers incorporated in Russia or conducting theirprincipal business activities within Russia. Itoffers broad diversification across sectors suchas energy, materials, telecommunications,consumer goods and banking. The investmentstrategy is based on fundamental analysis. Thefund targets investments in shares of attractivelyvalued companies expected to benefit fromgrowth in the Russian economy and globaldemand for natural resources.
Fund facts
Unit class currency RUB
Bloomberg ticker CLLRURB LX
Net asset value (NAV) 1'920.39
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 18.85 20.42Information ratio -0.27 -0.12Tracking Error (Ex post) 8.27 7.07Beta - -
Cre
dit S
uiss
e S
ICA
V
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
161
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 5 - Class BH EUR
Purchases SalesMAGNIT GLOBALTRANS INVESTMENT Reg S Gdr- LUXOFT- SBERBANK OF RUSSIA
Fund 29
Fund manager Anna VäänänenFund manager since 01.09.2011Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 56.10Inception date of share class 31.08.2009Management fee in % p.a. 1.92TER (as of 31.03.2016) in % 2.34Benchmark (BM) No BenchmarkSwinging single pricing (SSP) 3) YesUnit Class Category BH
(capital growth)
ISIN LU0348404079
Valor no. 3786535
Redemptions DailySales registration:
Austria, Finland, France, Germany, Italy,Luxembourg, Norway, Singapore, Spain, Sweden,SwitzerlandEU taxation Out of scope
July 29, 2016Switzerland
CS (Lux) Russian Equity Fund
Net performance in EUR (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201640
60
80
100
120
140
-60%
-40%
-20%
0%
20%
40%
-32.6
13.08.8
-47.0
4.9
18.8
CS (Lux) Russian Equity Fund BH EURYearly or year-to-date performance respectively(Fund)
Yearly or year-to-date performance respectively(Benchmark)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 3.24 3.99 18.83 7.25 -24.75 -47.05
Sectors in %Fund
Consumer Staples 22.34Energy 20.20Financials 17.86Information Technology 16.93Materials 11.46Industrials 3.90Consumer Discretionary 2.58Telecommunication Services 0.48Cash/Cash Equivalents 1.62Others 2.62
Currencies in %
USD 99.08RUB 0.92EUR 0.01
Countries in %
Russia 87.27USA 6.90Cyprus 1.60Cash/CashEquivalents 1.62Others 2.62
Significant Transactions
Number of holdings
Top 10 Holdings in %Sberbank of Russia 8.29X 5 Retail Group 8.01Magnit 7.91Lukoil ADR 6.67GROUP LSR 5.56Alrosa 4.72Norilsk Nickel 4.69Luxoft 4.34Yandex 4.18Novatek 4.13Total 58.50
Investment policyThe fund aims to achieve long-term capitalappreciation by investing primarily in equities ofissuers incorporated in Russia or conducting theirprincipal business activities within Russia. Itoffers broad diversification across sectors suchas energy, materials, telecommunications,consumer goods and banking. The investmentstrategy is based on fundamental analysis. Thefund targets investments in shares of attractivelyvalued companies expected to benefit fromgrowth in the Russian economy and globaldemand for natural resources.
Fund facts
Unit class currency EUR
Bloomberg ticker CLLRUIH LX
Net asset value (NAV) 87.92
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 31.22 34.15Information ratio - -Tracking Error (Ex post) - -Beta - -
162
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 5 - Class IB USD
Purchases SalesMAGNIT GLOBALTRANS INVESTMENT Reg S Gdr- LUXOFT- SBERBANK OF RUSSIA
Fund 29
Fund manager Anna VäänänenFund manager since 01.09.2011Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 56.10Inception date of share class 20.08.2009Management fee in % p.a. 1.20TER (as of 31.03.2016) in % 1.58Benchmark (BM) MSCI Russia 10-40 (NR)Swinging single pricing (SSP) 3) YesUnit Class Category IB
(capital growth)
ISIN LU0348403857
Valor no. 3786523
Min. Investment Amount 500'000Redemptions DailySales registration:
Austria, Finland, France, Germany, Italy,Luxembourg, Norway, Singapore, Spain, Sweden,SwitzerlandEU taxation Out of scope
July 29, 2016Switzerland
CS (Lux) Russian Equity Fund
Net performance in USD (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201640
60
80
100
120
140
-60%
-40%
-20%
0%
20%
40%
-31.0
15.910.7
-46.6
6.2
20.4
-24.3
15.9
-3.8
-49.9
7.2
22.9
CS (Lux) Russian Equity Fund IB USD Yearly or year-to-date performance respectively (Fund)MSCI Russia 10-40 (NR) Yearly or year-to-date performance respectively (Benchmark)
Former Track Record of Clariden Leu (Gue) Russia Equity Fund (December 20, 2005 - August 20, 2009).
For the evaluation of the performance data please be aware that the fund has been restructured and relaunched with effect of 20 August2009. For the restructuring all assets and liabilities of the former Clariden Leu (Gue) Russia Equity Fund have been transferred to CS(Lux) Russian Equity Fund IB USD. Fund management and investment policy remained unchanged. The data provided in this documentreflect the performance of the Clariden Leu (Gue) Russia Equity Fund as well as the performance of the CS (Lux) Russian Equity FundIB USD. Past performance, whether actual or simulated, does not guarantee future results.
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 3.36 4.81 20.37 8.75 -21.66 -41.60Benchmark 2.54 -0.11 22.94 9.53 -18.17 -41.56
Sectors in %Fund
Consumer Staples 22.34Energy 20.20Financials 17.86Information Technology 16.93Materials 11.46Industrials 3.90Consumer Discretionary 2.58Telecommunication Services 0.48Cash/Cash Equivalents 1.62Others 2.62
Currencies in %
USD 99.08RUB 0.92EUR 0.01
Countries in %
Russia 87.27USA 6.90Cyprus 1.60Cash/CashEquivalents 1.62Others 2.62
Significant Transactions
Number of holdings
Top 10 Holdings in %Sberbank of Russia 8.29X 5 Retail Group 8.01Magnit 7.91Lukoil ADR 6.67GROUP LSR 5.56Alrosa 4.72Norilsk Nickel 4.69Luxoft 4.34Yandex 4.18Novatek 4.13Total 58.50
Investment policyThe fund aims to achieve long-term capitalappreciation by investing primarily in equities ofissuers incorporated in Russia or conducting theirprincipal business activities within Russia. Itoffers broad diversification across sectors suchas energy, materials, telecommunications,consumer goods and banking. The investmentstrategy is based on fundamental analysis. Thefund targets investments in shares of attractivelyvalued companies expected to benefit fromgrowth in the Russian economy and globaldemand for natural resources.
Fund facts
Unit class currency USD
Bloomberg ticker CLLRUIB LX
Net asset value (NAV) 107.96
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 31.37 32.94Information ratio -0.18 0.00Tracking Error (Ex post) 8.29 7.07Beta 1.04 1.02
Cre
dit S
uiss
e S
ICA
V
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
163
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 5 - Class B USD
Purchases Sales- -- -- -- -- -
Fund 54
Fund manager Werner RichliFund manager since 02.05.2013Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 88.16Inception date of share class 31.03.2006Management fee in % p.a. 1.92TER (as of 31.03.2016) in % 2.27Benchmark (BM) MSCI World (NR) (06/13)Swinging single pricing (SSP) 3) YesUnit Class Category B
(capital growth)
ISIN LU0246496953
Valor no. 2459821
Redemptions DailySales registration:
Austria, France, Germany, Italy, Luxembourg,Singapore, Spain, SwitzerlandEU taxation Out of scope
July 29, 2016Switzerland
CS (Lux) Infrastructure Equity Fund
Net performance in USD (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201680
90
100
110
120
130
140
150
-20%
-10%
0%
10%
20%
30%
40%
50%
-8.9
11.3 10.6 9.1
-6.7
14.5
-9.0
23.720.0
4.9
-0.9
4.9
CS (Lux) Infrastructure Equity Fund B USD Yearly or year-to-date performance respectively (Fund)MSCI World (NR) (06/13) Yearly or year-to-date performance respectively (Benchmark)
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 1.11 6.56 14.52 10.91 26.04 31.90Benchmark 4.22 3.64 4.91 -0.46 21.12 42.04
Sectors in %Fund
Utilities 39.67Transportation Infrastructure 24.19Energy 21.12Telecommunication Services 13.36Cash/Cash Equivalents 1.66
Currencies in %
USD 59.08EUR 11.72CAD 7.26AUD 4.59GBP 4.54HKD 3.65THB 2.69CHF 2.31BRL 1.95Others 2.21
Countries in %
USA 55.81Canada 7.26Australia 4.59United Kingdom 4.54Italy 4.14France 3.93China 3.65Spain 3.63Cash/CashEquivalents 1.66Others 10.79
Significant Transactions
Number of holdings
Top 10 Holdings in %American Water Works 5.53Kinder Morgan 5.33Transcanada 4.91Crown Castle 4.86American Tower 4.81Cheniere Energy 4.73SBA Communication Group 3.49Atmos Energy 3.35PG & E 2.88Airports of Thailand 2.69Total 42.58
Investment policyThis sector-based equity fund invests along thevalue chain of the global infrastructureopportunity set. The investment universeencompasses companies that provide thefacilities and services necessary to maintain anddevelop modern infrastructure, and also includescompanies supplying infrastructure-relatedproducts and services. The objective is tomaximize total return from capital appreciationand dividends over extended periods of time.It follows an unconstrained, non-benchmarkoriented approach to identify attractively valuedcompanies positioned to benefit from theinfrastructure theme.
Fund facts
Unit class currency USD
Bloomberg ticker CLAIFFB LX
Net asset value (NAV) 136.17
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 10.30 13.89Information ratio 0.16 -0.18Tracking Error (Ex post) 8.50 8.24Beta 0.62 0.85
164
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 5 - Class BH EUR
Purchases Sales- -- -- -- -- -
Fund 54
Fund manager Werner RichliFund manager since 02.05.2013Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 88.16Inception date of share class 31.03.2006Management fee in % p.a. 1.92TER (as of 31.03.2016) in % 2.28Benchmark (BM) No BenchmarkSwinging single pricing (SSP) 3) YesUnit Class Category BH
(capital growth)
ISIN LU0246498066
Valor no. 2459827
Redemptions DailySales registration:
Austria, France, Germany, Italy, Luxembourg,Singapore, Spain, SwitzerlandEU taxation Out of scope
July 29, 2016Switzerland
CS (Lux) Infrastructure Equity Fund
Net performance in EUR (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201680
90
100
110
120
130
-20%
-10%
0%
10%
20%
30%
-10.0
10.2 10.0 8.8
-7.3
13.4
CS (Lux) Infrastructure Equity Fund BH EUR Yearly or year-to-date performance respectively (Fund)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 1.04 5.97 13.42 9.69 23.29 26.31
Sectors in %Fund
Utilities 39.67Transportation Infrastructure 24.19Energy 21.12Telecommunication Services 13.36Cash/Cash Equivalents 1.66
Currencies in %
USD 59.08EUR 11.72CAD 7.26AUD 4.59GBP 4.54HKD 3.65THB 2.69CHF 2.31BRL 1.95Others 2.21
Countries in %
USA 55.81Canada 7.26Australia 4.59United Kingdom 4.54Italy 4.14France 3.93China 3.65Spain 3.63Cash/CashEquivalents 1.66Others 10.79
Significant Transactions
Number of holdings
Top 10 Holdings in %American Water Works 5.53Kinder Morgan 5.33Transcanada 4.91Crown Castle 4.86American Tower 4.81Cheniere Energy 4.73SBA Communication Group 3.49Atmos Energy 3.35PG & E 2.88Airports of Thailand 2.69Total 42.58
Investment policyThis sector-based equity fund invests along thevalue chain of the global infrastructureopportunity set. The investment universeencompasses companies that provide thefacilities and services necessary to maintain anddevelop modern infrastructure, and also includescompanies supplying infrastructure-relatedproducts and services. The objective is tomaximize total return from capital appreciationand dividends over extended periods of time.It follows an unconstrained, non-benchmarkoriented approach to identify attractively valuedcompanies positioned to benefit from theinfrastructure theme.
Fund facts
Unit class currency EUR
Bloomberg ticker CLAIFHE LX
Net asset value (NAV) 110.55
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 10.26 13.75Information ratio -0.42 -0.62Tracking Error (Ex post) 12.25 12.81Beta 0.33 0.61
Cre
dit S
uiss
e S
ICA
V
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
165
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 5 - Class IB USD
Purchases Sales- -- -- -- -- -
Fund 54
Fund manager Werner RichliFund manager since 02.05.2013Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 88.16Inception date of share class 31.03.2006Management fee in % p.a. 1.20TER (as of 31.03.2016) in % 1.55Benchmark (BM) MSCI World (NR) (06/13)Swinging single pricing (SSP) 3) YesUnit Class Category IB
(capital growth)
ISIN LU0246497258
Valor no. 2459825
Min. Investment Amount 500'000Redemptions DailySales registration:
Austria, France, Germany, Italy, Luxembourg,Singapore, Spain, SwitzerlandEU taxation Out of scope
July 29, 2016Switzerland
CS (Lux) Infrastructure Equity Fund
Net performance in USD (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201680
90
100
110
120
130
140
150
-20%
-10%
0%
10%
20%
30%
40%
50%
-8.0
12.7 11.5 9.9
-6.0
15.0
-9.0
23.720.0
4.9
-0.9
4.9
CS (Lux) Infrastructure Equity Fund IB USD Yearly or year-to-date performance respectively (Fund)MSCI World (NR) (06/13) Yearly or year-to-date performance respectively (Benchmark)
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 1.16 6.74 15.00 11.70 28.77 35.08Benchmark 4.22 3.64 4.91 -0.46 21.12 42.04
Sectors in %Fund
Utilities 39.67Transportation Infrastructure 24.19Energy 21.12Telecommunication Services 13.36Cash/Cash Equivalents 1.66
Currencies in %
USD 59.08EUR 11.72CAD 7.26AUD 4.59GBP 4.54HKD 3.65THB 2.69CHF 2.31BRL 1.95Others 2.21
Countries in %
USA 55.81Canada 7.26Australia 4.59United Kingdom 4.54Italy 4.14France 3.93China 3.65Spain 3.63Cash/CashEquivalents 1.66Others 10.79
Significant Transactions
Number of holdings
Top 10 Holdings in %American Water Works 5.53Kinder Morgan 5.33Transcanada 4.91Crown Castle 4.86American Tower 4.81Cheniere Energy 4.73SBA Communication Group 3.49Atmos Energy 3.35PG & E 2.88Airports of Thailand 2.69Total 42.58
Investment policyThis sector-based equity fund invests along thevalue chain of the global infrastructureopportunity set. The investment universeencompasses companies that provide thefacilities and services necessary to maintain anddevelop modern infrastructure, and also includescompanies supplying infrastructure-relatedproducts and services. The objective is tomaximize total return from capital appreciationand dividends over extended periods of time.It follows an unconstrained, non-benchmarkoriented approach to identify attractively valuedcompanies positioned to benefit from theinfrastructure theme.
Fund facts
Unit class currency USD
Bloomberg ticker CLAIFIB LX
Net asset value (NAV) 147.35
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 10.31 12.81Information ratio 0.24 -0.13Tracking Error (Ex post) 8.49 7.97Beta 0.62 0.78
166
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 5 - Class B USD
Purchases SalesFACEBOOK A JD.COM AdrPEGATRON BAIDU.COM AdrPT MATAHARI DEPARTMENT STORE A
LARGAN PRECISIONGEELY AUTOMOBILE HOLDINGS
CATCHER TECHNOLOGYAlliance Global Group Inc
RADIANT OPTO-ELECTRONICS
Fund 42
Fund manager Juan Manuel MendozaFund manager since 01.10.2011Location SingaporeFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 14.29Inception date of share class 31.10.2008Management fee in % p.a. 1.92TER (as of 31.03.2016) in % 2.41Benchmark (BM) MSCI AC Far East ex Japan (NR)Swinging single pricing (SSP) 3) YesUnit Class Category B
(capital growth)
ISIN LU0383587234
Valor no. 4491453
Redemptions DailySales registration:
Austria, Finland, France, Germany, Italy,Luxembourg, Norway, Singapore, Spain, Sweden,SwitzerlandEU taxation Out of scope
July 29, 2016Switzerland
CS (Lux) Asia Consumer Equity Fund
Net performance in USD (rebased to 100) and yearly performance 2)
2012 2013 2014 2015 201680
90
100
110
120
130
-20%
-10%
0%
10%
20%
30%
9.0
-4.3
-10.4
-3.1
3.8 3.2
-9.5
7.2
CS (Lux) Asia Consumer Equity Fund BUSD
Yearly or year-to-date performance respectively (Fund)
MSCI AC Far East ex Japan (NR)Yearly or year-to-date performance respectively(Benchmark)
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 3.13 3.75 -3.13 -11.50 -6.78 -17.47Benchmark 4.76 5.90 7.16 -1.31 7.40 3.81
Sectors in %Fund
Financials 28.17Information Technology 26.85Consumer Staples 17.22Consumer Discretionary 15.57Telecommunication Services 6.05Materials 2.59Industrials 0.00Cash/Cash Equivalents 3.55
Currencies in %
HKD 37.64KRW 15.00USD 12.85IDR 8.83PHP 8.77EUR 4.75CHF 3.54JPY 3.50THB 2.98Others 2.14
Countries in %
China 29.24South Korea 16.12Hong Kong 11.55Indonesia 9.49Philippines 9.42Taiwan 5.58Japan 3.76Other Asia 3.39Cash/CashEquivalents 3.55Others 7.90
Significant Transactions
Number of holdings
Top 10 Holdings in %Samsung Electronics 5.77Tencent Hldg Ltd 5.62Amorepacific 5.55LG Household & Healthcare Ltd. 4.85China Mobile 4.70AIA Group Limited 4.51Alibaba ADR 3.92Megaworld Corp. 3.58Sands China Ltd. 3.41Taiwan Semicon 3.38Total 45.29
Investment policyThis theme-based equity fund is one of the veryfew mutual funds focusing on the investmentsin Greater China, developed and emerging Asia,together with the central Asian region. The fundtypically invests the majority of its assets incompanies engaged in the consumerdiscretionary, consumer staples andtelecommunication sectors. This includes, but isnot limited to, retailers and wholesalers ofregional brands, casinos and hotels, foodproducers, supermarkets, mobile devicemanufacturers and so on.
Repositioning as per 01.09.2012 (old Fundname: CS SICAV (Lux) Equity Silk Road)
Fund facts
Unit class currency USD
Bloomberg ticker CLSILBU LX
Net asset value (NAV) 158.33
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 15.82 18.78Information ratio -0.75 -0.62Tracking Error (Ex post) 6.31 7.40Beta 0.93 0.98
Cre
dit S
uiss
e S
ICA
V
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
167
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 5 - Class BH EUR
Purchases SalesFACEBOOK A JD.COM AdrPEGATRON BAIDU.COM AdrPT MATAHARI DEPARTMENT STORE A
LARGAN PRECISIONGEELY AUTOMOBILE HOLDINGS
CATCHER TECHNOLOGYAlliance Global Group Inc
RADIANT OPTO-ELECTRONICS
Fund 42
Fund manager Juan Manuel MendozaFund manager since 01.10.2011Location SingaporeFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 14.29Inception date of share class 31.10.2008Management fee in % p.a. 1.92TER (as of 31.03.2016) in % 2.42Benchmark (BM) No BenchmarkSwinging single pricing (SSP) 3) YesUnit Class Category BH
(capital growth)
ISIN LU0383586699
Valor no. 4491436
Redemptions DailySales registration:
Austria, Finland, France, Germany, Italy,Luxembourg, Norway, Singapore, Spain, Sweden,SwitzerlandEU taxation Out of scope
July 29, 2016Switzerland
CS (Lux) Asia Consumer Equity Fund
Net performance in EUR (rebased to 100) and yearly performance 2)
2012 2013 2014 2015 2016859095
100105110115120125
-15%-10%-5%0%5%
10%15%20%25%
8.5
-4.5
-10.4
-4.0
CS (Lux) Asia Consumer Equity Fund BH EUR Yearly or year-to-date performance respectively (Fund)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 3.02 3.20 -3.98 -12.24 -8.00 -19.70
Sectors in %Fund
Financials 28.17Information Technology 26.85Consumer Staples 17.22Consumer Discretionary 15.57Telecommunication Services 6.05Materials 2.59Industrials 0.00Cash/Cash Equivalents 3.55
Currencies in %
HKD 37.64KRW 15.00USD 12.85IDR 8.83PHP 8.77EUR 4.75CHF 3.54JPY 3.50THB 2.98Others 2.14
Countries in %
China 29.24South Korea 16.12Hong Kong 11.55Indonesia 9.49Philippines 9.42Taiwan 5.58Japan 3.76Other Asia 3.39Cash/CashEquivalents 3.55Others 7.90
Significant Transactions
Number of holdings
Top 10 Holdings in %Samsung Electronics 5.77Tencent Hldg Ltd 5.62Amorepacific 5.55LG Household & Healthcare Ltd. 4.85China Mobile 4.70AIA Group Limited 4.51Alibaba ADR 3.92Megaworld Corp. 3.58Sands China Ltd. 3.41Taiwan Semicon 3.38Total 45.29
Investment policyThis theme-based equity fund is one of the veryfew mutual funds focusing on the investmentsin Greater China, developed and emerging Asia,together with the central Asian region. The fundtypically invests the majority of its assets incompanies engaged in the consumerdiscretionary, consumer staples andtelecommunication sectors. This includes, but isnot limited to, retailers and wholesalers ofregional brands, casinos and hotels, foodproducers, supermarkets, mobile devicemanufacturers and so on.
