Fund Factbook Swiss Market Data as at October 2016 · Data as at October 2016. Overview Contents 3...
Transcript of Fund Factbook Swiss Market Data as at October 2016 · Data as at October 2016. Overview Contents 3...
booklet issuerId channelId languageId perDateFund Factbook9926 9913 18 20161031
Fund FactbookSwiss MarketData as at October 2016
OverviewContents 3
Fund Performance 6
Credit Suisse Fund 3Credit Suisse (CH) Small and Mid Cap Switzerland Equity Fund B 40
Credit Suisse (CH) Swiss Blue Chips Equity Fund B 41
CS Investment Funds 2Credit Suisse (Lux) CommodityAllocation Fund B USD 82
Credit Suisse (Lux) CommodityAllocation Fund BH CHF 83
Credit Suisse Fund 3Credit Suisse (CH) Swiss Real Estate Securities Fund A 80
CS Investment Funds 2Credit Suisse (Lux) CommodityAllocation Fund BH EUR 84
Credit Suisse (Lux) CommodityAllocation Fund EBH CHF 85
Credit Suisse (Lux) CommodityAllocation Fund EBH EUR 86
Credit Suisse Fund 3Credit Suisse (CH) Swiss Real Estate Securities Fund IB 81
Credit Suisse (CH) Swissac Equity Fund B 42
Credit Suisse (CH) 130/30 Swiss Equity Fund B CHF 79
Credit Suisse Investment Funds 13Credit Suisse (Lux) Commodity Index Plus USD Fund B 169
Credit Suisse (Lux) Commodity Index Plus USD Fund BH EUR 171
Credit Suisse (Lux) Commodity Index Plus USD Fund IB 170
Credit Suisse (Lux) Commodity Index Plus USD Fund IBH EUR 172
CS Investment Funds 2Credit Suisse (Lux) European Dividend Plus Equity Fund B EUR 95
Credit Suisse (Lux) Japan Value Equity Fund B JPY 94
Credit Suisse (Lux) European Dividend Plus Equity Fund BH CHF 97
Credit Suisse (Lux) European Dividend Plus Equity Fund IB EUR 96
Credit Suisse Investment Funds 11Credit Suisse (Lux) Small and Mid Cap Europe Equity Fund B EUR 50
Credit Suisse (Lux) USA Growth Opportunities Equity Fund B USD 53
Credit Suisse Fund 3Credit Suisse (Lux) USA Growth Opportunities Equity Fund BH EUR 55
Credit Suisse Investment Funds 11Credit Suisse (Lux) USA Growth Opportunities Equity Fund IB USD 54
Credit Suisse Prime Select TrustCSPST (Lux) Multi Strategy 182
Credit Suisse Investment Funds 11Credit Suisse (Lux) Small and Mid Cap Germany Equity Fund B EUR 51
Credit Suisse (Lux) Small and Mid Cap Germany Equity Fund IB EUR 52
Credit Suisse (Lux) USA Value Equity Fund B USD 56
Credit Suisse (Lux) USA Value Equity Fund BH EUR 58
Credit Suisse (Lux) USA Value Equity Fund IB USD 57
Credit Suisse Prime Select TrustCSPST (Lux) Global Equities Long/Short B 179
Credit Suisse Investment Funds 4Credit Suisse (Lux) Prima Multi-Strategy Fund B EUR 129
Credit Suisse (Lux) Prima Multi-Strategy Fund BH GBP 132
Credit Suisse (Lux) Prima Multi-Strategy Fund FBH GBP 127
Credit Suisse (Lux) Prima Multi-Strategy Fund FBH USD 128
CS Investment Funds 2Credit Suisse (Lux) Eurozone Active Opportunities Equity Fund B EUR 87
Credit Suisse Investment Funds 11Credit Suisse (Lux) Italy Equity Fund B EUR 48
Credit Suisse (Lux) Italy Equity Fund IB EUR 49
Credit Suisse Investment Funds 5Credit Suisse (Lux) Global Biotech Innovators Equity Fund B USD 153
Credit Suisse (Lux) Global Biotech Innovators Equity Fund BH EUR 154
Credit Suisse (Lux) Global Small & Mid Cap Emerging Market ILC Equity FundB USD 146
Credit Suisse (Lux) Global Small & Mid Cap Emerging Market ILC Equity FundIB USD 147
Credit Suisse Investment Funds 11Credit Suisse (Lux) Global Value Equity Fund B EUR 43
Credit Suisse (Lux) Global Value Equity Fund BH CHF 45
Credit Suisse Investment Funds 5Credit Suisse (Lux) Global Biotech Innovators Equity Fund IB USD 155
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Credit Suisse Investment Funds 11Credit Suisse (Lux) Global Value Equity Fund BH CZK 46
Credit Suisse (Lux) Global Value Equity Fund BH USD 47
Credit Suisse (Lux) Global Value Equity Fund IB EUR 44
CS Investment Funds 2Credit Suisse (Lux) Global Dividend Plus Equity Fund B USD 105
Credit Suisse (Lux) Global Dividend Plus Equity Fund BH CHF 106
Credit Suisse (Lux) Global Dividend Plus Equity Fund IB USD 107
Credit Suisse (Lux) Global Dividend Plus Equity Fund IBH CHF 108
Credit Suisse (Lux) Global Emerging Market ILC Equity Fund B USD 88
Credit Suisse (Lux) Global Emerging Market ILC Equity Fund BH EUR 90
Credit Suisse Investment Funds 5Credit Suisse (Lux) Infrastructure Equity Fund B USD 150
Credit Suisse (Lux) Infrastructure Equity Fund BH EUR 151
CS Investment Funds 2Credit Suisse (Lux) Global Emerging Market ILC Equity Fund IB USD 89
Credit Suisse Investment Funds 5Credit Suisse (Lux) Infrastructure Equity Fund IB USD 152
Credit Suisse (Lux) Global Energy Winners Equity Fund B USD 148
Credit Suisse (Lux) Global Energy Winners Equity Fund BH EUR 149
CS Investment Funds 2Credit Suisse (Lux) Global Security Equity Fund BH EUR 93
Credit Suisse (Lux) Global Security Equity Fund BH CHF 92
Credit Suisse (Lux) Global Security Equity Fund B USD 91
InformationGlossary 188
Factsheet Explained 190
Where to find the current prices of our funds 192
Important Information 193
Contacts 196
ContentsFunds distributed in Switzerland
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Total return in % as of 31.10.2016* Risk
Fund NameFund
currency*
Fundcurrency
1 year
Fundcurrency
3 yearsCHF
1 yearCHF
3 years
in fundcurrency %
3 years** Page
Credit Suisse Fund 3Credit Suisse (CH) Small and Mid Cap Switzerland Equity Fund B CHF 9.4 31.0 9.4 31.0 14.1 40
Credit Suisse (CH) Swiss Blue Chips Equity Fund B CHF -5.4 6.2 -5.4 6.2 12.2 41
CS Investment Funds 2Credit Suisse (Lux) CommodityAllocation Fund B USD USD -3.2 -34.4 -2.9 -28.4 13.6 82
Credit Suisse (Lux) CommodityAllocation Fund BH CHF CHF -5.3 -37.4 -5.3 -37.4 13.6 83
Credit Suisse Fund 3Credit Suisse (CH) Swiss Real Estate Securities Fund A CHF 8.9 32.2 8.9 32.2 8.1 80
CS Investment Funds 2Credit Suisse (Lux) CommodityAllocation Fund BH EUR EUR -4.8 -36.6 -5.3 -44.1 13.5 84
Credit Suisse (Lux) CommodityAllocation Fund EBH CHF CHF -4.4 -35.7 -4.4 -35.7 13.6 85
Credit Suisse (Lux) CommodityAllocation Fund EBH EUR EUR -3.8 -34.5 -4.3 -42.4 13.6 86
Credit Suisse Fund 3Credit Suisse (CH) Swiss Real Estate Securities Fund IB CHF 9.4 33.8 9.4 33.8 8.0 81
Credit Suisse (CH) Swissac Equity Fund B CHF -4.1 10.1 -4.1 10.1 13.0 42
Credit Suisse (CH) 130/30 Swiss Equity Fund B CHF CHF -4.3 10.9 -4.3 10.9 13.7 79
Credit Suisse Investment Funds 13Credit Suisse (Lux) Commodity Index Plus USD Fund B USD -2.8 -33.5 -2.5 -27.4 13.9 169
Credit Suisse (Lux) Commodity Index Plus USD Fund BH EUR EUR -4.2 -35.2 -4.7 -42.9 13.8 171
Credit Suisse (Lux) Commodity Index Plus USD Fund IB USD -1.9 -31.5 -1.6 -25.2 13.9 170
Credit Suisse (Lux) Commodity Index Plus USD Fund IBH EUR EUR -3.3 -33.2 -3.7 -41.2 13.8 172
CS Investment Funds 2Credit Suisse (Lux) European Dividend Plus Equity Fund B EUR EUR -6.4 13.2 -6.8 -0.3 11.6 95
Credit Suisse (Lux) Japan Value Equity Fund B JPY JPY -2.2 23.5 12.7 25.9 14.1 94
Credit Suisse (Lux) European Dividend Plus Equity Fund BH CHF CHF -7.1 10.4 -7.1 10.4 11.6 97
Credit Suisse (Lux) European Dividend Plus Equity Fund IB EUR EUR -5.5 16.4 -6.0 2.5 11.6 96
Credit Suisse Investment Funds 11Credit Suisse (Lux) Small and Mid Cap Europe Equity Fund B EUR EUR -2.5 32.5 -2.9 16.7 13.0 50
Credit Suisse (Lux) USA Growth Opportunities Equity Fund B USD USD -5.0 13.3 -4.7 23.7 11.6 53
Fund Performanceas of 31.10.2016
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Total return in % as of 31.10.2016* Risk
Fund NameFund
currency*
Fundcurrency
1 year
Fundcurrency
3 yearsCHF
1 yearCHF
3 years
in fundcurrency %
3 years** Page
Credit Suisse Fund 3Credit Suisse (Lux) USA Growth Opportunities Equity Fund BH EUR EUR -6.4 11.2 -6.8 -2.1 11.5 55
Credit Suisse Investment Funds 11Credit Suisse (Lux) USA Growth Opportunities Equity Fund IB USD USD -4.5 15.2 -4.2 25.8 11.6 54
Credit Suisse (Lux) Small and Mid Cap Germany Equity Fund B EUR EUR -4.8 19.2 -5.3 4.9 14.4 51
Credit Suisse (Lux) Small and Mid Cap Germany Equity Fund IB EUR EUR -3.8 22.9 -4.3 8.2 14.4 52
Credit Suisse (Lux) USA Value Equity Fund B USD USD 11.2 -8.4 11.6 0.0 16.5 56
Credit Suisse (Lux) USA Value Equity Fund BH EUR EUR 9.7 -10.6 9.2 -21.3 16.4 58
Credit Suisse (Lux) USA Value Equity Fund IB USD USD 12.4 -5.6 12.7 3.1 16.5 57
Credit Suisse Investment Funds 4Credit Suisse (Lux) Prima Multi-Strategy Fund B EUR EUR -5.2 -3.5 -5.6 -15.0 3.3 129
Credit Suisse (Lux) Prima Multi-Strategy Fund BH GBP GBP -4.8 -3.2 -24.5 -19.7 3.4 132
Credit Suisse (Lux) Prima Multi-Strategy Fund FBH GBP GBP -4.2 -0.8 -24.0 -17.6 3.3 127
Credit Suisse (Lux) Prima Multi-Strategy Fund FBH USD USD -3.7 -0.4 -3.4 8.8 3.3 128
CS Investment Funds 2Credit Suisse (Lux) Eurozone Active Opportunities Equity Fund B EUR EUR -5.8 8.2 -6.2 -4.7 13.1 87
Credit Suisse Investment Funds 11Credit Suisse (Lux) Italy Equity Fund B EUR EUR -21.5 4.3 -21.8 -8.1 17.4 48
Credit Suisse (Lux) Italy Equity Fund IB EUR EUR -20.5 8.2 -20.9 -4.7 17.5 49
Credit Suisse Investment Funds 5Credit Suisse (Lux) Global Biotech Innovators Equity Fund B USD USD -23.2 18.4 -22.9 29.3 26.8 153
Credit Suisse (Lux) Global Biotech Innovators Equity Fund BH EUR EUR -24.2 16.5 -24.5 2.6 26.9 154
Credit Suisse (Lux) Global Small & Mid Cap Emerging Market ILC Equity Fund B
USDUSD 8.1 4.9 8.5 14.6 15.9 146
Credit Suisse (Lux) Global Small & Mid Cap Emerging Market ILC Equity Fund IB
USDUSD 8.9 7.2 9.3 17.1 15.9 147
Credit Suisse Investment Funds 11Credit Suisse (Lux) Global Value Equity Fund B EUR EUR 18.9 22.5 18.4 7.9 12.9 43
Credit Suisse (Lux) Global Value Equity Fund BH CHF CHF 17.9 19.5 17.9 19.5 12.9 45
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Total return in % as of 31.10.2016* 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) Global Biotech Innovators Equity Fund IB USD USD -22.4 22.1 -22.1 33.3 26.9 155
Credit Suisse Investment Funds 11Credit Suisse (Lux) Global Value Equity Fund BH CZK CZK 18.2 20.1 17.9 0.9 13.0 46
Credit Suisse (Lux) Global Value Equity Fund BH USD USD 19.6 21.9 20.0 33.1 13.0 47
Credit Suisse (Lux) Global Value Equity Fund IB EUR EUR 20.2 26.3 19.6 11.2 12.9 44
CS Investment Funds 2Credit Suisse (Lux) Global Dividend Plus Equity Fund B USD USD 2.5 6.9 2.8 16.7 10.0 105
Credit Suisse (Lux) Global Dividend Plus Equity Fund BH CHF CHF 0.3 3.1 0.3 3.1 9.9 106
Credit Suisse (Lux) Global Dividend Plus Equity Fund IB USD USD 3.5 9.8 3.8 19.9 10.0 107
Credit Suisse (Lux) Global Dividend Plus Equity Fund IBH CHF CHF 1.3 6.0 1.3 6.0 9.9 108
Credit Suisse (Lux) Global Emerging Market ILC Equity Fund B USD USD 9.2 -10.1 9.6 -1.9 16.9 88
Credit Suisse (Lux) Global Emerging Market ILC Equity Fund BH EUR EUR 7.7 -11.9 7.2 -22.5 16.7 90
Credit Suisse Investment Funds 5Credit Suisse (Lux) Infrastructure Equity Fund B USD USD 5.8 12.3 6.1 22.6 9.9 150
Credit Suisse (Lux) Infrastructure Equity Fund BH EUR EUR 4.0 9.5 3.6 -3.6 9.9 151
CS Investment Funds 2Credit Suisse (Lux) Global Emerging Market ILC Equity Fund IB USD USD 10.0 -7.9 10.4 0.6 16.9 89
Credit Suisse Investment Funds 5Credit Suisse (Lux) Infrastructure Equity Fund IB USD USD 6.5 14.7 6.9 25.3 9.9 152
Credit Suisse (Lux) Global Energy Winners Equity Fund B USD USD 0.4 -34.6 0.7 -28.5 22.0 148
Credit Suisse (Lux) Global Energy Winners Equity Fund BH EUR EUR -0.9 -36.2 -1.4 -43.8 21.9 149
CS Investment Funds 2Credit Suisse (Lux) Global Security Equity Fund BH EUR EUR 1.4 16.5 0.9 2.6 12.7 93
Credit Suisse (Lux) Global Security Equity Fund BH CHF CHF 0.7 14.9 0.7 14.9 12.7 92
Credit Suisse (Lux) Global Security Equity Fund B USD USD 2.7 18.8 3.1 29.7 12.7 91
Fund Performanceas of 31.10.2016
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Total return in % as of 30.09.2016* 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 -2.8 0.2 -3.6 7.5 2.9 182
CSPST (Lux) Global Equities Long/Short B USD -3.4 4.4 -4.2 12.0 5.1 179
* 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.
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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.) 57.53Inception date 13.02.2004Management fee in % p.a. 0.95TER (as of 31.03.2016) in % 1.03Benchmark (BM)
Bloomberg Barclays Euro-Aggr. Corp. (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 63
October 31, 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
5.14.4 5.42.4
8.4
-0.6
5.2
CS (CH) Corporate EUR Bond Fund A Yearly or year-to-date performance respectively (Fund)Bloomberg Barclays Euro-Aggr. Corp. (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 -0.69 -0.78 5.11 4.87 10.88 19.58Benchmark -0.73 -0.57 5.22 5.08 13.20 23.72
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
Currencies in %before hedging after hedging
EUR 68.34 99.21USD 30.63 0.72GBP 0.97 0.02CHF 0.05 0.05
Credit Ratings in %
AA+ 1.95AA- 6.53A+ 5.34A 16.32A- 8.48BBB+ 17.37BBB 12.42BBB- 18.00BB+ 12.62BB 0.95
Top 10 Holdings in %Position Maturity as % of
assetsElectricite France 30.06.22 3.92Wendel 09.02.27 3.42EMD 19.03.25 3.29Teva Pharpaceutical 31.03.27 3.10AON 14.05.26 2.96Nordea Bank 12.02.25 2.76Harman Finance Intl. 27.05.22 2.75Bank of America 14.09.22 2.59Elm 10.12.15 2.56Pepsico 30.04.25 2.46Total 29.82
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 3.28 3.07Information ratio -0.56 -0.59Tracking Error (Ex post) 1.22 1.15Maximum 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 % 1.53Average remaining term to maturity in years 7.22Modified duration in years 4.99
Asset Allocation in %Corporate Bonds 71.13Financial Bonds 20.42Emerging Market Bonds 2.18Cash/Cash Equivalents 3.02Others 3.25Total 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) 104.01
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+
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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 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.) 57.53Inception date 08.12.2012Management fee in % p.a. 0.95TER (as of 31.03.2016) in % 1.03Benchmark (BM)Bloomberg Barclays Euro-Aggr. Corp. (TR) (GBP-Hgd)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 63
October 31, 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
5.7
2.7
8.7
0.0
6.1
CS (CH) Corporate EUR Bond Fund AH GBP Yearly or year-to-date performance respectively (Fund)Bloomberg Barclays Euro-Aggr. Corp. (TR)(GBP-Hgd)
Yearly or year-to-date performance respectively(Benchmark)
Net performance in GBP 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund -0.61 -0.54 5.70 5.56 12.05 -Benchmark -0.68 -0.38 6.14 6.09 15.28 -
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
Currencies in %before hedging
EUR 68.34USD 30.63GBP 0.97CHF 0.05
Credit Ratings in %
AA+ 1.95AA- 6.53A+ 5.34A 16.32A- 8.48BBB+ 17.37BBB 12.42BBB- 18.00BB+ 12.62BB 0.95
Top 10 Holdings in %Position Maturity as % of
assetsElectricite France 30.06.22 3.92Wendel 09.02.27 3.42EMD 19.03.25 3.29Teva Pharpaceutical 31.03.27 3.10AON 14.05.26 2.96Nordea Bank 12.02.25 2.76Harman Finance Intl. 27.05.22 2.75Bank of America 14.09.22 2.59Elm 10.12.15 2.56Pepsico 30.04.25 2.46Total 29.82
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 3.49 3.22Information ratio -0.31 -0.81Tracking Error (Ex post) 1.64 1.17Maximum drawdown in % 4) -1.03 -4.544) Maximum drawdown is the most negative cumulative returnover a given time period.
Duration and YieldFund
Gross portfolio yield in % 1.53Average remaining term to maturity in years 7.22Modified duration in years 4.99
Asset Allocation in %Corporate Bonds 71.13Financial Bonds 20.42Emerging Market Bonds 2.18Cash/Cash Equivalents 3.02Others 3.25Total 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) 106.82
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.
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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.) 32.88Inception 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
October 31, 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
7.6
-1.3 -0.1 -1.0
-33.1-28.2
6.7
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 -0.71 0.34 7.60 -3.35 -49.82 -52.99Benchmark -0.64 0.28 6.72 -4.34 -48.13 -49.71
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 19.06 17.61Information ratio -0.72 -0.94Tracking Error (Ex post) 1.54 1.43Beta 1.00 0.99
Commodity Sectors in %
Energy 34.99Agriculture 29.07Industrial Metals 16.89Precious Metals 15.45Livestock 3.59
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) 113.95
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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
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.) 371.43Inception 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 163
October 31, 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
12.5
3.5
16.7
-2.4
4.10.7
11.1
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 0.32 1.98 12.52 8.62 11.44 31.19Benchmark -0.01 1.46 11.10 9.16 15.71 31.85
Countries in %
Russia 15.28China 9.99Brazil 8.36Argentina 8.11United ArabEmirates 8.10Mexico 7.62India 6.92Colombia 5.54Peru 4.99Rest ofEmergingMarkets 25.08
Sectors in %
Financials 24.60Oil & Gas 12.00Sovereign 12.00TMT 9.40Industrials 8.70Metals andmining 7.40Real estate 7.30Consumer 7.00Utilities 4.60Others 7.00
Duration and YieldFund
Gross portfolio yield in % 5.91Average remaining term to maturity in years 5.97Modified duration in years 4.83
Credit Ratings in %
CCC+ 0.80AA (Bucket) 1.70A (Bucket) 10.60BBB (Bucket) 35.30BB (Bucket) 27.80B (Bucket) 19.00Not rated 4.80
Top 10 Holdings in %Position Maturity as % of
assetsVTB Capital 24.10.24 2.20Veb Finance 21.11.23 1.42Equate Petrochemic 03.11.26 1.33Voto-Votorantim 25.09.19 1.28Braskem 15.04.21 1.26Fideicom Pacifico 15.01.35 1.20YPF 28.07.25 1.19Mendoza Province 19.05.24 1.15Suam Finance 17.04.24 1.13Reliance 28.01.25 1.12Total 13.28
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)
102.84 128.61
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 % 5.74 5.99Information ratio -0.68 -0.06Tracking Error (Ex post) 1.84 1.77Maximum 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+
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.
13
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.) 196.64Inception 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 176
October 31, 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
5.77.9 8.6
-1.7
6.5
-0.3
7.65.7 6.7
-1.4
2.5
-1.8
6.6
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 -0.91 -0.95 5.72 4.93 11.35 16.72Benchmark -0.74 -0.66 7.57 6.55 13.59 22.03Sector -0.81 -0.32 6.58 4.98 6.22 13.61
Credit Ratings in %
AAA 6.85AA+ 7.38AA 2.83AA- 5.30A+ 9.79A 13.15A- 14.50BBB (Bucket) 37.03BB (Bucket) 2.93B (Bucket) 0.24
Top 10 Holdings in %Position Maturity as % of
assetsGoldman Sachs 15.02.33 1.72EIB 10.02.25 1.51EIB 15.02.36 1.36US Treasury 15.02.45 1.25Diamond Finance 15.06.26 1.14Fannie Mae 15.07.37 1.11Jp Morgan Chase 15.10.20 1.10CS New York Branch 09.09.24 1.06United States of America 15.08.42 1.06Viacom 15.12.19 1.05Total 12.36
Duration and YieldFund
Gross portfolio yield in % 2.64Average remaining term to maturity in years 8.36Modified duration in years 5.63
Asset Allocation in %Industrial Bonds 52.64Financial Bonds 21.66Sovereign/Agencies 9.83Government 9.73Utilities 2.52Structured Notes 2.19Cash/Cash Equivalents 1.42Total 99.99
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 2.96 3.34Information ratio -0.89 -1.10Tracking Error (Ex post) 0.75 0.81Maximum 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)
102.67 116.97
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
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.) 371.43Inception 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 163
October 31, 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
10.6
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 0.14 1.39 10.62 6.48 7.52 23.98
Countries in %
Russia 15.28China 9.99Brazil 8.36Argentina 8.11United ArabEmirates 8.10Mexico 7.62India 6.92Colombia 5.54Peru 4.99Rest ofEmergingMarkets 25.08
Sectors in %
Financials 24.60Oil & Gas 12.00Sovereign 12.00TMT 9.40Industrials 8.70Metals andmining 7.40Real estate 7.30Consumer 7.00Utilities 4.60Others 7.00
Duration and YieldFund
Gross portfolio yield in % 5.91Average remaining term to maturity in years 5.97Modified duration in years 4.83
Credit Ratings in %
CCC+ 0.80AA (Bucket) 1.70A (Bucket) 10.60BBB (Bucket) 35.30BB (Bucket) 27.80B (Bucket) 19.00Not rated 4.80
Top 10 Holdings in %Position Maturity as % of
assetsVTB Capital 24.10.24 2.20Veb Finance 21.11.23 1.42Equate Petrochemic 03.11.26 1.33Voto-Votorantim 25.09.19 1.28Braskem 15.04.21 1.26Fideicom Pacifico 15.01.35 1.20YPF 28.07.25 1.19Mendoza Province 19.05.24 1.15Suam Finance 17.04.24 1.13Reliance 28.01.25 1.12Total 13.28
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) 121.29
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 % 5.69 5.98Maximum drawdown in % 4) -9.14 -9.144) 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.
15
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class B USD
Fund 130
Fund manager Thomas FlanneryFund manager since 30.04.2010Location New YorkFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 32.33Inception 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
October 31, 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
10.7
4.4
15.5
7.42.5
-4.6
15.7
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 1.24 4.22 10.68 6.17 7.51 28.11Benchmark 0.31 3.23 15.68 10.18 14.26 40.69
Maturities in years
0%5%
10%15%20%25%30%35%
0-1 1-3 3-5 5-7 7-10 10-15 >15
Currencies in %before hedging after hedging
USD 100.00 100.00
Countries in %
USA 82.53Canada 6.52Cayman Islands 1.92Luxembourg 1.52Netherlands 1.49France 1.15Ireland 1.02Australia 0.24Cash/CashEquivalents 1.62Others 1.99
Top 10 Holdings in %Position Maturity as % of
assetsBonanza Creek 15.04.21 1.72Infinity Acquis 01.08.22 1.60Euramax Intl 15.08.20 1.50Taseko Mines 15.04.19 1.49Northern Tier Energy 15.11.20 1.48Shelf Drill Hold 01.11.18 1.45Syniverse 15.01.19 1.45Sprint 15.02.25 1.38Block Comm. 01.02.20 1.37CVR 01.11.22 1.35Total 14.79
Asset Allocation in %Industrial Bonds 94.17Financial Bonds 4.21Utilities 0.00Structured Notes 0.00Cash/Cash Equivalents 1.62Total 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) 267.72
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Duration and YieldFund
Gross portfolio yield in % 8.74Average remaining term to maturity in years 5.85Modified duration in years 3.66
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 5.63 5.09Information ratio -0.82 -0.91Tracking Error (Ex post) 2.48 2.05Maximum drawdown in % 4) -12.45 -12.454) Maximum drawdown is the most negative cumulative returnover a given time period.
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 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.) 73.74Inception 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 89
October 31, 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
4.93.5
10.7
2.1
11.2
1.14.1
1.5
9.0
1.7
6.8
0.02.7
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 -1.32 -1.48 4.92 4.13 13.29 27.70Benchmark -1.68 -1.69 4.13 3.66 16.67 33.40Sector -0.71 -0.59 2.75 2.25 9.63 21.99
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 99.96 99.96USD 0.04 0.04
Credit Ratings in %
AAA 10.37AA+ 4.98AA 8.84AA- 5.92A+ 8.72A 13.85A- 5.31BBB (Bucket) 38.66BB (Bucket) 2.75B (Bucket) 0.60
Top 10 Holdings in %Position Maturity as % of
assetsFrance OAT 25.11.24 3.57France 25.10.38 2.77Italy 01.09.20 2.33Italy 01.03.20 2.32Germany 04.01.37 2.29Italy BTP 01.06.18 2.17HSBC Bank 15.11.17 2.16Finland 04.07.28 1.74Microsoft 02.05.33 1.66Shell Intl. Fin. 24.03.26 1.60Total 22.61
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 3.36 3.62Information ratio -0.82 -0.76Tracking Error (Ex post) 1.19 1.15Maximum 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 % 0.58Average remaining term to maturity in years 7.17Modified duration in years 5.78
Asset Allocation in %Industrial Bonds 37.14Government 35.83Financial Bonds 13.04Utilities 5.70Sovereign/Agencies 4.65Covered/ABS 1.52Cash/Cash Equivalents 2.12Total 100.00
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)
112.21 120.81
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.
17
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class IB USD
Fund 130
Fund manager Thomas FlanneryFund manager since 30.04.2010Location New YorkFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 32.33Inception 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
October 31, 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
11.1
4.4
15.5
7.42.5
-4.6
15.7
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 1.28 4.35 11.15 6.70 9.13 31.35Benchmark 0.31 3.23 15.68 10.18 14.26 40.69
Maturities in years
0%5%
10%15%20%25%30%35%
0-1 1-3 3-5 5-7 7-10 10-15 >15
Currencies in %before hedging after hedging
USD 100.00 100.00
Countries in %
USA 82.53Canada 6.52Cayman Islands 1.92Luxembourg 1.52Netherlands 1.49France 1.15Ireland 1.02Australia 0.24Cash/CashEquivalents 1.62Others 1.99
Top 10 Holdings in %Position Maturity as % of
assetsBonanza Creek 15.04.21 1.72Infinity Acquis 01.08.22 1.60Euramax Intl 15.08.20 1.50Taseko Mines 15.04.19 1.49Northern Tier Energy 15.11.20 1.48Shelf Drill Hold 01.11.18 1.45Syniverse 15.01.19 1.45Sprint 15.02.25 1.38Block Comm. 01.02.20 1.37CVR 01.11.22 1.35Total 14.79
Number of holdings
Asset Allocation in %Industrial Bonds 94.17Financial Bonds 4.21Utilities 0.00Structured Notes 0.00Cash/Cash Equivalents 1.62Total 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) 2'645.65
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Duration and YieldFund
Gross portfolio yield in % 8.74Average remaining term to maturity in years 5.85Modified duration in years 3.66
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 5.63 5.09Information ratio -0.62 -0.67Tracking Error (Ex post) 2.48 2.05Maximum drawdown in % 4) -12.00 -12.004) Maximum drawdown is the most negative cumulative returnover a given time period.
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
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.) 371.43Inception 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 163
October 31, 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
140
-30%
-20%
-10%
0%
10%
20%
30%
40%
1.9
17.5
-0.40.7
-2.3
11.1
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 0.20 1.56 11.13 7.12 9.10 26.64
Countries in %
Russia 15.28China 9.99Brazil 8.36Argentina 8.11United ArabEmirates 8.10Mexico 7.62India 6.92Colombia 5.54Peru 4.99Rest ofEmergingMarkets 25.08
Sectors in %
Financials 24.60Oil & Gas 12.00Sovereign 12.00TMT 9.40Industrials 8.70Metals andmining 7.40Real estate 7.30Consumer 7.00Utilities 4.60Others 7.00
Duration and YieldFund
Gross portfolio yield in % 5.91Average remaining term to maturity in years 5.97Modified duration in years 4.83
Credit Ratings in %
CCC+ 0.80AA (Bucket) 1.70A (Bucket) 10.60BBB (Bucket) 35.30BB (Bucket) 27.80B (Bucket) 19.00Not rated 4.80
Top 10 Holdings in %Position Maturity as % of
assetsVTB Capital 24.10.24 2.20Veb Finance 21.11.23 1.42Equate Petrochemic 03.11.26 1.33Voto-Votorantim 25.09.19 1.28Braskem 15.04.21 1.26Fideicom Pacifico 15.01.35 1.20YPF 28.07.25 1.19Mendoza Province 19.05.24 1.15Suam Finance 17.04.24 1.13Reliance 28.01.25 1.12Total 13.28
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) 124.56
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 % 5.71 6.02Information ratio - -Tracking Error (Ex post) - -Maximum drawdown in % 4) -8.59 -8.594) 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.
19
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Fund 1 - 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 31. DecemberTotal net assets (in mil.) 727.80Inception 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
October 31, 2016Switzerland
CS (CH) Privilege Fund CHF
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
0.1-0.4
CS (CH) Privilege Fund 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 -1.54 -1.08 -0.36 -1.19 7.09 24.14
Allocation asset classes in %
Bonds 51.11Equity 37.44Cash/CashEquivalents 5.85Alternatives 5.60
Currencies in % (after hedging)
CHF 76.37USD 13.86JPY 3.22EUR 2.56AUD 1.98GBP 1.19CAD 0.64NOK 0.18
Asset allocation in %Cash/Cash Equivalents Bonds Equity Real Estate
Switzerland 2.43 42.91 20.41 5.60Asia Pacific 0.02 0.21 1.71 -Euroland 0.12 0.61 1.83 -UK 0.51 0.16 0.53 -Canada 0.13 - 0.51 -USA 0.68 5.64 9.48 -Emerging Markets - 1.58 1.71 -Japan 1.96 - 1.26 -Total 5.85 51.11 37.44 5.60
Allocation of bonds in %Fixed Income 97.45Inflation Linked Bonds 2.55Total 100.00
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 5.26 4.73Information ratio -1.49 -1.50Tracking Error (Ex post) 1.03 1.01Maximum drawdown in % 4) -4.34 -4.344) Maximum drawdown is the most negative cumulative returnover a given time period.
DurationModified duration in years 4.89
Top 10 Holdings in %Position as % of
assetsCredit Suisse Switzerland Bond Index 4.78Nestle SA 3.77Credit Suisse US Index Blue Equity Fund 3.51Novartis AG 3.07Credit Suisse Small & Mid Cap EQ CHF 2.70Roche Holding AG 2.58CS Emerging Market Equity 1.77Credit Suisse Pacific Ex Japan Equity 1.75Credit Suisse Global Convertible Fund 1.64Total 25.57
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
BBG ticker CSPRIVG SW
Net asset value (NAV) 111.60
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
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
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.) 961.68Inception date 28.11.2012Management fee in % p.a. 0.65TER (as of 31.05.2016) in % 1.03Benchmark (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
October 31, 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
2.1
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 -0.17 0.48 2.12 -0.23 5.15 - 12.19Benchmark -0.29 0.08 -1.06 -1.79 3.85 - 7.91
Allocation asset classes in %
CommodityEquityFixed IncomeCurrencyVolatility
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 3.17 3.95Tracking Error (Ex post) 2.14 2.44Beta 0.95 0.99
Market commentaryHedge funds produced somewhat negative returns in October (as represented by the Credit SuisseHedge Fund Index, down 0.18% net of fees). Event Driven funds had slightly negative performanceas merger arbitrage and multi-strategy managers posted overall losses, while distressed mangers weregenerally up for the month. Long/Short Equity funds posted negative performance overall as globalequity markets were down for the month (e.g. MSCI Daily TR World Index ended the month down1.94%). Managed Futures funds had negative performance for the month, as general long exposureto fixed income and precious metals weighed on performance.
The Fund’s overall negative performance in October was primarily due to its long managed futuresexposure, while the long currency carry position helped the most out of the positive contributors.
In terms of strategy adjustments to the Fund, a long Russell 2000 position was added and exposureto the Merger Arbitrage strategy and high yield credit decreased within the Event Driven sub-strategy.Within Long/Short, Nasdaq 100 exposure was decreased, short S&P 500 and Russell 2000 positionswere removed, while short MSCI Emerging Markets and Healthcare positions were added. WithinGlobal Strategies, long currency carry exposure was decreased, while other positions remainedrelatively 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) 1'121.93
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.
21
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.) 961.68Inception date 28.11.2012Management fee in % p.a. 0.65TER (as of 31.05.2016) in % 1.03Benchmark (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
October 31, 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
1.7
8.3
3.5
-2.0 -1.5
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 -0.22 0.33 1.65 -0.79 3.81 - 10.60Benchmark -0.33 -0.02 -1.45 -2.29 2.30 - 8.60
Allocation asset classes in %
CommodityEquityFixed IncomeCurrencyVolatility
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 3.17 3.91Tracking Error (Ex post) 2.14 2.37Beta 0.94 0.98
Market commentaryHedge funds produced somewhat negative returns in October (as represented by the Credit SuisseHedge Fund Index, down 0.18% net of fees). Event Driven funds had slightly negative performanceas merger arbitrage and multi-strategy managers posted overall losses, while distressed mangers weregenerally up for the month. Long/Short Equity funds posted negative performance overall as globalequity markets were down for the month (e.g. MSCI Daily TR World Index ended the month down1.94%). Managed Futures funds had negative performance for the month, as general long exposureto fixed income and precious metals weighed on performance.
The Fund’s overall negative performance in October was primarily due to its long managed futuresexposure, while the long currency carry position helped the most out of the positive contributors.
In terms of strategy adjustments to the Fund, a long Russell 2000 position was added and exposureto the Merger Arbitrage strategy and high yield credit decreased within the Event Driven sub-strategy.Within Long/Short, Nasdaq 100 exposure was decreased, short S&P 500 and Russell 2000 positionswere removed, while short MSCI Emerging Markets and Healthcare positions were added. WithinGlobal Strategies, long currency carry exposure was decreased, while other positions remainedrelatively 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) 1'106.00
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.
