fund factbook swiss market data as at may 2012 - credit · pdf filefund factbook swiss market...

booklet issuerId channelId languageId perDateFund Factbook9926 9913 18 20120531

Fund FactbookSwiss MarketData as at May 2012

OverviewContents 3

Fund Performance 6

Credit Suisse Bond FundCredit Suisse Bond Fund (CH) Convert International A CHF 16

Credit Suisse Bond Fund (CH) Convert International A USD 17

Credit Suisse Bond Fund (CH) Dynamic International 18

Credit Suisse Bond Fund (CH) Dynamic Sfr 19

Credit Suisse Bond Fund (CH) Government Bond CHF B 20

Credit Suisse Bond Fund (Lux) Brazil B 21

Credit Suisse Bond Fund (Lux) High Yield US$ B 22

Credit Suisse Bond Fund (Lux) High Yield US$ I 23

Credit Suisse Bond Fund (Lux) High Yield US$ R EUR 24

Credit Suisse Bond Fund (Lux) Inflation Linked (Euro) B 25

Credit Suisse Bond Fund (Lux) Inflation Linked (Euro) I 26

Credit Suisse Bond Fund (Lux) Inflation Linked (Sfr) B 27

Credit Suisse Bond Fund (Lux) Inflation Linked (US$) B 28

Credit Suisse Bond Fund (Lux) Sfr B 29

Credit Suisse Bond Fund (Lux) Short-Term Sfr B 30

Credit Suisse Bond Fund (Lux) TOPS (Euro) B 31

Credit Suisse Bond Fund (Lux) TOPS (Sfr) B 32

Credit Suisse Bond Fund (Lux) TOPS (US$) B 33

Credit Suisse Commodity FundCredit Suisse Commodity Fund Plus (CH) Sfr B 34

Credit Suisse Commodity Fund Plus (CH) US$ B 35

Credit Suisse Commodity Fund Plus (CH) US$ I 36

Credit Suisse Equity FundCredit Suisse Equity Fund (CH) Small & Mid Cap Switzerland 37

Credit Suisse Equity Fund (CH) Swiss Blue Chips 38

Credit Suisse Equity Fund (CH) Swissac B 39

Credit Suisse Equity Fund (Lux) Brazil B 40

Credit Suisse Equity Fund (Lux) European Property B 41

Credit Suisse Equity Fund (Lux) European Property I 42

Credit Suisse Equity Fund (Lux) Global Prestige B 43

Credit Suisse Equity Fund (Lux) Global Prestige R USD 44

Credit Suisse Equity Fund (Lux) Global Security B 45

Credit Suisse Equity Fund (Lux) Global Security R CHF 46

Credit Suisse Equity Fund (Lux) Global Security R EUR 47

Credit Suisse Equity Fund (Lux) Global Value B 48

Credit Suisse Equity Fund (Lux) Global Value I 49

Credit Suisse Equity Fund (Lux) Global Value R CHF 50

Credit Suisse Equity Fund (Lux) Global Value R CZK 51

Credit Suisse Equity Fund (Lux) Global Value R USD 52

Credit Suisse Equity Fund (Lux) Italy B 53

Credit Suisse Equity Fund (Lux) Italy I 54

Credit Suisse Equity Fund (Lux) Small and Mid Cap Europe B 55

Credit Suisse Equity Fund (Lux) Small and Mid Cap Germany B 56

Credit Suisse Equity Fund (Lux) Small and Mid Cap Germany I 57

Credit Suisse Equity Fund (Lux) USA B 58

Credit Suisse Equity Fund (Lux) USA I 59

Credit Suisse Equity Fund (Lux) USA R EUR 60

Credit Suisse Equity Fund (Lux) USA Value B 61

Credit Suisse Equity Fund (Lux) USA Value I 62

Credit Suisse Equity Fund (Lux) USA Value R EUR 63

Credit Suisse FundCredit Suisse Fund (Lux) Bond Medium Maturity USD B 64

Credit Suisse Fund (Lux) Bond Short Maturity EUR B 65

Credit Suisse Fund (Lux) Bond Short Maturity USD B 66

Credit Suisse Fund (Lux) Bond USD B 67

Credit Suisse Fund (Lux) Commodity Index Plus (Sfr) B 68

Credit Suisse Fund (Lux) Commodity Index Plus (Sfr) I 69

Credit Suisse Fund (Lux) Commodity Index Plus (US$) B 70

Credit Suisse Fund (Lux) Commodity Index Plus (US$) I 71

Credit Suisse Fund (Lux) Fixed Income Cycle Invest B 72

Credit Suisse Fund (Lux) Fixed Income Cycle Invest I 73

Credit Suisse Fund (Lux) Fixed Income Cycle Invest R CHF 74

Credit Suisse Fund (Lux) Fixed Income Cycle Invest R USD 75

Credit Suisse Fund (Lux) Global Responsible Equities B 76

Credit Suisse Fund (Lux) Global Responsible Equities I 77

Credit Suisse Fund (Lux) Money Market EUR B 78

Credit Suisse Fund (Lux) Money Market EUR I 79

Credit Suisse Fund (Lux) Money Market Sfr B 80

Credit Suisse Fund (Lux) Money Market USD B 81

Credit Suisse Fund (Lux) Relative Return Engineered (Euro) B 82

Credit Suisse Fund (Lux) Relative Return Engineered (Euro) I 83

Credit Suisse Fund (Lux) Relative Return Engineered (Sfr) B 84

Credit Suisse Fund (Lux) Relative Return Engineered (US$) B 85

Credit Suisse Fund (Lux) SBI Foreign Corporate CHF B 86

Credit Suisse Fund (Lux) SBI Foreign Government 1-5 CHF B 87

Credit Suisse Fund (Lux) SBI Foreign Government 5+ CHF B 88

Credit Suisse Fund (Lux) Total Return Engineered (Euro) B 89

Credit Suisse Fund (Lux) Target Volatility (Euro) B 90

Credit Suisse Fund (Lux) Target Volatility (Euro) I 91

Credit Suisse MACSCredit Suisse MACS Absolut P 92

Credit Suisse MACS Classic 20 B 93

Credit Suisse MACS Classic 40 B 94

Credit Suisse MACS Classic 60 P 95

Credit Suisse MACS Dynamic B 96

Credit Suisse MACS Funds 20 P 97



Credit Suisse MACS Global Equity P 100

Credit Suisse Portfolio FundCredit Suisse Portfolio Fund (CH) Privilege 101

Credit Suisse Portfolio Fund (Lux) Balanced (Euro) B 102

Credit Suisse Portfolio Fund (Lux) Balanced (Sfr) B 103

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Credit Suisse Portfolio Fund (Lux) Balanced (US$) B 104

Credit Suisse Portfolio Fund (Lux) Growth (Euro) B 105

Credit Suisse Portfolio Fund (Lux) Growth (Sfr) B 106

Credit Suisse Portfolio Fund (Lux) Growth (US$) B 107

Credit Suisse Portfolio Fund (Lux) Income (Euro) B 108

Credit Suisse Portfolio Fund (Lux) Income (Sfr) B 109

Credit Suisse Portfolio Fund (Lux) Income (US$) B 110

Credit Suisse Portfolio Fund (Lux) Reddito (Euro) B 111

Credit Suisse PremiumCredit Suisse Premium (CH) Bond (£) 112

Credit Suisse Premium (CH) Bond (Euro) 113

Credit Suisse Premium (CH) Bond (Sfr) 114

Credit Suisse Premium (CH) Bond (US$) 115

Credit Suisse Premium (CH) Short Maturity (Euro) 116

Credit Suisse Prime Select TrustCredit Suisse Prime Select Trust (Lux) Global Equities Long/Short B 117

Credit Suisse Prime Select Trust (Lux) Global Equities Long/Short R CHF 118

Credit Suisse Prime Select Trust (Lux) Global Equities Long/Short R EUR 119

Credit Suisse Prime Select Trust (Lux) Multi Strategy 120

Credit Suisse Prime Select Trust (Lux) Multi Strategy I 121

Credit Suisse Prime Select Trust (Lux) Multi Strategy R CHF 122

Credit Suisse Prime Select Trust (Lux) Multi Strategy R EUR 123

Credit Suisse Prime Select Trust (Lux) Multi Strategy R GBP 124

Credit Suisse Real Estate FundCredit Suisse 1a Immo PK 125

CS PortfolioReal A 126

Credit Suisse Real Estate Fund Green Property 127

Credit Suisse Real Estate Fund Hospitality 128

Credit Suisse Real Estate Fund International 129

Credit Suisse Real Estate Fund Interswiss 130

Credit Suisse Real Estate Fund LivingPlus 131

Credit Suisse Real Estate Fund PropertyPlus 132

Credit Suisse Real Estate Fund Siat 133

Credit Suisse Select FundCredit Suisse Select Fund (CH) Swiss Equities 130/30 B 134

Credit Suisse Select Fund (CH) Swiss Real Estate Securities A 135

Credit Suisse Select Fund (CH) Swiss Real Estate Securities I 136

Credit Suisse SICAV OneCredit Suisse SICAV One (Lux) CommodityAllocation B 137

Credit Suisse SICAV One (Lux) CommodityAllocation R CHF 138

Credit Suisse SICAV One (Lux) CommodityAllocation R EUR 139

Credit Suisse SICAV One (Lux) Equity Asian Dragon B 140

Credit Suisse SICAV One (Lux) Equity Asian Dragon I 141

Credit Suisse SICAV One (Lux) Equity Eurozone B 142

Credit Suisse SICAV One (Lux) Equity Eurozone I 143

Credit Suisse SICAV One (Lux) Equity Global Emerging Market Property B 144

Credit Suisse SICAV One (Lux) Equity Global Emerging Market Property I 145

Credit Suisse SICAV One (Lux) Equity Global Emerging Market Property R CHF 146

Credit Suisse SICAV One (Lux) Equity Global Emerging Market Property R EUR 147

Credit Suisse SICAV One (Lux) Equity Global Emerging Markets B 148

Credit Suisse SICAV One (Lux) Equity Global Emerging Markets I 149

Credit Suisse SICAV One (Lux) Equity Japan Value B 150

Credit Suisse SICAV One (Lux) European Equity Dividend Plus B 151

Credit Suisse SICAV One (Lux) European Equity Dividend Plus I 152

Credit Suisse SICAV One (Lux) European Equity Dividend Plus R CHF 153

Credit Suisse SICAV One (Lux) Global Convertibles B 154

Credit Suisse SICAV One (Lux) Global Convertibles R CHF 155

Credit Suisse SICAV One (Lux) Global Convertibles R EUR 156

Credit Suisse SICAV One (Lux) Global Equity Dividend Plus B 157

Credit Suisse SICAV One (Lux) Global Equity Dividend Plus R CHF 158

Credit Suisse SICAV One (Lux) IndexSelection Balanced (Sfr) B 159

Credit Suisse SICAV One (Lux) IndexSelection Capital Gains Oriented (Sfr) B 160

Credit Suisse SICAV One (Lux) IndexSelection Income Oriented (Sfr) B 161

Credit Suisse SICAV One (Lux) Small and Mid Cap Alpha Long/Short B 162

Credit Suisse SICAV One (Lux) Small and Mid Cap Alpha Long/Short I 164

Credit Suisse SICAV One (Lux) Small and Mid Cap Alpha Long/Short R CHF 166

Credit Suisse SICAV One (Lux) Small and Mid Cap Alpha Long/Short R USD 168

Credit Suisse SICAV IISICAV II (Lux) Credit Suisse Bond Sfr B 170

SICAV II (Lux) Credit Suisse Global Convertibles B 171

SICAV II (Lux) Credit Suisse Global Convertibles R CHF 172

SICAV II (Lux) Credit Suisse Global Convertibles R EUR 173

SICAV II (Lux) Credit Suisse Inflation Linked Bonds (Euro) B 174

SICAV II (Lux) Credit Suisse Money Market Sfr B 175

SICAV II (Lux) Credit Suisse TOPS (Euro) B 176

Credit Suisse SolutionsCredit Suisse Solutions (Lux) Dow Jones Credit Suisse AllHedge Index B 177

Credit Suisse Solutions (Lux) Dow Jones Credit Suisse AllHedge Index I 178

Credit Suisse Solutions (Lux) Dow Jones Credit Suisse AllHedge Index R CHF 179

Credit Suisse Solutions (Lux) Dow Jones Credit Suisse AllHedge Index R EUR 180

Credit Suisse Solutions (Lux) Megatrends B 181

Credit Suisse Solutions (Lux) Megatrends I 182

Credit Suisse Solutions (Lux) Megatrends R CHF 183

Credit Suisse Solutions (Lux) Megatrends R EUR 184

Credit Suisse Solutions (Lux) Megatrends R GBP 185

Credit Suisse Solutions (Lux) Prima Multi-Strategy B EUR 186

Credit Suisse Solutions (Lux) Prima Multi-Strategy I EUR 187

Credit Suisse Solutions (Lux) Prima Multi-Strategy R CHF 188

Credit Suisse Solutions (Lux) Prima Multi-Strategy R GBP 189

Credit Suisse Solutions (Lux) Prima Multi-Strategy R USD 190

Credit Suisse TriamantCredit Suisse Triamant Balanced CHF 191

Credit Suisse Triamant Balanced EUR 192

ContentsFunds distributed in Switzerland

4

Credit Suisse Triamant Capital Gains Oriented CHF 193

Credit Suisse Triamant Capital Gains Oriented EUR 194

Credit Suisse Triamant Income Oriented CHF 195

Credit Suisse Triamant Income Oriented EUR 196

CS ETFCS ETF (CH) on Swiss Bond Index Domestic Government 1-3 197

CS ETF (CH) on Swiss Bond Index Domestic Government 3-7 198

CS ETF (CH) on Swiss Bond Index Domestic Government 7-15 199

CS ETF (CH) on SLI® 200

CS ETF (CH) on SMI® 201

CS ETF (CH) on SMIM® 202

CS ETF (IE) on Credit Suisse Global Alternative Energy 203

CS ETF (IE) on CSI 300 204

CS ETF (IE) on Dow Jones Industrial Average 205

CS ETF (IE) on EONIA 206

CS ETF (IE) on EURO STOXX 50® 207

CS ETF (IE) on Fed Funds Effective Rate 208

CS ETF (IE) on FTSE 100 209

CS ETF (IE) on FTSE MIB 210

CS ETF (IE) on iBoxx EUR Govt 1-3 211



CS ETF (IE) on iBoxx EUR Inflation Linked 214

CS ETF (IE) on iBoxx USD Govt 1-3 215



CS ETF (IE) on iBoxx USD Inflation Linked 218

CS ETF (IE) on MSCI Australia 219

CS ETF (IE) on MSCI Brazil 220

CS ETF (IE) on MSCI Canada 221

CS ETF (IE) on MSCI Chile 222

CS ETF (IE) on MSCI EM Asia 223

CS ETF (IE) on MSCI EM EMEA 224

CS ETF (IE) on MSCI EM Latin America 225

CS ETF (IE) on MSCI EMU 226

CS ETF (IE) on MSCI EMU Small Cap 227

CS ETF (IE) on MSCI Europe 228

CS ETF (IE) on MSCI India 229

CS ETF (IE) on MSCI Japan 230

CS ETF (IE) on MSCI Japan Large Cap 231

CS ETF (IE) on MSCI Japan Small Cap 232

CS ETF (IE) on MSCI Korea 233

CS ETF (IE) on MSCI Mexico Capped 234

CS ETF (IE) on MSCI Pacific ex Japan 235

CS ETF (IE) on MSCI Russia ADR/GDR 236

CS ETF (IE) on MSCI South Africa 237

CS ETF (IE) on MSCI Taiwan 238

CS ETF (IE) on MSCI UK 239

CS ETF (IE) on MSCI UK Large Cap 240

CS ETF (IE) on MSCI UK Small Cap 241

CS ETF (IE) on MSCI USA 242

CS ETF (IE) on MSCI USA Large Cap 243

CS ETF (IE) on MSCI USA Small Cap 244

CS ETF (IE) on MSCI World 245

CS ETF (IE) on NASDAQ 100 246

CS ETF (IE) on Nikkei 225 247

CS ETF (IE) on S&P 500 248

CS ETF (Lux) on MSCI Emerging Markets 249

CS ETF (Lux) on MSCI EMU Large Cap 250

CS ETF (Lux) on MSCI EMU Mid Cap 251

CS ETF II (CH) on Gold 252

CS ETF II (CH) on Gold - hedged CHF 253

CS ETF II (CH) on Gold - hedged EUR 254

InformationGlossary 256

Factsheet Explained 258

Where to find the current prices of our funds 260

Important Information 261

Contacts 264

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Total return in % as of 31.05.2012* Risk

Fund NameFund

currency*

Fundcurrency

1 year

Fundcurrency

3 yearsCHF

1 yearCHF

3 years

in fundcurrency %

3 years** Page

Credit Suisse Bond FundCredit Suisse Bond Fund (CH) Convert International A CHF CHF 0.7 16.4 0.7 16.4 11.1 16

Credit Suisse Bond Fund (CH) Convert International A USD USD -11.8 27.5 0.5 16.2 12.9 17

Credit Suisse Bond Fund (CH) Dynamic International USD 0.0 22.5 13.9 11.6 7.7 18

Credit Suisse Bond Fund (CH) Dynamic Sfr CHF 2.6 20.6 2.6 20.6 3.5 19

Credit Suisse Bond Fund (CH) Government Bond CHF B CHF 9.2 n/a 9.2 n/a n/a 20

Credit Suisse Bond Fund (Lux) Brazil B USD -7.6 35.6 5.3 23.5 17.1 21

Credit Suisse Bond Fund (Lux) High Yield US$ B USD 3.6 56.0 18.0 42.1 7.3 22

Credit Suisse Bond Fund (Lux) High Yield US$ I USD 4.1 58.3 18.6 44.2 7.3 23

Credit Suisse Bond Fund (Lux) High Yield US$ R EUR EUR n/a n/a n/a n/a n/a 24

Credit Suisse Bond Fund (Lux) Inflation Linked (Euro) B EUR 2.5 7.5 0.4 -14.4 3.2 25

Credit Suisse Bond Fund (Lux) Inflation Linked (Euro) I EUR 3.0 9.2 0.9 -13.1 3.2 26

Credit Suisse Bond Fund (Lux) Inflation Linked (Sfr) B CHF 1.2 10.6 1.2 10.6 1.8 27

Credit Suisse Bond Fund (Lux) Inflation Linked (US$) B USD 4.4 15.9 19.0 5.6 2.7 28

Credit Suisse Bond Fund (Lux) Sfr B CHF 2.6 16.9 2.6 16.9 3.1 29

Credit Suisse Bond Fund (Lux) Short-Term Sfr B CHF 1.1 5.5 1.1 5.5 1.0 30

Credit Suisse Bond Fund (Lux) TOPS (Euro) B EUR 1.0 16.0 -1.0 -7.7 3.6 31

Credit Suisse Bond Fund (Lux) TOPS (Sfr) B CHF -0.5 15.7 -0.5 15.7 3.3 32

Credit Suisse Bond Fund (Lux) TOPS (US$) B USD -0.1 14.4 13.8 4.2 3.3 33

Credit Suisse Commodity FundCredit Suisse Commodity Fund Plus (CH) Sfr B CHF -17.3 -0.4 -17.3 -0.4 19.4 34

Credit Suisse Commodity Fund Plus (CH) US$ B USD -18.1 4.4 -6.7 -4.8 20.1 35

Credit Suisse Commodity Fund Plus (CH) US$ I USD -17.1 7.9 -5.6 -1.7 20.1 36

Credit Suisse Equity FundCredit Suisse Equity Fund (CH) Small & Mid Cap Switzerland CHF -19.6 16.3 -19.6 16.3 15.3 37

Credit Suisse Equity Fund (CH) Swiss Blue Chips CHF -11.5 11.9 -11.5 11.9 12.2 38

Credit Suisse Equity Fund (CH) Swissac B CHF -13.3 11.6 -13.3 11.6 12.4 39

Credit Suisse Equity Fund (Lux) Brazil B USD -30.3 1.1 -20.6 -7.9 29.0 40

Credit Suisse Equity Fund (Lux) European Property B EUR -14.3 37.7 -16.0 9.6 18.9 41

Credit Suisse Equity Fund (Lux) European Property I EUR -13.4 42.0 -15.1 13.0 18.9 42

Fund Performanceas of 31.05.2012

6


Fund NameFund

currency*

Fundcurrency

1 year

Fundcurrency

3 yearsCHF

1 yearCHF

3 years

in fundcurrency %

3 years** Page

Credit Suisse Equity Fund (Lux) Global Prestige B EUR 9.0 131.6 6.8 84.4 19.0 43

Credit Suisse Equity Fund (Lux) Global Prestige R USD USD 10.0 134.4 25.3 113.6 19.0 44

Credit Suisse Equity Fund (Lux) Global Security B USD -4.3 48.4 9.1 35.2 17.7 45

Credit Suisse Equity Fund (Lux) Global Security R CHF CHF -6.3 41.7 -6.3 41.7 17.7 46

Credit Suisse Equity Fund (Lux) Global Security R EUR EUR -6.1 43.6 -8.0 14.3 17.6 47

Credit Suisse Equity Fund (Lux) Global Value B EUR -9.4 43.8 -11.2 14.4 14.3 48

Credit Suisse Equity Fund (Lux) Global Value I EUR -8.4 48.3 -10.2 18.0 14.3 49

Credit Suisse Equity Fund (Lux) Global Value R CHF CHF -10.7 38.9 -10.7 38.9 14.3 50

Credit Suisse Equity Fund (Lux) Global Value R CZK CZK -9.6 n/a -15.7 n/a n/a 51

Credit Suisse Equity Fund (Lux) Global Value R USD USD -9.6 42.8 3.0 30.1 14.4 52

Credit Suisse Equity Fund (Lux) Italy B EUR -33.4 -23.2 -34.7 -38.9 21.4 53

Credit Suisse Equity Fund (Lux) Italy I EUR -32.6 -20.4 -33.9 -36.6 21.4 54

Credit Suisse Equity Fund (Lux) Small and Mid Cap Europe B EUR -12.8 44.7 -14.6 15.1 17.4 55

Credit Suisse Equity Fund (Lux) Small and Mid Cap Germany B EUR -11.2 64.0 -13.0 30.5 18.9 56

Credit Suisse Equity Fund (Lux) Small and Mid Cap Germany I EUR -10.2 69.1 -12.0 34.6 18.9 57

Credit Suisse Equity Fund (Lux) USA B USD -5.2 35.5 8.0 23.4 17.8 58

Credit Suisse Equity Fund (Lux) USA I USD -4.6 37.9 8.7 25.7 17.8 59

Credit Suisse Equity Fund (Lux) USA R EUR EUR -6.9 30.7 -8.8 4.0 17.9 60

Credit Suisse Equity Fund (Lux) USA Value B USD -10.7 51.8 1.7 38.3 23.8 61

Credit Suisse Equity Fund (Lux) USA Value I USD -9.8 56.6 2.7 42.6 23.8 62

Credit Suisse Equity Fund (Lux) USA Value R EUR EUR n/a n/a n/a n/a n/a 63

Credit Suisse FundCredit Suisse Fund (Lux) Bond Medium Maturity USD B USD 3.4 13.4 17.8 3.3 2.3 64

Credit Suisse Fund (Lux) Bond Short Maturity EUR B EUR 3.7 n/a 1.6 n/a n/a 65

Credit Suisse Fund (Lux) Bond Short Maturity USD B USD 0.7 n/a 14.7 n/a n/a 66

Credit Suisse Fund (Lux) Bond USD B USD 7.1 26.2 22.1 15.0 4.0 67

Credit Suisse Fund (Lux) Commodity Index Plus (Sfr) B CHF -24.5 2.5 -24.5 2.5 17.2 68

Credit Suisse Fund (Lux) Commodity Index Plus (Sfr) I CHF -23.7 5.7 -23.7 5.7 17.2 69

Credit Suisse Fund (Lux) Commodity Index Plus (US$) B USD -23.5 8.5 -12.9 -1.1 17.2 70

Credit Suisse Fund (Lux) Commodity Index Plus (US$) I USD -22.7 11.9 -12.0 1.9 17.2 71

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Fund NameFund

currency*

Fundcurrency

1 year

Fundcurrency

3 yearsCHF

1 yearCHF

3 years

in fundcurrency %

3 years** Page

Credit Suisse Fund (Lux) Fixed Income Cycle Invest B EUR -2.6 n/a -4.5 n/a n/a 72

Credit Suisse Fund (Lux) Fixed Income Cycle Invest I EUR -2.1 n/a -4.1 n/a n/a 73

Credit Suisse Fund (Lux) Fixed Income Cycle Invest R CHF CHF -3.8 n/a -3.8 n/a n/a 74

Credit Suisse Fund (Lux) Fixed Income Cycle Invest R USD USD -2.7 n/a 10.9 n/a n/a 75

Credit Suisse Fund (Lux) Global Responsible Equities B EUR -4.1 28.7 -6.0 2.5 11.0 76

Credit Suisse Fund (Lux) Global Responsible Equities I EUR -3.0 n/a -4.9 n/a n/a 77

Credit Suisse Fund (Lux) Money Market EUR B EUR 0.8 3.1 -1.2 -18.0 0.2 78

Credit Suisse Fund (Lux) Money Market EUR I EUR 0.9 3.1 -1.2 -18.0 0.2 79

Credit Suisse Fund (Lux) Money Market Sfr B CHF -0.1 0.9 -0.1 0.9 0.2 80

Credit Suisse Fund (Lux) Money Market USD B USD 0.0 1.2 13.9 -7.8 0.2 81

Credit Suisse Fund (Lux) Relative Return Engineered (Euro) B EUR 8.4 15.6 6.2 -8.0 3.8 82

Credit Suisse Fund (Lux) Relative Return Engineered (Euro) I EUR 8.9 17.4 6.7 -6.6 3.8 83

Credit Suisse Fund (Lux) Relative Return Engineered (Sfr) B CHF 3.8 8.5 3.8 8.5 1.8 84

Credit Suisse Fund (Lux) Relative Return Engineered (US$) B USD 6.2 n/a 21.0 n/a n/a 85

Credit Suisse Fund (Lux) SBI Foreign Corporate CHF B CHF 3.3 n/a 3.3 n/a n/a 86

Credit Suisse Fund (Lux) SBI Foreign Government 1-5 CHF B CHF 1.0 n/a 1.0 n/a n/a 87

Credit Suisse Fund (Lux) SBI Foreign Government 5+ CHF B CHF 7.2 n/a 7.2 n/a n/a 88

Credit Suisse Fund (Lux) Total Return Engineered (Euro) B EUR -4.6 -10.7 -6.6 -28.9 2.9 89

Credit Suisse Fund (Lux) Target Volatility (Euro) B EUR n/a n/a n/a n/a n/a 90

Credit Suisse Fund (Lux) Target Volatility (Euro) I EUR n/a n/a n/a n/a n/a 91

Credit Suisse MACSCredit Suisse MACS Absolut P EUR -2.1 7.2 -4.1 -14.7 2.3 92

Credit Suisse MACS Classic 20 B EUR -0.8 10.4 -2.8 -12.1 3.8 93

Credit Suisse MACS Classic 40 B EUR -3.2 12.1 -5.1 -10.8 5.9 94

Credit Suisse MACS Classic 60 P EUR -4.6 18.0 -6.5 -6.1 8.2 95

Credit Suisse MACS Dynamic B EUR -6.9 10.9 -8.8 -11.7 7.9 96

Credit Suisse MACS Funds 20 P EUR 0.3 15.1 -1.7 -8.4 4.4 97

Credit Suisse MACS Funds 40 P EUR -0.3 18.7 -2.3 -5.5 6.3 98

Credit Suisse MACS Funds 60 P EUR -0.7 21.5 -2.7 -3.3 8.2 99

Credit Suisse MACS Global Equity P EUR -6.3 29.7 -8.2 3.2 12.2 100


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Fund NameFund

currency*

Fundcurrency

1 year

Fundcurrency

3 yearsCHF

1 yearCHF

3 years

in fundcurrency %

3 years** Page

Credit Suisse Portfolio FundCredit Suisse Portfolio Fund (CH) Privilege CHF -0.3 10.2 -0.3 10.2 5.0 101

Credit Suisse Portfolio Fund (Lux) Balanced (Euro) B EUR -3.0 23.5 -5.0 -1.7 7.4 102

Credit Suisse Portfolio Fund (Lux) Balanced (Sfr) B CHF -3.3 8.3 -3.3 8.3 7.3 103

Credit Suisse Portfolio Fund (Lux) Balanced (US$) B USD -9.5 17.3 3.2 6.9 11.0 104

Credit Suisse Portfolio Fund (Lux) Growth (Euro) B EUR -6.9 23.2 -8.8 -1.9 10.5 105

Credit Suisse Portfolio Fund (Lux) Growth (Sfr) B CHF -4.8 8.6 -4.8 8.6 10.0 106

Credit Suisse Portfolio Fund (Lux) Growth (US$) B USD -14.7 15.7 -2.8 5.4 15.1 107

Credit Suisse Portfolio Fund (Lux) Income (Euro) B EUR 0.2 21.9 -1.8 -3.0 4.9 108

Credit Suisse Portfolio Fund (Lux) Income (Sfr) B CHF -2.4 6.4 -2.4 6.4 5.0 109

Credit Suisse Portfolio Fund (Lux) Income (US$) B USD -4.7 17.9 8.6 7.4 7.0 110

Credit Suisse Portfolio Fund (Lux) Reddito (Euro) B EUR 0.7 12.6 -1.3 -10.4 4.7 111

Credit Suisse PremiumCredit Suisse Premium (CH) Bond (£) GBP 2.5 21.9 9.3 6.0 3.8 112

Credit Suisse Premium (CH) Bond (Euro) EUR 4.0 14.6 1.9 -8.8 2.2 113

Credit Suisse Premium (CH) Bond (Sfr) CHF 3.7 10.2 3.7 10.2 1.8 114

Credit Suisse Premium (CH) Bond (US$) USD 3.2 15.7 17.6 5.5 2.7 115

Credit Suisse Premium (CH) Short Maturity (Euro) EUR -0.4 4.5 -2.4 -16.9 1.4 116

Credit Suisse Real Estate FundCredit Suisse 1a Immo PK CHF 7.7 35.7 7.7 35.7 4.3 125

CS PortfolioReal A EUR -6.0 1.6 -7.9 -19.1 5.4 126

Credit Suisse Real Estate Fund Green Property CHF 4.7 n/a 4.7 n/a n/a 127

Credit Suisse Real Estate Fund Hospitality CHF -1.6 n/a -1.6 n/a n/a 128

Credit Suisse Real Estate Fund International CHF -7.7 9.8 -7.7 9.8 6.0 129

Credit Suisse Real Estate Fund Interswiss CHF 4.6 27.5 4.6 27.5 9.2 130

Credit Suisse Real Estate Fund LivingPlus CHF 10.2 18.1 10.2 18.1 8.3 131

Credit Suisse Real Estate Fund PropertyPlus CHF 10.9 35.5 10.9 35.5 6.8 132

Credit Suisse Real Estate Fund Siat CHF 13.0 30.8 13.0 30.8 9.4 133

Credit Suisse Select FundCredit Suisse Select Fund (CH) Swiss Equities 130/30 B CHF -8.1 21.6 -8.1 21.6 13.4 134

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Fund NameFund

currency*

Fundcurrency

1 year

Fundcurrency

3 yearsCHF

1 yearCHF

3 years

in fundcurrency %

3 years** Page

Credit Suisse Select Fund (CH) Swiss Real Estate Securities A CHF 7.3 n/a 7.3 n/a n/a 135

Credit Suisse Select Fund (CH) Swiss Real Estate Securities I CHF 7.6 n/a 7.6 n/a n/a 136

Credit Suisse SICAV OneCredit Suisse SICAV One (Lux) CommodityAllocation B USD -23.3 n/a -12.6 n/a n/a 137

Credit Suisse SICAV One (Lux) CommodityAllocation R CHF CHF -24.0 n/a -24.0 n/a n/a 138

Credit Suisse SICAV One (Lux) CommodityAllocation R EUR EUR -23.7 n/a -25.2 n/a n/a 139

Credit Suisse SICAV One (Lux) Equity Asian Dragon B USD -29.4 n/a -19.5 n/a n/a 140

Credit Suisse SICAV One (Lux) Equity Asian Dragon I USD -28.6 n/a -18.7 n/a n/a 141

Credit Suisse SICAV One (Lux) Equity Eurozone B EUR -23.1 -0.6 -24.7 -20.9 17.9 142

Credit Suisse SICAV One (Lux) Equity Eurozone I EUR -22.1 3.4 -23.7 -17.7 17.9 143

Credit Suisse SICAV One (Lux) Equity Global Emerging Market Property B USD -15.8 22.8 -4.0 11.9 23.8 144

Credit Suisse SICAV One (Lux) Equity Global Emerging Market Property I USD -14.9 n/a -3.1 n/a n/a 145

Credit Suisse SICAV One (Lux) Equity Global Emerging Market Property R CHF CHF -17.8 16.9 -17.8 16.9 23.9 146

Credit Suisse SICAV One (Lux) Equity Global Emerging Market Property R EUR EUR -17.2 18.6 -18.9 -5.6 23.8 147

Credit Suisse SICAV One (Lux) Equity Global Emerging Markets B USD -25.7 n/a -15.4 n/a n/a 148

Credit Suisse SICAV One (Lux) Equity Global Emerging Markets I USD -25.0 n/a -14.6 n/a n/a 149

Credit Suisse SICAV One (Lux) Equity Japan Value B JPY -3.2 n/a 14.2 n/a n/a 150

Credit Suisse SICAV One (Lux) European Equity Dividend Plus B EUR -9.3 n/a -11.1 n/a n/a 151

Credit Suisse SICAV One (Lux) European Equity Dividend Plus I EUR -8.4 n/a -10.2 n/a n/a 152

Credit Suisse SICAV One (Lux) European Equity Dividend Plus R CHF CHF -10.6 n/a -10.6 n/a n/a 153

Credit Suisse SICAV One (Lux) Global Convertibles B USD -7.2 n/a 5.7 n/a n/a 154

Credit Suisse SICAV One (Lux) Global Convertibles R CHF CHF -8.2 n/a -8.2 n/a n/a 155

Credit Suisse SICAV One (Lux) Global Convertibles R EUR EUR -7.5 n/a -9.3 n/a n/a 156

Credit Suisse SICAV One (Lux) Global Equity Dividend Plus B USD -9.4 n/a 3.2 n/a n/a 157

Credit Suisse SICAV One (Lux) Global Equity Dividend Plus R CHF CHF -11.7 n/a -11.7 n/a n/a 158

Credit Suisse SICAV One (Lux) IndexSelection Balanced (Sfr) B CHF -6.0 n/a -6.0 n/a n/a 159

Credit Suisse SICAV One (Lux) IndexSelection Capital Gains Oriented (Sfr) B CHF -7.9 n/a -7.9 n/a n/a 160

Credit Suisse SICAV One (Lux) IndexSelection Income Oriented (Sfr) B CHF -4.7 n/a -4.7 n/a n/a 161

Credit Suisse SICAV One (Lux) Small and Mid Cap Alpha Long/Short B EUR -1.7 n/a -3.7 n/a n/a 162

Credit Suisse SICAV One (Lux) Small and Mid Cap Alpha Long/Short I EUR -1.5 n/a -3.5 n/a n/a 164


10


Fund NameFund

currency*

Fundcurrency

1 year

Fundcurrency

3 yearsCHF

1 yearCHF

3 years

in fundcurrency %

3 years** Page

Credit Suisse SICAV One (Lux) Small and Mid Cap Alpha Long/Short R CHF CHF -2.7 n/a -2.7 n/a n/a 166

Credit Suisse SICAV One (Lux) Small and Mid Cap Alpha Long/Short R USD USD -2.0 n/a 11.7 n/a n/a 168

Credit Suisse SICAV IISICAV II (Lux) Credit Suisse Bond Sfr B CHF 2.1 15.8 2.1 15.8 3.0 170

SICAV II (Lux) Credit Suisse Global Convertibles B USD -4.1 19.1 9.2 8.5 7.6 171

SICAV II (Lux) Credit Suisse Global Convertibles R CHF CHF -5.0 16.0 -5.0 16.0 7.6 172

SICAV II (Lux) Credit Suisse Global Convertibles R EUR EUR -4.2 18.5 -6.2 -5.7 7.6 173

SICAV II (Lux) Credit Suisse Inflation Linked Bonds (Euro) B EUR 2.1 7.1 0.0 -14.8 3.4 174

SICAV II (Lux) Credit Suisse Money Market Sfr B CHF 0.0 0.8 0.0 0.8 0.2 175

SICAV II (Lux) Credit Suisse TOPS (Euro) B EUR 1.3 13.5 -0.7 -9.7 2.7 176

Credit Suisse SolutionsCredit Suisse Solutions (Lux) Dow Jones Credit Suisse AllHedge Index B USD -10.4 9.5 2.1 -0.2 7.2 177

Credit Suisse Solutions (Lux) Dow Jones Credit Suisse AllHedge Index I USD -9.7 n/a 2.8 n/a n/a 178

Credit Suisse Solutions (Lux) Dow Jones Credit Suisse AllHedge Index R CHF CHF -11.9 6.1 -11.9 6.1 7.3 179

Credit Suisse Solutions (Lux) Dow Jones Credit Suisse AllHedge Index R EUR EUR -10.4 9.4 -12.2 -13.0 7.2 180

Credit Suisse Solutions (Lux) Megatrends B USD -20.6 n/a -9.6 n/a n/a 181

Credit Suisse Solutions (Lux) Megatrends I USD n/a n/a n/a n/a n/a 182

Credit Suisse Solutions (Lux) Megatrends R CHF CHF -22.5 n/a -22.5 n/a n/a 183

Credit Suisse Solutions (Lux) Megatrends R EUR EUR -22.0 n/a -23.6 n/a n/a 184

Credit Suisse Solutions (Lux) Megatrends R GBP GBP -21.5 n/a -16.3 n/a n/a 185

Credit Suisse Solutions (Lux) Prima Multi-Strategy B EUR EUR -1.9 n/a -3.9 n/a n/a 186

Credit Suisse Solutions (Lux) Prima Multi-Strategy I EUR EUR -1.4 n/a -3.4 n/a n/a 187

Credit Suisse Solutions (Lux) Prima Multi-Strategy R CHF CHF -3.2 n/a -3.2 n/a n/a 188

Credit Suisse Solutions (Lux) Prima Multi-Strategy R GBP GBP -2.1 n/a 4.3 n/a n/a 189

Credit Suisse Solutions (Lux) Prima Multi-Strategy R USD USD -2.1 n/a 11.5 n/a n/a 190

Credit Suisse TriamantCredit Suisse Triamant Balanced CHF CHF -4.0 7.3 -4.0 7.3 6.1 191

Credit Suisse Triamant Balanced EUR EUR -3.1 18.5 -5.1 -5.7 6.3 192

Credit Suisse Triamant Capital Gains Oriented CHF CHF -6.4 7.6 -6.4 7.6 8.5 193

Credit Suisse Triamant Capital Gains Oriented EUR EUR -4.3 22.6 -6.2 -2.4 8.8 194

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Fund NameFund

currency*

Fundcurrency

1 year

Fundcurrency

3 yearsCHF

1 yearCHF

3 years

in fundcurrency %

3 years** Page

Credit Suisse Triamant Income Oriented CHF CHF -2.2 7.8 -2.2 7.8 3.6 195

Credit Suisse Triamant Income Oriented EUR EUR -1.0 16.3 -3.0 -7.5 3.9 196

CS ETFCS ETF (CH) on Swiss Bond Index Domestic Government 1-3 CHF 1.2 n/a 1.2 n/a n/a 197

CS ETF (CH) on Swiss Bond Index Domestic Government 3-7 CHF 6.0 11.1 6.0 11.1 2.1 198

CS ETF (CH) on Swiss Bond Index Domestic Government 7-15 CHF 12.3 27.7 12.3 27.7 4.5 199

CS ETF (CH) on SLI® CHF -11.8 15.8 -11.8 15.8 14.2 200

CS ETF (CH) on SMI® CHF -7.8 19.4 -7.8 19.4 12.2 201

CS ETF (CH) on SMIM® CHF -18.8 13.3 -18.8 13.3 14.3 202

CS ETF (IE) on Credit Suisse Global Alternative Energy USD -35.0 n/a -25.9 n/a n/a 203