Repositioning as per 01.09.2012 (old Fundname: CS SICAV (Lux) Equity Silk Road)
Fund facts
Unit class currency EUR
Bloomberg ticker CLSILHE LX
Net asset value (NAV) 149.38
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 15.74 18.59Information ratio - -Tracking Error (Ex post) - -Beta - -
168
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 5 - Class BH CHF
Purchases SalesFACEBOOK A JD.COM AdrPEGATRON BAIDU.COM AdrPT MATAHARI DEPARTMENT STORE A
LARGAN PRECISIONGEELY AUTOMOBILE HOLDINGS
CATCHER TECHNOLOGYAlliance Global Group Inc
RADIANT OPTO-ELECTRONICS
Fund 42
Fund manager Juan Manuel MendozaFund manager since 01.10.2011Location SingaporeFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 14.29Inception date of share class 31.10.2008Management fee in % p.a. 1.92TER (as of 31.03.2016) in % 2.42Benchmark (BM) No BenchmarkSwinging single pricing (SSP) 3) YesUnit Class Category BH
(capital growth)
ISIN LU0383588042
Valor no. 4491484
Redemptions DailySales registration:
Austria, Finland, France, Germany, Italy,Luxembourg, Norway, Singapore, Spain, Sweden,SwitzerlandEU taxation Out of scope
July 29, 2016Switzerland
CS (Lux) Asia Consumer Equity Fund
Net performance in CHF (rebased to 100) and yearly performance 2)
2012 2013 2014 2015 201680859095
100105110115120125
-20%-15%-10%-5%0%5%
10%15%20%25%
8.4
-4.7
-11.4
-4.4
CS (Lux) Asia Consumer Equity Fund BH CHF Yearly or year-to-date performance respectively (Fund)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 2.89 2.95 -4.42 -13.00 -9.79 -21.08
Sectors in %Fund
Financials 28.17Information Technology 26.85Consumer Staples 17.22Consumer Discretionary 15.57Telecommunication Services 6.05Materials 2.59Industrials 0.00Cash/Cash Equivalents 3.55
Currencies in %
HKD 37.64KRW 15.00USD 12.85IDR 8.83PHP 8.77EUR 4.75CHF 3.54JPY 3.50THB 2.98Others 2.14
Countries in %
China 29.24South Korea 16.12Hong Kong 11.55Indonesia 9.49Philippines 9.42Taiwan 5.58Japan 3.76Other Asia 3.39Cash/CashEquivalents 3.55Others 7.90
Significant Transactions
Number of holdings
Top 10 Holdings in %Samsung Electronics 5.77Tencent Hldg Ltd 5.62Amorepacific 5.55LG Household & Healthcare Ltd. 4.85China Mobile 4.70AIA Group Limited 4.51Alibaba ADR 3.92Megaworld Corp. 3.58Sands China Ltd. 3.41Taiwan Semicon 3.38Total 45.29
Investment policyThis theme-based equity fund is one of the veryfew mutual funds focusing on the investmentsin Greater China, developed and emerging Asia,together with the central Asian region. The fundtypically invests the majority of its assets incompanies engaged in the consumerdiscretionary, consumer staples andtelecommunication sectors. This includes, but isnot limited to, retailers and wholesalers ofregional brands, casinos and hotels, foodproducers, supermarkets, mobile devicemanufacturers and so on.
Repositioning as per 01.09.2012 (old Fundname: CS SICAV (Lux) Equity Silk Road)
Fund facts
Unit class currency CHF
Bloomberg ticker CLSILHC LX
Net asset value (NAV) 140.90
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 15.76 18.49Information ratio - -Tracking Error (Ex post) - -Beta - -
Cre
dit S
uiss
e S
ICA
V
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
169
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 5 - Class B USD
Purchases Sales- -
Fund 57
Fund manager Irene Beatrice PuettnerFund manager since 01.02.2008Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 179.07Inception date of share class 05.10.2001Management fee in % p.a. 1.92TER (as of 31.03.2016) in % 2.23Benchmark (BM)
NASDAQ Biotechnology Index (TR) (04/07)Swinging single pricing (SSP) 3) YesUnit Class Category B
(capital growth)
ISIN LU0130190969
Valor no. 1258035
Redemptions DailySales registration:
Austria, France, Germany, Italy, Luxembourg,Singapore, Spain, SwitzerlandEU taxation Out of scope
July 29, 2016Switzerland
CS (Lux) Global Biotech Innovators Equity Fund
Net performance in USD (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201650
100150200250300350400450
-50%0%
50%100%150%200%250%300%350%
1.635.1
61.131.1
9.4
-13.7
12.132.3
66.034.4
11.8
-14.3
CS (Lux) Global Biotech Innovators Equity Fund BUSD
Yearly or year-to-date performance respectively (Fund)
NASDAQ Biotechnology Index (TR) (04/07)Yearly or year-to-date performance respectively(Benchmark)
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 13.05 7.79 -13.65 -23.90 40.05 157.80Benchmark 12.43 8.07 -14.27 -24.05 47.86 184.30
Sectors in %Fund
Biotechnology 89.15Pharmaceuticals 7.10Life Sciences Tools & Services 3.64Cash/Cash Equivalents 0.12
Currencies in %
USD 88.26CHF 6.55DKK 5.12EUR 0.06GBP 0.01
Countries in %
USA 88.12Denmark 5.11Switzerland 3.90Cash/CashEquivalents 0.18Others 2.70
Significant Transactions
Number of holdings
Top 10 Holdings in %Celgene 7.34Biogen 7.12Amgen 6.43Gilead Sciences 5.57Regeneron Pharma. 5.46Biomarin Pharmaceutical 4.46Incyte 4.03Alexion Pharma. 3.79Vertex Pharma 3.79Illumina 3.40Total 51.39
Investment policyThis sector-based equity fund globally invests instocks of biotechnology companies to achievelong-term capital appreciation while maintainingan adequate distribution of risks. It offers accessto one of the fastest-growing segments of thehealth sector, and opportunity to participate ingrowth in value tied to clinical progress ofinnovative products from early stage to thoseready to be brought to market. The fund investsin numerous therapeutics areas, as well asdiagnosis and preventative treatments. Theportfolio is not constrained either in terms ofgeography or by market capitalization. TheNASDAQ Biotechnology TR serves as thebenchmark.
Fund facts
Unit class currency USD
Bloomberg ticker CLABIOT LX
Net asset value (NAV) 392.81
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 25.79 24.87Information ratio -0.45 -0.30Tracking Error (Ex post) 4.03 6.51Beta 1.03 1.09
170
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 5 - Class BH EUR
Purchases Sales- -
Fund 57
Fund manager Irene Beatrice PuettnerFund manager since 01.02.2008Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 179.07Inception date of share class 28.02.2006Management fee in % p.a. 1.92TER (as of 31.03.2016) in % 2.23Benchmark (BM) No BenchmarkSwinging single pricing (SSP) 3) YesUnit Class Category BH
(capital growth)
ISIN LU0240068329
Valor no. 2388468
Redemptions DailySales registration:
Austria, France, Germany, Italy, Luxembourg,Singapore, Spain, SwitzerlandEU taxation Out of scope
July 29, 2016Switzerland
CS (Lux) Global Biotech Innovators Equity Fund
Net performance in EUR (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201650
100
150
200
250
300
350
400
-50%
0%
50%
100%
150%
200%
250%
300%
1.134.7
60.130.8
9.4
-14.3
CS (Lux) Global Biotech Innovators Equity Fund BHEUR
Yearly or year-to-date performance respectively(Fund)
Yearly or year-to-date performance respectively(Benchmark)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 12.91 7.13 -14.30 -24.42 38.25 152.40
Sectors in %Fund
Biotechnology 89.15Pharmaceuticals 7.10Life Sciences Tools & Services 3.64Cash/Cash Equivalents 0.12
Currencies in %
USD 88.26CHF 6.55DKK 5.12EUR 0.06GBP 0.01
Countries in %
USA 88.12Denmark 5.11Switzerland 3.90Cash/CashEquivalents 0.18Others 2.70
Significant Transactions
Number of holdings
Top 10 Holdings in %Celgene 7.34Biogen 7.12Amgen 6.43Gilead Sciences 5.57Regeneron Pharma. 5.46Biomarin Pharmaceutical 4.46Incyte 4.03Alexion Pharma. 3.79Vertex Pharma 3.79Illumina 3.40Total 51.39
Investment policyThis sector-based equity fund globally invests instocks of biotechnology companies to achievelong-term capital appreciation while maintainingan adequate distribution of risks. It offers accessto one of the fastest-growing segments of thehealth sector, and opportunity to participate ingrowth in value tied to clinical progress ofinnovative products from early stage to thoseready to be brought to market. The fund investsin numerous therapeutics areas, as well asdiagnosis and preventative treatments. Theportfolio is not constrained either in terms ofgeography or by market capitalization. TheNASDAQ Biotechnology TR serves as thebenchmark.
Fund facts
Unit class currency EUR
Bloomberg ticker CLBIEHE LX
Net asset value (NAV) 262.42
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 25.80 24.77Information ratio - -Tracking Error (Ex post) - -Beta - -
Cre
dit S
uiss
e S
ICA
V
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
171
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 5 - Class IB USD
Purchases Sales- -
Fund 57
Fund manager Irene Beatrice PuettnerFund manager since 01.02.2008Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 179.07Inception date of share class 05.10.2001Management fee in % p.a. 0.90TER (as of 31.03.2016) in % 1.21Benchmark (BM)
NASDAQ Biotechnology Index (TR) (04/07)Swinging single pricing (SSP) 3) YesUnit Class Category IB
(capital growth)
ISIN LU0130191181
Valor no. 1258038
Min. Investment Amount 500'000Redemptions DailySales registration:
Austria, France, Germany, Italy, Luxembourg,Singapore, Spain, SwitzerlandEU taxation Out of scope
July 29, 2016Switzerland
CS (Lux) Global Biotech Innovators Equity Fund
Net performance in USD (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201650
100150200250300350400450
-50%0%
50%100%150%200%250%300%350%
3.736.3
62.832.5
10.5
-13.1
12.132.3
66.034.4
11.8
-14.3
CS (Lux) Global Biotech Innovators Equity Fund IBUSD
Yearly or year-to-date performance respectively (Fund)
NASDAQ Biotechnology Index (TR) (04/07)Yearly or year-to-date performance respectively(Benchmark)
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 13.14 8.07 -13.14 -23.12 44.40 167.54Benchmark 12.43 8.07 -14.27 -24.05 47.86 184.30
Sectors in %Fund
Biotechnology 89.15Pharmaceuticals 7.10Life Sciences Tools & Services 3.64Cash/Cash Equivalents 0.12
Currencies in %
USD 88.26CHF 6.55DKK 5.12EUR 0.06GBP 0.01
Countries in %
USA 88.12Denmark 5.11Switzerland 3.90Cash/CashEquivalents 0.18Others 2.70
Significant Transactions
Number of holdings
Top 10 Holdings in %Celgene 7.34Biogen 7.12Amgen 6.43Gilead Sciences 5.57Regeneron Pharma. 5.46Biomarin Pharmaceutical 4.46Incyte 4.03Alexion Pharma. 3.79Vertex Pharma 3.79Illumina 3.40Total 51.39
Investment policyThis sector-based equity fund globally invests instocks of biotechnology companies to achievelong-term capital appreciation while maintainingan adequate distribution of risks. It offers accessto one of the fastest-growing segments of thehealth sector, and opportunity to participate ingrowth in value tied to clinical progress ofinnovative products from early stage to thoseready to be brought to market. The fund investsin numerous therapeutics areas, as well asdiagnosis and preventative treatments. Theportfolio is not constrained either in terms ofgeography or by market capitalization. TheNASDAQ Biotechnology TR serves as thebenchmark.
Fund facts
Unit class currency USD
Bloomberg ticker CLABI1B LX
Net asset value (NAV) 429.64
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 25.80 23.66Information ratio -0.20 -0.27Tracking Error (Ex post) 4.03 4.47Beta 1.03 1.06
172
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class A USD & B USD
Fund manager Adrian Chee, Lei ZhuFund manager since 25.09.2012Location SingaporeFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 1'331.51Inception date 25.09.2012Management fee in % p.a. 1.10TER (as of 31.03.2016) in % 1.30Benchmark (BM)
JPM Asia Credit Index ex-Sovereign 1-10YSwinging single pricing (SSP) 3) YesUnit Class Category A
(distribution)
ISIN LU0828906700
Valor no. 19443037
Redemptions DailyEU taxation In scope - tax
Fund 218
July 29, 2016Switzerland
CS (Lux) Asia Corporate Bond Fund
Net performance in USD (rebased to 100) and yearly performance 2)
2012 2013 2014 2015 201695
100
105
110
115
120
125
130
-5%
0%
5%
10%
15%
20%
25%
30%
1.6
8.3
4.0
7.8
0.6
6.43.3
6.4
CS (Lux) Asia Corporate Bond Fund A USD Yearly or year-to-date performance respectively (Fund)JPM Asia Credit Index ex-Sovereign 1-10Y Yearly or year-to-date performance respectively (Benchmark)
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 1.89 4.18 7.82 8.92 25.62 -Benchmark 1.00 2.75 6.41 7.25 19.46 -
Credit Ratings in %
AA (Bucket) 1.90A (Bucket) 14.90BBB (Bucket) 50.00BB (Bucket) 23.40B (Bucket) 9.80
Maturities in years
0%5%
10%15%20%25%30%35%40%
0-1 1-3 3-5 5-7 7-10 10-15 >15
Sectors in %
Real estate 23.40Banks 21.50Investment Comp 9.80Insurance 8.10Holding Companies- Diversified 7.50Telecommunications 3.80Engineering 3.80Metals and mining 3.10Oil, Gas &Consumable Fuels 3.00Others 16.00
Currencies in %USD 99.00CNY 0.90SGD 0.10
Countries in %
China 49.10Hong Kong 10.70Japan 7.20India 3.40Singapore 3.00South Korea 1.70Indonesia 1.20Thailand 1.00Philippines 0.90Others 21.80
Top 10 Holdings in %Position Maturity as % of
assetsHuarong Finance II 19.11.25 1.83Sino-Ocean Land 04.02.20 1.51Tuspark 24.11.18 1.51NWD MTN 30.11.22 1.37Bank of East Asia 02.12.49 1.22Citic Securities 14.06.26 1.19China Cinda Fin 23.04.25 1.15Global Logisitic Prop 04.06.25 1.15ICBC 21.09.25 1.10Proven Honour Capital 06.05.26 1.07Total 13.10
Investment policyThe fund invests primarily in USD denominatedAsian debt instruments, bonds, notes, and similarfixed-interest or floating-rate securities of issuersdomiciled in Asia or conducting their mainbusiness activities in Asia. The Fund aims togenerate alpha from active management ofduration, sector exposure, and issuer selectionthrough fundamental bottom-up analyses basedon risk/reward parameters.
Fund facts
Category B(capital growth)
Unit class currency USD USDLU0828907005
Bloomberg ticker CSBACUALX
CSBACUB LX
19443063Net asset value(NAV)
109.69 125.99
Daily
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Duration and YieldFund
Gross portfolio yield in % 3.51Average remaining term to maturity in years 5.74Modified duration in years 0) 4.00
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 4.32 3.20Information ratio 0.65 1.05Tracking Error (Ex post) 2.39 1.59Maximum drawdown in % 4) -1.95 -2.144) Maximum drawdown is the most negative cumulative returnover a given time period.
Number of holdings
Default Probability Weighted Average CreditRating = BB+Linear Weighted Average Credit Rating = BBB-
Cre
dit S
uiss
e Fu
nd
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
173
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class BH CHF
Fund manager Adrian Chee, Lei ZhuFund manager since 25.09.2012Location SingaporeFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 1'331.51Inception date 25.09.2012Management fee in % p.a. 1.10TER (as of 31.03.2016) in % 1.30Benchmark (BM)
JPM Asia Credit Index ex-Sovereign 1-10Y(CHF-Hgd)
Swinging single pricing (SSP) 3) YesUnit Class Category BH
(capital growth)
ISIN LU0828908581
Valor no. 19443113
Redemptions DailyEU taxation In scope - tax
Fund 218
July 29, 2016Switzerland
CS (Lux) Asia Corporate Bond Fund
Net performance in CHF (rebased to 100) and yearly performance 2)
2012 2013 2014 2015 201695
100
105
110
115
120
125
-5%
0%
5%
10%
15%
20%
25%
1.1
7.7
2.7
6.6
0.1
6.0
1.8
5.3
CS (Lux) Asia Corporate Bond Fund BH CHF Yearly or year-to-date performance respectively (Fund)JPM Asia Credit Index ex-Sovereign 1-10Y(CHF-Hgd)
Yearly or year-to-date performance respectively(Benchmark)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 1.66 3.58 6.56 6.87 21.60 -Benchmark 0.98 2.24 5.30 5.43 15.86 -
Credit Ratings in %
AA (Bucket) 1.90A (Bucket) 14.90BBB (Bucket) 50.00BB (Bucket) 23.40B (Bucket) 9.80
Maturities in years
0%5%
10%15%20%25%30%35%40%
0-1 1-3 3-5 5-7 7-10 10-15 >15
Countries in %
China 49.10Hong Kong 10.70Japan 7.20India 3.40Singapore 3.00South Korea 1.70Indonesia 1.20Thailand 1.00Philippines 0.90Others 21.80
Sectors in %
Real estate 23.40Banks 21.50Investment Comp 9.80Insurance 8.10Holding Companies- Diversified 7.50Telecommunications 3.80Engineering 3.80Metals and mining 3.10Oil, Gas &Consumable Fuels 3.00Others 16.00
Currencies in %USD 99.00CNY 0.90SGD 0.10
Top 10 Holdings in %Position Maturity as % of
assetsHuarong Finance II 19.11.25 1.83Sino-Ocean Land 04.02.20 1.51Tuspark 24.11.18 1.51NWD MTN 30.11.22 1.37Bank of East Asia 02.12.49 1.22Citic Securities 14.06.26 1.19China Cinda Fin 23.04.25 1.15Global Logisitic Prop 04.06.25 1.15ICBC 21.09.25 1.10Proven Honour Capital 06.05.26 1.07Total 13.10
Investment policyThe fund invests primarily in USD denominatedAsian debt instruments, bonds, notes, and similarfixed-interest or floating-rate securities of issuersdomiciled in Asia or conducting their mainbusiness activities in Asia. The Fund aims togenerate alpha from active management ofduration, sector exposure, and issuer selectionthrough fundamental bottom-up analyses basedon risk/reward parameters.
Fund facts
Unit class currency CHF
Bloomberg ticker CSBACRC LX
Net asset value (NAV) 121.14
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Duration and YieldFund
Gross portfolio yield in % 3.51Average remaining term to maturity in years 5.74Modified duration in years 0) 4.00
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 4.26 3.24Information ratio 0.58 1.01Tracking Error (Ex post) 2.34 1.60Maximum drawdown in % 4) -2.06 -2.554) Maximum drawdown is the most negative cumulative returnover a given time period.
Number of holdings
Default Probability Weighted Average CreditRating = BB+Linear Weighted Average Credit Rating = BBB-
174
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class BH EUR
Fund manager Adrian Chee, Lei ZhuFund manager since 25.09.2012Location SingaporeFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 1'331.51Inception date 25.09.2012Management fee in % p.a. 1.10TER (as of 31.03.2016) in % 1.30Benchmark (BM)JPM Asia Credit Index ex-Sovereign 1-10Y (EUR-Hgd)Swinging single pricing (SSP) 3) YesUnit Class Category BH
(capital growth)
ISIN LU0828908748
Valor no. 19443115
Redemptions DailyEU taxation In scope - tax
Fund 218
July 29, 2016Switzerland
CS (Lux) Asia Corporate Bond Fund
Net performance in EUR (rebased to 100) and yearly performance 2)
2012 2013 2014 2015 201695
100
105
110
115
120
125
-5%
0%
5%
10%
15%
20%
25%
1.2
8.1
3.3
6.9
0.4
6.2
2.95.7
CS (Lux) Asia Corporate Bond Fund BH EUR Yearly or year-to-date performance respectively (Fund)JPM Asia Credit Index ex-Sovereign 1-10Y(EUR-Hgd)
Yearly or year-to-date performance respectively(Benchmark)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 1.78 3.73 6.88 7.55 23.26 -Benchmark 1.09 2.43 5.70 6.26 17.89 -
Credit Ratings in %
AA (Bucket) 1.90A (Bucket) 14.90BBB (Bucket) 50.00BB (Bucket) 23.40B (Bucket) 9.80
Maturities in years
0%5%
10%15%20%25%30%35%40%
0-1 1-3 3-5 5-7 7-10 10-15 >15
Sectors in %
Real estate 23.40Banks 21.50Investment Comp 9.80Insurance 8.10Holding Companies- Diversified 7.50Telecommunications 3.80Engineering 3.80Metals and mining 3.10Oil, Gas &Consumable Fuels 3.00Others 16.00
Currencies in %USD 99.00CNY 0.90SGD 0.10
Countries in %
China 49.10Hong Kong 10.70Japan 7.20India 3.40Singapore 3.00South Korea 1.70Indonesia 1.20Thailand 1.00Philippines 0.90Others 21.80
Top 10 Holdings in %Position Maturity as % of
assetsHuarong Finance II 19.11.25 1.83Sino-Ocean Land 04.02.20 1.51Tuspark 24.11.18 1.51NWD MTN 30.11.22 1.37Bank of East Asia 02.12.49 1.22Citic Securities 14.06.26 1.19China Cinda Fin 23.04.25 1.15Global Logisitic Prop 04.06.25 1.15ICBC 21.09.25 1.10Proven Honour Capital 06.05.26 1.07Total 13.10
Investment policyThe fund invests primarily in USD denominatedAsian debt instruments, bonds, notes, and similarfixed-interest or floating-rate securities of issuersdomiciled in Asia or conducting their mainbusiness activities in Asia. The Fund aims togenerate alpha from active management ofduration, sector exposure, and issuer selectionthrough fundamental bottom-up analyses basedon risk/reward parameters.