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
a subfund of CS Fund 1 - Class IA
Fund manager Christoph Christen, Roger DüggelinFund manager since 31.12.2012, 31.12.2012Location Zurich, ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 31. DecemberTotal net assets (in mil.) 727.80Inception date 11.07.2012Management fee in % p.a. 0.60TER (as of 31.03.2016) in % 0.75Swinging single pricing (SSP) 3) YesUnit Class
ISIN CH0149545482
Valor no. 14954548
Last distribution 17.11.2015Distribution value 12.98Min. Init. Investm. Amount (in mill.) 3EU taxation In scope - tax
October 31, 2016Switzerland
CS (CH) Privilege Fund CHF
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 0.1
CS (CH) Privilege Fund CHF IA 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 -0.93 0.14 -0.60 8.89 -
Allocation asset classes in %
Bonds 51.11Equity 37.44Cash/CashEquivalents 5.85Alternatives 5.60
Currencies in % (after hedging)
CHF 76.37USD 13.86JPY 3.22EUR 2.56AUD 1.98GBP 1.19CAD 0.64NOK 0.18
Asset allocation in %Cash/Cash Equivalents Bonds Equity Real Estate
Switzerland 2.43 42.91 20.41 5.60Asia Pacific 0.02 0.21 1.71 -Euroland 0.12 0.61 1.83 -UK 0.51 0.16 0.53 -Canada 0.13 - 0.51 -USA 0.68 5.64 9.48 -Emerging Markets - 1.58 1.71 -Japan 1.96 - 1.26 -Total 5.85 51.11 37.44 5.60
Allocation of bonds in %Fixed Income 97.45Inflation Linked Bonds 2.55Total 100.00
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 3.98 5.25Information ratio -0.50 -0.95Tracking Error (Ex post) 1.20 1.03Maximum drawdown in % 4) -4.20 -4.204) Maximum drawdown is the most negative cumulative returnover a given time period.
DurationModified duration in years 4.89
Top 10 Holdings in %Position as % of
assetsCredit Suisse Switzerland Bond Index 4.78Nestle SA 3.77Credit Suisse US Index Blue Equity Fund 3.51Novartis AG 3.07Credit Suisse Small & Mid Cap EQ CHF 2.70Roche Holding AG 2.58CS Emerging Market Equity 1.77Credit Suisse Pacific Ex Japan Equity 1.75Credit Suisse Global Convertible Fund 1.64Total 25.57
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
BBG ticker CSPPRVI SW
Net asset value (NAV) 1'157.22
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.
23
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class A CHF & B CHF
Fund 232
Fund manager Eric SuterFund manager since 01.06.2005Location ZurichFund domicile LuxembourgFund currency CHFClose of financial year 31. MarchTotal net assets (in mil.) 574.35Inception 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
October 31, 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
1.22.7
6.0
0.4
4.8
1.1 1.7
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 -0.84 -0.97 1.24 0.52 4.37 8.49Benchmark -0.71 -0.64 1.68 1.01 7.28 14.08
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
CHF 93.77 99.85USD 6.21 0.10EUR 0.03 0.03
Credit Ratings in %
AAA 14.05AA+ 12.26AA 10.25AA- 13.52A+ 13.38A 13.34A- 5.11BBB (Bucket) 17.96D 0.13
Top 10 Holdings in %Position Maturity as % of
assetsFinancement Foncier 24.02.31 2.97BNG 21.07.25 2.19EBN BV 03.10.23 1.97Municipality Fin. 08.06.27 1.54Europ. Inv. Bk 24.08.22 1.52Rabobank 02.07.19 1.48SHB 20.12.19 1.48Korea Dev. Bk 29.10.18 1.44Oest KB 22.11.24 1.44SNCF 13.12.21 1.38Total 17.40
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 1.73 1.87Information ratio -2.80 -2.62Tracking Error (Ex post) 0.33 0.38Maximum drawdown in % 4) -1.35 -1.504) Maximum drawdown is the most negative cumulative returnover a given time period.
Number of holdings
Duration and YieldFund
Gross portfolio yield in % -0.02Average remaining term to maturity in years 5.40Modified duration in years 5.11
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)
286.85 546.18
Daily
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Asset Allocation in %Financial Bonds 44.55Corporate Bonds 28.68Government Bonds / Agency Bonds 20.70Emerging Market Bonds 2.56Covered Bonds 0.21Covered/ABS 0.16Mortgage Backed Securities 0.11Cash/Cash Equivalents 0.72Others 2.31Total 100.00
Default Probability Weighted Average CreditRating = ALinear Weighted Average Credit Rating = A+
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 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.) 32.33Inception 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 130
October 31, 2016Switzerland
CS (Lux) High Yield USD 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%
11.8
6.7
-0.2-4.5
9.5
15.0
7.12.3
-5.1
14.3
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 1.14 3.82 9.55 4.94 5.52 24.85Benchmark 0.17 2.83 14.25 8.63 12.00 36.85
Maturities in years
0%5%
10%15%20%25%30%35%
0-1 1-3 3-5 5-7 7-10 10-15 >15
Currencies in %before hedging after hedging
USD 100.00 100.00
Countries in %
USA 82.53Canada 6.52Cayman Islands 1.92Luxembourg 1.52Netherlands 1.49France 1.15Ireland 1.02Australia 0.24Cash/CashEquivalents 1.62Others 1.99
Top 10 Holdings in %Position Maturity as % of
assetsBonanza Creek 15.04.21 1.72Infinity Acquis 01.08.22 1.60Euramax Intl 15.08.20 1.50Taseko Mines 15.04.19 1.49Northern Tier Energy 15.11.20 1.48Shelf Drill Hold 01.11.18 1.45Syniverse 15.01.19 1.45Sprint 15.02.25 1.38Block Comm. 01.02.20 1.37CVR 01.11.22 1.35Total 14.79
Asset Allocation in %Industrial Bonds 94.17Financial Bonds 4.21Utilities 0.00Structured Notes 0.00Cash/Cash Equivalents 1.62Total 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) 124.85
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Duration and YieldFund
Gross portfolio yield in % 8.74Average remaining term to maturity in years 5.85Modified duration in years 3.66
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 5.61 5.08Information ratio -0.81 -0.90Tracking Error (Ex post) 2.44 2.03Maximum drawdown in % 4) -13.22 -13.224) Maximum drawdown is the most negative cumulative returnover a given time period.
Number of holdings
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.
25
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.) 371.43Inception 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 163
October 31, 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
12.9
3.5
16.7
-2.4
4.10.7
11.1
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 0.35 2.08 12.88 9.04 12.77 33.37Benchmark -0.01 1.46 11.10 9.16 15.71 31.85
Countries in %
Russia 15.28China 9.99Brazil 8.36Argentina 8.11United ArabEmirates 8.10Mexico 7.62India 6.92Colombia 5.54Peru 4.99Rest ofEmergingMarkets 25.08
Sectors in %
Financials 24.60Oil & Gas 12.00Sovereign 12.00TMT 9.40Industrials 8.70Metals andmining 7.40Real estate 7.30Consumer 7.00Utilities 4.60Others 7.00
Duration and YieldFund
Gross portfolio yield in % 5.91Average remaining term to maturity in years 5.97Modified duration in years 4.83
Credit Ratings in %
CCC+ 0.80AA (Bucket) 1.70A (Bucket) 10.60BBB (Bucket) 35.30BB (Bucket) 27.80B (Bucket) 19.00Not rated 4.80
Top 10 Holdings in %Position Maturity as % of
assetsVTB Capital 24.10.24 2.20Veb Finance 21.11.23 1.42Equate Petrochemic 03.11.26 1.33Voto-Votorantim 25.09.19 1.28Braskem 15.04.21 1.26Fideicom Pacifico 15.01.35 1.20YPF 28.07.25 1.19Mendoza Province 19.05.24 1.15Suam Finance 17.04.24 1.13Reliance 28.01.25 1.12Total 13.28
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) 131.28
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 % 5.74 5.90Information ratio -0.47 0.13Tracking Error (Ex post) 1.84 1.80Maximum 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+
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
Class A
Fund 136
Fund manager Roger WyssFund manager since 01.07.2015Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 30. SepTotal net assets (in mil.) 258.35Inception 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
October 31, 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
3.12.7
6.0
0.4
4.8
1.1 1.7
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 -0.68 -0.54 3.12 2.58 6.63 15.52Benchmark -0.71 -0.64 1.69 1.01 7.28 14.08
Maturities in years
0%5%
10%15%20%25%30%35%40%45%50%
0-1 1-3 3-5 5-7 7-10 10-15 >15
Currencies in %before hedging after hedging
CHF 63.36 99.10USD 24.96 0.56EUR 11.69 0.34
Duration and YieldFund
Gross portfolio yield in % 0.90Average remaining term to maturity in years 6.08Modified duration in years 5.35
Credit Ratings in %
AA+ 1.33AA- 5.43A+ 8.15A 14.74A- 16.63BBB (Bucket) 45.23BB (Bucket) 8.01C 0.01D 0.03Not rated 0.45
Top 10 Holdings in %Position Maturity as % of
assetsLafargeholcim Ltd 10.06.21 2.09Axpo Holding AG 26.02.25 1.80AT&T 04.12.24 1.72Credit Agricole 29.09.25 1.67JP Morgan 04.12.23 1.64PSP Swiss Property 06.02.25 1.57Cembra Money Bank AG 14.10.22 1.48CS Group 14.04.23 1.41GDF Suez 09.10.24 1.33ABB 11.10.21 1.32Total 16.02
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 2.18 2.35Information ratio -0.12 0.18Tracking Error (Ex post) 1.69 1.42Maximum drawdown in % 4) -2.80 -2.804) Maximum drawdown is the most negative cumulative returnover a given time period.
Number of holdings
Asset Allocation in %Corporate Bonds 55.89Financial Bonds 34.04Emerging Market Bonds 2.26Government Bonds / Agency Bonds 0.85Covered/ABS 0.01Cash/Cash Equivalents 1.18Others 5.79Total 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) 116.18
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.
27
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class A CHF & B CHF
Fund 93
Fund manager Christopher KoslowskiFund manager since 01.10.2015Location ZurichFund domicile LuxembourgFund currency CHFClose of financial year 31. MarchTotal net assets (in mil.) 240.03Inception 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
October 31, 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
0.61.8
4.9
1.12.0
0.6 0.8
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 -0.26 0.20 0.61 -0.33 -1.34 -0.58Benchmark -0.28 -0.13 0.78 0.18 3.31 9.16
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 101.25 99.73USD 0.03 0.18EUR -1.27 0.09
Credit Ratings in %
AAA 1.73AA+ 5.10AA 3.21AA- 21.37A+ 14.75A 19.25A- 15.59BBB+ 7.76BBB 7.21BBB- 4.03
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
assetsStatnett SF 15.12.17 2.19HSBC Bank 04.04.18 2.18Korea Railroad 16.11.18 2.15SK Telecom 12.06.17 2.12Metropolitan Life 18.06.20 1.96Sparebank1 30.11.18 1.92Westpac Banking 15.12.16 1.91Banco De Chile 21.03.19 1.78Allianz 31.10.16 1.77OP Corporate Bank 14.07.21 1.76Total 19.75
Duration and YieldFund Benchmark
Gross portfolio yield in % 0.41 -Average remaining term tomaturity in years
3.14 -
Modified duration in years 3.04 -
Asset Allocation in %Financial Bonds 43.57Corporate Bonds 32.82Emerging Market Bonds 12.01Government Bonds / Agency Bonds 11.16Cash/Cash Equivalents 0.43Total 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)
93.65 112.15
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 % 1.68 1.61Information ratio -1.24 -1.69Tracking Error (Ex post) 1.24 1.11Maximum drawdown in % 4) -2.59 -3.744) Maximum drawdown is the most negative cumulative returnover a given time period.
Default Probability Weighted Average CreditRating = ALinear Weighted Average Credit Rating = A
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 USD
Fund manager Rossitza HaritovaFund manager since 30.09.2015Location ZurichFund domicile SwitzerlandFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 117.62Inception 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 121
October 31, 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
1.9
-7.0
13.318.2
1.7
-2.1
3.2
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 -1.56 -2.40 1.94 -0.24 1.06 22.79Benchmark -1.88 -0.89 3.18 0.75 5.25 32.12
Sectors in %Information Technology 16.40Materials 14.00Consumer Discretionary 13.90Industrials 12.70Health Care 10.60Energy 6.30Financials 5.30Cash/Cash Equivalents 6.90Others 13.90
Currencies in %before hedging after hedging
USD 75.80 63.20EUR 18.40 23.10JPY 3.80 8.60GBP 1.20 2.50CHF 0.50 0.70HKD 0.30 0.40Others 0.00 1.50
Duration and Yield 5)
Delta in % 52.50Current Yield 2.15Bond Floor 78.70Modified duration in years 3.785) Due to the optionalities involved in the structure of convertiblebonds, certain assumptions must be applied in order to calculatethese figures.
Credit Ratings in %
Stocks 3.50AA (Bucket) 2.00A (Bucket) 9.60BBB (Bucket) 46.60BB (Bucket) 25.90B (Bucket) 9.70CCC (Bucket) 2.50CC 0.20
Top 10 Holdings in %Position Maturity as % of
assetsNewmont Mining 15.07.17 4.57Wells Fargo & Co. 31.12.49 3.31Petropavlovsk 18.03.20 2.78Nvidia 01.12.18 2.24Dish Network 15.08.26 1.95Priceline Group CV 15.06.20 1.84Siemens Financiering 16.08.17 1.81Silver Standard Resources 01.02.33 1.64apiGrove 29.04.21 1.61Steinhoff Finance 11.08.22 1.41Total 23.16
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) 313.81
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 % 7.72 8.14Information ratio -0.92 -1.00Tracking Error (Ex post) 1.46 1.47Maximum 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 = BBLinear 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.
29
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class IA
Fund 136
Fund manager Roger WyssFund manager since 01.07.2015Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 30. SepTotal net assets (in mil.) 258.35Inception 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
October 31, 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
3.6
0.4
4.8
1.11.7
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 -0.63 -0.40 3.59 3.14 8.39 -Benchmark -0.71 -0.64 1.68 1.01 7.28 -
Maturities in years
0%5%
10%15%20%25%30%35%40%45%50%
0-1 1-3 3-5 5-7 7-10 10-15 >15
Currencies in %before hedging after hedging
CHF 63.36 99.10USD 24.96 0.56EUR 11.69 0.34
Duration and YieldFund
Gross portfolio yield in % 0.90Average remaining term to maturity in years 6.08Modified duration in years 5.35
Credit Ratings in %
AA+ 1.33AA- 5.43A+ 8.15A 14.74A- 16.63BBB (Bucket) 45.23BB (Bucket) 8.01C 0.01D 0.03Not rated 0.45
Top 10 Holdings in %Position Maturity as % of
assetsLafargeholcim Ltd 10.06.21 2.09Axpo Holding AG 26.02.25 1.80AT&T 04.12.24 1.72Credit Agricole 29.09.25 1.67JP Morgan 04.12.23 1.64PSP Swiss Property 06.02.25 1.57Cembra Money Bank AG 14.10.22 1.48CS Group 14.04.23 1.41GDF Suez 09.10.24 1.33ABB 11.10.21 1.32Total 16.02
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 1.89 2.18Information ratio 1.14 0.20Tracking Error (Ex post) 1.82 1.69Maximum drawdown in % 4) -0.90 -2.554) Maximum drawdown is the most negative cumulative returnover a given time period.
Number of holdings
Asset Allocation in %Corporate Bonds 55.89Financial Bonds 34.04Emerging Market Bonds 2.26Government Bonds / Agency Bonds 0.85Covered/ABS 0.01Cash/Cash Equivalents 1.18Others 5.79Total 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) 1'027.51
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+
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 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.) 117.62Inception 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 121
October 31, 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
2.41.7
-2.1
3.2
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 -1.52 -2.28 2.36 0.27 2.59 -Benchmark -1.88 -0.89 3.18 0.75 5.25 -
Sectors in %Information Technology 16.40Materials 14.00Consumer Discretionary 13.90Industrials 12.70Health Care 10.60Energy 6.30Financials 5.30Cash/Cash Equivalents 6.90Others 13.90
Currencies in %before hedging after hedging
USD 75.80 63.20EUR 18.40 23.10JPY 3.80 8.60GBP 1.20 2.50CHF 0.50 0.70HKD 0.30 0.40Others 0.00 1.50
Duration and Yield 5)
Delta in % 52.50Current Yield 2.15Bond Floor 78.70Modified duration in years 3.785) Due to the optionalities involved in the structure of convertiblebonds, certain assumptions must be applied in order to calculatethese figures.
Credit Ratings in %
Stocks 3.50AA (Bucket) 2.00A (Bucket) 9.60BBB (Bucket) 46.60BB (Bucket) 25.90B (Bucket) 9.70CCC (Bucket) 2.50CC 0.20
Top 10 Holdings in %Position Maturity as % of
assetsNewmont Mining 15.07.17 4.57Wells Fargo & Co. 31.12.49 3.31Petropavlovsk 18.03.20 2.78Nvidia 01.12.18 2.24Dish Network 15.08.26 1.95Priceline Group CV 15.06.20 1.84Siemens Financiering 16.08.17 1.81Silver Standard Resources 01.02.33 1.64apiGrove 29.04.21 1.61Steinhoff Finance 11.08.22 1.41Total 23.16
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) 1'094.69
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 % 8.27 7.73Information ratio -0.24 -0.58Tracking Error (Ex post) 2.00 1.46Maximum drawdown in % 4) -5.92 -10.974) 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 = 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.
31
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.) 371.43Inception 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 163
October 31, 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
100105110115120125130135
-5%0%5%
10%15%20%25%30%35%
17.2
-0.2
0.9
-2.5
11.1
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 0.19 1.58 11.05 6.94 9.10 26.48
Countries in %
Russia 15.28China 9.99Brazil 8.36Argentina 8.11United ArabEmirates 8.10Mexico 7.62India 6.92Colombia 5.54Peru 4.99Rest ofEmergingMarkets 25.08
Sectors in %
Financials 24.60Sovereign 12.00Oil & Gas 12.00TMT 9.40Industrials 8.70Metals andmining 7.40Real estate 7.30Consumer 7.00Utilities 4.60Others 7.00
Duration and YieldFund
Gross portfolio yield in % 5.91Average remaining term to maturity in years 5.97Modified duration in years 4.83
Credit Ratings in %
CCC+ 0.80AA (Bucket) 1.70A (Bucket) 10.60BBB (Bucket) 35.30BB (Bucket) 27.80B (Bucket) 19.00Not rated 4.80
Top 10 Holdings in %Position Maturity as % of
assetsVTB Capital 24.10.24 2.20Veb Finance 21.11.23 1.42Equate Petrochemic 03.11.26 1.33Voto-Votorantim 25.09.19 1.28Braskem 15.04.21 1.26Fideicom Pacifico 15.01.35 1.20YPF 28.07.25 1.19Mendoza Province 19.05.24 1.15Suam Finance 17.04.24 1.13Reliance 28.01.25 1.12Total 13.28
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) 123.81
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 % 5.70 5.88Information ratio - -Tracking Error (Ex post) - -Maximum 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 = BBLinear Weighted Average Credit Rating = BB+
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 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.) 371.43Inception 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 163
October 31, 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
100105110115120125130135140
-5%0%5%
10%15%20%25%30%35%40%
17.8
0.0 1.2
-1.9
11.4
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 0.20 1.61 11.42 7.52 10.46 29.12
Countries in %
Russia 15.28China 9.99Brazil 8.36Argentina 8.11United ArabEmirates 8.10Mexico 7.62India 6.92Colombia 5.54Peru 4.99Rest ofEmergingMarkets 25.08
Sectors in %
Financials 24.60Oil & Gas 12.00Sovereign 12.00TMT 9.40Industrials 8.70Metals andmining 7.40Real estate 7.30Consumer 7.00Utilities 4.60Others 7.00
Duration and YieldFund
Gross portfolio yield in % 5.91Average remaining term to maturity in years 5.97Modified duration in years 4.83
Credit Ratings in %
CCC+ 0.80AA (Bucket) 1.70A (Bucket) 10.60BBB (Bucket) 35.30BB (Bucket) 27.80B (Bucket) 19.00Not rated 4.80
Top 10 Holdings in %Position Maturity as % of
assetsVTB Capital 24.10.24 2.20Veb Finance 21.11.23 1.42Equate Petrochemic 03.11.26 1.33Voto-Votorantim 25.09.19 1.28Braskem 15.04.21 1.26Fideicom Pacifico 15.01.35 1.20YPF 28.07.25 1.19Mendoza Province 19.05.24 1.15Suam Finance 17.04.24 1.13Reliance 28.01.25 1.12Total 13.28
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) 127.08
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 % 5.70 5.88Information ratio -1.07 -0.61Tracking Error (Ex post) 8.66 9.06Maximum drawdown in % 4) -8.31 -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+
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
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.) 584.69Inception 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 166
October 31, 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
8.9
14.8
-2.6
7.0
0.4
8.2
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 -0.29 0.43 8.87 5.98 11.89 26.19Benchmark -0.50 0.47 8.17 6.91 15.16 29.71
Countries in %
China 13.20India 10.40Chile 9.90United ArabEmirates 9.30Mexico 7.80Colombia 5.50Peru 5.30Russia 4.00Rest ofEmergingMarkets 27.30Others 7.30
Sectors in %
Financials 26.10Oil & Gas 18.50Utilities 11.40Industrials 8.10Sovereign 8.10Consumer 6.40TMT 5.00Metals andmining 4.90Diversified 4.20Others 7.30
Duration and YieldFund
Gross portfolio yield in % 3.36Average remaining term to maturity in years 6.46Modified duration in years 4.76
Credit Ratings in % 5)
AA 2.10AA- 2.00A+ 6.00A 1.90A- 11.40BBB+ 12.70BBB 18.10BBB- 43.40BB (Bucket) 0.00Not rated 2.40
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
assetsEquate Petrochemic 03.11.26 1.51GNL Quintero SA 31.07.29 1.35MMC Finance 14.10.22 1.33Reliance 28.01.25 1.33State of Qatar 02.06.21 1.29SBSN INDO III 10.09.24 1.26Oleoducto Central 07.05.21 1.24Bharti Airtel 20.05.24 1.22China Cinda Fin 23.04.20 1.21OCP 25.04.24 1.21Total 12.95
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) 129.71
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 % 4.52 5.16Information ratio -0.65 -0.39Tracking Error (Ex post) 1.48 1.40Maximum 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
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
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.) 584.69Inception 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 166
October 31, 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
7.0
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 -0.49 -0.11 7.03 3.95 8.14 20.46
Countries in %
China 13.20India 10.40Chile 9.90United ArabEmirates 9.30Mexico 7.80Colombia 5.50Peru 5.30Russia 4.00Rest ofEmergingMarkets 27.30Others 7.30
Sectors in %
Financials 26.10Oil & Gas 18.50Utilities 11.40Industrials 8.10Sovereign 8.10Consumer 6.40TMT 5.00Metals andmining 4.90Diversified 4.20Others 7.30
Duration and YieldFund
Gross portfolio yield in % 3.36Average remaining term to maturity in years 6.46Modified duration in years 4.76
Credit Ratings in % 5)
AA 2.10AA- 2.00A+ 6.00A 1.90A- 11.40BBB+ 12.70BBB 18.10BBB- 43.40BB (Bucket) 0.00Not rated 2.40
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
assetsEquate Petrochemic 03.11.26 1.51GNL Quintero SA 31.07.29 1.35MMC Finance 14.10.22 1.33Reliance 28.01.25 1.33State of Qatar 02.06.21 1.29SBSN INDO III 10.09.24 1.26Oleoducto Central 07.05.21 1.24Bharti Airtel 20.05.24 1.22China Cinda Fin 23.04.20 1.21OCP 25.04.24 1.21Total 12.95
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) 123.29
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 % 4.54 5.13Information 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
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.
35
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.) 584.69Inception 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 166
October 31, 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
7.6
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 -0.40 0.02 7.57 4.54 9.55 22.83
Countries in %
China 13.20India 10.40Chile 9.90United ArabEmirates 9.30Mexico 7.80Colombia 5.50Peru 5.30Russia 4.00Rest ofEmergingMarkets 27.30Others 7.30
Sectors in %
Financials 26.10Oil & Gas 18.50Utilities 11.40Sovereign 8.10Industrials 8.10Consumer 6.40TMT 5.00Metals andmining 4.90Diversified 4.20Others 7.30
Duration and YieldFund
Gross portfolio yield in % 3.36Average remaining term to maturity in years 6.46Modified duration in years 4.76
Credit Ratings in % 5)
AA 2.10AA- 2.00A+ 6.00A 1.90A- 11.40BBB+ 12.70BBB 18.10BBB- 43.40BB (Bucket) 0.00Not rated 2.40
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
assetsEquate Petrochemic 03.11.26 1.51GNL Quintero SA 31.07.29 1.35MMC Finance 14.10.22 1.33Reliance 28.01.25 1.33State of Qatar 02.06.21 1.29SBSN INDO III 10.09.24 1.26Oleoducto Central 07.05.21 1.24Bharti Airtel 20.05.24 1.22China Cinda Fin 23.04.20 1.21OCP 25.04.24 1.21Total 12.95
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) 126.54
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 % 4.55 5.15Information 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
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
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.) 584.69Inception 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 166
October 31, 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
9.2
14.8
-2.6
7.0
0.4
8.2
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 -0.26 0.54 9.24 6.42 13.24 28.73Benchmark -0.50 0.47 8.17 6.91 15.16 29.71
Countries in %
China 13.20India 10.40Chile 9.90United ArabEmirates 9.30Mexico 7.80Colombia 5.50Peru 5.30Russia 4.00Rest ofEmergingMarkets 27.30Others 7.30
Sectors in %
Financials 26.10Oil & Gas 18.50Utilities 11.40Sovereign 8.10Industrials 8.10Consumer 6.40TMT 5.00Metals andmining 4.90Diversified 4.20Others 7.30
Duration and YieldFund
Gross portfolio yield in % 3.36Average remaining term to maturity in years 6.46Modified duration in years 4.76
Credit Ratings in % 5)
AA 2.10AA- 2.00A+ 6.00A 1.90A- 11.40BBB+ 12.70BBB 18.10BBB- 43.40BB (Bucket) 0.00Not rated 2.40
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
assetsEquate Petrochemic 03.11.26 1.51GNL Quintero SA 31.07.29 1.35MMC Finance 14.10.22 1.33Reliance 28.01.25 1.33State of Qatar 02.06.21 1.29SBSN INDO III 10.09.24 1.26Oleoducto Central 07.05.21 1.24Bharti Airtel 20.05.24 1.22China Cinda Fin 23.04.20 1.21OCP 25.04.24 1.21Total 12.95
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) 132.49
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 % 4.52 5.15Information ratio -0.38 -0.11Tracking Error (Ex post) 1.48 1.40Maximum 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
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.
37
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.) 584.69Inception 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 166
October 31, 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 -0.43 -0.02 7.38 4.34 9.54 22.85
Countries in %
China 13.20India 10.40Chile 9.90United ArabEmirates 9.30Mexico 7.80Colombia 5.50Peru 5.30Russia 4.00Rest ofEmergingMarkets 27.30Others 7.30
Sectors in %
Financials 26.10Oil & Gas 18.50Utilities 11.40Sovereign 8.10Industrials 8.10Consumer 6.40TMT 5.00Metals andmining 4.90Diversified 4.20Others 7.30
Duration and YieldFund
Gross portfolio yield in % 3.36Average remaining term to maturity in years 6.46Modified duration in years 4.76
Credit Ratings in % 5)
AA 2.10AA- 2.00A+ 6.00A 1.90A- 11.40BBB+ 12.70BBB 18.10BBB- 43.40BB (Bucket) 0.00Not rated 2.40
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
assetsEquate Petrochemic 03.11.26 1.51GNL Quintero SA 31.07.29 1.35MMC Finance 14.10.22 1.33Reliance 28.01.25 1.33State of Qatar 02.06.21 1.29SBSN INDO III 10.09.24 1.26Oleoducto Central 07.05.21 1.24Bharti Airtel 20.05.24 1.22China Cinda Fin 23.04.20 1.21OCP 25.04.24 1.21Total 12.95
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) 125.90
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 % 4.51 5.09Information 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
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 EUR
Fund manager Andreas FischerFund manager since 02.04.2012Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 584.69Inception 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 166
October 31, 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
100105110115120125130135
-10%-5%0%5%
10%15%20%25%30%35%
16.2
-2.6
5.0
-1.4
8.0
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 -0.38 0.12 7.95 5.00 11.19 25.43
Countries in %
China 13.20India 10.40Chile 9.90United ArabEmirates 9.30Mexico 7.80Colombia 5.50Peru 5.30Russia 4.00Rest ofEmergingMarkets 27.30Others 7.30
Sectors in %
Financials 26.10Oil & Gas 18.50Utilities 11.40Sovereign 8.10Industrials 8.10Consumer 6.40TMT 5.00Metals andmining 4.90Diversified 4.20Others 7.30
Duration and YieldFund
Gross portfolio yield in % 3.36Average remaining term to maturity in years 6.46Modified duration in years 4.76
Credit Ratings in % 5)
AA 2.10AA- 2.00A+ 6.00A 1.90A- 11.40BBB+ 12.70BBB 18.10BBB- 43.40BB (Bucket) 0.00Not rated 2.40
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
assetsEquate Petrochemic 03.11.26 1.51GNL Quintero SA 31.07.29 1.35MMC Finance 14.10.22 1.33Reliance 28.01.25 1.33State of Qatar 02.06.21 1.29SBSN INDO III 10.09.24 1.26Oleoducto Central 07.05.21 1.24Bharti Airtel 20.05.24 1.22China Cinda Fin 23.04.20 1.21OCP 25.04.24 1.21Total 12.95
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) 129.39
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 % 4.51 5.11Information 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
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
Class B
Purchases SalesStraumann Holding Reg AryztaBurckhardt Compression SikaGam Holding Reg Investis HoldingSonova Holding Reg Looser Holding RegDufry Ypsomed
Fund manager Patrik CarischFund manager since 28.01.2013Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 31. MayTotal net assets (in mil.) 86.41Inception date 14.01.1994Management fee in % p.a. 1.60TER (as of 31.05.2016) in % 1.69Benchmark (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
October 31, 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 201660
80
100
120
140
160
-40%
-20%
0%
20%
40%
60%
-22.5
18.827.8
10.0 8.9 5.5
-19.1
13.9
27.7
11.4 11.06.1
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 -1.19 2.14 5.51 9.43 31.04 87.48Benchmark -1.63 0.78 6.07 10.72 35.58 85.32
Sectors in %Fund
Industrials 25.48Financials 19.47Health Care 16.94Information Technology 11.28Materials 8.98Consumer Discretionary 7.03Consumer Staples 7.00Telecommunication Services 1.88Real Estate 0.60Cash/Cash Equivalents 1.34
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 14.15 12.79Information ratio -0.31 0.07Tracking Error (Ex post) 3.63 3.27Beta 1.21 1.19
Top 10 Holdings in %Partners Group Holding AG 7.07Lonza 6.05Sika 5.89Schindler Holding PC 4.58Lindt & Sprüngli 4.28Sonova Holding AG 4.15Baloise 3.81Logitech 3.74Schweiter Tech. 3.15Temenos Group AG 3.10Total 45.82
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) 1'065.35
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
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
Class B
-1.602.48
-2.890.58
1.73-1.20
1.260.600.40
Purchases SalesCs Group Reg Julius Baer GruppeSwiss Reinsurance Novartis RegCie Financiere Richemont Reg Swisscom RegSyngenta Reg -
Fund manager Urs KunzFund manager since 10.04.2007Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 31. MayTotal net assets (in mil.) 382.62Inception date 10.05.1949Management fee in % p.a. 1.60TER (as of 31.05.2016) 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
October 31, 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
-5.9-7.7
17.724.6
13.0
2.7
-5.7
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 -3.45 -2.29 -5.89 -5.44 6.22 58.07Benchmark -3.43 -2.83 -5.67 -6.07 9.58 64.60
Sectors in %Fund Benchmark Compared with benchmark
Health Care 32.00 33.60Financials 20.20 17.72Consumer Staples 18.04 20.93Industrials 11.43 10.85Materials 10.05 8.32Consumer Discretionary 3.55 4.75Information Technology 2.55 1.29Telecommunication Services 1.78 1.18Cash/Cash Equivalents 0.40 -
Currencies in %
CHF 100.00CAD 0.00EUR 0.00
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 12.24 11.34Information ratio -0.89 -0.73Tracking Error (Ex post) 1.17 1.11Beta 1.02 1.02
Countries in %
Switzerland 99.32Austria 0.68
Top 10 Holdings in %Nestle SA 17.82Novartis AG 13.94Roche Holding AG 12.55UBS Group AG 4.14Zurich Insurance Group 3.85Syngenta AG 3.60ABB 3.54Swiss Re 3.03CS Group 2.76Lafargeholcim Ltd 2.49Total 67.72
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) 251.12
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.
41
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class B
Purchases SalesInnogy AryztaCs Group Reg Novartis RegCie Financiere Richemont Reg Ubs GroupSyngenta Reg Roche Holding CertSwiss Reinsurance Nestle Reg
Fund manager Patrik CarischFund manager since 01.09.1993Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 31. MayTotal net assets (in mil.) 299.02Inception date 01.12.1982Management fee in % p.a. 1.60TER (as of 31.05.2016) 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
October 31, 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
-4.3-7.7
17.724.6
13.0
2.7
-5.7
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 -3.20 -1.99 -4.34 -4.10 10.06 63.93Benchmark -3.43 -2.83 -5.67 -6.07 9.58 64.60
Sectors in %Fund
Health Care 30.96Financials 17.38Consumer Staples 14.76Industrials 13.64Materials 13.56Consumer Discretionary 3.84Information Technology 3.83Utilities 0.84Telecommunication Services 0.81Cash/Cash Equivalents 0.38
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 13.00 11.87Information ratio 0.07 -0.04Tracking Error (Ex post) 2.05 1.82Beta 1.07 1.06
Top 10 Holdings in %Nestle SA 14.76Novartis AG 12.71Roche Holding AG 11.18Syngenta AG 4.10ABB 3.52Lafargeholcim Ltd 3.18Geberit 3.15UBS Group AG 3.14Givaudan 3.01CS Group 2.96Total 61.71
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) 336.10
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
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 11 - Class B EUR
18.997.37
3.360.346.53
-9.70-2.57-0.71
2.82-26.45
Purchases SalesJAPAN POST HOLDINGS STARZEN
Fund manager Gregor TrachselFund manager since 30.04.2008Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 175.06Inception 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
October 31, 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
20.8
-2.4
14.021.2 19.5
10.42.6
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 5.17 5.49 20.80 18.90 22.48 60.15Benchmark 0.53 0.65 2.57 1.96 38.78 96.00
Sectors in %Fund Benchmark Compared with benchmark
Materials 24.04 5.05Industrials 18.44 11.07Consumer Discretionary 15.82 12.46Consumer Staples 10.75 10.41Utilities 9.96 3.43Financials 7.05 16.75Energy 4.24 6.81Telecommunication Services 2.66 3.37Cash/Cash Equivalents 2.82 -Others 4.22 30.67
Currencies in %
EUR 23.36JPY 21.46BRL 16.96USD 15.78CLP 6.18CHF 5.53GBP 4.77SGD 2.41TRY 1.27Others 2.28
Significant Transactions
Countries in %
Japan 21.77Brazil 19.23Italy 13.98USA 8.60Chile 6.36Switzerland 5.69United Kingdom 5.00France 4.22Germany 2.94Others 12.22
Top 10 Holdings in %Masisa 3.83Del Monte Pacific 2.41Rumo Logistica Operador 2.35Tech Pack S.A. 2.35Edmond de RothSchild 2.14Celesc 2.02Cofide 1.92Nihon Yamamura 1.92Light 1.88Taisei Lamick 1.82Total 22.64
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) 10.57
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 12.88 12.01Information ratio -0.43 -0.45Tracking Error (Ex post) 9.74 9.04Beta 0.77 0.81
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.