CS ETF (IE) on CSI 300 USD -11.4 n/a 0.9 n/a n/a 204

CS ETF (IE) on Dow Jones Industrial Average USD 0.6 n/a 14.6 n/a n/a 205

CS ETF (IE) on EONIA EUR 0.6 n/a -1.5 n/a n/a 206

CS ETF (IE) on EURO STOXX 50® EUR -22.8 n/a -24.3 n/a n/a 207

CS ETF (IE) on Fed Funds Effective Rate USD -0.2 n/a 13.7 n/a n/a 208

CS ETF (IE) on FTSE 100 GBP -8.1 n/a -2.0 n/a n/a 209

CS ETF (IE) on FTSE MIB EUR -37.4 n/a -38.6 n/a n/a 210

CS ETF (IE) on iBoxx EUR Govt 1-3 EUR 3.1 n/a 1.0 n/a n/a 211



CS ETF (IE) on iBoxx EUR Inflation Linked EUR 0.7 n/a -1.3 n/a n/a 214

CS ETF (IE) on iBoxx USD Govt 1-3 USD 0.6 n/a 14.7 n/a n/a 215



CS ETF (IE) on iBoxx USD Inflation Linked USD 13.4 n/a 29.2 n/a n/a 218

CS ETF (IE) on MSCI Australia USD -18.3 n/a -7.0 n/a n/a 219

CS ETF (IE) on MSCI Brazil USD -28.1 n/a -18.1 n/a n/a 220

CS ETF (IE) on MSCI Canada CAD -15.8 n/a -10.3 n/a n/a 221

CS ETF (IE) on MSCI Chile USD -20.1 n/a -9.0 n/a n/a 222

CS ETF (IE) on MSCI EM Asia USD -19.6 n/a -8.4 n/a n/a 223


12


Fund NameFund

currency*

Fundcurrency

1 year

Fundcurrency

3 yearsCHF

1 yearCHF

3 years

in fundcurrency %

3 years** Page

CS ETF (IE) on MSCI EM EMEA USD -25.2 n/a -14.8 n/a n/a 224

CS ETF (IE) on MSCI EM Latin America USD -22.4 n/a -11.6 n/a n/a 225

CS ETF (IE) on MSCI EMU EUR -21.4 n/a -23.0 n/a n/a 226

CS ETF (IE) on MSCI EMU Small Cap EUR -23.5 n/a -25.0 n/a n/a 227

CS ETF (IE) on MSCI Europe EUR -11.9 n/a -13.6 n/a n/a 228

CS ETF (IE) on MSCI India USD -30.0 n/a -20.3 n/a n/a 229

CS ETF (IE) on MSCI Japan JPY -14.0 n/a 1.5 n/a n/a 230

CS ETF (IE) on MSCI Japan Large Cap JPY -14.4 n/a 1.0 n/a n/a 231

CS ETF (IE) on MSCI Japan Small Cap JPY -7.8 n/a 8.8 n/a n/a 232

CS ETF (IE) on MSCI Korea USD -19.2 n/a -7.9 n/a n/a 233

CS ETF (IE) on MSCI Mexico Capped USD -10.7 n/a 1.8 n/a n/a 234

CS ETF (IE) on MSCI Pacific ex Japan USD -17.1 n/a -5.6 n/a n/a 235

CS ETF (IE) on MSCI Russia ADR/GDR USD -32.1 n/a -22.6 n/a n/a 236

CS ETF (IE) on MSCI South Africa USD -13.2 n/a -1.1 n/a n/a 237

CS ETF (IE) on MSCI Taiwan USD -19.4 n/a -8.1 n/a n/a 238

CS ETF (IE) on MSCI UK GBP -7.8 n/a -1.8 n/a n/a 239

CS ETF (IE) on MSCI UK Large Cap GBP -8.1 n/a -2.0 n/a n/a 240

CS ETF (IE) on MSCI UK Small Cap GBP -8.9 n/a -2.9 n/a n/a 241

CS ETF (IE) on MSCI USA USD -1.2 n/a 12.6 n/a n/a 242

CS ETF (IE) on MSCI USA Large Cap USD -0.1 n/a 13.8 n/a n/a 243

CS ETF (IE) on MSCI USA Small Cap USD -8.0 n/a 4.8 n/a n/a 244

CS ETF (IE) on MSCI World USD -11.3 n/a 1.1 n/a n/a 245

CS ETF (IE) on NASDAQ 100 USD 7.0 n/a 21.9 n/a n/a 246

CS ETF (IE) on Nikkei 225 JPY -10.6 n/a 5.5 n/a n/a 247

CS ETF (IE) on S&P 500 USD -0.9 n/a 12.9 n/a n/a 248

CS ETF (Lux) on MSCI Emerging Markets USD -20.9 21.8 -9.9 11.0 23.0 249

CS ETF (Lux) on MSCI EMU Large Cap EUR -20.8 2.4 -22.4 -18.5 18.2 250

CS ETF (Lux) on MSCI EMU Mid Cap EUR -25.2 1.8 -26.7 -19.0 18.7 251

CS ETF II (CH) on Gold USD 1.1 n/a 15.1 n/a n/a 252

CS ETF II (CH) on Gold - hedged CHF CHF -1.5 n/a -1.5 n/a n/a 253

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Fund NameFund

currency*

Fundcurrency

1 year

Fundcurrency

3 yearsCHF

1 yearCHF

3 years

in fundcurrency %

3 years** Page

CS ETF II (CH) on Gold - hedged EUR EUR 0.4 n/a -1.6 n/a n/a 254


14


Fund NameFund

currency*

Fundcurrency

1 year

Fundcurrency

3 yearsCHF

1 yearCHF

3 years

in fundcurrency %

3 years** Page

Credit Suisse Prime Select TrustCredit Suisse Prime Select Trust (Lux) Global Equities Long/Short B USD -3.4 3.1 0.9 -17.8 5.7 117

Credit Suisse Prime Select Trust (Lux) Global Equities Long/Short R CHF CHF -4.7 -0.4 -4.7 -0.4 5.8 118

Credit Suisse Prime Select Trust (Lux) Global Equities Long/Short R EUR EUR -3.4 2.2 -10.0 -18.7 5.6 119

Credit Suisse Prime Select Trust (Lux) Multi Strategy USD -4.1 9.5 0.2 -12.7 3.8 120

Credit Suisse Prime Select Trust (Lux) Multi Strategy I USD -3.2 12.0 1.2 -10.7 3.7 121

Credit Suisse Prime Select Trust (Lux) Multi Strategy R CHF CHF -5.3 6.2 -5.3 6.2 3.9 122

Credit Suisse Prime Select Trust (Lux) Multi Strategy R EUR EUR -4.4 8.6 -10.8 -13.6 3.9 123

Credit Suisse Prime Select Trust (Lux) Multi Strategy R GBP GBP -4.0 7.9 -2.3 -5.8 3.6 124

* 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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Fund manager Convertible Bonds TeamFund manager since 01.08.2008Location ZurichFund domicile SwitzerlandFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 83.72Inception date 29.06.1984Management fee in % p.a. 1.20Total expense ratio (ex ante) in % 1.30Benchmark (BM)

UBS Global Convertible Bond Index (RI) (04/03)Swinging single pricing (SSP) 2) YesUnit Class Category A

(distribution)

ISIN CH0019308367

Valor no. 1930836

Last distribution 15.11.2011Distribution value 3.63Redemptions DailyEU taxation In scope - tax

Fund 259

May 31, 2012Switzerland

Credit Suisse Bond Fund (CH) Convert InternationalClass A CHF

Net performance in CHF (rebased to 100) and yearly performance 1)

2007 2008 2009 2010 2011 201240

60

80

100

120

140

160

-60%

-40%

-20%

0%

20%

40%

60%

6.3

-32.1

34.8

0.8

-7.7

5.73.2

-35.8

37.3

0.8

-6.7

6.6

CS BF (CH) Convert International A CHF Yearly or year-to-date performance respectively (Fund)UBS Global Convertible Bond Index (RI) (04/03)

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

Net performance in CHF 1)

1 month 3 months YTD 1 year 3 years 5 yearsFund 1.15 1.24 5.73 0.67 16.45 -12.78Benchmark 1.77 2.01 6.60 2.48 17.09 -16.01

Sectors in %Financials 19.87Consumer Goods (non-cyclical) 15.20Technology 12.65Consumer Goods (cyclical) 11.47Industrials 9.74Communication 9.69Energy 7.80Cash/Cash Equivalents 5.09Others 8.49

Currencies in %before hedging after hedging

USD 63.67 61.84EUR 18.94 18.36JPY 6.94 10.55HKD 3.02 2.68SGD 2.06 2.38GBP 1.93 1.65CHF 1.86 1.78CNY 0.99 0.52AUD 0.58 0.25

Credit Ratings in %

AAA 0.60AA (Bucket) 0.90A (Bucket) 23.50BBB (Bucket) 32.50BB (Bucket) 23.70B (Bucket) 18.00CCC (Bucket) 1.00

Top 10 Holdings in %Position Coupon

%Maturity as % of

assetsIntel 2.950 15.12.35 2.37Amgen 0.375 01.02.13 1.21EMC 1.750 01.12.13 1.09KDDI CV 0.000 14.12.15 1.08Transocean Inc 1.500 15.12.37 1.07Hologic 2.000 15.12.37 1.06Aabar Invest 4.000 27.05.16 0.95KLOECKNER &CO

1.500 27.07.12 0.88

Gilead Sciences 1.000 01.05.14 0.87Orix 1.000 31.03.14 0.84Total 11.42

Duration and Yield 3)

Delta in % 40.70Gross portfolio yield in % 0.13Average remaining term to maturity in years 4.17Modified duration in years 3.323) Due to the optionalities involved in the structure of convertiblebonds, certain assumptions must be applied in order to calculatethese figures.

Fund statistics3 years 5 years

Annualised volatility in % 11.06 14.44Information ratio -0.14 0.27Tracking Error (Ex post) 1.36 2.84Maximum drawdown in % 4) -21.91 -34.924) Maximum drawdown is the most negative cumulative returnover a given time period.

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 CRSCVCI SW

Net asset value (NAV) 166.52

2) «Swinging single pricing» (SSP) is a state-of-the-art methodused to calculate the net asset value of investment funds. SSPenables a fund to have the cash needed to settle the dailytransaction costs relating to subscriptions and redemptions byinvestors buying into and selling out of the fund. Existinginvestors no longer have to indirectly cover these transactioncosts as SSP integrates the charges for transaction costs intothe net asset value calculation, meaning investors buying into/selling out of the fund bear these costs.

Number of holdings

Source: Lipper, a Reuters Company

Average = BB

16

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 disclaimer mentioned at the end of this document also applies to this page.

Fund manager Convertible Bonds TeamFund manager since 01.08.2008Location ZurichFund domicile SwitzerlandFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 83.72Inception date 29.06.1984Management fee in % p.a. 1.20Total expense ratio (ex ante) in % 1.30Benchmark (BM)

UBS Global Convertible Bond Index (RI) (01/02)Swinging single pricing (SSP) 2) YesUnit Class Category A

(distribution)

ISIN CH0002771514

Valor no. 277151


Fund 259


Credit Suisse Bond Fund (CH) Convert InternationalClass A USD

Net performance in USD (rebased to 100) and yearly performance 1)

2007 2008 2009 2010 2011 201260708090

100110120130140150

-40%-30%-20%-10%

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

14.6

-27.8

38.8

11.7

-8.2

1.8

11.3

-31.7

41.4

11.8

-7.0

2.6

CS BF (CH) Convert International A USD Yearly or year-to-date performance respectively (Fund)UBS Global Convertible Bond Index (RI) (01/02)


Net performance in USD 1)

1 month 3 months YTD 1 year 3 years 5 yearsFund -5.52 -6.14 1.75 -11.82 27.51 9.64Benchmark -4.95 -5.43 2.58 -10.05 28.50 5.92

Sectors in %Financials 19.87Consumer Goods (non-cyclical) 15.20Technology 12.65Consumer Goods (cyclical) 11.47Industrials 9.74Communication 9.69Energy 7.80Cash/Cash Equivalents 5.09Others 8.49


USD 63.67 61.84EUR 18.94 18.36JPY 6.94 10.55HKD 3.02 2.68SGD 2.06 2.38GBP 1.93 1.65CHF 1.86 1.78CNY 0.99 0.52AUD 0.58 0.25

Credit Ratings in %



%Maturity as % of

assetsIntel 2.950 15.12.35 2.37Amgen 0.375 01.02.13 1.21EMC 1.750 01.12.13 1.09KDDI CV 0.000 14.12.15 1.08Transocean Inc 1.500 15.12.37 1.07Hologic 2.000 15.12.37 1.06Aabar Invest 4.000 27.05.16 0.95KLOECKNER &CO

1.500 27.07.12 0.88

Gilead Sciences 1.000 01.05.14 0.87Orix 1.000 31.03.14 0.84Total 11.42




Annualised volatility in % 12.92 15.80Information ratio -0.18 0.24Tracking Error (Ex post) 1.39 2.86Maximum drawdown in % 4) -15.94 -34.864) Maximum drawdown is the most negative cumulative returnover a given time period.


Fund facts

Unit class currency USD

Bloomberg ticker CRSCVUI SW



Number of holdings


Average = BBC

redi

t Sui

sse

Bon

d Fu

nd



17

Fund manager Markus KramerFund manager since 01.02.2012Location ZurichFund domicile SwitzerlandFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 109.90Inception date 16.10.1970Management fee in % p.a. 0.95Total expense ratio (ex ante) in % 1.03Benchmark (BM) JPM GBI Global Traded (01/99)Swinging single pricing (SSP) 2) YesUnit Class Category A

(distribution)

ISIN CH0002771779

Valor no. 277177


Fund 116


Credit Suisse Bond Fund (CH) Dynamic InternationalClass A


2007 2008 2009 2010 2011 201290

100

110

120

130

140

150

-10%

0%

10%

20%

30%

40%

50%

7.6

0.3

9.56.2

3.2 1.3

10.8 12.0

1.96.4 7.2

0.6

CS BF (CH) Dynamic International Yearly or year-to-date performance respectively (Fund)JPM GBI Global Traded (01/99) Yearly or year-to-date performance respectively (Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund -2.06 -1.09 1.26 -0.01 22.49 30.65Benchmark -0.10 0.39 0.57 3.99 19.37 44.99

Maturities in years

0%5%

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

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


USD 32.49 27.47JPY 28.24 31.91EUR 22.74 23.51CAD 5.97 4.69AUD 5.17 1.08GBP 3.56 9.00PLN 1.30 1.29DKK 0.45 0.45CHF 0.08 0.08Others 0.01 0.51

Asset Allocation in %Government 26.05Financial Bonds 24.23Industrial Bonds 19.39Sovereign/Agencies 18.05Covered/ABS 4.79Utilities 0.12Cash/Cash Equivalents 5.66Others 1.71Total 100.00

Duration and YieldFund

Gross portfolio yield in % 3.26Average remaining term to maturity in years 6.59Modified duration in years 5.12

Credit Ratings in %

AAA 22.06AA+ 5.05AA 5.17AA- 5.08A (Bucket) 23.67BBB (Bucket) 35.98BB (Bucket) 2.28B (Bucket) 0.21D 0.50


%Maturity as % of

assetsEurop. Inv. Bk 1.900 26.01.26 4.66Austria 0.000 28.05.16 2.66Bk NedlGemeenten

1.850 07.11.16 2.47

Deutsche BahnFin.

1.650 01.12.14 2.40

Canada 4.250 01.06.18 2.39Citigroup 1.580 16.09.15 2.35LDW Rentenbank 1.375 25.04.13 2.34Citigroup Inc. 2.400 31.10.25 2.25Quebec 1.600 09.05.13 2.23Dexia Municipal 1.800 09.05.17 2.15Total 25.90

Investment policyThe aim of the fund is to achieve high and steadyearnings over the long term by investing mainlyin Eurobonds including convertible bonds (max.25% of AUM) across the entire range ofborrower ratings and maturities. Investments aremade globally with no restrictions as to country,currency or sector. Sizeable short-term pricefluctuations cannot be ruled out.

Fund facts


Bloomberg ticker CSBFDIN SW



Number of holdings


Annualised volatility in % 7.74 8.30Information ratio 0.25 -0.56Tracking Error (Ex post) 3.42 3.71Maximum drawdown in % 3) -6.78 -12.933) Maximum drawdown is the most negative cumulative returnover a given time period.


Average = BBB+

18



Fund manager Michael SchmidFund manager since 01.06.2005Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 30. SepTotal net assets (in mil.) 332.94Inception date 29.06.1984Management fee in % p.a. 0.95Total expense ratio (ex ante) in % 1.01Benchmark (BM) SBI Foreign AAA-BBB (RI) (07/07)Swinging single pricing (SSP) 2) YesUnit Class Category A

(distribution)

ISIN CH0002770201

Valor no. 277020


Fund 114


Credit Suisse Bond Fund (CH) Dynamic SfrClass A


2007 2008 2009 2010 2011 201285

90

95

100

105

110

115

120

-15%

-10%

-5%

0%

5%

10%

15%

20%

-2.1

-8.0

16.5

4.9

0.83.5

-1.0

1.1

7.9

3.7 2.7 3.1

CS BF (CH) Dynamic Sfr Yearly or year-to-date performance respectively (Fund)SBI Foreign AAA-BBB (RI) (07/07) Yearly or year-to-date performance respectively (Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund 0.18 0.62 3.51 2.64 20.56 15.70Benchmark 0.62 1.05 3.10 4.48 17.10 20.46

Maturities in years

0%5%

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

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


CHF 71.28 99.52EUR 22.58 0.39USD 6.15 0.09

Asset Allocation in %Industrial Bonds 37.47Financial Bonds 29.06Government 12.65Sovereign/Agencies 9.37Utilities 5.19Covered/ABS 4.00Equity 0.63Derivatives -0.21Cash/Cash Equivalents 1.84Total 100.00



Credit Ratings in %

AAA 12.26AA+ 5.02AA 1.02AA- 6.06A (Bucket) 40.61BBB (Bucket) 26.88BB (Bucket) 5.14B (Bucket) 0.27D 0.52Not rated 2.22

Top 10 Holdings in %Position Coupon % Maturity as % of

assetsEurop. Inv. Bk 2.500 08.02.19 2.50General Electric 2.500 08.02.18 2.23KLM 5.750 15.05.50 2.17Danone 4.125 20.06.16 1.76Weltbank 0.000 26.11.21 1.76Swisscom 3.750 19.07.17 1.75Swiss Re America 4.000 29.06.15 1.70HSBC Finance 3.250 14.07.16 1.62JPMorgan Chase 2.500 16.03.15 1.56Hartford Financial 3.250 11.07.12 1.54Total 18.59

Investment policyThe aim of the fund is to achieve appropriateearnings over the long term by investing inCHF-denominated Eurobonds includingconvertible bonds (max. 25% of AUM) acrossthe entire range of borrower ratings andmaturities. Sizeable short-term price fluctuationscannot be ruled out. The Fund may hold fixedincome securities denominated in othercurrencies than the CHF, however, currencyexposure has to be fully hedged in CHF.

Fund facts


Bloomberg ticker CRSDSFI SW



Number of holdings




Average = BBB

Cre

dit S

uiss

e B

ond

Fund



19

Fund manager Eric SuterFund manager since 28.02.2011Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 30. SepTotal net assets (in mil.) 133.75Inception date 28.02.2011Management fee in % p.a. 0.80Total expense ratio (ex ante) in % 0.88Benchmark (BM) SBI Domestic Govt. (RI)Swinging single pricing (SSP) 2) YesUnit Class Category B

(capital growth)

ISIN CH0117770815

Valor no. 11777081

Redemptions DailyEU taxation Out of scope

Fund 61


Credit Suisse Bond Fund (CH) Government Bond CHFClass B


2011 201298

100

102

104

106

108

110

112

-2%

0%

2%

4%

6%

8%

10%

12%

1.9 1.7

CS BF (CH) Government Bond CHF B Yearly or year-to-date performance respectively (Fund)SBI Domestic Govt. (RI) Yearly or year-to-date performance respectively (Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund 1.44 1.40 1.91 9.24 - -Benchmark 1.49 1.62 1.75 10.78 - -

Maturities in years

0%

5%

10%

15%

20%

25%

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


CHF 95.75 99.84EUR 4.25 0.16

Asset Allocation in %Government 64.14Covered/ABS 16.63Financial Bonds 11.56Sovereign/Agencies 6.85Cash/Cash Equivalents 0.81Total 99.99



Credit Ratings in %

AAA 82.92AA+ 16.66AA 0.42


%Maturity as % of

assetsSwiss Government 2.000 25.05.22 5.13Swiss Government 4.000 08.04.28 4.88Swiss Government 2.000 28.04.21 4.68Swiss Government 3.000 12.05.19 4.46Austria 0.000 28.05.16 4.25Swiss Government 4.250 05.06.17 4.16Swiss Government 3.000 08.01.18 3.93Swiss Government 4.000 11.02.23 3.56BasellandschaftlicheKB

3.000 14.12.17 2.58

Swiss Government 3.250 27.06.27 2.55Total 40.18

Investment policyThe investment objective of the fund is to providean appropriate investment in CHF that preservesthe security of the invested capital. The fundinvests primarily in Swiss franc-denominatedbonds, notes, and other fixed or variable-ratedebt instruments of public and public-privateborrowers in Switzerland. For diversificationpurposes, the fund may also invest in borrowersworldwide with a similar borrower quality in allfreely convertible currencies. In doing so, thefund hedges the risk of foreign currenciesagainst the Swiss franc.

Fund facts


Bloomberg ticker CSGOVBB SW



Number of holdings

Fund statistics1 year 3 years

Annualized volatility in % 2.97 -Information ratio -1.84 -Tracking Error (Ex post) 0.76 -Maximum drawdown in % 3) -0.73 -3) Maximum drawdown is the most negative cumulative returnover a given time period.


Average = AA+

20



Fund 11

Fund manager Gustavo BaltarFund manager since 01.07.2011Location Sao Paulo, BrazilFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 122.14Inception date 14.12.2007Management fee in % p.a. 1.20Total expense ratio (ex ante) in % 1.66Benchmark (BM) Brazil CETIP Rate AccumulatedSwinging single pricing (SSP) 2) Yes , current 6%Unit Class Category B

(capital growth)

ISIN LU0334849683

Valor no. 3605447

Redemptions DailyEU taxation In scope - tax


Credit Suisse Bond Fund (Lux) BrazilClass B


2008 2009 2010 2011 201260

80

100

120

140

160

180

-40%

-20%

0%

20%

40%

60%

80%

-17.4

45.3

13.6

-1.2

2.3

-14.2

47.0

15.2

-0.7 -4.2

CS BF (Lux) Brazil B Yearly or year-to-date performance respectively (Fund)Brazil CETIP Rate Accumulated Yearly or year-to-date performance respectively (Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund -0.04 -7.41 2.29 -7.55 35.57 -Benchmark -5.71 -13.24 -4.20 -13.13 30.23 -

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


BRL 94.68 94.68USD 5.32 5.32Others 0.00 0.00

Asset Allocation in %Government 87.10Structured Notes 2.85Industrial Bonds 2.33Financial Bonds 2.26Cash/Cash Equivalents 5.46Total 100.00

Number of holdings



Credit Ratings in %

BBB 95.34BBB- 2.46Not rated 2.20


assetsBrazil 0.000 07.03.15 27.08Brazil 0.000 07.03.17 20.60Brazil 0.000 15.08.16 16.79Brazil 0.000 15.08.12 12.38Brazil 0.000 07.03.13 7.36Brazil 0.000 07.09.17 2.88Banco Votorantim 0.000 16.05.16 2.26Iguatemi Empresa 0.000 01.06.14 2.02Telemar 0.000 01.03.13 0.32Total 91.69

Investment policyThe aim of the Fund is to achieve a high level ofsteady income and an above average yield, whilsttaking into account the security of the capitalinvested. The Fund invests in debt securitiesissued by governments, institutions andcompanies domiciled in Brazil. Investments arepredominantly denominated in Brazilian reals.

Fund facts


Bloomberg ticker CRSBLBB LX


2) The net asset value will be increased by 6% per unit if netsubscription applications for the subfund (i.e. subscriptionapplications minus redemption applications) exceed USD200,000 on a given valuation day. The increase in net assetvalue covers the tax charges incurred by the subfund on thepurchase of Brazilian securities. In the event of a change in thecurrently applicable tax rate, the Board of Directors will adjustthe amount required to be added to the net asset valueaccordingly. The net asset value will not be adjusted if either netsubscription applications do not exceed the aforementionedthreshold or else net redemption applications are received on anygiven valuation day. If in future purchases of Brazilian securitiesno longer incur tax charges, the adjustment of the net assetvalue will be waived altogether.


Annualized volatility in % 23.60 17.14Information ratio 0.60 0.14Tracking Error (Ex post) 10.32 9.51Maximum drawdown in % 3) -18.17 -18.173) Maximum drawdown is the most negative cumulative returnover a given time period.


Average = BBB-

Cre

dit S

uiss

e B

ond

Fund



21

Fund 283

Fund manager Thomas FlanneryFund manager since 30.04.2010Location New YorkFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 394.30Inception date 13.10.2000Management fee in % p.a. 1.20Total expense ratio (ex ante) in % 1.43Benchmark (BM)

ML US High Yield Master II Constr. (RI) (04/06)Unit Class Category B

(capital growth)

ISIN LU0116737759

Valor no. 1111396



Credit Suisse Bond Fund (Lux) High Yield US$Class B


2007 2008 2009 2010 2011 201260

80

100

120

140

160

180

-40%

-20%

0%

20%

40%

60%

80%

0.5

-29.5

52.9

13.75.1 4.32.6

-26.1

58.1

15.14.4 4.9

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



1 month 3 months YTD 1 year 3 years 5 yearsFund -1.19 -0.06 4.34 3.56 55.96 28.97Benchmark -1.23 -0.32 4.91 3.30 58.38 43.83

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


USD 100.00 100.00

Asset Allocation in %Industrial Bonds 88.13Financial Bonds 4.01Government 2.15Utilities 1.53Derivatives -0.06Cash/Cash Equivalents 4.24Total 100.00

Number of holdings



Credit Ratings in %

AA+ 2.15BBB- 0.70BB (Bucket) 19.63B (Bucket) 54.03CCC (Bucket) 18.66CC 0.17D 0.17Cash/CashEquivalents 3.23Not rated 1.26


%Maturity as % of

assetsMcmoran Exploration 11.875 15.11.14 1.15WMG Acquisition 9.500 15.06.16 1.04Telesat Canada 6.000 15.05.17 1.00Hughes SatelliteSystems

6.500 15.06.19 0.99

CIT Group Inc. 5.250 01.04.14 0.91CSG Veritas 6.500 01.06.21 0.91Block Comm. 7.250 01.02.20 0.90Taseko Mines 7.750 15.04.19 0.89First Data Corp 7.375 15.06.19 0.88Peninsula GamingLLC

8.375 15.08.15 0.85

Total 9.52

Investment policyThe aim of the fund is to achieve a high levelof income, although considerable fluctuations inprice cannot be ruled out. The fund invests atleast two-thirds of its assets in US denominatednon-investment grade bonds issued by UScompanies. The Fund may only invest insecurities denominated in USD.

Fund facts


Bloomberg ticker CSBFHYU LX



Annualised volatility in % 7.32 13.98Information ratio -0.28 -0.96Tracking Error (Ex post) 1.86 2.28Maximum drawdown in % 2) -5.09 -35.892) Maximum drawdown is the most negative cumulative returnover a given time period.


Average = B-

22



Fund 283


ML US High Yield Master II Constr. (RI) (04/06)Unit Class Category I

(capital growth)

ISIN LU0116737916

Valor no. 1126445

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


Credit Suisse Bond Fund (Lux) High Yield US$Class I


2007 2008 2009 2010 2011 201260

80

100

120

140

160

180

-40%

-20%

0%

20%

40%

60%

80%

1.0

-29.1

53.7

14.35.6 4.62.6

-26.1

58.1

15.14.4 4.9

CS BF (Lux) High Yield US$ I Yearly or year-to-date performance respectively (Fund)ML US High Yield Master II Constr. (RI) (04/06)



1 month 3 months YTD 1 year 3 years 5 yearsFund -1.14 0.07 4.56 4.08 58.31 32.23Benchmark -1.23 -0.32 4.91 3.30 58.38 43.83

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


USD 100.00 100.00


Number of holdings



Credit Ratings in %



%Maturity as % of


6.500 15.06.19 0.99


8.375 15.08.15 0.85

Total 9.52


Fund facts


Bloomberg ticker CSBFHYI LX

Net asset value (NAV) 2'117.64




Average = B-

Cre

dit S

uiss

e B

ond

Fund



23

Fund 283


ML US High Yield Master II Co. (RI) (Hgd into EUR)Unit Class Category R

(capital growth / hedged)

ISIN LU0697137932

Valor no. 14142509



Credit Suisse Bond Fund (Lux) High Yield US$Class R EUR

Net performance in EUR (rebased to 100) 1)

According to MiFID standards (Markets in Financial Instruments Directive) no performance figuresshall be made available to private investors if the product was launched less than twelve months ago.

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 %USD 100.00In addition to the currency table shown above, for this class,hedging strategies, by means of forward foreign exchangetransactions, are implemented to protect the class currencyagainst currency fluctuations of the fund's reference currency.This may substantially protect investors against a decrease in thevalue of the fund's reference currency relative to the hedgedclass currency, but it may also preclude investors from benefitingfrom an increase in the value of the fund's currency.


Number of holdings



Credit Ratings in %



%Maturity as % of


6.500 15.06.19 0.99


8.375 15.08.15 0.85

Total 9.52


Fund facts

Unit class currency EUR

Bloomberg ticker CSBFHYR LX



Annualized volatility in % - -Information ratio - -Tracking Error (Ex post) - -Maximum drawdown in % 2) - -2) Maximum drawdown is the most negative cumulative returnover a given time period.

Average = B-

24



Fund 56

Fund manager Alexandre BouchardyFund manager since 01.05.2007Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 30. SepTotal net assets (in mil.) 314.10Inception date 25.09.2003Management fee in % p.a. 1.00Total expense ratio (ex ante) in % 1.19Benchmark (BM)

Barclays Euro Govt. Infl-Linked 1-10Y (RI) (09/07)Unit Class Category A

(distribution)

ISIN LU0175163376

Valor no. 1664152



Credit Suisse Bond Fund (Lux) Inflation Linked (Euro)Class A & B

Net performance in EUR (rebased to 100) and yearly performance 1)

2007 2008 2009 2010 2011 201295

100

105

110

115

120

125

130

-5%

0%

5%

10%

15%

20%

25%

30%

2.2 1.7

6.9

0.3 0.9 2.14.8 5.3

7.0

2.1 1.34.3

CS BF (Lux) Inflation Linked (Euro) B Yearly or year-to-date performance respectively (Fund)Barclays Euro Govt. Infl-Linked 1-10Y (RI) (09/07)


Net performance in EUR 1)


Maturities in years

0%

5%

10%

15%

20%

25%

30%

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


EUR 100.00 100.00

Asset Allocation in %Government Bonds / Agency Bonds 69.01Corporate Bonds 14.05Financial Bonds 10.72Cash/Cash Equivalents 2.17Others 4.05Total 100.00

Number of holdings



Credit Ratings in %

AAA 52.88AA+ 10.55AA 3.80AA- 6.75A+ 9.29A 2.96A- 2.93BBB+ 10.83


assetsGermany 2.250 15.04.13 9.16Germany 1.500 15.04.16 6.47Finnish Governm. 4.375 04.07.19 5.28Netherlands 4.000 15.07.19 4.36Germany 1.750 15.04.20 4.11Buoni Poliennali 2.350 15.09.35 3.71Belgium 3.750 28.09.20 3.57France OAT 2.500 25.07.13 3.27Finland 3.125 15.09.14 3.19Spain 3.000 30.04.15 3.07Total 46.19

Investment policyThe aim of the fund is to achieve aninflation-protected steady return in EUR. 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 EUR. The part of suchinvestments which is not hedged against theEUR may not exceed 10% of the Fund’s assets.

Fund facts

Category B(capital growth)

Unit class currency EUR EURLU0175163459

Bloomberg ticker CSILEUALX

CSILEUB LX

1664154Net asset value(NAV)

104.12 121.58

--

Daily




Average = A+

Cre

dit S

uiss

e B

ond

Fund



25

Fund 56


Barclays Euro Govt. Infl-Linked 1-10Y (RI) (09/07)Unit Class Category I

(capital growth)

ISIN LU0175163616

Valor no. 1664158



Credit Suisse Bond Fund (Lux) Inflation Linked (Euro)Class I


2007 2008 2009 2010 2011 201295

100

105

110

115

120

125

130

-5%

0%

5%

10%

15%

20%

25%

30%

2.7 2.2

7.4

0.8 1.4 2.34.8 5.3

7.0

2.1 1.34.3

CS BF (Lux) Inflation Linked (Euro) I Yearly or year-to-date performance respectively (Fund)Barclays Euro Govt. Infl-Linked 1-10Y (RI) (09/07)




Maturities in years

0%

5%

10%

15%

20%

25%

30%

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


EUR 100.00 100.00


Number of holdings



Credit Ratings in %



assetsGermany 2.250 15.04.13 9.16Germany 1.500 15.04.16 6.47Finnish Governm. 4.375 04.07.19 5.28Netherlands 4.000 15.07.19 4.36Germany 1.750 15.04.20 4.11Buoni Poliennali 2.350 15.09.35 3.71Belgium 3.750 28.09.20 3.57France OAT 2.500 25.07.13 3.27Finland 3.125 15.09.14 3.19Spain 3.000 30.04.15 3.07Total 46.19


Fund facts


Bloomberg ticker CSILEUI LX





Average = A+

26



Fund 152

Fund manager Alexandre BouchardyFund manager since 01.05.2007Location ZurichFund domicile LuxembourgFund currency CHFClose of financial year 30. SepTotal net assets (in mil.) 518.24Inception date 25.09.2003Management fee in % p.a. 0.75Total expense ratio (ex ante) in % 0.86Benchmark (BM)

CB CS BF (Lux) Inflation Linked (Sfr)Unit Class Category A

(distribution)

ISIN LU0175163707

Valor no. 1664162



Credit Suisse Bond Fund (Lux) Inflation Linked (Sfr)Class A & B


2007 2008 2009 2010 2011 201290

95

100

105

110

115

120

-10%

-5%

0%

5%

10%

15%

20%

0.5

-2.9

7.9

1.8 2.1 0.91.9 1.5

7.0

2.6 1.8 2.4

CS BF (Lux) Inflation Linked (Sfr) B Yearly or year-to-date performance respectively (Fund)CB CS BF (Lux) Inflation Linked (Sfr) Yearly or year-to-date performance respectively (Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund -0.59 -0.55 0.94 1.17 10.63 11.14Benchmark 0.32 0.71 2.39 2.87 11.63 16.73

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


CHF 99.93 100.39EUR 0.20 -0.26USD -0.13 -0.13

Asset Allocation in %Government Bonds / Agency Bonds 28.99Corporate Bonds 26.82Financial Bonds 26.49Covered Bonds 3.46Emerging Market Bonds 3.18Covered/ABS 1.63Mortgage Backed Securities 1.15Cash/Cash Equivalents 4.05Others 4.24Total 100.00

Number of holdings

Duration and YieldFund Benchmark

Gross portfolio yield in % 0.90 -Average remaining term tomaturity in years

3.11 -

Modified duration in years 2.91 -

Credit Ratings in %

AAA 26.79AA+ 7.93AA 9.77AA- 9.71A+ 18.16A 14.85A- 8.46BBB+ 3.15BBB 1.20


%Maturity as % of

assetsBMW UK Capital 2.125 29.06.15 1.38Unilever 3.500 17.03.15 1.31Corp Andina deFomento

2.625 05.11.15 1.26

BNG 1.500 03.11.17 1.26EBN BV 0.750 03.10.16 1.23Nordea Bank 1.500 29.09.17 1.22Euromortgage 3.000 23.06.14 1.20Lansforsakringar 1.000 29.05.19 1.20Danone 4.125 20.06.16 1.17Statnett SF 2.625 15.12.17 1.13Total 12.36

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


Unit class currency CHF CHFLU0175163889

Bloomberg ticker CSIFSFALX

CSIFSFB LX


99.26 113.43

--

Daily




Average = A+

Cre

dit S

uiss

e B

ond

Fund



27

Fund 38

Fund manager Alexandre BouchardyFund manager since 01.05.2007Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 291.00Inception date 25.09.2003Management fee in % p.a. 1.00Total expense ratio (ex ante) in % 1.18Benchmark (BM)

Barclays US Govt. Infl-Linked 1-10Y (RI) (09/07)Unit Class Category A

(distribution)

ISIN LU0175164184

Valor no. 1664179



Credit Suisse Bond Fund (Lux) Inflation Linked (US$)Class A & B


2007 2008 2009 2010 2011 201290

100

110

120

130

140

150

-10%

0%

10%

20%

30%

40%

50%

9.0

-2.6

8.13.6 5.8

2.0

10.6

-1.7

11.15.2

9.03.2

CS BF (Lux) Inflation Linked (US$) B Yearly or year-to-date performance respectively (Fund)Barclays US Govt. Infl-Linked 1-10Y (RI) (09/07)




Maturities in years

0%

5%

10%

15%

20%

25%

30%

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


USD 94.11 99.43AUD 5.89 0.57

Asset Allocation in %Government Bonds / Agency Bonds 88.00Financial Bonds 3.45Corporate Bonds 1.27Covered/ABS 1.06Cash/Cash Equivalents 3.34Others 2.88Total 100.00

Number of holdings



Credit Ratings in %

AAA 8.78AA+ 82.90AA 1.46AA- 1.68A+ 3.78A 1.06BBB+ 0.34


assetsUS Treasury 1.250 15.07.20 8.85US Treasury 2.000 15.01.14 7.91US Treasury 2.625 15.07.17 6.18US Treasury 1.875 15.07.15 6.01US Treasury 2.500 15.07.16 5.17US Treasury 0.625 15.07.21 5.12US Treasury 1.625 15.01.15 5.07US Treasury 1.625 15.01.18 4.96US Treasury 2.375 15.01.17 4.74US Treasury 2.000 15.07.14 4.65Total 58.65

Investment policyThe aim of the fund is to achieve aninflation-protected steady return in USD. 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 USD. The part of suchinvestments which is not hedged against theUSD may not exceed 10% of the Fund’s assets.

Fund facts


Unit class currency USD USDLU0175164267

Bloomberg ticker CSILUSALX

CSILUSB LX


114.19 136.08

--

Daily




Average = AA

28



Fund 109

Fund manager Eric SuterFund manager since 01.06.2005Location ZurichFund domicile LuxembourgFund currency CHFClose of financial year 30. SepTotal net assets (in mil.) 818.74Inception date 01.11.1991Management fee in % p.a. 0.90Total expense ratio (ex ante) in % 1.08Benchmark (BM) SBI Foreign AAA-BBB (RI) (07/07)Unit Class Category A

(distribution)

ISIN LU0049528473

Valor no. 348875



Credit Suisse Bond Fund (Lux) SfrClass A & B


2007 2008 2009 2010 2011 201285

90

95

100

105

110

115

120

-15%

-10%

-5%

0%

5%

10%

15%

20%

-2.2-5.1

9.8

3.70.2

3.0

-1.0

1.1

7.9

3.7 2.7 3.1

CS BF (Lux) Sfr B Yearly or year-to-date performance respectively (Fund)SBI Foreign AAA-BBB (RI) (07/07) Yearly or year-to-date performance respectively (Benchmark)



Maturities in years

0%

5%

10%

15%

20%

25%

30%

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


CHF 96.32 99.83EUR 3.60 0.09USD 0.08 0.08

Asset Allocation in %Financial Bonds 31.91Government 19.88Covered/ABS 17.09Sovereign/Agencies 15.85Industrial Bonds 11.72Utilities 2.63Cash/Cash Equivalents 0.92Total 100.00

Number of holdings



Credit Ratings in %

AAA 41.42AA+ 12.63AA 9.27AA- 5.21A+ 17.10A 7.79A- 4.40BBB+ 1.75D 0.43


%Maturity as % of

assetsVorarlberger LB 2.375 09.08.17 2.80Kommunekredit 2.625 17.10.16 2.58BNG 2.500 21.07.25 2.51General Electric 2.500 08.02.18 2.37Royal Bk of Scotl. 2.860 13.12.21 1.89Quebec 2.625 21.06.17 1.88France OAT 3.000 25.07.12 1.87Banque Fed CredMut

2.500 29.04.13 1.83

Statnett SF 2.625 15.12.17 1.82Res Ferre FR 2.450 28.02.23 1.74Total 21.29

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 to a limited extent in medium qualitybonds and other fixed and variable rate securitiesof which at least two-thirds are denominated inCHF. The Fund may invest in other currenciesthan the CHF. The part of such investmentswhich is not hedged against the CHF may notexceed 10% of the Fund’s assets.