Fund facts
Unit class currency EUR
Bloomberg ticker CSBACRE LX
Net asset value (NAV) 123.15
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Duration and YieldFund
Gross portfolio yield in % 3.51Average remaining term to maturity in years 5.74Modified duration in years 0) 4.00
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 4.28 3.21Information ratio 0.51 0.93Tracking Error (Ex post) 2.36 1.60Maximum drawdown in % 4) -2.03 -2.374) Maximum drawdown is the most negative cumulative returnover a given time period.
Number of holdings
Default Probability Weighted Average CreditRating = BB+Linear Weighted Average Credit Rating = BBB-
Cre
dit S
uiss
e Fu
nd
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
175
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class IBH EUR
Fund manager Adrian Chee, Lei ZhuFund manager since 25.09.2012Location SingaporeFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 1'331.51Inception date 12.09.2013Management fee in % p.a. 0.55TER (as of 31.03.2016) in % 0.75Benchmark (BM)JPM Asia Credit Index ex-Sovereign 1-10Y (EUR-Hgd)Swinging single pricing (SSP) 3) YesUnit Class Category IBH
(capital growth)
ISIN LU0828909043
Valor no. 19443140
Min. Investment Amount 500'000Redemptions DailyEU taxation In scope - tax
Fund 218
July 29, 2016Switzerland
CS (Lux) Asia Corporate Bond Fund
Net performance in EUR (rebased to 100) and yearly performance 2)
2013 2014 2015 2016100
105
110
115
120
125
0%
5%
10%
15%
20%
25%
8.6
3.7
7.36.2
2.9
5.7
CS (Lux) Asia Corporate Bond Fund IBH EUR Yearly or year-to-date performance respectively (Fund)JPM Asia Credit Index ex-Sovereign 1-10Y(EUR-Hgd)
Yearly or year-to-date performance respectively(Benchmark)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 1.81 3.90 7.28 8.17 - -Benchmark 1.09 2.43 5.70 6.26 - -
Credit Ratings in %
AA (Bucket) 1.90A (Bucket) 14.90BBB (Bucket) 50.00BB (Bucket) 23.40B (Bucket) 9.80
Maturities in years
0%5%
10%15%20%25%30%35%40%
0-1 1-3 3-5 5-7 7-10 10-15 >15
Sectors in %
Real estate 23.40Banks 21.50Investment Comp 9.80Insurance 8.10Holding Companies- Diversified 7.50Engineering 3.80Telecommunications 3.80Metals and mining 3.10Oil, Gas &Consumable Fuels 3.00Others 16.00
Currencies in %USD 99.00CNY 0.90SGD 0.10
Countries in %
China 49.10Hong Kong 10.70Japan 7.20India 3.40Singapore 3.00South Korea 1.70Indonesia 1.20Thailand 1.00Philippines 0.90Others 21.80
Top 10 Holdings in %Position Maturity as % of
assetsHuarong Finance II 19.11.25 1.83Sino-Ocean Land 04.02.20 1.51Tuspark 24.11.18 1.51NWD MTN 30.11.22 1.37Bank of East Asia 02.12.49 1.22Citic Securities 14.06.26 1.19China Cinda Fin 23.04.25 1.15Global Logisitic Prop 04.06.25 1.15ICBC 21.09.25 1.10Proven Honour Capital 06.05.26 1.07Total 13.10
Investment policyThe fund invests primarily in USD denominatedAsian debt instruments, bonds, notes, and similarfixed-interest or floating-rate securities of issuersdomiciled in Asia or conducting their mainbusiness activities in Asia. The Fund aims togenerate alpha from active management ofduration, sector exposure, and issuer selectionthrough fundamental bottom-up analyses basedon risk/reward parameters.
Fund facts
Unit class currency EUR
Bloomberg ticker CSBSEUR LX
Net asset value (NAV) 1'244.75
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Duration and YieldFund
Gross portfolio yield in % 3.51Average remaining term to maturity in years 5.74Modified duration in years 0) 4.00
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 4.26 -Information ratio 0.76 -Tracking Error (Ex post) 2.33 -Maximum drawdown in % 4) -1.97 -4) Maximum drawdown is the most negative cumulative returnover a given time period.
Number of holdings
Default Probability Weighted Average CreditRating = BB+Linear Weighted Average Credit Rating = BBB-
176
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class EBH CHF
Fund manager Adrian Chee, Lei ZhuFund manager since 25.09.2012Location SingaporeFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 1'331.51Inception date 25.09.2012Management fee in % p.a. 0.45TER (as of 31.03.2016) in % 0.60Benchmark (BM)
JPM Asia Credit Index ex-Sovereign 1-10Y(CHF-Hgd)
Swinging single pricing (SSP) 3) YesUnit Class Category EBH
(capital growth)
ISIN LU0828909399
Valor no. 19443141
Redemptions DailyEU taxation In scope - tax
Fund 218
July 29, 2016Switzerland
CS (Lux) Asia Corporate Bond Fund
Net performance in CHF (rebased to 100) and yearly performance 2)
2012 2013 2014 2015 201695
100
105
110
115
120
125
-5%
0%
5%
10%
15%
20%
25%
1.8
8.4
3.4
7.0
0.1
6.0
1.8
5.3
CS (Lux) Asia Corporate Bond Fund EBH CHF Yearly or year-to-date performance respectively (Fund)JPM Asia Credit Index ex-Sovereign 1-10Y(CHF-Hgd)
Yearly or year-to-date performance respectively(Benchmark)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 1.71 3.75 7.00 7.69 24.10 -Benchmark 0.98 2.24 5.30 5.43 15.86 -
Credit Ratings in %
AA (Bucket) 1.90A (Bucket) 14.90BBB (Bucket) 50.00BB (Bucket) 23.40B (Bucket) 9.80
Maturities in years
0%5%
10%15%20%25%30%35%40%
0-1 1-3 3-5 5-7 7-10 10-15 >15
Sectors in %
Real estate 23.40Banks 21.50Investment Comp 9.80Insurance 8.10Holding Companies- Diversified 7.50Telecommunications 3.80Engineering 3.80Metals and mining 3.10Oil, Gas &Consumable Fuels 3.00Others 16.00
Currencies in %USD 99.00CNY 0.90SGD 0.10
Countries in %
China 49.10Hong Kong 10.70Japan 7.20India 3.40Singapore 3.00South Korea 1.70Indonesia 1.20Thailand 1.00Philippines 0.90Others 21.80
Top 10 Holdings in %Position Maturity as % of
assetsHuarong Finance II 19.11.25 1.83Sino-Ocean Land 04.02.20 1.51Tuspark 24.11.18 1.51NWD MTN 30.11.22 1.37Bank of East Asia 02.12.49 1.22Citic Securities 14.06.26 1.19China Cinda Fin 23.04.25 1.15Global Logisitic Prop 04.06.25 1.15ICBC 21.09.25 1.10Proven Honour Capital 06.05.26 1.07Total 13.10
Investment policyThe fund invests primarily in USD denominatedAsian debt instruments, bonds, notes, and similarfixed-interest or floating-rate securities of issuersdomiciled in Asia or conducting their mainbusiness activities in Asia. The Fund aims togenerate alpha from active management ofduration, sector exposure, and issuer selectionthrough fundamental bottom-up analyses basedon risk/reward parameters.
Fund facts
Unit class currency CHF
Bloomberg ticker CSBACTC LX
Net asset value (NAV) 124.63
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Duration and YieldFund
Gross portfolio yield in % 3.51Average remaining term to maturity in years 5.74Modified duration in years 0) 4.00
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 4.27 3.26Information ratio 0.90 1.41Tracking Error (Ex post) 2.37 1.63Maximum drawdown in % 4) -2.01 -2.344) Maximum drawdown is the most negative cumulative returnover a given time period.
Number of holdings
Default Probability Weighted Average CreditRating = BB+Linear Weighted Average Credit Rating = BBB-
Cre
dit S
uiss
e Fu
nd
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
177
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class EBH EUR
Fund manager Adrian Chee, Lei ZhuFund manager since 25.09.2012Location SingaporeFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 1'331.51Inception date 25.09.2012Management fee in % p.a. 0.45TER (as of 31.03.2016) in % 0.60Benchmark (BM)JPM Asia Credit Index ex-Sovereign 1-10Y (EUR-Hgd)Swinging single pricing (SSP) 3) YesUnit Class Category EBH
(capital growth)
ISIN LU0828909555
Valor no. 19443142
Redemptions DailyEU taxation In scope - tax
Fund 218
July 29, 2016Switzerland
CS (Lux) Asia Corporate Bond Fund
Net performance in EUR (rebased to 100) and yearly performance 2)
2012 2013 2014 2015 201695
100
105
110
115
120
125
130
-5%
0%
5%
10%
15%
20%
25%
30%
2.0
8.7
4.17.4
0.4
6.22.9
5.7
CS (Lux) Asia Corporate Bond Fund EBH EUR Yearly or year-to-date performance respectively (Fund)JPM Asia Credit Index ex-Sovereign 1-10Y(EUR-Hgd)
Yearly or year-to-date performance respectively(Benchmark)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 1.84 3.89 7.39 8.48 25.93 -Benchmark 1.09 2.43 5.70 6.26 17.89 -
Credit Ratings in %
AA (Bucket) 1.90A (Bucket) 14.90BBB (Bucket) 50.00BB (Bucket) 23.40B (Bucket) 9.80
Maturities in years
0%5%
10%15%20%25%30%35%40%
0-1 1-3 3-5 5-7 7-10 10-15 >15
Sectors in %
Real estate 23.40Banks 21.50Investment Comp 9.80Insurance 8.10Holding Companies- Diversified 7.50Engineering 3.80Telecommunications 3.80Metals and mining 3.10Oil, Gas &Consumable Fuels 3.00Others 16.00
Currencies in %USD 99.00CNY 0.90SGD 0.10
Countries in %
China 49.10Hong Kong 10.70Japan 7.20India 3.40Singapore 3.00South Korea 1.70Indonesia 1.20Thailand 1.00Philippines 0.90Others 21.80
Top 10 Holdings in %Position Maturity as % of
assetsHuarong Finance II 19.11.25 1.83Sino-Ocean Land 04.02.20 1.51Tuspark 24.11.18 1.51NWD MTN 30.11.22 1.37Bank of East Asia 02.12.49 1.22Citic Securities 14.06.26 1.19China Cinda Fin 23.04.25 1.15Global Logisitic Prop 04.06.25 1.15ICBC 21.09.25 1.10Proven Honour Capital 06.05.26 1.07Total 13.10
Investment policyThe fund invests primarily in USD denominatedAsian debt instruments, bonds, notes, and similarfixed-interest or floating-rate securities of issuersdomiciled in Asia or conducting their mainbusiness activities in Asia. The Fund aims togenerate alpha from active management ofduration, sector exposure, and issuer selectionthrough fundamental bottom-up analyses basedon risk/reward parameters.
Fund facts
Unit class currency EUR
Bloomberg ticker CSBACTE LX
Net asset value (NAV) 126.62
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Duration and YieldFund
Gross portfolio yield in % 3.51Average remaining term to maturity in years 5.74Modified duration in years 0) 4.00
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 4.26 3.21Information ratio 0.89 1.39Tracking Error (Ex post) 2.33 1.58Maximum drawdown in % 4) -1.92 -2.154) Maximum drawdown is the most negative cumulative returnover a given time period.
Number of holdings
Default Probability Weighted Average CreditRating = BB+Linear Weighted Average Credit Rating = BBB-
178
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class AH SGD
Fund manager Adrian Chee, Lei ZhuFund manager since 25.09.2012Location SingaporeFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 1'331.51Inception date 25.09.2012Management fee in % p.a. 1.10TER (as of 31.03.2016) in % 1.30Benchmark (BM)
JPM Asia Credit Index ex-Sovereign 1-10Y(SGD-Hgd)
Swinging single pricing (SSP) 3) YesUnit Class Category AH
(distribution)
ISIN LU0828910215
Valor no. 19443174
Last distribution 18.07.2016Distribution value 0.99Redemptions DailyEU taxation In scope - tax
Fund 218
July 29, 2016Switzerland
CS (Lux) Asia Corporate Bond Fund
Net performance in SGD (rebased to 100) and yearly performance 2)
2012 2013 2014 2015 201695
100
105
110
115
120
125
130
-5%
0%
5%
10%
15%
20%
25%
30%
1.5
8.25.0
8.0
0.4
6.44.4
6.7
CS (Lux) Asia Corporate Bond Fund AH SGD Yearly or year-to-date performance respectively (Fund)JPM Asia Credit Index ex-Sovereign 1-10Y(SGD-Hgd)
Yearly or year-to-date performance respectively(Benchmark)
Net performance in SGD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 1.89 4.22 8.02 9.77 26.91 -Benchmark 1.23 2.87 6.72 8.12 21.00 -
Credit Ratings in %
AA (Bucket) 1.90A (Bucket) 14.90BBB (Bucket) 50.00BB (Bucket) 23.40B (Bucket) 9.80
Maturities in years
0%5%
10%15%20%25%30%35%40%
0-1 1-3 3-5 5-7 7-10 10-15 >15
Sectors in %
Real estate 23.40Banks 21.50Investment Comp 9.80Insurance 8.10Holding Companies- Diversified 7.50Telecommunications 3.80Engineering 3.80Metals and mining 3.10Oil, Gas &Consumable Fuels 3.00Others 16.00
Currencies in %USD 99.00CNY 0.90SGD 0.10
Countries in %
China 49.10Hong Kong 10.70Japan 7.20India 3.40Singapore 3.00South Korea 1.70Indonesia 1.20Thailand 1.00Philippines 0.90Others 21.80
Top 10 Holdings in %Position Maturity as % of
assetsHuarong Finance II 19.11.25 1.83Sino-Ocean Land 04.02.20 1.51Tuspark 24.11.18 1.51NWD MTN 30.11.22 1.37Bank of East Asia 02.12.49 1.22Citic Securities 14.06.26 1.19China Cinda Fin 23.04.25 1.15Global Logisitic Prop 04.06.25 1.15ICBC 21.09.25 1.10Proven Honour Capital 06.05.26 1.07Total 13.10
Investment policyThe fund invests primarily in USD denominatedAsian debt instruments, bonds, notes, and similarfixed-interest or floating-rate securities of issuersdomiciled in Asia or conducting their mainbusiness activities in Asia. The Fund aims togenerate alpha from active management ofduration, sector exposure, and issuer selectionthrough fundamental bottom-up analyses basedon risk/reward parameters.
Fund facts
Unit class currency SGD
Bloomberg ticker CSBACXS LX
Net asset value (NAV) 110.79
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Duration and YieldFund
Gross portfolio yield in % 3.51Average remaining term to maturity in years 5.74Modified duration in years 0) 4.00
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 4.27 3.17Information ratio 0.64 1.01Tracking Error (Ex post) 2.37 1.58Maximum drawdown in % 4) -1.89 -1.984) Maximum drawdown is the most negative cumulative returnover a given time period.
Number of holdings
Default Probability Weighted Average CreditRating = BB+Linear Weighted Average Credit Rating = BBB-
Cre
dit S
uiss
e Fu
nd
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
179
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class B USD
Fund manager Adrian Chee, Lei ZhuFund manager since 25.09.2012Location SingaporeFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 22.26Inception date 25.09.2012Management fee in % p.a. 1.10TER (as of 31.03.2016) in % 1.42Swinging single pricing (SSP) 3) YesUnit Class Category B
(capital growth)
ISIN LU0828911023
Valor no. 19443023
Redemptions DailyEU taxation In scope - tax
Fund 42
July 29, 2016Switzerland
CS (Lux) Asia Local Currency Bond Fund
Net performance in USD (rebased to 100) and yearly performance 2)
2012 2013 2014 2015 201690
95
100
105
110
115
-10%
-5%
0%
5%
10%
15%
-4.6
4.5
-3.0
10.9
CS (Lux) Asia Local Currency Bond Fund B USD Yearly or year-to-date performance respectively (Fund)
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 2.64 3.53 10.85 10.13 15.66 -
Maturities in years
0%
5%
10%
15%
20%
25%
30%
0-1 1-3 3-5 5-7 7-10 10-15 >15
Credit Ratings in %
AAA 20.50AA (Bucket) 11.20A (Bucket) 16.70BBB (Bucket) 25.20BB (Bucket) 14.50B (Bucket) 11.90
Sectors in %
SovereignDebitors 38.30Real estate 23.90Supernationalorganisations 19.10Engineering 3.70Insurance 1.50Banks 1.50InvestmentComp 1.00Metals andmining 0.90Cash/CashEquivalents 3.60Others 6.50
Countries in %
China 23.00Supranational 19.10Malaysia 9.80South Korea 8.50Singapore 6.30Hong Kong 5.50Australia 3.80Luxembourg 3.60Indonesia 3.50Others 16.90
Currencies in %AUD 16.90INR 14.40CNY 14.10KRW 13.10MYR 10.00THB 7.80IDR 6.30SGD 5.20NZD 5.00Others 7.20
Investment policyThe fund is investing primarily in fixed andfloating rate debt securities and debt obligationsof government, government-related issues and/or corporate entities located throughout Asia inlocal currencies.The fund aims to generate alphafrom active management of duration, curve,issuer selection and currency strategies throughfundamental bottom-up analysis based on risk/reward parameters.
Fund facts
Unit class currency USD
Bloomberg ticker CSBALCB LX
Net asset value (NAV) 108.19
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Duration and YieldFund
Gross portfolio yield in % 4.67Average remaining term to maturity in years 9.27Modified duration in years 0) 6.14
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 10.26 7.51Information ratio 1.37 1.17Tracking Error (Ex post) 2.23 1.88Maximum drawdown in % 4) -4.33 -9.764) Maximum drawdown is the most negative cumulative returnover a given time period.
Number of holdings
Top 10 Holdings in %Position Maturity as % of
assetsEBRD 15.03.17 8.99Korea 10.12.42 7.30Malaysia (Govt of) 28.09.18 5.75Malaysia 15.03.23 4.06Singapore 01.07.20 3.84Indonesia 15.05.28 3.53Intl Finance Corp 03.12.16 3.46Ministry Fin. (Thailand) 29.06.44 3.34Afreximbank 29.07.19 2.86China Overseas Finance 29.10.43 2.85Total 45.98
Default Probability Weighted Average CreditRating = BBB-Linear Weighted Average Credit Rating = BBB-
180
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class BH CHF
Fund manager Adrian Chee, Lei ZhuFund manager since 25.09.2012Location SingaporeFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 22.26Inception date 25.09.2012Management fee in % p.a. 1.10TER (as of 31.03.2016) in % 1.39Benchmark (BM)
JPM GBI Asia Pacific Div. 1-10Y (Overlay CHF-Hgd)Swinging single pricing (SSP) 3) YesUnit Class Category BH
(capital growth)
ISIN LU0828912930
Valor no. 19443092
Redemptions DailyEU taxation In scope - tax
Fund 42
July 29, 2016Switzerland
CS (Lux) Asia Local Currency Bond Fund
Net performance in CHF (rebased to 100) and yearly performance 2)
2012 2013 2014 2015 201690
95
100
105
110
115
-10%
-5%
0%
5%
10%
15%
-5.1
4.0
-4.6
9.4
-5.6
3.0
-5.1
6.1
CS (Lux) Asia Local Currency Bond Fund BHCHF
Yearly or year-to-date performance respectively (Fund)
JPM GBI Asia Pacific Div. 1-10Y (OverlayCHF-Hgd)
Yearly or year-to-date performance respectively(Benchmark)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 2.41 2.82 9.39 8.09 11.46 -Benchmark 2.48 1.18 6.13 4.61 4.31 -
Maturities in years
0%
5%
10%
15%
20%
25%
30%
0-1 1-3 3-5 5-7 7-10 10-15 >15
Credit Ratings in %
AAA 20.50AA (Bucket) 11.20A (Bucket) 16.70BBB (Bucket) 25.20BB (Bucket) 14.50B (Bucket) 11.90
Sectors in %
SovereignDebitors 38.30Real estate 23.90Supernationalorganisations 19.10Engineering 3.70Banks 1.50Insurance 1.50InvestmentComp 1.00Metals andmining 0.90Cash/CashEquivalents 3.60Others 6.50
Countries in %
China 23.00Supranational 19.10Malaysia 9.80South Korea 8.50Singapore 6.30Hong Kong 5.50Australia 3.80Luxembourg 3.60Indonesia 3.50Others 16.90
Currencies in %AUD 16.90INR 14.40CNY 14.10KRW 13.10MYR 10.00THB 7.80IDR 6.30SGD 5.20NZD 5.00Others 7.20
Investment policyThe fund is investing primarily in fixed andfloating rate debt securities and debt obligationsof government, government-related issues and/or corporate entities located throughout Asia inlocal currencies.The fund aims to generate alphafrom active management of duration, curve,issuer selection and currency strategies throughfundamental bottom-up analysis based on risk/reward parameters.