43
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 11 - Class IB EUR
18.997.37
3.360.346.53
-9.70-2.57-0.71
2.82-26.45
Purchases SalesJAPAN POST HOLDINGS STARZEN
Fund manager Gregor TrachselFund manager since 30.04.2008Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 175.06Inception 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
October 31, 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 3.1
21.8
-2.4
14.021.2 19.5
10.42.6
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 5.24 5.75 21.83 20.16 26.34 68.49Benchmark 0.53 0.65 2.57 1.96 38.78 96.00
Sectors in %Fund Benchmark Compared with benchmark
Materials 24.04 5.05Industrials 18.44 11.07Consumer Discretionary 15.82 12.46Consumer Staples 10.75 10.41Utilities 9.96 3.43Financials 7.05 16.75Energy 4.24 6.81Telecommunication Services 2.66 3.37Cash/Cash Equivalents 2.82 -Others 4.22 30.67
Currencies in %
EUR 23.36JPY 21.46BRL 16.96USD 15.78CLP 6.18CHF 5.53GBP 4.77SGD 2.41TRY 1.27Others 2.28
Significant Transactions
Countries in %
Japan 21.77Brazil 19.23Italy 13.98USA 8.60Chile 6.36Switzerland 5.69United Kingdom 5.00France 4.22Germany 2.94Others 12.22
Top 10 Holdings in %Masisa 3.83Del Monte Pacific 2.41Rumo Logistica Operador 2.35Tech Pack S.A. 2.35Edmond de RothSchild 2.14Celesc 2.02Cofide 1.92Nihon Yamamura 1.92Light 1.88Taisei Lamick 1.82Total 22.64
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) 1'662.04
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 12.87 12.00Information ratio -0.32 -0.33Tracking Error (Ex post) 9.72 9.06Beta 0.77 0.81
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 11 - Class BH CHF
Purchases SalesJAPAN POST HOLDINGS STARZEN
Fund manager Gregor TrachselFund manager since 30.04.2008Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 175.06Inception 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
October 31, 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
140
-20%
-10%
0%
10%
20%
30%
40%
-14.5
3.3
22.9
-0.40.5
20.0
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 5.11 5.26 19.97 17.94 19.45 54.87
Sectors in %Fund
Materials 24.04Industrials 18.44Consumer Discretionary 15.82Consumer Staples 10.75Utilities 9.96Financials 7.05Energy 4.24Telecommunication Services 2.66Cash/Cash Equivalents 2.82Others 4.22
Currencies in %
EUR 23.36JPY 21.46BRL 16.96USD 15.78CLP 6.18CHF 5.53GBP 4.77SGD 2.41TRY 1.27Others 2.28
Significant Transactions
Countries in %
Japan 21.77Brazil 19.23Italy 13.98USA 8.60Chile 6.36Switzerland 5.69United Kingdom 5.00France 4.22Germany 2.94Others 12.22
Top 10 Holdings in %Masisa 3.83Del Monte Pacific 2.41Rumo Logistica Operador 2.35Tech Pack S.A. 2.35Edmond de RothSchild 2.14Celesc 2.02Cofide 1.92Nihon Yamamura 1.92Light 1.88Taisei Lamick 1.82Total 22.64
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) 14.00
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 12.86 11.98Information ratio 0.02 -0.13Tracking Error (Ex post) 17.02 14.19Beta -0.29 0.10
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.
45
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 11 - Class BH CZK
Purchases SalesJAPAN POST HOLDINGS STARZEN
Fund manager Gregor TrachselFund manager since 30.04.2008Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 175.06Inception 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
October 31, 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
140
-20%
-10%
0%
10%
20%
30%
40%
-13.6
4.0
22.9
-0.60.9
20.5
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 5.18 5.41 20.54 18.16 20.13 57.14
Sectors in %Fund
Materials 24.04Industrials 18.44Consumer Discretionary 15.82Consumer Staples 10.75Utilities 9.96Financials 7.05Energy 4.24Telecommunication Services 2.66Cash/Cash Equivalents 2.82Others 4.22
Currencies in %
EUR 23.36JPY 21.46BRL 16.96USD 15.78CLP 6.18CHF 5.53GBP 4.77SGD 2.41TRY 1.27Others 2.28
Significant Transactions
Countries in %
Japan 21.77Brazil 19.23Italy 13.98USA 8.60Chile 6.36Switzerland 5.69United Kingdom 5.00France 4.22Germany 2.94Others 12.22
Top 10 Holdings in %Masisa 3.83Del Monte Pacific 2.41Rumo Logistica Operador 2.35Tech Pack S.A. 2.35Edmond de RothSchild 2.14Celesc 2.02Cofide 1.92Nihon Yamamura 1.92Light 1.88Taisei Lamick 1.82Total 22.64
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) 1'853.54
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 12.97 12.06Information ratio -0.34 -0.41Tracking Error (Ex post) 15.59 13.36Beta 0.07 0.27
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
a subfund of CS Investment Funds 11 - Class BH USD
Purchases SalesJAPAN POST HOLDINGS STARZEN
Fund manager Gregor TrachselFund manager since 30.04.2008Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 175.06Inception 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
October 31, 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
140
-20%
-10%
0%
10%
20%
30%
40%
-13.7
4.1
23.3
-0.51.2
21.6
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 5.22 5.80 21.59 19.59 21.88 60.08
Sectors in %Fund
Materials 24.04Industrials 18.44Consumer Discretionary 15.82Consumer Staples 10.75Utilities 9.96Financials 7.05Energy 4.24Telecommunication Services 2.66Cash/Cash Equivalents 2.82Others 4.22
Currencies in %
EUR 23.36JPY 21.46BRL 16.96USD 15.78CLP 6.18CHF 5.53GBP 4.77SGD 2.41TRY 1.27Others 2.28
Significant Transactions
Countries in %
Japan 21.77Brazil 19.23Italy 13.98USA 8.60Chile 6.36Switzerland 5.69United Kingdom 5.00France 4.22Germany 2.94Others 12.22
Top 10 Holdings in %Masisa 3.83Del Monte Pacific 2.41Rumo Logistica Operador 2.35Tech Pack S.A. 2.35Edmond de RothSchild 2.14Celesc 2.02Cofide 1.92Nihon Yamamura 1.92Light 1.88Taisei Lamick 1.82Total 22.64
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) 15.32
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 13.04 12.11Information ratio 0.28 0.12Tracking Error (Ex post) 13.88 11.92Beta -0.17 0.53
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.
47
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 11 - Class B EUR
Purchases SalesASSICURAZIONI GENERALI UNICREDITBCA POP EMILIA R. BANCA IFISENI BCA POP EMILIA R.HERA BANCA POPOLARE DI MILANOINTESA SANPAOLO Risp ATLANTIA
Fund manager Marco BolzoniFund manager since 31.07.2015Location MilanoFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 57.69Inception 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
October 31, 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
-18.6-25.4
15.224.1
5.5
16.2
-18.0
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 5.15 2.77 -18.65 -21.48 4.33 45.65Benchmark 5.32 3.72 -17.99 -21.56 -0.73 35.18
Sectors in %Fund
Financials 36.78Utilities 16.34Industrials 14.97Energy 13.17Consumer Discretionary 12.17Telecommunication Services 3.26Health Care 0.78Information Technology 0.61Cash/Cash Equivalents 1.03Others 0.90
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 17.45 19.88Information ratio 0.55 0.50Tracking Error (Ex post) 3.00 2.96Beta 0.97 0.94
Top 10 Holdings in %Enel 8.70ENI 8.70Intesa Sanpaolo 7.94Assicurazioni Gen. 7.71Exor 4.70Tenaris 4.47Snam Rete Gas 4.41Ferrari 4.32Fiat Investments Chrysler 3.99Prysmian 3.69Total 58.63
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) 340.33
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
a subfund of CS Investment Funds 11 - Class IB EUR
Purchases SalesASSICURAZIONI GENERALI UNICREDITBCA POP EMILIA R. BANCA IFISENI BCA POP EMILIA R.HERA BANCA POPOLARE DI MILANOINTESA SANPAOLO Risp ATLANTIA
Fund manager Marco BolzoniFund manager since 31.07.2015Location MilanoFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 57.69Inception 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
October 31, 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
-17.8-25.4
15.224.1
5.516.2
-18.0
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 5.26 3.09 -17.81 -20.51 8.23 54.79Benchmark 5.32 3.72 -17.99 -21.56 -0.73 35.18
Sectors in %Fund
Financials 36.78Utilities 16.34Industrials 14.97Energy 13.17Consumer Discretionary 12.17Telecommunication Services 3.26Health Care 0.78Information Technology 0.61Cash/Cash Equivalents 1.03Others 0.90
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 17.46 19.90Information ratio 0.96 0.91Tracking Error (Ex post) 3.00 2.96Beta 0.97 0.94
Top 10 Holdings in %Enel 8.70ENI 8.70Intesa Sanpaolo 7.94Assicurazioni Gen. 7.71Exor 4.70Tenaris 4.47Snam Rete Gas 4.41Ferrari 4.32Fiat Investments Chrysler 3.99Prysmian 3.69Total 58.63
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) 813.83
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.
49
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 11 - Class B EUR
Purchases SalesNKT PRYSMIANTULLOW OIL NEXITY ASPIE TIETO OYSBAKKAFROST STOCKMANNJYSKE BANK SECURITAS B
Fund manager Jan BergFund manager since 21.02.2007Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 88.58Inception 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
October 31, 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
-2.9
-17.4
27.033.4
6.5
23.5
-4.9
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 -1.86 1.72 -2.93 -2.47 32.52 97.75Benchmark -2.56 -0.10 -4.93 -3.25 30.21 105.99
Sectors in %Fund
Industrials 23.67Information Technology 20.29Materials 16.51Health Care 11.44Energy 8.33Consumer Staples 6.95Consumer Discretionary 3.80Financials 3.11Cash/Cash Equivalents 4.33Others 1.57
Currencies in %
EUR 49.71GBP 16.00SEK 10.56CHF 9.17NOK 9.04DKK 5.52USD 0.01
Countries in %
United Kingdom 18.53Switzerland 13.25Finland 8.40France 8.35Sweden 7.06Spain 6.87Denmark 5.72Germany 4.99Norway 4.84Others 22.00
Top 10 Holdings in %Oriflame Cosmetics 3.80Ypsomed 3.20Umicore 2.98Micro Focus International 2.79Eurofins Scientific 2.78Dialog Semiconductor 2.77Vaisala Oyj 2.73Construcciones y Auxiliar de Ferrocarril 2.69Outokumpu 2.58Ambu 2.57Total 28.89
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) 2'425.25
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 % 13.01 12.32Information ratio 0.10 -0.15Tracking Error (Ex post) 6.03 5.54Beta 0.86 0.85
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 B EUR
Purchases SalesSLM SOLUTIONS GROUP GRENKESTEINHOFF INTERNATIONAL HOLDINGS
STADA-ARZNEIMITTEL Reg RestrictedHUGO BOSS Reg CANCOM IT SYSTEMEOSRAM LICHT Reg NORDEXTELEFONICA DEUTSCHLAND HOLDING Reg
LEONI Reg
Fund manager Felix MeierFund manager since 01.01.2003Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 319.07Inception 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
October 31, 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
-3.5-13.9
31.340.3
4.4
25.7
-0.5
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 -2.69 0.73 -3.52 -4.83 19.17 109.60Benchmark -2.50 0.04 -0.52 -1.48 35.47 135.94
Sectors in %Fund
Industrials 30.56Information Technology 19.40Health Care 12.07Consumer Discretionary 11.32Materials 10.97Real Estate 5.62Financials 4.69Telecommunication Services 3.34Cash/Cash Equivalents -0.23Others 2.28
Currencies in %
EUR 99.56ZAR 0.43USD 0.00CHF 0.00
Countries in %
Germany 81.62France 8.94USA 2.40Netherlands 2.02United Kingdom 1.18Luxembourg 0.73Austria 0.17Others 2.95
Top 10 Holdings in %Airbus Group 8.97Wire Card 6.67Morphosys 4.25Symrise 3.50Brenntag 3.49GEA Group AG 3.13Zalando 2.98Deutsche Wohnen 2.97RIB Software 2.95Hannover Rueck 2.66Total 41.57
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) 2'050.29
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 14.38 13.75Information ratio -1.25 -0.68Tracking Error (Ex post) 3.43 3.46Beta 0.97 0.98
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 IB EUR
Purchases SalesSLM SOLUTIONS GROUP GRENKESTEINHOFF INTERNATIONAL HOLDINGS
STADA-ARZNEIMITTEL Reg RestrictedHUGO BOSS Reg CANCOM IT SYSTEMEOSRAM LICHT Reg NORDEXTELEFONICA DEUTSCHLAND HOLDING Reg
LEONI Reg
Fund manager Felix MeierFund manager since 01.01.2003Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 319.07Inception 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
October 31, 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
-2.7-13.9
31.340.3
4.4
25.7
-0.5
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 -2.60 0.99 -2.69 -3.85 22.89 120.65Benchmark -2.50 0.04 -0.52 -1.48 35.47 135.94
Sectors in %Fund
Industrials 30.56Information Technology 19.40Health Care 12.07Consumer Discretionary 11.32Materials 10.97Real Estate 5.62Financials 4.69Telecommunication Services 3.34Cash/Cash Equivalents -0.23Others 2.28
Currencies in %
EUR 99.56ZAR 0.43USD 0.00CHF 0.00
Countries in %
Germany 81.62France 8.94USA 2.40Netherlands 2.02United Kingdom 1.18Luxembourg 0.73Austria 0.17Others 2.95
Top 10 Holdings in %Airbus Group 8.97Wire Card 6.67Morphosys 4.25Symrise 3.50Brenntag 3.49GEA Group AG 3.13Zalando 2.98Deutsche Wohnen 2.97RIB Software 2.95Hannover Rueck 2.66Total 41.57
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) 2'664.50
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 14.38 13.76Information ratio -0.95 -0.39Tracking Error (Ex post) 3.43 3.46Beta 0.97 0.98
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 B USD
0.281.90
-1.27-1.75
0.68-1.18
0.230.49
1.75-1.14
Purchases SalesSECTOR SPDR FUND APPLIED MATERIALSCOGNIZANT TECHNOLOGY SOLUTIONS
ALTRIA GROUPTORCHMARK CHUBB NSPECTRUM BRANDS HOLDINGS
DOLBY LABORATORIES ASPDR KBW REGIONAL BANKING ETF
MARSH & MCLENNAN
Fund manager Marcello MusioFund manager since 01.08.2012Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 379.77Inception 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
October 31, 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
-3.6
1.4
15.3
31.8
12.70.7 5.2
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 -4.13 -3.49 -3.57 -5.00 13.25 57.98Benchmark -1.93 -1.79 5.20 3.66 25.91 82.39
Sectors in %Fund Benchmark Compared with benchmark
Information Technology 22.16 21.88Financials 15.05 13.15Health Care 12.55 13.82Consumer Discretionary 11.31 13.06Industrials 9.88 9.20Consumer Staples 8.69 9.87Energy 7.23 7.00Utilities 3.86 3.37Cash/Cash Equivalents 1.75 -Others 7.52 8.66
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 11.55 11.08Information ratio -0.73 -0.75Tracking Error (Ex post) 4.81 3.83Beta 0.98 1.01
Top 10 Holdings in %Alphabet -A- 3.26Amazon.Com 2.85Broadcom 2.70SPDR 2.50Facebook 2.42Bank of Hawaii 2.31Pioneer Nat. Res. 2.31Comcast 2.28First Republic Bank 2.25iShares Nasdaq Biotechnology ETF 2.24Total 25.12
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) 1'027.24
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 IB USD
0.281.90
-1.27-1.75
0.68-1.18
0.230.49
1.75-1.14
Purchases SalesSECTOR SPDR FUND APPLIED MATERIALSCOGNIZANT TECHNOLOGY SOLUTIONS
ALTRIA GROUPTORCHMARK CHUBB NSPECTRUM BRANDS HOLDINGS
DOLBY LABORATORIES ASPDR KBW REGIONAL BANKING ETF
MARSH & MCLENNAN
Fund manager Marcello MusioFund manager since 01.08.2012Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 379.77Inception 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
October 31, 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
-3.1
1.4
15.3
31.8
12.70.7 5.2
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 -4.09 -3.36 -3.13 -4.48 15.23 62.68Benchmark -1.93 -1.79 5.20 3.66 25.91 82.39
Sectors in %Fund Benchmark Compared with benchmark
Information Technology 22.16 21.88Financials 15.05 13.15Health Care 12.55 13.82Consumer Discretionary 11.31 13.06Industrials 9.88 9.20Consumer Staples 8.69 9.87Energy 7.23 7.00Utilities 3.86 3.37Cash/Cash Equivalents 1.75 -Others 7.52 8.66
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 11.56 11.09Information ratio -0.61 -0.60Tracking Error (Ex post) 4.82 3.83Beta 0.98 1.01
Top 10 Holdings in %Alphabet -A- 3.26Amazon.Com 2.85Broadcom 2.70SPDR 2.50Facebook 2.42Bank of Hawaii 2.31Pioneer Nat. Res. 2.31Comcast 2.28First Republic Bank 2.25iShares Nasdaq Biotechnology ETF 2.24Total 25.12
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) 1'477.48
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 EUR
0.281.90
-1.27-1.75
0.68-1.18
0.230.49
1.75-1.14
Purchases SalesSECTOR SPDR FUND APPLIED MATERIALSCOGNIZANT TECHNOLOGY SOLUTIONS
ALTRIA GROUPTORCHMARK CHUBB NSPECTRUM BRANDS HOLDINGS
DOLBY LABORATORIES ASPDR KBW REGIONAL BANKING ETF
MARSH & MCLENNAN
Fund manager Marcello MusioFund manager since 01.08.2012Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 379.77Inception 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
October 31, 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
-4.9
4.813.6
26.1 28.312.2
4.2
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 -4.29 -4.09 -4.89 -6.40 11.19 52.75Benchmark 0.54 0.18 4.25 4.46 56.16 132.07
Sectors in %Fund Benchmark Compared with benchmark
Information Technology 22.16 21.88Financials 15.05 13.15Health Care 12.55 13.82Consumer Discretionary 11.31 13.06Industrials 9.88 9.20Consumer Staples 8.69 9.87Energy 7.23 7.00Utilities 3.86 3.37Cash/Cash Equivalents 1.75 -Others 7.52 8.66
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 11.48 11.03Information ratio -1.40 -0.99Tracking Error (Ex post) 8.09 8.48Beta 0.74 0.73
Top 10 Holdings in %Alphabet -A- 3.26Amazon.Com 2.85Broadcom 2.70SPDR 2.50Facebook 2.42Bank of Hawaii 2.31Pioneer Nat. Res. 2.31Comcast 2.28First Republic Bank 2.25iShares Nasdaq Biotechnology ETF 2.24Total 25.12
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) 13.61
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.
55
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 11 - Class B USD
Purchases SalesTIME Inc. -
Fund manager Gregor TrachselFund manager since 30.04.2008Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 59.50Inception 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
October 31, 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
16.7
1.1
15.3
31.8
12.70.7 5.2
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 -2.86 -3.06 16.67 11.22 -8.42 47.94Benchmark -1.93 -1.79 5.20 3.66 25.91 82.39
Sectors in %Materials 26.07Industrials 24.25Consumer Discretionary 18.92Consumer Staples 13.65Real Estate 5.53Utilities 4.79Financials 3.47Energy 3.00Cash/Cash Equivalents 0.32
Currencies in %
USD 92.48BRL 4.02SGD 2.08GBP 1.42CHF 0.00CAD 0.00EUR 0.00
Countries in %
USA 66.90Brazil 15.16United Kingdom 7.03Italy 2.73Switzerland 2.61Philippines 2.09Others 3.48
Top 10 Holdings in %Gerdau Adr 4.46Layne Christensen 4.20ASA Gold and Precious Metals 3.47Fibria Cellulose 3.35Braskem 3.28Belmond A 3.26Rayonier Advanced Matls 3.26Owens-Illinois 3.24Tredegar 3.11Schweitzer-Mauduit Intl. 3.10Total 34.73
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) 19.04
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 16.50 15.96Information ratio -0.94 -0.41Tracking Error (Ex post) 11.33 10.10Beta 1.13 1.21
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 IB USD
Purchases SalesTIME Inc. -
Fund manager Gregor TrachselFund manager since 30.04.2008Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 59.50Inception 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
October 31, 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
17.7
1.1
15.3
31.8
12.70.7 5.2
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 -2.78 -2.80 17.69 12.37 -5.55 55.69Benchmark -1.93 -1.79 5.20 3.66 25.91 82.39
Sectors in %Materials 26.07Industrials 24.25Consumer Discretionary 18.92Consumer Staples 13.65Real Estate 5.53Utilities 4.79Financials 3.47Energy 3.00Cash/Cash Equivalents 0.32
Currencies in %
USD 92.48BRL 4.02SGD 2.08GBP 1.42CHF 0.00CAD 0.00EUR 0.00
Countries in %
USA 66.90Brazil 15.16United Kingdom 7.03Italy 2.73Switzerland 2.61Philippines 2.09Others 3.48
Top 10 Holdings in %Gerdau Adr 4.46Layne Christensen 4.20ASA Gold and Precious Metals 3.47Fibria Cellulose 3.35Braskem 3.28Belmond A 3.26Rayonier Advanced Matls 3.26Owens-Illinois 3.24Tredegar 3.11Schweitzer-Mauduit Intl. 3.10Total 34.73
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) 1'485.90
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 16.53 15.99Information ratio -0.85 -0.31Tracking Error (Ex post) 11.34 10.12Beta 1.13 1.21
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 BH EUR
Purchases SalesTIME Inc. -
Fund manager Gregor TrachselFund manager since 30.04.2008Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 59.50Inception 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
October 31, 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
15.1
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 -2.95 -3.47 15.09 9.67 -10.61 41.70
Sectors in %Materials 26.07Industrials 24.25Consumer Discretionary 18.92Consumer Staples 13.65Real Estate 5.53Utilities 4.79Financials 3.47Energy 3.00Cash/Cash Equivalents 0.32
Currencies in %
USD 92.48BRL 4.02SGD 2.08GBP 1.42CHF 0.00CAD 0.00EUR 0.00
Countries in %
USA 66.90Brazil 15.16United Kingdom 7.03Italy 2.73Switzerland 2.61Philippines 2.09Others 3.48
Top 10 Holdings in %Gerdau Adr 4.46Layne Christensen 4.20ASA Gold and Precious Metals 3.47Fibria Cellulose 3.35Braskem 3.28Belmond A 3.26Rayonier Advanced Matls 3.26Owens-Illinois 3.24Tredegar 3.11Schweitzer-Mauduit Intl. 3.10Total 34.73
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) 12.81
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 16.42 15.91Information ratio - -Tracking Error (Ex post) - -Beta - -
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.
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.) 430.24Inception 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
October 31, 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
3.00.7
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 -0.13 0.13 0.68 -0.89 12.38 31.92
Allocation asset classes in %
Equity 45.99Bonds 39.48Alternatives 7.64Cash/CashEquivalents 6.89
Currencies in % (after hedging)
EUR 62.58USD 18.70AUD 3.92JPY 3.42GBP 1.24CAD 0.93CHF 0.49Others 8.72
Asset allocation in %Cash/Cash Equivalents Bonds Equity Alternatives Total
Asia Pacific 0.01 0.59 1.76 0.69 3.05Euroland 0.04 22.02 17.17 0.43 39.66UK 0.05 0.70 1.32 - 2.07USA 0.70 7.80 13.09 1.48 23.07Others 6.09 - - - 6.09Emerging Markets - 4.74 8.72 - 13.46Japan - 0.76 2.09 - 2.85Canada - 0.43 0.79 - 1.22Switzerland - 0.11 1.05 - 1.16Global - 2.33 - 5.04 7.37Total 6.89 39.48 45.99 7.64 100.00
DurationModified duration in years 4.58
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 6.67 6.18Maximum 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 4.03CS FI Global HY 1.54Credit Suisse European Dividend Equity 1.39Credit Suisse Commodity Index Plus Fund 1.01Credit Suisse Global Convertible Fund 0.790.3 Japan 20.12.2025 0.763.75 Australia & New Z. Bank10.03.2017
0.72
TOTAL SA 0.601.5 Italy 01.08.2019 0.55Anheuser Busch 0.50Total 11.89
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) 168.07
2) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Allocation of bonds in %Straight bonds 77.03Emerging Market Bonds 12.01High Yield Bonds 5.52Inflation Linked Bonds 3.44Convertibles 2.00
Cre
dit S
uiss
e P
ortfo
lio F
und
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.
59
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.) 1'108.05Inception 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
October 31, 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
-2.9-0.5
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 -1.03 -0.51 -0.52 -1.78 3.44 21.57
Allocation asset classes in %
Equity 45.70Bonds 40.74Alternatives 7.74Cash/CashEquivalents 5.82
Currencies in % (after hedging)
CHF 60.21USD 18.05AUD 3.81EUR 3.40JPY 3.35GBP 1.21CAD 0.88Others 9.09
Asset allocation in %Cash/Cash Equivalents Bonds Equity Alternatives Total
Switzerland 0.06 18.43 18.25 - 36.74Euroland 0.03 1.92 1.25 0.43 3.63UK 0.06 0.70 1.29 - 2.05USA 0.57 9.68 11.64 1.47 23.36Others 5.10 - - - 5.10Emerging Markets - 5.15 9.09 - 14.24Japan - 1.00 1.76 - 2.76Canada - 0.54 0.75 - 1.29Global - 2.73 - 5.12 7.85Asia Pacific - 0.59 1.67 0.72 2.98Total 5.82 40.74 45.70 7.74 100.00
DurationModified duration in years 4.49
Allocation of bonds in %Straight bonds 75.63Emerging Market Bonds 12.64High Yield Bonds 5.72Inflation Linked Bonds 3.53Convertibles 2.48
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 6.24 5.79Maximum 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
assetsCredit Suisse Commodity Allocation Fund 4.10Nestle SA 3.69Roche Holding AG 2.54Novartis AG 2.45CS FI Global HY 1.72Credit Suisse European Dividend Equity 1.12Credit Suisse Commodity Index Plus Fund 1.02Credit Suisse Global Convertible Fund 1.01UBS Group AG 0.860.3 Japan 20.12.2025 0.83Total 19.34
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) 185.14
2) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
60
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.) 1'108.05Inception 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
October 31, 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
0.2
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 -0.93 -0.27 0.19 -0.95 6.15 -
Allocation asset classes in %
Equity 45.70Bonds 40.74Alternatives 7.74Cash/CashEquivalents 5.82
Currencies in % (after hedging)
CHF 60.21USD 18.05AUD 3.81EUR 3.40JPY 3.35GBP 1.21CAD 0.88Others 9.09
Asset allocation in %Cash/Cash Equivalents Bonds Equity Alternatives Total
Switzerland 0.06 18.43 18.25 - 36.74Euroland 0.03 1.92 1.25 0.43 3.63UK 0.06 0.70 1.29 - 2.05USA 0.57 9.68 11.64 1.47 23.36Others 5.10 - - - 5.10Emerging Markets - 5.15 9.09 - 14.24Japan - 1.00 1.76 - 2.76Canada - 0.54 0.75 - 1.29Global - 2.73 - 5.12 7.85Asia Pacific - 0.59 1.67 0.72 2.98Total 5.82 40.74 45.70 7.74 100.00
DurationModified duration in years 4.49
Allocation of bonds in %Straight bonds 75.63Emerging Market Bonds 12.64High Yield Bonds 5.72Inflation Linked Bonds 3.53Convertibles 2.48
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 5.53 6.24Information ratio -1.72 -1.36Tracking Error (Ex post) 0.72 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
assetsCredit Suisse Commodity Allocation Fund 4.10Nestle SA 3.69Roche Holding AG 2.54Novartis AG 2.45CS FI Global HY 1.72Credit Suisse European Dividend Equity 1.12Credit Suisse Commodity Index Plus Fund 1.02Credit Suisse Global Convertible Fund 1.01UBS Group AG 0.860.3 Japan 20.12.2025 0.83Total 19.34
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) 1'210.40
2) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Cre
dit S
uiss
e P
ortfo
lio F
und
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.
61
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.) 176.32Inception 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
October 31, 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
2.9
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 -1.34 -1.03 2.91 0.76 0.50 12.30
Allocation asset classes in %
Equity 44.92Bonds 41.57Alternatives 7.70Cash/CashEquivalents 5.81
Currencies in % (after hedging)
USD 75.09AUD 4.57JPY 4.13EUR 3.67GBP 1.97CAD 1.23CHF 0.10Others 9.24
Asset allocation in %Cash/Cash Equivalents Bonds Equity Alternatives Total
Euroland 0.07 1.31 2.02 0.46 3.86UK 0.04 0.54 2.05 - 2.63USA 1.30 31.30 23.83 1.48 57.91Others 4.40 - - - 4.40Emerging Markets - 5.08 9.24 - 14.32Japan - 0.78 2.85 - 3.63Canada - 0.43 1.02 - 1.45Switzerland - 0.05 1.52 - 1.57Global - 1.68 - 5.13 6.81Asia Pacific - 0.40 2.39 0.63 3.42Total 5.81 41.57 44.92 7.70 100.00
DurationModified duration in years 4.12
Allocation of bonds in %Straight bonds 80.08Emerging Market Bonds 12.22High Yield Bonds 4.07Inflation Linked Bonds 2.69Convertibles 0.94
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 5.73 6.61Maximum drawdown in % 3) -8.55 -8.553) Maximum drawdown is the most negative cumulative returnover a given time period.
Top 10 Holdings in %Position as % of
assetsCredit Suisse Commodity Allocation Fund 3.69Credit Suisse Commodity Index Plus Fund 1.44CS FI Global HY 1.290.875 US Treasury 31.01.2018 1.211 US Treasury 30.09.2019 1.213.375 US Treasury 15.11.2019 1.140.875 US Treasury 15.11.2017 1.002 US Treasury 15.02.2023 1.001.875 US Treasury 30.11.2021 0.941.75 US Treasury 15.05.2023 0.93Total 13.85
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) 248.09
2) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
62
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 USD
Fund manager Urs HillerFund manager since 01.01.1997Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 176.32Inception 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
October 31, 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
3.6
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 -1.26 -0.81 3.64 1.62 3.13 -
Allocation asset classes in %
Equity 44.92Bonds 41.57Alternatives 7.70Cash/CashEquivalents 5.81
Currencies in % (after hedging)
USD 75.09AUD 4.57JPY 4.13EUR 3.67GBP 1.97CAD 1.23CHF 0.10Others 9.24
Asset allocation in %Cash/Cash Equivalents Bonds Equity Alternatives Total
Euroland 0.07 1.31 2.02 0.46 3.86UK 0.04 0.54 2.05 - 2.63USA 1.30 31.30 23.83 1.48 57.91Others 4.40 - - - 4.40Emerging Markets - 5.08 9.24 - 14.32Japan - 0.78 2.85 - 3.63Canada - 0.43 1.02 - 1.45Switzerland - 0.05 1.52 - 1.57Global - 1.68 - 5.13 6.81Asia Pacific - 0.40 2.39 0.63 3.42Total 5.81 41.57 44.92 7.70 100.00
DurationModified duration in years 4.12
Allocation of bonds in %Straight bonds 80.08Emerging Market Bonds 12.22High Yield Bonds 4.07Inflation Linked Bonds 2.69Convertibles 0.94
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 5.92 5.73Information ratio -1.78 -1.71Tracking Error (Ex post) 0.63 0.49Maximum drawdown in % 3) -4.76 -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 3.69Credit Suisse Commodity Index Plus Fund 1.44CS FI Global HY 1.290.875 US Treasury 31.01.2018 1.211 US Treasury 30.09.2019 1.213.375 US Treasury 15.11.2019 1.140.875 US Treasury 15.11.2017 1.002 US Treasury 15.02.2023 1.001.875 US Treasury 30.11.2021 0.941.75 US Treasury 15.05.2023 0.93Total 13.85
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) 1'084.35
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.
63
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.) 110.52Inception 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
October 31, 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
4.40.3
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 0.17 0.80 0.35 -1.60 15.43 42.79
Allocation asset classes in %
Equity 68.07Bonds 17.14Cash/CashEquivalents 7.44Alternatives 7.35
Currencies in % (after hedging)
EUR 48.62USD 24.89AUD 5.01JPY 4.90GBP 1.99CAD 1.30CHF 1.12Others 12.17
Asset allocation in %Cash/Cash Equivalents Bonds Equity Alternatives Total
Asia Pacific 0.01 0.38 2.69 0.65 3.73Euroland 0.07 6.41 26.63 0.43 33.54UK 0.05 0.27 2.10 - 2.42USA 1.72 4.03 18.25 1.41 25.41Others 5.59 - - - 5.59Emerging Markets - 3.23 12.17 - 15.40Japan - 0.36 3.37 - 3.73Canada - 0.27 1.08 - 1.35Switzerland - 0.02 1.78 - 1.80Global - 2.17 - 4.86 7.03Total 7.44 17.14 68.07 7.35 100.00
DurationModified duration in years 4.73
Allocation of bonds in %Straight bonds 61.97Emerging Market Bonds 18.84High Yield Bonds 8.98Convertibles 5.43Inflation Linked Bonds 4.78
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 9.09 8.29Maximum 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 3.78Credit Suisse European Dividend Equity 1.43CS FI Global HY 1.24Credit Suisse Commodity Index Plus Fund 1.08Credit Suisse Global Convertible Fund 0.93TOTAL SA 0.76Anheuser Busch 0.66Sanofi 0.63Siemens AG 0.61SAP SE 0.61Total 11.73
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) 160.72
2) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
64
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.) 236.77Inception 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
October 31, 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
-3.4-1.2
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 -1.23 -0.37 -1.23 -2.50 4.72 31.71
Allocation asset classes in %
Equity 67.64Bonds 17.63Alternatives 7.59Cash/CashEquivalents 7.14
Currencies in % (after hedging)
CHF 45.67USD 24.23EUR 4.83AUD 4.57JPY 4.48GBP 1.89CAD 1.25Others 13.08
Asset allocation in %Cash/Cash Equivalents Bonds Equity Alternatives Total
Switzerland 0.02 6.17 27.03 - 33.22Euroland 0.03 0.77 1.77 0.43 3.00UK 0.08 0.27 1.95 - 2.30USA 0.64 3.91 17.88 1.44 23.87Others 6.37 - - - 6.37Emerging Markets - 3.58 13.08 - 16.66Japan - 0.22 2.68 - 2.90Canada - 0.11 1.05 - 1.16Global - 2.33 - 5.03 7.36Asia Pacific - 0.27 2.20 0.69 3.16Total 7.14 17.63 67.64 7.59 100.00
DurationModified duration in years 4.60
Allocation of bonds in %Straight bonds 60.18Emerging Market Bonds 20.31High Yield Bonds 9.25Convertibles 5.50Inflation Linked Bonds 4.76
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 8.85 8.08Maximum 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 5.47Credit Suisse Commodity Allocation Fund 4.03Roche Holding AG 3.77Novartis AG 3.62Credit Suisse European Dividend Equity 1.47CS FI Global HY 1.36UBS Group AG 1.28Zurich Insurance Group 1.12ABB 1.09Syngenta AG 1.04Total 24.25
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) 183.36
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.
65
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.) 68.04Inception 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
October 31, 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
2.5
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 -1.74 -1.22 2.53 -0.08 -1.15 15.76
Allocation asset classes in %
Equity 67.74Bonds 17.10Cash/CashEquivalents 7.84Alternatives 7.32
Currencies in % (after hedging)
USD 63.26AUD 6.74JPY 5.87EUR 5.80GBP 3.00CAD 1.75CHF 0.36Others 13.22
Asset allocation in %Cash/Cash Equivalents Bonds Equity Alternatives Total
Euroland 0.03 0.53 3.42 0.38 4.36UK 0.09 0.25 3.07 - 3.41USA 0.88 9.65 35.91 1.44 47.88Others 6.84 - - - 6.84Emerging Markets - 3.50 13.22 - 16.72Japan - 0.42 4.49 - 4.91Canada - 0.27 1.73 - 2.00Switzerland - 0.02 2.38 - 2.40Global - 1.97 - 4.89 6.86Asia Pacific - 0.49 3.52 0.61 4.62Total 7.84 17.10 67.74 7.32 100.00
DurationModified duration in years 4.32
Allocation of bonds in %Straight bonds 59.60Emerging Market Bonds 20.47High Yield Bonds 8.36Inflation Linked Bonds 7.13Convertibles 4.44
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 8.22 9.24Maximum drawdown in % 3) -12.97 -12.973) Maximum drawdown is the most negative cumulative returnover a given time period.
Top 10 Holdings in %Position as % of
assetsCredit Suisse Commodity Allocation Fund 3.60Credit Suisse Commodity Index Plus Fund 1.29Credit Suisse European Dividend Equity 1.24CS FI Global HY 1.21Apple Inc 0.99Microsoft Corp 0.80Credit Suisse Global Convertible Fund 0.76Amazon.Com 0.72Facebook 0.68Alphabet -C- 0.65Total 11.94
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) 226.54
2) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
66
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 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.) 601.34Inception 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
October 31, 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 1.4
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 -0.45 -0.32 1.39 0.21 9.41 22.28
Allocation asset classes in %
Bonds 60.65Equity 26.15Alternatives 7.65Cash/CashEquivalents 5.55
Currencies in % (after hedging)
EUR 74.28USD 12.90AUD 2.94JPY 2.60GBP 0.62CAD 0.55CHF 0.25Others 5.86
Asset allocation in %Cash/Cash Equivalents Bonds Equity Alternatives Total
Euroland 0.03 38.64 8.84 0.42 47.93UK 0.03 1.06 0.74 - 1.83USA 1.22 9.75 7.24 1.51 19.72Others 4.27 - - - 4.27Emerging Markets - 5.98 5.86 - 11.84Japan - 0.98 0.96 - 1.94Canada - 0.55 0.50 - 1.05Switzerland - 0.08 0.75 - 0.83Global - 3.00 - 5.02 8.02Asia Pacific - 0.61 1.26 0.70 2.57Total 5.55 60.65 26.15 7.65 100.00
DurationModified duration in years 4.63
Allocation of bonds in %Straight bonds 80.76Emerging Market Bonds 9.86High Yield Bonds 5.64Inflation Linked Bonds 2.85Convertibles 0.89
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 4.25 4.20Maximum 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 3.92CS FI Global HY 2.46Credit Suisse Commodity Index Plus Fund 1.101.5 Italy 01.08.2019 1.02Credit Suisse European Dividend Equity 0.920.3 Japan 20.12.2025 0.83France 0.68Spain 0.653.75 Australia & New Z. Bank10.03.2017
0.64
Spain 0.64Total 12.86
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)
121.24 169.60
--
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.