Fund facts



Bloomberg ticker CRSSFRALX

CRSSFRB LX


284.50 515.17

--

Daily




Average = A

Cre

dit S

uiss

e B

ond

Fund



29

Fund 118

Fund manager Eric SuterFund manager since 25.02.1997Location ZurichFund domicile LuxembourgFund currency CHFClose of financial year 30. SepTotal net assets (in mil.) 397.52Inception date 08.12.1995Management fee in % p.a. 2) 0.45Total expense ratio (ex ante) in % 0.63Benchmark (BM)

SBI Foreign AAA-BBB 1-3Y (RI) (07/07)Unit Class Category A

(distribution)

ISIN LU0061315221

Valor no. 415448



Credit Suisse Bond Fund (Lux) Short-Term SfrClass A & B


2007 2008 2009 2010 2011 201298

100102104106108110112114116

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

10%12%14%16%

0.82.1

4.5

1.2 0.7 0.82.1

1.2

6.0

2.01.3 1.2

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



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


CHF 100.00 100.00

Asset Allocation in %Financial Bonds 27.84Industrial Bonds 24.41Government 12.72Covered/ABS 12.50Sovereign/Agencies 11.71Utilities 8.69Cash/Cash Equivalents 2.12Total 99.99

Number of holdings



Credit Ratings in %

AAA 24.37AA+ 11.43AA 8.26AA- 11.34A+ 13.13A 16.78A- 13.47BBB+ 0.79BBB 0.40D 0.03


%Maturity as % of

assetsGECC 2.000 18.02.14 2.58Brandbrew 4.500 11.06.14 1.97Total 2.375 30.11.12 1.80Oest KB 3.000 23.10.15 1.66Coca-Cola 3.000 13.03.13 1.55ENBW Intl.Finance

3.125 25.02.13 1.55

Export Dev. CAN 2.625 24.07.17 1.42Sanofi-Aventis 3.375 21.12.15 1.40Energie Beheer 3.000 05.12.14 1.36Erste Group Bk. 3.125 13.04.15 1.35Total 16.64

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

Fund facts



Bloomberg ticker CRSSBAILX

CRSSBBI LX


92.99 133.03

--

Daily

2) Please note that following a decision by the Fund'sManagement Company, Credit Suisse Fund Management S.A.,as from 1 May 2010 the Annual Management Charge ("AMC")is being charged at a reduced rate of 0.45%. The ManagementCompany reserves the right to reinstate the full AMC at itsdiscretion: in the event that such a decision is taken, an update tothis footnote will be made in advance indicating the future date ofreinstatement.




Average = A+

30



Fund 95

Fund manager Maurizio PedriniFund manager since 13.12.2002Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 30. SepTotal net assets (in mil.) 119.00Inception date 13.12.2002Management fee in % p.a. 1.00Total expense ratio (ex ante) in % 1.18Benchmark (BM) LIBOR EUR 3MUnit Class Category A

(distribution)

ISIN LU0155950867

Valor no. 1498937



Credit Suisse Bond Fund (Lux) TOPS (Euro)Class A & B


2007 2008 2009 2010 2011 201285

90

95

100

105

110

115

120

-15%

-10%

-5%

0%

5%

10%

15%

20%

0.9

-8.4

15.7

2.8

-1.4

3.34.3 4.81.3 0.7 1.3 0.4

CS BF (Lux) TOPS (Euro) B Yearly or year-to-date performance respectively (Fund)LIBOR EUR 3M Yearly or year-to-date performance respectively (Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund -0.29 0.29 3.33 1.01 16.00 10.98Benchmark 0.05 0.18 0.38 1.25 3.00 11.68

Maturities in years

0%5%

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

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


EUR 68.90 98.56USD 31.09 1.43

Asset Allocation in %Industrial Bonds 47.92Financial Bonds 29.81Government 14.78Sovereign/Agencies 4.45Utilities 4.09Covered/ABS 2.99Funds 1.57Derivatives -4.52Cash/Cash Equivalents -1.10Total 99.99

Number of holdings



Credit Ratings in %

AAA 10.08AA 0.95AA- 7.23A+ 11.86A 24.03A- 12.18BBB+ 19.09BBB 14.58


%Maturity as % of

assetsVeolia 1.750 17.06.15 3.95Quebec 9.000 01.04.16 2.19Toronto Dominion 1.625 14.09.16 2.09Pfizer Inc. 4.750 03.06.16 1.99America Movil SAB 3.750 28.06.17 1.88Compagnie Fin etIndus

5.000 24.05.21 1.88

Eur. InvestmentBank

3.125 03.03.17 1.83

Gaz Capital 5.364 31.10.14 1.83Barclays 4.000 20.01.17 1.82Worldbank 9.750 23.01.16 1.82Total 21.28

Investment policyThe aim of the fund is to achieve a steadyincome in EUR whilst taking due account of thesecurity of the capital. The fund invests in debtsecurities rated at between high quality and lowerinvestment grade, including bonds, notes andsimilar fixed or variable interest securitiesworldwide. The Fund may invest in othercurrencies than the EUR. The part of suchinvestments which is not hedged against theEUR may not exceed 10% of the Fund’s assets.

Fund facts



Bloomberg ticker CSBTPEALX

CSBTPEB LX


94.51 121.65

--

Daily




Average = A-

Cre

dit S

uiss

e B

ond

Fund



31

Fund 85

Fund manager Maurizio PedriniFund manager since 13.12.2002Location ZurichFund domicile LuxembourgFund currency CHFClose of financial year 30. SepTotal net assets (in mil.) 166.36Inception date 13.12.2002Management fee in % p.a. 0.50Total expense ratio (ex ante) in % 0.67Benchmark (BM) LIBOR CHF 3MUnit Class Category A

(distribution)

ISIN LU0155951675

Valor no. 1498944



Credit Suisse Bond Fund (Lux) TOPS (Sfr)Class A & B


2007 2008 2009 2010 2011 201285

90

95

100

105

110

115

120

-15%

-10%

-5%

0%

5%

10%

15%

20%

-0.4

-11.1

15.3

3.6

-1.4

2.02.6 2.70.4 0.2 0.1 0.0

CS BF (Lux) TOPS (Sfr) B Yearly or year-to-date performance respectively (Fund)LIBOR CHF 3M Yearly or year-to-date performance respectively (Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund -0.33 0.08 2.00 -0.55 15.66 6.01Benchmark 0.01 0.03 0.04 0.09 0.55 5.10

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


CHF 67.03 96.64EUR 28.36 2.75USD 2.41 0.26GBP 2.21 0.35

Asset Allocation in %Industrial Bonds 41.43Financial Bonds 24.09Government 14.99Utilities 12.01Sovereign/Agencies 4.10Covered/ABS 2.38Funds 1.35Derivatives -1.64Cash/Cash Equivalents 1.28Total 99.99

Number of holdings



Credit Ratings in %

AAA 2.33AA+ 2.87AA- 7.68A+ 15.77A 26.69A- 19.83BBB+ 10.45BBB 14.06BBB- 0.32


%Maturity as % of

assetsBG Energy Capital 5.875 13.11.12 1.89PHILIP MORRIS 5.875 04.09.15 1.72Veolia 1.750 17.06.15 1.70Comm. Bk ofAustral.

3.000 09.11.17 1.67

Rabobank 6.875 12.11.49 1.66Siemens 5.250 14.09.66 1.65BMW US Capital 3.625 04.03.15 1.64Cargill 3.750 07.11.14 1.64ADP 3.125 15.07.15 1.63Andina Corp. 5.000 13.08.13 1.63Total 16.83

Investment policyThe aim of the fund is to achieve a steadyincome in CHF whilst taking due account of thesecurity of the capital. The fund invests in debtsecurities rated at between high quality and lowerinvestment grade, including bonds, notes andsimilar fixed or variable interest securitiesworldwide. The Fund may invest in othercurrencies than the CHF. The part of suchinvestments which is not hedged against theCHF may not exceed 10% of the Fund’s assets.

Fund facts



Bloomberg ticker CSBTPSALX

CSBTPSB LX


94.47 109.39

--

Daily


Annualised volatility in % 3.29 5.14Information ratio 1.44 0.03Tracking Error (Ex post) 3.25 5.33Maximum drawdown in % 2) -3.13 -14.162) Maximum drawdown is the most negative cumulative returnover a given time period.


Average = A-

32



Fund 88

Fund manager Maurizio PedriniFund manager since 13.12.2002Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 104.00Inception date 13.12.2002Management fee in % p.a. 0.70Total expense ratio (ex ante) in % 0.88Benchmark (BM) LIBOR USD 3MUnit Class Category A

(distribution)

ISIN LU0155953028

Valor no. 1498949



Credit Suisse Bond Fund (Lux) TOPS (US$)Class A & B


2007 2008 2009 2010 2011 201290

95

100

105

110

115

120

-10%

-5%

0%

5%

10%

15%

20%

3.4

-5.3

14.3

3.0

-1.4

2.55.4

3.10.7 0.3 0.3 0.2

CS BF (Lux) TOPS (US$) B Yearly or year-to-date performance respectively (Fund)LIBOR USD 3M Yearly or year-to-date performance respectively (Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund -0.43 -0.09 2.50 -0.12 14.39 14.56Benchmark 0.04 0.12 0.21 0.41 1.13 8.03

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


USD 67.62 102.15EUR 32.19 -2.33GBP 0.10 0.10CHF 0.09 0.08

Asset Allocation in %Industrial Bonds 46.98Financial Bonds 24.39Government 13.18Sovereign/Agencies 11.01Utilities 2.55Funds 1.45Derivatives -4.26Cash/Cash Equivalents 4.71Total 100.01

Number of holdings



Credit Ratings in %

AAA 9.63AA+ 2.03AA 1.08AA- 7.66A+ 12.93A 21.46A- 13.71BBB (Bucket) 29.16Not rated 2.34


%Maturity as % of

assetsWorldbank 9.750 23.01.16 2.58Transneft 5.670 05.03.14 2.56Zurich Fin. Services 5.750 02.10.23 2.47State Bank ofVictoria

0.791 15.10.49 2.30

Petronas Capital 5.250 12.08.19 2.23Bristol Myers 4.375 15.11.16 2.07LDW Rentenbank 3.125 15.07.15 2.07Caisse d'amort 2.875 02.03.15 2.00Italy 6.875 27.09.23 2.00Cisco Systems 4.450 15.01.20 1.68Total 21.96

Investment policyThe aim of the fund is to achieve a steadyincome in USD whilst taking due account ofthe security of the capital. The fund invests indebt securities rated at between high quality andlower investment grade, including bonds, notesand similar fixed or variable interest securitiesworldwide. The Fund may invest in othercurrencies than the USD. The part of suchinvestments which is not hedged against theUSD may not exceed 10% of the Fund’s assets.

Fund facts



Bloomberg ticker CSBTPUALX

CSBTPUB LX


97.14 128.26

--

Daily




Average = A-

Cre

dit S

uiss

e B

ond

Fund



33

Fund manager Maurizio Pedrini, Igor SocchiFund manager since 21.12.2005, 01.04.2009Location Zurich, ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 31. DecemberTotal net assets (in mil.) 31.71Inception date 28.11.2003Management fee in % p.a. 1.40Total expense ratio (ex ante) in % 1.55Benchmark (BM)

CB S&P GSCI (ER) + LIBOR CHF 1MUnit Class Category B

(capital growth)

ISIN CH0016912401

Valor no. 1691240

Minimum initial investment (units) 1


Credit Suisse Commodity Fund Plus (CH) SfrClass B


2007 2008 2009 2010 2011 2012406080

100120140160180200

-60%-40%-20%

0%20%40%60%80%

100%

24.6

-50.1

15.76.1

-3.1 -9.1

29.8

-46.1

13.5 9.0

-1.3-8.2

CS Commodity Fund Plus (CH) Sfr B Yearly or year-to-date performance respectively (Fund)CB S&P GSCI (ER) + LIBOR CHF 1M Yearly or year-to-date performance respectively (Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund -13.15 -15.55 -9.06 -17.27 -0.36 -34.00Benchmark -12.98 -15.46 -8.18 -16.46 5.82 -23.15

GSCI subsectors and weighting (%)

Energy 69.41Agriculture 14.76Industrial Metals 7.04Livestock 5.17Precious Metals 3.62


Annualised volatility in % 19.38 28.47Tracking Error (Ex post) 1.38 3.28Beta 0.97 1.02

Investment policyThe objective of the fund is to replicate the S&PGoldman Sachs 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


Bloomberg ticker CSCOMPS SW



34



Fund manager Maurizio Pedrini, Igor SocchiFund manager since 21.12.2005, 01.04.2009Location Zurich, ZurichFund domicile SwitzerlandFund currency USDClose of financial year 31. DecemberTotal net assets (in mil.) 12.04Inception date 28.11.2003Management fee in % p.a. 1.40Total expense ratio (ex ante) in % 1.68Benchmark (BM) S&P GSCI (RI)Unit Class Category B

(capital growth)

ISIN CH0016912443

Valor no. 1691244

Minimum initial investment (units) 1


Credit Suisse Commodity Fund Plus (CH) US$Class B


2007 2008 2009 2010 2011 201220406080

100120140160180200

-80%-60%-40%-20%

0%20%40%60%80%

100%

30.6

-54.7

16.37.4

-3.6 -8.8

32.7

-46.5

13.5 9.0

-1.2 -8.3

CS Commodity Fund Plus (CH) US$ B Yearly or year-to-date performance respectively (Fund)S&P GSCI (RI) Yearly or year-to-date performance respectively (Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund -13.05 -15.69 -8.82 -18.09 4.45 -37.11Benchmark -12.98 -15.46 -8.33 -16.48 5.79 -22.96





Investment policyThe objective of the fund is to replicate the S&PGoldman Sachs Commodity Index as closely aspossible by investing in futures. The fund alsoendeavours to achieve enhancement on theUSD-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


Bloomberg ticker CSCOMPU SW



Cre

dit S

uiss

e C

omm

odity

Fun

d



35

Fund manager Maurizio Pedrini, Igor SocchiFund manager since 21.12.2005, 01.04.2009Location Zurich, ZurichFund domicile SwitzerlandFund currency USDClose of financial year 31. DecemberTotal net assets (in mil.) 12.04Inception date 03.01.2006Management fee in % p.a. 0.40Total expense ratio (ex ante) in % 0.66Benchmark (BM) S&P GSCI (RI)Unit Class Category I

(capital growth)

ISIN CH0020663875

Valor no. 2066387

Min. Init. Investm. Amount (in mill.) 3


Credit Suisse Commodity Fund Plus (CH) US$Class I


2007 2008 2009 2010 2011 201220406080

100120140160180200

-80%-60%-40%-20%

0%20%40%60%80%

100%

31.9

-54.2

17.58.6

-2.2 -8.6

32.7

-46.5

13.5 9.0

-1.2 -8.3

CS Commodity Fund Plus (CH) US$ I Yearly or year-to-date performance respectively (Fund)S&P GSCI (RI) Yearly or year-to-date performance respectively (Benchmark)







Investment policyThe objective of the fund is to replicate the S&PGoldman Sachs Commodity Index as closely aspossible by investing in futures. The fund alsoendeavours to achieve enhancement on theUSD-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


Bloomberg ticker CSCMPUI SW



36



Purchases SalesN-Akt. Sonova Holding Ag Psp Swiss Property AgN-Akt. Dufry Ag N-Akt. Logitech International SaN-Akt. Gategroup Holding Ag N-Akt. Forbo Holding AgN-Akt. Bucher Industries Ag

Act.Nom. Banque Cantonale VaudoiseAkt. Zehnder Group Ag

N-Akt. Meyer Burger Technology Ag

Fund manager Benno ArnoldFund manager since 01.09.2006Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 30. SepTotal net assets (in mil.) 89.23Inception date 14.01.1994Management fee in % p.a. 1.60Total expense ratio (ex ante) in % 1.68Benchmark (BM) SPI EXTRA (RI) (10/05)Swinging single pricing (SSP) 2) YesUnit Class Category B

(capital growth)

ISIN CH0001632147

Valor no. 163214

Redemptions DailyEU taxation In scope - no tax


Credit Suisse Equity Fund (CH) Small & Mid Cap SwitzerlandClass B


2007 2008 2009 2010 2011 201240

60

80

100

120

140

-60%

-40%

-20%

0%

20%

40%

4.1

-42.9

28.221.4

-22.5

4.68.3

-40.9

29.620.1

-19.1

3.7

CS EF (CH) Small & Mid Cap Switzerland Yearly or year-to-date performance respectively (Fund)SPI EXTRA (RI) (10/05) Yearly or year-to-date performance respectively (Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund -6.80 -5.06 4.56 -19.59 16.28 -34.07Benchmark -5.99 -4.17 3.67 -17.06 18.78 -29.57

Sectors in %Fund

Industrials 32.10Financials 21.51Materials 12.12Consumer Discretionary 10.30Consumer Staples 8.26Health Care 6.84Information Technology 6.17Utilities 0.72Cash/Cash Equivalents 1.98

Top 10 Holdings in %Geberit 6.89Schindler Holding PC 6.26Aryzta 4.98Swatch Group 4.68Clariant 4.40Sulzer 4.28Sika 4.25Swiss Prime Site AG 4.06Sonova Holding AG 3.53Barry Callebaut 3.28Total 46.61

Significant Transactions



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

Fund facts


Bloomberg ticker CSEQSMS SW



Source: Lipper, a Reuters Company Cre

dit S

uiss

e Eq

uity

Fun

d



37

Purchases SalesN-Akt. Swiss Life Holding Ag

N-Akt. Zurich Insurance Group AgN-Akt. Credit Suisse Group Ag N-Akt. Swiss Re AgAkt. Sika Ag Gs Roche Holding Ag- N-Akt. Nestle Sa- Act.Nom. Banque Cantonale Vaudoise

Fund manager Urs KunzFund manager since 10.04.2007Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 30. SepTotal net assets (in mil.) 542.45Inception date 10.05.1949Management fee in % p.a. 1.60Total expense ratio (ex ante) in % 1.65Benchmark (BM) SPI (RI) (07/06)Swinging single pricing (SSP) 2) YesUnit Class Category B

(capital growth)

ISIN CH0002788906

Valor no. 278890



Credit Suisse Equity Fund (CH) Swiss Blue ChipsClass B


2007 2008 2009 2010 2011 20125060708090

100110120130

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

0%10%20%30%

-1.7

-35.7

20.0

1.5

-9.7

1.2-0.1

-34.0

23.2

2.9

-7.7

2.1

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



Sectors in %Fund

Health Care 30.07Consumer Staples 21.13Financials 17.68Industrials 13.04Materials 8.28Consumer Discretionary 6.40Energy 1.65Telecommunication Services 0.72Utilities 0.31Cash/Cash Equivalents 0.72

Currencies in %

CHF 100.00

Countries in %

Switzerland 98.05USA 0.81Canada 0.42Others 0.72




Top 10 Holdings in %Nestlé 19.18Novartis 14.57Roche 12.97ABB 5.90Syngenta 4.75UBS 4.24Zurich Fin. Services 4.19Richemont 3.82Swiss Re 3.35CS Group 2.18Total 75.15

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

Fund facts


Bloomberg ticker CRSASWI SW




38



Purchases SalesN-Akt. Swisscom Ag N-Akt. Swisscom AgAkt. Cie Financiere Richemont Sa

Shs Barrick Gold CorporationN-Akt. Credit Suisse Group Ag

Akt. Cie Financiere Richemont SaN-Akt. Zurich Insurance Group Ag

N-Akt. Zurich Insurance Group AgN-Akt. The Swatch Group Ag N-Akt. Novartis Ag

Fund manager Patrik CarischFund manager since 01.09.1993Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 30. SepTotal net assets (in mil.) 276.41Inception date 01.12.1982Management fee in % p.a. 1.60Total expense ratio (ex ante) in % 1.66Benchmark (BM) SPI (RI)Swinging single pricing (SSP) 2) YesUnit Class Category B

(capital growth)

ISIN CH0002793757

Valor no. 279375



Credit Suisse Equity Fund (CH) SwissacClass B


2007 2008 2009 2010 2011 20125060708090

100110120130

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

0%10%20%30%

0.2

-35.2

21.9

3.0

-11.0

0.6-0.1

-34.0

23.2

2.9

-7.7

2.1

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



Sectors in %Fund

Health Care 29.41Consumer Staples 22.05Financials 16.55Industrials 15.82Materials 8.58Consumer Discretionary 6.42Energy 1.31Telecommunication Services 1.06Cash/Cash Equivalents -1.59Others 0.40

Top 10 Holdings in %Nestlé 20.06Novartis 13.21Roche 13.05ABB 6.60Syngenta 4.58UBS 4.11Zurich Fin. Services 4.10Richemont 3.60Swiss Re 3.34CS Group 2.15Total 74.80




Investment policySwissac invests primarily in shares of companiesthat are domiciled in Switzerland. Stock selectionis based on qualitative and quantitative analyses.Investment degree can be increased up to 120%if there is a favorable market outlook.

Fund facts


Bloomberg ticker CRSSWSI SW




dit S

uiss

e Eq

uity

Fun

d



39

Purchases Sales- MULTIPLAN EMPREENDIMENTOS- NATURA COSMETICOS- LOJAS RENNER- CIA SOUZA CRUZ INDUSTRIA E COMERCIO- TOTVS

Fund managerAberdeen AM Ltd / Global Emerging Markets Team

Fund manager since 02.04.2012Location AberdeenFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 79.09Inception date 14.12.2007Management fee in % p.a. 1.92Total expense ratio (ex ante) in % 2.10Benchmark (BM) MSCI Brazil 10-40 (NR)Swinging single pricing (SSP) 2) YesUnit Class Category B

(capital growth)

ISIN LU0334950135

Valor no. 3606745



Credit Suisse Equity Fund (Lux) BrazilClass B


2008 2009 2010 2011 2012255075

100125150175200225250

-75%-50%-25%

0%25%50%75%

100%125%150%

-55.8

127.7

4.7

-29.2

-5.2

-53.4

131.3

10.3

-19.9-7.1

CS EF (Lux) Brazil B Yearly or year-to-date performance respectively (Fund)MSCI Brazil 10-40 (NR) Yearly or year-to-date performance respectively (Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund -11.86 -21.21 -5.21 -30.27 1.11 -Benchmark -14.39 -23.73 -7.09 -25.68 17.34 -

Sectors in %Fund

Financials 30.47Consumer Staples 15.34Energy 13.71Materials 11.58Industrials 10.61Consumer Discretionary 10.28Health Care 4.95Information Technology 2.09Cash/Cash Equivalents 0.97

Currencies in %BRL 100.38USD -0.38

Countries in %

Brazil 99.03Others 0.97

Top 10 Holdings in %Banco Bradesco 9.83Vale 9.16Petrobras 8.75Lojas Renner 5.37Ultrapar Participacoes 4.96Multiplan 4.81Cia Souza Cruz 4.63Itau Investimentos 4.34Itauunibanco 4.28AmBev 4.21Total 60.34


Investment policyThe Fund's assets are invested in companieswhich are domiciled in Brazil, or which conductthe vast majority of their business activities there,and are characterized by high profitability, a solidfinancial structure, and successful management.

Fund facts


Bloomberg ticker CSBRBUS LX




Annualized volatility in % 36.71 28.97Tracking Error (Ex post) 4.83 4.13Beta 0.97 0.99


40



Purchases SalesIVG -Gagfah -- -

Fund manager Frederik De BlockFund manager since 01.10.2010Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 25.41Inception date 06.07.2001Management fee in % p.a. 1.92Total expense ratio (ex ante) in % 2.06Benchmark (BM)

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

Unit Class Category B(capital growth)

ISIN LU0129337381

Valor no. 1235387



Credit Suisse Equity Fund (Lux) European PropertyClass B


2007 2008 2009 2010 2011 201220

40

60

80

100

120

140

160

-80%

-60%

-40%

-20%

0%

20%

40%

60%

-35.0-48.3

24.014.5

-14.5

8.7

-31.9

-48.6

36.1

16.3

-10.4

8.6

CS EF (Lux) European Property BYearly or year-to-date performance respectively(Fund)

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



1 month 3 months YTD 1 year 3 years 5 yearsFund -0.86 3.42 8.73 -14.30 37.70 -54.05Benchmark -1.01 3.16 8.55 -11.62 49.99 -45.38

Sectors in %Fund

Diversified REITs 40.79Retail REITs 30.96Industrial & Office REITs 20.21Residential REITs 4.53Free Cash 2.39Speciality REITs 1.12

Currencies in %

GBP 41.59EUR 37.90SEK 10.07CHF 9.02NOK 1.42

Countries in %

United Kingdom 41.44France 20.09Sweden 10.00Switzerland 8.64Germany 7.94Netherlands 6.38Norway 1.39Finland 0.99Austria 0.74Others 2.39


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

Fund facts


Bloomberg ticker CSEFEPB LX





Cre

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41

Purchases SalesIVG -Gagfah -- -

Fund manager Frederik De BlockFund manager since 01.10.2010Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 25.41Inception date 06.07.2001Management fee in % p.a. 0.90Total expense ratio (ex ante) in % 1.13Benchmark (BM)

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

Unit Class Category I(capital growth)

ISIN LU0129337548

Valor no. 1235389

Min. Init. Investm. Amount (in mill.) 3Redemptions DailyEU taxation In scope - no tax


Credit Suisse Equity Fund (Lux) European PropertyClass I


2007 2008 2009 2010 2011 201220

40

60

80

100

120

140

160

-80%

-60%

-40%

-20%

0%

20%

40%

60%

-34.4-47.8

25.315.7

-13.6

9.2

-31.9

-48.6

36.1

16.3

-10.4

8.6

CS EF (Lux) European Property IYearly or year-to-date performance respectively(Fund)

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



1 month 3 months YTD 1 year 3 years 5 yearsFund -0.84 3.65 9.19 -13.40 42.01 -51.65Benchmark -1.01 3.16 8.55 -11.62 49.99 -45.38

Sectors in %Fund

Diversified REITs 40.79Retail REITs 30.96Industrial & Office REITs 20.21Residential REITs 4.53Free Cash 2.39Speciality REITs 1.12

Currencies in %

GBP 41.59EUR 37.90SEK 10.07CHF 9.02NOK 1.42

Countries in %

United Kingdom 41.44France 20.09Sweden 10.00Switzerland 8.64Germany 7.94Netherlands 6.38Norway 1.39Finland 0.99Austria 0.74Others 2.39


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

Fund facts


Bloomberg ticker CSEFEPI LX





42



Purchases SalesHERMES INTERNATIONAL -REMY COINTREAU -THE SWATCH GROUP -CHRISTIAN DIOR -SALVATORE FERRAGAMO -

Fund manager Patrick Kolb, Marjorie SonigoFund manager since 01.07.2009, 19.06.2006Location Zurich, ParisFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 219.40Inception date 07.07.2006Management fee in % p.a. 1.92Total expense ratio (ex ante) in % 2.09Benchmark (BM) MSCI World (NR) (09/06)Unit Class Category B

(capital growth)

ISIN LU0254360752

Valor no. 2556553



Credit Suisse Equity Fund (Lux) Global PrestigeClass B


2007 2008 2009 2010 2011 201240

60

80

100

120

140

160

-60%

-40%

-20%

0%

20%

40%

60%

-2.3

-41.3

40.349.7

0.4

15.6

-1.7

-37.6

25.919.5

-2.4

5.8

CS EF (Lux) Global Prestige B Yearly or year-to-date performance respectively (Fund)MSCI World (NR) (09/06) Yearly or year-to-date performance respectively (Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund -5.47 -1.00 15.56 8.98 131.63 25.81Benchmark -2.19 -1.01 5.80 3.46 48.20 -11.56

Sectors in %Fund

Consumer Goods 42.20Cosmetics 13.08Watchmakers 12.99Beverages and tobacco 10.89Automobiles 5.41Leisure and Tourism 3.13Retail 2.47Cash/Cash Equivalents 9.84

Currencies in %

EUR 57.96USD 22.04CHF 9.89HKD 5.93GBP 2.73BRL 1.45

Countries in %

France 32.69USA 21.97Italy 13.14Switzerland 9.83Germany 7.20United Kingdom 2.69Hong Kong 2.42Brazil 1.45China 0.44Others 8.18

Top 10 Holdings in %Hermes 7.03Remy Cointreau 6.22Christian Dior 5.61Swatch Group 5.60SALVATORE FERRAGAMO 5.53Estee Lauder 5.28Ralph Lauren 4.40Richemont 4.22L'Oréal 3.95LVMH 3.91Total 51.75


Investment policyThe aim of the Fund is to achieve the highestpossible capital growth by investing worldwidein companies with business activities in theproduction, distribution and sales of luxury goodsand services (e.g. jewellery, watches, fashion,automobile, cosmetics, spirits and hotels).

Fund facts


Bloomberg ticker CSEFGPB LX





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Purchases SalesHERMES INTERNATIONAL -REMY COINTREAU -THE SWATCH GROUP -CHRISTIAN DIOR -SALVATORE FERRAGAMO -

Fund manager Patrick Kolb, Marjorie SonigoFund manager since 01.07.2009, 19.06.2006Location Zurich, ParisFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 219.40Inception date 29.05.2007Management fee in % p.a. 1.92Total expense ratio (ex ante) in % 2.09Unit Class Category R


ISIN LU0254364663

Valor no. 2556566



Credit Suisse Equity Fund (Lux) Global PrestigeClass R USD


2007 2008 2009 2010 2011 201240

60

80

100

120

140

160

-60%

-40%

-20%

0%

20%

40%

60%

-42.0

41.250.3

0.8

15.7

CS EF (Lux) Global Prestige R USD Yearly or year-to-date performance respectively (Fund)


1 month 3 months YTD 1 year 3 years 5 yearsFund -5.40 -0.78 15.73 9.97 134.43 26.98

Sectors in %Fund

Consumer Goods 42.20Cosmetics 13.08Watchmakers 12.99Beverages and tobacco 10.89Automobiles 5.41Leisure and Tourism 3.13Retail 2.47Cash/Cash Equivalents 9.84

Currencies in %

EUR 57.96USD 22.04CHF 9.89HKD 5.93GBP 2.73BRL 1.45

In addition to the currency table shown above, for this class,hedging strategies, by means of forward foreign exchangetransactions, are implemented to protect the class currencyagainst currency fluctuations of the fund's reference currency.This may substantially protect investors against a decrease in thevalue of the fund's reference currency relative to the hedgedclass currency, but it may also preclude investors from benefitingfrom an increase in the value of the fund's currency.

Countries in %

France 32.69USA 21.97Italy 13.14Switzerland 9.83Germany 7.20United Kingdom 2.69Hong Kong 2.42Brazil 1.45China 0.44Others 8.18

Top 10 Holdings in %Hermes 7.03Remy Cointreau 6.22Christian Dior 5.61Swatch Group 5.60SALVATORE FERRAGAMO 5.53Estee Lauder 5.28Ralph Lauren 4.40Richemont 4.22L'Oréal 3.95LVMH 3.91Total 51.75


Investment policyThe aim of the Fund is to achieve the highestpossible capital growth by investing worldwidein companies with business activities in theproduction, distribution and sales of luxury goodsand services (e.g. jewellery, watches, fashion,automobile, cosmetics, spirits and hotels).

Fund facts


Bloomberg ticker CSEFGRU LX





44



Purchases SalesIHS a SOURCEFIREEUROFINS SCIENTIFIC LIFE TECHNOLOGIESILLUMINA GILEAD SCIENCESIMPERVA PROSEGUR CIA DE SEGURIDADMAKO SURGICAL

AMERICAN SCIENCE & ENGINEERING

Fund manager Patrick KolbFund manager since 01.03.2007Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 55.68Inception date 19.10.2006Management fee in % p.a. 1.92Total expense ratio (ex ante) in % 2.14Benchmark (BM) MSCI World (NR)Unit Class Category B

(capital growth)

ISIN LU0269899067

Valor no. 2728058



Credit Suisse Equity Fund (Lux) Global SecurityClass B


2007 2008 2009 2010 2011 201240

60

80

100

120

140

-60%

-40%

-20%

0%

20%

40%

15.8

-31.9

26.6

14.2

-2.9

8.29.0

-40.7

30.0

11.8

-5.5

0.8

CS EF (Lux) Global Security B Yearly or year-to-date performance respectively (Fund)MSCI World (NR) Yearly or year-to-date performance respectively (Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund -8.23 -4.71 8.19 -4.26 48.35 6.77Benchmark -8.63 -8.51 0.78 -11.02 29.45 -18.74

Sectors in %Fund

IT security 25.27Health Care 21.32Environmental security 20.45Crime prevention 18.46Transportation safety 14.83Cash/Cash Equivalents -0.32

Currencies in %

USD 74.59EUR 9.50SEK 6.55GBP 5.54CHF 1.54AUD 1.29JPY 0.99

Countries in %

USA 65.62Israel 6.70Sweden 6.39United Kingdom 5.42Germany 4.46Spain 2.50Switzerland 1.48France 1.36Australia 1.27Others 4.80

Top 10 Holdings in %Intertek Group 4.58OSI Systems 3.32Stericycle Inc. 3.25Clean Harbors 3.23Tyco Intern 3.22Axis 3.04Gilead Sciences 3.03Celgene 2.96Nice Systems 2.89Trimble Nav. 2.86Total 32.38


Investment policyThe fund assets are invested worldwide inequities of companies that are primarily activein IT, healthcare and industry, and that offerproducts and services relating to health andenvironmental safety, IT security, road safety,and crime prevention.

Fund facts


Bloomberg ticker CSEFGSB LX





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Fund manager Patrick KolbFund manager since 01.03.2007Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 55.68Inception date 19.10.2006Management fee in % p.a. 1.92Total expense ratio (ex ante) in % 2.17Unit Class Category R


ISIN LU0269899737

Valor no. 2728102



Credit Suisse Equity Fund (Lux) Global SecurityClass R CHF


2007 2008 2009 2010 2011 201260

70

80

90

100

110

120

130

-40%

-30%

-20%

-10%

0%

10%

20%

30%

11.9

-32.5

24.9

12.5

-4.8

7.6

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


1 month 3 months YTD 1 year 3 years 5 yearsFund -8.38 -5.03 7.57 -6.34 41.71 -1.80

Sectors in %Fund


Currencies in %



Countries in %





Fund facts


Bloomberg ticker CSEFGSR LX





46





Fund manager Patrick KolbFund manager since 01.03.2007Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 55.68Inception date 19.10.2006Management fee in % p.a. 1.92Total expense ratio (ex ante) in % 2.17Unit Class Category R


ISIN LU0269899570

Valor no. 2728094



Credit Suisse Equity Fund (Lux) Global SecurityClass R EUR


2007 2008 2009 2010 2011 201260

70

80

90

100

110

120

130

-40%

-30%

-20%

-10%

0%

10%

20%

30%

13.4

-33.1

25.0

13.2

-4.7

8.1

CS EF (Lux) Global Security R EUR Yearly or year-to-date performance respectively (Fund)



Sectors in %Fund


Currencies in %



Countries in %





Fund facts


Bloomberg ticker CSEFGSE LX





Cre

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Fun

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47

11.0115.04

4.693.524.85

1.53-13.28

-8.511.29

-20.18

Purchases SalesCOTEMINAS pref TOAGOSEIMEDIASET BRF - BRAZIL FOODSCRESUD adr ORACLE CORP JAPANIREN GOODMAN FIELDER- BENESSE HOLDING

Fund manager Gregor TrachselFund manager since 30.04.2008Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 323.49Inception date 08.06.2001Management fee in % p.a. 1.92Total expense ratio (ex ante) in % 2.03Benchmark (BM) MSCI World (NR)Unit Class Category B

(capital growth)

ISIN LU0129338272

Valor no. 1235254



Credit Suisse Equity Fund (Lux) Global ValueClass B


2008 2009 2010 2011 201240

60

80

100

120

140

160

-60%

-40%

-20%

0%

20%

40%

60%46.3

30.1

-13.1

-0.7

25.919.5

-2.4

5.8

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


1 month 3 months YTD 1 year 3 years 5 yearsFund -4.99 -8.25 -0.74 -9.38 43.75 -Benchmark -2.19 -1.01 5.81 3.46 48.20 -

Sectors in %Fund Benchmark Compared with benchmark

Industrials 22.04 11.03Materials 21.85 6.81Consumer Discretionary 15.69 11.00Consumer Staples 14.73 11.21Utilities 8.64 3.79Telecommunication Services 5.69 4.16Financials 4.74 18.02Energy 2.09 10.60Cash/Cash Equivalents 1.29 -Others 3.22 23.40

Currencies in %

JPY 43.61EUR 18.32USD 12.81BRL 11.89CHF 3.51AUD 2.88GBP 1.90CLP 1.63CAD 1.35Others 2.09

Countries in %

Japan 43.14Italy 13.97Brazil 12.91USA 9.35Switzerland 3.51Australia 2.88United Kingdom 1.83Chile 1.61France 1.46Others 9.34

Top 10 Holdings in %Sanepar 2.32Keller Group 1.83Nikkiso 1.81Goodman Fielder 1.71OI 1.67Shibuya Kogyo 1.67Mikuni 1.63Coca-Cola 1.61Madeco S.A. 1.61Hera 1.58Total 17.44


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.