Fund facts
Unit class currency CHF
Bloomberg ticker CSBALRC LX
Net asset value (NAV) 103.65
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Duration and YieldFund
Gross portfolio yield in % 4.67Average remaining term to maturity in years 9.27Modified duration in years 0) 6.14
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 10.08 7.43Information ratio 1.41 1.15Tracking Error (Ex post) 2.32 1.93Maximum drawdown in % 4) -4.42 -11.054) Maximum drawdown is the most negative cumulative returnover a given time period.
Number of holdingsTop 10 Holdings in %Position Maturity as % of
assetsEBRD 15.03.17 8.99Korea 10.12.42 7.30Malaysia (Govt of) 28.09.18 5.75Malaysia 15.03.23 4.06Singapore 01.07.20 3.84Indonesia 15.05.28 3.53Intl Finance Corp 03.12.16 3.46Ministry Fin. (Thailand) 29.06.44 3.34Afreximbank 29.07.19 2.86China Overseas Finance 29.10.43 2.85Total 45.98
Default Probability Weighted Average CreditRating = BBB-Linear Weighted Average Credit Rating = BBB-
Cre
dit S
uiss
e Fu
nd
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
181
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class BH EUR
Fund manager Adrian Chee, Lei ZhuFund manager since 25.09.2012Location SingaporeFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 22.26Inception date 25.09.2012Management fee in % p.a. 1.10TER (as of 31.03.2016) in % 1.41Benchmark (BM)
JPM GBI Asia Pacific Div. 1-10Y (Overlay EUR-Hgd)Swinging single pricing (SSP) 3) YesUnit Class Category BH
(capital growth)
ISIN LU0828913078
Valor no. 19443150
Redemptions DailyEU taxation In scope - tax
Fund 42
July 29, 2016Switzerland
CS (Lux) Asia Local Currency Bond Fund
Net performance in EUR (rebased to 100) and yearly performance 2)
2012 2013 2014 2015 201690
95
100
105
110
115
-10%
-5%
0%
5%
10%
15%
-5.0
4.2
-3.8
9.9
-5.4
3.3
-4.2
6.6
CS (Lux) Asia Local Currency Bond Fund BHEUR
Yearly or year-to-date performance respectively (Fund)
JPM GBI Asia Pacific Div. 1-10Y (OverlayEUR-Hgd)
Yearly or year-to-date performance respectively(Benchmark)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 2.56 3.06 9.89 8.82 13.26 -Benchmark 2.61 1.44 6.59 5.54 6.10 -
Maturities in years
0%
5%
10%
15%
20%
25%
30%
0-1 1-3 3-5 5-7 7-10 10-15 >15
Credit Ratings in %
AAA 20.50AA (Bucket) 11.20A (Bucket) 16.70BBB (Bucket) 25.20BB (Bucket) 14.50B (Bucket) 11.90
Sectors in %
SovereignDebitors 38.30Real estate 23.90Supernationalorganisations 19.10Engineering 3.70Banks 1.50Insurance 1.50InvestmentComp 1.00Metals andmining 0.90Cash/CashEquivalents 3.60Others 6.50
Countries in %
China 23.00Supranational 19.10Malaysia 9.80South Korea 8.50Singapore 6.30Hong Kong 5.50Australia 3.80Luxembourg 3.60Indonesia 3.50Others 16.90
Currencies in %AUD 16.90INR 14.40CNY 14.10KRW 13.10MYR 10.00THB 7.80IDR 6.30SGD 5.20NZD 5.00Others 7.20
Investment policyThe fund is investing primarily in fixed andfloating rate debt securities and debt obligationsof government, government-related issues and/or corporate entities located throughout Asia inlocal currencies.The fund aims to generate alphafrom active management of duration, curve,issuer selection and currency strategies throughfundamental bottom-up analysis based on risk/reward parameters.
Fund facts
Unit class currency EUR
Bloomberg ticker CSBALRE LX
Net asset value (NAV) 105.46
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Duration and YieldFund
Gross portfolio yield in % 4.67Average remaining term to maturity in years 9.27Modified duration in years 0) 6.14
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 10.09 7.44Information ratio 1.27 1.11Tracking Error (Ex post) 2.40 1.96Maximum drawdown in % 4) -4.36 -10.454) Maximum drawdown is the most negative cumulative returnover a given time period.
Number of holdingsTop 10 Holdings in %Position Maturity as % of
assetsEBRD 15.03.17 8.99Korea 10.12.42 7.30Malaysia (Govt of) 28.09.18 5.75Malaysia 15.03.23 4.06Singapore 01.07.20 3.84Indonesia 15.05.28 3.53Intl Finance Corp 03.12.16 3.46Ministry Fin. (Thailand) 29.06.44 3.34Afreximbank 29.07.19 2.86China Overseas Finance 29.10.43 2.85Total 45.98
Default Probability Weighted Average CreditRating = BBB-Linear Weighted Average Credit Rating = BBB-
182
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class EBH CHF
Fund manager Adrian Chee, Lei ZhuFund manager since 25.09.2012Location SingaporeFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 22.26Inception date 25.09.2012Management fee in % p.a. 0.45TER (as of 31.03.2016) in % 0.73Benchmark (BM)
JPM GBI Asia Pacific Div. 1-10Y (Overlay CHF-Hgd)Swinging single pricing (SSP) 3) YesUnit Class Category EBH
(capital growth)
ISIN LU0828913409
Valor no. 19443091
Redemptions DailyEU taxation In scope - tax
Fund 42
July 29, 2016Switzerland
CS (Lux) Asia Local Currency Bond Fund
Net performance in CHF (rebased to 100) and yearly performance 2)
2012 2013 2014 2015 201690
95
100
105
110
115
-10%
-5%
0%
5%
10%
15%
-4.5
4.7
-3.8
9.8
-5.6
3.0
-5.1
6.1
CS (Lux) Asia Local Currency Bond Fund EBHCHF
Yearly or year-to-date performance respectively (Fund)
JPM GBI Asia Pacific Div. 1-10Y (OverlayCHF-Hgd)
Yearly or year-to-date performance respectively(Benchmark)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 2.46 3.02 9.83 8.73 13.89 -Benchmark 2.48 1.18 6.13 4.61 4.31 -
Maturities in years
0%
5%
10%
15%
20%
25%
30%
0-1 1-3 3-5 5-7 7-10 10-15 >15
Credit Ratings in %
AAA 20.50AA (Bucket) 11.20A (Bucket) 16.70BBB (Bucket) 25.20BB (Bucket) 14.50B (Bucket) 11.90
Sectors in %
SovereignDebitors 38.30Real estate 23.90Supernationalorganisations 19.10Engineering 3.70Banks 1.50Insurance 1.50InvestmentComp 1.00Metals andmining 0.90Cash/CashEquivalents 3.60Others 6.50
Countries in %
China 23.00Supranational 19.10Malaysia 9.80South Korea 8.50Singapore 6.30Hong Kong 5.50Australia 3.80Luxembourg 3.60Indonesia 3.50Others 16.90
Currencies in %AUD 16.90INR 14.40CNY 14.10KRW 13.10MYR 10.00THB 7.80IDR 6.30SGD 5.20NZD 5.00Others 7.20
Investment policyThe fund is investing primarily in fixed andfloating rate debt securities and debt obligationsof government, government-related issues and/or corporate entities located throughout Asia inlocal currencies.The fund aims to generate alphafrom active management of duration, curve,issuer selection and currency strategies throughfundamental bottom-up analysis based on risk/reward parameters.
Fund facts
Unit class currency CHF
Bloomberg ticker CSBALTC LX
Net asset value (NAV) 106.59
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Duration and YieldFund
Gross portfolio yield in % 4.67Average remaining term to maturity in years 9.27Modified duration in years 0) 6.14
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 10.11 7.46Information ratio 1.62 1.51Tracking Error (Ex post) 2.38 1.94Maximum drawdown in % 4) -4.41 -10.244) Maximum drawdown is the most negative cumulative returnover a given time period.
Number of holdingsTop 10 Holdings in %Position Maturity as % of
assetsEBRD 15.03.17 8.99Korea 10.12.42 7.30Malaysia (Govt of) 28.09.18 5.75Malaysia 15.03.23 4.06Singapore 01.07.20 3.84Indonesia 15.05.28 3.53Intl Finance Corp 03.12.16 3.46Ministry Fin. (Thailand) 29.06.44 3.34Afreximbank 29.07.19 2.86China Overseas Finance 29.10.43 2.85Total 45.98
Default Probability Weighted Average CreditRating = BBB-Linear Weighted Average Credit Rating = BBB-
Cre
dit S
uiss
e Fu
nd
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
183
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class EBH EUR
Fund manager Adrian Chee, Lei ZhuFund manager since 25.09.2012Location SingaporeFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 22.26Inception date 25.09.2012Management fee in % p.a. 0.45TER (as of 31.03.2016) in % 0.72Benchmark (BM)
JPM GBI Asia Pacific Div. 1-10Y (Overlay EUR-Hgd)Swinging single pricing (SSP) 3) YesUnit Class Category EBH
(capital growth)
ISIN LU0828913664
Valor no. 19443086
Redemptions DailyEU taxation In scope - tax
Fund 42
July 29, 2016Switzerland
CS (Lux) Asia Local Currency Bond Fund
Net performance in EUR (rebased to 100) and yearly performance 2)
2012 2013 2014 2015 201690
95
100
105
110
115
-10%
-5%
0%
5%
10%
15%
-4.2
4.9
-3.1
10.3
-5.4
3.3
-4.2
6.6
CS (Lux) Asia Local Currency Bond Fund EBHEUR
Yearly or year-to-date performance respectively (Fund)
JPM GBI Asia Pacific Div. 1-10Y (OverlayEUR-Hgd)
Yearly or year-to-date performance respectively(Benchmark)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 2.61 3.23 10.25 9.61 15.56 -Benchmark 2.61 1.44 6.59 5.54 6.10 -
Maturities in years
0%
5%
10%
15%
20%
25%
30%
0-1 1-3 3-5 5-7 7-10 10-15 >15
Credit Ratings in %
AAA 20.50AA (Bucket) 11.20A (Bucket) 16.70BBB (Bucket) 25.20BB (Bucket) 14.50B (Bucket) 11.90
Sectors in %
SovereignDebitors 38.30Real estate 23.90Supernationalorganisations 19.10Engineering 3.70Insurance 1.50Banks 1.50InvestmentComp 1.00Metals andmining 0.90Cash/CashEquivalents 3.60Others 6.50
Countries in %
China 23.00Supranational 19.10Malaysia 9.80South Korea 8.50Singapore 6.30Hong Kong 5.50Australia 3.80Luxembourg 3.60Indonesia 3.50Others 16.90
Currencies in %AUD 16.90INR 14.40CNY 14.10KRW 13.10MYR 10.00THB 7.80IDR 6.30SGD 5.20NZD 5.00Others 7.20
Investment policyThe fund is investing primarily in fixed andfloating rate debt securities and debt obligationsof government, government-related issues and/or corporate entities located throughout Asia inlocal currencies.The fund aims to generate alphafrom active management of duration, curve,issuer selection and currency strategies throughfundamental bottom-up analysis based on risk/reward parameters.
Fund facts
Unit class currency EUR
Bloomberg ticker CSBALTE LX
Net asset value (NAV) 108.28
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Duration and YieldFund
Gross portfolio yield in % 4.67Average remaining term to maturity in years 9.27Modified duration in years 0) 6.14
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 10.08 7.44Information ratio 1.58 1.45Tracking Error (Ex post) 2.39 1.96Maximum drawdown in % 4) -4.18 -9.744) Maximum drawdown is the most negative cumulative returnover a given time period.
Number of holdingsTop 10 Holdings in %Position Maturity as % of
assetsEBRD 15.03.17 8.99Korea 10.12.42 7.30Malaysia (Govt of) 28.09.18 5.75Malaysia 15.03.23 4.06Singapore 01.07.20 3.84Indonesia 15.05.28 3.53Intl Finance Corp 03.12.16 3.46Ministry Fin. (Thailand) 29.06.44 3.34Afreximbank 29.07.19 2.86China Overseas Finance 29.10.43 2.85Total 45.98
Default Probability Weighted Average CreditRating = BBB-Linear Weighted Average Credit Rating = BBB-
184
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class AH SGD
Fund manager Adrian Chee, Lei ZhuFund manager since 25.09.2012Location SingaporeFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 22.26Inception date 25.09.2012Management fee in % p.a. 1.10TER (as of 31.03.2016) in % 1.44Benchmark (BM)
JPM GBI Asia Pacific Div. 1-10Y (Overlay SGD-Hgd)Swinging single pricing (SSP) 3) YesUnit Class
ISIN LU0828914639
Valor no. 19443039
Last distribution 18.07.2016Distribution value 0.76Redemptions DailyEU taxation In scope - tax
Fund 42
July 29, 2016Switzerland
CS (Lux) Asia Local Currency Bond Fund
Net performance in SGD (rebased to 100) and yearly performance 2)
2012 2013 2014 2015 201690
95
100
105
110
115
-10%
-5%
0%
5%
10%
15%
-4.9
4.4
-2.3
10.9
-5.3
3.5
-2.8
7.6
CS (Lux) Asia Local Currency Bond Fund AHSGD
Yearly or year-to-date performance respectively (Fund)
JPM GBI Asia Pacific Div. 1-10Y (OverlaySGD-Hgd)
Yearly or year-to-date performance respectively(Benchmark)
Net performance in SGD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 2.67 3.55 10.93 10.81 16.27 -Benchmark 2.74 1.86 7.61 7.29 8.93 -
Maturities in years
0%
5%
10%
15%
20%
25%
30%
0-1 1-3 3-5 5-7 7-10 10-15 >15
Credit Ratings in %
AAA 20.50AA (Bucket) 11.20A (Bucket) 16.70BBB (Bucket) 25.20BB (Bucket) 14.50B (Bucket) 11.90
Sectors in %
SovereignDebitors 38.30Real estate 23.90Supernationalorganisations 19.10Engineering 3.70Banks 1.50Insurance 1.50InvestmentComp 1.00Metals andmining 0.90Cash/CashEquivalents 3.60Others 6.50
Countries in %
China 23.00Supranational 19.10Malaysia 9.80South Korea 8.50Singapore 6.30Hong Kong 5.50Australia 3.80Luxembourg 3.60Indonesia 3.50Others 16.90
Currencies in %AUD 16.90INR 14.40CNY 14.10KRW 13.10MYR 10.00THB 7.80IDR 6.30SGD 5.20NZD 5.00Others 7.20
Investment policyThe fund is investing primarily in fixed andfloating rate debt securities and debt obligationsof government, government-related issues and/or corporate entities located throughout Asia inlocal currencies.The fund aims to generate alphafrom active management of duration, curve,issuer selection and currency strategies throughfundamental bottom-up analysis based on risk/reward parameters.
Fund facts
Unit class currency SGD
Bloomberg ticker CSBALXS LX
Net asset value (NAV) 96.81
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Duration and YieldFund
Gross portfolio yield in % 4.67Average remaining term to maturity in years 9.27Modified duration in years 0) 6.14
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 10.28 7.50Information ratio 1.30 1.10Tracking Error (Ex post) 2.49 1.97Maximum drawdown in % 4) -4.13 -9.464) Maximum drawdown is the most negative cumulative returnover a given time period.
Number of holdings
Top 10 Holdings in %Position Maturity as % of
assetsEBRD 15.03.17 8.99Korea 10.12.42 7.30Malaysia (Govt of) 28.09.18 5.75Malaysia 15.03.23 4.06Singapore 01.07.20 3.84Indonesia 15.05.28 3.53Intl Finance Corp 03.12.16 3.46Ministry Fin. (Thailand) 29.06.44 3.34Afreximbank 29.07.19 2.86China Overseas Finance 29.10.43 2.85Total 45.98
Default Probability Weighted Average CreditRating = BBB-Linear Weighted Average Credit Rating = BBB-
Cre
dit S
uiss
e Fu
nd
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
185
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class B USD
Fund manager Christopher Burton, Nelson LouieFund manager since 07.11.2005, 19.08.2010Location New York, New YorkFund domicile LuxembourgFund currency USDMin. Investment Amount NoneClose of financial year 31. MarchTotal net assets (in mil.) 518.88Inception date 07.11.2005Management fee in % p.a. 1.40TER (as of 31.03.2016) in % 1.55Benchmark (BM) Bloomberg Commodity Index (TR)Unit Class Category B
(capital growth)
ISIN LU0230918368
Valor no. 2288457
July 29, 2016Switzerland
CS (Lux) Commodity Index Plus USD Fund
Net performance in USD (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 2016405060708090
100110120
-60%-50%-40%-30%-20%-10%
0%10%20%
-12.8
-3.1-10.7
-17.5-25.5
7.4
-13.3
-1.1
-9.5-17.0
-24.7
7.5
CS (Lux) Commodity Index Plus USD FundB
Yearly or year-to-date performance respectively (Fund)
Bloomberg Commodity Index (TR)Yearly or year-to-date performance respectively(Benchmark)
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund -4.84 -1.21 7.39 -8.08 -34.33 -50.83Benchmark -5.11 -1.38 7.46 -7.98 -33.01 -48.02
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 13.92 14.73Information ratio -0.79 -1.16Tracking Error (Ex post) 0.84 0.96Beta 0.98 0.98
Commodity Sectors in %
Energy 32.44Agriculture 28.84Precious Metals 17.44Industrial Metals 17.04Livestock 4.23
Top collateral holdings in %Position Coupon % Maturity as % of
assetsUS Treasury 0.418 31.10.17 9.64US Treasury 0.460 30.04.18 8.96US Treasury 0.542 31.01.18 7.80US Treasury 0.500 30.09.16 6.87US Treasury 0.327 31.07.17 6.81US Treasury 0.334 31.01.17 4.96US Treasury 0.324 30.04.17 4.47US Treasury 0.500 31.01.17 4.00US Treasury 0.625 31.12.16 3.89US Treasury 0.625 15.11.16 3.60Total 61.00
Investment policyThe aim of the fund is to track the BloombergCommodity Index as closely as possible byinvesting in various derivatives. The fund alsoendeavors to achieve enhancement throughactively managing the derivatives. Its lowcorrelation with traditional asset classes makesthe fund an ideal portfolio diversificationinstrument. Furthermore, it offers goodprotection from inflation risks in the event of arise in commodity prices.
Fund facts
Unit class currency USD
Bloomberg ticker CSFLCUB LX
Net asset value (NAV) 53.03
186
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class IB USD
Fund manager Christopher Burton, Nelson LouieFund manager since 07.11.2005, 19.08.2010Location New York, New YorkFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 518.88Inception date 31.07.2006Management fee in % p.a. 0.40TER (as of 31.03.2016) in % 0.60Benchmark (BM) Bloomberg Commodity Index (TR)Unit Class Category IB
(capital growth)
ISIN LU0230918954
Valor no. 2288461
Min. Init. Investm. Amount (in mill.) 3
July 29, 2016Switzerland
CS (Lux) Commodity Index Plus USD Fund
Net performance in USD (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 2016405060708090
100110120
-60%-50%-40%-30%-20%-10%
0%10%20%
-11.9
-2.1-9.9
-16.7
-24.8
8.0
-13.3
-1.1
-9.5-17.0
-24.7
7.5
CS (Lux) Commodity Index Plus USD FundIB
Yearly or year-to-date performance respectively (Fund)
Bloomberg Commodity Index (TR)Yearly or year-to-date performance respectively(Benchmark)
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund -4.78 -0.98 7.97 -7.20 -32.43 -48.39Benchmark -5.11 -1.38 7.46 -7.98 -33.01 -48.02
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 13.92 14.73Information ratio 0.34 -0.15Tracking Error (Ex post) 0.84 0.96Beta 0.98 0.97
Commodity Sectors in %
Energy 32.44Agriculture 28.84Precious Metals 17.44Industrial Metals 17.04Livestock 4.23
Top collateral holdings in %Position Coupon % Maturity as % of
assetsUS Treasury 0.418 31.10.17 9.64US Treasury 0.460 30.04.18 8.96US Treasury 0.542 31.01.18 7.80US Treasury 0.500 30.09.16 6.87US Treasury 0.327 31.07.17 6.81US Treasury 0.334 31.01.17 4.96US Treasury 0.324 30.04.17 4.47US Treasury 0.500 31.01.17 4.00US Treasury 0.625 31.12.16 3.89US Treasury 0.625 15.11.16 3.60Total 61.00
Investment policyThe aim of the fund is to track the BloombergCommodity Index as closely as possible byinvesting in various derivatives. The fund alsoendeavors to achieve enhancement throughactively managing the derivatives. Its lowcorrelation with traditional asset classes makesthe fund an ideal portfolio diversificationinstrument. Furthermore, it offers goodprotection from inflation risks in the event of arise in commodity prices.