67
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.) 601.34Inception 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
October 31, 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 2.0
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 -0.37 -0.13 1.95 0.87 11.62 -
Allocation asset classes in %
Bonds 60.65Equity 26.15Alternatives 7.65Cash/CashEquivalents 5.55
Currencies in % (after hedging)
EUR 74.28USD 12.90AUD 2.94JPY 2.60GBP 0.62CAD 0.55CHF 0.25Others 5.86
Asset allocation in %Cash/Cash Equivalents Bonds Equity Alternatives Total
Euroland 0.03 38.64 8.84 0.42 47.93UK 0.03 1.06 0.74 - 1.83USA 1.22 9.75 7.24 1.51 19.72Others 4.27 - - - 4.27Emerging Markets - 5.98 5.86 - 11.84Japan - 0.98 0.96 - 1.94Canada - 0.55 0.50 - 1.05Switzerland - 0.08 0.75 - 0.83Global - 3.00 - 5.02 8.02Asia Pacific - 0.61 1.26 0.70 2.57Total 5.55 60.65 26.15 7.65 100.00
DurationModified duration in years 4.63
Allocation of bonds in %Straight bonds 80.76Emerging Market Bonds 9.86High Yield Bonds 5.64Inflation Linked Bonds 2.85Convertibles 0.89
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 3.55 4.25Information ratio -2.25 -1.36Tracking Error (Ex post) 0.58 0.68Maximum drawdown in % 3) -3.80 -5.543) 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 2.46Credit Suisse Commodity Index Plus Fund 1.101.5 Italy 01.08.2019 1.02Credit Suisse European Dividend Equity 0.920.3 Japan 20.12.2025 0.83France 0.68Spain 0.653.75 Australia & New Z. Bank10.03.2017
0.64
Spain 0.64Total 12.86
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) 1'138.66
2) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
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 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.) 1'393.76Inception 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
October 31, 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
0.3
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 -0.91 -0.66 0.28 -0.91 2.05 12.11
Allocation asset classes in %
Bonds 62.29Equity 25.77Alternatives 7.84Cash/CashEquivalents 4.10
Currencies in % (after hedging)
CHF 74.08USD 12.77AUD 3.07JPY 2.55EUR 1.89GBP 0.57CAD 0.52Others 4.55
Asset allocation in %Cash/Cash Equivalents Bonds Equity Alternatives Total
Switzerland 0.11 34.10 10.86 - 45.07Euroland 0.03 3.23 0.96 0.42 4.64UK 0.04 1.05 0.69 - 1.78USA 0.31 10.79 6.09 1.50 18.69Others 3.61 - - - 3.61Emerging Markets - 6.40 4.55 - 10.95Japan - 2.03 0.91 - 2.94Canada - 0.57 0.49 - 1.06Global - 3.52 - 5.21 8.73Asia Pacific - 0.60 1.22 0.71 2.53Total 4.10 62.29 25.77 7.84 100.00
DurationModified duration in years 4.46
Allocation of bonds in %Straight bonds 79.32Emerging Market Bonds 10.27High Yield Bonds 5.72Inflation Linked Bonds 3.21Convertibles 1.48
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 3.71 3.60Maximum 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 4.16CS FI Global HY 2.60Nestle SA 1.670.3 Japan 20.12.2025 1.41Roche Holding AG 1.15Novartis AG 1.10Credit Suisse Commodity Index Plus Fund 1.05Credit Suisse Global Convertible Fund 0.92Credit Suisse European Dividend Equity 0.85Coca Cola 0.58Total 15.49
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)
111.57 166.42
--
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.) 1'393.76Inception 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
October 31, 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
0.8
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 -0.84 -0.48 0.83 -0.27 4.11 -
Allocation asset classes in %
Bonds 62.29Equity 25.77Alternatives 7.84Cash/CashEquivalents 4.10
Currencies in % (after hedging)
CHF 74.08USD 12.77AUD 3.07JPY 2.55EUR 1.89GBP 0.57CAD 0.52Others 4.55
Asset allocation in %Cash/Cash Equivalents Bonds Equity Alternatives Total
Switzerland 0.11 34.10 10.86 - 45.07Euroland 0.03 3.23 0.96 0.42 4.64UK 0.04 1.05 0.69 - 1.78USA 0.31 10.79 6.09 1.50 18.69Others 3.61 - - - 3.61Emerging Markets - 6.40 4.55 - 10.95Japan - 2.03 0.91 - 2.94Canada - 0.57 0.49 - 1.06Global - 3.52 - 5.21 8.73Asia Pacific - 0.60 1.22 0.71 2.53Total 4.10 62.29 25.77 7.84 100.00
DurationModified duration in years 4.46
Allocation of bonds in %Straight bonds 79.32Emerging Market Bonds 10.27High Yield Bonds 5.72Inflation Linked Bonds 3.21Convertibles 1.48
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 3.56 3.72Information ratio -1.86 -1.58Tracking Error (Ex post) 0.58 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 4.16CS FI Global HY 2.60Nestle SA 1.670.3 Japan 20.12.2025 1.41Roche Holding AG 1.15Novartis AG 1.10Credit Suisse Commodity Index Plus Fund 1.05Credit Suisse Global Convertible Fund 0.92Credit Suisse European Dividend Equity 0.85Coca Cola 0.58Total 15.49
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) 1'123.29
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.
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.) 270.21Inception 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
October 31, 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
2.9
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 -1.24 -1.06 2.93 1.45 1.42 7.89
Allocation asset classes in %
Bonds 62.29Equity 26.04Alternatives 7.24Cash/CashEquivalents 4.43
Currencies in % (after hedging)
USD 84.75AUD 3.27JPY 2.69EUR 1.84GBP 1.01CAD 0.70CHF 0.01Others 5.73
Asset allocation in %Cash/Cash Equivalents Bonds Equity Alternatives Total
Euroland 0.03 1.91 1.04 0.39 3.37UK 0.03 0.91 1.11 - 2.05USA 0.42 47.51 13.39 1.41 62.73Others 3.95 - - - 3.95Emerging Markets - 6.11 5.73 - 11.84Japan - 1.86 1.42 - 3.28Canada - 0.51 0.65 - 1.16Switzerland - 0.13 1.23 - 1.36Global - 2.82 - 4.85 7.67Asia Pacific - 0.53 1.47 0.59 2.59Total 4.43 62.29 26.04 7.24 100.00
DurationModified duration in years 3.98
Allocation of bonds in %Straight bonds 81.59Emerging Market Bonds 9.81High Yield Bonds 5.02Inflation Linked Bonds 2.81Convertibles 0.77
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 3.62 4.23Maximum drawdown in % 3) -5.30 -5.303) Maximum drawdown is the most negative cumulative returnover a given time period.
Top 10 Holdings in %Position as % of
assetsCredit Suisse Commodity Allocation Fund 3.68CS FI Global HY 2.340.875 US Treasury 31.01.2018 1.761 US Treasury 30.09.2019 1.753.375 US Treasury 15.11.2019 1.650.875 US Treasury 15.11.2017 1.452 US Treasury 15.02.2023 1.441.875 US Treasury 30.11.2021 1.371.75 US Treasury 15.05.2023 1.35US Treasury 1.21Total 18.00
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)
138.56 247.89
--
2) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
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71
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.) 3'449.73Market capitalization (in mil.) 4'312.52Inception 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 1'525.00
Last distribution 10.12.2015Distribution value 52.00Premium / discount (monthly) in % 25.01EU taxation Out of scope
October 31, 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
2.36.8 6.3
-2.8
15.0
4.2 5.9
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 0.66 2.35 6.66 25.02 36.74Benchmark -1.40 -0.83 5.88 7.22 30.45 30.69
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 % 5.37 5.05Information ratio -0.22 0.14Tracking Error (Ex post) 6.46 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) 1'219.90
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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.
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.) 1'689.00Market capitalization (in mil.) 1'973.79Inception 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 127.80
Last distribution 11.08.2016Distribution value 2.05Premium / discount (monthly) in % 16.86EU taxation Out of scope
October 31, 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 8.0 8.06.8 6.3
-2.8
15.0
4.2 5.9
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 -3.22 -3.15 8.01 12.24 19.24 32.86Benchmark -1.40 -0.83 5.88 7.22 30.45 30.69
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 % 10.44 8.91Information ratio -0.32 0.04Tracking Error (Ex post) 9.50 8.71
Investment policyCredit Suisse Real Estate Fund Green Property(CS REF Green Property) is the real estate fundthat focuses on sustainable construction. Itinvests in high-quality new construction projectsthat are located in strong economic regions inSwitzerland. In the selection of new buildingprojects the focus is on sustainability. The aim isto ensure that the properties and projects meetthe strict requirements of greenproperty, CreditSuisse Real Estate Investment Management`sseal of quality. This seal for sustainable realestate includes ecological, economic, and socialaspects. It assesses five quantitative andqualitative criteria: utilization, infrastructure,energy, materials, and life cycle. The fund hasbeen listed on the SIX Swiss Exchange since2013. CS REF Green Property has been mergedwith CS REF PropertyPlus since July 1, 2016.
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) 109.36
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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
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.) 903.69Market capitalization (in mil.) 840.40Inception date 25.11.2010Management fee in % p.a. 0.49Benchmark (BM) SXI Real Estate Funds (TR)
Return on investment (ROI) in % 0.37Return on equity (ROE) in % 0.29Performance in % 4.62Distribution yield in % n/aPayout ratio in % n/aDebt financing ratio in % 30.15Rent default rate in % 2.01
Premium / discount in % -7.16* Calculation for the months
01.01.2016 - 30.06.2016Unit Class Category A
(distribution)Unit class currency CHFISIN CH0118768057Valor no. 11876805Stock price 96.00
Last distribution 11.03.2016Distribution value 2.75Premium / discount (monthly) in % -7.00EU taxation Out of scope
October 31, 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
5.76.8 6.3
-2.8
15.0
4.2 5.9
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 -0.52 -1.39 5.73 5.16 9.88 7.04Benchmark -1.40 -0.83 5.88 7.22 30.45 30.69
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 9.09 9.76Information ratio -0.63 -0.38Tracking Error (Ex post) 9.04 10.62
Types of property in % (as per last semi-annual and annual results)
Hotels, cinemas, restaurants 50.10Campus, Others 22.15Retail 9.80Apartments 9.75Office 6.10Parking 1.05Warehouses 1.05
Geographical breakdown in % (as per last semi-annual and annual results)
Region Southern Switzerland 34.00Region Lake Geneva 24.45Region Zurich 19.95Region North-west Switzerland 10.90Region Central Switzerland 5.85Region Berne 2.45Region 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 % 69.87
Total Expense Ratio (TERref) in % 0.88Total Expense Ratio (TERrefGAV) in % 0.61
Net asset value (NAV) 103.23
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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.
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.) 2'380.92Market capitalization (in mil.) 2'632.32Inception date 01.02.2005Management fee in % p.a. 0.60Benchmark (BM) SXI Real Estate Funds (TR)
Return on investment (ROI) in % 2.07Return on equity (ROE) in % 2.32Performance in % 11.79Distribution yield in % n/aPayout ratio in % n/aDebt financing ratio in % 15.34Rent default rate in % 4.57
Premium / discount in % 17.96* Calculation for the months
01.01.2016-30.06.2016Unit Class Category A
(distribution)Unit class currency CHFISIN CH0019685111Valor no. 1968511Stock price 1'150.00
Last distribution 29.03.2016Distribution value 41.00Premium / discount (monthly) in % 10.56EU taxation Out of scope
For qualified investors only
October 31, 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
8.0 6.26.8 6.3
-2.8
15.0
4.2 5.9
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 -0.86 -6.12 6.25 7.46 33.12 33.85Benchmark -1.40 -0.83 5.88 7.22 30.45 30.69
Currencies in % (after hedging)
CHF 87.73USD 2.83EUR 1.99CLP 1.83AUD 1.71CAD 1.47JPY 0.97GBP 0.86NZD 0.61
Types of property in % (as per last semi-annual and annual results)
Office 81.60Retail 8.75Parking 6.75Warehouses 0.95Hotels, cinemas, restaurants 0.85Apartments 0.20Others 0.90
Geographical breakdown in % (as per last semi-annual and annual results)
USA 24.26Australia 14.63Canada 12.79Japan 11.40Germany 10.86UK 8.33Netherlands 6.88New Zealand 4.16Chile 3.81Ireland 2.88
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 % 72.80
Total Expense Ratio (TERref) in % 1.04Total Expense Ratio (TERrefGAV) in % 0.86
Net asset value (NAV) 1'040.17
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 9.11 8.98Information ratio 0.07 0.05Tracking Error (Ex post) 9.83 9.82
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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
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.) 1'580.65Market capitalization (in mil.) 1'736.65Inception 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 209.40
Last distribution 10.12.2015Distribution value 8.40Premium / discount (monthly) in % 9.87EU taxation Out of scope
October 31, 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
5.50.6
6.8 6.3
-2.8
15.0
4.2 5.9
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 -1.27 -0.52 0.62 3.47 20.31 15.31Benchmark -1.40 -0.83 5.88 7.22 30.45 30.69
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 11.27 10.23Information ratio -0.43 -0.45Tracking Error (Ex post) 6.28 5.60
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) 190.59
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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.
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.) 2'174.88Market capitalization (in mil.) 2'865.36Inception date 05.12.2007Management fee in % p.a. 0.49Benchmark (BM) SXI Real Estate Funds (TR)
Return on investment (ROI) in % 1.39Return on equity (ROE) in % 1.37Performance in % 5.89Distribution yield in % n/aPayout ratio in % n/aDebt financing ratio in % 14.49Rent default rate in % 4.39
Premium / discount in % 30.01* Calculation for the months
01.01.2016 - 30.06.2016Unit Class Category A
(distribution)Unit class currency CHFISIN CH0031069328Valor no. 3106932Stock price 137.40
Last distribution 11.03.2016Distribution value 3.30Premium / discount (monthly) in % 31.75EU taxation Out of scope
October 31, 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
8.46.8 6.3
-2.8
15.0
4.2 5.9
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 -1.79 2.00 8.37 11.50 29.72 30.39Benchmark -1.40 -0.83 5.88 7.22 30.45 30.69
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 9.78 9.89Information ratio -0.03 -0.01Tracking Error (Ex post) 5.66 5.86
Types of property in % (as per last semi-annual and annual results)
Apartments 67.55Hotels, cinemas, restaurants 11.95Parking 5.15Retail 3.85Office 3.10Warehouses 0.65Others 7.75
Geographical breakdown in % (as per last semi-annual and annual results)
Region North-west Switzerland 33.85Region Zurich 17.30Region Lake Geneva 13.15Region Berne 13.10Region Central Switzerland 6.85Region Southern Switzerland 6.20Region Eastern Switzerland 4.85Region 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 % 74.54
Total Expense Ratio (TERref) in % 0.84Total Expense Ratio (TERrefGAV) in % 0.66
Net asset value (NAV) 104.29
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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
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.) 2'229.66Market capitalization (in mil.) 2'990.48Inception 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 193.70
Last distribution 10.12.2015Distribution value 5.40Premium / discount (monthly) in % 34.12EU taxation Out of scope
October 31, 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
5.68.56.8 6.3
-2.8
15.0
4.2 5.9
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 0.41 0.63 8.53 8.74 36.47 42.08Benchmark -1.40 -0.83 5.88 7.22 30.45 30.69
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 9.20 10.00Information ratio 0.29 0.30Tracking Error (Ex post) 5.18 5.64
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) 144.42
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.
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
Class B CHF
Purchases SalesSwiss Reinsurance AryztaCie Financiere Richemont Reg Nestle RegLindt & Spruengli SikaSyngenta Reg Swisscom RegStraumann Holding Reg -
Fund manager Marcel SchibliFund manager since 01.09.2009Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 31. MayTotal net assets (in mil.) 141.68Inception date 17.12.2004Management fee in % p.a. 1.60TER (as of 31.05.2016) 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
October 31, 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
-5.3-7.7
17.724.6
13.0
2.7
-5.7
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 -3.16 -1.28 -5.27 -4.27 10.92 79.09Benchmark -3.43 -2.83 -5.67 -6.07 9.58 64.60
Sectors in %Fund
Health Care 35.67Consumer Staples 18.21Financials 16.58Materials 12.60Industrials 8.26Consumer Discretionary 6.00Information Technology 5.47Telecommunication Services 1.12Cash/Cash Equivalents 0.95Others -4.86
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 13.66 12.83Information ratio 0.12 0.51Tracking Error (Ex post) 3.35 3.30Beta 1.11 1.12
Top 10 Holdings in %Nestle SA 18.48Novartis AG 12.92Roche Holding AG 11.24UBS Group AG 4.25ABB 3.89Swiss Re 3.89Zurich Insurance Group 3.84CS Group 3.61Lafargeholcim Ltd 3.54Syngenta AG 3.49Total 69.15
Significant Transactions
Risk ExposureMaximum Portfolio
Long Equity 130.0% 128.3%Short Equity 30.0% 29.5%Investment Degree 100.0% 98.8%Total Exposure 160.0% 157.8%
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) 20.87
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.
79
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.) 273.88Inception date 16.04.2010Management fee in % p.a. 1.00TER (as of 31.05.2016) 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
October 31, 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
7.0 6.86.8 8.3
-3.7
14.4
6.2 6.2
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 -2.26 -2.59 6.84 8.94 32.20 34.07Benchmark -2.27 -2.67 6.16 8.47 31.50 33.35
Types of property in %
Office and retail 54.10Residential 35.60Commercial and other use 10.30
Geographical breakdown in %
Region Zurich 43.50Region Central Switzerland 21.90Region Western Switzerland 18.40Region Eastern Switzerland 7.10Region Berne 6.50Region Southern Switzerland 2.60Abroad 0.00
Sectors in %Fund Benchmark
Real estate funds 59.60 65.60Corporations 40.30 34.40Cash/Cash Equivalents 0.10 0.00
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 8.15 7.56Information ratio 0.20 0.12Tracking Error (Ex post) 0.87 0.92
Top 5 Holdings in %UBS Swiss Mixed Sima 20.33Swiss Prime Site AG 16.91PSP Swiss Property 11.17CS RE Fd Siat 8.05UBS SWISS Res Anfos 6.24Total 62.70
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) 14.29
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
80
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 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.) 273.88Inception date 16.04.2010Management fee in % p.a. 0.60TER (as of 31.05.2016) 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
October 31, 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 7.26.8 8.3
-3.7
14.4
6.2 6.2
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 -2.20 -2.50 7.19 9.38 33.75 36.77Benchmark -2.27 -2.67 6.16 8.47 31.50 33.35
Types of property in %
Office and retail 54.10Residential 35.60Commercial and other use 10.30
Geographical breakdown in %
Region Zurich 43.50Region Central Switzerland 21.90Region Western Switzerland 18.40Region Eastern Switzerland 7.10Region Berne 6.50Region Southern Switzerland 2.60Abroad 0.00
Sectors in %Fund Benchmark
Real estate funds 59.60 65.60Corporations 40.30 34.40Cash/Cash Equivalents 0.10 0.00
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 8.03 7.48Information ratio 0.49 0.47Tracking Error (Ex post) 1.17 1.08
Top 5 Holdings in %UBS Swiss Mixed Sima 20.33Swiss Prime Site AG 16.91PSP Swiss Property 11.17CS RE Fd Siat 8.05UBS SWISS Res Anfos 6.24Total 62.70
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) 1'544.14
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.
81
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.) 1'426.27Inception date 14.04.2010Management fee in % p.a. 1.92TER (as of 31.05.2016) in % 2.19Benchmark (BM) Bloomberg Commodity Index (TR)Swinging single pricing (SSP) 3) YesUnit Class Category B
(capital growth)
ISIN LU0496465690
Valor no. 11145804
October 31, 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
7.0
-13.3
-1.1
-9.5-17.0
-24.7
8.3
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 -1.01 0.43 6.97 -3.18 -34.40 -47.34Benchmark -0.49 0.82 8.34 -2.62 -31.96 -42.92
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 13.60 12.71Information ratio -0.84 -0.96Tracking Error (Ex post) 1.45 1.67Beta 0.96 0.94
Commodity Sectors in %
Energy 34.60Agriculture 28.77Industrial Metals 17.34Precious Metals 15.41Livestock 3.86Others 0.01
Top collateral holdings in %Position Coupon % Maturity as % of
assetsUS Treasury Bill 25.05.17 18.87US Treasury Bill 02.02.17 12.94US Treasury Bill 20.07.17 12.22US Treasury Bill 02.03.17 10.49US Treasury Bill 10.11.16 8.76US Treasury 31.03.17 6.99US Treasury Bill 05.01.17 6.65US Treasury Bill 22.06.17 6.29US Treasury 27.04.17 4.89US Treasury Bill 08.12.16 4.20Total 92.30
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) 56.613) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
82
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 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.) 1'426.27Inception date 14.04.2010Management fee in % p.a. 1.92TER (as of 31.05.2016) in % 2.19Benchmark (BM)
Bloomberg Commodity Index (TR) (Hedged into CHF)Swinging single pricing (SSP) 3) YesUnit Class Category BH
(capital growth)
ISIN LU0499371648
Valor no. 11183148
October 31, 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
4.9
-16.2
-2.4-9.9
-18.0
-26.2
6.4
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 -1.19 -0.23 4.92 -5.34 -37.40 -50.86Benchmark -0.68 0.19 6.40 -4.96 -35.44 -46.92
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 13.55 12.68Information ratio -0.66 -0.84Tracking Error (Ex post) 1.54 1.83Beta 0.95 0.93
Commodity Sectors in %
Energy 34.60Agriculture 28.77Industrial Metals 17.34Precious Metals 15.41Livestock 3.86Others 0.01
Top collateral holdings in %Position Coupon % Maturity as % of
assetsUS Treasury Bill 25.05.17 18.87US Treasury Bill 02.02.17 12.94US Treasury Bill 20.07.17 12.22US Treasury Bill 02.03.17 10.49US Treasury Bill 10.11.16 8.76US Treasury 31.03.17 6.99US Treasury Bill 05.01.17 6.65US Treasury Bill 22.06.17 6.29US Treasury 27.04.17 4.89US Treasury Bill 08.12.16 4.20Total 92.30
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) 51.613) 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.
83
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.) 1'426.27Inception date 14.04.2010Management fee in % p.a. 1.92TER (as of 31.05.2016) in % 2.19Benchmark (BM)
Bloomberg Commodity Index (TR) (Hedged into EUR)Swinging single pricing (SSP) 3) YesUnit Class Category BH
(capital growth)
ISIN LU0499368180
Valor no. 11183143
October 31, 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
5.4
-14.7
-2.1-9.8
-17.8
-25.9
7.0
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 -1.14 -0.08 5.40 -4.84 -36.55 -49.88Benchmark -0.65 0.37 7.00 -4.23 -34.58 -45.94
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 13.55 12.70Information ratio -0.67 -0.85Tracking Error (Ex post) 1.51 1.79Beta 0.95 0.93
Commodity Sectors in %
Energy 34.60Agriculture 28.77Industrial Metals 17.34Precious Metals 15.41Livestock 3.86Others 0.01
Top collateral holdings in %Position Coupon % Maturity as % of
assetsUS Treasury Bill 25.05.17 18.87US Treasury Bill 02.02.17 12.94US Treasury Bill 20.07.17 12.22US Treasury Bill 02.03.17 10.49US Treasury Bill 10.11.16 8.76US Treasury 31.03.17 6.99US Treasury Bill 05.01.17 6.65US Treasury Bill 22.06.17 6.29US Treasury 27.04.17 4.89US Treasury Bill 08.12.16 4.20Total 92.30
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) 52.873) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
84
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 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.) 1'426.27Inception date 10.08.2011Management fee in % p.a. 0.90TER (as of 31.05.2016) in % 1.12Benchmark (BM)
Bloomberg Commodity Index (TR) (Hedged into CHF)Swinging single pricing (SSP) 3) YesUnit Class Category EBH
(capital growth)
ISIN LU0656520649
Valor no. 13483387
October 31, 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
6.4
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 -1.09 0.03 5.83 -4.41 -35.66 -48.52Benchmark -0.68 0.19 6.40 -4.96 -35.44 -46.92
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 13.58 12.69Information ratio -0.07 -0.34Tracking Error (Ex post) 1.55 1.82Beta 0.95 0.93
Commodity Sectors in %
Energy 34.60Agriculture 28.77Industrial Metals 17.34Precious Metals 15.41Livestock 3.86Others 0.01
Top collateral holdings in %Position Coupon % Maturity as % of
assetsUS Treasury Bill 25.05.17 18.87US Treasury Bill 02.02.17 12.94US Treasury Bill 20.07.17 12.22US Treasury Bill 02.03.17 10.49US Treasury Bill 10.11.16 8.76US Treasury 31.03.17 6.99US Treasury Bill 05.01.17 6.65US Treasury Bill 22.06.17 6.29US Treasury 27.04.17 4.89US Treasury Bill 08.12.16 4.20Total 92.30
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) 483.493) 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.
85
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.) 1'426.27Inception date 10.08.2011Management fee in % p.a. 0.90TER (as of 31.05.2016) in % 1.12Benchmark (BM)
Bloomberg Commodity Index (TR) (Hedged into EUR)Swinging single pricing (SSP) 3) YesUnit Class Category EBH
(capital growth)
ISIN LU0656520482
Valor no. 13483385
October 31, 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
6.3
-2.1-9.8
-17.8
-25.9
7.0
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 -1.02 0.20 6.31 -3.83 -34.54 -47.26Benchmark -0.65 0.37 7.00 -4.23 -34.58 -45.94
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 13.55 12.71Information ratio 0.01 -0.28Tracking Error (Ex post) 1.53 1.79Beta 0.95 0.93
Commodity Sectors in %
Energy 34.60Agriculture 28.77Industrial Metals 17.34Precious Metals 15.41Livestock 3.86Others 0.01
Top collateral holdings in %Position Coupon % Maturity as % of
assetsUS Treasury Bill 25.05.17 18.87US Treasury Bill 02.02.17 12.94US Treasury Bill 20.07.17 12.22US Treasury Bill 02.03.17 10.49US Treasury Bill 10.11.16 8.76US Treasury 31.03.17 6.99US Treasury Bill 05.01.17 6.65US Treasury Bill 22.06.17 6.29US Treasury 27.04.17 4.89US Treasury Bill 08.12.16 4.20Total 92.30
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) 494.863) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
86
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 EUR
3.303.65
-0.20-2.87
3.040.23
-1.960.090.00
-5.30
Purchases SalesSOCIETE GENERALE PARIS A
SCHNEIDER ELECTRICAKZO NOBEL ESSILOR INTERNATIONALST GOBAIN GAMESAAXA TERNAPORSCHE AUTOMOBIL HOLDING Pref SAP SE
Fund manager Julio Alberto GiróFund manager since 01.06.2012Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MayTotal net assets (in mil.) 30.29Inception date 27.06.2011Management fee in % p.a. 1.60TER (as of 31.05.2016) in % 1.89Benchmark (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 47
October 31, 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
-2.5
-14.9
19.323.4
4.39.8
-2.1
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 0.39 2.06 -2.50 -5.78 8.24 51.89Benchmark 1.32 2.71 -2.10 -4.99 14.54 60.65
Sectors in %Fund Benchmark Compared with benchmark
Financials 21.88 18.58Consumer Staples 15.21 11.56Industrials 14.61 14.81Consumer Discretionary 11.16 14.03Energy 8.34 5.31Information Technology 7.67 7.44Materials 6.62 8.58Utilities 5.54 5.45Cash/Cash Equivalents 0.00 -Others 8.96 14.26
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 13.12 12.90Information ratio -0.50 -0.34Tracking Error (Ex post) 3.75 3.29Beta 0.89 0.91
Top 10 Holdings in %BASF 5.02Siemens AG 4.60TOTAL SA 4.37BNP Paribas 3.88Inditex reg 3.87Banco Santander 3.85Iberdrola 3.85SAP SE 3.37ING Group 3.19Unilever 3.07Total 39.07
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) 12.88
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Duration and YieldModified duration in years 0.00
Number of holdings
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.
87
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 2 - Class B USD
2.681.271.48
-0.53-1.82-1.35-1.49
-2.631.011.40
Purchases Sales- MY E.G.SERICES BERHAD- AUROBINDO PHARMA
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.) 274.87Inception date 20.01.2010Management fee in % p.a. 1.60TER (as of 31.05.2016) in % 1.94Benchmark (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
October 31, 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
17.3
-18.4
18.2
-2.6 -2.2
-14.9
16.3
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 0.11 4.65 17.30 9.24 -10.14 -4.46Benchmark 0.24 4.05 16.30 9.27 -6.01 2.76
Sectors in %Fund Benchmark Compared with benchmark
Information Technology 26.25 23.57Financials 25.39 24.12Consumer Discretionary 11.92 10.44Consumer Staples 7.16 7.69Energy 5.84 7.66Industrials 4.58 5.93Telecommunication Services 4.51 6.00Materials 3.92 6.55Cash/Cash Equivalents 1.01 -Others 9.44 8.04
Currencies in %
HKD 24.04KRW 16.92USD 14.74TWD 13.68BRL 8.03THB 6.30INR 3.38MXN 2.83ZAR 2.49Others 7.60
Countries in %
China 21.39South Korea 17.01Taiwan 13.68Brazil 7.97Hong Kong 6.77Thailand 5.71Russia 4.91India 3.94Cash/CashEquivalents 1.01Others 17.62
Top 10 Holdings in %Samsung Electronics 4.81Tencent Hldg Ltd 4.60TSMC 4.36Woori Bank 3.70Bank of China Ltd 2.95PTT Public Company Limited 2.65Compal Electronics 2.54KT Corporation 2.25Lukoil ADR 2.06Hero Motocorp 2.04Total 31.96
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) 9.22
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 % 16.86 16.86Information ratio -0.48 -0.47Tracking Error (Ex post) 3.10 3.09Beta 1.03 1.01
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
a subfund of CS Investment Funds 2 - Class IB USD
2.681.271.48
-0.53-1.82-1.35-1.49
-2.631.011.40
Purchases Sales- MY E.G.SERICES BERHAD- AUROBINDO PHARMA
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.) 274.87Inception date 01.02.2010Management fee in % p.a. 0.90TER (as of 31.05.2016) in % 1.24Benchmark (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
October 31, 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
18.0
-18.4
18.2
-2.6 -2.2
-14.9
16.3
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 0.18 4.79 17.98 10.01 -7.92 0.00Benchmark 0.24 4.05 16.30 9.27 -6.01 2.76
Sectors in %Fund Benchmark Compared with benchmark
Information Technology 26.25 23.57Financials 25.39 24.12Consumer Discretionary 11.92 10.44Consumer Staples 7.16 7.69Energy 5.84 7.66Industrials 4.58 5.93Telecommunication Services 4.51 6.00Materials 3.92 6.55Cash/Cash Equivalents 1.01 -Others 9.44 8.04
Currencies in %
HKD 24.04KRW 16.92USD 14.74TWD 13.68BRL 8.03THB 6.30INR 3.38MXN 2.83ZAR 2.49Others 7.60
Countries in %
China 21.39South Korea 17.01Taiwan 13.68Brazil 7.97Hong Kong 6.77Thailand 5.71Russia 4.91India 3.94Cash/CashEquivalents 1.01Others 17.62
Top 10 Holdings in %Samsung Electronics 4.81Tencent Hldg Ltd 4.60TSMC 4.36Woori Bank 3.70Bank of China Ltd 2.95PTT Public Company Limited 2.65Compal Electronics 2.54KT Corporation 2.25Lukoil ADR 2.06Hero Motocorp 2.04Total 31.96
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) 1'011.60
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 % 16.85 16.86Information ratio -0.22 -0.18Tracking Error (Ex post) 3.08 3.07Beta 1.03 1.01
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.
89
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 2 - Class BH EUR
Purchases Sales- MY E.G.SERICES BERHAD- AUROBINDO PHARMA
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.) 274.87Inception date 11.09.2012Management fee in % p.a. 1.60TER (as of 31.05.2016) in % 1.95Benchmark (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
October 31, 2016Switzerland
CS (Lux) Global Emerging Market ILC Equity Fund
Net performance in EUR (rebased to 100) and yearly performance 2)
2012 2013 2014 2015 201670
80
90
100
110
120
-30%
-20%
-10%
0%
10%
20%
-1.5 -2.2
-19.0
15.7
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 -0.01 4.18 15.72 7.68 -11.93 -
Sectors in %Fund
Information Technology 26.25Financials 25.39Consumer Discretionary 11.92Consumer Staples 7.16Energy 5.84Industrials 4.58Telecommunication Services 4.51Materials 3.92Cash/Cash Equivalents 1.01Others 9.44
Currencies in %
HKD 24.04KRW 16.92USD 14.74TWD 13.68BRL 8.03THB 6.30INR 3.38MXN 2.83ZAR 2.49Others 7.60
Countries in %
China 21.39South Korea 17.01Taiwan 13.68Brazil 7.97Hong Kong 6.77Thailand 5.71Russia 4.91India 3.94Cash/CashEquivalents 1.01Others 17.62
Top 10 Holdings in %Samsung Electronics 4.81Tencent Hldg Ltd 4.60TSMC 4.36Woori Bank 3.70Bank of China Ltd 2.95PTT Public Company Limited 2.65Compal Electronics 2.54KT Corporation 2.25Lukoil ADR 2.06Hero Motocorp 2.04Total 31.96
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) 91.73
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 % 18.40 16.71Tracking Error (Ex post) - -Beta - -
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
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.) 221.57Inception date of share class 02.05.2013 3)
Management fee in % p.a. 1.92TER (as of 31.05.2016) in % 2.20Benchmark (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
October 31, 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 2.99.0
-40.7
30.0
11.8
-5.5
15.826.7
4.9
-0.93.5
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 -4.61 -1.48 2.89 2.72 18.77 66.72 92.40Benchmark -1.94 -1.33 3.51 1.18 11.91 54.04 48.25
5) inception to date
Sectors in %Fund
IT security 25.20Health care protection 19.50Crime prevention 19.40Environmental security 19.10Transportation safety 14.60Cash/Cash Equivalents 2.20
Currencies in %
USD 71.12EUR 14.28GBP 7.39CHF 2.45SEK 2.40AUD 1.17JPY 0.69CAD 0.49
Countries in %
USA 60.73United Kingdom 7.33Israel 6.13Spain 5.16Germany 4.50Netherlands 3.71France 3.06Switzerland 2.41Cash/CashEquivalents 2.25Others 4.72
Significant Transactions
Number of holdings
Top 10 Holdings in %Eurofins Scientific 3.06TransDigm Grp. 3.06Thermo Fisher Scien 3.04Wire Card 2.96Prosegur 2.94IDEXX Labs 2.89Mettler Toledo International 2.73Intertek Group 2.72Wabtec 2.68Experian 2.59Total 28.67
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) 19.24
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 % 12.73 12.53Information ratio 0.28 0.23Tracking Error (Ex post) 7.03 6.83Beta 0.97 0.93
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
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.) 221.57Inception date of share class 02.05.2013 3)
Management fee in % p.a. 1.92TER (as of 31.05.2016) in % 2.20Benchmark (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
October 31, 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
-0.71.1
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 -4.78 -2.07 1.10 0.67 14.93 57.77 65.505) inception to date
Sectors in %Fund
IT security 25.20Health care protection 19.50Crime prevention 19.40Environmental security 19.10Transportation safety 14.60Cash/Cash Equivalents 2.20
Currencies in %
USD 71.12EUR 14.28GBP 7.39CHF 2.45SEK 2.40AUD 1.17JPY 0.69CAD 0.49
Countries in %
USA 60.73United Kingdom 7.33Israel 6.13Spain 5.16Germany 4.50Netherlands 3.71France 3.06Switzerland 2.41Cash/CashEquivalents 2.25Others 4.72
Significant Transactions
Number of holdings
Top 10 Holdings in %Eurofins Scientific 3.06TransDigm Grp. 3.06Thermo Fisher Scien 3.04Wire Card 2.96Prosegur 2.94IDEXX Labs 2.89Mettler Toledo International 2.73Intertek Group 2.72Wabtec 2.68Experian 2.59Total 28.67
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) 16.55
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 % 12.67 12.51Information ratio - -Tracking Error (Ex post) - -Beta - -
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
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.) 221.57Inception date of share class 02.05.2013 3)
Management fee in % p.a. 1.92TER (as of 31.05.2016) in % 2.20Benchmark (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
October 31, 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
-0.11.5
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 -4.73 -1.95 1.54 1.36 16.53 60.54 71.305) inception to date
Sectors in %Fund
IT security 25.20Health care protection 19.50Crime prevention 19.40Environmental security 19.10Transportation safety 14.60Cash/Cash Equivalents 2.20
Currencies in %
USD 71.12EUR 14.28GBP 7.39CHF 2.45SEK 2.40AUD 1.17JPY 0.69CAD 0.49
Countries in %
USA 60.73United Kingdom 7.33Israel 6.13Spain 5.16Germany 4.50Netherlands 3.71France 3.06Switzerland 2.41Cash/CashEquivalents 2.25Others 4.72
Significant Transactions
Number of holdings
Top 10 Holdings in %Eurofins Scientific 3.06TransDigm Grp. 3.06Thermo Fisher Scien 3.04Wire Card 2.96Prosegur 2.94IDEXX Labs 2.89Mettler Toledo International 2.73Intertek Group 2.72Wabtec 2.68Experian 2.59Total 28.67
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) 17.13
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 % 12.71 12.55Information 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.