Repositioning as per April 30, 2008. (Old Fundname: Credit Suisse Equity Fund (Lux) World)

Fund facts


Bloomberg ticker CSEFSIE LX





48



11.0115.04

4.693.524.85

1.53-13.28

-8.511.29

-20.18


Fund manager Gregor TrachselFund manager since 30.04.2008Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 323.49Inception date 16.01.2007Management fee in % p.a. 0.90Total expense ratio (ex ante) in % 1.03Benchmark (BM) MSCI World (NR)Unit Class Category I

(capital growth)

ISIN LU0129339833

Valor no. 1235366



Credit Suisse Equity Fund (Lux) Global ValueClass I EUR


2008 2009 2010 2011 201240

60

80

100

120

140

160

-60%

-40%

-20%

0%

20%

40%

60%47.9

31.5

-12.2-0.3

25.919.5

-2.4

5.8

CS EF (Lux) Global Value I Yearly or year-to-date performance respectively (Fund)MSCI World (NR) Yearly or year-to-date performance respectively (Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund -4.86 -7.92 -0.27 -8.36 48.28 -Benchmark -2.19 -1.01 5.81 3.46 48.20 -


Industrials 22.04 11.03Materials 21.85 6.81Consumer Discretionary 15.69 11.00Consumer Staples 14.73 11.21Utilities 8.64 3.79Telecommunication Services 5.69 4.16Financials 4.74 18.02Energy 2.09 10.60Cash/Cash Equivalents 1.29 -Others 3.22 23.40

Currencies in %


Countries in %






Fund facts


Bloomberg ticker CSEFLEI LX





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Fund manager Gregor TrachselFund manager since 30.04.2008Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 323.49Inception date 18.10.2006Management fee in % p.a. 1.92Total expense ratio (ex ante) in % 2.03Unit Class Category R


ISIN LU0268334421

Valor no. 2705191



Credit Suisse Equity Fund (Lux) Global ValueClass R CHF


2008 2009 2010 2011 201260

80

100

120

140

160

-40%

-20%

0%

20%

40%

60%45.0

28.7

-14.5

-1.0

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


1 month 3 months YTD 1 year 3 years 5 yearsFund -4.91 -8.17 -0.98 -10.70 38.93 -

Sectors in %Fund

Industrials 22.04Materials 21.85Consumer Discretionary 15.69Consumer Staples 14.73Utilities 8.64Telecommunication Services 5.69Financials 4.74Energy 2.09Cash/Cash Equivalents 1.29Others 3.22

Currencies in %



Countries in %






Fund facts


Bloomberg ticker CSEFWRC LX





50






ISIN LU0458681094

Valor no. 10665619



Credit Suisse Equity Fund (Lux) Global ValueClass R CZK

Net performance in CZK (rebased to 100) and yearly performance 1)

2009 2010 2011 201280

90

100

110

120

130

140

150

-20%

-10%

0%

10%

20%

30%

40%

50%

30.5

-13.6

-0.7

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

Net performance in CZK 1)

1 month 3 months YTD 1 year 3 years 5 yearsFund -4.88 -8.11 -0.70 -9.63 - -

Sectors in %Fund


Currencies in %



Countries in %






Fund facts

Unit class currency CZK

Bloomberg ticker CSEGVRC LX



Annualized volatility in % 12.51 -Tracking Error (Ex post) 11.11 -Beta 0.60 -


Cre

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Fun

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51




ISIN LU0268334777

Valor no. 2705196



Credit Suisse Equity Fund (Lux) Global ValueClass R USD


2008 2009 2010 2011 201260

80

100

120

140

160

-40%

-20%

0%

20%

40%

60%45.9

30.2

-13.7

-0.7

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


1 month 3 months YTD 1 year 3 years 5 yearsFund -4.91 -8.16 -0.72 -9.62 42.77 -

Sectors in %Fund


Currencies in %



Countries in %






Fund facts


Bloomberg ticker CSEFWRU LX





52



Purchases SalesINTESA SANPAOLO FINMECCANICAFIAT TENARISTELECOM ITALIA risp UBI BANCAFIAT INDUSTRIAL ASSICURAZIONI GENERALIANSALDO STS CAMPARI

Fund manager Stefano AndreaniFund manager since 14.01.2008Location MilanoFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 30.35Inception date 25.09.1992Management fee in % p.a. 1.92Total expense ratio (ex ante) in % 2.12Benchmark (BM) MSCI Italy 10/40 (NR) (07/11)Unit Class Category B

(capital growth)

ISIN LU0055733355

Valor no. 349537



Credit Suisse Equity Fund (Lux) ItalyClass B


2007 2008 2009 2010 2011 201220

40

60

80

100

120

140

-80%

-60%

-40%

-20%

0%

20%

40%

-5.9

-44.6

23.2

-5.2

-22.9

-9.6-4.3

-47.4

22.6

-9.1

-25.4

-11.6

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


1 month 3 months YTD 1 year 3 years 5 yearsFund -10.75 -19.39 -9.62 -33.40 -23.21 -60.36Benchmark -10.95 -21.32 -11.58 -38.11 -29.84 -64.75

Sectors in %Fund

Financials 33.03Industrials 18.07Consumer Discretionary 17.46Utilities 12.40Energy 10.87Telecommunication Services 4.32Health Care 1.48Consumer Staples 1.35Cash/Cash Equivalents 0.29Others 0.74

Top 10 Holdings in %Intesa Sanpaolo 8.27ENI 8.16Luxottica 5.96FIAT 5.46Atlantia 4.99Terna 4.99Prysmian 4.82Enel 4.62FIAT Ind. 4.59Assicurazioni Gen. 4.41Total 56.27




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

Fund facts


Bloomberg ticker CRSITBI LX



dit S

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Fun

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53

Purchases SalesINTESA SANPAOLO FINMECCANICAFIAT TENARISTELECOM ITALIA risp UBI BANCAFIAT INDUSTRIAL ASSICURAZIONI GENERALIANSALDO STS CAMPARI

Fund manager Stefano AndreaniFund manager since 14.01.2008Location MilanoFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 30.35Inception date 19.10.2007Management fee in % p.a. 0.70Total expense ratio (ex ante) in % 0.88Benchmark (BM) MSCI Italy 10/40 (NR) (07/11)Unit Class Category I

(capital growth)

ISIN LU0108801654

Valor no. 1057956



Credit Suisse Equity Fund (Lux) ItalyClass I


2007 2008 2009 2010 2011 201220

40

60

80

100

120

140

-80%

-60%

-40%

-20%

0%

20%

40%

-43.9

24.7

-4.0

-21.9

-9.2

-47.4

22.6

-9.1

-25.4

-11.6

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


1 month 3 months YTD 1 year 3 years 5 yearsFund -10.66 -19.14 -9.17 -32.58 -20.35 -Benchmark -10.95 -21.32 -11.58 -38.11 -29.84 -

Sectors in %Fund

Financials 33.03Industrials 18.07Consumer Discretionary 17.46Utilities 12.40Energy 10.87Telecommunication Services 4.32Health Care 1.48Consumer Staples 1.35Cash/Cash Equivalents 0.29Others 0.74

Top 10 Holdings in %Intesa Sanpaolo 8.27ENI 8.16Luxottica 5.96FIAT 5.46Atlantia 4.99Terna 4.99Prysmian 4.82Enel 4.62FIAT Ind. 4.59Assicurazioni Gen. 4.41Total 56.27




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

Fund facts


Bloomberg ticker CRSITLI LX



54



26.2514.5114.26

11.1710.44

9.264.173.88

2.193.88

Purchases SalesLANXESS TAYLOR WIMPEYELECTROMAG GEOSERVICES MORGAN CURCIBLEEUROFINS SCIENTIFIC FREENET regERSTE GROUP BANK STOCKMANNINTERCELL SPECTRIS

Fund manager Jan BergFund manager since 21.02.2007Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 80.97Inception date 28.01.1994Management fee in % p.a. 1.92Total expense ratio (ex ante) in % 1.98Benchmark (BM)

MSCI Europe Small Cap (NR) (09/06)Unit Class Category B

(capital growth)

ISIN LU0048365026

Valor no. 140168



Credit Suisse Equity Fund (Lux) Small and Mid Cap EuropeClass B


2007 2008 2009 2010 2011 201220406080

100120140160180

-80%-60%-40%-20%

0%20%40%60%80%

-1.2

-46.5

43.135.6

-18.6

6.1

-7.5

-51.9

59.5

29.9

-17.4

7.7

CS EF (Lux) Small and Mid Cap Europe B Yearly or year-to-date performance respectively (Fund)MSCI Europe Small Cap (NR) (09/06) Yearly or year-to-date performance respectively (Benchmark)




Industrials 26.25 -Financials 14.51 -Consumer Discretionary 14.26 -Materials 11.17 -Information Technology 10.44 -Energy 9.26 -Consumer Staples 4.17 -Health Care 3.88 -Cash/Cash Equivalents 2.19 -Others 3.88 0.00

Currencies in %

EUR 42.00GBP 34.19NOK 10.12CHF 5.24SEK 5.10DKK 3.33

Countries in %

United Kingdom 32.22Germany 13.92Norway 10.28Austria 6.90France 6.81Switzerland 5.05Belgium 4.38Netherlands 4.31Sweden 3.59Others 12.54

Top 10 Holdings in %Telecity Group 2.83Croda Intl. 2.58Bunzl 2.56Lanxess 2.48Ophir Energy 2.46Brunel Intl 2.12Sky Deutschland AG 2.11OC Oerlikon 2.08SALVATORE FERRAGAMO 2.04Kerry Group 1.94Total 23.20


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

Fund facts


Bloomberg ticker CRSESEI LX





dit S

uiss

e Eq

uity

Fun

d



55

Purchases SalesLANXESS WACKER CHEMIEKRONES CONTINENTALSOFTWARE RHOEN KLINIKUMAURUBIS ELRINGKLINGEREADS AIXTRON SE

Fund manager Felix MeierFund manager since 01.01.2003Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 256.46Inception date 26.08.1994Management fee in % p.a. 1.92Total expense ratio (ex ante) in % 2.08Benchmark (BM) Midcap Market Index (RI) (07/08)Unit Class Category B

(capital growth)

ISIN LU0052265898

Valor no. 248590



Credit Suisse Equity Fund (Lux) Small and Mid Cap GermanyClass B


2007 2008 2009 2010 2011 201240

60

80

100

120

140

160

-60%

-40%

-20%

0%

20%

40%

60%

-3.2

-44.4

46.6

29.8

-15.3

12.71.6

-47.1

38.826.9

-13.9

13.3

CS EF (Lux) Small and Mid Cap Germany B Yearly or year-to-date performance respectively (Fund)Midcap Market Index (RI) (07/08) Yearly or year-to-date performance respectively (Benchmark)



Sectors in %Fund

Industrials 32.09Consumer Discretionary 22.77Information Technology 12.60Materials 11.39Health Care 11.35Financials 8.25Consumer Staples 1.27Telecommunication Services 0.75Cash/Cash Equivalents -0.47

Currencies in %

EUR 99.98CHF 0.02

Countries in %Germany 90.58France 9.50Switzerland 0.38Cash/Cash Equivalents -0.47

Significant Transactions Top 10 Holdings in %EADS 9.50Continental 4.49Lanxess 4.27GEA Group AG 3.68Tipp24 3.55MTU Aero Engines 3.18Wire Card 2.98Bilfinger & Berger 2.94Sky Deutschland AG 2.94Rhoen Klinikum 2.92Total 40.45

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

Fund facts


Bloomberg ticker CRSESGI LX





56



Purchases SalesLANXESS WACKER CHEMIEKRONES CONTINENTALSOFTWARE RHOEN KLINIKUMAURUBIS ELRINGKLINGEREADS AIXTRON SE

Fund manager Felix MeierFund manager since 01.01.2003Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 256.46Inception date 29.08.2005Management fee in % p.a. 0.90Total expense ratio (ex ante) in % 0.82Benchmark (BM) Midcap Market Index (RI) (07/08)Unit Class Category I

(capital growth)

ISIN LU0108803940

Valor no. 1057945



Credit Suisse Equity Fund (Lux) Small and Mid Cap GermanyClass I


2007 2008 2009 2010 2011 201240

60

80

100

120

140

160

-60%

-40%

-20%

0%

20%

40%

60%

-2.2

-43.7

48.0

31.2

-14.5

13.21.6

-47.1

38.826.9

-13.9

13.3

CS EF (Lux) Small and Mid Cap Germany I Yearly or year-to-date performance respectively (Fund)Midcap Market Index (RI) (07/08) Yearly or year-to-date performance respectively (Benchmark)



Sectors in %Fund

Industrials 32.09Consumer Discretionary 22.77Information Technology 12.60Materials 11.39Health Care 11.35Financials 8.25Consumer Staples 1.27Telecommunication Services 0.75Cash/Cash Equivalents -0.47

Currencies in %

EUR 99.98CHF 0.02

Countries in %Germany 90.58France 9.50Switzerland 0.38Cash/Cash Equivalents -0.47

Significant Transactions Top 10 Holdings in %EADS 9.50Continental 4.49Lanxess 4.27GEA Group AG 3.68Tipp24 3.55MTU Aero Engines 3.18Wire Card 2.98Bilfinger & Berger 2.94Sky Deutschland AG 2.94Rhoen Klinikum 2.92Total 40.45

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

Fund facts


Bloomberg ticker CSEFSCI LX





dit S

uiss

e Eq

uity

Fun

d



57

Purchases SalesIHS a THERMO FISHER SCIENTIFICGILEAD SCIENCES CISCO SYSTEMSANADARKO PETROLEUM MARATHON OILOCCIDENTAL PETROLEUM GENERAL ELECTRICPINNACLE WEST CAPITAL

KANSAS CITY SOUTHERN INDUSTRIES

Fund manager Martino PerkmannFund manager since 31.12.2009Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 536.51Inception date 07.06.1991Management fee in % p.a. 1.25Total expense ratio (ex ante) in % 1.52Benchmark (BM) MSCI USA (NR) (01/10)Unit Class Category B

(capital growth)

ISIN LU0055732977

Valor no. 349533



Credit Suisse Equity Fund (Lux) USAClass B


2007 2008 2009 2010 2011 20125060708090

100110120130140

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

0%10%20%30%40%

6.5

-37.3

28.0

9.0

-3.4

4.24.9

-37.4

25.6

14.8

1.4 5.0

CS EF (Lux) USA B Yearly or year-to-date performance respectively (Fund)MSCI USA (NR) (01/10) Yearly or year-to-date performance respectively (Benchmark)



Sectors in %Fund

Information Technology 23.09Financials 15.19Health Care 11.62Consumer Discretionary 11.15Energy 10.45Industrials 8.06Consumer Staples 7.87Materials 3.72Cash/Cash Equivalents 2.36Others 6.49

Top 10 Holdings in %Apple 5.64Exxon Mobil Corp. 3.19Wal-Mart Stores 2.96Qualcomm 2.70Discover Financial Services 2.55IBM 2.29Wells Fargo & Co. 2.18US Bancorp Inv. 2.12Home Depot 2.07Google 2.01Total 27.71




Investment policyThe aim of the Fund is to achieve the highestpossible capital growth by investing in leadingUS companies characterised by high profitability,a sound financial structure and successfulmanagement.

Fund facts


Bloomberg ticker CRSNABI LX



58





Fund manager Martino PerkmannFund manager since 31.12.2009Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 536.51Inception date 14.04.2000Management fee in % p.a. 0.65Total expense ratio (ex ante) in % 0.93Benchmark (BM) MSCI USA (NR) (01/10)Unit Class Category I

(capital growth)

ISIN LU0108804591

Valor no. 1057955



Credit Suisse Equity Fund (Lux) USAClass I


2007 2008 2009 2010 2011 201240

60

80

100

120

140

-60%

-40%

-20%

0%

20%

40%

7.1

-37.0

28.8

9.7

-2.8

4.54.9

-37.4

25.6

14.8

1.4 5.0

CS EF (Lux) USA I Yearly or year-to-date performance respectively (Fund)MSCI USA (NR) (01/10) Yearly or year-to-date performance respectively (Benchmark)



Sectors in %Fund







Fund facts


Bloomberg ticker CRSNAII LX



dit S

uiss

e Eq

uity

Fun

d



59



Fund manager Martino PerkmannFund manager since 31.12.2009Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 536.51Inception date 31.05.2002Management fee in % p.a. 1.25Total expense ratio (ex ante) in % 1.51Unit Class Category R


ISIN LU0145374574

Valor no. 1402727



Credit Suisse Equity Fund (Lux) USAClass R EUR


2007 2008 2009 2010 2011 20125060708090

100110120130140

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

0%10%20%30%40%

4.9

-38.3

25.9

7.5

-5.1

4.2

CS EF (Lux) USA R EUR Yearly or year-to-date performance respectively (Fund)



Sectors in %Fund







Fund facts


Bloomberg ticker CRSNAHI LX



60



Purchases SalesSEALED AIR SUNOCOTREDEGAR SUNCOKE ENERGYCOTEMINAS pref THE ST JOE COMPANYWASHINGTON POST b DEAN FOODS- WAUSAU PAPER

Fund manager Gregor TrachselFund manager since 30.04.2008Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 126.77Inception date 30.03.2004Management fee in % p.a. 1.92Total expense ratio (ex ante) in % 2.09Benchmark (BM) MSCI USA (NR) (09/11)Unit Class Category B

(capital growth)

ISIN LU0187731129

Valor no. 1806067



Credit Suisse Equity Fund (Lux) USA ValueClass B


2007 2008 2009 2010 2011 201240

60

80

100

120

140

160

180

-60%

-40%

-20%

0%

20%

40%

60%

80%

1.0

-43.5

56.2

15.2

-6.5

2.0-0.2

-36.8

28.316.9

1.1 5.0

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



Sectors in %Fund

Industrials 23.69Consumer Discretionary 18.38Materials 15.34Consumer Staples 13.77Financials 13.07Utilities 7.28Information Technology 4.32Health Care 1.86Energy 1.60Cash/Cash Equivalents 0.68

Currencies in %

USD 90.41BRL 3.26GBP 2.51JPY 2.50MXN 1.32

Countries in %

USA 85.91United Kingdom 4.23Brazil 3.26Japan 2.45Italy 2.15Mexico 1.32Others 0.68

Top 10 Holdings in %Dean Foods 3.09Alico 2.60Federal Signal 2.56Donnelley & Sons 2.55Otter Tail 2.50Oracle corp. Japan 2.45Great Lakes Dredge & Dock 2.44Alexander & Baldwin 2.42California Water Serv. Gr. 2.41Keller Group 2.41Total 25.43


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

Fund facts


Bloomberg ticker CSEUSVB LX





dit S

uiss

e Eq

uity

Fun

d



61


Fund manager Gregor TrachselFund manager since 30.04.2008Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 126.77Inception date 19.10.2007Management fee in % p.a. 0.90Total expense ratio (ex ante) in % 1.00Benchmark (BM) MSCI USA (NR) (09/11)Unit Class Category I

(capital growth)

ISIN LU0187731806

Valor no. 1806073



Credit Suisse Equity Fund (Lux) USA ValueClass I


2007 2008 2009 2010 2011 201240

60

80

100

120

140

160

180

-60%

-40%

-20%

0%

20%

40%

60%

80%

-42.9

57.9

16.3

-5.5

2.4

-36.8

28.316.9

1.1 5.0

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


1 month 3 months YTD 1 year 3 years 5 yearsFund -8.09 -9.07 2.44 -9.82 56.55 -Benchmark -6.22 -3.88 4.97 -2.04 53.32 -

Sectors in %Fund


Currencies in %


Countries in %





Fund facts


Bloomberg ticker CSELUVI LX





62




Fund manager Gregor TrachselFund manager since 30.04.2008Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 126.77Inception date 27.06.2011Management fee in % p.a. 1.92Total expense ratio (ex ante) in % 1.65Unit Class Category R


ISIN LU0187731558

Valor no. 1806069



Credit Suisse Equity Fund (Lux) USA ValueClass R EUR



Sectors in %Fund


Currencies in %



Countries in %





Fund facts


Bloomberg ticker CSUSAER LX



Annualized volatility in % - -Tracking Error (Ex post) - -Beta - -

Cre

dit S

uiss

e Eq

uity

Fun

d



63

Fund manager Luc MathysFund manager since 03.08.2011Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 83.03Inception date 16.08.2011Management fee in % p.a. 0.45Total expense ratio (ex ante) in % 0.64Benchmark (BM)

CGBI Eurodollar BBB- or Better 3-5Y (08/11)Unit Class Category A

(distribution)

ISIN LU0650597205

Valor no. 13405131


Fund 101


Credit Suisse Fund (Lux) Bond Medium Maturity USDClass A & B


2007 2008 2009 2010 2011 201295

100105110115120125130135140

-5%0%5%

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

7.3

1.55.5 3.6 3.3 2.5

8.1 7.53.7 5.4 4.1 3.2

CSF (Lux) Bond Medium Maturity USD B Yearly or year-to-date performance respectively (Fund)CGBI Eurodollar BBB- or Better 3-5Y (08/11)


Former Track record of Equis Europe (19.04.2005 - 15.08.2011)



Maturities in years

0%10%20%30%40%50%60%70%80%90%

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


USD 100.00 -

Asset Allocation in %Fixed Income 100.00Total 100.00





Credit Ratings in %



%Maturity as % of

assetsFannie Mae 5.000 15.03.16 4.19GECC 3.500 29.06.15 2.53EIB 1.625 15.06.17 2.42JPMorgan Chase 2.600 15.01.16 2.41GECC 5.375 20.10.16 2.07Freddie Mac 2.500 27.05.16 1.93Freddie Mac 2.000 25.08.16 1.90DNB Nor BolKred. 2.900 29.03.16 1.88AT&T 2.950 15.05.16 1.76John DeereCapital

1.850 15.09.16 1.45

Total 22.54

Investment policyThe investment objective is to achieve anattractive and steady income in USD based onthe performance of the market for USD bondswith short and medium-term maturities. The fundwill invest in broadly diversified USD mediumterm bonds, other fixed income instruments aswell as variable rate instruments from theinvestment grade area, with emphasis on primeborrower quality. The fund may also invest inconvertibles and bonds with options.

Fund facts



Bloomberg ticker CSBMMUALX

CSBMMUB LX


101.96 101.99

--

Daily

Number of holdings


Average = A

64



Fund manager Luc MathysFund manager since 18.05.2010Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 30. SepTotal net assets (in mil.) 95.18Inception date 17.05.2010Management fee in % p.a. 2) 0.40Total expense ratio (ex ante) in % 0.57Benchmark (BM) CGBI EuroBIG 1-3YUnit Class Category A

(distribution)

ISIN LU0480842656

Valor no. 10948649


Fund 142


Credit Suisse Fund (Lux) Bond Short Maturity EURClass A & B


2010 2011 201299

100

101

102

103

104

105

-1%

0%

1%

2%

3%

4%

5%

2.01.7

2.6

1.7

CSF (Lux) Bond Short Maturity EUR B Yearly or year-to-date performance respectively (Fund)CGBI EuroBIG 1-3Y Yearly or year-to-date performance respectively (Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund -0.03 0.25 1.71 3.65 - -Benchmark -0.31 -0.07 1.72 3.82 - -

Maturities in years

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

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


EUR 99.99 99.99

Asset Allocation in %Financial Bonds 28.50Government 24.72Industrial Bonds 19.72Sovereign/Agencies 12.24Covered/ABS 11.89Utilities 2.04Cash/Cash Equivalents 0.90Total 100.01



Credit Ratings in %





%Maturity as % of

assetsEIB 1.625 15.01.15 2.15GE Capital EU 4.625 04.07.14 1.73Zurich Fin.Services

4.500 17.09.14 1.72

KFW 0.625 29.05.15 1.68Rabobank 4.250 22.04.14 1.67CADES 1.875 16.02.15 1.62ICO 2.875 15.11.13 1.55Germany 2.250 11.04.14 1.53BMW Finance 2.125 13.01.15 1.41Nat. Australia Bk 3.500 23.01.15 1.39Total 16.45

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

Fund facts



Bloomberg ticker CSFBSEALX

CSFBSEB LX


100.72 103.87

--

Daily

2) Please note that following a decision by the Fund´sManagement Company, Credit Suisse Fund Management S.A.,as from September 1, 2011 the Annual Management Charge("AMC") is being charged at a reduced rate of 0.40%. TheManagement Company reserves the right to reinstate the fullAMC at its discretion: in the event that such a decision is taken,an update to this footnote will be made in advance indicating thefuture date of reinstatement.

Number of holdings


Average = A+

Cre

dit S

uiss

e Fu

nd



65

Fund manager Luc MathysFund manager since 18.05.2010Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 186.52Inception date 17.05.2010Management fee in % p.a. 2) 0.40Total expense ratio (ex ante) in % 0.57Benchmark (BM)

CGBI Eurodollar BBB- or Better 1-3YUnit Class Category A

(distribution)

ISIN LU0480843209

Valor no. 10949399


Fund 148


Credit Suisse Fund (Lux) Bond Short Maturity USDClass A & B


2010 2011 2012100

101

102

103

104

105

0%

1%

2%

3%

4%

5%

0.9 0.9

1.51.3

CSF (Lux) Bond Short Maturity USD B Yearly or year-to-date performance respectively (Fund)CGBI Eurodollar BBB- or Better 1-3Y Yearly or year-to-date performance respectively (Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund -0.06 0.14 0.88 0.71 - -Benchmark -0.08 0.18 1.25 1.46 - -

Maturities in years

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

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


USD 100.00 100.00

Asset Allocation in %Financial Bonds 26.74Industrial Bonds 26.41Sovereign/Agencies 25.20Government 8.29Covered/ABS 1.42Utilities 0.32Cash/Cash Equivalents 10.81Others 0.81Total 100.00





Credit Ratings in %

AAA 22.50AA+ 22.89AA 5.78AA- 12.41A+ 10.50A 8.61A- 8.36BBB+ 5.40BBB 2.64Not rated 0.91


assetsFannie Mae 2.375 28.07.15 3.42Freddie Mac 4.500 15.01.13 2.41Freddie Mac 3.500 29.05.13 2.21Fannie Mae 0.375 16.03.15 2.14GECC 3.750 14.11.14 1.70Fannie Mae 5.000 15.04.15 1.22Fed Home Lbk 5.500 13.08.14 1.21Credit Suisse NY 2.200 14.01.14 1.20Austria 3.250 25.06.13 1.19CS New York 5.500 01.05.14 1.14Total 17.84

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

Fund facts



Bloomberg ticker CSFBSUALX

CSFBSUB LX


99.58 102.84

--

Daily

2) Please note that following a decision by the Fund´sManagement Company, Credit Suisse Fund Management S.A.,as from September 1, 2011 the Annual Management Charge("AMC") is being charged at a reduced rate of 0.40%. TheManagement Company reserves the right to reinstate the fullAMC at its discretion: in the event that such a decision is taken,an update to this footnote will be made in advance indicating thefuture date of reinstatement."

Number of holdings


Average = A+

66



Fund manager Michel BergerFund manager since 01.05.2012Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 175.31Inception date 16.08.2011Management fee in % p.a. 0.50Total expense ratio (ex ante) in % 0.68Benchmark (BM)

CGBI Eurodollar BBB- or Better (08/11)Unit Class Category A

(distribution)

ISIN LU0650589442

Valor no. 13405060


Fund 137


Credit Suisse Fund (Lux) Bond USDClass A & B


2007 2008 2009 2010 2011 201290

100

110

120

130

140

150

-10%

0%

10%

20%

30%

40%

50%

7.3 5.02.1

6.9 6.83.6

8.3 8.73.0

8.7 7.93.5

CSF (Lux) Bond USD B Yearly or year-to-date performance respectively (Fund)CGBI Eurodollar BBB- or Better (08/11) Yearly or year-to-date performance respectively (Benchmark)

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



Maturities in years

0%

10%

20%

30%

40%

50%

60%

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


USD 100.00 -






Credit Ratings in %



%Maturity as % of

assetsFreddie Mac 5.125 17.11.17 5.53Fannie Mae 5.000 11.05.17 2.04IADB 3.875 14.02.20 2.02Fannie Mae 5.000 15.03.16 1.98KFW 4.000 27.01.20 1.97BNG 5.125 05.10.16 1.94Rabobank 4.750 15.01.20 1.86Shell InternationalFin.

5.200 22.03.17 1.68

GECC 4.625 07.01.21 1.56GECC 4.375 16.09.20 1.53Total 22.11

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 cellwill invest in broadly diversified USD medium tolong-term bonds, other fixed income instrumentsas well as variable rate instruments from theinvestment grade area, with emphasis placed onprime borrower quality. The cell may also investin convertibles and bonds with options.

Fund facts



Bloomberg ticker CSBUSDALX

CSBUSDB LX


103.19 103.47

--

Daily

Number of holdings


Average = A

Cre

dit S

uiss

e Fu

nd



67

Fund manager Christopher Burton, Nelson LouieFund manager since 07.11.2005, 19.08.2010Location New York, New YorkFund domicile LuxembourgFund currency CHFClose of financial year 30. SepTotal net assets (in mil.) 241.50Inception date 07.11.2005Management fee in % p.a. 1.40Total expense ratio (ex ante) in % 1.59Benchmark (BM)

DJ-UBS Commodity Index (RI) (CHF-Hgd Daily)(06/11)


ISIN LU0230917477

Valor no. 2288450


Credit Suisse Fund (Lux) Commodity Index Plus (Sfr)Class B


2007 2008 2009 2010 2011 201240

60

80

100

120

140

160

-60%

-40%

-20%

0%

20%

40%

60%

10.1

-39.4

22.115.0

-13.8 -9.5

13.8

-35.2

18.9 14.6

-13.9-8.9

CSF (Lux) Commodity Index Plus (Sfr) B Yearly or year-to-date performance respectively (Fund)DJ-UBS Commodity Index (RI) (CHF-HgdDaily)(06/11)




Commodity Sectors in %

Agriculture 30.91Energy 30.14Industrial Metals 19.41Precious Metals 13.17Livestock 6.37

Countries in %USA 96.26Cash/Cash Equivalents 3.74



Top collateral holdings in %Position Coupon

%Maturity as % of

assetsUS Treasury 1.375 15.01.13 10.13US Treasury 1.375 15.11.12 6.07T-NTS United Statesof Am.

0.375 30.09.12 6.04

US Treasury 0.375 31.10.12 6.04US Treasury Bill 0.000 08.11.12 6.03US Treasury 0.000 11.10.12 5.23US Treasury 0.000 23.08.12 5.23US Treasury 1.125 15.12.12 4.85Fannie Mae 0.260 23.11.12 4.83US Treasury 1.375 15.10.12 4.04Total 58.49

Investment policyThe aim of the fund is to track the Dow Jones- UBS Commodity Index as closely as possibleby investing in various derivatives. The fund alsoendeavors to achieve enhancement throughactively managing the derivatives. Its lowcorrelation with traditional asset classes makesthe fund an ideal portfolio diversificationinstrument. Furthermore, it offers goodprotection from inflation risks in the event of arise in commodity prices.

Fund facts


Bloomberg ticker CSFLBSB LX



68



Fund manager Christopher Burton, Nelson LouieFund manager since 07.11.2005, 19.08.2010Location New York, New YorkFund domicile LuxembourgFund currency CHFClose of financial year 30. SepTotal net assets (in mil.) 241.50Inception date 27.01.2006Management fee in % p.a. 0.40Total expense ratio (ex ante) in % 0.58Benchmark (BM)

DJ-UBS Commodity Index (RI) (CHF-Hgd Daily)(06/11)


ISIN LU0230917808

Valor no. 2288455



Credit Suisse Fund (Lux) Commodity Index Plus (Sfr)Class I


2007 2008 2009 2010 2011 201240

60

80

100

120

140

160

-60%

-40%

-20%

0%

20%

40%

60%

11.2

-38.8

23.416.2

-12.9 -9.1

13.8

-35.2

18.9 14.6

-13.9-8.9

CSF (Lux) Commodity Index Plus (Sfr) I Yearly or year-to-date performance respectively (Fund)DJ-UBS Commodity Index (RI) (CHF-HgdDaily)(06/11)










%Maturity as % of

assetsUS Treasury 1.375 15.01.13 10.13US Treasury 1.375 15.11.12 6.07T-NTS United Statesof Am.

0.375 30.09.12 6.04

US Treasury 0.375 31.10.12 6.04US Treasury Bill 0.000 08.11.12 6.03US Treasury 0.000 11.10.12 5.23US Treasury 0.000 23.08.12 5.23US Treasury 1.125 15.12.12 4.85Fannie Mae 0.260 23.11.12 4.83US Treasury 1.375 15.10.12 4.04Total 58.49


Fund facts


Bloomberg ticker CSFLBSA LX



Cre

dit S

uiss

e Fu

nd



69

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 30. SepTotal net assets (in mil.) 453.80Inception date 07.11.2005Management fee in % p.a. 1.40Total expense ratio (ex ante) in % 1.59Benchmark (BM) DJ-UBS Commodity Index (RI)Unit Class Category B

(capital growth)

ISIN LU0230918368

Valor no. 2288457


Credit Suisse Fund (Lux) Commodity Index Plus (US$)Class B


2007 2008 2009 2010 2011 201240

60

80

100

120

140

160

-60%

-40%

-20%

0%

20%

40%

60%

15.0

-40.1

28.016.8

-12.8 -9.1

16.2

-35.6

18.9 16.8

-13.3 -8.7

CSF (Lux) Commodity Index Plus (US$) B Yearly or year-to-date performance respectively (Fund)DJ-UBS Commodity Index (RI) Yearly or year-to-date performance respectively (Benchmark)









%Maturity as % of

assetsUS Treasury 1.375 15.01.13 11.10US Treasury 1.375 15.11.12 7.31Fannie Mae 0.260 23.11.12 5.51Freddie Mac 0.189 06.05.13 5.07FFCB 0.230 30.12.13 4.85US Treasury 0.375 31.10.12 4.85US Treasury Bill 0.000 08.11.12 4.85US Treasury 1.375 15.10.12 4.43T-NTS United Statesof Am.

0.375 30.09.12 4.41

US Treasury 1.500 15.07.12 4.41Total 56.79


Fund facts


Bloomberg ticker CSFLCUB LX



70



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 30. SepTotal net assets (in mil.) 453.80Inception date 31.07.2006Management fee in % p.a. 0.40Total expense ratio (ex ante) in % 0.59Benchmark (BM) DJ-UBS Commodity Index (RI)Unit Class Category I

(capital growth)

ISIN LU0230918954

Valor no. 2288461


Credit Suisse Fund (Lux) Commodity Index Plus (US$)Class I


2007 2008 2009 2010 2011 201240

60

80

100

120

140

160

-60%

-40%

-20%

0%

20%

40%

60%

16.1

-39.5

29.318.0

-11.9 -8.7

16.2

-35.6

18.9 16.8

-13.3 -8.7

CSF (Lux) Commodity Index Plus (US$) I Yearly or year-to-date performance respectively (Fund)DJ-UBS Commodity Index (RI) Yearly or year-to-date performance respectively (Benchmark)









%Maturity as % of

assetsUS Treasury 1.375 15.01.13 11.10US Treasury 1.375 15.11.12 7.31Fannie Mae 0.260 23.11.12 5.51Freddie Mac 0.189 06.05.13 5.07FFCB 0.230 30.12.13 4.85US Treasury 0.375 31.10.12 4.85US Treasury Bill 0.000 08.11.12 4.85US Treasury 1.375 15.10.12 4.43T-NTS United Statesof Am.

0.375 30.09.12 4.41

US Treasury 1.500 15.07.12 4.41Total 56.79


Fund facts


Bloomberg ticker CSFLCUI LX



Cre

dit S

uiss

e Fu

nd



71

Fund 103

Fund manager Oliver GasserFund manager since 11.02.2011Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 30. SepTotal net assets (in mil.) 209.49Inception date 11.02.2011Management fee in % p.a. 1.00Total expense ratio (ex ante) in % 1.18Benchmark (BM)

CB CSF (Lux) Fixed Income Cycle InvestUnit Class Category A

(distribution)

ISIN LU0563098960

Valor no. 12052847



Credit Suisse Fund (Lux) Fixed Income Cycle InvestClass A & B


2011 2012949698

100102104106108110112

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

10%12%

3.04.5

CSF (Lux) Fixed Income Cycle Invest B Yearly or year-to-date performance respectively (Fund)CB CSF (Lux) Fixed Income Cycle Invest Yearly or year-to-date performance respectively (Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund -1.96 -1.76 2.96 -2.56 - -Benchmark 0.36 0.95 4.45 7.20 - -

Maturities in years

0%5%

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

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

Currencies in %before hedging

EUR 58.89USD 30.68CHF 8.61GBP 1.45AUD 0.37

Asset Allocation in %Fixed Income 96.46Mortgage Backed Securities 3.54Total 100.00

Number of holdings



Credit Ratings in %Fund

AAA 39.00AA 7.00A 22.00BBB 23.00BB 9.00


%Maturity as % of

assetsKFW 3.125 25.02.14 5.01Germany 4.250 04.01.14 3.57Germany 4.500 04.01.13 3.18Sparbank BoligReg.

5.000 10.09.13 2.01

Nordea Bank 2.500 02.06.14 1.97US Treasury 0.500 31.05.13 1.94Netherlands 5.000 15.07.12 1.92United OverseasBk.

2.250 07.03.17 1.91

EDC 2.250 28.05.15 1.62CS GuernseyBranch

1.625 06.03.15 1.55

Total 24.68

Used IndicesBarclays Global Aggr. (RI) (Hgd. into EUR) 70.00Barclays World Infl.-Linked (RI) (Hgd. intoEUR)

15.00

Barclays Global EM (RI) (Hgd. into EUR) 10.00Barclays Global High Yield (RI) (Hgd. into EUR) 5.00

Investment policyThe objective is to achieve the highest possiblereturn within defined risk diversification rules byengaging in active fixed income sector rotationthroughout the different fixed income assetclasses (such as government, corporate,inflation-linked, emerging markets,supranationals, high yield, convertible bonds andcollateralized debt obligations) across the qualityspectrum to capture attractive investmentopportunities based on the development of thebusiness cycle and respective development ofthe interest rate and credit spreads while takingdue account of the liquidity of the assets.

Fund facts



Bloomberg ticker CSFCYCALX

CSFCYCB LX


96.16 97.39

--

Daily


Gross portfolio yield in % 3.39Average remaining term to maturity in years 2.50Modified duration in years -0.31


72

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


CB CSF (Lux) Fixed Income Cycle InvestUnit Class Category I

(capital growth)

ISIN LU0563099695

Valor no. 12052870


Fund 103


Credit Suisse Fund (Lux) Fixed Income Cycle InvestClass I


2011 2012949698

100102104106108110112

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

10%12%

3.14.5

CSF (Lux) Fixed Income Cycle Invest I Yearly or year-to-date performance respectively (Fund)CB CSF (Lux) Fixed Income Cycle Invest Yearly or year-to-date performance respectively (Benchmark)



Maturities in years

0%5%

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

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


EUR 58.89USD 30.68CHF 8.61GBP 1.45AUD 0.37





AAA 39.00AA 7.00A 22.00BBB 23.00BB 9.00


%Maturity as % of


5.000 10.09.13 2.01


2.250 07.03.17 1.91


1.625 06.03.15 1.55

Total 24.68

Used IndicesBarclays Global Aggr. (RI) (Hgd. into EUR) 70.00Barclays World Infl.-Linked (RI) (Hgd. intoEUR)

15.00

Barclays Global EM (RI) (Hgd. into EUR) 10.00Barclays Global High Yield (RI) (Hgd. into EUR) 5.00


Fund facts


Bloomberg ticker CSFICIA LX


Number of holdings




Cre

dit S

uiss

e Fu

nd


73


CB CSF (Lux) Fixed Income Cycle Invest CHFUnit Class Category R


ISIN LU0563100022

Valor no. 12052874


Fund 103


Credit Suisse Fund (Lux) Fixed Income Cycle InvestClass R CHF


2011 201292949698

100102104106108110

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

10%

2.7 3.2

CSF (Lux) Fixed Income Cycle Invest R CHF Yearly or year-to-date performance respectively (Fund)CB CSF (Lux) Fixed Income Cycle InvestCHF




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 % 0)

before hedgingEUR 58.89USD 30.68CHF 8.61GBP 1.45AUD 0.37In addition to the currency table shown above, for this class,hedging strategies, by means of forward foreign exchangetransactions, are implemented to protect the class currencyagainst currency fluctuations of the fund's reference currency.This may substantially protect investors against a decrease in thevalue of the fund's reference currency relative to the hedgedclass currency, but it may also preclude investors from benefitingfrom an increase in the value of the fund's currency.





AAA 39.00AA 7.00A 22.00BBB 23.00BB 9.00


%Maturity as % of


5.000 10.09.13 2.01


2.250 07.03.17 1.91


1.625 06.03.15 1.55

Total 24.68

Used IndicesBarclays Global Aggr. (RI) (Hgd. into CHF) 70.00Barclays World Infl.-Linked (RI) (Hgd. intoCHF)

15.00

Barclays Global EM (RI) (Hgd. into CHF) 10.00Barclays Global High Yield (RI) (Hgd. into CHF) 5.00


Fund facts


Bloomberg ticker CSFCYRC LX


Number of holdings




74



CB CSF (Lux) Fixed Income Cycle Invest USDUnit Class Category R


ISIN LU0563100378

Valor no. 12052893


Fund 103


Credit Suisse Fund (Lux) Fixed Income Cycle InvestClass R USD


2011 201292949698

100102104106108110

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

10%

2.9 3.3

CSF (Lux) Fixed Income Cycle Invest R USD Yearly or year-to-date performance respectively (Fund)CB CSF (Lux) Fixed Income Cycle InvestUSD




Maturities in years

0%5%

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

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


EUR 58.89USD 30.68CHF 8.61GBP 1.45AUD 0.37In addition to the currency table shown above, for this class,hedging strategies, by means of forward foreign exchangetransactions, are implemented to protect the class currencyagainst currency fluctuations of the fund's reference currency.This may substantially protect investors against a decrease in thevalue of the fund's reference currency relative to the hedgedclass currency, but it may also preclude investors from benefitingfrom an increase in the value of the fund's currency.





AAA 39.00AA 7.00A 22.00BBB 23.00BB 9.00


%Maturity as % of


5.000 10.09.13 2.01


2.250 07.03.17 1.91


1.625 06.03.15 1.55

Total 24.68

Used IndicesBarclays Global Aggr. (RI) (Hgd. into USD) 70.00Barclays World Infl.-Linked (RI) (Hgd. intoUSD)

15.00

Barclays Global EM (RI) (Hgd. into USD) 10.00Barclays Global High Yield (RI) (Hgd. into USD) 5.00


Fund facts


Bloomberg ticker CSFCYRU LX


Number of holdings




Cre

dit S

uiss

e Fu

nd


75

Purchases SalesLENOVO GROUP ESSILOR INTERNATIONALCHINA SHENHUA ENERGY COMPANY h

OLD MUTUAL- VESTAS WIND SYSTEMS- TELEFONICA rts 010612- VIVENDI rts 230512

Fund manager iMACS Funds TeamFund manager since 01.03.2012Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 30. SepTotal net assets (in mil.) 106.24Inception date 15.01.2009Management fee in % p.a. 1.92Total expense ratio (ex ante) in % 2.17Benchmark (BM) DJ Sustainability World Index (NR)Unit Class Category B

(capital growth)

ISIN LU0395641813

Valor no. 4751729



Credit Suisse Fund (Lux) Global Responsible EquitiesClass B


2009 2010 2011 20128090

100110120130140150160

-20%-10%

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

12.8

-6.7

1.9

13.9

-4.8

1.7

CSF (Lux) Global Responsible Equities B Yearly or year-to-date performance respectively (Fund)DJ Sustainability World Index (NR) Yearly or year-to-date performance respectively (Benchmark)



Sectors in %Fund

Financials 14.26Health Care 14.25Information Technology 13.64Materials 11.67Industrials 11.41Consumer Staples 10.76Energy 9.46Consumer Discretionary 7.57Cash/Cash Equivalents 2.14Others 4.84

Currencies in %

USD 41.18EUR 16.18GBP 10.59JPY 7.47CHF 6.77AUD 6.57CAD 2.78HKD 2.11DKK 1.80Others 4.55

Countries in %

USA 36.87United Kingdom 10.39Japan 7.38Switzerland 6.55Australia 6.40Germany 5.79France 4.12Canada 2.77Brazil 2.63Others 17.12




Top 10 Holdings in %Sigma Finance 2.50HSBC Holdings 2.16Nike 2.16Johnson & Johnson 1.87Novo Nordisk 1.80Intel 1.77Oracle 1.76Ecolab 1.75Samsung Electronics 1.75Coca-Cola 1.71Total 19.23

Investment policyThis fund's objective is to generate the highestpossible return in euros by taking advantage ofthe possibilities for international diversification.The fund invests at least 80% in equities andequity-type securities worldwide. In addition tothis equity portfolio, the fund may hold up to20% of its assets in money market instruments.The selection of investments is geared largelytoward compliance with international norms andstandards in the field of Environment, Social andCorporate Governance (ESG) and the UNPrinciples for Responsible Investments (PRI).