Fund facts
Unit class currency USD
Bloomberg ticker CSFLCUI LX
Net asset value (NAV) 537.84
Cre
dit S
uiss
e Fu
nd
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
187
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class BH EUR
Fund manager Christopher Burton, Nelson LouieFund manager since 07.11.2005, 19.08.2010Location New York, New YorkFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 518.88Inception date 17.04.2012Management fee in % p.a. 1.40TER (as of 31.03.2016) in % 1.60Benchmark (BM)
Bloomberg Commodity (TR) (EUR-Hgd Daily Mod.)(09/13)
Unit Class Category BH(capital growth)
ISIN LU0755570602
Valor no. 18118457
July 29, 2016Switzerland
CS (Lux) Commodity Index Plus USD Fund
Net performance in EUR (rebased to 100) and yearly performance 2)
(Simulated prior to April 17, 2012) *
2011 2012 2013 2014 2015 2016405060708090
100110120
-60%-50%-40%-30%-20%-10%
0%10%20%
-13.1
-4.0-11.2
-17.7
-26.2
6.4
-13.7
-1.4
-9.8-17.2
-25.3
6.6
CS (Lux) Commodity Index Plus USD Fund BHEUR
Yearly or year-to-date performance respectively(Fund)
Bloomberg Commodity (TR) (EUR-Hgd Daily Mod.)(09/13)
Yearly or year-to-date performance respectively(Benchmark)
The shareclass was launched on 17.04.2012 and therefore no actual performance data are available prior to this date. The simulated performance presented above,up to and including 16.04.2012, is intended to provide an indication of how the shareclass may have performed in the past. It is based on the performance ofCSF (Lux) Commodity Index Plus (Euro) with same investment policy and characteristics, managed by the investment manager of the Fund continuously since01.01.2007. Past performance, whether actual or simulated, does not guarantee future results.
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund -5.02 -1.71 6.39 -9.17 -35.83 -52.81Benchmark -5.23 -1.85 6.60 -8.91 -34.27 -49.41
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 13.89 14.72Information ratio -0.99 -1.48Tracking Error (Ex post) 0.81 0.94Beta 0.98 0.97
Commodity Sectors in %
Energy 32.44Agriculture 28.84Precious Metals 17.44Industrial Metals 17.04Livestock 4.23
Top collateral holdings in %Position Coupon % Maturity as % of
assetsUS Treasury 0.418 31.10.17 9.64US Treasury 0.460 30.04.18 8.96US Treasury 0.542 31.01.18 7.80US Treasury 0.500 30.09.16 6.87US Treasury 0.327 31.07.17 6.81US Treasury 0.334 31.01.17 4.96US Treasury 0.324 30.04.17 4.47US Treasury 0.500 31.01.17 4.00US Treasury 0.625 31.12.16 3.89US Treasury 0.625 15.11.16 3.60Total 61.00
Investment policyThe aim of the fund is to track the BloombergCommodity Index as closely as possible byinvesting in various derivatives. The fund alsoendeavors to achieve enhancement throughactively managing the derivatives. Its lowcorrelation with traditional asset classes makesthe fund an ideal portfolio diversificationinstrument. Furthermore, it offers goodprotection from inflation risks in the event of arise in commodity prices.
Fund facts
Unit class currency EUR
Bloomberg ticker CSCIPRE LX
Net asset value (NAV) 44.30
188
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class IBH EUR
Fund manager Christopher Burton, Nelson LouieFund manager since 07.11.2005, 19.08.2010Location New York, New YorkFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 518.88Inception date 17.04.2012Management fee in % p.a. 0.40TER (as of 31.03.2016) in % 0.60Benchmark (BM)
Bloomberg Commodity (TR) (EUR-Hgd Daily Mod.)(09/13)
Unit Class Category IBH(capital growth)
ISIN LU0755571592
Valor no. 18118539
Min. Init. Investm. Amount (in mill.) 3
July 29, 2016Switzerland
CS (Lux) Commodity Index Plus USD Fund
Net performance in EUR (rebased to 100) and yearly performance 2)
(Simulated prior to April 17, 2012) *
2011 2012 2013 2014 2015 2016405060708090
100110120
-60%-50%-40%-30%-20%-10%
0%10%20%
-12.3
-3.0-10.3
-16.9
-25.5
7.0
-13.7
-1.4
-9.8-17.2
-25.3
6.6
CS (Lux) Commodity Index Plus USD Fund IBHEUR
Yearly or year-to-date performance respectively(Fund)
Bloomberg Commodity (TR) (EUR-Hgd Daily Mod.)(09/13)
Yearly or year-to-date performance respectively(Benchmark)
The shareclass was launched on 17.04.2012 and therefore no actual performance data are available prior to this date. The simulated performance presented above,up to and including 16.04.2012, is intended to provide an indication of how the shareclass may have performed in the past. It is based on the performance ofCSF (Lux) Commodity Index Plus (Euro) I with same investment policy and characteristics, managed by the investment manager of the Fund continuously since01.01.2007. Past performance, whether actual or simulated, does not guarantee future results.
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund -4.94 -1.46 7.01 -8.26 -33.89 -50.39Benchmark -5.23 -1.85 6.60 -8.91 -34.27 -49.41
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 13.89 14.72Information ratio 0.23 -0.42Tracking Error (Ex post) 0.82 0.95Beta 0.98 0.97
Commodity Sectors in %
Energy 32.44Agriculture 28.84Precious Metals 17.44Industrial Metals 17.04Livestock 4.23
Top collateral holdings in %Position Coupon % Maturity as % of
assetsUS Treasury 0.418 31.10.17 9.64US Treasury 0.460 30.04.18 8.96US Treasury 0.542 31.01.18 7.80US Treasury 0.500 30.09.16 6.87US Treasury 0.327 31.07.17 6.81US Treasury 0.334 31.01.17 4.96US Treasury 0.324 30.04.17 4.47US Treasury 0.500 31.01.17 4.00US Treasury 0.625 31.12.16 3.89US Treasury 0.625 15.11.16 3.60Total 61.00
Investment policyThe aim of the fund is to track the BloombergCommodity Index as closely as possible byinvesting in various derivatives. The fund alsoendeavors to achieve enhancement throughactively managing the derivatives. Its lowcorrelation with traditional asset classes makesthe fund an ideal portfolio diversificationinstrument. Furthermore, it offers goodprotection from inflation risks in the event of arise in commodity prices.
Fund facts
Unit class currency EUR
Bloomberg ticker CSCIPSE LX
Net asset value (NAV) 467.30
Cre
dit S
uiss
e Fu
nd
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
189
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class B EUR
Fund manager iMACS Funds TeamFund manager since 01.03.2012Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 45.54Inception date 15.01.2009Management fee in % p.a. 1.92TER (as of 31.03.2016) in % 2.18Benchmark (BM) MSCI World (NR) (01/13)Unit Class Category B
(capital growth)
ISIN LU0395641813
Valor no. 4751729
Redemptions DailyEU taxation Out of scope
Purchases SalesCANADIAN UTILITIES Nv AVIVA- COCA-COLA- STARBUCKS- IBERDROLA- SOUTHWEST AIRLINES
July 29, 2016Switzerland
CS (Lux) Global Responsible Equity Fund
Net performance in EUR (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201680
100
120
140
160
180
200
-20%
0%
20%
40%
60%
80%
100%
-6.7
9.615.5 16.5
5.6
-2.8-4.8
13.721.2 19.5
10.41.9
CS (Lux) Global Responsible Equity Fund BEUR
Yearly or year-to-date performance respectively (Fund)
MSCI World (NR) (01/13)Yearly or year-to-date performance respectively(Benchmark)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 3.56 3.71 -2.78 -8.32 26.04 48.51Benchmark 3.54 6.15 1.91 -1.65 43.82 82.16
Sectors in %Fund
Financials 17.03Information Technology 15.94Health Care 14.46Consumer Discretionary 11.90Consumer Staples 9.86Industrials 9.64Energy 5.60Materials 4.45Cash/Cash Equivalents 2.89Others 8.23
Currencies in %
USD 61.86EUR 13.72JPY 8.10GBP 6.30CAD 3.39CHF 2.99HKD 2.85AUD 0.79
Countries in %
USA 59.00Japan 8.07United Kingdom 6.25France 6.13Germany 5.25Canada 3.38Switzerland 2.99Hong Kong 1.94Cash/CashEquivalents 2.89Others 4.10
Top 10 Holdings in %Pictet Lux Funds 2.41SAP SE 2.07Microsoft Corp 1.78Intel 1.71CAP Gemini 1.70Bristol Myers 1.69Sekisui House 1.66Time Warner 1.66Walt Disney 1.66Blackrock 1.65Total 17.99
Investment policyThis fund's objective is to generate the highestpossible return in euros by taking advantage ofthe possibilities for international diversification.The fund invests at least 80% in equities andequity-type securities worldwide. In addition tothis equity portfolio, the fund may hold up to20% of its assets in money market instruments.The selection of investments is geared largelytoward compliance with international norms andstandards in the field of Environment, Social andCorporate Governance (ESG) and the UNPrinciples for Responsible Investments (PRI).
Fund facts
Unit class currency EUR
Bloomberg ticker CSFGREB LX
Net asset value (NAV) 204.28
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 12.01 11.06Information ratio -2.03 -1.75Tracking Error (Ex post) 2.17 2.33Beta 1.01 0.94
Significant Transactions
190
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class IB EUR
Fund manager iMACS Funds TeamFund manager since 01.03.2012Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 45.54Inception date 13.11.2009Management fee in % p.a. 0.75TER (as of 31.03.2016) in % 1.01Benchmark (BM) MSCI World (NR) (01/13)Unit Class Category IB
(capital growth)
ISIN LU0395641904
Valor no. 4751734
Min. Investment Amount 500'000Redemptions DailyEU taxation Out of scope
Purchases SalesCANADIAN UTILITIES Nv AVIVA- COCA-COLA- STARBUCKS- IBERDROLA- SOUTHWEST AIRLINES
July 29, 2016Switzerland
CS (Lux) Global Responsible Equity Fund
Net performance in EUR (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201680
100
120
140
160
180
200
-20%
0%
20%
40%
60%
80%
100%
-5.6
10.816.9 17.8
6.9
-2.1-4.8
13.721.2 19.5
10.41.9
CS (Lux) Global Responsible Equity Fund IBEUR
Yearly or year-to-date performance respectively (Fund)
MSCI World (NR) (01/13)Yearly or year-to-date performance respectively(Benchmark)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 3.66 4.02 -2.12 -7.24 30.53 57.45Benchmark 3.54 6.15 1.91 -1.65 43.82 82.16
Sectors in %Fund
Financials 17.03Information Technology 15.94Health Care 14.46Consumer Discretionary 11.90Consumer Staples 9.86Industrials 9.64Energy 5.60Materials 4.45Cash/Cash Equivalents 2.89Others 8.23
Currencies in %
USD 61.86EUR 13.72JPY 8.10GBP 6.30CAD 3.39CHF 2.99HKD 2.85AUD 0.79
Countries in %
USA 59.00Japan 8.07United Kingdom 6.25France 6.13Germany 5.25Canada 3.38Switzerland 2.99Hong Kong 1.94Cash/CashEquivalents 2.89Others 4.10
Top 10 Holdings in %Pictet Lux Funds 2.41SAP SE 2.07Microsoft Corp 1.78Intel 1.71CAP Gemini 1.70Bristol Myers 1.69Sekisui House 1.66Time Warner 1.66Walt Disney 1.66Blackrock 1.65Total 17.99
Investment policyThis fund's objective is to generate the highestpossible return in euros by taking advantage ofthe possibilities for international diversification.The fund invests at least 80% in equities andequity-type securities worldwide. In addition tothis equity portfolio, the fund may hold up to20% of its assets in money market instruments.The selection of investments is geared largelytoward compliance with international norms andstandards in the field of Environment, Social andCorporate Governance (ESG) and the UNPrinciples for Responsible Investments (PRI).
Fund facts
Unit class currency EUR
Bloomberg ticker CSFGREI LX
Net asset value (NAV) 1'783.02
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 12.02 11.07Information ratio -1.49 -1.25Tracking Error (Ex post) 2.17 2.34Beta 1.01 0.94
Significant TransactionsC
redi
t Sui
sse
Fund
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
191
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class B EUR
Fund manager Lukas HaasFund manager since 01.07.2015Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 180.16Inception date 16.08.2011Management fee in % p.a. 0.15TER (as of 31.03.2016) in % 0.27Benchmark (BM) Citigroup EMU EUR 3M Euro Dep.Swinging single pricing (SSP) 3) YesUnit Class Category B
(capital growth)
ISIN LU0650600199
Valor no. 13405155
Redemptions DailyEU taxation In scope - tax
Fund 58
July 29, 2016Switzerland
CS (Lux) Money Market Fund - EUR
Net performance in EUR (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201699
100
101
102
103
-1%
0%
1%
2%
3%
0.80.5
-0.1 0.0-0.2 -0.2
1.2
0.6
0.1 0.2
0.0 -0.2
CS (Lux) Money Market Fund - EUR B Yearly or year-to-date performance respectively (Fund)Citigroup EMU EUR 3M Euro Dep. Yearly or year-to-date performance respectively (Benchmark)
Former Track record of Orchis EUR Money Market (19.04.2005 - 15.08.2011)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund -0.04 -0.07 -0.18 -0.25 -0.42 0.35Benchmark -0.03 -0.09 -0.17 -0.22 -0.03 1.19
Maturities in months
0%
5%
10%
15%
20%
25%
30%
0-1 1-2 2-3 3-6 6-9 9-12 >12
Currencies in %before hedging after hedging
EUR 100.00 100.00
Credit Ratings in %
A-1+ 18.66A-1 42.87A-2 15.07AAA (Bucket) 3.32AA (Bucket) 4.59A (Bucket) 13.83BBB (Bucket) 1.66
Top 10 Holdings in %Position Maturity as % of
assetsBelgium 28.09.16 3.71Caisse Des Depots etConsignations
03.02.17 3.60
Agence Centrale 27.02.17 3.59FMS Wertmanagement 18.04.17 3.00Danske Bank A/S LondonBranch
16.05.17 2.40
SEB 19.05.17 2.39Abbey National Treasury 04.05.17 2.39CS London 30.03.17 2.39ING Bank 13.10.16 2.39Bayerische Landesbank 20.10.16 2.39Total 28.26
Duration and YieldFund
Gross portfolio yield in % -0.16Weighted Average Life (in days) 146-Weighted Average Maturity (in days) 141-
Asset Allocation in %Commercial Paper 68.28Bonds with short maturity 20.10Floating-rate Notes (FRN)/(FRMTN) 3.29Cash/Cash Equivalents 8.33Total 100.00
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 0.05 0.13Information ratio -3.12 -1.84Tracking Error (Ex post) 0.04 0.09Maximum drawdown in % 4) -0.42 -0.474) Maximum drawdown is the most negative cumulative returnover a given time period.
Investment policyThe fund invests in EUR-denominated moneymarket instruments as well as in short-term fixedand variable-rate securities of first-class debtors.The creditworthiness for an investment purchasecorresponds to at least "A" of a leadingcredit-rating agency or a comparable internalrating, and "A-2" (S&P) / "P-2" (Moody’s) formoney market instruments. The fund, includingany derivative financial instruments, must havean average bullet maturity of no more than 12months and an average residual maturity of sixmonths. In the case of variable-rate investments,the next date on which the interest rate is dueto be adjusted is deemed to the residual maturitydate. The residual maturity of the individualinvestments may not exceed two years providedthat the next date for interest-rate adjustmentdoes not exceed 397 days. The fund is a "moneymarket fund" pursuant to the CESR Guidelinesfor Money Market Funds (CESR / 10-049).
Fund facts
Unit class currency EUR
Bloomberg ticker CSLMMEB LX
Net asset value (NAV) 100.27
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Number of holdings
Default Probability Weighted Average CreditRating = ALinear Weighted Average Credit Rating = A+
192
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class IB EUR
Fund manager Lukas HaasFund manager since 01.07.2015Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 180.16Inception date 16.08.2011Management fee in % p.a. 0.13TER (as of 31.03.2016) in % 0.24Benchmark (BM) Citigroup EMU EUR 3M Euro Dep.Swinging single pricing (SSP) 3) YesUnit Class Category IB
(capital growth)
ISIN LU0650600512
Valor no. 13405159
Min. Investment Amount 500'000Redemptions DailyEU taxation In scope - tax
Fund 58
July 29, 2016Switzerland
CS (Lux) Money Market Fund - EUR
Net performance in EUR (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201699
100
101
102
103
-1%
0%
1%
2%
3%
0.80.6
0.00.0
-0.2 -0.2
1.2
0.6
0.1 0.2
0.0 -0.2
CS (Lux) Money Market Fund - EUR IB Yearly or year-to-date performance respectively (Fund)Citigroup EMU EUR 3M Euro Dep. Yearly or year-to-date performance respectively (Benchmark)
Former Track record of Orchis EUR Money Market (19.04.2005 - 15.08.2011)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund -0.04 -0.06 -0.16 -0.22 -0.31 0.54Benchmark -0.03 -0.09 -0.17 -0.22 -0.03 1.19
Maturities in months
0%
5%
10%
15%
20%
25%
30%
0-1 1-2 2-3 3-6 6-9 9-12 >12
Currencies in %before hedging after hedging
EUR 100.00 100.00
Credit Ratings in %
A-1+ 18.66A-1 42.87A-2 15.07AAA (Bucket) 3.32AA (Bucket) 4.59A (Bucket) 13.83BBB (Bucket) 1.66
Top 10 Holdings in %Position Maturity as % of
assetsBelgium 28.09.16 3.71Caisse Des Depots etConsignations
03.02.17 3.60
Agence Centrale 27.02.17 3.59FMS Wertmanagement 18.04.17 3.00Danske Bank A/S LondonBranch
16.05.17 2.40
SEB 19.05.17 2.39Abbey National Treasury 04.05.17 2.39CS London 30.03.17 2.39ING Bank 13.10.16 2.39Bayerische Landesbank 20.10.16 2.39Total 28.26
Duration and YieldFund
Gross portfolio yield in % -0.16Weighted Average Life (in days) 146-Weighted Average Maturity (in days) 141-
Asset Allocation in %Commercial Paper 68.28Bonds with short maturity 20.10Floating-rate Notes (FRN)/(FRMTN) 3.29Cash/Cash Equivalents 8.33Total 100.00
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 0.05 0.13Information ratio -2.21 -1.42Tracking Error (Ex post) 0.04 0.09Maximum drawdown in % 4) -0.35 -0.354) Maximum drawdown is the most negative cumulative returnover a given time period.
Investment policyThe fund invests in EUR-denominated moneymarket instruments as well as in short-term fixedand variable-rate securities of first-class debtors.The creditworthiness for an investment purchasecorresponds to at least "A" of a leadingcredit-rating agency or a comparable internalrating, and "A-2" (S&P) / "P-2" (Moody’s) formoney market instruments. The fund, includingany derivative financial instruments, must havean average bullet maturity of no more than 12months and an average residual maturity of sixmonths. In the case of variable-rate investments,the next date on which the interest rate is dueto be adjusted is deemed to the residual maturitydate. The residual maturity of the individualinvestments may not exceed two years providedthat the next date for interest-rate adjustmentdoes not exceed 397 days. The fund is a "moneymarket fund" pursuant to the CESR Guidelinesfor Money Market Funds (CESR / 10-049).
Fund facts
Unit class currency EUR
Bloomberg ticker CSLMMEI LX
Net asset value (NAV) 1'004.62
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Number of holdings
Default Probability Weighted Average CreditRating = ALinear Weighted Average Credit Rating = A+
Cre
dit S
uiss
e Fu
nd
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
193
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class B CHF
Fund 63
Fund manager Marco BarrecaFund manager since 01.07.2015Location ZurichFund domicile LuxembourgFund currency CHFClose of financial year 31. MarchTotal net assets (in mil.) 465.78Inception date 02.08.2010Management fee in % p.a. 0.05TER (as of 31.03.2016) in % 0.17Benchmark (BM) Citigroup CHF 3M Euro Dep.Swinging single pricing (SSP) 3) YesUnit Class Category B
(capital growth)
ISIN LU0507202330
Valor no. 11273207
Redemptions DailyEU taxation In scope - tax
July 29, 2016Switzerland
CS (Lux) Money Market Fund - CHF
Net performance in CHF (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201698
99
100
101
-2%
-1%
0%
1%
-0.1
0.2
0.0 -0.1
-0.8-0.5
0.2
0.0 -0.1 -0.1
-0.9
-0.5
CS (Lux) Money Market Fund - CHF B Yearly or year-to-date performance respectively (Fund)Citigroup CHF 3M Euro Dep. Yearly or year-to-date performance respectively (Benchmark)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund -0.09 -0.26 -0.51 -0.95 -1.36 -1.43Benchmark -0.08 -0.23 -0.52 -0.91 -1.61 -1.65
Maturities in months
0%
5%
10%
15%
20%
25%
0-1 1-2 2-3 3-6 6-9 9-12 >12
Currencies in %before hedging after hedging
CHF 100.00 100.00
Credit Ratings in %
AAA 46.48A 23.39A-1 12.32AA (Bucket) 14.42BBB (Bucket) 3.39
Duration and YieldFund
Gross portfolio yield in % -0.63Weighted Average Life (in days) 109Weighted Average Maturity (in days) 106
Top 10 Holdings in %Position Maturity as % of
assetsSwiss Government 12.10.16 6.13Swiss Confederation T-bill 01.09.16 4.29Swiss Confederation T-bill 25.08.16 4.29Swiss Confederation 06.07.17 3.24Swiss Confederation T-bill 08.09.16 3.22Swiss Confederation T-bill 15.09.16 3.22Bank of America 23.12.16 2.96CFF 15.11.16 2.87Czech Republic 23.11.16 2.87LGT Finance Limited 08.12.16 2.87Total 35.96
Asset Allocation in %Bonds with short maturity 85.80Cash & Time Deposits 6.74Commercial Paper 5.58Floating-rate Notes (FRN) 1.88Total 100.00
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 0.16 0.17Information ratio 1.01 0.32Tracking Error (Ex post) 0.08 0.13Maximum drawdown in % 4) -1.37 -1.454) Maximum drawdown is the most negative cumulative returnover a given time period.