93
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 2 - Class B JPY
15.269.82
3.427.13
-12.81-6.72-5.18
2.550.80
-8.17
Purchases SalesASAHI DIAMOND INDUSTRIAL STARZEN
Fund manager Gregor TrachselFund manager since 14.07.2010Location ZurichFund domicile LuxembourgFund currency JPYClose of financial year 31. MayTotal net assets (in mil.) 11'782.71Inception date 30.03.2011Management fee in % p.a. 1.92TER (as of 31.05.2016) in % 2.20Benchmark (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
October 31, 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
-2.9
21.6
54.6
9.5 9.9
-9.2
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 6.39 10.49 -2.92 -2.20 23.53 108.73Benchmark 5.14 5.96 -9.24 -10.14 19.71 95.22
Sectors in %Fund Benchmark Compared with benchmark
Industrials 35.49 20.23Materials 15.67 5.85Consumer Staples 11.33 7.91Utilities 9.21 2.08Consumer Discretionary 8.21 21.02Financials 6.01 12.73Information Technology 5.46 10.64Energy 3.35 0.80Cash/Cash Equivalents 0.80 -Others 4.47 12.64
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 14.15 16.43Information ratio 0.15 0.20Tracking Error (Ex post) 7.04 6.78Beta 0.75 0.81
Top 10 Holdings in %Maruyama 2.10ASAHI Holdings 2.08Furuno Electric 2.07Lixil Group 2.05Gakken Hld Co. Ltd 2.04JBCC 2.02Nikkiso 1.97Oenon 1.97Nihon Yamamura 1.96Hokkaido Gas 1.93Total 20.19
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) 1'864.00
3) 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 A EUR & B EUR
0.860.13
1.62-0.63
-2.740.49
2.49-1.80
1.33-1.74
Purchases SalesIBERDROLA TELEFON LM ERICSSON BAZIMUT ASHMORE GROUP- EDP-ENERGIAS DE PORTUGAL
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.) 309.39Inception date 09.09.2009Management fee in % p.a. 1.60TER (as of 31.05.2016) in % 1.88Benchmark (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
October 31, 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
-4.4-8.1
17.3 19.8
6.8 8.2
-4.1
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 -1.75 -1.75 -4.36 -6.40 13.25 54.37Benchmark -0.82 -0.16 -4.13 -6.76 13.13 57.36
Sectors in %Fund Benchmark Compared with benchmark
Financials 20.32 19.46Consumer Staples 14.89 14.76Health Care 14.50 12.88Industrials 12.15 12.78Consumer Discretionary 8.04 10.78Energy 7.59 7.11Utilities 6.46 3.97Materials 6.34 8.14Cash/Cash Equivalents 1.33 -Others 8.38 10.12
Currencies in %
EUR 51.18GBP 24.75CHF 18.32SEK 3.58NOK 2.12USD 0.05AUD 0.00
Countries in %
United Kingdom 26.51Switzerland 18.56Germany 14.85France 12.95Netherlands 5.59Italy 4.94Finland 4.21Spain 3.88Sweden 3.28Others 5.22
Top 10 Holdings in %Nestle SA 5.00Royal Dutch Shell 'A' 3.83HSBC Holdings 3.66Roche Holding AG 3.50GlaxoSmithKline PLC 3.39British American Tobacco 3.28Novartis AG 2.96Sanofi 2.55TOTAL SA 2.55BASF 2.32Total 33.04
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)
13.83 16.24
--
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) 4.80/3.703 years 5 years
Annualised volatility in % 11.62 10.61Information ratio 0.01 -0.14Tracking Error (Ex post) 2.91 2.84Beta 0.89 0.88
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 IB EUR
0.860.13
1.62-0.63
-2.740.49
2.49-1.80
1.33-1.74
Purchases SalesIBERDROLA TELEFON LM ERICSSON BAZIMUT ASHMORE GROUP- EDP-ENERGIAS DE PORTUGAL
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.) 309.39Inception date 12.10.2009Management fee in % p.a. 0.70TER (as of 31.05.2016) in % 0.97Benchmark (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
October 31, 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
-3.6-8.1
17.3 19.8
6.8 8.2
-4.1
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 -1.64 -1.53 -3.61 -5.54 16.38 61.49Benchmark -0.82 -0.16 -4.13 -6.76 13.13 57.36
Sectors in %Fund Benchmark Compared with benchmark
Financials 20.32 19.46Consumer Staples 14.89 14.76Health Care 14.50 12.88Industrials 12.15 12.78Consumer Discretionary 8.04 10.78Energy 7.59 7.11Utilities 6.46 3.97Materials 6.34 8.14Cash/Cash Equivalents 1.33 -Others 8.38 10.12
Currencies in %
EUR 51.18GBP 24.75CHF 18.32SEK 3.58NOK 2.12USD 0.05AUD 0.00
Countries in %
United Kingdom 26.51Switzerland 18.56Germany 14.85France 12.95Netherlands 5.59Italy 4.94Finland 4.21Spain 3.88Sweden 3.28Others 5.22
Top 10 Holdings in %Nestle SA 5.00Royal Dutch Shell 'A' 3.83HSBC Holdings 3.66Roche Holding AG 3.50GlaxoSmithKline PLC 3.39British American Tobacco 3.28Novartis AG 2.96Sanofi 2.55TOTAL SA 2.55BASF 2.32Total 33.04
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) 1'710.19
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
Dividend Yield (Fund/BM) 4.80/3.703 years 5 years
Annualised volatility in % 11.64 10.63Information ratio 0.33 0.18Tracking Error (Ex post) 2.90 2.83Beta 0.89 0.88
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 BH CHF
Purchases SalesIBERDROLA TELEFON LM ERICSSON BAZIMUT ASHMORE GROUP- EDP-ENERGIAS DE PORTUGAL
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.) 309.39Inception date 17.03.2011Management fee in % p.a. 1.60TER (as of 31.05.2016) in % 1.88Benchmark (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
October 31, 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
-4.9
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 -1.75 -1.96 -4.95 -7.15 10.39 49.41
Sectors in %Fund
Financials 20.32Consumer Staples 14.89Health Care 14.50Industrials 12.15Consumer Discretionary 8.04Energy 7.59Utilities 6.46Materials 6.34Cash/Cash Equivalents 1.33Others 8.38
Currencies in %
EUR 51.18GBP 24.75CHF 18.32SEK 3.58NOK 2.12USD 0.05AUD 0.00
Countries in %
United Kingdom 26.51Switzerland 18.56Germany 14.85France 12.95Netherlands 5.59Italy 4.94Finland 4.21Spain 3.88Sweden 3.28Others 5.22
Top 10 Holdings in %Nestle SA 5.00Royal Dutch Shell 'A' 3.83HSBC Holdings 3.66Roche Holding AG 3.50GlaxoSmithKline PLC 3.39British American Tobacco 3.28Novartis AG 2.96Sanofi 2.55TOTAL SA 2.55BASF 2.32Total 33.04
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) 14.03
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 % 11.59 10.61Information 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.
97
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.) 277.98Inception date 19.10.2009Management fee in % p.a. 1.20TER (as of 31.05.2016) in % 1.46Benchmark (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 146
October 31, 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
-0.9-4.6
11.3 13.0
4.7 3.80.3
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 -0.58 0.34 -0.92 -2.24 5.37 24.79Benchmark -0.12 0.92 0.27 -1.02 10.14 34.10
Sectors in %Information Technology 22.28Consumer Discretionary 18.38Industrials 17.76Financials 13.13Health Care 9.84Consumer Staples 5.34Energy 5.25Cash/Cash Equivalents 0.57Others 7.45
Duration and Yield 5)
Delta in % 42.44Current Yield 1.03Bond Floor 86.37Modified duration in years 3.895) Due to the optionalities involved in the structure of convertiblebonds, certain assumptions must be applied in order to calculatethese figures.
Credit Ratings in %
AA (Bucket) 1.94A (Bucket) 20.22BBB (Bucket) 33.50BB (Bucket) 30.97B (Bucket) 12.96CCC (Bucket) 0.41
Top 10 Holdings in %Position Maturity as % of
assetsDish Network 15.08.26 2.91Microchip Techn. 15.02.25 2.24Ctrip.Com 01.07.20 2.09Siemens Financiering 16.08.17 1.91Intel 15.12.35 1.88Priceline Group CV 15.06.20 1.85Citrix Syst. 15.04.19 1.82Siemens 16.08.19 1.46NXP Semiconductors 01.12.19 1.45MNV-CV 02.04.19 1.40Total 19.01
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) 134.10
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 % 5.68 5.89Information ratio -2.11 -2.27Tracking Error (Ex post) 0.70 0.63Maximum 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 = BBLinear Weighted Average Credit Rating = BBB-
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 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.) 277.98Inception date 16.05.2012Management fee in % p.a. 0.70TER (as of 31.05.2016) in % 0.86Benchmark (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 146
October 31, 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
-0.5
13.0
4.7 3.80.3
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 -0.54 0.47 -0.51 -1.74 7.24 -Benchmark -0.12 0.92 0.27 -1.02 10.14 -
Sectors in %Information Technology 22.28Consumer Discretionary 18.38Industrials 17.76Financials 13.13Health Care 9.84Consumer Staples 5.34Energy 5.25Cash/Cash Equivalents 0.57Others 7.45
Duration and Yield 5)
Delta in % 42.44Current Yield 1.03Bond Floor 86.37Modified duration in years 3.895) Due to the optionalities involved in the structure of convertiblebonds, certain assumptions must be applied in order to calculatethese figures.
Credit Ratings in %
AA (Bucket) 1.94A (Bucket) 20.22BBB (Bucket) 33.50BB (Bucket) 30.97B (Bucket) 12.96CCC (Bucket) 0.41
Top 10 Holdings in %Position Maturity as % of
assetsDish Network 15.08.26 2.91Microchip Techn. 15.02.25 2.24Ctrip.Com 01.07.20 2.09Siemens Financiering 16.08.17 1.91Intel 15.12.35 1.88Priceline Group CV 15.06.20 1.85Citrix Syst. 15.04.19 1.82Siemens 16.08.19 1.46NXP Semiconductors 01.12.19 1.45MNV-CV 02.04.19 1.40Total 19.01
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) 1'274.36
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 % 5.90 5.68Information ratio -0.87 -1.28Tracking Error (Ex post) 0.84 0.70Maximum 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 = BBLinear 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.
99
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.) 277.98Inception date 13.11.2009Management fee in % p.a. 1.20TER (as of 31.05.2016) in % 1.46Benchmark (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 146
October 31, 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
-2.6-4.8
10.712.7
4.6 2.8
-0.9
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 -0.73 -0.21 -2.59 -4.10 2.07 18.99Benchmark -0.22 0.56 -0.90 -2.40 7.57 29.96
Sectors in %Information Technology 22.28Consumer Discretionary 18.38Industrials 17.76Financials 13.13Health Care 9.84Consumer Staples 5.34Energy 5.25Cash/Cash Equivalents 0.57Others 7.45
Duration and Yield 5)
Delta in % 42.44Current Yield 1.03Bond Floor 86.37Modified duration in years 3.895) Due to the optionalities involved in the structure of convertiblebonds, certain assumptions must be applied in order to calculatethese figures.
Credit Ratings in %
AA (Bucket) 1.94A (Bucket) 20.22BBB (Bucket) 33.50BB (Bucket) 30.97B (Bucket) 12.96CCC (Bucket) 0.41
Top 10 Holdings in %Position Maturity as % of
assetsDish Network 15.08.26 2.91Microchip Techn. 15.02.25 2.24Ctrip.Com 01.07.20 2.09Siemens Financiering 16.08.17 1.91Intel 15.12.35 1.88Priceline Group CV 15.06.20 1.85Citrix Syst. 15.04.19 1.82Siemens 16.08.19 1.46NXP Semiconductors 01.12.19 1.45MNV-CV 02.04.19 1.40Total 19.01
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) 126.90
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 % 5.70 5.89Information ratio -2.49 -2.85Tracking Error (Ex post) 0.70 0.62Maximum 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 = BBLinear Weighted Average Credit Rating = BBB-
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 EUR
Fund manager Peter SchillingFund manager since 19.10.2009Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MayTotal net assets (in mil.) 277.98Inception date 27.10.2009Management fee in % p.a. 1.20TER (as of 31.05.2016) in % 1.46Benchmark (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 146
October 31, 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
-2.1-4.2
11.0 12.8
4.7 3.6
-0.6
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 -0.71 -0.09 -2.07 -3.43 3.25 21.16Benchmark -0.20 0.68 -0.56 -1.94 8.99 32.25
Sectors in %Information Technology 22.28Consumer Discretionary 18.38Industrials 17.76Financials 13.13Health Care 9.84Consumer Staples 5.34Energy 5.25Cash/Cash Equivalents 0.57Others 7.45
Duration and Yield 5)
Delta in % 42.44Current Yield 1.03Bond Floor 86.37Modified duration in years 3.895) Due to the optionalities involved in the structure of convertiblebonds, certain assumptions must be applied in order to calculatethese figures.
Credit Ratings in %
AA (Bucket) 1.94A (Bucket) 20.22BBB (Bucket) 33.50BB (Bucket) 30.97B (Bucket) 12.96CCC (Bucket) 0.41
Top 10 Holdings in %Position Maturity as % of
assetsDish Network 15.08.26 2.91Microchip Techn. 15.02.25 2.24Ctrip.Com 01.07.20 2.09Siemens Financiering 16.08.17 1.91Intel 15.12.35 1.88Priceline Group CV 15.06.20 1.85Citrix Syst. 15.04.19 1.82Siemens 16.08.19 1.46NXP Semiconductors 01.12.19 1.45MNV-CV 02.04.19 1.40Total 19.01
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) 131.68
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 % 5.70 5.90Information ratio -2.72 -2.88Tracking Error (Ex post) 0.66 0.61Maximum 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 = BBLinear 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.
101
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.) 277.98Inception date 09.04.2010Management fee in % p.a. 0.70TER (as of 31.05.2016) in % 0.96Benchmark (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 146
October 31, 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
-0.9
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 -0.69 -0.08 -2.14 -3.56 3.59 22.11Benchmark -0.22 0.56 -0.90 -2.40 7.57 29.96
Sectors in %Information Technology 22.28Consumer Discretionary 18.38Industrials 17.76Financials 13.13Health Care 9.84Consumer Staples 5.34Energy 5.25Cash/Cash Equivalents 0.57Others 7.45
Duration and Yield 5)
Delta in % 42.44Current Yield 1.03Bond Floor 86.37Modified duration in years 3.895) Due to the optionalities involved in the structure of convertiblebonds, certain assumptions must be applied in order to calculatethese figures.
Credit Ratings in %
AA (Bucket) 1.94A (Bucket) 20.22BBB (Bucket) 33.50BB (Bucket) 30.97B (Bucket) 12.96CCC (Bucket) 0.41
Top 10 Holdings in %Position Maturity as % of
assetsDish Network 15.08.26 2.91Microchip Techn. 15.02.25 2.24Ctrip.Com 01.07.20 2.09Siemens Financiering 16.08.17 1.91Intel 15.12.35 1.88Priceline Group CV 15.06.20 1.85Citrix Syst. 15.04.19 1.82Siemens 16.08.19 1.46NXP Semiconductors 01.12.19 1.45MNV-CV 02.04.19 1.40Total 19.01
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) 1'235.24
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 % 5.68 5.89Information ratio -1.83 -2.05Tracking Error (Ex post) 0.69 0.61Maximum 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 = BBLinear Weighted Average Credit Rating = BBB-
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 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.) 277.98Inception date 19.10.2009Management fee in % p.a. 0.70TER (as of 31.05.2016) in % 0.95Benchmark (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 146
October 31, 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
-0.6
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 -0.63 0.07 -1.67 -2.99 5.12 24.50Benchmark -0.20 0.68 -0.56 -1.94 8.99 32.25
Sectors in %Information Technology 22.28Consumer Discretionary 18.38Industrials 17.76Financials 13.13Health Care 9.84Consumer Staples 5.34Energy 5.25Cash/Cash Equivalents 0.57Others 7.45
Duration and Yield 5)
Delta in % 42.44Current Yield 1.03Bond Floor 86.37Modified duration in years 3.895) Due to the optionalities involved in the structure of convertiblebonds, certain assumptions must be applied in order to calculatethese figures.
Credit Ratings in %
AA (Bucket) 1.94A (Bucket) 20.22BBB (Bucket) 33.50BB (Bucket) 30.97B (Bucket) 12.96CCC (Bucket) 0.41
Top 10 Holdings in %Position Maturity as % of
assetsDish Network 15.08.26 2.91Microchip Techn. 15.02.25 2.24Ctrip.Com 01.07.20 2.09Siemens Financiering 16.08.17 1.91Intel 15.12.35 1.88Priceline Group CV 15.06.20 1.85Citrix Syst. 15.04.19 1.82Siemens 16.08.19 1.46NXP Semiconductors 01.12.19 1.45MNV-CV 02.04.19 1.40Total 19.01
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) 1'345.26
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 % 5.71 5.91Information ratio -1.84 -2.01Tracking Error (Ex post) 0.65 0.60Maximum 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 = BBLinear 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.
103
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.) 277.98Inception date 09.05.2011Management fee in % p.a. 0.42TER (as of 31.05.2016) in % 0.64Benchmark (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 146
October 31, 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
-1.4
11.0 12.8
4.7 3.6
-0.6
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 -0.62 0.12 -1.37 -2.62 6.03 26.90Benchmark -0.20 0.68 -0.56 -1.94 8.99 32.25
Sectors in %Information Technology 22.28Consumer Discretionary 18.38Industrials 17.76Financials 13.13Health Care 9.84Consumer Staples 5.34Energy 5.25Cash/Cash Equivalents 0.57Others 7.45
Duration and Yield 5)
Delta in % 42.44Current Yield 1.03Bond Floor 86.37Modified duration in years 3.895) Due to the optionalities involved in the structure of convertiblebonds, certain assumptions must be applied in order to calculatethese figures.
Credit Ratings in %
AA (Bucket) 1.94A (Bucket) 20.22BBB (Bucket) 33.50BB (Bucket) 30.97B (Bucket) 12.96CCC (Bucket) 0.41
Top 10 Holdings in %Position Maturity as % of
assetsDish Network 15.08.26 2.91Microchip Techn. 15.02.25 2.24Ctrip.Com 01.07.20 2.09Siemens Financiering 16.08.17 1.91Intel 15.12.35 1.88Priceline Group CV 15.06.20 1.85Citrix Syst. 15.04.19 1.82Siemens 16.08.19 1.46NXP Semiconductors 01.12.19 1.45MNV-CV 02.04.19 1.40Total 19.01
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) 1'188.17
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 % 5.68 5.88Information ratio -1.34 -1.34Tracking Error (Ex post) 0.68 0.62Maximum 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 = BBLinear Weighted Average Credit Rating = BBB-
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 A USD & B USD
2.380.63
-2.56-1.14-0.18
0.420.26
1.930.64
-2.42
Purchases SalesVERIZON COMMUNICATIONS -TOTAL ORKLAVERMILION ENERGY INC
TELEFON LM ERICSSON BROYAL DUTCH SHELL A -
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.) 103.99Inception date 15.04.2010Management fee in % p.a. 1.60TER (as of 31.05.2016) in % 1.92Benchmark (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
October 31, 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
4.2
-5.5
15.8
26.7
4.9
-0.9
3.5
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 -2.51 -3.22 4.17 2.51 6.89 41.09Benchmark -1.94 -1.33 3.51 1.18 11.91 54.04
Sectors in %Fund Benchmark Compared with benchmark
Financials 19.13 16.75Health Care 12.86 12.23Information Technology 12.55 15.11Consumer Discretionary 11.32 12.46Industrials 10.89 11.07Consumer Staples 10.83 10.41Energy 7.07 6.81Telecommunication Services 5.30 3.37Cash/Cash Equivalents 0.64 -Others 9.39 11.81
Currencies in %
USD 54.98EUR 14.81CHF 6.34GBP 6.20CAD 4.98HKD 3.47AUD 2.89SGD 2.56JPY 1.98Others 1.79
Countries in %
USA 54.20Switzerland 6.34United Kingdom 6.18France 5.12Canada 4.95Germany 4.65Hong Kong 3.37Australia 2.81Cash/CashEquivalents 0.64Others 11.72
Top 10 Holdings in %Microsoft Corp 2.65Intel 2.52Merck 2.30Altria 2.29JPMorgan Chase 2.14Pfizer 2.02Chevron 1.89General Electric 1.87AT&T 1.73Lockheed Martin 1.73Total 21.14
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)
13.28 14.73
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) 4.00/2.603 years 5 years
Annualised volatility in % 10.04 10.40Information ratio -0.49 -0.59Tracking Error (Ex post) 3.13 2.99Beta 0.87 0.89
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 SalesVERIZON COMMUNICATIONS -TOTAL ORKLAVERMILION ENERGY INC
TELEFON LM ERICSSON BROYAL DUTCH SHELL A -
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.) 103.99Inception date 15.04.2011Management fee in % p.a. 1.60TER (as of 31.05.2016) in % 1.92Benchmark (BM) No BenchmarkSwinging single pricing (SSP) 3) YesUnit Class Category BH
(capital growth)
ISIN LU0612865351
Valor no. 12784788
Redemptions DailyEU taxation Out of scope
October 31, 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
2.3
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 -2.72 -3.88 2.27 0.33 3.14 32.64
Sectors in %Fund
Financials 19.13Health Care 12.86Information Technology 12.55Consumer Discretionary 11.32Industrials 10.89Consumer Staples 10.83Energy 7.07Telecommunication Services 5.30Cash/Cash Equivalents 0.64Others 9.39
Currencies in %
USD 54.98EUR 14.81CHF 6.34GBP 6.20CAD 4.98HKD 3.47AUD 2.89SGD 2.56JPY 1.98Others 1.79
Countries in %
USA 54.20Switzerland 6.34United Kingdom 6.18France 5.12Canada 4.95Germany 4.65Hong Kong 3.37Australia 2.81Cash/CashEquivalents 0.64Others 11.72
Top 10 Holdings in %Microsoft Corp 2.65Intel 2.52Merck 2.30Altria 2.29JPMorgan Chase 2.14Pfizer 2.02Chevron 1.89General Electric 1.87AT&T 1.73Lockheed Martin 1.73Total 21.14
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) 12.15
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 % 9.93 10.33Information 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 IB USD
2.380.63
-2.56-1.14-0.18
0.420.26
1.930.64
-2.42
Purchases SalesVERIZON COMMUNICATIONS -TOTAL ORKLAVERMILION ENERGY INC
TELEFON LM ERICSSON BROYAL DUTCH SHELL A -
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.) 103.99Inception date 14.12.2012Management fee in % p.a. 0.70TER (as of 31.05.2016) 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
October 31, 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
5.0
26.7
4.9
-0.9
3.5
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 -2.45 -2.99 5.00 3.47 9.83 -Benchmark -1.94 -1.33 3.51 1.18 11.91 -
Sectors in %Fund Benchmark Compared with benchmark
Financials 19.13 16.75Health Care 12.86 12.23Information Technology 12.55 15.11Consumer Discretionary 11.32 12.46Industrials 10.89 11.07Consumer Staples 10.83 10.41Energy 7.07 6.81Telecommunication Services 5.30 3.37Cash/Cash Equivalents 0.64 -Others 9.39 11.81
Currencies in %
USD 54.98EUR 14.81CHF 6.34GBP 6.20CAD 4.98HKD 3.47AUD 2.89SGD 2.56JPY 1.98Others 1.79
Countries in %
USA 54.20Switzerland 6.34United Kingdom 6.18France 5.12Canada 4.95Germany 4.65Hong Kong 3.37Australia 2.81Cash/CashEquivalents 0.64Others 11.72
Top 10 Holdings in %Microsoft Corp 2.65Intel 2.52Merck 2.30Altria 2.29JPMorgan Chase 2.14Pfizer 2.02Chevron 1.89General Electric 1.87AT&T 1.73Lockheed Martin 1.73Total 21.14
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) 1'312.07
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Fund statistics 2)
Dividend Yield (Fund/BM) 4.00/2.601 year 3 years
Annualized volatility in % 9.15 10.00Tracking Error (Ex post) 4.00 3.15Beta 0.77 0.87
Cre
dit S
uiss
e S
ICA
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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.
107
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 2 - Class IBH CHF
Purchases SalesVERIZON COMMUNICATIONS -TOTAL ORKLAVERMILION ENERGY INC
TELEFON LM ERICSSON BROYAL DUTCH SHELL A -
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.) 103.99Inception date 20.07.2011Management fee in % p.a. 0.70TER (as of 31.05.2016) 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
October 31, 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
3.0
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 -2.66 -3.61 3.00 1.32 5.97 39.12
Sectors in %Fund
Financials 19.13Health Care 12.86Information Technology 12.55Consumer Discretionary 11.32Industrials 10.89Consumer Staples 10.83Energy 7.07Telecommunication Services 5.30Cash/Cash Equivalents 0.64Others 9.39
Currencies in %
USD 54.98EUR 14.81CHF 6.34GBP 6.20CAD 4.98HKD 3.47AUD 2.89SGD 2.56JPY 1.98Others 1.79
Countries in %
USA 54.20Switzerland 6.34United Kingdom 6.18France 5.12Canada 4.95Germany 4.65Hong Kong 3.37Australia 2.81Cash/CashEquivalents 0.64Others 11.72
Top 10 Holdings in %Microsoft Corp 2.65Intel 2.52Merck 2.30Altria 2.29JPMorgan Chase 2.14Pfizer 2.02Chevron 1.89General Electric 1.87AT&T 1.73Lockheed Martin 1.73Total 21.14
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) 1'315.01
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 % 9.93 10.34Information ratio - -Tracking Error (Ex post) - -Beta - -
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.
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.) 91.41Inception date 29.09.2009Management fee in % p.a. 1.15TER (as of 31.05.2016) in % 1.59Swinging single pricing (SSP) 3) YesUnit Class Category B
(capital growth)
ISIN LU0439731851
Valor no. 10348440
EU taxation In scope - tax
October 31, 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
0.0
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 -1.07 -0.35 0.02 -1.81 4.39 20.40
Asset allocation in %Cash/Cash Equivalents Bonds Equity Alternatives Total
Switzerland 2.97 4.70 11.54 1.25 20.46Asia Pacific 0.26 - 1.67 - 1.93Euroland 8.91 16.61 8.05 1.17 34.74UK 0.13 - 1.95 - 2.08Canada 0.88 - 1.10 - 1.98USA 3.78 4.00 9.99 - 17.77Others -5.94 - - - -5.94Emerging Markets - 6.90 8.10 - 15.00Global - 3.48 - 5.37 8.85Japan 1.19 - 1.94 - 3.13Total 12.18 35.69 44.34 7.79 100.00
Currencies in % (after hedging)
CHF 80.60JPY 3.10GBP 2.10CAD 2.00AUD 1.90EUR 1.60USD 0.60Others 8.10
Allocation asset classes in %
Equity 44.34Bonds 35.69Cash/CashEquivalents 12.18Alternatives 7.79
DurationModified duration in years 5.15
Allocation of bonds in %Government 33.74Corporate Bonds 26.00Emerging Market Bonds 19.33High Yield Bonds 11.18Inflation Linked Bonds 9.75Total 100.00
Top 10 Holdings in %iShares JPM Emerging Market Bond ETF 7.07iShares eb. rexx. Money Market 6.04Vanguard S&P 500 Index ETF 5.94iShares SMI ETF 5.29Vanguard Emerging Markets Stock IndexFund
4.55
Ishares PLC EUR 4.54UBS Bloomberg Commodity Index ETF 3.60db x-trackers II-IBOXX Gl. Inf.-Link.TRIHedg. ETF
3.58
iShares Euro Government Bond 3-5 ETF 3.39dx x-trackers MSCI EMU ETF 3.05Total 47.05
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) 111.68
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 % 5.54 5.41Maximum drawdown in % 3) -8.20 -8.203) 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.
109
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.) 37.98Inception date 29.09.2009Management fee in % p.a. 1.30TER (as of 31.05.2016) in % 1.77Swinging single pricing (SSP) 3) YesUnit Class Category B
(capital growth)
ISIN LU0439733121
Valor no. 10348472
EU taxation In scope - tax
October 31, 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 -0.9
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 -1.02 -0.17 -0.91 -3.21 4.93 28.35
Asset allocation in %Cash/Cash Equivalents Bonds Equity Alternatives Total
Switzerland 3.78 2.31 15.87 1.26 23.22Asia Pacific 0.52 - 2.13 - 2.65Euroland 6.43 5.73 13.30 1.15 26.61UK 0.19 - 2.88 - 3.07Canada 0.03 - 1.41 - 1.44USA 4.27 2.79 15.68 - 22.74Others -7.86 - - - -7.86Emerging Markets - 4.66 10.98 - 15.64Global - 2.60 - 4.76 7.36Japan 1.98 - 3.15 - 5.13Total 9.34 18.09 65.40 7.17 100.00
Currencies in % (after hedging)
CHF 73.50JPY 5.40GBP 3.10AUD 2.70USD 2.00CAD 1.40EUR 1.00Others 10.90
Allocation asset classes in %
Equity 65.40Bonds 18.09Cash/CashEquivalents 9.34Alternatives 7.17
DurationModified duration in years 5.56
Allocation of bonds in %Government 28.92Emerging Market Bonds 25.76Corporate Bonds 21.00Inflation Linked Bonds 14.37High Yield Bonds 9.95Total 100.00
Top 10 Holdings in %Vanguard S&P 500 Index ETF 8.60Vanguard Emerging Markets Stock IndexFund
7.40
dx x-trackers MSCI EMU ETF 7.16SMI Futures 6.77iShares JPM Emerging Market Bond ETF 4.66db x-trackers SMI ETF 4.27iShares SMI ETF 4.15Powershares Nasdaq 100 ETF 3.35SPDR S&P 500 ETF 2.97Nomura TOPIX ETF 2.95Total 52.28
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) 116.98
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 % 7.68 7.35Maximum drawdown in % 3) -10.66 -10.663) Maximum drawdown is the most negative cumulative returnover a given time period.
110
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.) 53.12Inception date 29.09.2009Management fee in % p.a. 0.95TER (as of 31.05.2016) in % 1.41Swinging single pricing (SSP) 3) YesUnit Class Category B
(capital growth)
ISIN LU0439734368
Valor no. 10348562
EU taxation In scope - tax
October 31, 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
1.6
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 -1.07 -0.19 1.61 -0.45 4.14 13.26
Asset allocation in %Cash/Cash Equivalents Bonds Equity Alternatives Total
Switzerland 5.13 8.12 6.54 1.25 21.04Asia Pacific 0.08 - 2.11 - 2.19Euroland 8.46 23.42 4.22 1.17 37.27UK 0.20 - 0.49 - 0.69Canada 0.68 - 0.51 - 1.19USA 4.79 7.48 5.05 - 17.32Others -5.16 - - - -5.16Emerging Markets - 8.99 5.31 - 14.30Global - 3.28 - 5.34 8.62Japan 1.63 - 0.91 - 2.54Total 15.81 51.29 25.14 7.76 100.00
Currencies in % (after hedging)
CHF 86.40AUD 2.20JPY 1.90GBP 1.50CAD 1.20USD 0.60EUR 0.40Others 5.80
Allocation asset classes in %
Bonds 51.29Equity 25.14Cash/CashEquivalents 15.81Alternatives 7.76
DurationModified duration in years 5.02
Allocation of bonds in %Government 41.76Corporate Bonds 23.00Emerging Market Bonds 17.53High Yield Bonds 11.31Inflation Linked Bonds 6.40Total 100.00
Top 10 Holdings in %iShares JPM Emerging Market Bond ETF 8.50iShares Euro Government Bond 3-5 ETF 6.26Ishares PLC EUR 4.70iShares USD High Yield Bond ETF 3.97Vanguard EUR Government Bond Fund 3.79iShares USD Treasury 1-3 Bond ETF 3.51UBS Bloomberg Commodity Index ETF 3.49Vanguard EUR Investment Grade BondFund
3.35
iShares SMI ETF 3.29db x-trackers II-IBOXX Gl. Inf.-Link.TRIHedg. ETF
3.28
Total 44.14
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) 107.45
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 % 3.81 3.82Maximum drawdown in % 3) -5.80 -5.803) Maximum drawdown is the most negative cumulative returnover a given time period.
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111
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.) 170.75Inception date 26.07.2010Management fee in % p.a. 2.00TER without performance fee (05.2016) in % 2.28Performance 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
October 31, 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
-4.2-3.4
9.9
19.3
-2.3 -1.2-3.5
CS (Lux) Small and Mid Cap Alpha Long/Short FundB 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)
* Please note that fund performance in the chart is shown as at the date of the factsheet, benchmark performance isshown as at the previous month.
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 0.22 2.54 -4.17 -2.83 0.55 21.80
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 0.00 2.32 0.22 - - -4.172015 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) 125.082) 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 % 8.45 7.84Information ratio 0.20 0.03
Fund ExposuresTotal gross exposure 90.34Long exposure 90.34Short exposure -43.60Net exposure 46.74Number of long positions 76.00Number of short positions 46.00
112
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.
Net Exposure Countries
-10% 0% 10% 20% 30% 40% 50% 60%
Germany
Denmark
Sweden
Italy
Finland
Norway
Luxembourg
Spain
Portugal
Ireland
Switzerland
Netherlands
France
United Kingdom
47.75%
2.13%
1.64%
1.45%
1.09%
0.50%
0.25%
0.00%
0.00%
-0.27%
-0.82%
-0.86%
-1.26%
-4.86%
Allocation by Country in %Long Short Net
Denmark 2.73 -0.60 2.13Finland 1.18 -0.09 1.09France 2.92 -4.18 -1.26Germany 67.95 -20.20 47.75Ireland 0.00 -0.27 -0.27Italy 1.87 -0.42 1.45Luxembourg 1.11 -0.86 0.25Netherlands 4.13 -4.98 -0.86Norway 0.50 0.00 0.50Portugal 0.00 0.00 0.00Spain 0.00 0.00 0.00Sweden 1.64 0.00 1.64Switzerland 2.57 -3.40 -0.82United Kingdom 3.74 -8.61 -4.86
Allocation by Sector in %Long Short Net
Consumer Discretionary 12.97 -11.82 1.15Consumer Staples 1.90 -2.26 -0.35Energy 1.85 0.00 1.85Financials 6.03 -3.74 2.29Health Care 9.59 -2.52 7.07Industrials 25.44 -11.92 13.52Information Technology 19.80 -0.23 19.57Materials 9.61 -5.13 4.48Real estate 1.78 -5.56 -3.78Others 1.37 -0.42 0.95
Net Exposure Sectors 3)
-10% -5% 0% 5% 10% 15% 20% 25%
Information Technology
Industrials
Health Care
Materials
Financials
Energy
Consumer Discretionary
Telecommunication Services
Utilities
Consumer Staples
Real estate
19.57%
13.52%
7.07%
4.48%
2.29%
1.85%
1.15%
0.58%
0.37%
-0.35%
-3.78%
3) This is an indicative asset allocation, which may change over time.
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113
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.) 170.75Inception date 26.07.2010Management fee in % p.a. 1.20TER without performance fee (05.2016) in % 1.47Performance 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
October 31, 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
-3.5-3.4
9.9
19.3
-2.3 -1.2-3.5
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)
* Please note that fund performance in the chart is shown as at the date of the factsheet, benchmark performance isshown as at the previous month.
Net performance in EUR 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 0.29 2.75 -3.53 -2.05 2.72 24.80
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 0.07 2.39 0.29 - - -3.532015 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) 1'284.23
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 % 8.45 7.82Information ratio 0.31 0.11
Fund ExposuresTotal gross exposure 90.34Long exposure 90.34Short exposure -43.60Net exposure 46.74Number of long positions 76.00Number of short positions 46.00
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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.