Fund facts


Bloomberg ticker CSFGREB LX



76



Purchases SalesLENOVO GROUP ESSILOR INTERNATIONALCHINA SHENHUA ENERGY COMPANY h

OLD MUTUAL- VESTAS WIND SYSTEMS- TELEFONICA rts 010612- VIVENDI rts 230512

Fund manager iMACS Funds TeamFund manager since 01.03.2012Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 30. SepTotal net assets (in mil.) 106.24Inception date 13.11.2009Management fee in % p.a. 0.75Total expense ratio (ex ante) in % 0.95Benchmark (BM) DJ Sustainability World Index (NR)Unit Class Category I

(capital growth)

ISIN LU0395641904

Valor no. 4751734

Min. Init. Investm. Amount (in mill.) 3Redemptions DailyEU taxation Out of scope


Credit Suisse Fund (Lux) Global Responsible EquitiesClass I


2009 2010 2011 20129095

100105110115120125130135

-10%-5%0%5%

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

14.2

-5.6

2.4

13.9

-4.8

1.7

CSF (Lux) Global Responsible Equities I Yearly or year-to-date performance respectively (Fund)DJ Sustainability World Index (NR) Yearly or year-to-date performance respectively (Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund -3.13 -3.46 2.43 -2.96 - -Benchmark -4.24 -5.10 1.75 -3.65 - -

Sectors in %Fund

Financials 14.26Health Care 14.25Information Technology 13.64Materials 11.67Industrials 11.41Consumer Staples 10.76Energy 9.46Consumer Discretionary 7.57Cash/Cash Equivalents 2.14Others 4.84

Currencies in %

USD 41.18EUR 16.18GBP 10.59JPY 7.47CHF 6.77AUD 6.57CAD 2.78HKD 2.11DKK 1.80Others 4.55

Countries in %

USA 36.87United Kingdom 10.39Japan 7.38Switzerland 6.55Australia 6.40Germany 5.79France 4.12Canada 2.77Brazil 2.63Others 17.12




Top 10 Holdings in %Sigma Finance 2.50HSBC Holdings 2.16Nike 2.16Johnson & Johnson 1.87Novo Nordisk 1.80Intel 1.77Oracle 1.76Ecolab 1.75Samsung Electronics 1.75Coca-Cola 1.71Total 19.23

Investment policyThis fund's objective is to generate the highestpossible return in euros by taking advantage ofthe possibilities for international diversification.The fund invests at least 80% in equities andequity-type securities worldwide. In addition tothis equity portfolio, the fund may hold up to20% of its assets in money market instruments.The selection of investments is geared largelytoward compliance with international norms andstandards in the field of Environment, Social andCorporate Governance (ESG) and the UNPrinciples for Responsible Investments (PRI).

Fund facts


Bloomberg ticker CSFGREI LX



Cre

dit S

uiss

e Fu

nd



77

Fund manager Luc MathysFund manager since 16.08.2011Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 30. SepTotal net assets (in mil.) 404.39Inception date 16.08.2011Management fee in % p.a. 0.30Total expense ratio (ex ante) in % 0.39Benchmark (BM) Citigroup EMU EUR 3M Euro Dep.Unit Class Category B

(capital growth)

ISIN LU0650600199

Valor no. 13405155


Fund 115


Credit Suisse Fund (Lux) Money Market EURClass B


2007 2008 2009 2010 2011 2012100

102

104

106

108

110

112

114

0%

2%

4%

6%

8%

10%

12%

14%

3.5 3.6

2.00.8 0.8 0.4

4.24.9

1.40.5

1.20.4

CSF (Lux) Money Market 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)



Maturities in months

0%

5%

10%

15%

20%

25%

0-1 1-2 2-3 3-6 6-9 9-12 >12


EUR 100.00 -



Gross portfolio yield in % 0.48Average remaining term to maturity in days 188Modified duration (days) 180


Annualised volatility in % 0.16 0.38Information ratio 0.77 -1.04Tracking Error (Ex post) 0.18 0.25Maximum drawdown in % 2) - -2) Maximum drawdown is the most negative cumulative returnover a given time period.

Credit Ratings in %



assetsFinland 4.250 15.09.12 2.75Dt. Industriebank 2.125 10.09.12 2.48Germany 0.750 14.09.12 2.48Roche 4.625 04.03.13 2.39BNG 4.625 13.09.12 2.36LKB Baden-W 4.125 15.04.13 2.18Siemens 4.125 20.02.13 2.03KFW 5.250 04.07.12 1.99UBS London 2.375 21.01.13 1.77Fin. Danish Ind. 2.125 21.03.13 1.75Total 22.18

Investment policyThe investment objective is to achieve anattractive and steady income in EUR based onthe performance of EUR money marketinstruments.The fund will invest in broadly diversified EURmoney market instruments from the investmentgrade area, with emphasis on prime borrowerquality.

Fund facts


Bloomberg ticker CSLMMEB LX


Number of holdings


Average = AA-

78



Fund manager Luc MathysFund manager since 16.08.2011Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 30. SepTotal net assets (in mil.) 404.39Inception date 16.08.2011Management fee in % p.a. 0.25Total expense ratio (ex ante) in % 0.34Benchmark (BM) Citigroup EMU EUR 3M Euro Dep.Unit Class Category I

(capital growth)

ISIN LU0650600512

Valor no. 13405159


Fund 115


Credit Suisse Fund (Lux) Money Market EURClass I


2007 2008 2009 2010 2011 2012100

102

104

106

108

110

112

114

0%

2%

4%

6%

8%

10%

12%

14%

3.5 3.6

2.00.8 0.8 0.4

4.24.9

1.40.5

1.20.4

CSF (Lux) Money Market EUR I Yearly or year-to-date performance respectively (Fund)Citigroup EMU EUR 3M Euro Dep. Yearly or year-to-date performance respectively (Benchmark)

Former Track record of Orchis EUR Money Market (19.04.2005 - 15.08.2011)




0%

5%

10%

15%

20%

25%

0-1 1-2 2-3 3-6 6-9 9-12 >12


EUR 100.00 -





Annualised volatility in % 0.16 0.38Information ratio 0.83 -1.02Tracking Error (Ex post) 0.17 0.25Maximum drawdown in % 2) - -2) Maximum drawdown is the most negative cumulative returnover a given time period.

Credit Ratings in %



assetsFinland 4.250 15.09.12 2.75Dt. Industriebank 2.125 10.09.12 2.48Germany 0.750 14.09.12 2.48Roche 4.625 04.03.13 2.39BNG 4.625 13.09.12 2.36LKB Baden-W 4.125 15.04.13 2.18Siemens 4.125 20.02.13 2.03KFW 5.250 04.07.12 1.99UBS London 2.375 21.01.13 1.77Fin. Danish Ind. 2.125 21.03.13 1.75Total 22.18

Investment policyThe investment objective is to achieve anattractive and steady income in EUR based onthe performance of EUR money marketinstruments.The fund will invest in broadly diversified EURmoney market instruments from the investmentgrade area, with emphasis on prime borrowerquality.

Fund facts


Bloomberg ticker CSLMMEI LX


Number of holdings


Average = AA-

Cre

dit S

uiss

e Fu

nd



79

Fund manager Eric SuterFund manager since 01.05.1995Location ZurichFund domicile LuxembourgFund currency CHFClose of financial year 30. SepTotal net assets (in mil.) 835.27Inception date 02.08.2010Management fee in % p.a. 0.05Total expense ratio (ex ante) in % 0.11Benchmark (BM) Citigroup CHF 3M Euro Dep.Unit Class Category B

(capital growth)

ISIN LU0507202330

Valor no. 11273207


Fund 76


Credit Suisse Fund (Lux) Money Market SfrClass B


2007 2008 2009 2010 2011 201299

100101102103104105106107

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

1.5 1.20.6 0.3

-0.10.1

2.4 2.7

0.5 0.2 0.2 0.0

CSF (Lux) Money Market Sfr B Yearly or year-to-date performance respectively (Fund)Citigroup CHF 3M Euro Dep. Yearly or year-to-date performance respectively (Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund 0.02 0.03 0.09 -0.08 0.91 3.24Benchmark 0.00 0.00 0.02 0.14 0.59 5.22


0%2%4%6%8%

10%12%14%16%18%20%

0-1 1-2 2-3 3-6 6-9 9-12 >12


CHF 100.00 100.00

Asset Allocation in %Covered/ABS 23.20Commercial Paper 22.38Financial Bonds 16.35Sovereign/Agencies 5.85Government 4.97Industrial Bonds 4.93Utilities 0.54Cash/Cash Equivalents 5.85Others 15.92Total 99.99



Credit Ratings in %

AAA 31.88AA+ 9.71AA 6.43AA- 11.10A+ 0.19A-1+ 17.67A-1 23.01




%Maturity as % of

assetsAbbey National 21.08.12 2.99ABN AMRO Bk 13.08.12 2.99BPCE 21.08.12 2.99SOCIETEGENERALE

11.06.12 2.99

BGL BNP Paribas 21.06.12 2.87Caisse des Depots 12.09.12 2.87LandesbankHessen

06.08.12 2.87

Banque et C.Eparg.

16.07.12 2.63

Banque Fed CredMut

26.07.12 2.63

Pohjola BK. 14.06.12 2.63Total 28.46

Investment policyThe aim of the fund is to achieve a high andsteady income in Swiss francs whilst taking intoaccount the security and stability of the capital.The fund invests at least two-thirds of its assetsin CHF- denominated money market instrumentsas well as in short-dated fixed interest andvariable rate paper with first class borrowerratings. The Fund may hold fixed incomesecurities denominated in other currencies thanthe CHF, however, currency exposure has to befully hedged in CHF.

CS MMF (Lux) Sfr B merged into CSF (Lux)MMF Sfr B as of 30.7.2010

Fund facts


Bloomberg ticker CSFMMSB LX


Number of holdings


Average = AA

80



Fund manager Luc MathysFund manager since 16.08.2011Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 441.39Inception date 16.08.2011Management fee in % p.a. 0.15Total expense ratio (ex ante) in % 0.23Benchmark (BM) Citigroup USD 3M Euro Dep.Unit Class Category B

(capital growth)

ISIN LU0650600785

Valor no. 13405161


Fund 94


Credit Suisse Fund (Lux) Money Market USDClass B


2007 2008 2009 2010 2011 201298

100

102

104

106

108

110

112

-2%

0%

2%

4%

6%

8%

10%

12%

4.2

2.31.4

0.5

0.00.2

5.5

3.4

0.90.3 0.3 0.2

CSF (Lux) Money Market 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)


1 month 3 months YTD 1 year 3 years 5 yearsFund 0.05 0.16 -0.02 1.24 6.57Benchmark 0.12 0.21 0.37 1.08 8.57


0%

5%

10%

15%

20%

25%

30%

0-1 1-2 2-3 3-6 6-9 9-12 >12


USD 100.00 -

Asset Allocation in %Fixed Income 87.96Money Market 12.04Total 100.00





Credit Ratings in %

AAA 39.73AA+ 22.78AA 5.04AA- 10.39A+ 11.95A 8.40A- 1.71


%Maturity as % of

assetsLDW Rentenbank 1.875 24.09.12 2.14Austria Reg 2.000 15.11.12 2.00OEKB 4.750 16.10.12 1.84African Dev. Bank 1.625 11.02.13 1.83IADB 4.375 20.09.12 1.83Kommuninvest 5.375 03.07.12 1.82NationwideBuilding

5.500 18.07.12 1.82

Eurofima 5.125 02.08.12 1.71Council of Europe 5.500 15.06.12 1.70Asfinag 2.000 22.10.12 1.59Total 18.28

Investment policyThe investment objective is to achieve anattractive and steady income in USD based onthe performance of USD money marketinstruments.The fund will invest in broadly diversified USDmoney market instruments from the investmentgrade area, with emphasis on prime borrowerquality.

Fund facts


Bloomberg ticker CSLMMUB LX


Number of holdings


Average = AA-

Cre

dit S

uiss

e Fu

nd



81

Fund manager Daniele PagliaFund manager since 24.03.2006Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 30. SepTotal net assets (in mil.) 408.81Inception date 24.03.2006Management fee in % p.a. 1.00Total expense ratio (ex ante) in % 1.21Benchmark (BM)

JPM GBI EMU Investment Grade Traded (08/10)Unit Class Category B

(capital growth)

ISIN LU0230911603

Valor no. 2288515



Credit Suisse Fund (Lux) Relative Return Engineered (Euro)Class B


2007 2008 2009 2010 2011 201295

100

105

110

115

120

125

130

-5%

0%

5%

10%

15%

20%

25%

30%

0.4

9.4

3.6 2.94.5 4.7

1.8

9.4

4.31.2

3.7 4.7

CSF (Lux) Relative Return Engineered (Euro) B Yearly or year-to-date performance respectively (Fund)JPM GBI EMU Investment Grade Traded (08/10)





USD 92.19 -0.27EUR 5.70 100.27AUD 0.38 -CAD 0.30 -CHF 0.29 -GBP 0.27 -DKK 0.25 -HKD 0.16 -JPY 0.14 -Others 0.32 0.00

Credit Ratings in %AAA 13.90AA+ 5.90AA 10.40A- 33.00BBB+ 33.90BB+ 2.90

Underlying portfolioCash 2.14Hedged equities idx futures 9.53Hedged equities forwards 88.33

Duration and YieldModified duration in years 6.80



Investment policyThe fund's investment objective is to achievea better return than the benchmark on arisk-adjusted basis. The fund syntheticallyreplicates the risk-return dimensions of atraditional bond investment (interest rates, creditand currency) using standard derivatives. Thanksto very liquid markets and low transaction costs,the fund has a high degree of flexibility in theimplementation of its strategy. The investmentstrategy consists of positioning the fund againstthe benchmark along the duration, maturities andcredit dimensions. The risk-return profile of thefund is similar to that of a traditional bond fund.

Fund facts


Bloomberg ticker CRRREEB LX



82



Fund manager Daniele PagliaFund manager since 24.03.2006Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 30. SepTotal net assets (in mil.) 408.81Inception date 16.01.2007Management fee in % p.a. 0.50Total expense ratio (ex ante) in % 0.71Benchmark (BM)

JPM GBI EMU Investment Grade Traded (08/10)Unit Class Category I

(capital growth)

ISIN LU0230912163

Valor no. 2288520

Min. Init. Investm. Amount (in mill.) 3Redemptions DailyEU taxation Out of scope


Credit Suisse Fund (Lux) Relative Return Engineered (Euro)Class I


2007 2008 2009 2010 2011 201295

100105110115120125130135

-5%0%5%

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

9.9

4.2 3.4 5.0 5.0

9.4

4.31.2

3.7 4.7

CSF (Lux) Relative Return Engineered (Euro) I Yearly or year-to-date performance respectively (Fund)JPM GBI EMU Investment Grade Traded (08/10)





USD 92.19 -0.27EUR 5.70 100.27AUD 0.38 -CAD 0.30 -CHF 0.29 -GBP 0.27 -DKK 0.25 -HKD 0.16 -JPY 0.14 -Others 0.32 0.00

Credit Ratings in %AAA 13.90AA+ 5.90AA 10.40A- 33.00BBB+ 33.90BB+ 2.90






Fund facts


Bloomberg ticker CRSRREI LX



Cre

dit S

uiss

e Fu

nd



83

Fund manager Daniele PagliaFund manager since 04.06.2007Location ZurichFund domicile LuxembourgFund currency CHFClose of financial year 30. SepTotal net assets (in mil.) 187.11Inception date 08.06.2007Management fee in % p.a. 1.00Total expense ratio (ex ante) in % 1.21Benchmark (BM) SBI Foreign AAA-BBB (RI)Unit Class Category B

(capital growth)

ISIN LU0230912676

Valor no. 2288523



Credit Suisse Fund (Lux) Relative Return Engineered (Sfr)Class B


2007 2008 2009 2010 2011 201295

100

105

110

115

120

125

-5%

0%

5%

10%

15%

20%

25%

6.1

3.0 1.9 2.5 1.51.1

7.9

3.7 2.7 3.1

CSF (Lux) Relative Return Engineered (Sfr)B

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

SBI Foreign AAA-BBB (RI)Yearly or year-to-date performance respectively(Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund -0.01 -0.47 1.53 3.76 8.45 -Benchmark 0.62 1.05 3.10 4.48 17.10 -


USD 94.09 -EUR 2.71 -0.70CHF 1.40 100.70AUD 0.37 -CAD 0.31 -GBP 0.26 -DKK 0.24 -HKD 0.16 -JPY 0.14 -Others 0.32 0.00

Credit Ratings in %AA 42.40A 6.40A- 9.60BBB+ 41.60




Annualized volatility in % 1.73 1.76Information ratio -0.28 -1.34Tracking Error (Ex post) 2.49 1.91Maximum drawdown in % 2) -0.47 -2.202) Maximum drawdown is the most negative cumulative returnover a given time period.


Fund facts


Bloomberg ticker CRRRESB LX



84



Fund manager Daniele PagliaFund manager since 16.07.2009Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 58.82Inception date 16.07.2009Management fee in % p.a. 1.00Total expense ratio (ex ante) in % 1.21Benchmark (BM) JPM GBI USA TradedUnit Class Category B

(capital growth)

ISIN LU0230913302

Valor no. 2288527


Fund 5


Credit Suisse Fund (Lux) Relative Return Engineered (US$)Class B


2009 2010 2011 201290

95

100

105

110

115

120

-10%

-5%

0%

5%

10%

15%

20%

4.86.2

1.6

6.1

9.9

2.0

CSF (Lux) Relative Return Engineered (US$)B


JPM GBI USA TradedYearly or year-to-date performance respectively(Benchmark)




USD 100.00 100.00

Credit Ratings in %A+ 100.00

Asset Allocation in %Cash/Cash Equivalents 100.00Total 100.00






Fund facts


Bloomberg ticker CSFRRUB LX


Number of holdings fixed incomeportfolio


dit S

uiss

e Fu

nd



85

Fund manager Daniele PagliaFund manager since 30.09.2009Location ZurichFund domicile LuxembourgFund currency CHFClose of financial year 30. SepTotal net assets (in mil.) 37.43Inception date 30.09.2009Management fee in % p.a. 0.40Total expense ratio (ex ante) in % 0.58Benchmark (BM) SBI Foreign Corporate AAA-A (RI)Unit Class Category B

(capital growth)

ISIN LU0449424885

Valor no. 10503679


Fund 152


Credit Suisse Fund (Lux) SBI Foreign Corporate CHFClass B


2009 2010 2011 201298

100

102

104

106

108

110

-2%

0%

2%

4%

6%

8%

10%

2.41.9

2.43.5

2.6 2.9

CSF (Lux) SBI Foreign Corporate CHF B Yearly or year-to-date performance respectively (Fund)SBI Foreign Corporate AAA-A (RI) Yearly or year-to-date performance respectively (Benchmark)



Maturities in years

0%5%

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

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


CHF 100.00 100.00

Asset Allocation in %Covered/ABS 28.98Financial Bonds 27.68Industrial Bonds 19.54Utilities 7.49Sovereign/Agencies 6.68Government 6.34Cash/Cash Equivalents 3.30Total 100.01





Credit Ratings in %

AAA 36.07AA+ 9.65AA 10.76AA- 10.64A+ 12.66A 12.44A- 7.78


%Maturity as % of

assetsABN AMRO Bk NV 2.500 30.12.15 2.02EDF 4.000 27.03.17 1.82Pfandbrief OstLbHyp

2.875 21.07.17 1.79

Total 3.125 28.06.18 1.71Rabobank 3.125 15.09.26 1.53Danske Bank 2.750 09.01.15 1.50Swedbank 2.125 26.08.16 1.45Rabobank 3.625 02.07.19 1.40GECC 3.375 19.06.18 1.36Nestlé 2.625 14.02.18 1.36Total 15.94

Investment policyThe objective of the fund is to generate a returnthat closely matches the performance of theSBI® Foreign Corporate AAA-A. The index isa subindex of the SBI® Foreign Corporate andcontains all the components of the SBI® ForeignCorporate that have a credit rating of betweenA and AAA. The index is calculated by the SIXSwiss Exchange in CHF.

Fund facts


Bloomberg ticker CSFSFCB LX


Number of holdings


Average = A+

86



Fund manager Daniele PagliaFund manager since 30.09.2009Location ZurichFund domicile LuxembourgFund currency CHFClose of financial year 30. SepTotal net assets (in mil.) 27.00Inception date 30.09.2009Management fee in % p.a. 0.40Total expense ratio (ex ante) in % 0.58Benchmark (BM) SBI Foreign Govt. AAA-A 1-5Y (RI)Unit Class Category B

(capital growth)

ISIN LU0449423564

Valor no. 10503425


Fund 75


Credit Suisse Fund (Lux) SBI Foreign Government 1-5 CHFClass B


2009 2010 2011 201299

100

101

102

103

104

105

-1%

0%

1%

2%

3%

4%

5%

1.00.5

1.31.5 1.4 1.6

CSF (Lux) SBI Foreign Government 1-5 CHFB


SBI Foreign Govt. AAA-A 1-5Y (RI)Yearly or year-to-date performance respectively(Benchmark)



Maturities in years

0%

10%

20%

30%

40%

50%

60%

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


CHF 100.00 100.00

Asset Allocation in %Government 59.00Financial Bonds 18.62Sovereign/Agencies 14.89Covered/ABS 3.16Cash/Cash Equivalents 4.33Total 100.00





Credit Ratings in %



%Maturity as % of

assetsItaly 2.500 02.03.15 5.26NWB 2.500 20.04.15 3.73Poland 3.000 23.09.14 3.53Oest KB 3.000 23.10.15 3.25Poland 2.625 12.05.15 3.06Austria 2.500 14.07.16 2.65Poland 2.750 25.02.16 2.52Bk NedlGemeenten

2.750 03.07.15 2.22

Statliga Akad Hus 3.250 26.01.15 2.02Oest KB 2.750 14.07.14 1.99Total 30.23

Investment policyThe objective of the fund is to generate a returnthat closely matches the performance of theSBI® Foreign Government AAA-A 1-5. Theindex is a subindex of the SBI® ForeignGovernment and contains all the componentsof the SBI® Foreign Government that have acredit rating of between A and AAA and a termto maturity of between one and five years. Theindex is calculated by the SIX Swiss Exchange inCHF.

Fund facts


Bloomberg ticker CSFSFGB LX


Number of holdings


Average = AA-

Cre

dit S

uiss

e Fu

nd



87

Fund manager Daniele PagliaFund manager since 30.09.2009Location ZurichFund domicile LuxembourgFund currency CHFClose of financial year 30. SepTotal net assets (in mil.) 13.53Inception date 30.09.2009Management fee in % p.a. 0.40Total expense ratio (ex ante) in % 0.60Benchmark (BM) SBI Foreign Govt. AAA-A 5+Y (RI)Unit Class Category B

(capital growth)

ISIN LU0449424299

Valor no. 10503645


Fund 44


Credit Suisse Fund (Lux) SBI Foreign Government 5+ CHFClass B


2009 2010 2011 201298

100102104106108110112114116

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

10%12%14%16%

3.9 3.54.54.8 4.4 4.9

CSF (Lux) SBI Foreign Government 5+ CHFB


SBI Foreign Govt. AAA-A 5+Y (RI)Yearly or year-to-date performance respectively(Benchmark)



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


CHF 100.00 100.00

Asset Allocation in %Government 38.61Financial Bonds 36.62Sovereign/Agencies 17.01Covered/ABS 4.36Industrial Bonds 0.85Cash/Cash Equivalents 2.55Total 100.00





Credit Ratings in %



%Maturity as % of

assetsBk NedlGemeenten

2.500 14.10.19 7.84

Oest KB 2.875 25.02.30 7.27KFW 2.500 25.08.25 6.64BNG 2.250 14.10.20 5.69Dexia Municipal 3.500 28.08.19 4.36Quebec 3.375 19.01.18 3.47Ontario 2.375 07.05.20 3.34Neder Water.Bk 2.375 27.01.23 3.30Oest KB 2.625 22.11.24 3.28Poland 3.250 15.05.19 2.75Total 47.94

Investment policyThe objective of the fund is to generate a returnthat closely matches the performance of theSBI® Foreign Government AAA–A 5+. Theindex is a subindex of the SBI® ForeignGovernment and contains all the components ofthe SBI® Foreign Government that have a creditrating of between A and AAA and a term tomaturity of more than five years. The index iscalculated by the SIX Swiss Exchange in CHF.

Fund facts


Bloomberg ticker CSFFG5B LX


Number of holdings


Average = AA-

88



Fund manager Daniele PagliaFund manager since 20.03.2006Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 30. SepTotal net assets (in mil.) 10.66Inception date 24.03.2006Management fee in % p.a. 1.20Total expense ratio (ex ante) in % 1.40Benchmark (BM) LIBOR EUR 3MUnit Class Category B

(capital growth)

ISIN LU0230914029

Valor no. 2288539



Credit Suisse Fund (Lux) Total Return Engineered (Euro)Class B


2007 2008 2009 2010 2011 201290

95

100

105

110

115

-10%

-5%

0%

5%

10%

15%

3.1

-0.2

1.3

-5.8 -5.0

-0.6

4.3 4.8

1.3 0.7 1.3 0.4

CSF (Lux) Total Return Engineered (Euro) B Yearly or year-to-date performance respectively (Fund)LIBOR EUR 3M Yearly or year-to-date performance respectively (Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund -1.06 -0.72 -0.58 -4.64 -10.73 -8.29Benchmark 0.05 0.18 0.38 1.25 3.00 11.68


USD 80.17 -EUR 11.56 100.00AUD 1.48 -CAD 1.21 -CHF 1.13 -GBP 1.04 -DKK 0.96 -HKD 0.63 -JPY 0.57 -Others 1.25 0.00

Credit Ratings in %AA 100.00

Asset Allocation in %Shares (and equity-type securities) 93.49Open-end Funds 6.51Total 100.00





Investment policyThe fund's investment objective is to achievea positive return regardless of marketdevelopments. The fund synthetically replicatesthe risk-return dimensions of a traditional bondinvestment (interest rates, credit and currency)using standard derivatives. Thanks to particularlyliquid markets and low transaction costs, thefund has a high degree of flexibility in theimplementation of the strategy. The investmentstrategy consists of taking long and shortpositions driven by risk allocation across thevarious risk dimensions and strategies.

Fund facts


Bloomberg ticker CSTREEB LX



Cre

dit S

uiss

e Fu

nd



89

Fund manager Giuseppe PataraFund manager since 01.05.2012Location MilanoFund domicile LuxembourgFund currency EURClose of financial year 30. SepTotal net assets (in mil.) 55.82Inception date 30.06.2005Management fee in % p.a. 1.30Total expense ratio (ex ante) in % 1.71Performance fee in % with HighwatermarkBenchmark (BM) LIBOR EUR 3MUnit Class Category B

(capital growth)

ISIN LU0222452368

Valor no. 2187281

EU taxation In scope - tax


Credit Suisse Fund (Lux) Target Volatility (Euro)Class B


05.201297

98

99

100

101

CSF (Lux) Target Volatility (Euro) BLIBOR EUR 3M


1 month 3 months YTD 1 year 3 years 5 yearsFund -2.03 - - - - -Benchmark 0.05 - - - - -

Asset allocation in %Bonds Equity Alt. Inv. Total

Europe 71.21 - 1.07 72.28Emerging Markets 2.54 17.49 - 20.03UK - 4.83 - 4.83USA - 2.86 - 2.86Total 73.75 25.18 1.07 100.00

Investment policyThe Fund is actively managed and aims toachieve the highest possible return in EUR whilenot exceeding a target risk level. The Fundinvests mainly in equities and equity-typesecurities, fixed incomes securities, moneymarket instruments and other funds. Each assetclass may account for 100% of the fund's netassets at any time. In addition up to 30% of thefund's net assets may be invested in emergingmarket issues and up to 30% in futures oncommodities indices. For the purposes ofachieving the desired market exposure as well asfor improving efficiency in portfolio management,the fund may use derivative instruments on abroad scale, although, in doing so, the fund maynot become leveraged at any point.

Repositioning as per April 17, 2012. (Old Fundname: Credit Suisse Fund (Lux) Total ReturnGlobal Long/Short Exposure (Euro))

Fund facts


Bloomberg ticker CSTRGEB LX


DurationModified duration in years 1.14

Allocation of bonds in %Fixed Income 77.69Open-end Funds 22.31Total 100.00




%Maturity as % of

assetsItaly BTP 0.000 15.10.12 17.80Italy BTP 0.000 31.01.14 9.52Italy 2.500 01.07.12 7.18Italy 2.000 15.12.12 5.36Italy 2.000 01.06.13 5.30EIB 2.875 15.07.16 3.81Aberdeen Em Mkt EqFd

3.67

EIB 1.625 15.01.15 3.67BBVA Senior Fin. 0.919 29.06.12 3.59Standard & Poor'sDRT S1

2.86

Total 62.76


90



Fund manager Giuseppe PataraFund manager since 01.05.2012Location MilanoFund domicile LuxembourgFund currency EURClose of financial year 30. SepTotal net assets (in mil.) 55.82Inception date 22.08.2006Management fee in % p.a. 0.60Total expense ratio (ex ante) in % 1.04Performance fee in % with HighwatermarkBenchmark (BM) LIBOR EUR 3MUnit Class Category I

(capital growth)

ISIN LU0222452954

Valor no. 2187286

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


Credit Suisse Fund (Lux) Target Volatility (Euro)Class I


05.201298

99

100

101

CSF (Lux) Target Volatility (Euro) ILIBOR EUR 3M


1 month 3 months YTD 1 year 3 years 5 yearsFund -1.96 - - - - -Benchmark 0.05 - - - - -

Asset allocation in %Bonds Equity Alt. Inv. Total

Europe 71.21 - 1.07 72.28Emerging Markets 2.54 17.49 - 20.03UK - 4.83 - 4.83USA - 2.86 - 2.86Total 73.75 25.18 1.07 100.00

Investment policyThe Fund is actively managed and aims toachieve the highest possible return in EUR whilenot exceeding a target risk level. The Fundinvests mainly in equities and equity-typesecurities, fixed incomes securities, moneymarket instruments and other funds. Each assetclass may account for 100% of the fund's netassets at any time. In addition up to 30% of thefund's net assets may be invested in emergingmarket issues and up to 30% in futures oncommodities indices. For the purposes ofachieving the desired market exposure as well asfor improving efficiency in portfolio management,the fund may use derivative instruments on abroad scale, although, in doing so, the fund maynot become leveraged at any point.

Repositioning as per April 17, 2012. (Old Fundname: Credit Suisse Fund (Lux) Total ReturnGlobal Long/Short Exposure (Euro))

Fund facts


Bloomberg ticker CSTRGEI LX



Allocation of bonds in %Fixed Income 77.69Open-end Funds 22.31Total 100.00




%Maturity as % of

assetsItaly BTP 0.000 15.10.12 17.80Italy BTP 0.000 31.01.14 9.52Italy 2.500 01.07.12 7.18Italy 2.000 15.12.12 5.36Italy 2.000 01.06.13 5.30EIB 2.875 15.07.16 3.81Aberdeen Em Mkt EqFd

3.67

EIB 1.625 15.01.15 3.67BBVA Senior Fin. 0.919 29.06.12 3.59Standard & Poor'sDRT S1

2.86

Total 62.76


Cre

dit S

uiss

e Fu

nd



91

Fund manager Fidel KasikciFund manager since 19.05.2010Location FrankfurtFund domicile GermanyFund currency EURClose of financial year 30. SepTotal net assets (in mil.) 27.18Inception date 20.12.2007Management fee in % p.a. 0.45Total expense ratio (ex ante) in % 0.49Benchmark (BM) CB CS MACS AbsolutUnit Class Category P

(capital growth)

ISIN DE000A0M6355

Valor no. 3670090

Min. Investment Amount 10'000EU taxation In scope - tax


Credit Suisse MACS AbsolutClass P


2008 2009 2010 2011 201285

90

95

100

105

110

115

-15%

-10%

-5%

0%

5%

10%

15%

-2.1

6.74.4

-2.3

0.6

-5.5

9.5

5.0

-0.3

2.5

-9.4

9.2

3.4

-2.9

2.0

CS MACS Absolut P Yearly or year-to-date performance respectively (Fund)

CB CS MACS AbsolutYearly or year-to-date performance respectively(Benchmark)

Lipper Global Mixed Asset EUR Cons -Global

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


1 month 3 months YTD 1 year 3 years 5 yearsFund -0.28 -0.57 0.56 -2.10 7.21 -Benchmark -0.81 -0.93 2.49 2.17 14.27 -Sector -0.87 -1.30 2.02 -1.24 9.12 -

Allocation asset classes in %

Bonds 62.21Alternatives 16.69Cash/CashEquivalents 10.59Equity 10.51

Allocation equity in %

Europe 43.01EmergingMarkets 27.88USA 21.69Australia 4.57Japan 2.85

Investment policyThe investment objective of the fund is to achievean appropriate return by taking advantage of thepossibilities for international diversification. Thefund invests worldwide primarily in fixed andvariable rate securities as well as to a limiteddegree in equities and equity-type securities. Inaddition, money market instruments may be heldon an ancillary basis. The fund may also invest inreal estate and commodities.

Fund facts


Bloomberg ticker CSMCABP GR


Used IndicesEquity MSCI World TR net 12.00Equity MSCI Europe TR - Net Dividends 8.00Bond JPM EMU TR 1-10 Y 60.00Money MarketJPM Cash ECU 1M 15.00Others DJUBS TR EUR 5.00



Allocation of bonds in %Government 26.02Corporate Bonds 24.53Covered/ABS 23.07Sovereign/Agencies 19.56Inflation Linked Bonds 4.81Global Bonds 2.01Total 100.00


%Maturity as % of

assetsDB X-TR II Eonia TR 10.06CS EUROREAL 7.83Lyxor Euromts 1-3y 7.10SEB ImmoInvest 3.68Ishares EB. Rexx 3.49DB X-Tr. IBOXX Gl.IL

2.99

DB X-Tr. MSCI USATR

1.88

Ishares III - ISHS 1.75Templeton GlobalBond

1.25

Ishares MSCI Eu. ExUK

1.13

Total 41.16


92



Fund manager Frank Schorling, Samuel ManserFund manager since 20.12.2007, 01.01.2012Location Zurich, ZurichFund domicile GermanyFund currency EURClose of financial year 30. SepTotal net assets (in mil.) 599.97Inception date 23.07.2008Management fee in % p.a. 1.75Total expense ratio (ex ante) in % 1.79Benchmark (BM) CB CS MACS Classic 20Unit Class Category B

(capital growth)

ISIN DE000A0M64G8

Valor no. 4443206



Credit Suisse MACS Classic 20Class B


2008 2009 2010 2011 201285

90

95

100

105

110

115

-15%

-10%

-5%

0%

5%

10%

15%

9.9

6.0

-2.7

1.5

9.5

5.0

-0.3

2.5

9.2

3.4

-2.9

2.0

CS MACS Classic 20 B Yearly or year-to-date performance respectively (Fund)

CB CS MACS Classic 20Yearly or year-to-date performance respectively(Benchmark)






Bonds 61.20Equity 20.82Alternatives 11.10Cash/CashEquivalents 6.88


Europe 47.88USA/Canada 19.31Asia ex Japan 11.33Japan 7.35Latin America 4.40Australia 2.21Rest ofEmergingMarkets 7.52


Fund facts


Bloomberg ticker CSMCCZB GR





Allocation of bonds in %Euro Bonds 65.14Inflation Linked Bonds 11.46Global Bonds 7.76High Yield Bonds 5.91Emerging Market Bonds 5.11Convertible Bonds 4.62Total 100.00


%Maturity as % of

assetsDB X-Tr. IBOXX Gl.IL

7.02

Franklin TempletonInvest.

4.75

Ishares EB. Rexx MM 3.74Allianz EmergingMarkets Bond

3.13

Ishares Iboxx Euro 3.11CS SICAV One (Lux)Glb.Convert

2.83

Ishares MSCI Eu. ExUK

2.67

CS EUROREAL 2.55Canada 3.500 13.01.20 2.53CS ETF (IE) On MSCIUsa

2.51

Total 34.84


Cre

dit S

uiss

e M

AC

S



93

Fund manager Frank Schorling, Thomas SchanielFund manager since 20.12.2007, 01.01.2012Location Zurich, ZurichFund domicile GermanyFund currency EURClose of financial year 30. SepTotal net assets (in mil.) 384.64Inception date 24.07.2008Management fee in % p.a. 1.85Total expense ratio (ex ante) in % 1.89Benchmark (BM) CB CS MACS Classic 40Unit Class Category B

(capital growth)

ISIN DE000A0M64L8

Valor no. 4443232



Credit Suisse MACS Classic 40Class B


2008 2009 2010 2011 20127580859095

100105110115120

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

10%15%20%

14.7

7.8

-5.6

1.7

12.9

7.3

-1.4

2.5

14.3

6.6

-5.3

2.3

CS MACS Classic 40 B Yearly or year-to-date performance respectively (Fund)CB CS MACS Classic 40 Yearly or year-to-date performance respectively (Benchmark)Lipper Global Mixed Asset EUR Bal - Global Yearly or year-to-date performance respectively (Sector)




Equity 40.28Bonds 37.19Alternatives 11.49Cash/CashEquivalents 11.04



Investment policyThe investment objective of the fund is tooptimize the overall return from regular incomeand price movements, while making use of theinternational diversification opportunities on offer.The Fund invests in global equities, equity-likeinstruments, fixed income and floating-ratesecurities, maintaining equal weightings betweenthe asset classes as a rule. In addition, moneymarket instruments may be held on an ancillarybasis. The fund may also invest in real estate andcommodities.

Fund facts


Bloomberg ticker CSMCCTB GR


Used IndicesEquity MSCI World TR net 24.00Equity MSCI Europe TR - Net Dividens 16.00Bond JPM EMU TR 1-10 Y 40.00Money Market JPM Cash ECU 1M 15.00Others DJUBS TR EUR 5.00



Allocation of bonds in %Euro Bonds 65.87Inflation Linked Bonds 10.49Global Bonds 7.13High Yield Bonds 6.99Emerging Market Bonds 5.00Convertible Bonds 4.52Total 100.00


%Maturity as % of

assetsIshares MSCI Eu. ExUK

6.77

Ishares EB. Rexx MM 6.42CS ETF (IE) On MSCIUsa

5.16

CS ETF (IE) on MSCIUK

4.31

DB X-Tr. IBOXX Gl.IL

3.90

CS ETF (Lux) onMSCI Em. Markets

3.26

Ishares DAX 3.15CS EUROREAL 2.78Franklin TempletonInvest.

2.65

RBS Jim Rogers Int.Commodity ETF

2.38

Total 40.78


94



Fund manager Frank Schorling, Nedelko BozicFund manager since 14.01.2008, 01.01.2012Location Zurich, ZurichFund domicile GermanyFund currency EURClose of financial year 30. SepTotal net assets (in mil.) 17.34Inception date 14.01.2008Management fee in % p.a. 0.45Total expense ratio (ex ante) in % 0.49Benchmark (BM) CB CS MACS Classic 60Unit Class Category P

(capital growth)

ISIN DE000A0M6397

Valor no. 3670322



Credit Suisse MACS Classic 60Class P


2008 2009 2010 2011 201270

80

90

100

110

120

130

-30%

-20%

-10%

0%

10%

20%

30%

19.9

11.4

-6.8

1.8

16.4

9.6

-2.6

2.5

14.3

6.6

-5.3

2.3

CS MACS Classic 60 P Yearly or year-to-date performance respectively (Fund)CB CS MACS Classic 60 Yearly or year-to-date performance respectively (Benchmark)Lipper Global Mixed Asset EUR Bal - Global Yearly or year-to-date performance respectively (Sector)


1 month 3 months YTD 1 year 3 years 5 yearsFund -3.77 -4.82 1.77 -4.61 18.03 -Benchmark -2.36 -2.50 2.50 -0.64 22.38 -Sector -1.63 -2.18 2.28 -3.15 13.59 -





Investment policyThe investment objective of the fund is tooptimize the overall return from regular incomeand price movements, while making use of theinternational diversification opportunities on offer.The fund invests primarily in global equities,equity-like instruments as well as to a limiteddegree in fixed income and floating-ratesecurities. In addition, money market instrumentsmay be held on an ancillary basis. The fund mayalso invest in real estate and commodities.