Number of holdings
Fund Credit Quality RatingStandard & Poor's AAAf
Investment policyThe fund invests in CHF-denominated moneymarket instruments as well as in short-term fixedand variable-rate securities of first-class debtors.The creditworthiness for an investment purchasecorresponds to at least "A" of a leadingcredit-rating agency or a comparable internalrating, and "A-2" (S&P) / "P-2" (Moody’s) formoney market instruments. The fund, includingderivative financial instruments, must have anaverage bullet maturity of no more than 12months and an average residual maturity of sixmonths. In the case of variable-rate investments,the next date on which the interest rate is dueto be adjusted is deemed to the residual maturitydate. The residual maturity of the individualinvestments may not exceed two years providedthat the next date for interest-rate adjustmentdoes not exceed 397 days. The fund is a "moneymarket fund" pursuant to the CESR guidelinesfor money market funds (CESR / 10-049).
Fund facts
Unit class currency CHF
Bloomberg ticker CSFMMSB LX
Net asset value (NAV) 704.65
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Default Probability Weighted Average CreditRating = A+Linear Weighted Average Credit Rating = AA-
194
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class B USD
Fund 50
Fund manager Lukas HaasFund manager since 01.07.2015Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 102.96Inception date 16.08.2011Management fee in % p.a. 0.30TER (as of 31.03.2016) in % 0.42Benchmark (BM) Citigroup USD 3M Euro Dep.Swinging single pricing (SSP) 3) YesUnit Class Category B
(capital growth)
ISIN LU0650600785
Valor no. 13405161
Redemptions DailyEU taxation In scope - tax
July 29, 2016Switzerland
CS (Lux) Money Market Fund - USD
Net performance in USD (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201699
100
101
102
103
-1%
0%
1%
2%
3%
0.0
0.40.1 0.0 0.0
0.30.3 0.4 0.3 0.2 0.4 0.4
CS (Lux) Money Market Fund - USD B Yearly or year-to-date performance respectively (Fund)Citigroup USD 3M Euro Dep. Yearly or year-to-date performance respectively (Benchmark)
Former Track record of Orchis USD Money Market (19.04.2005 - 15.08.2011)
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 0.06 0.15 0.31 0.33 0.36 0.72Benchmark 0.07 0.19 0.44 0.64 1.14 1.89
Maturities in months
0%5%
10%15%20%25%30%35%40%
0-1 1-2 2-3 3-6 6-9 9-12 >12
Currencies in %before hedging after hedging
USD 83.02 100.00CHF 16.98 0.00
Credit Ratings in %
A-1+ 14.06A-1 46.51A-2 16.52AAA (Bucket) 15.93AA (Bucket) 2.93A (Bucket) 4.05BBB (Bucket) 0.00
Top 10 Holdings in %Position Maturity as % of
assetsSwiss Confederation T-bill 25.08.16 4.28Agence Centrale 18.01.17 4.16Caisse des Depots 16.09.16 3.66KDB 04.11.16 3.15BMW US Capital 02.12.16 3.14Bayerische Landesbank 05.12.16 3.13Volkswagen Intl. Finance 30.11.16 3.12Abbey National Treasury 23.01.17 3.12BFCM CP 05.04.17 3.11DZ Privatbank 11.04.17 3.11Total 33.97
Duration and YieldFund
Gross portfolio yield in % 0.96Weighted Average Life (in days) 119Weighted Average Maturity (in days) 114
Asset Allocation in %Commercial Paper 70.40Bonds with short maturity 16.98Floating-rate Notes (FRN)/(FRMTN) 5.85Cash/Cash Equivalents 6.77Total 100.00
Number of holdings
Investment policyThe fund invests in USD-denominated moneymarket instruments as well as in short-term fixedand variable-rate securities of first-class debtors.The creditworthiness for an investment purchasecorresponds to at least "A" of a leadingcredit-rating agency or a comparable internalrating, and "A-2" (S&P) / "P-2" (Moody’s) formoney market instruments. The fund, includingany derivative financial instruments, must havean average bullet maturity of no more than 12months and an average residual maturity of sixmonths. In the case of variable-rate investments,the next date on which the interest rate is dueto be adjusted is deemed to the residual maturitydate. The residual maturity of the individualinvestments may not exceed two years providedthat the next date for interest-rate adjustmentdoes not exceed 397 days. The fund is a "moneymarket fund" pursuant to the CESR Guidelinesfor Money Market Funds (CESR / 10-049).
Fund facts
Unit class currency USD
Bloomberg ticker CSLMMUB LX
Net asset value (NAV) 100.72
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 0.07 0.09Information ratio -5.07 -2.87Tracking Error (Ex post) 0.05 0.08Maximum drawdown in % 4) -0.03 -0.144) Maximum drawdown is the most negative cumulative returnover a given time period.
Default Probability Weighted Average CreditRating = ALinear Weighted Average Credit Rating = A+
Cre
dit S
uiss
e Fu
nd
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
195
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class B EUR
Fund manager Florian BoehringerFund manager since 01.07.2016Location ZürichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 16.68Inception date 30.06.2005Management fee in % p.a. 1.30TER (as of 31.03.2016) in % 1.74Benchmark (BM) LIBOR EUR 3MUnit Class Category B
(capital growth)
ISIN LU0222452368
Valor no. 2187281
EU taxation In scope - tax
July 29, 2016Switzerland
CS (Lux) Target Volatility Fund EUR
Net performance in EUR (rebased to 100) and yearly performance 2)
2012 2013 2014 2015 20169698
100102104106108110112
-4%-2%0%2%4%6%8%
10%12%
4.3
-1.4
6.3
-0.5
2.6
CS (Lux) Target Volatility Fund EUR B Yearly or year-to-date performance respectively (Fund)LIBOR EUR 3M
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 1.43 2.25 2.59 -0.17 9.50 -Benchmark -0.03 -0.07 -0.14 -0.17 0.26 -
Asset allocation in %Cash/Cash Equivalents Bonds Equity Total
Switzerland 0.01 - 1.69 1.70Euroland 0.09 66.22 4.27 70.58USA 0.10 4.97 6.57 11.64Emerging Markets - 3.31 3.37 6.68Global - 4.03 - 4.03Asia Pacific - 1.38 2.22 3.60Japan - - 1.77 1.77Total 0.20 79.91 19.89 100.00
Allocation currencies in %
EUR 75.59USD 17.34JPY 3.15AUD 2.22CHF 1.70
Allocation asset classes in %
Bonds 79.91Equity 19.89Cash/CashEquivalents 0.20
Top 10 Holdings in %Position as % of
assetsSPDR S&P 500 ETF 6.57AXA US Short Duration High Yield Fund 3.990.8 Anheuser-Busch 20.04.2023 3.12Italy BTP 3.101.5 Adecco Intern. Finance 22.11.2022 2.600.75 Italy 15.01.2018 2.43Pictet Global Emerging Markets Debt Fund 2.33Ishares III MSCI Australia 2.22DWS Invest 2.13iShares Emerging Market 2.06Total 30.55
Investment policyThis Fund is actively managed aiming to achievethe highest possible return while not exceedinga target risk level. It reflects the optimal assetallocation mix based on our latest investmentviews and the available risk below the maximumlimit. The Fund volatility is not fixed, but canvary depending on investment views, level ofconfidence therein and the overall volatility levelprevailing on the markets. The Fund investsmainly in equities and equity-type securities,fixed incomes securities, money marketinstruments and other funds.
Fund facts
Unit class currency EUR
Bloomberg ticker CSTRGEB LX
Net asset value (NAV) 101.22
Asset allocation in %Straight bonds 85.82High Yield Bonds 4.99Emerging Market Bonds 4.14Convertibles 2.67Inflation Linked Bonds 2.38
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 5.02 3.63Information ratio -0.03 0.81Tracking Error (Ex post) 5.04 3.63Maximum drawdown in % 3) -4.02 -5.093) Maximum drawdown is the most negative cumulative returnover a given time period.
DurationModified duration in years 0) 5.12
196
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class IB EUR
Fund manager Florian BoehringerFund manager since 01.07.2016Location ZürichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 16.68Inception date 22.08.2006Management fee in % p.a. 0.60TER (as of 31.03.2016) in % 1.06Benchmark (BM) LIBOR EUR 3MUnit Class Category IB
(capital growth)
ISIN LU0222452954
Valor no. 2187286
Min. Init. Investm. Amount (in mill.) 3EU taxation In scope - tax
July 29, 2016Switzerland
CS (Lux) Target Volatility Fund EUR
Net performance in EUR (rebased to 100) and yearly performance 2)
2012 2013 2014 2015 201698
100102104106108110112114
-2%0%2%4%6%8%
10%12%14%
5.1
-0.8
7.0
0.2
3.0
CS (Lux) Target Volatility Fund EUR IB Yearly or year-to-date performance respectively (Fund)LIBOR EUR 3M
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 1.50 2.43 3.00 0.53 11.83 -Benchmark -0.03 -0.07 -0.14 -0.17 0.26 -
Asset allocation in %Cash/Cash Equivalents Bonds Equity Total
Switzerland 0.01 - 1.69 1.70Euroland 0.09 66.22 4.27 70.58USA 0.10 4.97 6.57 11.64Emerging Markets - 3.31 3.37 6.68Global - 4.03 - 4.03Asia Pacific - 1.38 2.22 3.60Japan - - 1.77 1.77Total 0.20 79.91 19.89 100.00
Allocation currencies in %
EUR 75.59USD 17.34JPY 3.15AUD 2.22CHF 1.70
Allocation asset classes in %
Bonds 79.91Equity 19.89Cash/CashEquivalents 0.20
Top 10 Holdings in %Position as % of
assetsSPDR S&P 500 ETF 6.57AXA US Short Duration High Yield Fund 3.990.8 Anheuser-Busch 20.04.2023 3.12Italy BTP 3.101.5 Adecco Intern. Finance 22.11.2022 2.600.75 Italy 15.01.2018 2.43Pictet Global Emerging Markets Debt Fund 2.33Ishares III MSCI Australia 2.22DWS Invest 2.13iShares Emerging Market 2.06Total 30.55
Investment policyThis Fund is actively managed aiming to achievethe highest possible return while not exceedinga target risk level. It reflects the optimal assetallocation mix based on our latest investmentviews and the available risk below the maximumlimit. The Fund volatility is not fixed, but canvary depending on investment views, level ofconfidence therein and the overall volatility levelprevailing on the markets. The Fund investsmainly in equities and equity-type securities,fixed incomes securities, money marketinstruments and other funds.
Fund facts
Unit class currency EUR
Bloomberg ticker CSTRGEI LX
Net asset value (NAV) 980.67
Asset allocation in %Straight bonds 85.82High Yield Bonds 4.99Emerging Market Bonds 4.14Convertibles 2.67Inflation Linked Bonds 2.38
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 5.03 3.63Information ratio 0.10 1.00Tracking Error (Ex post) 5.04 3.63Maximum drawdown in % 3) -3.92 -4.763) Maximum drawdown is the most negative cumulative returnover a given time period.
DurationModified duration in years 0) 5.12
Cre
dit S
uiss
e Fu
nd
1) The calculation of the risk indicator is based on the CESR/10-673 Directive. The risk indicator is based on historic and partly simulated data; it cannot be used to predict future developments. Theclassification of the fund may change in future and does not represent a guarantee. A classification into category 1 is no risk-free investment either.2) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
197
Class B
Fund managerHechinger Bernard, Stéphane Julen, Keller Ulrich
Fund manager since 01.12.2011Location Zurich, Zurich, ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. DecemberTotal net assets (in mil.) 121.13Inception date 31.03.1999Management fee in % p.a. 1.50TER without performance fee (12.2015) in % 5.69Performance fee in % with Highwatermark 10.00TER with performance fee (12.2015) in % 5.69Subscription Monthly with 3 business day noticeRedemption Monthly with 50 calendar days noticeUnit Class Category B
(capital growth)
ISIN LU0096382964
Valor no. 603200
Min. Investment Amount 10'000EU taxation Out of scope
Product Contact Dirk WieringaPhone +41 44 332 09 84
Fund 17
June 30, 2016Switzerland
Credit Suisse Prime Select Trust (Lux) Global Equities Long/Short
Net performance in USD (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201690
95
100
105
110
115
120
-10%
-5%
0%
5%
10%
15%
20%
-8.0
6.7
14.9
-1.0
7.2
-6.5
CSPST (Lux) Global Equities Long/Short B Yearly or year-to-date performance respectively (Fund)
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund -2.17 -1.43 -6.46 -3.44 6.66 13.88
Historical monthly performance in % 2)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2016 -2.11 -2.82 -0.25 -0.64 1.41 -2.17 - - - - - - -6.462015 0.19 1.28 0.98 -0.11 2.56 -1.12 1.87 -0.48 -0.65 0.72 1.06 0.69 7.152014 -0.12 1.48 -2.95 -3.76 1.19 0.21 -0.58 1.51 0.24 0.05 1.40 0.50 -0.992013 3.36 0.38 1.11 0.68 1.25 0.01 2.53 -1.39 1.78 1.24 1.51 1.64 14.942012 1.86 1.72 1.12 0.20 -2.05 0.84 0.65 0.95 0.98 -0.71 0.84 0.17 6.702011 -1.33 0.67 0.32 0.40 -1.13 -0.57 -1.63 -3.39 -2.24 2.58 -1.17 -0.65 -7.982010 -1.39 1.18 1.39 -0.79 -2.74 -3.66 1.62 -1.13 3.20 1.65 0.56 2.43 2.112009 0.69 -0.10 -0.38 -0.99 1.04 0.13 0.57 0.60 1.22 -0.63 0.94 0.59 3.72
Sector weightings in % 0)
Long/Short Equity 80.00Corporate 14.30Event Driven 5.70Cash/Cash Equivalents 0.00
Portfolio allocation and performance attribution
# ofManagers
StrategyAllocation
Est. Ret.MTD
Est. Ret.YTD
StrategyAttribution
MTD 0)
Long/Short Equity 13 80.00% -1.73% -6.98% -139.00%Corporate 3 14.30% -3.46% 0.32% -50.00%Event Driven 1 5.70% -1.47% -1.06% -8.00%Cash/Cash Equivalents - 0.00% N/A N/A N/ATotal 17 100.00%
Investment policyThe Global Equities Long/Short subfund investswith hedge fund managers who implementdirectional strategies in the worldwide equitiesmarkets by going both long and/or short. Thelevel of systematic market exposure is left tothe discretion of the underlying managers andtherefore can be either positive or negative (longor short) at any given time. The subfund isexpected to have some degree of correlation tothe equity markets. The subfund seeks to limitthe correlation between the underlying managersto dampen its volatility.
Fund facts
Unit class currency USD
Bloomberg ticker CREGELA LX
Net asset value (NAV) 2'052.16
Contact information
E-Mail [email protected]
Number of holdings
Top HoldingsMarshall Wace Global Opp 8.46GAM Talentum Enhanced Fd. Ltd 8.42Lansdowne Developed Markets 7.75Capeview Azri Fund Ltd 7.51DB Platinum IV Clinton 6.87Total 39.01
198
1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Class BH CHF
Fund managerHechinger Bernard, Stéphane Julen, Keller Ulrich
Fund manager since 01.12.2011Location Zurich, Zurich, ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. DecemberTotal net assets (in mil.) 121.13Inception date 28.01.2008Management fee in % p.a. 1.50TER without performance fee (12.2015) in % 5.52Performance fee in % with Highwatermark 10.00TER with performance fee (12.2015) in % 5.52Subscription Monthly with 3 business day noticeRedemption Monthly with 50 calendar days noticeUnit Class Category BH
(capital growth)
ISIN LU0173091025
Valor no. 1651595
Min. Investment Amount 10'000EU taxation Out of scope
Product Contact Dirk WieringaPhone +41 44 332 09 84
Fund 17
June 30, 2016Switzerland
Credit Suisse Prime Select Trust (Lux) Global Equities Long/Short
Net performance in CHF (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201685
90
95
100
105
110
115
120
-15%
-10%
-5%
0%
5%
10%
15%
20%
-9.1
5.5
14.1
-1.4
5.9
-7.2
CSPST (Lux) Global Equities Long/Short BH CHF Yearly or year-to-date performance respectively (Fund)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund -2.30 -1.83 -7.22 -4.73 3.65 8.18
Historical monthly performance in % 2)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2016 -2.34 -2.86 -0.38 -0.80 1.29 -2.30 - - - - - - -7.222015 0.07 1.12 0.88 -0.25 2.45 -1.11 1.78 -0.62 -0.80 0.60 1.15 0.57 5.932014 -0.11 1.39 -3.00 -3.82 1.14 0.13 -0.63 1.48 0.24 0.00 1.40 0.52 -1.412013 3.33 0.20 0.95 0.76 1.29 0.02 2.43 -1.43 1.68 1.19 1.43 1.52 14.142012 1.78 1.62 1.07 0.12 -2.69 1.02 0.35 1.02 0.99 -0.76 0.85 0.09 5.512011 -1.42 0.57 0.29 0.37 -1.19 -0.60 -1.64 -3.56 -2.69 2.46 -1.23 -0.77 -9.142010 -1.44 1.15 1.35 -0.85 -3.19 -3.70 1.41 -1.13 3.03 1.61 0.54 2.33 0.852009 1.07 -0.11 -0.66 -1.05 0.58 0.07 0.51 0.55 1.19 -0.65 0.93 0.58 3.03
Sector weightings in % 0)
Long/Short Equity 80.00Corporate 14.30Event Driven 5.70Cash/Cash Equivalents 0.00
Portfolio allocation and performance attribution
# ofManagers
StrategyAllocation
Est. Ret.MTD
Est. Ret.YTD
StrategyAttribution
MTD 0)
Long/Short Equity 13 80.00% -1.73% -6.98% -139.00%Corporate 3 14.30% -3.46% 0.32% -50.00%Event Driven 1 5.70% -1.47% -1.06% -8.00%Cash/Cash Equivalents - 0.00% N/A N/A N/ATotal 17 100.00%
Investment policyThe Global Equities Long/Short subfund investswith hedge fund managers who implementdirectional strategies in the worldwide equitiesmarkets by going both long and/or short. Thelevel of systematic market exposure is left tothe discretion of the underlying managers andtherefore can be either positive or negative (longor short) at any given time. The subfund isexpected to have some degree of correlation tothe equity markets. The subfund seeks to limitthe correlation between the underlying managersto dampen its volatility.
Fund facts
Unit class currency CHF
Bloomberg ticker CSPG7RC LX
Net asset value (NAV) 897.79
Contact information
E-Mail [email protected]
Number of holdings
Top HoldingsMarshall Wace Global Opp 8.46GAM Talentum Enhanced Fd. Ltd 8.42Lansdowne Developed Markets 7.75Capeview Azri Fund Ltd 7.51DB Platinum IV Clinton 6.87Total 39.01
Cre
dit S
uiss
e P
rime
Sel
ect T
rust
1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
199
Class BH EUR
Fund managerHechinger Bernard, Stéphane Julen, Keller Ulrich
Fund manager since 01.12.2011Location Zurich, Zurich, ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. DecemberTotal net assets (in mil.) 121.13Inception date 28.08.2006Management fee in % p.a. 1.50TER without performance fee (12.2015) in % 5.44Performance fee in % with Highwatermark 10.00TER with performance fee (12.2015) in % 5.44Subscription Monthly with 3 business day noticeRedemption Monthly with 50 calendar days noticeUnit Class Category BH
(capital growth)
ISIN LU0173093401
Valor no. 1651607
Min. Investment Amount 10'000EU taxation Out of scope
Product Contact Dirk WieringaPhone +41 44 332 09 84
Fund 17
June 30, 2016Switzerland
Credit Suisse Prime Select Trust (Lux) Global Equities Long/Short
Net performance in EUR (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201690
95
100
105
110
115
120
-10%
-5%
0%
5%
10%
15%
20%
-7.7
6.0
14.4
-1.0
6.8
-7.0
CSPST (Lux) Global Equities Long/Short BH EUR Yearly or year-to-date performance respectively (Fund)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund -2.30 -1.76 -7.00 -4.15 5.31 11.45
Historical monthly performance in % 2)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2016 -2.23 -2.89 -0.30 -0.75 1.32 -2.30 - - - - - - -7.002015 0.15 1.24 0.99 -0.15 2.54 -1.18 1.83 -0.55 -0.72 0.66 1.22 0.63 6.802014 -0.09 1.42 -2.96 -3.74 1.17 0.18 -0.61 1.53 0.26 0.01 1.42 0.53 -1.032013 3.29 0.39 1.06 0.62 1.26 -0.03 2.45 -1.41 1.71 1.20 1.45 1.58 14.362012 1.88 1.65 1.07 0.15 -2.27 0.86 0.61 0.92 0.89 -0.78 0.82 0.10 5.992011 -1.00 0.51 0.31 0.38 -1.03 -0.51 -1.59 -3.32 -2.40 2.56 -1.13 -0.65 -7.712010 -1.44 1.18 1.40 -0.83 -3.22 -3.55 1.32 -1.10 2.75 1.63 0.67 2.36 0.952009 0.72 -0.05 -0.37 -0.99 1.03 0.15 0.57 0.59 1.22 -0.62 0.98 0.61 3.88
Sector weightings in % 0)
Long/Short Equity 80.00Corporate 14.30Event Driven 5.70Cash/Cash Equivalents 0.00
Portfolio allocation and performance attribution
# ofManagers
StrategyAllocation
Est. Ret.MTD
Est. Ret.YTD
StrategyAttribution
MTD 0)
Long/Short Equity 13 80.00% -1.73% -6.98% -139.00%Corporate 3 14.30% -3.46% 0.32% -50.00%Event Driven 1 5.70% -1.47% -1.06% -8.00%Cash/Cash Equivalents - 0.00% N/A N/A N/ATotal 17 100.00%
Investment policyThe Global Equities Long/Short subfund investswith hedge fund managers who implementdirectional strategies in the worldwide equitiesmarkets by going both long and/or short. Thelevel of systematic market exposure is left tothe discretion of the underlying managers andtherefore can be either positive or negative (longor short) at any given time. The subfund isexpected to have some degree of correlation tothe equity markets. The subfund seeks to limitthe correlation between the underlying managersto dampen its volatility.