Net Exposure Countries
-10% 0% 10% 20% 30% 40% 50% 60%
Germany
Denmark
Sweden
Italy
Finland
Norway
Luxembourg
Spain
Portugal
Ireland
Switzerland
Netherlands
France
United Kingdom
47.75%
2.13%
1.64%
1.45%
1.09%
0.50%
0.25%
0.00%
0.00%
-0.27%
-0.82%
-0.86%
-1.26%
-4.86%
Allocation by Country in %Long Short Net
Denmark 2.73 -0.60 2.13Finland 1.18 -0.09 1.09France 2.92 -4.18 -1.26Germany 67.95 -20.20 47.75Ireland 0.00 -0.27 -0.27Italy 1.87 -0.42 1.45Luxembourg 1.11 -0.86 0.25Netherlands 4.13 -4.98 -0.86Norway 0.50 0.00 0.50Portugal 0.00 0.00 0.00Spain 0.00 0.00 0.00Sweden 1.64 0.00 1.64Switzerland 2.57 -3.40 -0.82United Kingdom 3.74 -8.61 -4.86
Allocation by Sector in %Long Short Net
Consumer Discretionary 12.97 -11.82 1.15Consumer Staples 1.90 -2.26 -0.35Energy 1.85 0.00 1.85Financials 6.03 -3.74 2.29Health Care 9.59 -2.52 7.07Industrials 25.44 -11.92 13.52Information Technology 19.80 -0.23 19.57Materials 9.61 -5.13 4.48Real estate 1.78 -5.56 -3.78Others 1.37 -0.42 0.95
Net Exposure Sectors 3)
-10% -5% 0% 5% 10% 15% 20% 25%
Information Technology
Industrials
Health Care
Materials
Financials
Energy
Consumer Discretionary
Telecommunication Services
Utilities
Consumer Staples
Real estate
19.57%
13.52%
7.07%
4.48%
2.29%
1.85%
1.15%
0.58%
0.37%
-0.35%
-3.78%
3) This is an indicative asset allocation, which may change over time.
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115
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.) 170.75Inception date 26.07.2010Management fee in % p.a. 2.00TER without performance fee (05.2016) in % 2.28Performance 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
October 31, 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
-4.7-4.8
9.5
19.3
-2.5 -1.9-3.8
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)
* Please note that fund performance in the chart is shown as at the date of the factsheet, benchmark performance isshown as at the previous month.
Net performance in CHF 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 0.18 2.37 -4.69 -3.52 -1.53 18.73
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 -0.05 2.23 0.18 - - -4.692015 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) 120.582) 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 % 8.43 7.83Information ratio 0.16 0.00
Fund ExposuresTotal gross exposure 90.34Long exposure 90.34Short exposure -43.60Net exposure 46.74Number of long positions 76.00Number of short positions 46.00
116
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.
Net Exposure Countries
-10% 0% 10% 20% 30% 40% 50% 60%
Germany
Denmark
Sweden
Italy
Finland
Norway
Luxembourg
Spain
Portugal
Ireland
Switzerland
Netherlands
France
United Kingdom
47.75%
2.13%
1.64%
1.45%
1.09%
0.50%
0.25%
0.00%
0.00%
-0.27%
-0.82%
-0.86%
-1.26%
-4.86%
Allocation by Country in %Long Short Net
Denmark 2.73 -0.60 2.13Finland 1.18 -0.09 1.09France 2.92 -4.18 -1.26Germany 67.95 -20.20 47.75Ireland 0.00 -0.27 -0.27Italy 1.87 -0.42 1.45Luxembourg 1.11 -0.86 0.25Netherlands 4.13 -4.98 -0.86Norway 0.50 0.00 0.50Portugal 0.00 0.00 0.00Spain 0.00 0.00 0.00Sweden 1.64 0.00 1.64Switzerland 2.57 -3.40 -0.82United Kingdom 3.74 -8.61 -4.86
Allocation by Sector in %Long Short Net
Consumer Discretionary 12.97 -11.82 1.15Consumer Staples 1.90 -2.26 -0.35Energy 1.85 0.00 1.85Financials 6.03 -3.74 2.29Health Care 9.59 -2.52 7.07Industrials 25.44 -11.92 13.52Information Technology 19.80 -0.23 19.57Materials 9.61 -5.13 4.48Real estate 1.78 -5.56 -3.78Others 1.37 -0.42 0.95
Net Exposure Sectors 3)
-10% -5% 0% 5% 10% 15% 20% 25%
Information Technology
Industrials
Health Care
Materials
Financials
Energy
Consumer Discretionary
Telecommunication Services
Utilities
Consumer Staples
Real estate
19.57%
13.52%
7.07%
4.48%
2.29%
1.85%
1.15%
0.58%
0.37%
-0.35%
-3.78%
3) This is an indicative asset allocation, which may change over time.
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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.
117
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.) 170.75Inception date 26.07.2010Management fee in % p.a. 2.00TER without performance fee (05.2016) in % 2.28Performance 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
October 31, 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
-3.4-3.2
10.7
20.2
-1.8 -0.8 -2.5
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)
* Please note that fund performance in the chart is shown as at the date of the factsheet, benchmark performance isshown as at the previous month.
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund 0.33 2.89 -3.39 -1.89 0.88 23.29
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 0.08 2.48 0.33 - - -3.392015 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) 125.852) 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 % 8.52 7.87Information ratio 0.11 -0.04
Fund ExposuresTotal gross exposure 90.34Long exposure 90.34Short exposure -43.60Net exposure 46.74Number of long positions 76.00Number of short positions 46.00
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.
Net Exposure Countries
-10% 0% 10% 20% 30% 40% 50% 60%
Germany
Denmark
Sweden
Italy
Finland
Norway
Luxembourg
Spain
Portugal
Ireland
Switzerland
Netherlands
France
United Kingdom
47.75%
2.13%
1.64%
1.45%
1.09%
0.50%
0.25%
0.00%
0.00%
-0.27%
-0.82%
-0.86%
-1.26%
-4.86%
Allocation by Country in %Long Short Net
Denmark 2.73 -0.60 2.13Finland 1.18 -0.09 1.09France 2.92 -4.18 -1.26Germany 67.95 -20.20 47.75Ireland 0.00 -0.27 -0.27Italy 1.87 -0.42 1.45Luxembourg 1.11 -0.86 0.25Netherlands 4.13 -4.98 -0.86Norway 0.50 0.00 0.50Portugal 0.00 0.00 0.00Spain 0.00 0.00 0.00Sweden 1.64 0.00 1.64Switzerland 2.57 -3.40 -0.82United Kingdom 3.74 -8.61 -4.86
Allocation by Sector in %Long Short Net
Consumer Discretionary 12.97 -11.82 1.15Consumer Staples 1.90 -2.26 -0.35Energy 1.85 0.00 1.85Financials 6.03 -3.74 2.29Health Care 9.59 -2.52 7.07Industrials 25.44 -11.92 13.52Information Technology 19.80 -0.23 19.57Materials 9.61 -5.13 4.48Real estate 1.78 -5.56 -3.78Others 1.37 -0.42 0.95
Net Exposure Sectors 3)
-10% -5% 0% 5% 10% 15% 20% 25%
Information Technology
Industrials
Health Care
Materials
Financials
Energy
Consumer Discretionary
Telecommunication Services
Utilities
Consumer Staples
Real estate
19.57%
13.52%
7.07%
4.48%
2.29%
1.85%
1.15%
0.58%
0.37%
-0.35%
-3.78%
3) This is an indicative asset allocation, which may change over time.
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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
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.) 544.73Inception date 12.12.2012Management fee in % p.a. 0.50TER (as of 31.05.2016) in % 1.18Swinging single pricing (SSP) 3) YesUnit Class Category EBH
(capital growth)
ISIN LU0861833662
Valor no. 20113929
Redemptions DailyEU taxation In scope - tax
Purchases Sales- -
October 31, 2016Switzerland
CS (Lux) Multimanager Enhanced Fixed Income USD Fund
Net performance in EUR (rebased to 100) and yearly performance 2)
2013 2014 2015 2016949698
100102104106108110
-6%-4%-2%0%2%4%6%8%
10%
-3.5
2.5
-1.9
8.5
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 -0.71 1.30 8.47 6.37 7.14 -
Credit Ratings in %
AAA 11.64AA 8.27A 5.69BBB 13.89BB 25.58B 24.84CCC 6.55CC 3.55
Top 10 Holdings in %Position as % of
assetsNomura US High Yield Fund 19.29Aviva Global High Yield Bond Fund 15.88db x-trackers Global Inflation Linked 10.51Credit Suisse Global Inflation Linked 8.61Nordea European High Yield Fund 7.50Ubam Global High Yield Bond Fund 6.09iShares JPM Emerging Market Bond ETF 5.55Vontobel Emerging Market Bond Fund 5.02New Capital Wealthy Nations Bond Fund 4.34Pictet Global Emerging Markets Debt Fund 4.28Total 87.07
Maturities in years
0%
5%
10%
15%
20%
25%
0-1 1-3 3-5 5-7 7-10 >10
Currencies in %USD 92.45EUR 7.50CHF 0.05
Duration and YieldModified duration in years 5.75
Asset Allocation in %High Yield Bonds 54.24Emerging Market Bonds 26.56Inflation Linked Bonds 19.20Total 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) 105.19
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 % 4.34 4.18Maximum drawdown in % 4) -2.63 -5.294) Maximum drawdown is the most negative cumulative returnover a given time period.
Significant Transactions
Average = BB
120
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 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.) 185.12Inception date 16.11.2011Management fee in % p.a. 1.50TER without performance fee (05.2016) in % 3.60Performance fee in % with Highwatermark 10.00TER with performance fee (05.2016) in % 3.60Subscription WeeklyRedemption WeeklyUnit Class Category B
(capital growth)
ISIN LU0678256750
Valor no. 13795107
EU taxation In scope - tax
Fund 11
October 31, 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
-5.8
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 -0.94 -1.82 -5.77 -5.35 -3.73 -
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 -1.01 0.12 -0.94 - - -5.772015 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 76.80Corporate 9.70Global Macro 7.40Event Driven 5.90CTA 0.00Cash/Cash Equivalents 0.20
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) 104.76
Number of holdings
Top HoldingsMarshall Wace Dev Europe TOPS 13.37DNB TMT Absolute Return Fund 12.11APS Asia Pacific Long/Short Fd 9.90DB Platinum IV Clinton 9.65Schroder Gaia Egerton Europ. Eq 9.60Total 54.63
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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.
121
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.) 185.12Inception date 29.02.2012Management fee in % p.a. 1.00TER without performance fee (05.2016) in % 3.13Performance fee in % with Highwatermark 5.00TER with performance fee (05.2016) in % 3.13Subscription WeeklyRedemption WeeklyUnit Class Category IBH
(capital growth)
ISIN LU0678258889
Valor no. 13795117
Min. Investment Amount 500'000EU taxation In scope - tax
Fund 11
October 31, 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
-6.0
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 -0.94 -1.89 -6.03 -5.71 -4.19 -
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 -1.05 0.09 -0.94 - - -6.032015 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 76.80Corporate 9.70Global Macro 7.40Event Driven 5.90CTA 0.00Cash/Cash Equivalents 0.20
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) 1'027.05
Number of holdings
Top HoldingsMarshall Wace Dev Europe TOPS 13.37DNB TMT Absolute Return Fund 12.11APS Asia Pacific Long/Short Fd 9.90DB Platinum IV Clinton 9.65Schroder Gaia Egerton Europ. Eq 9.60Total 54.63
122
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 CHF
Fund manager Stéphane JulenFund manager since 01.11.2015Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 30. NovTotal net assets (in mil.) 185.12Inception date 19.10.2011Management fee in % p.a. 1.00TER without performance fee (05.2016) in % 3.09Performance fee in % with Highwatermark 15.00TER with performance fee (05.2016) in % 3.09Subscription WeeklyRedemption WeeklyUnit Class Category FBH
(capital growth)
ISIN LU0678259853
Valor no. 13795121
EU taxation In scope - tax
Fund 11
October 31, 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
-6.0
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 -0.94 -1.89 -6.03 -5.70 -4.03 3.11
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 -1.04 0.09 -0.94 - - -6.032015 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 76.80Corporate 9.70Global Macro 7.40Event Driven 5.90CTA 0.00Cash/Cash Equivalents 0.20
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) 1'031.07
Number of holdings
Top HoldingsMarshall Wace Dev Europe TOPS 13.37DNB TMT Absolute Return Fund 12.11APS Asia Pacific Long/Short Fd 9.90DB Platinum IV Clinton 9.65Schroder Gaia Egerton Europ. Eq 9.60Total 54.63
Cre
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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.
123
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.) 185.12Inception date 19.10.2011Management fee in % p.a. 1.00TER without performance fee (05.2016) in % 3.09Performance fee in % with Highwatermark 15.00TER with performance fee (05.2016) in % 3.09Subscription WeeklyRedemption WeeklyUnit Class Category FBH
(capital growth)
ISIN LU0678260513
Valor no. 13795123
EU taxation In scope - tax
Fund 11
October 31, 2016Switzerland
Credit Suisse (Lux) Prima Growth Fund
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%
3.9
8.5
0.9 0.6
-4.5
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 -0.80 -1.37 -4.54 -3.94 -1.02 7.51
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 -0.85 0.27 -0.80 - - -4.542015 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 76.80Corporate 9.70Global Macro 7.40Event Driven 5.90CTA 0.00Cash/Cash Equivalents 0.20
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) 1'075.08
Number of holdings
Top HoldingsMarshall Wace Dev Europe TOPS 13.37DNB TMT Absolute Return Fund 12.11APS Asia Pacific Long/Short Fd 9.90DB Platinum IV Clinton 9.65Schroder Gaia Egerton Europ. Eq 9.60Total 54.63
124
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 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.) 562.29Inception date 21.07.2010Management fee in % p.a. 1.00TER without performance fee (05.2016) in % 2.70Performance fee in % with Highwatermark 5.00TER with performance fee (05.2016) in % 2.70Subscription WeeklyRedemption WeeklyUnit Class Category IBH
(capital growth)
ISIN LU0522194348
Valor no. 11480414
Min. Investment Amount 500'000EU taxation In scope - tax
Fund 21
October 31, 2016Switzerland
Credit Suisse (Lux) Prima Multi-Strategy Fund
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%
-3.8
2.2
5.9
2.0
-1.5
-5.7
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 -0.47 -0.78 -5.71 -5.48 -3.96 1.91
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 -0.24 -0.08 -0.47 - - -5.712015 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 37.10Global Macro 18.10Corporate 17.40CTA 15.00Event Driven 12.30Cash/Cash Equivalents 0.10
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) 1'007.17
Number of holdings
Top HoldingsLegg Mason Western Asset Macro 7.17Marshall Wace Dev Europe TOPS 6.95Gam Star European Alpha 6.60Pictet SICAV 6.57DNB TMT Absolute Return Fund 6.15Total 33.44
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.
125
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.) 562.29Inception date 29.09.2010Management fee in % p.a. 1.00TER without performance fee (05.2016) in % 2.71Performance fee in % with Highwatermark 5.00TER with performance fee (05.2016) in % 2.71Subscription WeeklyRedemption WeeklyUnit Class Category IBH
(capital growth)
ISIN LU0522194421
Valor no. 11480417
Min. Investment Amount 500'000EU taxation In scope - tax
Fund 21
October 31, 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
-4.3
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 -0.31 -0.24 -4.32 -3.80 -1.09 6.12
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 -0.04 0.11 -0.31 - - -4.322015 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 37.10Global Macro 18.10Corporate 17.40CTA 15.00Event Driven 12.30Cash/Cash Equivalents 0.10
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) 1'044.12
Number of holdings
Top HoldingsLegg Mason Western Asset Macro 7.17Marshall Wace Dev Europe TOPS 6.95Gam Star European Alpha 6.60Pictet SICAV 6.57DNB TMT Absolute Return Fund 6.15Total 33.44
126
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 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.) 562.29Inception date 30.03.2011Management fee in % p.a. 0.85TER without performance fee (05.2016) in % 2.54Performance fee in % with Highwatermark 15.00TER with performance fee (05.2016) in % 2.54Subscription WeeklyRedemption WeeklyUnit Class Category FBH
(capital growth)
ISIN LU0566065560
Valor no. 12068363
EU taxation In scope - tax
Fund 21
October 31, 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
-4.7
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 -0.37 -0.38 -4.74 -4.21 -0.76 6.98
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 -0.07 0.06 -0.37 - - -4.742015 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 37.10Global Macro 18.10Corporate 17.40CTA 15.00Event Driven 12.30Cash/Cash Equivalents 0.10
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) 1'035.68
Number of holdings
Top HoldingsLegg Mason Western Asset Macro 7.17Marshall Wace Dev Europe TOPS 6.95Gam Star European Alpha 6.60Pictet SICAV 6.57DNB TMT Absolute Return Fund 6.15Total 33.44
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.
127
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.) 562.29Inception date 16.12.2010Management fee in % p.a. 0.85TER without performance fee (05.2016) in % 2.54Performance fee in % with Highwatermark 15.00TER with performance fee (05.2016) in % 2.54Subscription WeeklyRedemption WeeklyUnit Class Category FBH
(capital growth)
ISIN LU0566063516
Valor no. 12068362
EU taxation In scope - tax
Fund 21
October 31, 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
-4.2
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 -0.30 -0.21 -4.21 -3.66 -0.36 7.29
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 -0.03 0.12 -0.30 - - -4.212015 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 37.10Global Macro 18.10Corporate 17.40CTA 15.00Event Driven 12.30Cash/Cash Equivalents 0.10
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) 1'057.15
Number of holdings
Top HoldingsLegg Mason Western Asset Macro 7.17Marshall Wace Dev Europe TOPS 6.95Gam Star European Alpha 6.60Pictet SICAV 6.57DNB TMT Absolute Return Fund 6.15Total 33.44
128
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 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.) 562.29Inception date 21.07.2010Management fee in % p.a. 1.50TER without performance fee (05.2016) in % 3.18Performance fee in % with Highwatermark 10.00TER with performance fee (05.2016) in % 3.18Subscription WeeklyRedemption WeeklyUnit Class Category B
(capital growth)
ISIN LU0522193027
Valor no. 11480397
EU taxation In scope - tax
Fund 21
October 31, 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%
-2.8
2.3
5.6
1.8
-1.0
-5.5
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 -0.47 -0.71 -5.52 -5.20 -3.51 2.24
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 -0.20 -0.05 -0.47 - - -5.522015 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 37.10Global Macro 18.10Corporate 17.40CTA 15.00Event Driven 12.30Cash/Cash Equivalents 0.10
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) 101.75
Number of holdings
Top HoldingsLegg Mason Western Asset Macro 7.17Marshall Wace Dev Europe TOPS 6.95Gam Star European Alpha 6.60Pictet SICAV 6.57DNB TMT Absolute Return Fund 6.15Total 33.44
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.
129
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.) 562.29Inception date 21.07.2010Management fee in % p.a. 1.00TER without performance fee (05.2016) in % 2.68Performance fee in % with Highwatermark 5.00TER with performance fee (05.2016) in % 2.68Subscription WeeklyRedemption WeeklyUnit Class Category IB
(capital growth)
ISIN LU0522193613
Valor no. 11480406
Min. Investment Amount 500'000EU taxation In scope - tax
Fund 21
October 31, 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
-5.1
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 -0.42 -0.58 -5.12 -4.71 -1.77 5.18
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 -0.16 -0.01 -0.42 - - -5.122015 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 37.10Global Macro 18.10Corporate 17.40CTA 15.00Event Driven 12.30Cash/Cash Equivalents 0.10
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) 1'054.94
Number of holdings
Top HoldingsLegg Mason Western Asset Macro 7.17Marshall Wace Dev Europe TOPS 6.95Gam Star European Alpha 6.60Pictet SICAV 6.57DNB TMT Absolute Return Fund 6.15Total 33.44
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 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.) 562.29Inception date 21.07.2010Management fee in % p.a. 1.50TER without performance fee (05.2016) in % 3.18Performance fee in % with Highwatermark 10.00TER with performance fee (05.2016) in % 3.18Subscription WeeklyRedemption WeeklyUnit Class Category BH
(capital growth)
ISIN LU0522194009
Valor no. 11480412
EU taxation In scope - tax
Fund 21
October 31, 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
-6.1
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 -0.51 -0.91 -6.10 -5.96 -5.66 -0.78
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 -0.27 -0.12 -0.51 - - -6.102015 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 37.10Global Macro 18.10Corporate 17.40CTA 15.00Event Driven 12.30Cash/Cash Equivalents 0.10
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) 97.39
Number of holdings
Top HoldingsLegg Mason Western Asset Macro 7.17Marshall Wace Dev Europe TOPS 6.95Gam Star European Alpha 6.60Pictet SICAV 6.57DNB TMT Absolute Return Fund 6.15Total 33.44
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 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.) 562.29Inception date 18.05.2011Management fee in % p.a. 1.50TER without performance fee (05.2016) in % 3.19Performance fee in % with Highwatermark 10.00TER with performance fee (05.2016) in % 3.19Subscription WeeklyRedemption WeeklyUnit Class Category BH
(capital growth)
ISIN LU0627515090
Valor no. 12983829
EU taxation In scope - tax
Fund 21
October 31, 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%
2.4
5.7
1.8
-0.9
-5.3
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 -0.43 -0.56 -5.26 -4.85 -3.21 2.82
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 -0.13 0.00 -0.43 - - -5.262015 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 37.10Global Macro 18.10Corporate 17.40CTA 15.00Event Driven 12.30Cash/Cash Equivalents 0.10
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) 99.91
Number of holdings
Top HoldingsLegg Mason Western Asset Macro 7.17Marshall Wace Dev Europe TOPS 6.95Gam Star European Alpha 6.60Pictet SICAV 6.57DNB TMT Absolute Return Fund 6.15Total 33.44
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 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.) 562.29Inception date 21.07.2010Management fee in % p.a. 1.50TER without performance fee (05.2016) in % 3.19Performance fee in % with Highwatermark 10.00TER with performance fee (05.2016) in % 3.19Subscription WeeklyRedemption WeeklyUnit Class Category BH
(capital growth)
ISIN LU0522193704
Valor no. 11480410
EU taxation In scope - tax
Fund 21
October 31, 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
-4.7
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 -0.35 -0.37 -4.73 -4.30 -2.83 3.13
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 -0.09 0.07 -0.35 - - -4.732015 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 37.10Global Macro 18.10Corporate 17.40CTA 15.00Event Driven 12.30Cash/Cash Equivalents 0.10
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) 102.21
Number of holdings
Top HoldingsLegg Mason Western Asset Macro 7.17Marshall Wace Dev Europe TOPS 6.95Gam Star European Alpha 6.60Pictet SICAV 6.57DNB TMT Absolute Return Fund 6.15Total 33.44
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 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.) 665.30Inception 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 22.60Distribution value in % 2.48EU taxation In scope - tax
October 31, 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
1.4
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 -1.12 -0.95 1.43 0.34 7.09 22.85
Allocation asset classes in %
Equity 43.95Bonds 39.82Alternatives 8.75Cash/CashEquivalents 7.48
Currencies in % (after hedging)
CHF 68.51USD 12.10JPY 3.95AUD 2.84EUR 2.17GBP 1.19CAD 1.00Others 8.24
Asset allocation in %Cash/Cash Equivalents Bonds Equity Alternatives Total
Switzerland 4.47 2.91 17.49 4.52 29.39Asia Pacific 0.04 1.20 1.91 - 3.15Euroland 0.42 8.75 1.08 0.31 10.56UK 0.30 0.72 1.47 0.20 2.69Canada 0.25 1.19 0.89 - 2.33USA 1.09 14.63 11.83 2.74 30.29Others 0.87 - - - 0.87Japan 0.04 2.36 2.22 0.74 5.36Emerging Markets - 6.39 7.06 - 13.45Global - 1.67 - 0.24 1.91Total 7.48 39.82 43.95 8.75 100.00
DurationModified duration in years 4.82
Allocation of bonds in %Straight bonds 60.72Emerging Market Bonds 16.05High Yield Bonds 10.02Convertibles 4.85Inflation Linked Bonds 4.19Asset Backed Securities 4.17Total 100.00
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 6.34 5.84Maximum 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 5.24iShares Emerging Market Equity ETF 4.63CSIF Switzerland Real Estate Fund Index 3.45Pictet Global Emerging Market Bond Fund 3.00Nestle SA 2.85UBS SMI ETF 2.74SPDR Barclays Short Corporate Bond ETF 2.62iShares Euro Agg. Bond Fd 2.61iShares JPM Emerging Market Bond ETF 2.45Vanguard US Investment Grade IndexFund
2.28
Total 31.87
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)
972.02 112.45
---
2) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
134
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 01.12.2012Location ZurichFund domicile SwitzerlandFund currency EURClose of financial year 31. DecemberTotal net assets (in mil.) 79.79Inception 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 39.70Distribution value in % 3.72EU taxation In scope - tax
October 31, 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 1.6
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 -0.37 -1.01 1.59 -0.71 16.56 36.79
Allocation asset classes in %
Equity 44.76Bonds 40.00Alternatives 8.46Cash/CashEquivalents 6.78
Currencies in % (after hedging)
EUR 65.97USD 13.63JPY 4.05AUD 3.04GBP 1.41CAD 1.15CHF 0.78Others 9.97
Asset allocation in %Cash/Cash Equivalents Bonds Equity Alternatives Total
Switzerland 0.03 - 1.10 - 1.13Asia Pacific 0.02 1.28 2.00 - 3.30Euroland 0.61 7.87 14.56 3.83 26.87UK 0.19 0.92 1.80 0.19 3.10Canada 0.04 1.72 1.09 - 2.85USA 0.90 16.73 13.60 3.06 34.29Others 4.95 - - - 4.95Emerging Markets - 6.75 8.29 - 15.04Japan 0.04 2.87 2.32 0.72 5.95Global - 1.86 - 0.66 2.52Total 6.78 40.00 44.76 8.46 100.00
DurationModified duration in years 4.76
Allocation of bonds in %Straight bonds 57.99Emerging Market Bonds 16.88High Yield Bonds 10.30Convertibles 5.43Asset Backed Securities 4.75Inflation Linked Bonds 4.65Total 100.00
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 7.49 6.74Maximum 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 6.92iShares Emerging Market Equity ETF 5.78FTSE EPRA/NAREIT Eurozone ETF 3.83Amundi CAC 40 ETF 3.78Deka DAX ETF 3.58Pictet Global Emerging Market Bond Fund 3.20SPDR Barclays Short Corporate Bond ETF 3.15iShares EuroStoxx 50 ETF 3.10Credit Suisse Bond Aggregate USD IndexFund
2.64
iShares JPM Emerging Market Bond ETF 2.53Total 38.51
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)
1'162.65 120.15
---
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.
135
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.) 161.85Inception 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 29.80Distribution value in % 2.95EU taxation In scope - tax
October 31, 2016Switzerland
CS (CH) Interest & Dividend Focus 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%
-10.8
8.4 9.611.7
-2.2
0.7
CS (CH) Interest & Dividend Focus Growth 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 -1.21 -0.85 0.65 -0.89 9.13 31.20
Allocation asset classes in %
Equity 65.54Bonds 20.04Alternatives 8.64Cash/CashEquivalents 5.78
Currencies in % (after hedging)
CHF 56.04USD 18.50JPY 4.93AUD 3.42EUR 3.21GBP 1.91CAD 1.32Others 10.67
Asset allocation in %Cash/Cash Equivalents Bonds Equity Alternatives Total
Switzerland 3.64 1.45 26.20 4.51 35.80Asia Pacific 0.04 0.69 2.85 - 3.58Euroland 0.09 3.48 2.54 0.30 6.41UK 0.25 - 2.06 0.19 2.50Canada 0.13 0.75 1.17 - 2.05USA 0.76 6.79 18.17 2.69 28.41Others 0.82 - - - 0.82Emerging Markets - 4.60 9.47 - 14.07Japan 0.05 0.97 3.08 0.66 4.76Global - 1.31 - 0.29 1.60Total 5.78 20.04 65.54 8.64 100.00
DurationModified duration in years 5.07
Allocation of bonds in %Straight bonds 46.77Emerging Market Bonds 22.95High Yield Bonds 13.57Convertibles 7.58Inflation Linked Bonds 6.54Asset Backed Securities 2.59Total 100.00
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 8.77 8.02Maximum 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 8.67iShares Emerging Market Equity ETF 6.21Nestle SA 4.21UBS SMI ETF 4.17CSIF Switzerland Real Estate Fund Index 3.41Nomura TOPIX ETF 3.08Novartis AG 3.05Roche Holding AG 3.02SPDR S&P US Dividend Aristocrats ETF 2.79iShares SMIM (CH) 2.30Total 40.91
Investment policyThe investment objective of Credit Suisse (CH)Interest & Dividend Focus Growth CHF isprimarily 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)
1'097.26 119.18
---
2) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
136
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 01.12.2012Location ZurichFund domicile SwitzerlandFund currency EURClose of financial year 31. DecemberTotal net assets (in mil.) 21.25Inception 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 49.50Distribution value in % 4.28EU taxation In scope - tax
October 31, 2016Switzerland
CS (CH) Interest & Dividend Focus 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
150
-20%
-10%
0%
10%
20%
30%
40%
50%
-9.0
11.7 9.713.1
4.70.9
CS (CH) Interest & Dividend Focus Growth 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 -0.50 -0.59 0.95 -1.56 19.95 46.94
Allocation asset classes in %
Equity 65.20Bonds 19.88Alternatives 8.49Cash/CashEquivalents 6.43
Currencies in % (after hedging)
EUR 54.73USD 19.13JPY 4.90AUD 3.74GBP 2.00CAD 1.64CHF 0.95Others 12.91
Asset allocation in %Cash/Cash Equivalents Bonds Equity Alternatives
Switzerland 0.01 - 1.55 -Asia Pacific 0.04 1.03 3.00 -Euroland 1.07 3.70 22.90 4.00UK 0.07 - 2.47 0.19Canada 0.03 1.16 1.41 -USA 0.92 6.09 19.52 2.82Others 4.29 - - -Japan - 1.54 3.20 0.77Emerging Markets - 4.83 11.15 -Global - 1.53 - 0.71Total 6.43 19.88 65.20 8.49
DurationModified duration in years 4.79
Allocation of bonds in %Straight bonds 42.19Emerging Market Bonds 24.30High Yield Bonds 14.44Convertibles 8.60Inflation Linked Bonds 7.70Asset Backed Securities 2.77Total 100.00
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 9.47 8.43Maximum 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 9.10iShares Emerging Market Equity ETF 7.49Deka DAX ETF 5.13Amundi CAC 40 ETF 5.11iShares EuroStoxx 50 ETF 4.37FTSE EPRA/NAREIT Eurozone ETF 4.00Nomura TOPIX ETF 3.20Lyxor Ibex 35 ETF 2.96SPDR S&P Euro Dividend Aristocrats ETF 2.93SPDR S&P US Dividend Aristocrats ETF 2.93Total 47.22
Investment policyThe investment objective of Credit Suisse (CH)Interest & Dividend Focus Growth EUR isprimarily 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)
1'285.09 128.31
---
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.
137
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.) 790.04Inception 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 15.00Distribution value in % 1.85EU taxation In scope - tax
October 31, 2016Switzerland
CS (CH) Interest & Dividend Focus Yield 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
2.0
CS (CH) Interest & Dividend Focus Yield 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 -0.99 -0.94 2.01 0.53 6.31 14.03
Allocation asset classes in %
Bonds 57.73Equity 21.99Cash/CashEquivalents 11.71Alternatives 8.57
Currencies in % (after hedging)
CHF 83.39USD 4.78JPY 2.42AUD 2.19EUR 1.23GBP 0.57CAD 0.53Others 4.89
Asset allocation in %Cash/Cash Equivalents Bonds Equity Alternatives Total
Switzerland 4.52 4.04 9.70 4.45 22.71Asia Pacific 0.03 1.33 1.18 - 2.54Euroland 0.09 12.52 0.75 0.31 13.67UK 0.08 1.16 0.87 0.19 2.30Canada 0.04 1.26 0.44 - 1.74USA 5.05 22.12 4.27 2.74 34.18Others 1.88 - - - 1.88Japan 0.02 4.27 1.02 0.68 5.99Emerging Markets - 8.73 3.76 - 12.49Global - 2.30 - 0.20 2.50Total 11.71 57.73 21.99 8.57 100.00
DurationModified duration in years 4.81
Allocation of bonds in %Straight bonds 62.13Emerging Market Bonds 15.12High Yield Bonds 10.93Convertibles 4.17Inflation Linked Bonds 3.98Asset Backed Securities 3.67Total 100.00
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 4.13 4.01Maximum 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 3.83Nomura US High Yield Fund 3.73Pictet Global Emerging Market Bond Fund 3.69iShares Euro Agg. Bond Fd 3.63Vanguard US Investment Grade IndexFund
3.56
CSIF Switzerland Real Estate Fund Index 3.53iShares JPM Emerging Market Bond ETF 3.41Credit Suisse Bond Aggregate USD IndexFund
3.18
Credit Suisse Bond USD Index Fund 2.76iShares Emerging Market Equity ETF 2.47Total 33.79
Investment policyThe investment objective of Credit Suisse (CH)Interest & Dividend Focus Yield CHF is primarilyreal 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)
852.79 106.58
---
2) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
138
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 EURClose of financial year 31. DecemberTotal net assets (in mil.) 125.40Inception 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 32.00Distribution value in % 3.21EU taxation In scope - tax
October 31, 2016Switzerland
CS (CH) Interest & Dividend Focus Yield 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 2.0
CS (CH) Interest & Dividend Focus Yield 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 -1.17 -0.80 2.00 0.35 12.71 26.76
Allocation asset classes in %
Bonds 59.45Equity 23.18Alternatives 8.83Cash/CashEquivalents 8.54
Currencies in % (after hedging)
EUR 81.25USD 5.70JPY 2.58AUD 2.46CAD 0.53GBP 0.35CHF 0.21Others 6.92
Asset allocation in %Cash/Cash Equivalents Bonds Equity Alternatives Total
Switzerland 0.08 - 0.58 - 0.66Asia Pacific 0.02 1.80 1.19 - 3.01Euroland 0.44 13.64 7.78 4.05 25.91UK 0.51 1.48 0.91 0.17 3.07Canada 0.03 2.89 0.44 - 3.36USA 3.26 23.76 5.90 3.18 36.10Others 4.18 - - - 4.18Emerging Markets - 9.24 5.25 - 14.49Japan 0.02 4.09 1.13 0.78 6.02Global - 2.55 - 0.65 3.20Total 8.54 59.45 23.18 8.83 100.00
DurationModified duration in years 4.81
Allocation of bonds in %Straight bonds 61.22Emerging Market Bonds 15.54High Yield Bonds 10.78Convertibles 4.39Inflation Linked Bonds 4.29Asset Backed Securities 3.78Total 100.00
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 5.14 4.86Maximum 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
assetsSPDR Barclays Short Corporate Bond ETF 4.22iShares Euro Agg. Bond Fd 4.20FTSE EPRA/NAREIT Eurozone ETF 4.05Vanguard US Investment Grade IndexFund
3.97
Nomura US High Yield Fund 3.93Pictet Global Emerging Market Bond Fund 3.91iShares Emerging Market Equity ETF 3.67iShares JPM Emerging Market Bond ETF 3.50Credit Suisse Bond Aggregate USD IndexFund
3.43
Vanguard S&P 500 Index ETF 3.37Total 38.25
Investment policyThe investment objective of Credit Suisse (CH)Interest & Dividend Focus Yield EUR is primarilyreal 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)
1'058.14 113.32
---
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.
139
a subfund of CS Fund 1 - 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.) 554.05Inception date 15.07.1986Management fee in % p.a. 1.05TER (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
October 31, 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
-0.8
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 -1.23 -1.22 -0.77 -1.77 4.75 13.18
Allocation asset classes in %
Bonds 77.75Equity 18.36Cash/CashEquivalents 3.89
Currencies in % (after hedging)
CHF 100.00
Asset allocation in %Cash/Cash Equivalents Bonds Equity
Switzerland 3.89 75.98 18.36Global - 1.77 -Total 3.89 77.75 18.36
Allocation of bonds in %Corporate Bonds 64.20Government 15.70Pfandbriefe 13.90Schweizer Kantonalbanken 6.20Total 100.00
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 2.96 2.81Information ratio -1.99 -1.86Tracking Error (Ex post) 0.66 0.66Maximum drawdown in % 3) -2.44 -2.443) Maximum drawdown is the most negative cumulative returnover a given time period.