Fund facts


Bloomberg ticker CSMCCFP GR


Used IndicesEquity MSCI Wordl TR net 36.00Equity MSCI Europe TR - Net Dividends 24.00Bond JPM EMU TR 1-10 Y 20.00Money MarketJPM Cash ECU 1M 15.00Others DJUBS TR EUR 5.00



Allocation of bonds in %Euro Bonds 55.67Inflation Linked Bonds 11.98High Yield Bonds 9.83Global Bonds 8.96Convertible Bonds 7.09Emerging Market Bonds 6.47Total 100.00


%Maturity as % of

assetsIshares MSCI Eu. ExUK

10.63

CS ETF (IE) On MSCIUsa

8.77

CS ETF (IE) on MSCIUK

6.47

CS ETF (Lux) onMSCI Em. Markets

5.22

CS EUROREAL 4.50Ishares DAX 4.49SEB ImmoInvest 3.90CS ETF (IE) on MSCIJapan

3.16

CS ETF (IE) on MSCIEMU

2.66

SPDR S&P 400 USMid Cap

2.61

Total 52.41


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95

Fund manager Team MACSFund manager since 14.12.2011Location ZurichFund domicile GermanyFund currency EURClose of financial year 30. SepTotal net assets (in mil.) 396.06Inception date 03.11.2008Management fee in % p.a. 1.85Total expense ratio (ex ante) in % 1.89Benchmark (BM) CB CS MACS DynamicUnit Class Category B

(capital growth)

ISIN DE000A0M64J2

Valor no. 4609704



Credit Suisse MACS DynamicClass B


2008 2009 2010 2011 201270

80

90

100

110

120

130

-30%

-20%

-10%

0%

10%

20%

30%

17.3

8.8

-9.1

2.0

12.97.3

-1.4

2.5

12.9

6.2

-9.1

1.2

CS MACS Dynamic B Yearly or year-to-date performance respectively (Fund)CB CS MACS Dynamic Yearly or year-to-date performance respectively (Benchmark)Lipper Global Mixed Asset EUR Flex - Global Yearly or year-to-date performance respectively (Sector)




Equity 45.30Bonds 26.10Cash/CashEquivalents 15.70Alternatives 12.90


Europe 59.00EmergingMarkets 18.00USA 17.00Japan 6.00

Investment policyDynamic Allocation is a flexible portfolio that hasthe ability to vary its exposure to asset classes.The fund changes its risk and investment focusdepending on market situation and short- tomid-term forecast. The fund can invest in globalequities, fixed income, alternative investmentsand derivatives.

Fund facts


Bloomberg ticker CSMCDYB GR





Allocation of bonds in %Government 28.40Corporate Bonds 17.50Collateralised 15.70Inflation Linked Bonds 13.60High Yield Bonds 12.70Emerging Market Bonds 12.10Total 100.00


%Maturity as % of

assetsIshares DJ EuroStoxx

8.45

DB X-Tr. MSCI USATR

7.87

Ishares EB. Rexx MM 7.61DB X-Tr. IBOXX EurSov.

7.28

Xetra Gold 29.12.49 5.15Easy ETF FTSE EpraEurozone

5.11

Ishares FTSE 100 4.79Ishares EB. Rexx 4.05DBX Tracker MSCI 3.89Ishares FTSE 3.75Total 57.95


96



Fund manager Andreas HeckerFund manager since 20.12.2007Location ZurichFund domicile GermanyFund currency EURClose of financial year 30. SepTotal net assets (in mil.) 20.53Inception date 20.12.2007Management fee in % p.a. 0.45Total expense ratio (ex ante) in % 0.49Benchmark (BM) CB CS MACS Funds 20Unit Class Category P

(capital growth)

ISIN DE000A0M64A1

Valor no. 3670330



Credit Suisse MACS Funds 20Class P


2008 2009 2010 2011 201285

90

95

100

105

110

115

-15%

-10%

-5%

0%

5%

10%

15%

-8.9

11.7

7.1

-2.9

3.0

-5.5

9.5

5.0

-0.3

2.5

-9.4

9.2

3.4

-2.9

2.0

CS MACS Funds 20 P Yearly or year-to-date performance respectively (Fund)

CB CS MACS Funds 20Yearly or year-to-date performance respectively(Benchmark)




1 month 3 months YTD 1 year 3 years 5 yearsFund -1.28 -1.68 3.03 0.31 15.06 -Benchmark -0.81 -0.93 2.49 2.17 14.27 -Sector -0.87 -1.30 2.02 -1.24 9.12 -




Europe 56.00EmergingMarkets 19.00North America 18.00Japan 7.00


Fund facts


Bloomberg ticker CSMCFTP GR




Annualized volatility in % 6.15 4.41Information ratio -0.54 0.08Tracking Error (Ex post) 3.44 2.79Maximum drawdown in % 2) -4.32 -4.622) Maximum drawdown is the most negative cumulative returnover a given time period.

Allocation of bonds in %Euro Bonds 67.00Global Bonds 13.00Inflation Linked Bonds 13.00Emerging Market Bonds 7.00Total 100.00


%Maturity as % of

assetsBGF Euro Bd Fd 13.31Invesco EuroCorporate Bd. Fd.

11.03

AXA World 8.73AXA World 6.67CS EUROREAL 5.01Schroder Euro Corp. 4.85Neuberger Bermanhigh Yield BD Fd.

4.57

SEB ImmoInvest 4.43MFS Meridian EMDebt Fd

4.10

Aberdeen Gl Sicav EmMkt Eq Fd

3.88

Total 66.58


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97


(capital growth)

ISIN DE000A0M64B9

Valor no. 3672572





2008 2009 2010 2011 201270

80

90

100

110

120

-30%

-20%

-10%

0%

10%

20%

-16.6

16.5

9.4

-4.4

3.4

-13.4

12.9

7.3

-1.4

2.5

-20.7

14.3

6.6

-5.3

2.3

CS MACS Funds 40 P Yearly or year-to-date performance respectively (Fund)CB CS MACS Funds 40 Yearly or year-to-date performance respectively (Benchmark)Lipper Global Mixed Asset EUR Bal - Global Yearly or year-to-date performance respectively (Sector)






Europe 49.00EmergingMarkets 23.00North America 21.00Japan 7.00

Investment policyThe investment objective of the fund is tooptimize the overall return from regular income,price movements and currency fluctuations, whilemaking use of the international diversificationopportunities on offer. The Fund invests in globalequities, equity-like instruments, fixed incomeand floating-rate securities, maintaining equalweightings between the asset classes as a rule.In addition, money market instruments may beheld on an ancillary basis. The fund may alsoinvest in real estate and commodities.

Fund facts


Bloomberg ticker CSMCFDP GR




Annualized volatility in % 8.82 6.29Information ratio -0.30 0.03Tracking Error (Ex post) 3.58 2.98Maximum drawdown in % 2) -6.95 -7.832) Maximum drawdown is the most negative cumulative returnover a given time period.

Allocation of bonds in %Euro Bonds 66.00Global Bonds 17.00Inflation Linked Bonds 12.00Emerging Market Bonds 5.00Total 100.00


%Maturity as % of

assetsInvesco EuroCorporate Bd. Fd.

7.77

AXA World 7.57BGF Euro Bd Fd 7.37FAST Europe 4.72AXA World 4.60BFG Euro Markets 4.55Metzler Eur. Growth 4.49Neuberger Bermanhigh Yield BD Fd.

4.49

Axa Framlington UKSelect

4.11

Henderson HorizonEquity

3.87

Total 53.54


98




(capital growth)

ISIN DE000A0M64C7

Valor no. 3672558





2008 2009 2010 2011 201270

80

90

100

110

120

130

-30%

-20%

-10%

0%

10%

20%

30%

-23.8

19.0

11.5

-6.2

4.2

-20.8

16.4

9.6

-2.6

2.5

-20.7

14.3

6.6

-5.3

2.3

CS MACS Funds 60 P Yearly or year-to-date performance respectively (Fund)CB CS MACS Funds 60 Yearly or year-to-date performance respectively (Benchmark)Lipper Global Mixed Asset EUR Bal - Global Yearly or year-to-date performance respectively (Sector)


1 month 3 months YTD 1 year 3 years 5 yearsFund -3.26 -3.21 4.17 -0.74 21.46 -Benchmark -2.36 -2.50 2.50 -0.64 22.38 -Sector -1.63 -2.18 2.28 -3.15 13.59 -


Equity 61.26Alternatives 18.16Bonds 10.56Cash/CashEquivalents 10.02


Europe 50.00North America 24.00EmergingMarkets 21.00Japan 5.00

Investment policyThe investment objective of the fund is tooptimize the overall return from regular income,price movements and currency fluctuations, whilemaking use of the international diversificationopportunities on offer. The fund invests primarilyin global equities, equity-like instruments as wellas to a limited degree in fixed income andfloating-rate securities. In addition, moneymarket instruments may be held on an ancillarybasis. The fund may also invest in real estate andcommodities.

Fund facts


Bloomberg ticker CSMCFFP GR





Allocation of bonds in %Global Bonds 59.00Inflation Linked Bonds 25.00Emerging Market Bonds 16.00Total 100.00


%Maturity as % of

assetsBFG Euro Markets 10.28FAST Europe 9.01Henderson HorizonEquity

8.06

CS EUROREAL 8.01Alken EuropeanOpportunities

7.51

Pictet US EquitySelection

6.32

T. Rowe Price JapanEq

5.81

Axa Framlington UKSelect

4.24

Neuberger Bermanhigh Yield BD Fd.

4.17

MFS Europ Eq Fd 4.12Total 67.53


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99

Purchases SalesMicrosoft Banco SantanderVolkswagen -

Fund manager Alexander HippFund manager since 19.05.2010Location FrankfurtFund domicile GermanyFund currency EURClose of financial year 30. SepTotal net assets (in mil.) 22.06Inception date 19.12.2007Management fee in % p.a. 0.45Total expense ratio (ex ante) in % 0.49Benchmark (BM) MSCI World (NR)Unit Class Category P

(capital growth)

ISIN DE000A0M64E3

Valor no. 3672524

Min. Investment Amount 10'000Redemptions DailyEU taxation In scope - no tax


Credit Suisse MACS Global EquityClass P


2008 2009 2010 2011 20125060708090

100110120130140

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

0%10%20%30%40%

-36.2

31.2

16.6

-9.5

2.3

-37.6

25.919.5

-2.4

5.8

CS MACS Global Equity P Yearly or year-to-date performance respectively (Fund)MSCI World (NR) Yearly or year-to-date performance respectively (Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund -4.29 -4.84 2.35 -6.28 29.69 -Benchmark -2.19 -1.01 5.81 3.46 48.20 -

Currencies in %

EUR 58.08USD 30.11GBP 6.14CHF 3.42AUD 1.84JPY 0.27NOK 0.08SEK 0.04CAD 0.02

Countries in %

North America 27.47Europe 18.90EmergingMarkets 15.49Germany 12.53United Kingdom 9.88Japan 5.81Switzerland 4.09China 2.27Australia 1.96Russia 1.60




Top 10 Holdings in %CS ETF (Lux) on MSCI Em. Markets 9.93SSGA US Equity Fund 5.58Ishares-MSCI Japan 5.38Ishares FTSE 100 3.52Ishares MSCI Eu. Ex UK 2.77Henkel 2.27United Technologies 2.05Danaher 2.04Nike 2.04Pepsico 2.04Total 37.62

Investment policyThe fund invests primarily in global equities andequity-like instruments without geographicallimitations. Fund management is also notrestricted by a benchmark regarding stockselection and sector allocation. Stock selectionwithin the portfolio is being made under a longterm investment perspective.

Fund facts


Bloomberg ticker CSMCGEP GR



100



Fund manager Christoph ChristenFund manager since 01.12.2009Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 30. SepTotal net assets (in mil.) 93.39Inception date 29.11.1999Management fee in % p.a. 1.20Total expense ratio (ex post) in % 1.19Benchmark (BM) CB CS PF (CH) PrivilegeSwinging single pricing (SSP) 2) YesUnit Class Category A

(distribution)

ISIN CH0010211107

Valor no. 1021110

Last distribution 15.11.2011Distribution value 1.20Min. Investment Amount 1EU taxation In scope - tax


Credit Suisse Portfolio Fund (CH) PrivilegeClass A


2007 2008 2009 2010 2011 201280859095

100105110115120

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

10%15%20%

-1.3

-14.9

11.2

1.8

-2.4

1.80.6

-15.2

12.9

2.50.2

2.8

CS PF (CH) Privilege Yearly or year-to-date performance respectively (Fund)CB CS PF (CH) Privilege Yearly or year-to-date performance respectively (Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund -0.93 -1.20 1.75 -0.26 10.18 -8.40Benchmark -0.51 0.25 2.81 2.36 16.62 -1.80


Bonds 47.38Equity 40.21Cash/CashEquivalents 9.98Alternativeproducts andsegments 2.43

Allocation currencies in %

CHF 75.63USD 12.88EUR 3.77JPY 2.88GBP 2.49AUD 1.30CAD 1.05

Asset allocation in %Cash/Cash Equivalents Bonds Equity Alt. Inv. Total

Switzerland 9.98 40.69 19.37 2.43 72.47Europe - 3.74 - - 3.74Others - 2.94 - - 2.94Pacific and Emerging Markets - - 2.84 - 2.84Euroland - - 2.52 - 2.52UK - - 2.82 - 2.82Canada - - 0.95 - 0.95USA - - 9.42 - 9.42Japan - - 2.30 - 2.30Total 9.98 47.37 40.22 2.43 100.00

Investment policyThe Fund invests in equities, bonds, and moneymarket instruments worldwide. In so doing, itadheres to the provisions of the Federal Law onOccupational Old Age, Survivors and DisabilityPension Plans (BVG) and the relevantregulations (BVV2 and BVV3) governinginvestments. The Fund distributes its earnings.

Fund facts


Bloomberg ticker CSPRIVG SW



Maturities in years

0%

5%

10%

15%

20%

25%

30%

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



Duration and YieldAverage remaining term to maturity in years 3.92Modified duration in years 3.15

Allocation of bonds in %Fixed Income 84.64Inflation Linked Bonds 15.36Total 100.00


%Maturity as % of

assetsCS FI GL INF LCapitalisation

6.73

Nestlé 3.71Swiss Government 3.750 10.06.15 3.67Pfandbriefbank 3.125 10.10.14 3.47CSIMF Eq S&M CapCH

3.28

Novartis 3.08Swiss Government 4.250 05.06.17 2.65Swiss Government 3.000 08.01.18 2.50Swiss Government 2.000 12.10.16 2.35Rabobank 2.875 13.06.14 2.29Total 33.74


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101

Fund manager Urs HillerFund manager since 01.03.2002Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 291.13Inception date 30.10.1998Management fee in % p.a. 1.50Total expense ratio (ex ante) in % 1.68Benchmark (BM) CB CS PF (Lux) Balanced (Euro)Unit Class Category B

(capital growth)

ISIN LU0091100973

Valor no. 951124



Credit Suisse Portfolio Fund (Lux) Balanced (Euro)Class B


2007 2008 2009 2010 2011 201270

80

90

100

110

120

130

-30%

-20%

-10%

0%

10%

20%

30%

-1.5

-22.0

18.612.7

-5.6

2.71.1

-20.2

16.811.6

-2.9

3.0

CS PF (Lux) Balanced (Euro) B Yearly or year-to-date performance respectively (Fund)CB CS PF (Lux) Balanced (Euro) Yearly or year-to-date performance respectively (Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund -2.11 -2.98 2.69 -3.02 23.52 -3.27Benchmark -1.89 -2.54 3.00 0.11 25.85 1.40




EUR 59.15USD 25.36JPY 3.80AUD 2.50GBP 2.08HKD 1.79CAD 0.94KRW 0.73Others 3.65

Asset allocation in %Cash/Cash Equivalents Currency Overlay Bonds Equity Alt. Inv. Total

Euroland 0.47 2.77 35.30 18.01 2.66 59.21UK - 0.29 0.67 5.00 - 5.96Canada - 1.44 0.23 0.38 - 2.05Switzerland - -0.21 0.13 0.38 - 0.30Asia - -0.63 0.99 1.74 - 2.10USA - -1.16 1.66 13.90 4.34 18.74Japan - -2.87 1.81 1.60 1.98 2.52Others - - 0.78 - 3.42 4.20Emerging Markets - - - 4.92 - 4.92Total 0.47 -0.37 41.57 45.93 12.40 100.00

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

Fund facts


Bloomberg ticker CSPLBAL LX


Maturities in years

0%

5%

10%

15%

20%

25%

30%

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



Duration and YieldGross portfolio yield in % 1.71Average remaining term to maturity in years 3.94Modified duration in years 3.44

Allocation of bonds in %Shares (and equity-type securities) 47.46Fixed Income 43.80Open-end Funds 5.21Index Investments 3.52Closed-end Funds 0.01Total 100.00


%Maturity as % of

assetsETFS ETC on Gold 3.45DB X-Trackers 1.81CS SICAV One EuropEq. Div. Plus

1.46

Rabobank 4.250 22.04.14 1.45HSBC Finance 0.960 28.10.13 1.02CSF Comdty Ind. Pl. 0.89Germany 1.500 15.04.16 0.85Germany 2.250 15.04.13 0.82Roche 4.625 04.03.13 0.80CS Sicav One (L)Glob. Convert.

0.78

Total 13.33


102



Fund manager Urs HillerFund manager since 16.03.2006Location ZurichFund domicile LuxembourgFund currency CHFClose of financial year 31. MarchTotal net assets (in mil.) 1'267.77Inception date 14.05.1993Management fee in % p.a. 1.50Total expense ratio (ex ante) in % 1.68Benchmark (BM) CB CS PF (Lux) Balanced (Sfr)Unit Class Category B

(capital growth)

ISIN LU0078040838

Valor no. 672328



Credit Suisse Portfolio Fund (Lux) Balanced (Sfr)Class B


2007 2008 2009 2010 2011 201260

70

80

90

100

110

120

130

-40%

-30%

-20%

-10%

0%

10%

20%

30%

-0.7

-25.2

16.7

1.1

-6.7

2.60.5

-25.0

17.0

2.2

-4.1

3.2

CS PF (Lux) Balanced (Sfr) B Yearly or year-to-date performance respectively (Fund)CB CS PF (Lux) Balanced (Sfr) Yearly or year-to-date performance respectively (Benchmark)






CHF 43.80USD 27.33EUR 11.03JPY 4.01GBP 3.52AUD 2.77HKD 1.87CAD 1.71Others 3.96


Switzerland 1.35 7.75 27.44 12.32 0.20 49.06Asia - -0.68 1.29 1.54 - 2.15Euroland - -5.44 4.93 3.74 2.78 6.01UK - -0.81 0.70 5.65 - 5.54Canada - 0.53 1.11 0.28 - 1.92USA - -0.31 2.76 15.12 4.00 21.57Japan - -1.18 1.45 2.04 2.09 4.40Others - - 0.66 - 3.55 4.21Emerging Markets - - - 5.14 - 5.14Total 1.35 -0.14 40.34 45.83 12.62 100.00

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

Fund facts


Bloomberg ticker CRSPBSI LX


Maturities in years

0%5%

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

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






%Maturity as % of

assetsETFS ETC on Gold 3.59Nestlé 2.82DB X-Trackers 1.89Novartis 1.81Roche 1.77CS SICAV One EuropEq. Div. Plus

1.23

GDF Suez 3.500 19.12.12 1.03Apple 0.71ABB 0.70CSF Comdty Ind. Pl. 0.69Total 16.24


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103

Fund manager Urs HillerFund manager since 01.12.2009Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 89.51Inception date 14.05.1993Management fee in % p.a. 1.50Total expense ratio (ex ante) in % 1.68Benchmark (BM) CB CS PF (Lux) Balanced (US$)Unit Class Category B

(capital growth)

ISIN LU0078041133

Valor no. 672327



Credit Suisse Portfolio Fund (Lux) Balanced (US$)Class B


2007 2008 2009 2010 2011 201270

80

90

100

110

120

130

-30%

-20%

-10%

0%

10%

20%

30%

8.1

-23.0

20.2

9.0

-5.4

0.2

10.3

-21.2

17.4

10.3

-1.8

0.8

CS PF (Lux) Balanced (US$) B Yearly or year-to-date performance respectively (Fund)CB CS PF (Lux) Balanced (US$) Yearly or year-to-date performance respectively (Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund -5.38 -6.52 0.15 -9.46 17.31 -1.41Benchmark -4.78 -5.28 0.77 -5.24 22.77 5.53




USD 63.12EUR 9.60JPY 6.10GBP 5.71AUD 3.62HKD 2.74CHF 1.79KRW 1.28Others 6.04


USA 4.06 4.45 35.11 12.30 3.87 59.79Japan - -1.86 1.59 4.09 1.88 5.70Switzerland - 0.03 0.08 1.61 - 1.72Asia - -0.86 1.14 3.26 - 3.54Euroland - -2.55 1.19 5.43 2.75 6.82UK - -0.96 0.71 7.74 - 7.49Canada - 1.78 0.61 0.13 - 2.52Others - - 0.58 - 3.51 4.09Emerging Markets - - - 8.33 - 8.33Total 4.06 0.03 41.01 42.89 12.01 100.00

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

Fund facts


Bloomberg ticker CRSPBUI LX


Maturities in years

0%5%

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

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






%Maturity as % of

assetsETFS ETC on Gold 3.55US Treasury 3.125 31.10.16 3.12US Treasury 2.625 30.06.14 2.80US Treasury 3.375 15.11.19 1.97DB X-Trackers 1.95Rabobank 3.375 19.02.13 1.70US Treasury 1.250 15.02.14 1.43Caterpillar Fin. 6.200 30.09.13 1.19US Treasury 0.375 31.07.13 1.13CS SICAV One EuropEq. Div. Plus

1.10

Total 19.94


104



Fund manager Urs HillerFund manager since 01.03.2002Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 76.63Inception date 30.10.1998Management fee in % p.a. 1.70Total expense ratio (ex ante) in % 1.88Benchmark (BM) CB CS PF (Lux) Growth (Euro)Unit Class Category B

(capital growth)

ISIN LU0091101195

Valor no. 951292

EU taxation In scope - no tax


Credit Suisse Portfolio Fund (Lux) Growth (Euro)Class B


2007 2008 2009 2010 2011 201260

70

80

90

100

110

120

130

-40%

-30%

-20%

-10%

0%

10%

20%

30%

-1.2

-31.8

23.8

13.4

-9.3

2.51.5

-30.0

22.1

13.3

-5.2

3.0

CS PF (Lux) Growth (Euro) B Yearly or year-to-date performance respectively (Fund)CB CS PF (Lux) Growth (Euro) Yearly or year-to-date performance respectively (Benchmark)






EUR 48.59USD 33.49JPY 3.64AUD 3.02GBP 2.43HKD 2.21KRW 1.02BRL 0.90Others 4.70


Euroland 0.40 1.16 12.52 26.87 2.72 43.67UK - 1.13 0.31 7.32 - 8.76Canada - 2.40 0.12 0.38 - 2.90Switzerland - -0.22 0.12 0.48 - 0.38Asia - -0.68 1.32 2.24 - 2.88USA - -1.01 1.72 21.84 4.40 26.95Japan - -3.12 0.30 3.08 2.08 2.34Others - - 0.90 - 4.12 5.02Emerging Markets - - - 7.10 - 7.10Total 0.40 -0.34 17.31 69.31 13.32 100.00

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 60% of the fund's net assets atany given time. In addition, money marketinstruments may be held on an ancillary basis.The fund may also invest a maximum of 20% inreal estate and commodities.

Fund facts


Bloomberg ticker CSPLGRO LX


Maturities in years

0%

5%

10%

15%

20%

25%

30%

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






%Maturity as % of

assetsETFS ETC on Gold 4.15Rabobank 4.250 22.04.14 2.07DB X-Trackers 1.88CS SICAV One EuropEq. Div. Plus

1.85

Apple 1.11CSF Comdty Ind. Pl. 1.03Germany 1.500 15.04.16 0.97Germany 2.250 15.04.13 0.94Sanofi-Aventis 0.92CS Sicav One (L)Glob. Convert.

0.89

Total 15.81


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105

Fund manager Urs HillerFund manager since 16.03.2006Location ZurichFund domicile LuxembourgFund currency CHFClose of financial year 31. MarchTotal net assets (in mil.) 257.35Inception date 11.06.1993Management fee in % p.a. 1.70Total expense ratio (ex ante) in % 1.88Benchmark (BM) CB CS PF (Lux) Growth (Sfr)Unit Class Category B

(capital growth)

ISIN LU0078041992

Valor no. 672378



Credit Suisse Portfolio Fund (Lux) Growth (Sfr)Class B


2007 2008 2009 2010 2011 20125060708090

100110120130

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

0%10%20%30%

-0.8

-34.0

21.0

0.3

-8.3

2.80.7

-32.9

21.2

2.0

-5.1

3.4

CS PF (Lux) Growth (Sfr) B Yearly or year-to-date performance respectively (Fund)CB CS PF (Lux) Growth (Sfr) Yearly or year-to-date performance respectively (Benchmark)






USD 36.72CHF 28.28EUR 14.18JPY 4.21GBP 3.89AUD 3.18HKD 2.47CAD 1.47Others 5.60


Switzerland 0.19 5.52 5.55 19.13 - 30.39Asia - -0.56 1.23 2.24 - 2.91Euroland - -5.23 4.91 6.29 3.39 9.36Canada - 1.73 0.61 0.47 - 2.81USA - -0.10 2.82 23.31 4.66 30.69Japan - -1.48 0.19 3.48 2.22 4.41Others - - 0.66 - 3.65 4.31UK - - 0.30 7.35 - 7.65Emerging Markets - - - 7.47 - 7.47Total 0.19 -0.12 16.27 69.74 13.92 100.00

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 60% of the fund's net assets atany given time. In addition, money marketinstruments may be held on an ancillary basis.The fund may also invest a maximum of 20% inreal estate and commodities.

Fund facts


Bloomberg ticker CRSPGSI LX


Maturities in years

0%5%

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

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






%Maturity as % of

assetsNestlé 4.29ETFS ETC on Gold 3.69Roche 2.81Novartis 2.72DB X-Trackers 2.34ABB 1.24CS SICAV One EuropEq. Div. Plus

1.24

Apple 1.12Syngenta 0.93Zurich Fin. Services 0.90Total 21.28


106



Fund manager Urs HillerFund manager since 01.12.2009Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 64.49Inception date 11.06.1993Management fee in % p.a. 1.70Total expense ratio (ex ante) in % 1.89Benchmark (BM) CB CS PF (Lux) Growth (US$)Unit Class Category B

(capital growth)

ISIN LU0078042453

Valor no. 672380



Credit Suisse Portfolio Fund (Lux) Growth (US$)Class B


2007 2008 2009 2010 2011 201260708090

100110120130140

-40%-30%-20%-10%

0%10%20%30%40%

8.3

-33.8

27.1

10.0

-10.1

-0.6

10.6

-31.3

24.9

11.5

-5.6

0.2

CS PF (Lux) Growth (US$) B Yearly or year-to-date performance respectively (Fund)CB CS PF (Lux) Growth (US$) Yearly or year-to-date performance respectively (Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund -7.89 -9.34 -0.57 -14.68 15.69 -15.88Benchmark -7.17 -8.02 0.25 -9.97 23.29 -6.79




USD 51.33EUR 13.79JPY 7.24GBP 6.52AUD 4.45HKD 3.81CHF 2.40KRW 1.94Others 8.52


USA 2.11 3.85 13.61 20.17 3.49 43.23Japan - -2.08 0.21 6.72 2.02 6.87Switzerland - -0.10 0.02 2.30 - 2.22Asia - -0.75 1.19 4.51 - 4.95Euroland - -3.82 1.29 9.24 3.61 10.32UK - 0.31 0.36 11.42 - 12.09Canada - 2.61 0.50 0.40 - 3.51Others - - 0.60 - 3.39 3.99Emerging Markets - - - 12.82 - 12.82Total 2.11 0.02 17.78 67.58 12.51 100.00

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 60% of the fund's net assets atany given time. In addition, money marketinstruments may be held on an ancillary basis.The fund may also invest a maximum of 20% inreal estate and commodities.

Fund facts


Bloomberg ticker CRSPGUI LX


Maturities in years

0%

5%

10%

15%

20%

25%

30%

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






%Maturity as % of

assetsETFS ETC on Gold 3.43DB X-Trackers 2.76Caterpillar Fin. 6.200 30.09.13 2.48Rabobank 3.375 19.02.13 2.37CS SICAV One EuropEq. Div. Plus

1.06

Apple 1.01Procter & Gamble 1.375 01.08.12 0.78Rabobank 3.000 18.09.12 0.78US Treasury 2.000 15.01.16 0.67Exxon Mobil Corp. 0.63Total 15.97


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107

Fund manager Urs HillerFund manager since 01.03.2002Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 394.49Inception date 30.10.1998Management fee in % p.a. 1.30Total expense ratio (ex ante) in % 1.49Benchmark (BM) CB CS PF (Lux) Income (Euro)Unit Class Category A

(distribution)

ISIN LU0091100627

Valor no. 951289

Last distribution 15.05.2012Distribution value 1.60EU taxation In scope - tax


Credit Suisse Portfolio Fund (Lux) Income (Euro)Class A & B


2007 2008 2009 2010 2011 201280859095

100105110115120

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

10%15%20%

-1.6

-12.0

13.410.8

-2.6

2.91.1

-9.8

11.48.9

-0.5

3.0

CS PF (Lux) Income (Euro) B Yearly or year-to-date performance respectively (Fund)CB CS PF (Lux) Income (Euro) Yearly or year-to-date performance respectively (Benchmark)






EUR 67.44USD 18.51JPY 5.13AUD 2.19GBP 1.68HKD 1.21CAD 1.03CHF 0.55Others 2.26


Euroland 0.78 7.51 54.21 8.95 2.62 74.07UK - -0.35 0.96 2.57 - 3.18Canada - 0.45 0.53 0.19 - 1.17Switzerland - -0.16 0.09 0.37 - 0.30Asia - -0.69 1.21 0.86 - 1.38USA - -2.97 3.79 6.56 3.82 11.20Japan - -4.47 4.02 0.71 1.91 2.17Others - - 0.54 - 3.31 3.85Emerging Markets - - - 2.68 - 2.68Total 0.78 -0.68 65.35 22.89 11.66 100.00

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 50% of the net assets of thefund at any given time. In addition, money marketinstruments may be held on an ancillary basis.The fund may also invest a maximum of 20% inreal estate and commodities.

Fund facts



Bloomberg ticker CRSIEAI LX CRSIEBI LX951290

Net asset value(NAV)

106.22 143.18

--

Maturities in years

0%

5%

10%

15%

20%

25%

30%

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


Annualised volatility in % 4.90 5.96Information ratio 0.00 -0.41Tracking Error (Ex post) 1.60 1.54Maximum drawdown in % -5.25 -17.04


Allocation of bonds in %Fixed Income 66.67Shares (and equity-type securities) 25.91Open-end Funds 4.01Index Investments 3.40Closed-end Funds 0.01Total 100.00


%Maturity as % of

assetsETFS ETC on Gold 3.34DB X-Trackers 1.73Rabobank 1.850 12.04.17 1.47Bayr Landesbank 1.400 22.04.13 1.23Rabobank 4.250 22.04.14 1.21CS SICAV One EuropEq. Div. Plus

1.02

France OAT 4.000 25.04.18 0.98Germany 2.250 04.09.21 0.95Germany 1.500 15.04.16 0.86Germany 2.250 15.04.13 0.83Total 13.62


108



Fund manager Urs HillerFund manager since 16.03.2006Location ZurichFund domicile LuxembourgFund currency CHFClose of financial year 31. MarchTotal net assets (in mil.) 1'517.45Inception date 14.05.1993Management fee in % p.a. 1.30Total expense ratio (ex ante) in % 1.48Benchmark (BM) CB CS PF (Lux) Income (Sfr)Unit Class Category A

(distribution)

ISIN LU0078042610

Valor no. 672338



Credit Suisse Portfolio Fund (Lux) Income (Sfr)Class A & B


2007 2008 2009 2010 2011 201280

85

90

95

100

105

110

115

-20%

-15%

-10%

-5%

0%

5%

10%

15%

-1.1

-15.2

11.7

1.3

-5.7

2.50.1

-15.8

12.4

2.2

-2.9

2.9

CS PF (Lux) Income (Sfr) B Yearly or year-to-date performance respectively (Fund)CB CS PF (Lux) Income (Sfr) Yearly or year-to-date performance respectively (Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund -0.68 -0.65 2.48 -2.42 6.38 -9.71Benchmark -0.55 -0.26 2.92 0.56 11.98 -5.48




CHF 55.34USD 20.93EUR 8.44JPY 5.65GBP 2.42AUD 2.23CAD 1.49HKD 1.22Others 2.28


Switzerland 1.80 15.75 45.72 5.73 0.18 69.18Asia - -0.73 1.15 0.83 - 1.25Euroland - -5.61 4.81 1.60 2.56 3.36UK - -0.85 1.08 3.09 - 3.32USA - -4.60 5.68 7.01 3.69 11.78Japan - -3.94 4.31 1.01 1.82 3.20Others - - 0.62 - 3.20 3.82Canada - - 1.11 0.18 - 1.29Emerging Markets - - - 2.80 - 2.80Total 1.80 0.02 64.48 22.25 11.45 100.00

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 50% of the net assets of thefund at any given time. In addition, money marketinstruments may be held on an ancillary basis.The fund may also invest a maximum of 20% inreal estate and commodities.

Fund facts



Bloomberg ticker CRSISAI LX CRSISBI LX672339


104.73 152.34

--

Maturities in years

0%5%

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

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


Annualised volatility in % 4.96 6.80Information ratio -1.74 -0.82Tracking Error (Ex post) 0.98 1.11Maximum drawdown in % -9.63 -20.68


Allocation of bonds in %Fixed Income 66.78Shares (and equity-type securities) 25.24Open-end Funds 4.69Index Investments 3.28Closed-end Funds 0.01Total 100.00


%Maturity as % of

assetsETFS ETC on Gold 3.23DB X-Trackers 1.67Nestlé 1.30CS SICAV One EuropEq. Div. Plus

1.19

Rabobank 1.850 12.04.17 1.09Italy 4.500 08.06.15 0.89Roche 0.84Novartis 0.82Dexia Municipal 1.550 31.10.13 0.81Quebec 3.950 07.11.16 0.73Total 12.57


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109

Fund manager Urs HillerFund manager since 01.12.2009Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MarchTotal net assets (in mil.) 234.88Inception date 14.05.1993Management fee in % p.a. 1.30Total expense ratio (ex ante) in % 1.48Benchmark (BM) CB CS PF (Lux) Income (US$)Unit Class Category A

(distribution)

ISIN LU0078046876

Valor no. 672336



Credit Suisse Portfolio Fund (Lux) Income (US$)Class A & B


2007 2008 2009 2010 2011 201280

90

100

110

120

130

-20%

-10%

0%

10%

20%

30%

7.1

-12.7

13.38.2

-1.8

0.7

9.5

-9.5

9.6 9.0

2.0 1.2

CS PF (Lux) Income (US$) B Yearly or year-to-date performance respectively (Fund)CB CS PF (Lux) Income (US$) Yearly or year-to-date performance respectively (Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund -3.00 -3.66 0.75 -4.71 17.92 10.19Benchmark -2.40 -2.52 1.20 -0.57 21.87 17.91




USD 73.63EUR 7.03JPY 5.82GBP 3.13AUD 2.48CAD 2.01HKD 1.66CHF 0.85Others 3.39


USA 5.44 8.54 52.81 5.57 3.41 75.77Japan - -3.92 3.53 1.81 1.80 3.22Switzerland - 0.14 0.14 0.62 - 0.90Asia - -0.64 1.03 1.60 - 1.99UK - -0.75 0.88 4.35 - 4.48Euroland - -3.36 1.96 2.79 2.53 3.92Canada - - 1.38 0.33 - 1.71Others - - 0.40 - 3.28 3.68Emerging Markets - - - 4.33 - 4.33Total 5.44 0.01 62.13 21.40 11.02 100.00

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 50% of the net assets of thefund at any given time. In addition, money marketinstruments may be held on an ancillary basis.The fund may also invest a maximum of 20% inreal estate and commodities.

Fund facts



Bloomberg ticker CRSIUAI LX CRSIUBI LX672337


130.65 226.86

--

Maturities in years

0%5%

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

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


Annualised volatility in % 6.98 8.78Information ratio -0.74 -0.89Tracking Error (Ex post) 1.49 1.53Maximum drawdown in % -7.00 -21.25


Allocation of bonds in %Fixed Income 68.41Shares (and equity-type securities) 24.77Index Investments 3.45Open-end Funds 3.36Closed-end Funds 0.01Total 100.00


%Maturity as % of

assetsUS Treasury 3.125 31.10.16 5.16US Treasury 2.625 30.06.14 4.64ETFS ETC on Gold 3.32US Treasury 3.375 15.11.19 3.26Rabobank 3.375 19.02.13 2.60US Treasury 1.250 15.02.14 2.37US Treasury 0.375 31.07.13 1.87DB X-Trackers 1.78Bayr Landesbank 1.400 22.04.13 1.60T-NTS United Statesof Am.

1.000 15.01.14 1.41

Total 28.01


110



Fund manager Gabriele GrecchiFund manager since 01.05.2009Location MilanoFund domicile LuxembourgFund currency EURClose of financial year 31. MarchTotal net assets (in mil.) 96.84Inception date 22.04.1994Management fee in % p.a. 1.20Total expense ratio (ex ante) in % 1.36Benchmark (BM) CB CS PF (Lux) Reddito (Euro)Unit Class Category A

(distribution)

ISIN LU0078046108

Valor no. 672334



Credit Suisse Portfolio Fund (Lux) Reddito (Euro)Class A & B


2007 2008 2009 2010 2011 201290

95

100

105

110

115

-10%

-5%

0%

5%

10%

15%

0.3

-8.1

9.0

3.5

-1.4

2.81.3

-3.0

7.8

3.30.9

2.3

CS PF (Lux) Reddito (Euro) B Yearly or year-to-date performance respectively (Fund)CB CS PF (Lux) Reddito (Euro) Yearly or year-to-date performance respectively (Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund -0.67 -2.24 2.84 0.71 12.56 4.20Benchmark 0.17 -0.68 2.34 2.54 13.47 11.99


Bonds 62.60Equity 20.30Cash/CashEquivalents 17.10


EUR 79.13USD 10.31ITL 3.09GBP 2.70JPY 2.23SEK 0.99ISK 0.83CHF 0.48AUD 0.24

Asset allocation in %Bonds Equity Total

Euroland 71.08 - 71.08UK 3.71 1.06 4.77USA 4.90 - 4.90Emerging Markets - 0.65 0.65Switzerland - 0.54 0.54Europe - 12.34 12.34North America - 5.12 5.12Pacific and Emerging Markets - 0.24 0.24Asia - 0.36 0.36Total 79.69 20.31 100.00

Investment policyThe aim of the fund is to achieve an appropriatereturn on the capital invested, while takingadvantage of the opportunities provided byinternational diversification. The fund invests ineuro denominated fixed and variable ratesecurities as well as in equities and equity-typesecurities. Fixed and variable rate instrumentswill account for at least 50% of the net assets ofthe fund at any given time. Investment in Italiandomiciled securities will account for a largerproportion of the fund’s assets than othersecurities. In addition, money market instrumentsmay be held on an ancillary basis.

Fund facts



Bloomberg ticker CRSILAI LX CRSILBI LX672335


66.66 109.25

--

Maturities in years

0%

5%

10%

15%

20%

25%

30%

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




Allocation of bonds in %Fixed Income 79.81Shares (and equity-type securities) 18.97Open-end Funds 1.08Mortgage Backed Securities 0.14Total 100.00


assetsItaly 3.000 15.04.15 4.92EIB 4.000 15.10.37 4.84Italy 5.750 25.07.16 4.13Germany 3.250 04.01.20 3.65CDEP 3.000 31.01.13 3.11EIB 3.125 15.10.15 3.10Banco Bilbao 3.250 24.01.16 2.94Italy 4.000 01.09.20 2.78Italy 2.250 01.11.13 2.73Italy 2.150 15.09.14 2.38Total 34.58


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111

Fund manager Maurizio PedriniFund manager since 26.11.2004Location ZurichFund domicile SwitzerlandFund currency GBPClose of financial year 30. SepTotal net assets (in mil.) 27.60Inception date 26.11.2004Management fee in % p.a. 0.95Total expense ratio (ex ante) in % 1.09Benchmark (BM) CB CS Premium (CH) Bond (£)Swinging single pricing (SSP) 2) YesUnit Class Category A

(distribution)

ISIN CH0019432480

Valor no. 1943248

Last distribution 15.11.2011Distribution value 4.40Redemptions DailyEU taxation In scope - no tax

Fund 50


Credit Suisse Premium (CH) Bond (£)Class A

Net performance in GBP (rebased to 100) and yearly performance 1)

2007 2008 2009 2010 2011 201290

100

110

120

130

140

-10%

0%

10%

20%

30%

40%

2.3

-0.4

10.36.5

1.43.9

7.311.5

3.3 4.6 5.61.7

CS Premium (CH) Bond (£) Yearly or year-to-date performance respectively (Fund)CB CS Premium (CH) Bond (£) Yearly or year-to-date performance respectively (Benchmark)

Net performance in GBP 1)


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


GBP 90.70 99.62EUR 4.84 0.04USD 4.26 0.15CHF 0.20 0.20

Asset Allocation in %Industrial Bonds 32.70Sovereign/Agencies 29.09Financial Bonds 28.54Government 9.74Utilities 0.91Covered/ABS 0.77Derivatives -3.70Cash/Cash Equivalents 1.95Total 100.00



Credit Ratings in %

AAA 25.45AA+ 11.97AA 0.91AA- 8.12A+ 4.45A 15.96A- 18.09BBB+ 7.01BBB 5.83BBB- 2.21


%Maturity as % of

assetsInter-AmericanBank

5.250 07.06.21 4.72

Japan Finance 5.750 09.08.19 4.67McDonald's 6.375 03.02.20 3.79Rolls-Royce Grp.PLC

7.375 14.06.16 3.75

Natixis 5.875 24.02.20 3.27Nordic Investment 5.250 26.11.19 3.25Linde 6.500 29.01.16 3.24Intl Bk Recon &Dev.