Fund facts
Unit class currency EUR
Bloomberg ticker GREGLSH LX
Net asset value (NAV) 1'061.15
Contact information
E-Mail [email protected]
Number of holdings
Top HoldingsMarshall Wace Global Opp 8.46GAM Talentum Enhanced Fd. Ltd 8.42Lansdowne Developed Markets 7.75Capeview Azri Fund Ltd 7.51DB Platinum IV Clinton 6.87Total 39.01
200
1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.The “Important Information” mentioned at the end of this document also applies to this page.
Class B
Fund managerHechinger Bernard, Stéphane Julen, Keller Ulrich
Fund manager since 01.12.2011Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. DecemberTotal net assets (in mil.) 35.14Inception date 30.06.2004Management fee in % p.a. 1.50TER without performance fee (12.2015) in % 4.81Performance fee in % with Highwatermark 10.00TER with performance fee (12.2015) in % 4.81Subscription Monthly with 3 business days noticeRedemption Monthly with 50 calendar days noticeUnit Class Category B
(capital growth)
ISIN LU0173109256
Valor no. 1649824
Min. Investment Amount 10'000EU taxation Out of scope
Product Contact Dirk WieringaPhone +41 44 332 09 84
Fund 23
June 30, 2016Switzerland
Credit Suisse Prime Select Trust (Lux) Multi Strategy2)
Net performance in USD (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201694
96
98
100
102
104
106
108
-6%
-4%
-2%
0%
2%
4%
6%
8%
-5.0
3.4
6.3
1.0 0.5
-3.3
CSPST (Lux) Multi Strategy B Yearly or year-to-date performance respectively (Fund)
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund -1.38 -0.96 -3.27 -3.73 1.29 2.26
Historical monthly performance in % 2)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2016 -0.28 -2.13 0.08 0.07 0.34 -1.38 - - - - - - -3.272015 0.04 0.79 0.58 -0.43 1.23 -1.24 0.77 -0.93 -0.76 0.02 0.63 -0.20 0.462014 0.00 1.11 -1.44 -1.69 0.88 0.42 -0.15 0.92 0.42 -0.04 0.92 -0.30 1.022013 1.61 0.25 0.99 0.79 0.59 -1.25 1.07 -1.04 1.05 1.01 0.64 0.42 6.262012 1.22 1.01 0.38 0.17 -1.51 0.07 0.68 0.66 -0.28 -0.22 0.30 0.88 3.372011 0.28 0.57 0.09 0.91 -0.78 -0.86 -0.34 -2.64 -1.97 1.04 -0.69 -0.64 -4.992010 0.29 0.74 1.23 0.60 -2.37 -0.46 0.27 0.03 1.51 0.88 0.03 1.54 4.322009 -0.43 0.08 0.59 0.62 2.23 -0.27 1.60 1.21 1.20 -0.12 0.75 0.68 8.42
Sector weightings in % 0)
Long/Short Equity 26.80Global Macro 18.60Corporate 13.80Event Driven 10.80Fixed Income 10.10CTA 9.10Commodities 4.70Cash/Cash Equivalents 6.20
Portfolio allocation and performance attribution
# ofManagers
StrategyAllocation
Est. Ret.MTD
Est. Ret.YTD
StrategyAttribution
MTD 0)
Long/Short Equity 7 26.80% -0.67% -2.92% -18.00%Global Macro 4 18.60% -1.55% -3.31% -29.00%Corporate 3 13.80% -1.55% -1.96% -22.00%Event Driven 3 10.80% -4.64% -13.47% -52.00%Fixed Income 3 10.10% -0.98% 3.73% -10.00%CTA 2 9.10% 0.04% 0.29% 0.00%Commodities 1 4.70% 1.66% 3.93% 8.00%Cash/Cash Equivalents - 6.20% N/A N/A N/ATotal 23 100.10%
Investment policyThe Multi Strategy Subfund strives to generateabsolute returns with low volatility irrespectiveof the market situation with a highly diversifiedportfolio of hedge funds. The Subfund allocatesits assets across the following hedge fundstrategies: long/short equity, relative value, eventdriven, global macro and managed futures. Tokeep overall volatility low the fund manager buildsa well diversified product through an appropriatechoice of target funds.
Fund facts
Unit class currency USD
Bloomberg ticker CREMULS LX
Net asset value (NAV) 1'332.49
Contact information
E-Mail [email protected]
Number of holdings
Top HoldingsDB Platinum IV Clinton 6.74Schroder GAIA Paulson 6.55Stone Milliner Macro 6.44Man Ahl Evolution 6.20The Segantii Asia Pacific EQ 5.68Total 31.61
Cre
dit S
uiss
e P
rime
Sel
ect T
rust
1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.2) Approved for sale in Switzerland as a foreign investment fund with special risk.
201
Class IB
Fund managerHechinger Bernard, Stéphane Julen, Keller Ulrich
Fund manager since 01.12.2011Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. DecemberTotal net assets (in mil.) 35.14Inception date 31.12.2004Management fee in % p.a. 1.00TER without performance fee (12.2015) in % 4.39Performance fee in % with Highwatermark 10.00TER with performance fee (12.2015) in % 4.39Subscription Monthly with 3 business days noticeRedemption Monthly with 50 calendar days noticeUnit Class Category IB
(capital growth)
ISIN LU0173109413
Valor no. 1651701
Min. Investment Amount 500'000EU taxation Out of scope
Product Contact Dirk WieringaPhone +41 44 332 09 84
Fund 23
June 30, 2016Switzerland
Credit Suisse Prime Select Trust (Lux) Multi Strategy2)
Net performance in USD (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 2016949698
100102104106108110112
-6%-4%-2%0%2%4%6%8%
10%12%
-4.3
4.2
6.6
1.6 0.9
-3.0
CSPST (Lux) Multi Strategy IB Yearly or year-to-date performance respectively (Fund)
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund -1.33 -0.84 -3.03 -3.27 2.78 5.07
Historical monthly performance in % 2)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2016 -0.24 -2.09 0.12 0.11 0.39 -1.33 - - - - - - -3.032015 0.07 0.83 0.62 -0.39 1.26 -1.21 0.81 -0.89 -0.72 0.06 0.67 -0.16 0.912014 0.06 1.17 -1.37 -1.63 0.94 0.49 -0.11 0.91 0.46 0.00 0.96 -0.26 1.592013 1.56 0.28 0.95 0.77 0.59 -1.07 1.02 -0.88 1.01 1.03 0.70 0.48 6.582012 1.28 1.07 0.45 0.23 -1.45 0.13 0.74 0.72 -0.22 -0.16 0.36 0.94 4.152011 0.34 0.57 0.13 0.87 -0.65 -0.72 -0.25 -2.58 -1.91 1.11 -0.63 -0.58 -4.272010 0.35 0.81 1.30 0.66 -2.31 -0.40 0.33 0.09 1.58 0.95 0.09 1.60 5.112009 -0.36 0.15 0.65 0.68 2.30 -0.20 1.66 1.27 1.26 -0.06 0.82 0.74 9.25
Sector weightings in % 0)
Long/Short Equity 26.80Global Macro 18.60Corporate 13.80Event Driven 10.80Fixed Income 10.10CTA 9.10Commodities 4.70Cash/Cash Equivalents 6.20
Portfolio allocation and performance attribution
# ofManagers
StrategyAllocation
Est. Ret.MTD
Est. Ret.YTD
StrategyAttribution
MTD 0)
Long/Short Equity 7 26.80% -0.67% -2.92% -18.00%Global Macro 4 18.60% -1.55% -3.31% -29.00%Corporate 3 13.80% -1.55% -1.96% -22.00%Event Driven 3 10.80% -4.64% -13.47% -52.00%Fixed Income 3 10.10% -0.98% 3.73% -10.00%CTA 2 9.10% 0.04% 0.29% 0.00%Commodities 1 4.70% 1.66% 3.93% 8.00%Cash/Cash Equivalents - 6.20% N/A N/A N/ATotal 23 100.10%
Investment policyThe Multi Strategy Subfund strives to generateabsolute returns with low volatility irrespectiveof the market situation with a highly diversifiedportfolio of hedge funds. The Subfund allocatesits assets across the following hedge fundstrategies: long/short equity, relative value, eventdriven, global macro and managed futures. Tokeep overall volatility low the fund manager buildsa well diversified product through an appropriatechoice of target funds.
Fund facts
Unit class currency USD
Bloomberg ticker CSPHUSI LX
Net asset value (NAV) 1'327.54
Contact information
E-Mail [email protected]
Number of holdings
Top HoldingsDB Platinum IV Clinton 6.74Schroder GAIA Paulson 6.55Stone Milliner Macro 6.44Man Ahl Evolution 6.20The Segantii Asia Pacific EQ 5.68Total 31.61
202
1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.2) Approved for sale in Switzerland as a foreign investment fund with special risk.
Class BH CHF
Fund managerHechinger Bernard, Stéphane Julen, Keller Ulrich
Fund manager since 01.12.2011Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. DecemberTotal net assets (in mil.) 35.14Inception date 26.08.2004Management fee in % p.a. 1.50TER without performance fee (12.2015) in % 4.73Performance fee in % with Highwatermark 10.00TER with performance fee (12.2015) in % 4.73Subscription Monthly with 3 business days noticeRedemption Monthly with 50 calendar days noticeUnit Class Category BH
(capital growth)
ISIN LU0173092007
Valor no. 1651692
Min. Investment Amount 10'000EU taxation Out of scope
Product Contact Dirk WieringaPhone +41 44 332 09 84
Fund 23
June 30, 2016Switzerland
Credit Suisse Prime Select Trust (Lux) Multi Strategy2)
Net performance in CHF (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201692949698
100102104106108
-8%-6%-4%-2%0%2%4%6%8%
-6.3
2.4
5.9
0.7
-1.2
-4.1
CSPST (Lux) Multi Strategy BH CHF Yearly or year-to-date performance respectively (Fund)
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund -1.52 -1.42 -4.13 -5.49 -1.79 -2.87
Historical monthly performance in % 2)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2016 -0.49 -2.22 -0.05 -0.10 0.20 -1.52 - - - - - - -4.132015 -0.05 0.61 0.48 -0.54 1.10 -1.34 0.64 -1.07 -0.98 -0.26 0.65 -0.39 -1.182014 0.00 1.15 -1.62 -1.75 0.85 0.35 -0.19 0.88 0.47 -0.09 1.01 -0.36 0.652013 1.55 0.22 0.95 0.69 0.64 -1.28 1.02 -1.09 0.99 1.03 0.64 0.37 5.852012 1.15 0.95 0.35 0.12 -1.70 0.07 0.57 0.59 -0.35 -0.31 0.24 0.71 2.402011 0.20 0.47 0.03 0.80 -0.86 -0.88 -0.36 -2.76 -2.53 0.99 -0.73 -0.76 -6.252010 0.27 0.71 1.24 0.57 -2.71 -0.30 0.19 -0.01 1.40 0.84 -0.01 1.37 3.552009 -0.09 0.05 0.76 0.53 1.90 -0.46 1.54 1.11 1.18 -0.16 0.77 0.62 8.01
Sector weightings in % 0)
Long/Short Equity 26.80Global Macro 18.60Corporate 13.80Event Driven 10.80Fixed Income 10.10CTA 9.10Commodities 4.70Cash/Cash Equivalents 6.20
Portfolio allocation and performance attribution
# ofManagers
StrategyAllocation
Est. Ret.MTD
Est. Ret.YTD
StrategyAttribution
MTD 0)
Long/Short Equity 7 26.80% -0.67% -2.92% -18.00%Global Macro 4 18.60% -1.55% -3.31% -29.00%Corporate 3 13.80% -1.55% -1.96% -22.00%Event Driven 3 10.80% -4.64% -13.47% -52.00%Fixed Income 3 10.10% -0.98% 3.73% -10.00%CTA 2 9.10% 0.04% 0.29% 0.00%Commodities 1 4.70% 1.66% 3.93% 8.00%Cash/Cash Equivalents - 6.20% N/A N/A N/ATotal 23 100.10%
Investment policyThe Multi Strategy Subfund strives to generateabsolute returns with low volatility irrespectiveof the market situation with a highly diversifiedportfolio of hedge funds. The Subfund allocatesits assets across the following hedge fundstrategies: long/short equity, relative value, eventdriven, global macro and managed futures. Tokeep overall volatility low the fund manager buildsa well diversified product through an appropriatechoice of target funds.
Fund facts
Unit class currency CHF
Bloomberg ticker CSPHCHF LX
Net asset value (NAV) 1'061.75
Contact information
E-Mail [email protected]
Number of holdings
Top HoldingsDB Platinum IV Clinton 6.74Schroder GAIA Paulson 6.55Stone Milliner Macro 6.44Man Ahl Evolution 6.20The Segantii Asia Pacific EQ 5.68Total 31.61
Cre
dit S
uiss
e P
rime
Sel
ect T
rust
1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.2) Approved for sale in Switzerland as a foreign investment fund with special risk.
203
Class BH EUR
Fund managerHechinger Bernard, Stéphane Julen, Keller Ulrich
Fund manager since 01.12.2011Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. DecemberTotal net assets (in mil.) 35.14Inception date 26.08.2004Management fee in % p.a. 1.50TER without performance fee (12.2015) in % 4.73Performance fee in % with Highwatermark 10.00TER with performance fee (12.2015) in % 4.73Subscription Monthly with 3 business days noticeRedemption Monthly with 50 calendar days noticeUnit Class Category BH
(capital growth)
ISIN LU0173095018
Valor no. 1651696
Min. Investment Amount 10'000EU taxation Out of scope
Product Contact Dirk WieringaPhone +41 44 332 09 84
Fund 23
June 30, 2016Switzerland
Credit Suisse Prime Select Trust (Lux) Multi Strategy2)
Net performance in EUR (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201694
96
98
100
102
104
106
108
-6%
-4%
-2%
0%
2%
4%
6%
8%
-5.1
2.5
5.9
0.9
-0.1
-3.8
CSPST (Lux) Multi Strategy BH EUR Yearly or year-to-date performance respectively (Fund)
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund -1.49 -1.31 -3.85 -4.65 -0.06 -0.52
Historical monthly performance in % 2)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2016 -0.38 -2.21 0.02 -0.06 0.24 -1.49 - - - - - - -3.852015 -0.01 0.75 0.59 -0.42 1.14 -1.30 0.71 -0.97 -0.86 -0.09 0.69 -0.30 -0.102014 0.02 1.07 -1.46 -1.68 0.88 0.40 -0.17 0.90 0.44 -0.07 0.93 -0.32 0.912013 1.65 0.09 0.94 0.72 0.60 -1.28 1.04 -1.07 1.02 1.05 0.66 0.39 5.912012 1.21 0.95 0.33 0.15 -2.08 0.14 0.60 0.64 -0.32 -0.25 0.27 0.84 2.482011 0.24 0.58 0.09 0.90 -0.67 -0.82 -0.27 -2.57 -2.28 1.22 -0.75 -0.87 -5.142010 0.32 0.76 1.23 0.60 -2.71 -0.57 0.27 -0.01 1.36 0.88 0.07 1.49 3.682009 0.28 0.13 1.03 0.64 2.21 -0.23 1.67 1.18 1.22 -0.11 0.77 0.62 9.79
Sector weightings in % 0)
Long/Short Equity 26.80Global Macro 18.60Corporate 13.80Event Driven 10.80Fixed Income 10.10CTA 9.10Commodities 4.70Cash/Cash Equivalents 6.20
Portfolio allocation and performance attribution
# ofManagers
StrategyAllocation
Est. Ret.MTD
Est. Ret.YTD
StrategyAttribution
MTD 0)
Long/Short Equity 7 26.80% -0.67% -2.92% -18.00%Global Macro 4 18.60% -1.55% -3.31% -29.00%Corporate 3 13.80% -1.55% -1.96% -22.00%Event Driven 3 10.80% -4.64% -13.47% -52.00%Fixed Income 3 10.10% -0.98% 3.73% -10.00%CTA 2 9.10% 0.04% 0.29% 0.00%Commodities 1 4.70% 1.66% 3.93% 8.00%Cash/Cash Equivalents - 6.20% N/A N/A N/ATotal 23 100.10%
Investment policyThe Multi Strategy Subfund strives to generateabsolute returns with low volatility irrespectiveof the market situation with a highly diversifiedportfolio of hedge funds. The Subfund allocatesits assets across the following hedge fundstrategies: long/short equity, relative value, eventdriven, global macro and managed futures. Tokeep overall volatility low the fund manager buildsa well diversified product through an appropriatechoice of target funds.
Fund facts
Unit class currency EUR
Bloomberg ticker CSPHEUR LX
Net asset value (NAV) 1'187.74
Contact information
E-Mail [email protected]
Number of holdings
Top HoldingsDB Platinum IV Clinton 6.74Schroder GAIA Paulson 6.55Stone Milliner Macro 6.44Man Ahl Evolution 6.20The Segantii Asia Pacific EQ 5.68Total 31.61
204
1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.2) Approved for sale in Switzerland as a foreign investment fund with special risk.
Class BH GBP
Fund managerHechinger Bernard, Stéphane Julen, Keller Ulrich
Fund manager since 01.12.2011Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. DecemberTotal net assets (in mil.) 35.14Inception date 26.03.2009Management fee in % p.a. 1.50TER without performance fee (12.2015) in % 4.74Performance fee in % with Highwatermark 10.00TER with performance fee (12.2015) in % 4.74Subscription Monthly with 3 business days noticeRedemption Monthly with 50 calendar days noticeUnit Class Category BH
(capital growth)
ISIN LU0173101600
Valor no. 1651698
Min. Investment Amount 10'000EU taxation Out of scope
Product Contact Dirk WieringaPhone +41 44 332 09 84
Fund 23
June 30, 2016Switzerland
Credit Suisse Prime Select Trust (Lux) Multi Strategy2)
Net performance in GBP (rebased to 100) and yearly performance 2)
2011 2012 2013 2014 2015 201694
96
98
100
102
104
106
108
-6%
-4%
-2%
0%
2%
4%
6%
8%
-5.1
3.2
6.2
1.20.5
-3.6
CSPST (Lux) Multi Strategy BH GBP Yearly or year-to-date performance respectively (Fund)
Net performance in GBP 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund -1.52 -1.18 -3.56 -4.01 1.10 1.91
Historical monthly performance in % 2)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2016 -0.32 -2.17 0.08 0.05 0.29 -1.52 - - - - - - -3.562015 0.05 0.77 0.64 -0.49 1.23 -1.23 0.77 -1.02 -0.67 0.04 0.66 -0.23 0.492014 0.03 1.08 -1.41 -1.64 0.89 0.40 -0.15 0.93 0.45 -0.03 1.00 -0.29 1.242013 1.67 0.33 0.90 0.69 0.58 -1.12 0.97 -0.92 0.95 0.99 0.63 0.40 6.192012 1.23 1.00 0.41 0.14 -1.61 0.12 0.66 0.64 -0.29 -0.23 0.29 0.82 3.202011 0.25 0.54 0.05 0.83 -0.71 -0.78 -0.30 -2.68 -2.07 1.07 -0.69 -0.64 -5.072010 0.29 0.66 1.13 0.54 -2.27 -0.49 0.25 0.04 1.35 0.78 0.06 1.39 3.742009 - - - 0.53 1.81 -0.25 1.42 1.13 1.10 -0.12 0.70 0.64 7.16
Sector weightings in % 0)
Long/Short Equity 26.80Global Macro 18.60Corporate 13.80Event Driven 10.80Fixed Income 10.10CTA 9.10Commodities 4.70Cash/Cash Equivalents 6.20
Portfolio allocation and performance attribution
# ofManagers
StrategyAllocation
Est. Ret.MTD
Est. Ret.YTD
StrategyAttribution
MTD 0)
Long/Short Equity 7 26.80% -0.67% -2.92% -18.00%Global Macro 4 18.60% -1.55% -3.31% -29.00%Corporate 3 13.80% -1.55% -1.96% -22.00%Event Driven 3 10.80% -4.64% -13.47% -52.00%Fixed Income 3 10.10% -0.98% 3.73% -10.00%CTA 2 9.10% 0.04% 0.29% 0.00%Commodities 1 4.70% 1.66% 3.93% 8.00%Cash/Cash Equivalents - 6.20% N/A N/A N/ATotal 23 100.10%
Investment policyThe Multi Strategy Subfund strives to generateabsolute returns with low volatility irrespectiveof the market situation with a highly diversifiedportfolio of hedge funds. The Subfund allocatesits assets across the following hedge fundstrategies: long/short equity, relative value, eventdriven, global macro and managed futures. Tokeep overall volatility low the fund manager buildsa well diversified product through an appropriatechoice of target funds.