DurationModified duration in years 5.11
Top 10 Holdings in %Position as % of
assetsNestle SA 4.12Roche Holding AG 2.88Novartis AG 2.83Gerifonds CHF Domestic Corporate Bonds 1.86CS Global Inflation Linked Bond Fund 1.770 Schweizer Kantonalbanken 25.07.2023 1.46iShares Corporate Bond Fd 1.351.5 Parjointco NV 10.12.2018 1.330.375 Credite Agcricole 2020 1.222 Cooperatieve Rabobank UA 16.09.2021 1.20Total 20.02
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
BBG ticker LEUPWBI SW
Net asset value (NAV) 98.24
2) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
140
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
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.) 201.36Inception 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
Min. Investment Amount 1'000Redemptions DailyEU taxation In scope - tax
Fund 55
October 31, 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 -0.8
0.2
0.0 -0.1 -0.1
-0.9-0.8
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 -0.27 -0.76 -0.95 -1.50 -1.38Benchmark -0.08 -0.24 -0.76 -0.91 -1.81 -1.94
Maturities in months
0%
5%
10%
15%
20%
25%
0-1 1-2 2-3 3-6 6-9 9-12 >12
Credit Ratings in %
AAA 38.74AA 14.94A-1+ 2.98A-1 13.91A (Bucket) 23.77BBB (Bucket) 5.66
Top 10 Holdings in %Position Maturity as % of
assetsSwiss Government 05.06.17 7.81Swiss Confederation 24.11.16 4.96DZ Privatbank 23.01.17 2.98Aduno Holding 06.04.17 2.85Czech Republic 23.11.16 2.84Quebec 21.06.17 2.74Kommunalbanken 09.05.17 2.72Land Berlin 03.05.17 2.72Paccar Financial Europe 06.03.17 2.71Rabobank 11.10.17 2.68Total 35.01
Duration and YieldFund
Gross portfolio yield in % -0.69Weighted Average Life (in days) 120Weighted Average Maturity (in days) 113
Asset Allocation in %Bonds with short maturity 78.53Commercial Paper 7.95Floating-rate Notes (FRN) 3.60Cash/Cash Equivalents 9.92Total 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) 1'005.11
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 0.16 0.17Information ratio 0.97 0.93Tracking Error (Ex post) 0.11 0.12Maximum drawdown in % 3) -1.50 -1.513) Maximum drawdown is the most negative cumulative returnover a given time period.
Number of holdings
Default Probability Weighted Average CreditRating = A+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.
141
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.) 201.36Inception 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 55
October 31, 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 -0.8
0.2
0.0 -0.1 -0.1
-0.9-0.8
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 -0.27 -0.76 -0.95 -1.49 -1.37Benchmark -0.08 -0.24 -0.76 -0.91 -1.81 -1.94
Maturities in months
0%
5%
10%
15%
20%
25%
0-1 1-2 2-3 3-6 6-9 9-12 >12
Credit Ratings in %
AAA 38.74AA 14.94A-1+ 2.98A-1 13.91A (Bucket) 23.77BBB (Bucket) 5.66
Top 10 Holdings in %Position Maturity as % of
assetsSwiss Government 05.06.17 7.81Swiss Confederation 24.11.16 4.96DZ Privatbank 23.01.17 2.98Aduno Holding 06.04.17 2.85Czech Republic 23.11.16 2.84Quebec 21.06.17 2.74Kommunalbanken 09.05.17 2.72Land Berlin 03.05.17 2.72Paccar Financial Europe 06.03.17 2.71Rabobank 11.10.17 2.68Total 35.01
Duration and YieldFund
Gross portfolio yield in % -0.69Weighted Average Life (in days) 120Weighted Average Maturity (in days) 113
Asset Allocation in %Bonds with short maturity 78.53Commercial Paper 7.95Floating-rate Notes (FRN) 3.60Cash/Cash Equivalents 9.92Total 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) 1'003.76
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 0.16 0.17Information ratio 0.98 0.94Tracking Error (Ex post) 0.11 0.12Maximum drawdown in % 3) -1.49 -1.513) Maximum drawdown is the most negative cumulative returnover a given time period.
Number of holdings
Default Probability Weighted Average CreditRating = A+Linear Weighted Average Credit Rating = AA-
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.
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.) 460.14Inception 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
Min. Investment Amount 1'000Redemptions DailyEU taxation In scope - tax
Fund 68
October 31, 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 -0.3
1.2
0.6
0.1 0.2
0.0-0.3
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 -0.04 -0.11 -0.26 -0.29 -0.41 0.15Benchmark -0.03 -0.09 -0.26 -0.29 -0.14 0.75
Maturities in months
0%5%
10%15%20%25%30%35%40%45%50%
0-1 1-2 2-3 3-6 6-9 9-12 >12
Credit Ratings in %
A-1+ 16.68A-1 44.42A-2 9.52AAA (Bucket) 5.11AA (Bucket) 4.02A (Bucket) 14.68BBB (Bucket) 5.57
Top 10 Holdings in %Position Maturity as % of
assetsCaisse Des Depots etConsignations
03.02.17 3.83
Agence Centrale 27.02.17 3.59Netherlands 15.04.17 3.13FMS Wertmanagement 18.04.17 3.12BPCE 15.06.17 2.40UBS London 04.09.17 2.40Landesbank Hessen 12.06.17 2.40DZ Privatbank 06.02.17 2.39Abbey National Treasury 04.05.17 2.39Procter & Gamble 14.12.16 2.39Total 28.05
Duration and YieldFund
Gross portfolio yield in % -0.21Weighted Average Life (in days) 130Weighted Average Maturity (in days) 129
Asset Allocation in %Commercial Paper 61.07Bonds with short maturity 26.17Floating-rate Notes (FRN)/(FRMTN) 3.20Cash/Cash Equivalents 9.55Total 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) 1'049.63
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 0.05 0.15Information ratio -2.68 -1.10Tracking Error (Ex post) 0.03 0.11Maximum drawdown in % 3) -0.42 -0.553) 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.
143
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.) 460.14Inception 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
October 31, 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 -0.2
1.2
0.6
0.1 0.2
0.0-0.3
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 -0.04 -0.11 -0.24 -0.27 -0.28 0.61Benchmark -0.03 -0.09 -0.26 -0.29 -0.14 0.75
Maturities in months
0%5%
10%15%20%25%30%35%40%45%50%
0-1 1-2 2-3 3-6 6-9 9-12 >12
Credit Ratings in %
A-1+ 16.68A-1 44.42A-2 9.52AAA (Bucket) 5.11AA (Bucket) 4.02A (Bucket) 14.68BBB (Bucket) 5.57
Top 10 Holdings in %Position Maturity as % of
assetsCaisse Des Depots etConsignations
03.02.17 3.83
Agence Centrale 27.02.17 3.59Netherlands 15.04.17 3.13FMS Wertmanagement 18.04.17 3.12BPCE 15.06.17 2.40UBS London 04.09.17 2.40Landesbank Hessen 12.06.17 2.40DZ Privatbank 06.02.17 2.39Abbey National Treasury 04.05.17 2.39Procter & Gamble 14.12.16 2.39Total 28.05
Duration and YieldFund
Gross portfolio yield in % -0.21Weighted Average Life (in days) 130Weighted Average Maturity (in days) 129
Asset Allocation in %Commercial Paper 61.07Bonds with short maturity 26.17Floating-rate Notes (FRN)/(FRMTN) 3.20Cash/Cash Equivalents 9.55Total 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) 1'052.06
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 0.05 0.17Information ratio -1.61 -0.25Tracking Error (Ex post) 0.03 0.11Maximum drawdown in % 3) -0.35 -0.353) 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+
144
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
Fund manager Lukas HaasFund manager since 01.07.2015Location ZurichFund domicile LiechtensteinFund currency USDClose of financial year 31. MayTotal net assets (in mil.) 1'039.13Inception date 31.03.2008Management fee in % p.a. 0.40TER (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
Min. Investment Amount 1'000Redemptions DailyEU taxation In scope - tax
Fund 89
October 31, 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 0.1
0.40.3
0.4 0.3 0.20.4
0.6
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 0.04 0.15 0.43 0.46 0.58 1.06Benchmark 0.07 0.20 0.64 0.74 1.28 2.04
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+ 19.60A-1 44.11A-2 15.92AAA (Bucket) 0.00AA (Bucket) 9.94A (Bucket) 7.49BBB (Bucket) 2.94
Top 10 Holdings in %Position Maturity as % of
assetsAgence Centrale 18.01.17 3.58BMW US Capital 02.12.16 3.18FMS Wertmanagement 26.01.17 2.91DZ Privatbank 11.04.17 2.60US Treasury 31.03.17 2.56Europ. Inv. Bk 27.02.17 2.56ABN AMRO Bk NV 27.12.16 2.35Caisse Francaise 16.02.17 2.15CDC CP 16.06.17 2.09Danske Bank 19.05.17 2.09Total 26.07
Duration and YieldFund
Gross portfolio yield in % 1.10Weighted Average Life (in days) 113Weighted Average Maturity (in days) 109
Asset Allocation in %Commercial Paper 73.41Bonds with short maturity 11.50Floating-rate Notes (FRN)/(FRMTN) 8.88Cash/Cash Equivalents 6.21Total 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) 1'033.24
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 0.07 0.10Information ratio -4.78 -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+
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.
145
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.) 126.70Inception 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 75
October 31, 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
16.0
-18.4
18.2
-3.8 -2.6
-13.2
12.3
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 0.79 4.61 16.04 8.12 4.93 22.15Benchmark -0.41 0.71 12.29 5.82 -7.18 -0.43
Countries in %
China 17.71South Korea 12.14Taiwan 12.07Brazil 9.68Hong Kong 7.26South Africa 7.03India 5.61Philippines 3.61Mexico 3.40Others 21.49
Sectors in %
Financials 22.07ConsumerDiscretionary 21.58ConsumerStaples 8.96Utilities 8.63InformationTechnology 7.51Health Care 6.33Industrials 6.32Materials 6.00Cash/CashEquivalents 1.60Others 11.00
Top 10 Holdings in %TAL Education Group 2.96Energias Do Brasil 2.34Metro Pacific Investments 2.33DGB 2.15Chongqing Rural 2.14ENN Energy 2.09China Medical System 2.06Compal Electronics 2.04Hero Motocorp 2.02Pegatron Corporation 2.02Total 22.15
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) 136.95
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 % 15.94 17.51Information ratio 0.81 0.66Tracking Error (Ex post) 5.07 6.20Beta 0.99 1.02
Number of holdings
146
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.) 126.70Inception 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 75
October 31, 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
16.7
-18.4
18.2
-3.8 -2.6
-13.2
12.3
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 0.85 4.80 16.73 8.91 7.22 26.76Benchmark -0.41 0.71 12.29 5.82 -7.18 -0.43
Countries in %
China 17.71South Korea 12.14Taiwan 12.07Brazil 9.68Hong Kong 7.26South Africa 7.03India 5.61Philippines 3.61Mexico 3.40Others 21.49
Sectors in %
Financials 22.07ConsumerDiscretionary 21.58ConsumerStaples 8.96Utilities 8.63InformationTechnology 7.51Health Care 6.33Industrials 6.32Materials 6.00Cash/CashEquivalents 1.60Others 11.00
Top 10 Holdings in %TAL Education Group 2.96Energias Do Brasil 2.34Metro Pacific Investments 2.33DGB 2.15Chongqing Rural 2.14ENN Energy 2.09China Medical System 2.06Compal Electronics 2.04Hero Motocorp 2.02Pegatron Corporation 2.02Total 22.15
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) 128.85
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 % 15.95 17.09Information ratio 0.95 0.80Tracking Error (Ex post) 5.07 6.05Beta 0.99 0.99
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.
147
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 5 - Class B USD
Purchases SalesVESTAS WIND SYSTEMS WACKER CHEMIELUNDIN PETROLEUM ROYAL DUTCH SHELL Adr BCANADIAN ENERGY SERVICES & TECHNOLOGY
TERRAFORM POWER ASEVEN GENERATIONS ENERGY
SOCO INTERNATIONALACUITY BRANDS SANTOS
Fund 46
Fund manager Thomas AmreinFund manager since 01.05.2014Location ZürichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 73.79Inception 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
October 31, 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
14.4
0.2 1.9
18.1
-11.6
-22.8
15.6
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 -3.22 1.71 14.42 0.43 -34.57 -27.34Benchmark -1.90 1.56 15.64 3.34 -18.88 -5.61
Sectors in %Fund
Energy 71.61Industrials 14.63Utilities 8.90Materials 3.48Financials 1.31Cash/Cash Equivalents 0.06
Currencies in %
USD 70.89EUR 13.56CAD 4.86HKD 2.75DKK 2.49GBP 2.19SEK 1.95THB 1.31
Countries in %
USA 57.20Canada 9.60France 7.16China 6.11Portugal 4.24Denmark 2.49Spain 2.43United Kingdom 2.19Cash/CashEquivalents -0.06Others 8.64
Significant Transactions
Number of holdings
Top 10 Holdings in %Tesoro 6.89TOTAL SA 5.37US Silica Holdings 5.00Acuity Brands 4.69Diamondback Energy Inc 4.57Pattern Energy Group 3.48Cnooc 3.36Suncor Energy 3.25Concho Resources 2.92Pioneer Nat. Res. 2.91Total 42.44
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) 77.22
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 % 21.97 20.27Information ratio -1.10 -0.83Tracking Error (Ex post) 6.49 6.29Beta 1.12 1.15
148
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 SalesVESTAS WIND SYSTEMS WACKER CHEMIELUNDIN PETROLEUM ROYAL DUTCH SHELL Adr BCANADIAN ENERGY SERVICES & TECHNOLOGY
TERRAFORM POWER ASEVEN GENERATIONS ENERGY
SOCO INTERNATIONALACUITY BRANDS SANTOS
Fund 46
Fund manager Thomas AmreinFund manager since 01.05.2014Location ZürichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 73.79Inception 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
October 31, 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
12.9
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 -3.33 1.24 12.95 -0.93 -36.23 -30.70
Sectors in %Fund
Energy 71.61Industrials 14.63Utilities 8.90Materials 3.48Financials 1.31Cash/Cash Equivalents 0.06
Currencies in %
USD 70.89EUR 13.56CAD 4.86HKD 2.75DKK 2.49GBP 2.19SEK 1.95THB 1.31
Countries in %
USA 57.20Canada 9.60France 7.16China 6.11Portugal 4.24Denmark 2.49Spain 2.43United Kingdom 2.19Cash/CashEquivalents -0.06Others 8.64
Significant Transactions
Number of holdings
Top 10 Holdings in %Tesoro 6.89TOTAL SA 5.37US Silica Holdings 5.00Acuity Brands 4.69Diamondback Energy Inc 4.57Pattern Energy Group 3.48Cnooc 3.36Suncor Energy 3.25Concho Resources 2.92Pioneer Nat. Res. 2.91Total 42.44
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) 62.90
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 % 21.87 20.16Information 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.
149
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 5 - Class B USD
Purchases Sales- -- -- -- -- -
Fund 50
Fund manager Werner RichliFund manager since 02.05.2013Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 78.86Inception 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
October 31, 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
9.4
-9.0
23.720.0
4.9
-0.9
3.5
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 -4.10 -4.50 9.37 5.78 12.27 34.05Benchmark -1.94 -1.33 3.51 1.18 11.91 51.28
Sectors in %Fund
Transportation Infrastructure 29.52Utilities 28.94Energy 27.50Telecommunication Services 13.14Cash/Cash Equivalents 0.90
Currencies in %
USD 60.46EUR 10.89CAD 8.69AUD 4.28HKD 4.19THB 2.87CHF 2.51GBP 1.96BRL 1.82Others 2.33
Countries in %
USA 57.71Canada 8.69Australia 4.28France 3.51Spain 3.29Thailand 2.87China 2.69Switzerland 2.51Cash/CashEquivalents 0.90Others 13.55
Significant Transactions
Number of holdings
Top 10 Holdings in %Kinder Morgan 5.98Transcanada 5.35American Tower 5.27Cheniere Energy 4.76Crown Castle 4.08American Water Works 3.87SBA Communication Group 3.83Atmos Energy 3.48Williams 3.35PG & E 3.12Total 43.09
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) 130.04
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 % 9.94 11.35Information ratio 0.01 -0.31Tracking Error (Ex post) 8.74 7.73Beta 0.59 0.74
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
a subfund of CS Investment Funds 5 - Class BH EUR
Purchases Sales- -- -- -- -- -
Fund 50
Fund manager Werner RichliFund manager since 02.05.2013Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 78.86Inception 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
October 31, 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
7.7
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 -4.23 -5.00 7.75 4.04 9.49 28.48
Sectors in %Fund
Transportation Infrastructure 29.52Utilities 28.94Energy 27.50Telecommunication Services 13.14Cash/Cash Equivalents 0.90
Currencies in %
USD 60.46EUR 10.89CAD 8.69AUD 4.28HKD 4.19THB 2.87CHF 2.51GBP 1.96BRL 1.82Others 2.33
Countries in %
USA 57.71Canada 8.69Australia 4.28France 3.51Spain 3.29Thailand 2.87China 2.69Switzerland 2.51Cash/CashEquivalents 0.90Others 13.55
Significant Transactions
Number of holdings
Top 10 Holdings in %Kinder Morgan 5.98Transcanada 5.35American Tower 5.27Cheniere Energy 4.76Crown Castle 4.08American Water Works 3.87SBA Communication Group 3.83Atmos Energy 3.48Williams 3.35PG & E 3.12Total 43.09
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) 105.02
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 % 9.91 11.29Information ratio -0.63 -0.72Tracking Error (Ex post) 12.45 11.75Beta 0.28 0.45
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.
151
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 5 - Class IB USD
Purchases Sales- -- -- -- -- -
Fund 50
Fund manager Werner RichliFund manager since 02.05.2013Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 78.86Inception 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
October 31, 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
10.0
-9.0
23.720.0
4.9
-0.9
3.5
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 -4.04 -4.32 10.03 6.54 14.71 39.12Benchmark -1.94 -1.33 3.51 1.18 11.91 51.28
Sectors in %Fund
Transportation Infrastructure 29.52Utilities 28.94Energy 27.50Telecommunication Services 13.14Cash/Cash Equivalents 0.90
Currencies in %
USD 60.46EUR 10.89CAD 8.69AUD 4.28HKD 4.19THB 2.87CHF 2.51GBP 1.96BRL 1.82Others 2.33
Countries in %
USA 57.71Canada 8.69Australia 4.28France 3.51Spain 3.29Thailand 2.87China 2.69Switzerland 2.51Cash/CashEquivalents 0.90Others 13.55
Significant Transactions
Number of holdings
Top 10 Holdings in %Kinder Morgan 5.98Transcanada 5.35American Tower 5.27Cheniere Energy 4.76Crown Castle 4.08American Water Works 3.87SBA Communication Group 3.83Atmos Energy 3.48Williams 3.35PG & E 3.12Total 43.09
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) 140.98
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 % 9.94 10.69Information ratio 0.09 -0.21Tracking Error (Ex post) 8.74 7.84Beta 0.59 0.68
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
a subfund of CS Investment Funds 5 - Class B USD
Purchases Sales- -
Fund 56
Fund manager Irene Beatrice PuettnerFund manager since 01.02.2008Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 150.42Inception 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
October 31, 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
-24.2
12.132.3
66.034.4
11.8
-24.0
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 -12.86 -12.25 -24.23 -23.15 18.40 143.19Benchmark -11.38 -11.34 -23.99 -21.02 26.26 166.66
Sectors in %Fund
Biotechnology 91.15Pharmaceuticals 5.34Life Sciences Tools & Services 3.13Cash/Cash Equivalents 0.38
Currencies in %
USD 88.30CHF 7.00DKK 4.62EUR 0.08GBP 0.01
Countries in %
USA 87.76Denmark 4.59Switzerland 3.92Cash/CashEquivalents 0.60Others 3.13
Significant Transactions
Number of holdings
Top 10 Holdings in %Celgene 7.95Biogen 7.06Regeneron Pharma. 6.29Amgen 6.18Gilead Sciences 6.13Alexion Pharma. 4.57Incyte 4.21Biomarin Pharmaceutical 4.03Vertex Pharma 3.52Seattle Genetics 3.26Total 53.20
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) 344.70
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 % 26.84 24.65Information ratio -0.51 -0.32Tracking Error (Ex post) 4.17 5.67Beta 1.05 1.07
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.
153
Risk profile (SRRI) 1)
1 2 3 4 5 6 7
a subfund of CS Investment Funds 5 - Class BH EUR
Purchases Sales- -
Fund 56
Fund manager Irene Beatrice PuettnerFund manager since 01.02.2008Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 150.42Inception 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
October 31, 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
-25.2
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 -13.01 -12.69 -25.18 -24.15 16.51 137.11
Sectors in %Fund
Biotechnology 91.15Pharmaceuticals 5.34Life Sciences Tools & Services 3.13Cash/Cash Equivalents 0.38
Currencies in %
USD 88.30CHF 7.00DKK 4.62EUR 0.08GBP 0.01
Countries in %
USA 87.76Denmark 4.59Switzerland 3.92Cash/CashEquivalents 0.60Others 3.13
Significant Transactions
Number of holdings
Top 10 Holdings in %Celgene 7.95Biogen 7.06Regeneron Pharma. 6.29Amgen 6.18Gilead Sciences 6.13Alexion Pharma. 4.57Incyte 4.21Biomarin Pharmaceutical 4.03Vertex Pharma 3.52Seattle Genetics 3.26Total 53.20
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) 229.12
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 % 26.87 24.62Information ratio - -Tracking Error (Ex post) - -Beta - -
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 IB USD
Purchases Sales- -
Fund 56
Fund manager Irene Beatrice PuettnerFund manager since 01.02.2008Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 150.42Inception 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
October 31, 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
-23.6
12.132.3
66.034.4
11.8
-24.0
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 -12.79 -12.02 -23.58 -22.36 22.08 155.57Benchmark -11.38 -11.34 -23.99 -21.02 26.26 166.66
Sectors in %Fund
Biotechnology 91.15Pharmaceuticals 5.34Life Sciences Tools & Services 3.13Cash/Cash Equivalents 0.38
Currencies in %
USD 88.30CHF 7.00DKK 4.62EUR 0.08GBP 0.01
Countries in %
USA 87.76Denmark 4.59Switzerland 3.92Cash/CashEquivalents 0.60Others 3.13
Significant Transactions
Number of holdings
Top 10 Holdings in %Celgene 7.95Biogen 7.06Regeneron Pharma. 6.29Amgen 6.18Gilead Sciences 6.13Alexion Pharma. 4.57Incyte 4.21Biomarin Pharmaceutical 4.03Vertex Pharma 3.52Seattle Genetics 3.26Total 53.20
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) 378.01
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 % 26.86 23.89Information ratio -0.27 -0.20Tracking Error (Ex post) 4.17 4.35Beta 1.05 1.05
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
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.) 1'557.58Inception 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 216
October 31, 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
7.0
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 -0.55 -0.01 7.81 7.99 21.90 -Benchmark -0.43 0.53 6.98 6.77 17.33 -
Credit Ratings in %
AA (Bucket) 0.00A (Bucket) 13.30BBB (Bucket) 53.40BB (Bucket) 22.60B (Bucket) 10.70
Maturities in years
0%5%
10%15%20%25%30%35%
0-1 1-3 3-5 5-7 7-10 10-15 >15
Sectors in %
Real estate 24.30Banks 18.10Insurance 10.10Investment Comp 9.20Diversified financials 7.90Engineering 5.40Telecommunications 3.50Metals and mining 3.30Oil, Gas &Consumable Fuels 2.90Others 15.30
Currencies in %USD 99.20CNY 0.70SGD 0.10
Countries in %
China 50.00Hong Kong 13.60Japan 5.50India 3.90Indonesia 3.20South Korea 2.60Singapore 2.30Thailand 1.10Philippines 0.80Others 17.00
Top 10 Holdings in %Position Maturity as % of
assetsHuarong Finance II 19.11.25 1.59Proven Honour Capital 06.05.26 1.42Jababeka 05.10.23 1.40Tuspark 24.11.18 1.33China Cinda Fin 23.04.25 1.31Sino-Ocean Land 04.02.20 1.27NWD MTN 30.11.22 1.19ICBCIL Finance 29.09.21 1.16Dai-Ichi Life Insurance 24.01.49 1.15PTT Exploration & Production 18.12.49 1.14Total 12.96
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)
108.75 125.98
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 % 3.66Average remaining term to maturity in years 5.51Modified duration in years 4.38
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 3.11 3.21Information ratio 0.63 0.78Tracking Error (Ex post) 1.81 1.63Maximum drawdown in % 4) -0.97 -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-
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
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.) 1'557.58Inception 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 216
October 31, 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
6.0
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 -0.73 -0.55 5.97 5.79 17.55 -Benchmark -0.62 -0.03 5.26 4.68 13.26 -
Credit Ratings in %
AA (Bucket) 0.00A (Bucket) 13.30BBB (Bucket) 53.40BB (Bucket) 22.60B (Bucket) 10.70
Maturities in years
0%5%
10%15%20%25%30%35%
0-1 1-3 3-5 5-7 7-10 10-15 >15
Countries in %
China 50.00Hong Kong 13.60Japan 5.50India 3.90Indonesia 3.20South Korea 2.60Singapore 2.30Thailand 1.10Philippines 0.80Others 17.00
Sectors in %
Real estate 24.30Banks 18.10Insurance 10.10Investment Comp 9.20Diversified financials 7.90Engineering 5.40Telecommunications 3.50Metals and mining 3.30Oil, Gas &Consumable Fuels 2.90Others 15.30
Currencies in %USD 99.20CNY 0.70SGD 0.10
Top 10 Holdings in %Position Maturity as % of
assetsHuarong Finance II 19.11.25 1.59Proven Honour Capital 06.05.26 1.42Jababeka 05.10.23 1.40Tuspark 24.11.18 1.33China Cinda Fin 23.04.25 1.31Sino-Ocean Land 04.02.20 1.27NWD MTN 30.11.22 1.19ICBCIL Finance 29.09.21 1.16Dai-Ichi Life Insurance 24.01.49 1.15PTT Exploration & Production 18.12.49 1.14Total 12.96
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) 120.47
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Duration and YieldFund
Gross portfolio yield in % 3.66Average remaining term to maturity in years 5.51Modified duration in years 4.38
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 3.10 3.27Information ratio 0.59 0.75Tracking Error (Ex post) 1.79 1.65Maximum drawdown in % 4) -1.38 -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-
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.
157
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.) 1'557.58Inception 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 216
October 31, 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
6.4
0.4
6.2
2.95.8
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 -0.65 -0.45 6.40 6.39 19.22 -Benchmark -0.59 0.11 5.81 5.45 15.38 -
Credit Ratings in %
AA (Bucket) 0.00A (Bucket) 13.30BBB (Bucket) 53.40BB (Bucket) 22.60B (Bucket) 10.70
Maturities in years
0%5%
10%15%20%25%30%35%
0-1 1-3 3-5 5-7 7-10 10-15 >15
Sectors in %
Real estate 24.30Banks 18.10Insurance 10.10Investment Comp 9.20Diversified financials 7.90Engineering 5.40Telecommunications 3.50Metals and mining 3.30Oil, Gas &Consumable Fuels 2.90Others 15.30
Currencies in %USD 99.20CNY 0.70SGD 0.10
Countries in %
China 50.00Hong Kong 13.60Japan 5.50India 3.90Indonesia 3.20South Korea 2.60Singapore 2.30Thailand 1.10Philippines 0.80Others 17.00
Top 10 Holdings in %Position Maturity as % of
assetsHuarong Finance II 19.11.25 1.59Proven Honour Capital 06.05.26 1.42Jababeka 05.10.23 1.40Tuspark 24.11.18 1.33China Cinda Fin 23.04.25 1.31Sino-Ocean Land 04.02.20 1.27NWD MTN 30.11.22 1.19ICBCIL Finance 29.09.21 1.16Dai-Ichi Life Insurance 24.01.49 1.15PTT Exploration & Production 18.12.49 1.14Total 12.96
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) 122.59
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Duration and YieldFund
Gross portfolio yield in % 3.66Average remaining term to maturity in years 5.51Modified duration in years 4.38
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 3.07 3.24Information ratio 0.51 0.66Tracking Error (Ex post) 1.75 1.65Maximum drawdown in % 4) -1.29 -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-
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
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.) 1'557.58Inception 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 216
October 31, 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
7.06.2
2.9
5.8
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 -0.59 -0.26 6.99 7.05 21.07 -Benchmark -0.59 0.11 5.81 5.45 15.38 -
Credit Ratings in %
AA (Bucket) 0.00A (Bucket) 13.30BBB (Bucket) 53.40BB (Bucket) 22.60B (Bucket) 10.70
Maturities in years
0%5%
10%15%20%25%30%35%
0-1 1-3 3-5 5-7 7-10 10-15 >15
Sectors in %
Real estate 24.30Banks 18.10Insurance 10.10Investment Comp 9.20Diversified financials 7.90Engineering 5.40Telecommunications 3.50Metals and mining 3.30Oil, Gas &Consumable Fuels 2.90Others 15.30
Currencies in %USD 99.20CNY 0.70SGD 0.10
Countries in %
China 50.00Hong Kong 13.60Japan 5.50India 3.90Indonesia 3.20South Korea 2.60Singapore 2.30Thailand 1.10Philippines 0.80Others 17.00
Top 10 Holdings in %Position Maturity as % of
assetsHuarong Finance II 19.11.25 1.59Proven Honour Capital 06.05.26 1.42Jababeka 05.10.23 1.40Tuspark 24.11.18 1.33China Cinda Fin 23.04.25 1.31Sino-Ocean Land 04.02.20 1.27NWD MTN 30.11.22 1.19ICBCIL Finance 29.09.21 1.16Dai-Ichi Life Insurance 24.01.49 1.15PTT Exploration & Production 18.12.49 1.14Total 12.96
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) 1'241.46
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Duration and YieldFund
Gross portfolio yield in % 3.66Average remaining term to maturity in years 5.51Modified duration in years 4.38
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 3.07 3.24Information ratio 0.87 0.99Tracking Error (Ex post) 1.74 1.63Maximum drawdown in % 4) -1.17 -2.224) 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.
159
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.) 1'557.58Inception date 25.09.2012Management fee in % p.a. 0.40TER (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 216
October 31, 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
130
-5%
0%
5%
10%
15%
20%
25%
30%
1.8
8.4
3.46.6
0.1
6.0
1.85.3
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 -0.65 -0.38 6.59 6.58 19.96 -Benchmark -0.62 -0.03 5.26 4.68 13.26 -
Credit Ratings in %
AA (Bucket) 0.00A (Bucket) 13.30BBB (Bucket) 53.40BB (Bucket) 22.60B (Bucket) 10.70
Maturities in years
0%5%
10%15%20%25%30%35%
0-1 1-3 3-5 5-7 7-10 10-15 >15
Sectors in %
Real estate 24.30Banks 18.10Insurance 10.10Investment Comp 9.20Diversified financials 7.90Engineering 5.40Telecommunications 3.50Metals and mining 3.30Oil, Gas &Consumable Fuels 2.90Others 15.30
Currencies in %USD 99.20CNY 0.70SGD 0.10
Countries in %
China 50.00Hong Kong 13.60Japan 5.50India 3.90Indonesia 3.20South Korea 2.60Singapore 2.30Thailand 1.10Philippines 0.80Others 17.00
Top 10 Holdings in %Position Maturity as % of
assetsHuarong Finance II 19.11.25 1.59Proven Honour Capital 06.05.26 1.42Jababeka 05.10.23 1.40Tuspark 24.11.18 1.33China Cinda Fin 23.04.25 1.31Sino-Ocean Land 04.02.20 1.27NWD MTN 30.11.22 1.19ICBCIL Finance 29.09.21 1.16Dai-Ichi Life Insurance 24.01.49 1.15PTT Exploration & Production 18.12.49 1.14Total 12.96
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) 124.16
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Duration and YieldFund
Gross portfolio yield in % 3.66Average remaining term to maturity in years 5.51Modified duration in years 4.38
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 3.08 3.29Information ratio 1.00 1.15Tracking Error (Ex post) 1.80 1.67Maximum drawdown in % 4) -1.26 -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-
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
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.) 1'557.58Inception date 25.09.2012Management fee in % p.a. 0.40TER (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 216
October 31, 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
4.17.1
0.4
6.22.9
5.8
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 -0.69 -0.30 7.06 7.21 21.75 -Benchmark -0.59 0.11 5.81 5.45 15.38 -
Credit Ratings in %
AA (Bucket) 0.00A (Bucket) 13.30BBB (Bucket) 53.40BB (Bucket) 22.60B (Bucket) 10.70
Maturities in years
0%5%
10%15%20%25%30%35%
0-1 1-3 3-5 5-7 7-10 10-15 >15
Sectors in %
Real estate 24.30Banks 18.10Insurance 10.10Investment Comp 9.20Diversified financials 7.90Engineering 5.40Telecommunications 3.50Metals and mining 3.30Oil, Gas &Consumable Fuels 2.90Others 15.30
Currencies in %USD 99.20CNY 0.70SGD 0.10
Countries in %
China 50.00Hong Kong 13.60Japan 5.50India 3.90Indonesia 3.20South Korea 2.60Singapore 2.30Thailand 1.10Philippines 0.80Others 17.00
Top 10 Holdings in %Position Maturity as % of
assetsHuarong Finance II 19.11.25 1.59Proven Honour Capital 06.05.26 1.42Jababeka 05.10.23 1.40Tuspark 24.11.18 1.33China Cinda Fin 23.04.25 1.31Sino-Ocean Land 04.02.20 1.27NWD MTN 30.11.22 1.19ICBCIL Finance 29.09.21 1.16Dai-Ichi Life Insurance 24.01.49 1.15PTT Exploration & Production 18.12.49 1.14Total 12.96
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) 126.24
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Duration and YieldFund
Gross portfolio yield in % 3.66Average remaining term to maturity in years 5.51Modified duration in years 4.38
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 3.13 3.26Information ratio 0.94 1.10Tracking Error (Ex post) 1.76 1.63Maximum drawdown in % 4) -1.24 -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-
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.
161
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.) 1'557.58Inception 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 18.10.2016Distribution value 0.95Redemptions DailyEU taxation In scope - tax
Fund 216
October 31, 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
7.3
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 -0.56 -0.02 8.00 8.44 23.22 -Benchmark -0.46 0.52 7.28 7.29 18.87 -
Credit Ratings in %
AA (Bucket) 0.00A (Bucket) 13.30BBB (Bucket) 53.40BB (Bucket) 22.60B (Bucket) 10.70
Maturities in years
0%5%
10%15%20%25%30%35%
0-1 1-3 3-5 5-7 7-10 10-15 >15
Sectors in %
Real estate 24.30Banks 18.10Insurance 10.10Investment Comp 9.20Diversified financials 7.90Engineering 5.40Telecommunications 3.50Metals and mining 3.30Oil, Gas &Consumable Fuels 2.90Others 15.30
Currencies in %USD 99.20CNY 0.70SGD 0.10
Countries in %
China 50.00Hong Kong 13.60Japan 5.50India 3.90Indonesia 3.20South Korea 2.60Singapore 2.30Thailand 1.10Philippines 0.80Others 17.00
Top 10 Holdings in %Position Maturity as % of
assetsHuarong Finance II 19.11.25 1.59Proven Honour Capital 06.05.26 1.42Jababeka 05.10.23 1.40Tuspark 24.11.18 1.33China Cinda Fin 23.04.25 1.31Sino-Ocean Land 04.02.20 1.27NWD MTN 30.11.22 1.19ICBCIL Finance 29.09.21 1.16Dai-Ichi Life Insurance 24.01.49 1.15PTT Exploration & Production 18.12.49 1.14Total 12.96
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) 109.82
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Duration and YieldFund
Gross portfolio yield in % 3.66Average remaining term to maturity in years 5.51Modified duration in years 4.38
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 3.13 3.20Information ratio 0.59 0.74Tracking Error (Ex post) 1.82 1.61Maximum drawdown in % 4) -1.00 -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-
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
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.) 22.50Inception 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 44
October 31, 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
10.1
CS (Lux) Asia Local Currency Bond Fund B USD Yearly or year-to-date performance respectively (Fund)JPM GBI Asia Pacific Diversified 1-10Y
Net performance in USD 2)
1 month 3 months YTD 1 year 3 years 5 yearsFund -2.02 -0.69 10.08 9.81 10.32 -Benchmark -1.58 -0.83 6.70 6.29 3.99 -
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 20.10AA (Bucket) 10.50A (Bucket) 17.00BBB (Bucket) 29.90BB (Bucket) 13.20B (Bucket) 9.30
Sectors in %
SovereignDebitors 40.30Real estate 23.90Supernationalorganisations 16.60Engineering 3.60Cantons, federalstates, provinces 2.80InvestmentComp 2.30Media 1.80Wholesale 1.80Cash/CashEquivalents 2.50Others 4.40
Countries in %
China 21.80Supranational 16.60Hong Kong 11.30Malaysia 10.50South Korea 8.10Indonesia 4.70Singapore 4.20Thailand 3.20Canada 2.80Others 16.80
Currencies in %INR 16.90AUD 16.70CNY 13.90KRW 13.60MYR 9.10IDR 7.90THB 7.60SGD 7.20NZD 5.30Others 1.80
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) 107.44
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Duration and YieldFund
Gross portfolio yield in % 4.89Average remaining term to maturity in years 9.39Modified duration in years 6.01
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 8.63 7.22Information ratio 2.12 1.04Tracking Error (Ex post) 1.54 1.88Maximum drawdown in % 4) -2.48 -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 9.11Korea 10.12.42 6.76Malaysia (Govt of) 28.09.18 5.50Malaysia 15.03.23 4.96Indonesia 15.05.28 3.56Ministry Fin. (Thailand) 29.06.44 3.21Times Property 16.07.17 2.84China Overseas Finance 29.10.43 2.81British Columbia 09.01.20 2.77Lai Sun Garment International 24.07.18 2.77Total 44.29
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.