5.375 15.01.14 3.17

Natl Grid Elect. 5.875 02.02.24 3.11Bk NedlGemeenten

5.750 18.01.19 3.08

Total 36.05

Investment policyThe fund aims to achieve appropriate return inGBP whilst taking into account the security ofcapital.The Fund will predominantly invest its assets ininvestment grade fixed income securities thatearn low coupon interest.The average rating of the fund's investments ismedium to high quality.Short-term price fluctuations cannot be ruled out.The Fund may hold fixed income securitiesdenominated in other currencies than the GBP,however, currency exposure has to be fullyhedged in GBP.

Fund facts

Unit class currency GBP

Bloomberg ticker CSBFPRS SW



Number of holdings




Average = A

112



Fund manager Maurizio PedriniFund manager since 13.02.2004Location ZurichFund domicile SwitzerlandFund currency EURClose of financial year 30. SepTotal net assets (in mil.) 274.81Inception date 13.02.2004Management fee in % p.a. 0.95Total expense ratio (ex ante) in % 1.00Benchmark (BM) CB CS Premium (CH) Bond (Euro)Swinging single pricing (SSP) 2) YesUnit Class Category A

(distribution)

ISIN CH0017630242

Valor no. 1763024

Last distribution 15.11.2011Distribution value 3.40Redemptions DailyEU taxation In scope

Fund 83


Credit Suisse Premium (CH) Bond (Euro)Class A


2007 2008 2009 2010 2011 201295

100105110115120125130135

-5%0%5%

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

1.85.1

9.8

4.02.1 2.6

4.9

9.7

3.7 3.0 4.42.0

CS Premium (CH) Bond (Euro) Yearly or year-to-date performance respectively (Fund)CB CS Premium (CH) Bond (Euro) Yearly or year-to-date performance respectively (Benchmark)



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


EUR 59.52 99.97USD 23.87 0.05GBP 12.41 -0.05JPY 4.20 0.04Others 0.00 0.00

Asset Allocation in %Financial Bonds 25.69Sovereign/Agencies 22.76Covered/ABS 16.21Government 15.17Industrial Bonds 13.05Utilities 3.26Funds 1.40Derivatives -1.23Cash/Cash Equivalents 3.69Total 100.00



Credit Ratings in %

AAA 41.18AA+ 11.62AA 5.00AA- 12.29A+ 14.40A 6.56A- 2.27BBB (Bucket) 5.25Not rated 1.43


%Maturity as % of

assetsQuebec 7.500 15.09.29 2.96AfrikanischeEntwicklungsbank

7.375 06.04.23 2.95

DE Pfandbriefbank 4.500 15.01.14 2.73General Electric 5.875 18.10.12 2.68Asian Dev. Bk 5.593 16.07.18 2.55European Union 2.750 03.06.16 2.39Weltbank 7.625 19.01.23 2.23Natixis 5.875 24.02.20 2.05McDonald's 6.250 20.07.12 1.93Muenchener Hypo 2.000 15.06.15 1.92Total 24.39

Investment policyThe fund aims to achieve appropriate return inEUR whilst taking into account the security ofcapital.The Fund will predominantly invest its assets ininvestment grade fixed income securities thatearn low coupon interest.The average rating of the fund's investments ismedium to high quality.Short-term price fluctuations cannot be ruled out.The Fund may hold fixed income securitiesdenominated in other currencies than the EUR,however, currency exposure has to be fullyhedged in EUR.

Fund facts


Bloomberg ticker CSBFPRM SW



Number of holdings




Average = A+ Cre

dit S

uiss

e P

rem

ium



113

Fund manager Maurizio PedriniFund manager since 26.11.2004Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 30. SepTotal net assets (in mil.) 115.32Inception date 26.11.2004Management fee in % p.a. 0.95Total expense ratio (ex ante) in % 1.02Benchmark (BM) CB CS Premium (CH) Bond (Sfr)Swinging single pricing (SSP) 2) YesUnit Class Category A

(distribution)

ISIN CH0019432498

Valor no. 1943249


Fund 57


Credit Suisse Premium (CH) Bond (Sfr)Class A


2007 2008 2009 2010 2011 201295

100

105

110

115

120

-5%

0%

5%

10%

15%

20%

-1.8

3.25.3

2.3 1.9 1.8

-0.2

3.2

6.6

2.5 1.7 2.6

CS Premium (CH) Bond (Sfr) Yearly or year-to-date performance respectively (Fund)CB CS Premium (CH) Bond (Sfr) Yearly or year-to-date performance respectively (Benchmark)



Maturities in years

0%

5%

10%

15%

20%

25%

30%

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


CHF 54.18 100.24EUR 38.52 -0.41USD 7.31 0.17

Asset Allocation in %Financial Bonds 25.06Sovereign/Agencies 22.63Covered/ABS 21.61Government 12.27Industrial Bonds 8.71Funds 2.67Derivatives 1.16Cash/Cash Equivalents 5.89Total 100.00




AAA 53.80AA+ 11.98AA 15.40AA- 3.30A+ 8.20A 2.11A- 2.30BBB (Bucket) 4.15Not rated -1.24


%Maturity as % of

assetsRabobank 4.250 14.09.12 7.00Europ. Inv. Bk 3.500 28.01.14 6.92General Electric 4.375 05.12.12 5.42FinancementFoncier

6.125 23.02.15 4.24

Germany 5.250 29.04.13 3.93Credit Agricole 1.000 07.02.14 3.06BAWAG 4.500 16.10.15 2.95Akademiska Hus 1.500 20.04.16 2.71European Union 2.750 03.06.16 2.28Vorarlberger LB 4.000 22.01.13 2.24Total 40.75

Investment policyThe fund aims to achieve appropriate return inCHF whilst taking into account the security ofcapital.The Fund will predominantly invest its assets ininvestment grade fixed income securities thatearn low coupon interest.The average rating of the fund's investments ismedium to high quality.Short-term price fluctuations cannot be ruled out.The Fund may hold fixed income securitiesdenominated in other currencies than the CHF,however, currency exposure has to be fullyhedged in CHF.

Fund facts


Bloomberg ticker CSBFPRW SW



Number of holdings




114



Fund manager Maurizio PedriniFund manager since 26.11.2004Location ZurichFund domicile SwitzerlandFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 33.22Inception date 26.11.2004Management fee in % p.a. 0.95Total expense ratio (ex ante) in % 1.06Benchmark (BM) CB CS Premium (CH) Bond (US$)Swinging single pricing (SSP) 2) YesUnit Class Category A

(distribution)

ISIN CH0018120904

Valor no. 1812090


Fund 39


Credit Suisse Premium (CH) Bond (US$)Class A


2007 2008 2009 2010 2011 201295

100105110115120125130135

-5%0%5%

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

4.52.0

5.84.1 2.9 2.1

8.310.4

1.04.5 4.9

1.4

CS Premium (CH) Bond (US$) Yearly or year-to-date performance respectively (Fund)CB CS Premium (CH) Bond (US$) Yearly or year-to-date performance respectively (Benchmark)



Maturities in years

0%5%

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

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


USD 67.63 101.11GBP 20.81 -1.03EUR 11.55 -0.08CHF 0.01 0.01

Asset Allocation in %Sovereign/Agencies 35.95Financial Bonds 18.80Industrial Bonds 16.35Government 14.46Covered/ABS 3.05Utilities 1.59Derivatives 1.50Cash/Cash Equivalents 6.78Others 1.51Total 99.99



Credit Ratings in %

AAA 53.85AA+ 10.36AA- 3.35A+ 6.14A 7.60A- 14.15BBB+ 1.05BBB 1.85Not rated 1.65


%Maturity as % of

assetsAfrikanischeEntwicklungsbank

7.375 06.04.23 6.46

Nedl Waterbk 5.625 17.11.15 5.41AustriaPostsparkasse

6.125 20.10.14 4.54

Kommunal AS 1.750 05.10.15 4.54France Telecom 7.250 10.11.20 4.51Asian Dev. Bk 5.593 16.07.18 3.72Petroliam Nasio Reg 7.625 15.10.26 3.32General Electric 6.000 06.08.13 3.30BNP Paribas NewYork

6.950 22.07.13 3.22

Eurofima 6.125 14.10.14 3.18Total 42.20

Investment policyThe fund aims to achieve appropriate return inUSD whilst taking into account the security ofcapital.The Fund will predominantly invest its assets ininvestment grade fixed income securities thatearn low coupon interest.The average rating of the fund's investments ismedium to high quality.Short-term price fluctuations cannot be ruled out.The Fund may hold fixed income securitiesdenominated in other currencies than the USD,however, currency exposure has to be fullyhedged in USD.

Fund facts


Bloomberg ticker CSBFPRD SW



Number of holdings




Average = A+ Cre

dit S

uiss

e P

rem

ium



115

Fund manager Maurizio PedriniFund manager since 13.01.2005Location ZurichFund domicile SwitzerlandFund currency EURClose of financial year 30. SepTotal net assets (in mil.) 38.73Inception date 28.01.2005Management fee in % p.a. 0.72Total expense ratio (ex ante) in % 0.80Benchmark (BM) Citigroup EMU EUR 3M Euro Dep.Unit Class Category A

(distribution)

ISIN CH0019432456

Valor no. 1943245


Fund 33


Credit Suisse Premium (CH) Short Maturity (Euro)Class A


2007 2008 2009 2010 2011 201298

100102104106108110112114

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

10%12%14%

2.5

0.5

4.7

0.9

-0.8

1.2

4.24.9

1.40.5 1.2

0.4

CS Premium (CH) Short Maturity (Euro) Yearly or year-to-date performance respectively (Fund)Citigroup EMU EUR 3M Euro Dep. Yearly or year-to-date performance respectively (Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund -0.17 -0.23 1.22 -0.36 4.46 7.84Benchmark 0.06 0.21 0.42 1.20 2.63 11.47

Maturities in years

0%5%

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

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


EUR 69.22 100.52GBP 30.73 -0.57CHF 0.05 0.05

Asset Allocation in %Financial Bonds 39.55Sovereign/Agencies 23.11Government 12.50Industrial Bonds 9.41Covered/ABS 6.27Funds 4.97Cash/Cash Equivalents 4.20Total 100.01



Credit Ratings in %

AAA 34.85AA+ 14.05AA 2.99AA- 9.62A+ 5.36A 8.39A- 9.70BBB+ 1.25BBB- 8.60Not rated 5.19


%Maturity as % of

assetsBk NedlGemeenten

4.500 10.03.14 6.94

Principal Fin Gl Fd 6.000 23.01.14 6.71Nedl Waterbk 5.625 17.11.15 5.63Res Ferre FR 5.400 26.02.13 5.40Generali Finance 4.750 12.05.14 5.33FinancementFoncier

6.125 23.02.15 4.38

General Electric 5.875 18.10.12 4.08Caisse Nat. Autort. 5.850 24.03.13 4.06Denmark 1.750 05.10.15 4.06CADES 5.250 25.10.12 4.05Total 50.64

Investment policyThe Fund aims to achieve appropriate return inEUR whilst taking into account the security ofcapital.The Fund will predominantly invest itsassets in investment grade fixed incomesecurities that earn low coupon interest. Theaverage rating of the fund's investments ismedium to high quality, therefore, short-termprice fluctuations cannot be ruled out. Theaverage duration of the portfolio may not exceed12 months. The Fund may hold fixed incomesecurities denominated in other currencies thanthe EUR, however, currency exposure has to befully hedged in EUR.

Fund facts


Bloomberg ticker CSSMFPE SW


Number of holdings




Average = A

116



Fund managerHechinger Bernard, Wiedemeijer Oliver, Keller Ulrich

Fund manager since01.12.2011, 01.12.2011, 01.12.2011

Location Zurich, Zurich, ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. DecemberTotal net assets (in mil.) 76.47Inception date 31.03.1999Management fee in % p.a. 1.75Subscription MonthlyRedemption MonthlyPerformance fee in % with Highwatermark 10.00Unit Class Category B

(capital growth)

ISIN LU0096382964

Valor no. 603200

Min. Investment Amount 10'000EU taxation Out of scope

Product Contact Rakhee PatelPhone +44 20 7883 9232

Fund 9

April 30, 2012Switzerland

Credit Suisse Prime Select Trust (Lux) Global Equities Long/ShortClass B


2007 2008 2009 2010 2011 20127580859095

100105110115

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

10%15%12.4

-20.0

3.7 2.1

-8.0

5.0

CSPST (Lux) Global Equities Long/Short B Yearly or year-to-date performance respectively (Fund)


1 month 3 months YTD 1 year 3 years 5 yearsFund 0.20 3.06 4.97 -3.44 3.12 -12.28

Historical monthly performance in % 1)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2012 1.86 1.72 1.12 0.20 - - - - - - - - 4.972011 -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 3.722008 -3.64 2.09 -2.92 0.65 1.51 -0.09 -2.47 -1.78 -8.88 -4.23 -1.20 -0.62 -19.972007 1.20 0.57 1.59 1.49 1.33 0.06 0.65 -0.87 1.72 3.19 -0.27 1.18 12.442006 2.43 0.57 1.48 1.02 -2.98 -0.34 0.45 0.99 0.47 1.04 1.13 2.02 8.492005 0.14 1.23 -1.65 -0.50 1.36 2.22 1.24 1.15 1.60 -3.22 2.55 3.79 10.16

Investment policyThe Global Equities Long/Short subfund investswith hedge fund managers who implementdirectional strategies in the worldwide equitiesmarkets by going both long and/or short. Thelevel of systematic market exposure is left tothe discretion of the underlying managers andtherefore can be either positive or negative (longor short) at any given time. The subfund isexpected to have some degree of correlation tothe equity markets. The subfund seeks to limitthe correlation between the underlying managersto dampen its volatility.

Fund facts


Bloomberg ticker CREGELA LX


Contact information

E-Mail [email protected]

Number of holdings

Sector weightings in % 0)

Equity Market Oriented Europe Diversified 28.60Equity Market Natural Statistical 13.30Equity Market Oriented US Diversified 9.30Equity Market Oriented Technology 8.70Equity Market Oriented Health Care 7.60Equity Market Neutral Quantitative 7.40Event Driven 0.10Cash/Cash Equivalents 25.00

Portfolio allocation and performance attribution

# ofManagers

StrategyAllocation

Est. Ret.MTD

Est. Ret.YTD

StrategyAttribution

MTD 0)

Equity Market Oriented Europe Diversified - 28.60% -0.22% 7.39% -0.06%Equity Market Natural Statistical - 13.30% 1.75% 4.18% 0.23%Equity Market Oriented US Diversified - 9.30% 0.46% 5.23% 0.04%Equity Market Oriented Technology - 8.70% -0.23% 13.55% -0.02%Equity Market Oriented Health Care - 7.60% 0.67% 2.07% 0.05%Equity Market Neutral Quantitative - 7.40% 1.47% 8.90% 0.11%Event Driven - 0.10% -0.13% -32.21% 0.00%Cash/Cash Equivalents - 25.00% N/A N/A N/ATotal 100.00%

Top 5 Holdingsas % of

assetsLansdowne Developed Markets 13.80Two Sigma Spectrum Cayman CLA2

13.36

AlphaGen Octanis FD 9.78Amici Fund International 9.30Alkeon Growth 8.76Total 55.00


Cre

dit S

uiss

e P

rime

Sel

ect T

rust



117



Location Zurich, Zurich, ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. DecemberTotal net assets (in mil.) 76.47Inception date 28.01.2008Management fee in % p.a. 1.75Subscription MonthlyRedemption MonthlyPerformance fee in % with Highwatermark 10.00Unit Class Category R


ISIN LU0173091025

Valor no. 1651595



Fund 9


Credit Suisse Prime Select Trust (Lux) Global Equities Long/ShortClass R CHF


2008 2009 2010 2011 201275

80

85

90

95

100

105

110

-25%

-20%

-15%

-10%

-5%

0%

5%

10%

3.00.9

-9.1

4.7

CSPST (Lux) Global Equities Long/Short R CHF Yearly or year-to-date performance respectively (Fund)


1 month 3 months YTD 1 year 3 years 5 yearsFund 0.12 2.83 4.66 -4.70 -0.43 -


Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2012 1.78 1.62 1.07 0.12 - - - - - - - - 4.662011 -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 3.032008 - 1.77 -2.75 0.73 1.37 -0.19 -2.62 -1.87 -9.12 -4.78 -1.06 -1.28 -18.51


Fund facts


Bloomberg ticker CSPG7RC LX


Contact information


Number of holdings




# ofManagers

StrategyAllocation

Est. Ret.MTD

Est. Ret.YTD

StrategyAttribution

MTD 0)




13.36



118







ISIN LU0173093401

Valor no. 1651607



Fund 9


Credit Suisse Prime Select Trust (Lux) Global Equities Long/ShortClass R EUR


2007 2008 2009 2010 2011 20127580859095

100105110115

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

10%15%

10.9

-20.3

3.90.9

-7.7

4.8

CSPST (Lux) Global Equities Long/Short R EUR Yearly or year-to-date performance respectively (Fund)




Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2012 1.88 1.65 1.07 0.15 - - - - - - - - 4.832011 -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 3.882008 -3.69 2.16 -2.68 0.75 1.61 0.08 -2.40 -1.80 -9.23 -5.08 -1.10 -0.58 -20.342007 1.06 0.47 1.47 1.37 1.20 -0.05 0.56 -0.98 1.55 3.04 -0.32 1.11 10.922006 - - - - - - - - 0.32 1.20 1.26 1.33 4.18


Fund facts


Bloomberg ticker GREGLSH LX


Contact information


Number of holdings




# ofManagers

StrategyAllocation

Est. Ret.MTD

Est. Ret.YTD

StrategyAttribution

MTD 0)




13.36



Cre

dit S

uiss

e P

rime

Sel

ect T

rust



119



Location Zurich, Zurich, ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. DecemberTotal net assets (in mil.) 238.30Inception date 30.06.2004Management fee in % p.a. 1.75Subscription MonthlyRedemption MonthlyPerformance fee in % with Highwatermark 10.00Unit Class Category B

(capital growth)

ISIN LU0173109256

Valor no. 1649824



Fund 44


Credit Suisse Prime Select Trust (Lux) Multi StrategyClass B


2007 2008 2009 2010 2011 201280

85

90

95

100

105

110

115

-20%

-15%

-10%

-5%

0%

5%

10%

15%

7.5

-13.8

8.4

4.3

-5.0

2.8

CSPST (Lux) Multi Strategy B Yearly or year-to-date performance respectively (Fund)




Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2012 1.22 1.01 0.38 0.17 - - - - - - - - 2.802011 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 8.422008 -1.57 2.07 -1.87 -0.34 1.86 -0.75 -2.62 -1.48 -5.15 -3.83 -0.97 0.11 -13.822007 1.16 0.38 1.21 1.33 1.79 0.35 -0.04 -1.83 2.13 2.43 -1.66 0.14 7.542006 2.05 0.20 1.22 0.86 -1.35 -0.33 0.01 0.03 0.04 0.90 1.07 1.44 6.262005 0.23 1.38 -0.36 -0.74 0.44 1.36 1.19 0.64 1.98 -1.46 1.28 1.94 8.10

Investment policyThe Multi Strategy Subfund strives to generateabsolute returns with low volatility irrespectiveof the market situation with a highly diversifiedportfolio of hedge funds. The Subfund allocatesits assets across the following hedge fundstrategies: long/short equity, relative value, eventdriven, global macro and managed futures. Tokeep overall volatility low the fund manager buildsa well diversified product through an appropriatechoice of target funds.

Fund facts


Bloomberg ticker CREMULS LX


Contact information


Number of holdings


Equity Market Oriented 24.10Fixed Income 17.50Global Macro 13.90Event Driven 11.90Emerging Markets 7.70Multi-Strategy 6.90Convertible Arbitrage 5.50Managed Futures 3.70Cash/Cash Equivalents 2.10Others 6.70


# ofManagers

StrategyAllocation

Est. Ret.MTD

Est. Ret.YTD

StrategyAttribution

MTD 0)

Equity Market Oriented - 24.10% -0.24% 5.43% -0.06%Fixed Income - 17.50% 0.44% 2.18% 0.16%Global Macro - 13.90% 0.77% -1.10% 0.11%Event Driven - 11.90% -0.92% 6.80% -0.11%Emerging Markets - 7.70% 1.07% 5.20% 0.08%Multi-Strategy - 6.90% 0.89% 0.08% 0.06%Convertible Arbitrage - 5.50% 0.02% 3.75% 0.00%Managed Futures - 3.70% 0.36% -0.62% 0.01%Equity Market Neutral - 3.60% 1.45% 8.88% 0.05%Others - 3.10% 1.12% -0.62% 0.03%Cash/Cash Equivalents - 2.10% N/A N/A N/ATotal 100.00%

Top 5 Holdingsas % of assets

Exane Archimedes Fd 4.06Sector Healthcare FD 4.02Brevan Howard FD 3.81Bridgewater Pure A. 3.66OCCO Eastern Europ. 3.64Total 19.19


120





Location Zurich, Zurich, ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. DecemberTotal net assets (in mil.) 238.30Inception date 31.12.2004Management fee in % p.a. 1.00Subscription MonthlyRedemption MonthlyPerformance fee in % with Highwatermark 10.00Unit Class Category I

(capital growth)

ISIN LU0173109413

Valor no. 1651701

Min. Init. Investm. Amount (in mill.) 3EU taxation Out of scope


Fund 44


Credit Suisse Prime Select Trust (Lux) Multi StrategyClass I


2007 2008 2009 2010 2011 201285

90

95

100

105

110

115

-15%

-10%

-5%

0%

5%

10%

15%

8.3

-13.2

9.2

5.1

-4.3

3.1

CSPST (Lux) Multi Strategy I Yearly or year-to-date performance respectively (Fund)


1 month 3 months YTD 1 year 3 years 5 yearsFund 0.23 1.76 3.06 -3.21 12.03 2.07


Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2012 1.28 1.07 0.45 0.23 - - - - - - - - 3.062011 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 9.252008 -1.51 2.12 -1.79 -0.28 1.89 -0.64 -2.56 -1.42 -5.09 -3.77 -0.91 0.18 -13.162007 1.22 0.44 1.27 1.39 1.85 0.43 0.00 -1.78 2.19 2.48 -1.60 0.20 8.292006 2.11 0.26 1.28 0.92 -1.29 -0.28 0.07 0.08 0.09 0.96 1.13 1.49 7.002005 0.29 1.44 -0.34 -0.76 0.53 1.42 1.25 0.70 2.04 -1.40 1.34 1.99 8.76


Fund facts


Bloomberg ticker CSPHUSI LX


Contact information


Number of holdings




# ofManagers

StrategyAllocation

Est. Ret.MTD

Est. Ret.YTD

StrategyAttribution

MTD 0)





Cre

dit S

uiss

e P

rime

Sel

ect T

rust



121





ISIN LU0173092007

Valor no. 1651692



Fund 44


Credit Suisse Prime Select Trust (Lux) Multi StrategyClass R CHF


2007 2008 2009 2010 2011 201280

85

90

95

100

105

110

-20%

-15%

-10%

-5%

0%

5%

10%

4.3

-15.6

8.0

3.5

-6.3

2.6

CSPST (Lux) Multi Strategy R CHF Yearly or year-to-date performance respectively (Fund)




Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2012 1.15 0.95 0.35 0.12 - - - - - - - - 2.592011 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 8.012008 -1.78 1.97 -1.93 -0.31 1.86 -0.77 -2.75 -1.61 -5.30 -4.19 -0.85 -0.96 -15.622007 0.95 0.01 0.96 1.05 1.57 0.12 -0.28 -2.05 1.80 2.13 -1.85 -0.09 4.312006 1.73 -0.08 0.92 0.56 -1.61 -0.65 -0.36 -0.35 -0.26 0.61 0.75 1.18 2.432005 0.12 1.22 -0.54 -0.92 0.25 1.24 1.00 0.43 1.83 -1.70 1.09 1.67 5.78


Fund facts


Bloomberg ticker CSPHCHF LX


Contact information


Number of holdings




# ofManagers

StrategyAllocation

Est. Ret.MTD

Est. Ret.YTD

StrategyAttribution

MTD 0)





122







ISIN LU0173095018

Valor no. 1651696



Fund 44


Credit Suisse Prime Select Trust (Lux) Multi StrategyClass R EUR


2007 2008 2009 2010 2011 201280

85

90

95

100

105

110

115

-20%

-15%

-10%

-5%

0%

5%

10%

15%

5.9

-14.3

9.8

3.7

-5.1

2.7

CSPST (Lux) Multi Strategy R EUR Yearly or year-to-date performance respectively (Fund)




Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2012 1.21 0.95 0.33 0.15 - - - - - - - - 2.662011 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 9.792008 -1.63 2.12 -1.75 -0.39 1.91 -0.48 -2.54 -1.18 -5.21 -3.70 -0.90 -1.28 -14.262007 1.02 0.24 1.08 1.18 1.69 0.24 -0.15 -1.95 1.89 2.27 -1.70 0.07 5.942006 1.85 -0.01 1.05 0.69 -1.49 -0.57 -0.19 -0.19 -0.14 0.71 0.90 1.29 3.942005 0.25 1.32 -0.41 -0.82 0.36 1.34 1.08 0.50 1.89 -1.60 1.19 1.78 7.05


Fund facts


Bloomberg ticker CSPHEUR LX


Contact information


Number of holdings




# ofManagers

StrategyAllocation

Est. Ret.MTD

Est. Ret.YTD

StrategyAttribution

MTD 0)





Cre

dit S

uiss

e P

rime

Sel

ect T

rust



123





ISIN LU0173101600

Valor no. 1651698



Fund 44


Credit Suisse Prime Select Trust (Lux) Multi StrategyClass R GBP


2009 2010 2011 201290

95

100

105

110

115

-10%

-5%

0%

5%

10%

15%

3.7

-5.1

2.8

CSPST (Lux) Multi Strategy R GBP Yearly or year-to-date performance respectively (Fund)


1 month 3 months YTD 1 year 3 years 5 yearsFund 0.14 1.56 2.80 -4.02 7.92 -


Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2012 1.23 1.00 0.41 0.14 - - - - - - - - 2.802011 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


Fund facts


Bloomberg ticker CSMSRBP LX


Contact information


Number of holdings




# ofManagers

StrategyAllocation

Est. Ret.MTD

Est. Ret.YTD

StrategyAttribution

MTD 0)





124



Fund manager Thomas VonaeschFund manager since 01.01.2002Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 30. SepTotal net assets (in mil.) 3'076.00Total Assets Real Estate (in mil.) 3'341.19Inception date 29.10.1999Management fee in % p.a. 0.35Benchmark (BM) SXI Real Estate Funds (RI) (07/02)

Return on investment (ROI) in % 6.21Return on equity (ROE) in % 6.14Performance in %Distribution yield in % 3.90Payout ratio in % 96.85Debt financing ratio in % 7.41Rent default rate in % 2.54

Premium / discount in % 15.12* Calculation for the months

01.10.2010 - 30.09.2011Unit Class Category A

(distribution)Unit class currency CHFISIN CH0008443035Valor no. 844303Stock price 1'380.00

Last distribution 09.12.2011Distribution value 53.00Premium / discount (monthly) in % 18.41


Credit Suisse 1a Immo PKClass A


2007 2008 2009 2010 2011 201290

100

110

120

130

140

-10%

0%

10%

20%

30%

40%

1.9

-1.8

13.1 11.7

3.06.2

-3.4

0.5

19.6

5.7 6.8 5.1

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



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

Apartments 31.70Office 31.00Retail 15.75Warehouses 7.35Parking 7.00Hotels, cinemas, restaurants 5.55Others 1.65

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

Region Zurich 38.65Region North-west Switzerland 23.10Region Lake Geneva 18.35Region Central Switzerland 6.30Region Eastern Switzerland 4.20Region Southern Switzerland 3.25Region Berne 3.20Region Western Switzerland 2.95


Annualised volatility in % 4.25 5.06Information ratio 0.22 -0.06Tracking Error (Ex post) 7.53 7.06

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 % 81.96

5.98

Total Expence Ratio (TERref) in % 0.59



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Fund manager Stephan BruennerFund manager since 28.12.2006Location FrankfurtFund domicile GermanyFund currency EURClose of financial year 31. DecemberTotal net assets (in mil.) 52.64Inception date 01.01.2007Management fee in % p.a. 1.50Total expense ratio (ex post) in % 2) 2.22Performance Fee 20% of the difference between

the performance of the fund andhurdle rate under the high

watermarkHurdle Rate EURIBOR 1M +100 bps p.a.Benchmark (BM) CB Real Estate BalancedUnit Class Category A

(distribution)

ISIN DE0009751453

Valor no. 2844421



CS PortfolioRealClass A


2007 2008 2009 2010 2011 20127580859095

100105110115120

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

10%15%20%

-11.0

12.0

1.2

-8.3

1.0

-14.7

13.7

6.8

-1.1

4.1

CS PortfolioReal A Yearly or year-to-date performance respectively (Fund)CB Real Estate Balanced Yearly or year-to-date performance respectively (Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund -0.92 -0.98 0.95 -5.97 1.63 -6.93Benchmark -0.05 0.64 4.09 1.97 21.19 0.50

Allocation Strategy in %

Target products with absolute return character 41.43Equity-oriented products 31.01Cash/Cash Equivalents 21.13Alternative products and segments 6.43

Countries in %Europe 64.44North America 16.78Asia 14.66Additional countries 3.17Africa 0.95

Top 10 Holdings in %Position as % of

assetsDegi Global Business 11.83Degi German Business 8.90Pradera Open-Ended Ret. Fnd 6.38iShares EPRA US 5.66iShares DJ 600 Asia Pacific Real Estate 4.65Ishares EB. Rexx 4.41Warburg Henderson Deutschland Fonds 4.05iShares DJ 600 Americas Real Estate 3.62Henders Horiz Asia 3.08Easy ETF NMX30 Infrastructure Glb. 3.04Total 55.62

Benefits• Good risk spread through broad range of

indirect property investments and countriesand types of use

• Quick reaction to market trends, e.g. byadjustment of the weighting of products orindividual product components

• Participation in opportunities of innovative,future-oriented property topics

Currencies in %

EUR 99.49USD 0.31GBP 0.20

Asset Allocation in %Funds 36.30Open ended Real Estate Funds havingsuspended redemptions

25.03

Open ended Real Estate Funds 10.42Absolute Return 5.71Equity 1.41Structured Notes 0.00Cash/Cash Equivalents 21.13Total 100.00

Risks• Greater Fund unit value fluctuations,

particularly due to equity-related products andcurrencies in the portfolio

• Dependence on the developments in propertyand financial markets

• Limited liquidity of the Fund in certain marketscenarios possible

Investment policyThe CS PortfolioReal invests in a broad rangeof indirect real estate vehicles. To use marketopportunities and avoid market downturns, theportfolio is flexibly composed of three layers withdifferent risk/return profiles. Beside real estateproducts, the fund also invests in otherproperty-related sectors (e.g. real estateservices, infrastructure). The fund thereforeoffers the advantages of traditional propertyinvestments while also making use of current andfuture innovations in the real estate sector.

Fund facts


Bloomberg ticker CSPRFTR GR


2) Calculated according to SFA Directive datedJanuary 25, 2006.




Fund Awards:

€uro Fund Award 2010 €uro Fund Awards 2011

1st place in the categoryfund of funds (mainly real estate)

over 1 year

3rd place in the categoryfund of funds (mainly real estate)

over 1 year

126



Forbidden ColorSpace

Forbidden colorspace 'DeviceRGB'

Fund manager Jean-Claude MaissenFund manager since 12.05.2009Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 31. DecemberTotal net assets (in mil.) 616.70Total Assets Real Estate (in mil.) 631.57Inception date 12.05.2009Management fee in % p.a. 0.50Benchmark (BM) SXI Real Estate Funds (RI)

Return on investment (ROI) in % 3.96Return on equity (ROE) in % 3.21Performance in %Distribution yield in % n/aPayout ratio in % n/aDebt financing ratio in % n/aRent default rate in % 4.57



(distribution)Unit class currency CHFISIN CH0100778445Valor no. 10077844Stock price 113.50



Credit Suisse Real Estate Fund Green PropertyClass A


2010 2011 201290

95

100

105

110

115

120

-10%

-5%

0%

5%

10%

15%

20%

6.6

-5.8

8.15.7 6.8

5.1

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




Office 48.60Apartments 31.10Retail 9.95Parking 5.00Warehouses 3.45Leisure 1.50Others 0.40


Region Zurich 54.60Region Central Switzerland 33.75Region Eastern Switzerland 11.65


Annualized volatility in % 6.41 -Information ratio -0.56 -Tracking Error (Ex post) 5.23 -

Investment policyThe Credit Suisse Real Estate Fund GreenProperty invests in high-quality new constructionprojects that are located in strong economicregions in Switzerland. In the selection of newbuilding projects the focus is on sustainability.The properties and projects must meet the strictrequirements of greenproperty, the seal of qualityfor sustainable real estate. It assesses fivequantitative and qualitative criteria: - Utilization -Infrastructure - Energy - Materials - Life cycleand not only covers ecology criteria, but alsoincludes economic and social aspects. Inaddition, the real estate fund has the option toinvest up to 10% of the entire fund in thedevelopment of new building projects. This fundis traded over the counter. The Credit SuisseReal Estate Fund Green Property is only open toqualified investors.

Fund facts


-2.65




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127

Fund manager Lucas MeierFund manager since 25.11.2010Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 31. DecemberTotal net assets (in mil.) 898.30Total Assets Real Estate (in mil.) 934.06Inception date 25.11.2010Management fee in % p.a. 0.50Benchmark (BM) SXI Real Estate Funds (RI)

Return on investment (ROI) in % 1.24Return on equity (ROE) in % 1.22Performance in %Distribution yield in % n/aPayout ratio in % n/aDebt financing ratio in % 3.12Rent default rate in % 0.15

Premium / discount in % -3.25* Calculation for the months



Last distribution 12.03.2012Distribution value 0.85Premium / discount (monthly) in % -0.81


Credit Suisse Real Estate Fund HospitalityClass A


2010 2011 201290

95

100

105

110

115

120

-10%

-5%

0%

5%

10%

15%

20%

-6.3

3.5

6.85.1

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


1 month 3 months YTD 1 year 3 years 5 yearsFund 0.51 1.89 3.48 -1.62 - -Benchmark 0.88 2.46 5.08 7.78 - -


Hotels, cinemas, restaurants 53.60Retail 10.20Apartments 8.20Warehouses 2.00Office 1.70Others 24.30


Region Southern Switzerland 44.80Region Central Switzerland 18.00Region Lake Geneva 14.20Region Western Switzerland 10.95Region North-west Switzerland 8.40Region Eastern Switzerland 3.65



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. Private holders of unit certificateswho are resident in Switzerland are therefore notsubject to income and wealth tax on the portionof the revenues (or the assets) that comes fromdirect property holdings. Initially, the CS REFHospitality will only be open to qualified investors.

Fund facts


-3.50




128



Fund manager Rainer ScherweyFund manager since 01.07.2008Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 31. DecemberTotal net assets (in mil.) 2'096.10Total Assets Real Estate (in mil.) 2'293.68Inception date 01.02.2005Management fee in % p.a. 0.60Benchmark (BM) SXI Real Estate Funds (RI)


Premium / discount in % -0.68* Calculation for the months



Last distribution 27.03.2012Distribution value 37.00Premium / discount (monthly) in % -3.70


Credit Suisse Real Estate Fund InternationalClass A


2007 2008 2009 2010 2011 201280

90

100

110

120

130

140

-20%

-10%

0%

10%

20%

30%

40%

9.2

-7.7-10.5

13.5

0.1-1.3-3.4

0.5

19.6

5.7 6.8 5.1

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


1 month 3 months YTD 1 year 3 years 5 yearsFund -1.04 1.20 -1.31 -7.74 9.77 -7.75Benchmark 0.88 2.46 5.08 7.78 29.17 32.60

Currencies in % (after hedging)

CHF 78.02EUR 14.74AUD 1.96USD 1.78CAD 1.74GBP 0.81JPY 0.36CLP 0.31MXN 0.27SGD 0.01


Office 74.50Retail 14.60Parking 7.40Hotels, cinemas, restaurants 2.00Warehouses 1.05Apartments 0.30Others 0.15


Canada 20.11USA 17.31Germany 15.16Australia 13.88Netherlands 13.48UK 8.61Japan 8.36Chile 1.66Mexico 1.43


Annualised volatility in % 5.95 7.82Information ratio -0.59 -0.70Tracking Error (Ex post) 9.20 10.30

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 fundis limited to institutional investors with aprofessional treasury unit.

Fund facts


0.40




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Fund manager Radhia VolgerFund manager since 01.10.2006Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 30. SepTotal net assets (in mil.) 1'245.80Total Assets Real Estate (in mil.) 1'762.64Inception date 27.10.1954Management fee in % p.a. 0.49Benchmark (BM) SXI Real Estate Funds (RI) (07/02)







Credit Suisse Real Estate Fund InterswissClass A


2007 2008 2009 2010 2011 201290

100

110

120

130

140

-10%

0%

10%

20%

30%

40%

-0.8

2.1

23.6

3.16.7

1.3

-3.4

0.5

19.6

5.7 6.8 5.1

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




Office 27.75Retail 25.00Apartments 24.20Hotels, cinemas, restaurants 7.25Parking 5.75Warehouses 4.75Others 5.30


Region Zurich 41.25Region North-west Switzerland 28.50Region Lake Geneva 14.40Region Berne 11.95Region Southern Switzerland 2.00Region Central Switzerland 1.90


Annualised volatility in % 9.25 10.48Information ratio -0.08 0.03Tracking Error (Ex post) 5.21 6.19

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


4.11




130



Fund manager Adrian LehmannFund manager since 05.12.2007Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 31. DecemberTotal net assets (in mil.) 1'760.70Total Assets Real Estate (in mil.) 2'187.52Inception date 05.12.2007Management fee in % p.a. 0.49Benchmark (BM) SXI Real Estate Funds (RI)







Credit Suisse Real Estate Fund LivingPlusClass A


2008 2009 2010 2011 201290

100

110

120

130

140

150

-10%

0%

10%

20%

30%

40%

50%

2.9

15.6

0.5 2.2

10.2

0.5

19.6

5.7 6.8 5.1

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


1 month 3 months YTD 1 year 3 years 5 yearsFund -0.08 4.75 10.23 10.23 18.06 -Benchmark 0.88 2.46 5.08 7.78 29.17 -


Apartments 66.35Office 9.00Hotels, cinemas, restaurants 7.50Parking 5.00Retail 4.45Warehouses 0.85Others 6.85


Region North-west Switzerland 29.90Region Zurich 21.60Region Berne 15.70Region Lake Geneva 10.50Region Central Switzerland 7.90Region Eastern Switzerland 7.20Region Southern Switzerland 4.00Region Western Switzerland 3.20


Annualized volatility in % 6.43 8.26Information ratio 0.54 -0.59Tracking Error (Ex post) 4.18 5.09

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


2.16




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Fund manager Jean-Claude MaissenFund manager since 01.05.2006Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 31. DecemberTotal net assets (in mil.) 972.70Total Assets Real Estate (in mil.) 1'181.87Inception date 01.12.2004Management fee in % p.a. 0.49Benchmark (BM) SXI Real Estate Funds (RI)







Credit Suisse Real Estate Fund PropertyPlusClass A


2007 2008 2009 2010 2011 201290

100

110

120

130

140

150

160

-10%

0%

10%

20%

30%

40%

50%

60%

6.0

-0.9

17.5

7.7 5.49.2

-3.4

0.5

19.6

5.7 6.8 5.1

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



Types of property in %

Retail 24.15Apartments 22.30Office 19.35Leisure 16.75Parking 7.90Warehouses 4.15Others 5.40


Region Zurich 39.60Region Central Switzerland 19.25Region North-west Switzerland 11.80Region Eastern Switzerland 9.10Region Lake Geneva 7.70Region Western Switzerland 6.75Region Berne 5.80


Annualised volatility in % 6.80 5.97Information ratio 0.38 0.35Tracking Error (Ex post) 4.18 5.15

Investment policyThe Credit Suisse Real Estate FundPropertyPlus invests in properties with acommercial use, mixed-use buildings, andresidential buildings at economically attractivelocations in Switzerland. The fund focuses oncontemporary properties and new constructionprojects. It provides institutional and privateinvestors with access to a diversified portfolioconsisting of high-quality and modern properties.The fund is listed on the SIX Swiss Exchange.The fund takes direct ownership of theproperties; unit holders are therefore not liablefor Swiss income or wealth tax on the portion ofthe fund’s assets that is invested in real estate.