Fund facts
Unit class currency GBP
Bloomberg ticker CSMSRBP LX
Net asset value (NAV) 1'134.76
Contact information
E-Mail [email protected]
Number of holdings
Top HoldingsDB Platinum IV Clinton 6.74Schroder GAIA Paulson 6.55Stone Milliner Macro 6.44Man Ahl Evolution 6.20The Segantii Asia Pacific EQ 5.68Total 31.61
Cre
dit S
uiss
e P
rime
Sel
ect T
rust
1) Historical performance indications and financial market scenarios are no guarantee for current or future performance. Performance indications do not consider commissions levied at subscription and/orredemption.2) Approved for sale in Switzerland as a foreign investment fund with special risk.
205
Average remaining termThe average remaining term until maturity of the investmentscomprising a bond fund.
Annualized volatilityAnnualized volatility measures the risk of a fund. It describesthe range of returns most likely to be achieved. The biggerthe volatility, the greater the uncertainty regarding a fund'slikely return, and the riskier it is. Annualized volatility may becalculated by using the lognormal annualized standard deviationof a fund's return distribution.
BenchmarkIndex that serves as a basis of comparison when measuring afund’s performance. Benchmarks enable investors to comparethe performance of fund managers and to make a balanced,objective judgement.
BetaBeta is a factor describing the sensitivity of a fund's return to itsmarket index. Values below 1 indicate a defensive fund, whichmoves less in either direction than the expected return of theindex. Values greater than 1 indicate aggressive positioning anda beta value of 1 means that the fund is expected to move inline with market returns.
EU taxationOn July 1, 2005, the EU Savings Tax Directive came intoforce. It is applicable to cross-border interest payments toEU-domiciled natural persons (and associated products with aninterest component) – regardless of the country of domicileof the issuer of the interest-bearing securities (exception: theissuer's country of domicile is Switzerland).
The tax rates are staggered as follows:01.07.2005 – 30.06.2008: 15%07-01-2008 – 06-30-2011: 20%From 07-01-2011: 35%
A specialized identification system introduced by Credit Suissereveals the degree to which products are affected. A distinctionis drawn between the following designations:
Current tax classification with regard to EU taxation
In scope – tax: EU taxation applies to the product
In scope – no tax: No EU taxation, as the productmeets one of the exemption rules(e.g. grandfathered bonds, fundswith low taxable interest income)
In scope – tax exempt: No EU taxation, as the distributionsare also subject to Swisswithholding tax in the case offoreigners
Out of scope: No EU taxation
DistributionA “dividend” paid to unit holders, usually on a yearly basis, whichmay be made up of income derived from both the investmentfund and from realised capital gains. The amount of thedistribution is determined by the fund management.
Duration (modified duration)The duration shows the weighted-average term to maturity ofa bond’s cash flows (i.e. interest payments and repayments ofcapital). Duration is also a risk yardstick for bonds. When thelevel of interest payable changes by 1%, the expected pricechange of the bond corresponds approximately to the duration,expressed as a percentage.
Fund domicileThe place where the investment fund is domiciled. The funddomicile defines the law by which the fund is regulated and isespecially important for tax reasons.
Gross portfolio yieldThe Gross Portfolio Yield is the total yield of a portfolio beforethe deduction of fees. It is equal to the investment yield of thesecurities held in the portfolio.
Glossary
206
Information ratioA fund’s outperformance can be attributed to the skill of theportfolio management or market moves. The higher theinformation ratio, the higher the contribution of manager skill.To determine the information ratio, the difference between theaverage annualized return of a fund and the average annualizedreturn of its benchmark is calculated and then divided by thetracking error of the two components.
ISIN number (International Securities IdentificationNumber)Fund identification: International equivalent to the Swiss securitynumber.
Issuing commissionA commission charged to investors when they purchase units inthe fund.
Management feeRemuneration paid to the fund management company formanaging the fund. The management fee is expressed on anannual basis as a percentage of the fund’s assets and deductedfrom the fund’s assets on a proportionate daily basis.
Maximum drawdownThe maximum drawdown is the biggest downside pricemovement for the observed period of time.
Net asset valueThe NAV of a fund unit is the current market value of the fundon a particular reference date, less any liabilities, and divided bythe number of outstanding units. The NAV is usually calculatedand published on a daily basis (except for real estate funds).
Net portfolio returnWeighted average of returns upon maturity of all securitiescomprising a fund, after deduction of the fund managementfee.
Retail sales registrationThe fund is registered and can be sold in the retail markets ofthe listed countries.
Total returnTotal increase in value of an investment fund over a certainperiod of time, expressed as a percentage, and comprisingboth distributions and price gains. The cumulative return is thetotal return on the investment achieved over several years. Theaverage increase in value over 3 and 5 years is the averageannual performance over the last 36 and 60 months.
Tracking errorThe tracking error shows (in %) the deviation of the return of afund compared to the return of a benchmark over a fixed periodof time. A small tracking error indicates a passively managedportfolio.
Total expense ratio (TER)The TER shows the total costs of a fund in relation to the fundstotal assets and is expressed as a percentage. These costsinclude management fees, trading fees, legal fees, auditor feesand other operational expenses.
Info
rmat
ion
207
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Factsheet Explained
Basic InformationCredit Suisse logo
Fund name and unit classFull legal name of Fund which has been detailed on the Factsheet.
Factsheet month and distribution channelDate for which the Factsheet has been issued followed by the distributionchannel.
Investment policyA short description of the Fund’s investment aim, primary asset class andkey markets in which it invests.
Fund factsCore information about a Fund. Where appropriate, details are separatedout into share class specific information.
Performance graphThe Performance graph plots the monthly movement for a Fund andBenchmark, rebased to 100, and displays the Annual Return for each ofthe last five calendar years, in the Fund base currency.
Performance tableTable displaying the net Total Return of a Fund and Benchmark, overvarious time horizons, ranging from one month through to five years andsince inception, to Factsheet month end, in the Fund base currency.
Disclaimer/footnotesLegal text relevant for each Jurisdiction responsible for distributing therespective Factsheets.
Breakdowns (Fixed Income Funds)Maturities in %Bar chart depicting the percentage breakdown of Maturities in a Fund’sportfolio, in terms of designated time bands, as at the last trading pointrelevant to the Factsheet month end.
Credit ratings in %Pie Chart depicting the shares of each rating category in a fixed incomeportfolio.
Currencies in %Table depicting the percentage breakdown of a Fund’s currency splitbefore versus after currency hedging.
Number of holdingsTable lists the number of holdings in a Fund’s and it's Benchmark'sportfolio.
Asset allocation in %Table depicting the percentage breakdown of a Fund’s portfolio holdingsby asset class, as at the last trading point relevant to the Factsheet monthend.
Duration and yieldTable depicting key statistics with respect to fixed income characteristicsin the Fund’s portfolio.
Fund statisticsThis section covers major statistics, to describe a fund’s behaviour withrespect to its Market Index.
Top 10 holdings in %Table listing the largest Holdings, by percentage value in the portfolio ofa Fund as at the last trading point relevant to the Factsheet month end.Table includes information on Coupons and Maturities.
208
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Breakdowns (Equity Funds)Sectors in %Table depicting the sector breakdown, by percentage holding in theportfolio of a Fund and it’s Benchmark as at the last trading point relevantto 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 theportfolio of a Fund as at the last trading point relevant to the Factsheetmonth end.
Significant transactionsTable depicting the largest transactions within the Fund’s portfolio sincelast month’s end.
Fund statisticsThis section covers major statistics, to describe a fund’s behaviour withrespect to its Market Index.
Top 10 holdings in %Table listing the largest Holdings, by percentage value in the portfolio of aFund as at the last trading point relevant to the Factsheet month end.
Breakdowns (Portfolio Funds)Allocation asset classes in %Pie chart depicting the percentage breakdown of a Fund’s portfolioholdings by asset class, as at the last trading point relevant to theFactsheet month end.
Allocation currencies in %Pie chart listing currency split within portfolio.
Asset allocation in %Matrix of Asset Classes and Currency Breakdowns as at the last tradingpoint relevant to the Factsheet month end.
Maturities in %Bar chart depicting the percentage breakdown of Maturities in a Fund’sportfolio, in terms of designated time bands, as at the last trading pointrelevant to the Factsheet month end.
Fund statisticsThis section covers major statistics, to describe a fund’s behaviour withrespect to its Market Index.
Duration and yieldTable depicting key statistics with respect to fixed income characteristicsin the Fund’s portfolio.
Allocation of bonds in %Table depicting the percentage breakdown of a Fund’s Fixed Incomeholdings by asset class, as at the last trading point relevant to theFactsheet month end.
Top 10 holdings in %Table listing the largest Holdings, by percentage value in the portfolio ofa Fund as at the last trading point relevant to the Factsheet month end.Table includes information on Coupons and Maturities.
Info
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209
Internet www.credit-suisse.com/ch daily
Reuters CSFUNDS00Please ask for our detailed publication “FundCodes”, where youcan find the respective tickers for Reuters.
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Bloomberg CREDIT SUISSEPlease ask for our detailed publication “FundCodes”, where youcan find the respective tickers for Bloomberg.
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Where to find the current prices of our funds
210
This document was produced by Credit Suisse AG and/or itsaffiliates (hereafter "CS") with the greatest of care and to thebest of its knowledge and belief. However, CS provides noguarantee with regard to its content and completeness anddoes not accept any liability for losses which might arise frommaking use of this information. The opinions expressed in thisdocument are those of CS at the time of writing and are subjectto change at any time without notice. If nothing is indicatedto the contrary, all figures are unaudited. This document isprovided for information purposes only and is for the exclusiveuse of the recipient. It does not constitute an offer or arecommendation to buy or sell financial instruments or bankingservices and does not release the recipient from exercising his/her own judgment. The recipient is in particular recommendedto check that the information provided is in line with his/herown circumstances with regard to any legal, regulatory, tax orother consequences, if necessary with the help of a professionaladvisor. This document may not be reproduced either in part orin full without the written permission of CS. It is expressly notintended for persons who, due to their nationality or place ofresidence, are not permitted access to such information underlocal law. Neither this document nor any copy thereof may besent, taken into or distributed in the United States or to anyU. S. person. Every investment involves risk, especially withregard to fluctuations in value and return. Investments in foreigncurrencies involve the additional risk that the foreign currencymight lose value against the investor's reference currency.Historical performance indications and financial marketscenarios are no guarantee for current or future performance.Performance indications do not consider commissions levied atsubscription and/or redemption. Furthermore, no guarantee canbe given that the performance of the benchmark will be reachedor outperformed.
Some of the investment products include investments inEmerging Markets. Emerging Markets are located in countriesthat possess one or more of the following characteristics: Acertain degree of political instability, relatively unpredictablefinancial markets and economic growth patterns, a financialmarket that is still at the development stage or a weakeconomy. Emerging markets investments usually result inhigher risks such as political risks, economical risks, creditrisks, exchange rate risks, market liquidity risks, legal risks,settlement risks, market risks, shareholder risk and creditor
risk. Some of the investment products include Commodityinvestments. Commodity investmets are subject to greaterfluctuations in value than normal investments and may lead toadditional investment risks. Some of the investment productsinclude alternative investments. Alternative investments (e.g.Hedge Funds or Private Equity) are complex instruments andmay carry a very high degree of risk. Such risks can arisefrom extensive use of short sales, derivatives and debt capital.Furthermore, the minimum investment periods can be long.Hedge Funds are intended only for investors who understandand accept the associated risks.
1a Immo PK was issued in Switzerland. The target group ofinvestors is restricted to tax-exempt domestic occupationalbenefit institutions and tax-exempt domestic social insuranceinstitutions and compensation funds.Credit Suisse Real Estate Fund International was launchedin Switzerland under the type "other funds for traditionalinvestments." The target group of investors is restricted toqualified investors as defined in art. 10, para. 3 of the SwissFederal Act on Collective Investment Schemes (CISA).CS PortfolioReal and the CS MACS Funds are a GemischtesSondervermögen (mixed fund) pursuant to the GermanInvestment Act (InvG).Credit Suisse Prime Select Trust (hereinafter "the Company")is an investment company with variable capital established inLuxembourg pursuant to Part II of the Luxembourg law onundertakings for collective investment of December 20, 2002,and approved for sale in Switzerland as a foreign collectiveinvestment scheme with special risks.The subfunds of theCompany invest as funds of funds in hedge funds that engagein alternative investments and employ investment techniquesinvolving risks that are not comparable to those of securitiesfunds. Investors are expressly made aware of the risks outlinedin the prospectus and must in particular be willing to acceptsubstantial price losses. The Company and the managementcompany endeavor, however, to minimize these risks througha strict selection of the funds purchased (target funds) andadequate risk diversification. However, a total loss for individualtarget funds cannot be ruled out.
The CS ETFs family includes Exchange Traded Funds (ETF)under Swiss law, Luxembourg law and Irish law. The Collectiveinvestment schemes with domicile in Luxembourg were issued
Important Information
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pursuant to Part I and Part II of the Luxembourg law ofDecember 20, 2002, on undertakings for collective investment.
Fund management company of the Funds under Swiss lawas well as representative of the foreign funds registered forpublic sale in Switzerland is Credit Suisse Funds AG, Zurich.Custodian Bank of the funds under Swiss law as well as PayingAgent of the foreign funds registered for public sale inSwitzerland is Credit Suisse AG, Zurich. Subscriptions are onlyvalid on the basis of the current sales prospectus and the mostrecent annual report (or half-yearly report, if this is more recent).The prospectus, the simplified prospectus, the managementregulations respectively the articles of incorporation and theannual and half-yearly reports may be obtained free of chargefrom Credit Suisse Funds AG, Zurich and from any bank in theCredit Suisse AG in Switzerland.
Index-DisclaimerThe product is not sponsored, endorsed, sold or promoted bySIX Swiss Exchange Ltd and SIX Swiss Exchange Ltd makesno representation regarding the advisability of investing in theproduct. SMI®, SMIM®, SLI®, SBI® and the relevant indicesare registered trademarks of SIX Swiss Exchange Ltd and maybe used only under license from the owner.The MSCI indices are exclusively owned by MSCI. MSCI as wellas names of MSCI indices are registered traded marks of MSCIand/or its affiliates and have been licensed to use in predefinedmanner by Credit Suisse Fund Management S.A. and CreditSuisse Fund Management Company (Ireland) Limited. Allsubfunds of CS ETF (LUX) as well as of CS ETF (IE) which arebased on MSCI indices are not issued, signed, confirmed, soldor marketed by MSCI. MSCI neither provides any guaranteenor assumes any liability for CS ETF funds. Furthermore, MSCIdoes not take responsibility for selling CS ETF fund shares andis not involved in the management of CS ETF funds."Dow Jones" and "Dow Jones Industrial AverageSM” aretrademarks of Dow Jones & Company, Inc. and have beenlicensed for use for certain purposes by Credit Suisse FundManagement Company (Ireland) Limited. Credit Suisse FundManagement Company (Ireland) Limited's CS ETF (IE) on theDow Jones Industrial AverageSM is not sponsored, endorsed,sold or promoted by Dow Jones, and Dow Jones makes norepresentation regarding the advisability of trading in suchproduct(s).
The Nikkei 225 is a copyrighted material calculated in amethodology independently developed and created by NikkeiInc., and Nikkei Inc., is the sole exclusive owner of the copyrightand other intellectual property rights in the Nikkei 225 itselfand the methodology to calculate the Nikkei 225. Nikkei DigitalMedia Inc. as authorized by Nikkei Inc. granted a license tothe Licensee to use the Nikkei 225 as basis for the Fund.The intellectual property and any other rights in the marks toindicate Nikkei and the Nikkei 225 shall be vested in NikkeiInc. Nikkei Inc. and/or Nikkei Digital Media, Inc. does notsponsor, support, sell or market the Fund. Nikkei Inc. and/orNikkei Digital Media, Inc. has - besides granting the licenseto the Licensee to use certain trademarks and to use theNikkei 225 for the Fund – no connection with the Fund. Thelicense agreement between Nikkei Digital Media, Inc. and theLicensee does not provide any rights to any third parties. TheFund is managed exclusively at the risk of the Licensee andNikkei Inc. and/or Nikkei Digital Media, Inc. shall assume noobligation or responsibility for its management and transactionsof the Fund. Nikkei Inc. and/or Nikkei Digital Media, Inc. isnot responsible for the accuracy and the calculation of theFund or the data contained therein. Nikkei Inc. and/or NikkeiDigital Media, Inc. shall not have the obligation to continuouslyannounce the Nikkei 225 and shall not be liable for any error,delay, interruption, suspension or cessation of announcementthereof; and Nikkei Inc. and Nikkei Digital Media, Inc. shall havethe right to change the description of the stocks included in theNikkei 225, the calculation methodology of the Nikkei 225 orany other details of the Nikkei 225 and shall have the right tosuspend or cease the announcement of the Nikkei 225 withoutowning any liability to the Licensor or any other third party.The EURO STOXX 50® is the intellectual property (includingregistered trademarks) of STOXX Limited, Zurich, Switzerlandand/or its licensors (“Licensors”), which is used under license.The Fund based on the Index is in no way sponsored, endorsed,sold or promoted by STOXX and its Licensors and neither ofthe Licensors shall have any liability with respect thereto.“FTSE®”, "FT-SE®", "Footsie®", “FTSE4Good®” and“techMARK” are trade marks jointly owned by the London StockExchange Plc and The Financial Times Limited and are usedby FTSE International Limited (“FTSE”) under licence.“All-World®”, “All-Share®” and “All-Small®” are trade marks ofFTSE. The FTSE 100 is calculated by FTSE. FTSE does notsponsor, endorse or promote this product and is not in any way
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connected to it and does not accept any liability in relation to itsissue, operation and trading. All copyright and database rightsin the index values and constituent list vest in FTSE.“FTSE®” is a trade mark of the London Stock Exchange plcand the Financial Times Limited, “MIB®” is a trade mark ofBorsa Italiana SpA (“Borsa Italiana”) and both are used byFTSE International Limited (“FTSE”) under licence. The FTSEMIB Index is calculated by FTSE with the assistance of BorsaItaliana. Neither FTSE nor its licensors nor Borsa Italianasponsor, endorse or promote this product and are not in anyway connected to it and do not accept any liability in relationto its issue, operation and trading. All copyright in the indexvalues and constituent list vest in FTSE. Credit Suisse FundManagement Company (Ireland) Limited has obtained fulllicence from FTSE to use such copyright in the creation of thisproduct.Standard & Poor’s® and S&P® are registered trademarks ofStandard & Poor’s Financial Services LLC (“S&P”) and havebeen licensed for use by the Manager. The Fund is notsponsored, endorsed, sold or promoted by S&P or its Affiliates,and S&P and its Affiliates make no representation, warranty orcondition regarding the advisability of buying, selling or holding
shares in the Fund.CSI Indices are compiled and calculated by China SecuritiesIndex Co. Ltd. CSI will apply all necessary means to ensurethe accuracy of the CSI Indices. However, neither CSI nor theShanghai Stock Exchange nor the Shenzhen Stock Exchangeshall be liable (whether in negligence or otherwise) to anyperson for any error in the CSI Indices and neither CSI nor theShanghai Stock Exchange nor the Shenzhen Stock Exchangeshall be under any obligation to advise any person of any errortherein. All copyright in the index values and constituent listvests in CSI.Standard & Poor’s® and S&P® are registered trademarks ofStandard & Poor’s Financial Services LLC (“S&P”) and havebeen licensed for use by the Manager. The Fund is notsponsored, endorsed, sold or promoted by S&P or its Affiliates,and S&P and its Affiliates make no representation, warranty orcondition regarding the advisability of buying, selling or holdingshares in the Fund.
Copyright © 2016 Credit Suisse Group AG and/or its affiliates.All rights reserved.
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Individuals
Address: CREDIT SUISSE AGParadeplatz 8P.O.Box 500CH-8070 Zurich
Internet: www.credit-suisse.com
Upload Fund Factbook: www.credit-suisse.com/ch/factbook
Financial Advisors
Address: CREDIT SUISSE AGAsset ManagementRetail Distribution CH/LIAWREP. O. Box 800CH-8070 Zurich
Internet: www.credit-suisse.com/ch
Quarterly produced by: Marketing EMEA, Asset Management
Contacts
International Standard Serial Number: ISSN 1663-1463
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booklet issuerId channelId languageId perDateFund Factbook9926 9913 18 20160729