163
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.) 22.50Inception 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 44
October 31, 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
-10%
-5%
0%
5%
10%
-5.1
4.0
-4.6
8.0
-5.6
3.0
-5.1
4.6
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 -2.18 -1.25 8.02 7.43 5.88 -Benchmark -1.80 -1.41 4.63 3.79 -0.23 -
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 20.10AA (Bucket) 10.50A (Bucket) 17.00BBB (Bucket) 29.90BB (Bucket) 13.20B (Bucket) 9.30
Sectors in %
SovereignDebitors 40.30Real estate 23.90Supernationalorganisations 16.60Engineering 3.60Cantons, federalstates, provinces 2.80InvestmentComp 2.30Media 1.80Wholesale 1.80Cash/CashEquivalents 2.50Others 4.40
Countries in %
China 21.80Supranational 16.60Hong Kong 11.30Malaysia 10.50South Korea 8.10Indonesia 4.70Singapore 4.20Thailand 3.20Canada 2.80Others 16.80
Currencies in %INR 16.90AUD 16.70CNY 13.90KRW 13.60MYR 9.10IDR 7.90THB 7.60SGD 7.20NZD 5.30Others 1.80
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) 102.35
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Duration and YieldFund
Gross portfolio yield in % 4.89Average remaining term to maturity in years 9.39Modified duration in years 6.01
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 8.52 7.15Information ratio 1.91 1.02Tracking Error (Ex post) 1.80 1.93Maximum drawdown in % 4) -2.80 -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 9.11Korea 10.12.42 6.76Malaysia (Govt of) 28.09.18 5.50Malaysia 15.03.23 4.96Indonesia 15.05.28 3.56Ministry Fin. (Thailand) 29.06.44 3.21Times Property 16.07.17 2.84China Overseas Finance 29.10.43 2.81British Columbia 09.01.20 2.77Lai Sun Garment International 24.07.18 2.77Total 44.29
Default Probability Weighted Average CreditRating = BBB-Linear Weighted Average Credit Rating = BBB+
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
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.) 22.50Inception 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 44
October 31, 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
-10%
-5%
0%
5%
10%
-5.0
4.2
-3.8
8.6
-5.4
3.3
-4.2
5.2
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 -2.13 -1.14 8.64 8.15 7.70 -Benchmark -1.77 -1.28 5.23 4.61 1.58 -
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 20.10AA (Bucket) 10.50A (Bucket) 17.00BBB (Bucket) 29.90BB (Bucket) 13.20B (Bucket) 9.30
Sectors in %
SovereignDebitors 40.30Real estate 23.90Supernationalorganisations 16.60Engineering 3.60Cantons, federalstates, provinces 2.80InvestmentComp 2.30Wholesale 1.80Media 1.80Cash/CashEquivalents 2.50Others 4.40
Countries in %
China 21.80Supranational 16.60Hong Kong 11.30Malaysia 10.50South Korea 8.10Indonesia 4.70Singapore 4.20Thailand 3.20Canada 2.80Others 16.80
Currencies in %INR 16.90AUD 16.70CNY 13.90KRW 13.60MYR 9.10IDR 7.90THB 7.60SGD 7.20NZD 5.30Others 1.80
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) 104.26
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Duration and YieldFund
Gross portfolio yield in % 4.89Average remaining term to maturity in years 9.39Modified duration in years 6.01
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 8.51 7.15Information ratio 1.85 0.99Tracking Error (Ex post) 1.80 1.96Maximum drawdown in % 4) -2.70 -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 9.11Korea 10.12.42 6.76Malaysia (Govt of) 28.09.18 5.50Malaysia 15.03.23 4.96Indonesia 15.05.28 3.56Ministry Fin. (Thailand) 29.06.44 3.21Times Property 16.07.17 2.84China Overseas Finance 29.10.43 2.81British Columbia 09.01.20 2.77Lai Sun Garment International 24.07.18 2.77Total 44.29
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.
165
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.) 22.50Inception 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 44
October 31, 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
-10%
-5%
0%
5%
10%
-4.5
4.7
-3.8
8.6
-5.6
3.0
-5.1
4.6
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 -2.14 -1.09 8.63 8.17 8.19 -Benchmark -1.80 -1.41 4.63 3.79 -0.23 -
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 20.10AA (Bucket) 10.50A (Bucket) 17.00BBB (Bucket) 29.90BB (Bucket) 13.20B (Bucket) 9.30
Sectors in %
SovereignDebitors 40.30Real estate 23.90Supernationalorganisations 16.60Engineering 3.60Cantons, federalstates, provinces 2.80InvestmentComp 2.30Media 1.80Wholesale 1.80Cash/CashEquivalents 2.50Others 4.40
Countries in %
China 21.80Supranational 16.60Hong Kong 11.30Malaysia 10.50South Korea 8.10Indonesia 4.70Singapore 4.20Thailand 3.20Canada 2.80Others 16.80
Currencies in %INR 16.90AUD 16.70CNY 13.90KRW 13.60MYR 9.10IDR 7.90THB 7.60SGD 7.20NZD 5.30Others 1.80
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) 105.43
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Duration and YieldFund
Gross portfolio yield in % 4.89Average remaining term to maturity in years 9.39Modified duration in years 6.01
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 8.52 7.17Information ratio 2.25 1.38Tracking Error (Ex post) 1.83 1.95Maximum drawdown in % 4) -2.70 -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 9.11Korea 10.12.42 6.76Malaysia (Govt of) 28.09.18 5.50Malaysia 15.03.23 4.96Indonesia 15.05.28 3.56Ministry Fin. (Thailand) 29.06.44 3.21Times Property 16.07.17 2.84China Overseas Finance 29.10.43 2.81British Columbia 09.01.20 2.77Lai Sun Garment International 24.07.18 2.77Total 44.29
Default Probability Weighted Average CreditRating = BBB-Linear Weighted Average Credit Rating = BBB+
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
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.) 22.50Inception 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 44
October 31, 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
9.2
-5.4
3.3
-4.2
5.2
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 -2.07 -0.93 9.23 8.87 9.91 -Benchmark -1.77 -1.28 5.23 4.61 1.58 -
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 20.10AA (Bucket) 10.50A (Bucket) 17.00BBB (Bucket) 29.90BB (Bucket) 13.20B (Bucket) 9.30
Sectors in %
SovereignDebitors 40.30Real estate 23.90Supernationalorganisations 16.60Engineering 3.60Cantons, federalstates, provinces 2.80InvestmentComp 2.30Media 1.80Wholesale 1.80Cash/CashEquivalents 2.50Others 4.40
Countries in %
China 21.80Supranational 16.60Hong Kong 11.30Malaysia 10.50South Korea 8.10Indonesia 4.70Singapore 4.20Thailand 3.20Canada 2.80Others 16.80
Currencies in %INR 16.90AUD 16.70CNY 13.90KRW 13.60MYR 9.10IDR 7.90THB 7.60SGD 7.20NZD 5.30Others 1.80
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) 107.27
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Duration and YieldFund
Gross portfolio yield in % 4.89Average remaining term to maturity in years 9.39Modified duration in years 6.01
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 8.53 7.15Information ratio 2.18 1.34Tracking Error (Ex post) 1.83 1.96Maximum drawdown in % 4) -2.59 -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 9.11Korea 10.12.42 6.76Malaysia (Govt of) 28.09.18 5.50Malaysia 15.03.23 4.96Indonesia 15.05.28 3.56Ministry Fin. (Thailand) 29.06.44 3.21Times Property 16.07.17 2.84China Overseas Finance 29.10.43 2.81British Columbia 09.01.20 2.77Lai Sun Garment International 24.07.18 2.77Total 44.29
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.
167
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.) 22.50Inception 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 18.10.2016Distribution value 0.73Redemptions DailyEU taxation In scope - tax
Fund 44
October 31, 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
10.1
-5.3
3.5
-2.8
6.7
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 -2.03 -0.72 10.14 10.12 11.00 -Benchmark -1.65 -0.87 6.67 6.47 4.65 -
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 20.10AA (Bucket) 10.50A (Bucket) 17.00BBB (Bucket) 29.90BB (Bucket) 13.20B (Bucket) 9.30
Sectors in %
SovereignDebitors 40.30Real estate 23.90Supernationalorganisations 16.60Engineering 3.60Cantons, federalstates, provinces 2.80InvestmentComp 2.30Wholesale 1.80Media 1.80Cash/CashEquivalents 2.50Others 4.40
Countries in %
China 21.80Supranational 16.60Hong Kong 11.30Malaysia 10.50South Korea 8.10Indonesia 4.70Singapore 4.20Thailand 3.20Canada 2.80Others 16.80
Currencies in %INR 16.90AUD 16.70CNY 13.90KRW 13.60MYR 9.10IDR 7.90THB 7.60SGD 7.20NZD 5.30Others 1.80
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) 95.39
3) For more details, please refer to the relevant chapter "NetAsset Value" of the Fund’s prospectus.
Duration and YieldFund
Gross portfolio yield in % 4.89Average remaining term to maturity in years 9.39Modified duration in years 6.01
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 8.67 7.23Information ratio 1.77 1.00Tracking Error (Ex post) 1.91 1.97Maximum drawdown in % 4) -2.50 -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 9.11Korea 10.12.42 6.76Malaysia (Govt of) 28.09.18 5.50Malaysia 15.03.23 4.96Indonesia 15.05.28 3.56Ministry Fin. (Thailand) 29.06.44 3.21Times Property 16.07.17 2.84China Overseas Finance 29.10.43 2.81British Columbia 09.01.20 2.77Lai Sun Garment International 24.07.18 2.77Total 44.29
Default Probability Weighted Average CreditRating = BBB-Linear Weighted Average Credit Rating = BBB+
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
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.) 574.32Inception 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
October 31, 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
8.0
-13.3
-1.1
-9.5-17.0
-24.7
8.3
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 -0.43 0.60 8.04 -2.84 -33.48 -45.97Benchmark -0.49 0.82 8.34 -2.62 -31.96 -42.92
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 13.90 13.06Information ratio -0.90 -1.14Tracking Error (Ex post) 0.84 0.96Beta 0.98 0.97
Commodity Sectors in %
Energy 34.99Agriculture 29.07Industrial Metals 16.89Precious Metals 15.45Livestock 3.59
Top collateral holdings in %Position Coupon % Maturity as % of
assetsUS Treasury 0.488 31.10.17 8.65US Treasury 0.592 31.01.18 7.00US Treasury 0.510 30.04.18 6.29US Treasury 0.397 31.07.17 6.11US Treasury 0.875 28.02.17 5.18US Treasury 0.494 31.07.18 4.54US Treasury 0.750 15.03.17 4.34US Treasury 0.394 30.04.17 4.01US Treasury 0.500 31.01.17 3.58US Treasury 3.250 31.03.17 3.54Total 53.24
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) 53.35
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.
169
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.) 574.32Inception 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
October 31, 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
8.9
-13.3
-1.1
-9.5-17.0
-24.7
8.3
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 -0.35 0.85 8.89 -1.90 -31.55 -43.30Benchmark -0.49 0.82 8.34 -2.62 -31.96 -42.92
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 13.90 13.06Information ratio 0.24 -0.14Tracking Error (Ex post) 0.83 0.96Beta 0.98 0.97
Commodity Sectors in %
Energy 34.99Agriculture 29.07Industrial Metals 16.89Precious Metals 15.45Livestock 3.59
Top collateral holdings in %Position Coupon % Maturity as % of
assetsUS Treasury 0.488 31.10.17 8.65US Treasury 0.592 31.01.18 7.00US Treasury 0.510 30.04.18 6.29US Treasury 0.397 31.07.17 6.11US Treasury 0.875 28.02.17 5.18US Treasury 0.494 31.07.18 4.54US Treasury 0.750 15.03.17 4.34US Treasury 0.394 30.04.17 4.01US Treasury 0.500 31.01.17 3.58US Treasury 3.250 31.03.17 3.54Total 53.24
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) 542.42
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
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.) 574.32Inception 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
October 31, 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
6.6
-13.7
-1.4
-9.8-17.2
-25.3
7.0
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 -0.54 0.20 6.60 -4.25 -35.19 -48.18Benchmark -0.62 0.40 7.03 -3.97 -33.48 -44.57
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 13.85 13.03Information ratio -1.07 -1.43Tracking Error (Ex post) 0.81 0.94Beta 0.98 0.97
Commodity Sectors in %
Energy 34.99Agriculture 29.07Industrial Metals 16.89Precious Metals 15.45Livestock 3.59
Top collateral holdings in %Position Coupon % Maturity as % of
assetsUS Treasury 0.488 31.10.17 8.65US Treasury 0.592 31.01.18 7.00US Treasury 0.510 30.04.18 6.29US Treasury 0.397 31.07.17 6.11US Treasury 0.875 28.02.17 5.18US Treasury 0.494 31.07.18 4.54US Treasury 0.750 15.03.17 4.34US Treasury 0.394 30.04.17 4.01US Treasury 0.500 31.01.17 3.58US Treasury 3.250 31.03.17 3.54Total 53.24
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) 44.39
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.
171
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.) 574.32Inception 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
October 31, 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
7.5
-13.7
-1.4
-9.8-17.2
-25.3
7.0
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 -0.45 0.46 7.50 -3.29 -33.22 -45.54Benchmark -0.62 0.40 7.03 -3.97 -33.48 -44.57
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 13.84 13.03Information ratio 0.16 -0.37Tracking Error (Ex post) 0.82 0.95Beta 0.98 0.97
Commodity Sectors in %
Energy 34.99Agriculture 29.07Industrial Metals 16.89Precious Metals 15.45Livestock 3.59
Top collateral holdings in %Position Coupon % Maturity as % of
assetsUS Treasury 0.488 31.10.17 8.65US Treasury 0.592 31.01.18 7.00US Treasury 0.510 30.04.18 6.29US Treasury 0.397 31.07.17 6.11US Treasury 0.875 28.02.17 5.18US Treasury 0.494 31.07.18 4.54US Treasury 0.750 15.03.17 4.34US Treasury 0.394 30.04.17 4.01US Treasury 0.500 31.01.17 3.58US Treasury 3.250 31.03.17 3.54Total 53.24
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) 469.44
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 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.) 157.75Inception 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 55
October 31, 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 -0.3
1.2
0.6
0.1 0.2
0.0-0.3
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 -0.02 -0.10 -0.28 -0.32 -0.50 0.13Benchmark -0.03 -0.09 -0.26 -0.29 -0.14 0.75
Maturities in months
0%5%
10%15%20%25%30%35%40%45%50%
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+ 20.39A-1 44.75A-2 11.17AAA (Bucket) 3.96AA (Bucket) 1.77A (Bucket) 15.08BBB (Bucket) 2.88
Top 10 Holdings in %Position Maturity as % of
assetsCaisse Des Depots etConsignations
03.02.17 4.20
Agence Centrale 27.02.17 4.19FMS Wertmanagement 18.04.17 3.50UBS London 04.09.17 2.80Danske Bank A/S LondonBranch
16.05.17 2.80
Landesbank Hessen 12.06.17 2.80SEB 19.05.17 2.80DZ Privatbank 06.02.17 2.80Abbey National Treasury 04.05.17 2.80CS London 30.03.17 2.80Total 31.47
Duration and YieldFund
Gross portfolio yield in % -0.24Weighted Average Life (in days) 134-Weighted Average Maturity (in days) 131-
Asset Allocation in %Commercial Paper 70.35Bonds with short maturity 19.75Floating-rate Notes (FRN)/(FRMTN) 3.94Cash/Cash Equivalents 5.96Total 100.00
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 0.06 0.13Information ratio -2.71 -1.68Tracking Error (Ex post) 0.04 0.07Maximum drawdown in % 4) -0.51 -0.574) 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) 100.17
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.
173
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.) 157.75Inception 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 55
October 31, 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 -0.3
1.2
0.6
0.1 0.2
0.0-0.3
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 -0.02 -0.10 -0.26 -0.29 -0.40 0.33Benchmark -0.03 -0.09 -0.26 -0.29 -0.14 0.75
Maturities in months
0%5%
10%15%20%25%30%35%40%45%50%
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+ 20.39A-1 44.75A-2 11.17AAA (Bucket) 3.96AA (Bucket) 1.77A (Bucket) 15.08BBB (Bucket) 2.88
Top 10 Holdings in %Position Maturity as % of
assetsCaisse Des Depots etConsignations
03.02.17 4.20
Agence Centrale 27.02.17 4.19FMS Wertmanagement 18.04.17 3.50UBS London 04.09.17 2.80Danske Bank A/S LondonBranch
16.05.17 2.80
Landesbank Hessen 12.06.17 2.80SEB 19.05.17 2.80DZ Privatbank 06.02.17 2.80Abbey National Treasury 04.05.17 2.80CS London 30.03.17 2.80Total 31.47
Duration and YieldFund
Gross portfolio yield in % -0.24Weighted Average Life (in days) 134-Weighted Average Maturity (in days) 131-
Asset Allocation in %Commercial Paper 70.35Bonds with short maturity 19.75Floating-rate Notes (FRN)/(FRMTN) 3.94Cash/Cash Equivalents 5.96Total 100.00
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 0.06 0.13Information ratio -2.02 -1.16Tracking Error (Ex post) 0.04 0.07Maximum drawdown in % 4) -0.45 -0.454) 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) 1'003.65
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+
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 B CHF
Fund 66
Fund manager Marco BarrecaFund manager since 01.07.2015Location ZurichFund domicile LuxembourgFund currency CHFClose of financial year 31. MarchTotal net assets (in mil.) 444.89Inception 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
October 31, 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 -0.8
0.2
0.0 -0.1 -0.1
-0.9-0.8
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 -0.77 -0.92 -1.60 -1.65Benchmark -0.08 -0.24 -0.76 -0.91 -1.81 -1.94
Maturities in months
0%5%
10%15%20%25%30%35%
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 46.70A 19.36A-1+ 1.35A-1 13.75AA (Bucket) 14.66BBB (Bucket) 4.18
Duration and YieldFund
Gross portfolio yield in % -0.65Weighted Average Life (in days) 109Weighted Average Maturity (in days) 108
Top 10 Holdings in %Position Maturity as % of
assetsSwiss Confederation 24.11.16 4.50Swiss Confederation 06.07.17 3.40SWISS CONF T BILL S3.8192 16-151216
15.12.16 3.38
Bank of America 23.12.16 3.05LGT Finance Limited 08.12.16 3.01CFF 15.11.16 3.00Czech Republic 23.11.16 2.99Rabobank 11.10.17 2.85Canadian Imperial Bk 30.06.17 2.76Kommunalbanken 09.05.17 2.71Total 31.65
Asset Allocation in %Bonds with short maturity 82.42Cash & Time Deposits 8.35Commercial Paper 7.43Floating-rate Notes (FRN) 1.80Total 100.00
Fund statistics 2)
3 years 5 yearsAnnualised volatility in % 0.16 0.18Information ratio 0.81 0.45Tracking Error (Ex post) 0.09 0.13Maximum drawdown in % 4) -1.62 -1.654) 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) 702.85
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-
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 B USD
Fund 70
Fund manager Lukas HaasFund manager since 01.07.2015Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 102.63Inception date 16.08.2011Management fee in % p.a. 0.40TER (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
October 31, 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
0.40.3 0.4 0.3 0.2 0.4
0.6
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 0.05 0.14 0.45 0.45 0.49 0.91Benchmark 0.07 0.20 0.64 0.74 1.28 2.04
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
USD 90.11 100.00CHF 9.89 0.00
Credit Ratings in %
A-1+ 13.08A-1 47.16A-2 13.58AAA (Bucket) 8.86AA (Bucket) 4.69A (Bucket) 8.44BBB (Bucket) 4.19
Top 10 Holdings in %Position Maturity as % of
assetsAgence Centrale 18.01.17 4.03KDB 04.11.16 3.04BMW US Capital 02.12.16 3.03Bayerische Landesbank 05.12.16 3.03Volkswagen Intl. Finance 30.11.16 3.03BFCM CP 05.04.17 3.01DZ Privatbank 11.04.17 3.01CDC CP 16.06.17 2.51Hyundai Cap 08.06.17 2.08Instituto Credito 30.11.16 2.02Total 28.79
Duration and YieldFund
Gross portfolio yield in % 1.08Weighted Average Life (in days) 112Weighted Average Maturity (in days) 108
Asset Allocation in %Commercial Paper 70.20Bonds with short maturity 18.75Floating-rate Notes (FRN)/(FRMTN) 7.43Cash/Cash Equivalents 3.62Total 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) 100.86
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 % 0.08 0.09Information ratio -5.35 -2.82Tracking Error (Ex post) 0.05 0.08Maximum drawdown in % 4) -0.03 -0.094) Maximum drawdown is the most negative cumulative returnover a given time period.
Default Probability Weighted Average CreditRating = ALinear Weighted Average Credit Rating = A+
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 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.) 17.30Inception 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
October 31, 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
2.1
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 -0.42 -0.43 2.15 1.39 8.04 -Benchmark -0.03 -0.08 -0.22 -0.24 0.22 -
Asset allocation in %Cash/Cash Equivalents Bonds Equity Alt. Inv. Total
Switzerland 0.56 - - - 0.56Euroland 6.86 44.40 5.03 - 56.29USA 0.21 6.93 5.54 - 12.68Global - 7.58 - 12.49 20.07Emerging Markets - 5.30 3.30 - 8.60Japan 1.80 - - - 1.80Total 9.43 64.21 13.87 12.49 100.00
Allocation currencies in %
EUR 73.11USD 17.58JPY 3.09AUD 2.03CAD 1.60CHF 0.56Others 2.03
Allocation asset classes in %
Bonds 64.21Equity 13.87Alternatives 12.49Cash/CashEquivalents 9.43
Top 10 Holdings in %Position as % of
assetsVanguard EUR Government Bond Fund 7.86SPDR S&P 500 ETF 5.54CS Multi Strategy Fund 4.28AXA US Short Duration High Yield Fund 3.92Italy BTP 3.03db x-trackers II-IBOXX Gl. Inf.-Link.TRIHedg. ETF
3.00
Credit Suisse Commodity Allocation Fund 2.95Source Physical Gold Etc 2.94Nordea European High Yield Fund 2.91CS Global Inflation Linked Bond Fund 2.50Total 38.93
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) 100.78
Asset allocation in %Straight bonds 66.16High Yield Bonds 13.78Inflation Linked Bonds 8.57Emerging Market Bonds 8.25Convertibles 3.24
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 3.22 3.60Information ratio 0.43 0.69Tracking Error (Ex post) 3.23 3.60Maximum drawdown in % 3) -2.97 -5.093) Maximum drawdown is the most negative cumulative returnover a given time period.
DurationModified duration in years 5.47
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 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.) 17.30Inception 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
October 31, 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
2.7
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 -0.36 -0.25 2.74 2.11 10.35 -Benchmark -0.03 -0.08 -0.22 -0.24 0.22 -
Asset allocation in %Cash/Cash Equivalents Bonds Equity Alt. Inv. Total
Switzerland 0.56 - - - 0.56Euroland 6.86 44.40 5.03 - 56.29USA 0.21 6.93 5.54 - 12.68Global - 7.58 - 12.49 20.07Emerging Markets - 5.30 3.30 - 8.60Japan 1.80 - - - 1.80Total 9.43 64.21 13.87 12.49 100.00
Allocation currencies in %
EUR 73.11USD 17.58JPY 3.09AUD 2.03CAD 1.60CHF 0.56Others 2.03
Allocation asset classes in %
Bonds 64.21Equity 13.87Alternatives 12.49Cash/CashEquivalents 9.43
Top 10 Holdings in %Position as % of
assetsVanguard EUR Government Bond Fund 7.86SPDR S&P 500 ETF 5.54CS Multi Strategy Fund 4.28AXA US Short Duration High Yield Fund 3.92Italy BTP 3.03db x-trackers II-IBOXX Gl. Inf.-Link.TRIHedg. ETF
3.00
Credit Suisse Commodity Allocation Fund 2.95Source Physical Gold Etc 2.94Nordea European High Yield Fund 2.91CS Global Inflation Linked Bond Fund 2.50Total 38.93
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) 978.20
Asset allocation in %Straight bonds 66.16High Yield Bonds 13.78Inflation Linked Bonds 8.57Emerging Market Bonds 8.25Convertibles 3.24
Fund statistics 2)
1 year 3 yearsAnnualized volatility in % 3.22 3.60Information ratio 0.65 0.89Tracking Error (Ex post) 3.23 3.60Maximum drawdown in % 3) -2.80 -4.763) Maximum drawdown is the most negative cumulative returnover a given time period.
DurationModified duration in years 5.47
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.
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.) 122.06Inception 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
September 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
-5.8
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 0.61 0.74 -5.76 -3.42 4.43 23.49
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 0.75 -0.61 0.61 - - - -5.762015 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 75.80Corporate 15.70Event Driven 5.70Cash/Cash Equivalents 2.80
Portfolio allocation and performance attribution
# ofManagers
StrategyAllocation
Est. Ret.MTD
Est. Ret.YTD
StrategyAttribution
MTD 0)
Long/Short Equity 12 75.80% 0.85% -5.62% 65.00%Corporate 4 15.70% 0.90% -0.42% 14.00%Event Driven 1 5.70% -0.60% 0.15% -3.00%Cash/Cash Equivalents - 2.80% 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) 2'067.41
Contact information
E-Mail [email protected]
Number of holdings
Top HoldingsAgora Fund Ltd 9.10GAM Talentum Enhanced Fd. Ltd 8.17Marshall Wace Global Opp 8.04Capeview Azri Fund Ltd 7.26Lansdowne Developed Markets 7.09Total 39.66
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.
179
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.) 122.06Inception 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
September 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
-7.1
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 0.42 0.11 -7.13 -4.95 1.07 17.32
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 0.51 -0.82 0.42 - - - -7.132015 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 75.80Corporate 15.70Event Driven 5.70Cash/Cash Equivalents 2.80
Portfolio allocation and performance attribution
# ofManagers
StrategyAllocation
Est. Ret.MTD
Est. Ret.YTD
StrategyAttribution
MTD 0)
Long/Short Equity 12 75.80% 0.85% -5.62% 65.00%Corporate 4 15.70% 0.90% -0.42% 14.00%Event Driven 1 5.70% -0.60% 0.15% -3.00%Cash/Cash Equivalents - 2.80% 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) 898.74
Contact information
E-Mail [email protected]
Number of holdings
Top HoldingsAgora Fund Ltd 9.10GAM Talentum Enhanced Fd. Ltd 8.17Marshall Wace Global Opp 8.04Capeview Azri Fund Ltd 7.26Lansdowne Developed Markets 7.09Total 39.66
180
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 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.) 122.06Inception 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
September 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
-6.7
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 0.46 0.30 -6.72 -4.37 2.82 20.38
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 0.62 -0.77 0.46 - - - -6.722015 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 75.80Corporate 15.70Event Driven 5.70Cash/Cash Equivalents 2.80
Portfolio allocation and performance attribution
# ofManagers
StrategyAllocation
Est. Ret.MTD
Est. Ret.YTD
StrategyAttribution
MTD 0)
Long/Short Equity 12 75.80% 0.85% -5.62% 65.00%Corporate 4 15.70% 0.90% -0.42% 14.00%Event Driven 1 5.70% -0.60% 0.15% -3.00%Cash/Cash Equivalents - 2.80% 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) 1'064.35
Contact information
E-Mail [email protected]
Number of holdings
Top HoldingsAgora Fund Ltd 9.10GAM Talentum Enhanced Fd. Ltd 8.17Marshall Wace Global Opp 8.04Capeview Azri Fund Ltd 7.26Lansdowne Developed Markets 7.09Total 39.66
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.
181
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.) 33.67Inception 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 24
September 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
-3.2
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 0.18 0.03 -3.24 -2.80 0.25 7.54
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 0.23 -0.37 0.18 - - - -3.242015 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 26.40Corporate 19.10Global Macro 18.80Fixed Income 10.60Event Driven 10.20CTA 10.00Commodities 3.00Cash/Cash Equivalents 1.90
Portfolio allocation and performance attribution
# ofManagers
StrategyAllocation
Est. Ret.MTD
Est. Ret.YTD
StrategyAttribution
MTD 0)
Long/Short Equity 7 26.40% 0.79% -1.99% 21.00%Corporate 4 19.10% 1.81% -1.15% 34.00%Global Macro 4 18.80% -0.33% -3.85% -6.00%Fixed Income 3 10.60% 0.66% 5.13% 7.00%Event Driven 3 10.20% -2.05% -9.72% -21.00%CTA 2 10.00% 0.33% -0.09% 3.00%Commodities 1 3.00% -1.41% 1.36% -4.00%Cash/Cash Equivalents - 1.90% N/A N/A N/ATotal 24 100.00%
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) 1'332.94
Contact information
E-Mail [email protected]
Number of holdings
Top HoldingsDB Platinum IV Clinton 7.37Stone Milliner Macro 7.14Man Ahl Evolution 6.79The Segantii Asia Pacific EQ 6.49Marshall Wace Liquid Alpha Fund 6.24Total 34.03
182
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 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.) 33.67Inception 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 24
September 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
-2.9
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 0.22 0.16 -2.87 -2.33 1.79 10.40
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 0.27 -0.33 0.22 - - - -2.872015 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 26.40Corporate 19.10Global Macro 18.80Fixed Income 10.60Event Driven 10.20CTA 10.00Commodities 3.00Cash/Cash Equivalents 1.90
Portfolio allocation and performance attribution
# ofManagers
StrategyAllocation
Est. Ret.MTD
Est. Ret.YTD
StrategyAttribution
MTD 0)
Long/Short Equity 7 26.40% 0.79% -1.99% 21.00%Corporate 4 19.10% 1.81% -1.15% 34.00%Global Macro 4 18.80% -0.33% -3.85% -6.00%Fixed Income 3 10.60% 0.66% 5.13% 7.00%Event Driven 3 10.20% -2.05% -9.72% -21.00%CTA 2 10.00% 0.33% -0.09% 3.00%Commodities 1 3.00% -1.41% 1.36% -4.00%Cash/Cash Equivalents - 1.90% N/A N/A N/ATotal 24 100.00%
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) 1'329.65
Contact information
E-Mail [email protected]
Number of holdings
Top HoldingsDB Platinum IV Clinton 7.37Stone Milliner Macro 7.14Man Ahl Evolution 6.79The Segantii Asia Pacific EQ 6.49Marshall Wace Liquid Alpha Fund 6.24Total 34.03
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.
183
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.) 33.67Inception 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 24
September 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
-4.7
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 0.00 -0.59 -4.69 -4.70 -3.25 2.24
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 -0.01 -0.57 0.00 - - - -4.692015 -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 26.40Corporate 19.10Global Macro 18.80Fixed Income 10.60Event Driven 10.20CTA 10.00Commodities 3.00Cash/Cash Equivalents 1.90
Portfolio allocation and performance attribution
# ofManagers
StrategyAllocation
Est. Ret.MTD
Est. Ret.YTD
StrategyAttribution
MTD 0)
Long/Short Equity 7 26.40% 0.79% -1.99% 21.00%Corporate 4 19.10% 1.81% -1.15% 34.00%Global Macro 4 18.80% -0.33% -3.85% -6.00%Fixed Income 3 10.60% 0.66% 5.13% 7.00%Event Driven 3 10.20% -2.05% -9.72% -21.00%CTA 2 10.00% 0.33% -0.09% 3.00%Commodities 1 3.00% -1.41% 1.36% -4.00%Cash/Cash Equivalents - 1.90% N/A N/A N/ATotal 24 100.00%
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) 1'055.51
Contact information
E-Mail [email protected]
Number of holdings
Top HoldingsDB Platinum IV Clinton 7.37Stone Milliner Macro 7.14Man Ahl Evolution 6.79The Segantii Asia Pacific EQ 6.49Marshall Wace Liquid Alpha Fund 6.24Total 34.03
184
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 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.) 33.67Inception 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 24
September 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
-4.2
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 0.04 -0.41 -4.24 -3.96 -1.43 4.35
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 0.09 -0.54 0.04 - - - -4.242015 -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 26.40Corporate 19.10Global Macro 18.80Fixed Income 10.60Event Driven 10.20CTA 10.00Commodities 3.00Cash/Cash Equivalents 1.90
Portfolio allocation and performance attribution
# ofManagers
StrategyAllocation
Est. Ret.MTD
Est. Ret.YTD
StrategyAttribution
MTD 0)
Long/Short Equity 7 26.40% 0.79% -1.99% 21.00%Corporate 4 19.10% 1.81% -1.15% 34.00%Global Macro 4 18.80% -0.33% -3.85% -6.00%Fixed Income 3 10.60% 0.66% 5.13% 7.00%Event Driven 3 10.20% -2.05% -9.72% -21.00%CTA 2 10.00% 0.33% -0.09% 3.00%Commodities 1 3.00% -1.41% 1.36% -4.00%Cash/Cash Equivalents - 1.90% N/A N/A N/ATotal 24 100.00%
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) 1'182.90
Contact information
E-Mail [email protected]
Number of holdings
Top HoldingsDB Platinum IV Clinton 7.37Stone Milliner Macro 7.14Man Ahl Evolution 6.79The Segantii Asia Pacific EQ 6.49Marshall Wace Liquid Alpha Fund 6.24Total 34.03
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.
185
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.) 33.67Inception 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 24
September 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
-3.8
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 0.08 -0.21 -3.76 -3.32 -0.10 7.02
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 0.16 -0.45 0.08 - - - -3.762015 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 26.40Corporate 19.10Global Macro 18.80Fixed Income 10.60Event Driven 10.20CTA 10.00Commodities 3.00Cash/Cash Equivalents 1.90
Portfolio allocation and performance attribution
# ofManagers
StrategyAllocation
Est. Ret.MTD
Est. Ret.YTD
StrategyAttribution
MTD 0)
Long/Short Equity 7 26.40% 0.79% -1.99% 21.00%Corporate 4 19.10% 1.81% -1.15% 34.00%Global Macro 4 18.80% -0.33% -3.85% -6.00%Fixed Income 3 10.60% 0.66% 5.13% 7.00%Event Driven 3 10.20% -2.05% -9.72% -21.00%CTA 2 10.00% 0.33% -0.09% 3.00%Commodities 1 3.00% -1.41% 1.36% -4.00%Cash/Cash Equivalents - 1.90% N/A N/A N/ATotal 24 100.00%
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) 1'132.39
Contact information
E-Mail [email protected]
Number of holdings
Top HoldingsDB Platinum IV Clinton 7.37Stone Milliner Macro 7.14Man Ahl Evolution 6.79The Segantii Asia Pacific EQ 6.49Marshall Wace Liquid Alpha Fund 6.24Total 34.03
186
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.
187
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
188
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
189
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Factsheet Explained
Basic InformationCredit Suisse logo
Fund name and unit classFull legal name of Fund which has been detailed on the Factsheet.
Factsheet month and distribution channelDate for which the Factsheet has been issued followed by the distributionchannel.
Investment policyA short description of the Fund’s investment aim, primary asset class andkey markets in which it invests.
Fund factsCore information about a Fund. Where appropriate, details are separatedout into share class specific information.
Performance graphThe Performance graph plots the monthly movement for a Fund andBenchmark, rebased to 100, and displays the Annual Return for each ofthe last five calendar years, in the Fund base currency.
Performance tableTable displaying the net Total Return of a Fund and Benchmark, overvarious time horizons, ranging from one month through to five years andsince inception, to Factsheet month end, in the Fund base currency.
Disclaimer/footnotesLegal text relevant for each Jurisdiction responsible for distributing therespective Factsheets.
Breakdowns (Fixed Income Funds)Maturities in %Bar chart depicting the percentage breakdown of Maturities in a Fund’sportfolio, in terms of designated time bands, as at the last trading pointrelevant to the Factsheet month end.
Credit ratings in %Pie Chart depicting the shares of each rating category in a fixed incomeportfolio.
Currencies in %Table depicting the percentage breakdown of a Fund’s currency splitbefore versus after currency hedging.
Number of holdingsTable lists the number of holdings in a Fund’s and it's Benchmark'sportfolio.
Asset allocation in %Table depicting the percentage breakdown of a Fund’s portfolio holdingsby asset class, as at the last trading point relevant to the Factsheet monthend.
Duration and yieldTable depicting key statistics with respect to fixed income characteristicsin the Fund’s portfolio.
Fund statisticsThis section covers major statistics, to describe a fund’s behaviour withrespect to its Market Index.
Top 10 holdings in %Table listing the largest Holdings, by percentage value in the portfolio ofa Fund as at the last trading point relevant to the Factsheet month end.Table includes information on Coupons and Maturities.
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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.
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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
194
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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booklet issuerId channelId languageId perDateFund Factbook9926 9913 18 20161031