Fund facts


5.35




132



Fund manager Stephan Auf der MaurFund manager since 01.10.2007Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 30. SepTotal net assets (in mil.) 1'643.80Total Assets Real Estate (in mil.) 2'192.42Inception date 10.09.1956Management fee in % p.a. 0.49Benchmark (BM) SXI Real Estate Funds (RI) (07/02)







Credit Suisse Real Estate Fund SiatClass A


2007 2008 2009 2010 2011 201290

100

110

120

130

140

150

160

-10%

0%

10%

20%

30%

40%

50%

60%

2.4 4.2

21.7

0.3

11.46.0

-3.4

0.5

19.6

5.7 6.8 5.1

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




Apartments 62.65Office 15.45Retail 10.90Parking 6.75Hotels, cinemas, restaurants 2.40Warehouses 1.20Others 0.65


Region Zurich 29.25Region North-west Switzerland 25.50Region Lake Geneva 14.55Region Central Switzerland 12.95Region Eastern Switzerland 9.35Region Berne 4.40Region Western Switzerland 3.25Region Southern Switzerland 0.75


Annualised volatility in % 9.44 10.16Information ratio 0.07 0.20Tracking Error (Ex post) 5.83 6.27

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


8.80




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Purchases SalesAkt. Austriamicrosystems Ag N-Akt. Forbo Holding AgN-Akt. Credit Suisse Group Ag N-Akt. Givaudan AgGs Roche Holding Ag N-Akt. Baloise-HoldingN-Akt. Forbo Holding Ag N-Akt. Gam HldgN-Akt. Meyer Burger Technology Ag N-Akt. Sgs Sa

Fund manager Marcel SchibliFund manager since 01.09.2009Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 31. MayTotal net assets (in mil.) 35.89Inception date 17.12.2004Management fee in % p.a. 1.60Total expense ratio (ex ante) in % 1.76Benchmark (BM) SPI (RI)Unit Class Category B

(capital growth)

ISIN CH0017229615

Valor no. 1722961



Credit Suisse Select Fund (CH) Swiss Equities 130/30Class B


2007 2008 2009 2010 2011 20125060708090

100110120130140

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

0%10%20%30%40%

-0.4

-35.6

25.5

2.9

-6.6

2.7

-0.1

-34.0

23.2

2.9

-7.7

2.1

CS Select Fund (CH) Swiss Equities 130/30B


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



Sectors in %Fund

Health Care 28.69Consumer Staples 20.29Industrials 17.94Financials 12.15Materials 10.42Consumer Discretionary 7.06Information Technology 3.01Telecommunication Services -1.97Cash/Cash Equivalents 2.40

Top 10 Holdings in %Nestlé 19.17Roche 15.21Novartis 12.79ABB 7.20Syngenta 5.20Swatch Group 5.03Zurich Fin. Services 4.98UBS 4.58Swiss Re 3.90CS Group 3.20Total 81.26


Risk ExposureMaximum Portfolio

Long Equity 155.0% 120.5%Short Equity 30.0% 22.9%Investment Degree 125.0% 97.6%Total Exposure 185.0% 143.5%



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%. The fund manager can makeuse of a potential leverage of up to 25%.

Fund facts


Bloomberg ticker CSEQSSA SW



134



-6.005.30

0.70

Fund manager Christoph BieriFund manager since 16.04.2010Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 31. MayTotal net assets (in mil.) 157.64Inception date 16.04.2010Management fee in % p.a. 1.00Benchmark (BM) SXI Swiss Real Estate (RI)Swinging single pricing (SSP) 2) YesUnit Class Category A

(distribution)Unit class currency CHFISIN CH0110177414Valor no. 11017741

Last distribution 19.07.2011Distribution value 0.12


Credit Suisse Select Fund (CH) Swiss Real Estate SecuritiesClass A


2010 2011 2012100

105

110

115

120

125

0%

5%

10%

15%

20%

25%

5.9 6.96.8 7.2

CS Select Fund (CH) Swiss Real EstateSecurities A


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




Office and retail 53.60Residential 37.20Commercial and other use 9.20

Geographical breakdown in %

Region Zurich 43.30Region Central Switzerland 21.20Region Western Switzerland 18.60Region Eastern Switzerland 7.20Region Berne 6.60Region Southern Switzerland 2.90Abroad 0.20


Real estate funds 59.70 65.70Corporations 39.60 34.30Cash/Cash Equivalents 0.70 0.00



Top 5 Holdings in %UBS Swiss Mixed Sima 19.19Swiss Prime Site AG 13.44PSP Swiss Property 10.27Allreal Holding AG 6.86CS RE Fd Siat 6.15Total 55.92

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




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-6.005.30

0.70

Fund manager Christoph BieriFund manager since 16.04.2010Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 31. MayTotal net assets (in mil.) 157.64Inception date 16.04.2010Management fee in % p.a. 0.60Benchmark (BM) SXI Swiss Real Estate (RI)Swinging single pricing (SSP) 2) YesUnit Class Category I

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


Credit Suisse Select Fund (CH) Swiss Real Estate SecuritiesClass I


2010 2011 2012100

105

110

115

120

125

130

0%

5%

10%

15%

20%

25%

30%

6.3 7.16.8 7.2

CS Select Fund (CH) Swiss Real EstateSecurities I


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




Office and retail 53.60Residential 37.20Commercial and other use 9.20

Geographical breakdown in %

Region Zurich 43.30Region Central Switzerland 21.20Region Western Switzerland 18.60Region Eastern Switzerland 7.20Region Berne 6.60Region Southern Switzerland 2.90Abroad 0.20


Real estate funds 59.70 65.70Corporations 39.60 34.30Cash/Cash Equivalents 0.70 0.00



Top 5 Holdings in %UBS Swiss Mixed Sima 19.19Swiss Prime Site AG 13.44PSP Swiss Property 10.27Allreal Holding AG 6.86CS RE Fd Siat 6.15Total 55.92

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) 1'221.902) «Swinging single pricing» (SSP) is a state-of-the-art methodused to calculate the net asset value of investment funds. SSPenables a fund to have the cash needed to settle the dailytransaction costs relating to subscriptions and redemptions byinvestors buying into and selling out of the fund. Existinginvestors no longer have to indirectly cover these transactioncosts as SSP integrates the charges for transaction costs intothe net asset value calculation, meaning investors buying into/selling out of the fund bear these costs.


136



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.) 961.46Inception date 14.04.2010Management fee in % p.a. 1.92Total expense ratio (ex ante) in % 2.11Benchmark (BM) DJ-UBS Commodity Index (RI)Unit Class Category B

(capital growth)

ISIN LU0496465690

Valor no. 11145804


Credit Suisse SICAV One (Lux) CommodityAllocationClass B


2010 2011 201280

90

100

110

120

130

140

-20%

-10%

0%

10%

20%

30%

40%

-13.0-9.0

-13.3-8.7

CS SICAV One (Lux) CommodityAllocationB


DJ-UBS Commodity Index (RI)Yearly or year-to-date performance respectively(Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund -8.87 -13.75 -9.01 -23.28 - -Benchmark -9.13 -13.26 -8.72 -22.88 - -


Energy 31.47Agriculture 29.94Industrial Metals 19.38Livestock 13.12Precious Metals 6.05Cash/CashEquivalents 0.04

Countries in %

USA 90.68Jersey 0.41Netherlands 0.10Others 8.81



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


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

Fund facts


Bloomberg ticker CSCOALB LX



Cre

dit S

uiss

e S

ICA

V O

ne



137

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.) 961.46Inception date 14.04.2010Management fee in % p.a. 1.92Total expense ratio (ex ante) in % 2.11Benchmark (BM)

DJ-UBS Commodity Index (RI) (Hedged into CHF)Unit Class Category R


ISIN LU0499371648

Valor no. 11183148


Credit Suisse SICAV One (Lux) CommodityAllocationClass R CHF


2010 2011 201280

90

100

110

120

130

-20%

-10%

0%

10%

20%

30%

-13.8-9.4

-16.2

-9.6

CS SICAV One (Lux) CommodityAllocation RCHF


DJ-UBS Commodity Index (RI) (Hedged intoCHF)






Countries in %







Fund facts


Bloomberg ticker CSCALCR LX



138



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.) 961.46Inception date 14.04.2010Management fee in % p.a. 1.92Total expense ratio (ex ante) in % 2.10Benchmark (BM)

DJ-UBS Commodity Index (RI) (Hedged into EUR)Unit Class Category R


ISIN LU0499368180

Valor no. 11183143


Credit Suisse SICAV One (Lux) CommodityAllocationClass R EUR


2010 2011 201280

90

100

110

120

130

-20%

-10%

0%

10%

20%

30%

-13.7-9.3

-14.7

-9.5

CS SICAV One (Lux) CommodityAllocation REUR


DJ-UBS Commodity Index (RI) (Hedged intoEUR)






Countries in %







Fund facts


Bloomberg ticker CSCALER LX



Cre

dit S

uiss

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ICA

V O

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139

4.69-10.41

-0.411.471.53

-2.500.25

-2.944.49

8.44

Purchases SalesCHINA MERCHANT BANK h

CHINA CONSTRUCTION BANK hINFOSYS adr

TISCO FINANCIAL GROUP PUBLIC COMPANY nvLI & FUNG ICICI BANK adrTELEKOM MALAYSIA

HYUNDAI HEAVY INDUSTRIESSIAM COMMERCIAL BANK nvdr

SA SA INTERNATIONAL

Fund manager Ivan GohFund manager since 01.02.2012Location SingaporeFund domicile LuxembourgFund currency USDClose of financial year 31. MayTotal net assets (in mil.) 23.98Inception date 29.01.2010Management fee in % p.a. 1.92Total expense ratio (ex ante) in % 1.98Benchmark (BM) MSCI AC Asia ex Japan (NR)Unit Class Category B

(capital growth)

ISIN LU0456267094

Valor no. 10627684



Credit Suisse SICAV One (Lux) Equity Asian DragonClass B


2010 2011 201270

80

90

100

110

120

130

140

-30%

-20%

-10%

0%

10%

20%

30%

40%

-25.5

-3.7

-17.3

2.9

CS SICAV One (Lux) Equity Asian Dragon B Yearly or year-to-date performance respectively (Fund)MSCI AC Asia ex Japan (NR) Yearly or year-to-date performance respectively (Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund -10.86 -14.60 -3.72 -29.36 - -Benchmark -9.58 -12.39 2.86 -17.88 - -


Information Technology 23.28 18.59Financials 20.46 30.87Consumer Discretionary 9.43 9.84Materials 8.74 7.27Energy 8.73 7.20Industrials 7.19 9.69Telecommunication Services 6.73 6.48Consumer Staples 2.50 5.44Cash/Cash Equivalents 4.49 -Others 8.44 0.00

Currencies in %

HKD 39.04KRW 20.41TWD 14.81USD 12.00SGD 4.92THB 4.40IDR 2.83MYR 1.56CNY 0.02

Countries in %

China 26.65South Korea 20.41Taiwan 14.81Hong Kong 12.29India 7.64Singapore 4.72Thailand 4.39Indonesia 2.83Malaysia 1.77Others 4.49

Significant Transactions Top 10 Holdings in %Samsung Electronics 6.07HSBC GIF Indian Eq. 4.39ICBC 3.78Taiwan Semicon 3.71Singapore Telecom. 3.02AIA Group Limited 2.60China Merchant Bk. 2.50Cnooc LTD 2.43Advanced Semiconductor 2.34Ishares FTSE China Tracker 2.24Total 33.08

Investment policyThe aim of the fund is to achieve the highestpossible risk adjusted return in USD whileinvesting in companies domiciled in Asia exJapan or in companies who carry out the bulk oftheir business activities in this region.

Fund facts


Bloomberg ticker CSEQADB LX





140



4.69-10.41

-0.411.471.53

-2.500.25

-2.944.49

8.44

Purchases SalesCHINA MERCHANT BANK h

CHINA CONSTRUCTION BANK hINFOSYS adr

TISCO FINANCIAL GROUP PUBLIC COMPANY nvLI & FUNG ICICI BANK adrTELEKOM MALAYSIA

HYUNDAI HEAVY INDUSTRIESSIAM COMMERCIAL BANK nvdr

SA SA INTERNATIONAL

Fund manager Ivan GohFund manager since 01.02.2012Location SingaporeFund domicile LuxembourgFund currency USDClose of financial year 31. MayTotal net assets (in mil.) 23.98Inception date 26.07.2010Management fee in % p.a. 0.90Total expense ratio (ex ante) in % 0.92Benchmark (BM) MSCI AC Asia ex Japan (NR)Unit Class Category I

(capital growth)

ISIN LU0456267250

Valor no. 10627690



Credit Suisse SICAV One (Lux) Equity Asian DragonClass I


2010 2011 201270

80

90

100

110

120

130

-30%

-20%

-10%

0%

10%

20%

30%

-24.7

-3.3

-17.3

2.9

CS SICAV One (Lux) Equity Asian Dragon I Yearly or year-to-date performance respectively (Fund)MSCI AC Asia ex Japan (NR) Yearly or year-to-date performance respectively (Benchmark)




Information Technology 23.28 18.59Financials 20.46 30.87Consumer Discretionary 9.43 9.84Materials 8.74 7.27Energy 8.73 7.20Industrials 7.19 9.69Telecommunication Services 6.73 6.48Consumer Staples 2.50 5.44Cash/Cash Equivalents 4.49 -Others 8.44 0.00

Currencies in %

HKD 39.04KRW 20.41TWD 14.81USD 12.00SGD 4.92THB 4.40IDR 2.83MYR 1.56CNY 0.02

Countries in %

China 26.65South Korea 20.41Taiwan 14.81Hong Kong 12.29India 7.64Singapore 4.72Thailand 4.39Indonesia 2.83Malaysia 1.77Others 4.49

Significant Transactions Top 10 Holdings in %Samsung Electronics 6.07HSBC GIF Indian Eq. 4.39ICBC 3.78Taiwan Semicon 3.71Singapore Telecom. 3.02AIA Group Limited 2.60China Merchant Bk. 2.50Cnooc LTD 2.43Advanced Semiconductor 2.34Ishares FTSE China Tracker 2.24Total 33.08

Investment policyThe aim of the fund is to achieve the highestpossible risk adjusted return in USD whileinvesting in companies domiciled in Asia exJapan or in companies who carry out the bulk oftheir business activities in this region.

Fund facts


Bloomberg ticker CSEQADI LX





Cre

dit S

uiss

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V O

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141

0.77-0.38-0.38-0.35

1.791.14

-0.95-0.10-0.04

-1.49

Purchases SalesALLIANZ SE reg SNAMAKZO NOBEL

MUENCHENER RUECKVER reg restricted- SCHNEIDER ELECTRIC- EDP-ENERGIAS DE PORTUGAL- FRESENIUS

Fund manager Patrick FehrFund manager since 16.08.2010Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MayTotal net assets (in mil.) 255.54Inception date 27.06.2011Management fee in % p.a. 1.92Total expense ratio (ex ante) in % 2.13Benchmark (BM) MSCI EMU (NR)Unit Class Category B

(capital growth)

ISIN LU0496466151

Valor no. 11145861



Credit Suisse SICAV One (Lux) Equity EurozoneClass B


2007 2008 2009 2010 2011 201240

60

80

100

120

140

-60%

-40%

-20%

0%

20%

40%

4.6

-44.6

22.8

5.0

-20.1

-2.0

7.8

-44.9

27.3

2.4

-14.9

-3.2

CS SICAV One (Lux) Equity Eurozone B 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)


1 month 3 months YTD 1 year 3 years 5 yearsFund -6.44 -10.07 -2.05 -23.11 -0.58 -47.08Benchmark -7.04 -11.89 -3.23 -21.62 2.58 -43.38


Financials 18.19 17.42Industrials 12.61 12.99Consumer Discretionary 11.95 12.33Consumer Staples 11.87 12.22Health Care 10.24 8.45Energy 9.33 8.19Materials 8.82 9.77Telecommunication Services 6.62 6.72Cash/Cash Equivalents -0.04 -Others 10.43 11.92

Top 10 Holdings in %Sanofi-Aventis 5.10Anh-Busch InBev 4.22Allianz 3.29Danone 3.10Deutsche Telekom 2.90Henkel 2.82Total Fina Elf 2.54Bureau Veritas 2.52E.ON 2.50Schneider Electric 2.50Total 31.49




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

Fund facts


Bloomberg ticker CSEEZAB LX



142



0.77-0.38-0.38-0.35

1.791.14

-0.95-0.10-0.04

-1.49

Purchases SalesALLIANZ SE reg SNAMAKZO NOBEL

MUENCHENER RUECKVER reg restricted- SCHNEIDER ELECTRIC- EDP-ENERGIAS DE PORTUGAL- FRESENIUS

Fund manager Patrick FehrFund manager since 16.08.2010Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MayTotal net assets (in mil.) 255.54Inception date 27.06.2011Management fee in % p.a. 0.70Total expense ratio (ex ante) in % 0.97Benchmark (BM) MSCI EMU (NR)Unit Class Category I

(capital growth)

ISIN LU0496466318

Valor no. 11145872



Credit Suisse SICAV One (Lux) Equity EurozoneClass I


2007 2008 2009 2010 2011 201240

60

80

100

120

140

-60%

-40%

-20%

0%

20%

40%

6.0

-43.8

24.4

6.4

-19.0

-1.6

7.8

-44.9

27.3

2.4

-14.9

-3.2

CS SICAV One (Lux) Equity Eurozone I 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)




Financials 18.19 17.42Industrials 12.61 12.99Consumer Discretionary 11.95 12.33Consumer Staples 11.87 12.22Health Care 10.24 8.45Energy 9.33 8.19Materials 8.82 9.77Telecommunication Services 6.62 6.72Cash/Cash Equivalents -0.04 -Others 10.43 11.92

Top 10 Holdings in %Sanofi-Aventis 5.10Anh-Busch InBev 4.22Allianz 3.29Danone 3.10Deutsche Telekom 2.90Henkel 2.82Total Fina Elf 2.54Bureau Veritas 2.52E.ON 2.50Schneider Electric 2.50Total 31.49




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

Fund facts


Bloomberg ticker CSEEZAI LX



Cre

dit S

uiss

e S

ICA

V O

ne



143

0.28-4.84-4.24

0.352.26

6.20

Purchases Salesnone none

Fund manager Werner RichliFund manager since 01.01.2010Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MayTotal net assets (in mil.) 19.98Inception date 30.05.2008Management fee in % p.a. 1.92Total expense ratio (ex ante) in % 2.01Benchmark (BM)

FTSE EPRA/NAREIT Emerging Index (NR) (05/10)Unit Class Category B

(capital growth)

ISIN LU0339603879

Valor no. 3675133



Credit Suisse SICAV One (Lux) Equity Global EmergingMarket PropertyClass B


2008 2009 2010 2011 201220

40

60

80

100

120

140

160

-80%

-60%

-40%

-20%

0%

20%

40%

60%

29.420.1

-27.4

11.4

38.325.0

-29.3

9.8

CS SICAV One (Lux) Equity Global Emerging MarketProperty B

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

FTSE EPRA/NAREIT Emerging Index (NR) (05/10)Yearly or year-to-date performance respectively(Benchmark)




Diversified real estate 45.12 44.84Homebuilding 43.81 48.65REITs (Real Estate Investment Trusts) 2.22 6.46Building mat. and components 0.35 0.00Cash/Cash Equivalents 2.26 0.00Others 6.24 0.04

Countries in %

China 28.90Brazil 22.08South Africa 11.84Philippines 8.54Indonesia 8.47Thailand 7.44United ArabEmirates 2.88Malaysia 2.60India 1.94Others 5.31

Significant Transactions Top 10 Holdings in %China Land & Invest. 9.04BR Malls Participacoes 6.76Growthpoint Prop. 5.33China Res. Land 3.85Evergrande 3.26Yuexiu Property 3.15Redefine Prop. 3.04Emaar Properties 2.89PT Ciputra Dev. 2.65Ayala Land 2.52Total 42.49

Investment policyThe aim of the fund is to achieve the highestpossible risk adjusted return in USD by investingworldwide in equities and equity-type securitiesof real estate companies and closed-end RealEstate Investment Trusts (REITs) which aredomiciled in or carry out the bulk of their businessactivities in emerging countries.

Fund facts


Bloomberg ticker CSEQGPB LX





144



0.28-4.84-4.24

0.352.26

6.20


Fund manager Werner RichliFund manager since 01.01.2010Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MayTotal net assets (in mil.) 19.98Inception date 06.10.2010Management fee in % p.a. 0.90Total expense ratio (ex ante) in % 1.17Benchmark (BM)

FTSE EPRA/NAREIT Emerging Index (NR)Unit Class Category I

(capital growth)

ISIN LU0339604091

Valor no. 3675139



Credit Suisse SICAV One (Lux) Equity Global EmergingMarket PropertyClass I


2010 2011 201260

70

80

90

100

110

120

-40%

-30%

-20%

-10%

0%

10%

20%

-26.7

11.8

-29.3

9.8

CS SICAV One (Lux) Equity Global Emerging MarketProperty I


FTSE EPRA/NAREIT Emerging Index (NR)Yearly or year-to-date performance respectively(Benchmark)




Diversified real estate 45.12 44.84Homebuilding 43.81 48.65REITs (Real Estate Investment Trusts) 2.22 6.46Building mat. and components 0.35 0.00Cash/Cash Equivalents 2.26 0.00Others 6.24 0.04

Countries in %




Fund facts


Bloomberg ticker CSEQGIU LX





Cre

dit S

uiss

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ICA

V O

ne



145


Fund manager Werner RichliFund manager since 01.01.2010Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MayTotal net assets (in mil.) 19.98Inception date 30.05.2008Management fee in % p.a. 1.92Total expense ratio (ex ante) in % 1.83Unit Class Category R


ISIN LU0339604174

Valor no. 3675144



Credit Suisse SICAV One (Lux) Equity Global EmergingMarket PropertyClass R CHF


2008 2009 2010 2011 201240

60

80

100

120

140

-60%

-40%

-20%

0%

20%

40%27.0

18.1

-28.8

10.5

CS SICAV One (Lux) Equity Global Emerging MarketProperty R CHF

Yearly or year-to-date performancerespectively (Fund)


1 month 3 months YTD 1 year 3 years 5 yearsFund -8.44 -8.44 10.53 -17.80 16.88 -

Sectors in %Fund

Diversified real estate 45.12Homebuilding 43.81REITs (Real Estate Investment Trusts) 2.22Building mat. and components 0.35Cash/Cash Equivalents 2.26Others 6.24

Countries in %




Fund facts


Bloomberg ticker CSEQGRC LX





146




Fund manager Werner RichliFund manager since 01.01.2010Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MayTotal net assets (in mil.) 19.98Inception date 30.05.2008Management fee in % p.a. 1.92Total expense ratio (ex ante) in % 1.85Unit Class Category R


ISIN LU0339604257

Valor no. 3675145



Credit Suisse SICAV One (Lux) Equity Global EmergingMarket PropertyClass R EUR


2008 2009 2010 2011 201220

40

60

80

100

120

140

-80%

-60%

-40%

-20%

0%

20%

40%27.1

18.7

-28.6

11.1

CS SICAV One (Lux) Equity Global Emerging MarketProperty R EUR




Sectors in %Fund

Diversified real estate 45.12Homebuilding 43.81REITs (Real Estate Investment Trusts) 2.22Building mat. and components 0.35Cash/Cash Equivalents 2.26Others 6.24

Countries in %




Fund facts


Bloomberg ticker CSEQGRE LX





Cre

dit S

uiss

e S

ICA

V O

ne



147

7.424.43

-8.104.06

-1.310.56

-1.96-7.75

-3.116.86

Purchases SalesBAIDU.COM adr SAMSUNG ELECTRONICS

Fund manager Jan ViebigFund manager since 16.08.2010Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MayTotal net assets (in mil.) 459.97Inception date 20.01.2010Management fee in % p.a. 1.92Total expense ratio (ex ante) in % 2.15Benchmark (BM) MSCI EM (NR)Unit Class Category B

(capital growth)

ISIN LU0456267680

Valor no. 10627705



Credit Suisse SICAV One (Lux) Equity Global EmergingMarketsClass B


2010 2011 201270

80

90

100

110

120

130

140

-30%

-20%

-10%

0%

10%

20%

30%

40%

-23.9

-0.2

-18.4

0.1

CS SICAV One (Lux) Equity Global EmergingMarkets B


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




Information Technology 21.76 14.34Energy 17.30 12.87Financials 16.07 24.17Consumer Discretionary 12.14 8.08Materials 11.21 12.52Telecommunication Services 8.80 8.24Industrials 4.76 6.72Consumer Staples 0.56 8.31Utilities 0.55 3.66Cash/Cash Equivalents 6.86 -

Currencies in %

USD 21.49HKD 19.65KRW 16.09BRL 10.75TWD 9.54ZAR 7.59MXN 5.48THB 3.96IDR 2.04Others 3.41

Countries in %

China 18.36South Korea 16.09Brazil 15.57Taiwan 9.54South Africa 7.45Russia 6.49Mexico 5.42Thailand 3.96India 3.04Others 14.08

Significant Transactions Top 10 Holdings in %Samsung Electronics 5.80Taiwan Semicon 5.63China Mobile 4.40Baidu Inc. 4.35Petrobras 3.23Hon Hai Precision 3.19America Movil 2.69Itau Unibanco 2.39Hyundai Motor 2.34Infosys Technologie Ltd. 2.24Total 36.26

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

Fund facts


Bloomberg ticker CSEMRGB LX





148



7.424.43

-8.104.06

-1.310.56

-1.96-7.75

-3.116.86

Purchases SalesBAIDU.COM adr SAMSUNG ELECTRONICS

Fund manager Jan ViebigFund manager since 16.08.2010Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MayTotal net assets (in mil.) 459.97Inception date 01.02.2010Management fee in % p.a. 0.90Total expense ratio (ex ante) in % 1.13Benchmark (BM) MSCI EM (NR)Unit Class Category I

(capital growth)

ISIN LU0456267847

Valor no. 10627709



Credit Suisse SICAV One (Lux) Equity Global EmergingMarketsClass I


2010 2011 201270

80

90

100

110

120

130

140

-30%

-20%

-10%

0%

10%

20%

30%

40%

-23.1

0.2

-18.4

0.1

CS SICAV One (Lux) Equity Global EmergingMarkets I


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




Information Technology 21.76 14.34Energy 17.30 12.87Financials 16.07 24.17Consumer Discretionary 12.14 8.08Materials 11.21 12.52Telecommunication Services 8.80 8.24Industrials 4.76 6.72Consumer Staples 0.56 8.31Utilities 0.55 3.66Cash/Cash Equivalents 6.86 -

Currencies in %

USD 21.49HKD 19.65KRW 16.09BRL 10.75TWD 9.54ZAR 7.59MXN 5.48THB 3.96IDR 2.04Others 3.41

Countries in %

China 18.36South Korea 16.09Brazil 15.57Taiwan 9.54South Africa 7.45Russia 6.49Mexico 5.42Thailand 3.96India 3.04Others 14.08

Significant Transactions Top 10 Holdings in %Samsung Electronics 5.80Taiwan Semicon 5.63China Mobile 4.40Baidu Inc. 4.35Petrobras 3.23Hon Hai Precision 3.19America Movil 2.69Itau Unibanco 2.39Hyundai Motor 2.34Infosys Technologie Ltd. 2.24Total 36.26

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

Fund facts


Bloomberg ticker CSEMRGI LX





Cre

dit S

uiss

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ICA

V O

ne



149

19.1710.23

4.02-9.53

-12.983.27

-5.95-4.76-0.10

-3.39

Purchases SalesFUJI SEAL KAMEIMITSUBISHI ELECTRIC FUJITECHOKURIKU ELECTRIC POWER DAIBIRUINPEX KOMORIMITSUBISHI MATERIALS SHIZUOKAGAS

Fund manager Gregor TrachselFund manager since 14.07.2010Location ZurichFund domicile LuxembourgFund currency JPYClose of financial year 31. MayTotal net assets (in mil.) 11'395.11Inception date 30.03.2011Management fee in % p.a. 1.92Total expense ratio (ex ante) in % 2.18Benchmark (BM) MSCI Japan (NR)Unit Class Category B

(capital growth)

ISIN LU0496466821

Valor no. 11145891



Credit Suisse SICAV One (Lux) Equity Japan ValueClass B

Net performance in JPY (rebased to 100) and yearly performance 1)

2011 201275

80

85

90

95

100

105

110

-25%

-20%

-15%

-10%

-5%

0%

5%

10%4.4

0.0

CS SICAV One (Lux) Equity Japan Value B Yearly or year-to-date performance respectively (Fund)MSCI Japan (NR) Yearly or year-to-date performance respectively (Benchmark)

Net performance in JPY 1)

1 month 3 months YTD 1 year 3 years 5 yearsFund -9.28 -7.38 4.38 -3.23 - -Benchmark -10.56 -13.44 -0.02 -13.58 - -


Industrials 39.88 20.71Consumer Staples 16.93 6.70Materials 10.94 6.92Financials 7.78 17.31Consumer Discretionary 7.22 20.20Utilities 6.86 3.59Information Technology 6.05 12.00Health Care 1.72 6.48Cash/Cash Equivalents -0.10 -Others 2.71 6.10

Top 10 Holdings in %Shibuya Kogyo 1.73Nikkiso 1.72JBCC 1.70Seika 1.67Ryoden Trading 1.64Shizuokagas 1.63Nippon Valqua Ind. 1.61Taisei Lamick 1.61Tokyo Sangyo 1.60Kanaden 1.59Total 16.50




Investment policyThe Credit Suisse SICAV One (Lux) EquityJapan Value pursues a "deep value" approachbased on the classic Graham & Dodd discipline.To this end the fund invests in undervaluedcompanies which are domiciled or conduct amajority of their business activities in Japan. Theinvestment decisions are not made on the basisof a benchmark; nevertheless, investors can usethe MSCI Japan 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 JPY

Bloomberg ticker CSEJPVB LX



150



17.2914.12

11.9011.87

9.798.85

8.297.71

1.588.60

Purchases SalesISHARES DJ EURO STOXX 50

ISHARES DJ EURO STOXX 50RECKITT BENCKISER GROUP VIVENDI rts 230512NOVARTIS reg -HENNES & MAURITZ b -KONECRANES -

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.) 211.14Inception date 09.09.2009Management fee in % p.a. 1.60Total expense ratio (ex ante) in % 1.87Benchmark (BM) MSCI Europe (NR)Unit Class Category A

(distribution)

ISIN LU0439729285

Valor no. 10348225



Credit Suisse SICAV One (Lux) European Equity DividendPlusClass A & B


2009 2010 2011 201280

90

100

110

120

130

140

-20%

-10%

0%

10%

20%

30%

40%

7.8

-6.5-0.4

11.1

-8.1

-0.4

CS SICAV One (Lux) European Equity DividendPlus B


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




Financials 17.29 -Consumer Staples 14.12 -Health Care 11.90 -Energy 11.87 -Industrials 9.79 -Materials 8.85 -Consumer Discretionary 8.29 -Telecommunication Services 7.71 -Cash/Cash Equivalents 1.58 -Others 8.60 0.00

Currencies in %

EUR 43.51GBP 34.16CHF 12.96NOK 4.66SEK 4.21CZK 0.32USD 0.17

Countries in %

United Kingdom 33.93Switzerland 12.93France 12.81Netherlands 10.29Germany 10.04Norway 4.54Sweden 4.21Italy 3.25Finland 3.23Others 4.77

Top 10 Holdings in %Nestlé 4.49Royal Dutch Shell 'A' 4.17BHP Billiton 3.33GlaxoSmithKline 3.32HSBC Holdings 3.03Roche 3.03British Am. Tobacco 2.92Vodafone 2.58Sanofi-Aventis 2.29BASF 2.23Total 31.39


Investment policyThe subfund invests in a broadly diversifiedEuropean equity portfolio that can be expected toyield above-average dividends.

Fund facts



Bloomberg ticker CSEUEQALX

CSEUEQB LX


10.26 10.69

--

Daily




Cre

dit S

uiss

e S

ICA

V O

ne



151

17.2914.12

11.9011.87

9.798.85

8.297.71

1.588.60



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.) 211.14Inception date 12.10.2009Management fee in % p.a. 0.70Total expense ratio (ex ante) in % 0.90Benchmark (BM) MSCI Europe (NR)Unit Class Category I

(capital growth)

ISIN LU0439729798

Valor no. 10348388



Credit Suisse SICAV One (Lux) European Equity DividendPlusClass I


2009 2010 2011 201280

90

100

110

120

130

140

-20%

-10%

0%

10%

20%

30%

40%

9.1

-5.5

0.0

11.1

-8.1

-0.4

CS SICAV One (Lux) European Equity DividendPlus I


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




Financials 17.29 -Consumer Staples 14.12 -Health Care 11.90 -Energy 11.87 -Industrials 9.79 -Materials 8.85 -Consumer Discretionary 8.29 -Telecommunication Services 7.71 -Cash/Cash Equivalents 1.58 -Others 8.60 0.00

Currencies in %


Countries in %





Fund facts


Bloomberg ticker CSEUEQI LX





152





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.) 211.14Inception date 17.03.2011Management fee in % p.a. 1.60Total expense ratio (ex ante) in % 1.75Unit Class Category R


ISIN LU0603361998

Valor no. 12634678



Credit Suisse SICAV One (Lux) European Equity DividendPlusClass R CHF


2011 201285

90

95

100

105

-15%

-10%

-5%

0%

5%

-0.8

CS SICAV One (Lux) European Equity Dividend Plus RCHF




Sectors in %Fund

Financials 17.29Consumer Staples 14.12Health Care 11.90Energy 11.87Industrials 9.79Materials 8.85Consumer Discretionary 8.29Telecommunication Services 7.71Cash/Cash Equivalents 1.58Others 8.60

Currencies in %



Countries in %





Fund facts


Bloomberg ticker CSEEDRC LX



Annualized volatility in % 14.65 -Tracking Error (Ex post) - -Beta - -


Cre

dit S

uiss

e S

ICA

V O

ne



153

Fund manager Zurich Convertible Bonds TeamFund manager since 19.10.2009Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 31. MayTotal net assets (in mil.) 148.76Inception date 19.10.2009Management fee in % p.a. 1.20Total expense ratio (ex ante) in % 1.45Benchmark (BM)

UBS Global CB Focus (RI) (Hedged into USD)Unit Class Category B

(capital growth)

ISIN LU0426279682

Valor no. 10169270


Fund 145


Credit Suisse SICAV One (Lux) Global ConvertiblesClass B USD


2009 2010 2011 20129095

100105110115120125130

-10%-5%0%5%

10%15%20%25%30%

8.8

-5.0

1.5

9.4

-4.6

2.2

CS SICAV One (Lux) Global Convertibles B Yearly or year-to-date performance respectively (Fund)UBS Global CB Focus (RI) (Hedged intoUSD)




Sectors in %Consumer Goods (non-cyclical) 20.75Technology 12.59Consumer Goods (cyclical) 11.96Communication 11.83Financials 11.70Industrials 8.98Energy 7.24Cash/Cash Equivalents 3.02Others 11.94

Credit Ratings in %



%Maturity as % of

assetsIntel 2.950 15.12.35 3.26Gilead Sciences 1.625 01.05.16 2.31KDDI CV 0.000 14.12.15 2.27KFW 3.250 27.06.13 2.11Amgen 0.375 01.02.13 1.99Medtronic 1.625 15.04.13 1.94Orix 1.000 31.03.14 1.65BILLIONEXPRESS

0.750 18.10.15 1.61

Gilead Sciences 1.000 01.05.14 1.58Aabar Invest 4.000 27.05.16 1.56Total 20.28






Fund facts


Bloomberg ticker CGBCVBE LX


Number of holdings


Average = BB+

154




UBS Global CB Focus (RI) (Hedged into CHF)Unit Class Category R


ISIN LU0457025020

Valor no. 10639345


Fund 145


Credit Suisse SICAV One (Lux) Global ConvertiblesClass R CHF


2009 2010 2011 20129095

100105110115120125130

-10%-5%0%5%

10%15%20%25%30%

7.8

-5.8

1.1

9.0

-4.8

2.0

CS SICAV One (Lux) Global Convertibles RCHF


UBS Global CB Focus (RI) (Hedged into CHF)Yearly or year-to-date performance respectively(Benchmark)




Credit Ratings in %



%Maturity as % of


0.750 18.10.15 1.61







Fund facts


Bloomberg ticker CGBCVRC LX


Number of holdings


Average = BB+ Cre

dit S

uiss

e S

ICA

V O

ne



155


UBS Global CB Focus (RI) (Hedged into EUR)Unit Class Category R


ISIN LU0457025293

Valor no. 10639347


Fund 145


Credit Suisse SICAV One (Lux) Global ConvertiblesClass R EUR


2009 2010 2011 20129095

100105110115120125130

-10%-5%0%5%

10%15%20%25%30%

8.3

-5.3

1.4

9.2

-4.2

2.2

CS SICAV One (Lux) Global Convertibles REUR


UBS Global CB Focus (RI) (Hedged into EUR)Yearly or year-to-date performance respectively(Benchmark)




Credit Ratings in %



%Maturity as % of


0.750 18.10.15 1.61







Fund facts


Bloomberg ticker CGBCVRE LX


Number of holdings


Average = BB+

156



0.100.10

-0.090.37

-2.04-0.07-1.04

0.200.75

1.69

Purchases SalesSPDR S&P500 TRUST unit 1

SPDR S&P500 TRUST unit 1DARDEN RESTAURANTS HOME DEPOTNYSE EURONEXT MARSH & MCLENNANVERMILION ENERGY INC PHILLIPS 66MATTEL CONOCOPHILLIPS

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.) 27.67Inception date 15.04.2010Management fee in % p.a. 1.60Total expense ratio (ex ante) in % 1.81Benchmark (BM) MSCI World (NR)Unit Class Category A

(distribution)

ISIN LU0439730374

Valor no. 10348395



Credit Suisse SICAV One (Lux) Global Equity Dividend PlusClass A & B


2010 2011 2012859095

100105110115120125

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

10%15%20%25%

-2.7-0.2

-5.5

0.8

CS SICAV One (Lux) Global Equity DividendPlus B


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




Financials 18.12 18.02Industrials 11.13 11.03Consumer Staples 11.12 11.21Energy 10.97 10.60Information Technology 10.78 12.82Health Care 10.51 10.58Consumer Discretionary 9.96 11.00Materials 7.01 6.81Cash/Cash Equivalents 0.75 -Others 9.64 7.95

Currencies in %

USD 49.50EUR 14.02GBP 10.54CAD 5.20HKD 3.95JPY 3.78AUD 3.17SGD 2.85NOK 2.61Others 4.37

Countries in %

USA 48.65United Kingdom 10.49Canada 5.18France 3.92Netherlands 3.86Japan 3.72Hong Kong 3.60Germany 3.60Australia 3.08Others 13.89

Top 10 Holdings in %Chevron 2.48Microsoft 2.41Pfizer 2.24Merck 2.06Philip Morris Intl. 1.98Intel 1.71Mattel Inc. 1.64Royal Dutch Shell 'A' 1.60Altria 1.56Bristol Myers 1.54Total 19.22


Investment policyThe subfund invests in a broadly diversifiedworldwide equity portfolio that can be expectedto yield above-average dividends.

Fund facts



Bloomberg ticker CSGEDPALX

CGSEDPB LX


10.06 10.34

--

Daily




Cre

dit S

uiss

e S

ICA

V O

ne



157

Purchases SalesSPDR S&P500 TRUST unit 1

SPDR S&P500 TRUST unit 1DARDEN RESTAURANTS HOME DEPOTNYSE EURONEXT MARSH & MCLENNANVERMILION ENERGY INC PHILLIPS 66MATTEL CONOCOPHILLIPS

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.) 27.67Inception date 15.04.2011Management fee in % p.a. 1.60Total expense ratio (ex ante) in % 1.50Unit Class Category R


ISIN LU0612865351

Valor no. 12784788



Credit Suisse SICAV One (Lux) Global Equity Dividend PlusClass R CHF


2011 201280

85

90

95

100

-20%

-15%

-10%

-5%

0%-0.6

CS SICAV One (Lux) Global Equity Dividend Plus RCHF




Sectors in %Fund

Financials 18.12Industrials 11.13Consumer Staples 11.12Energy 10.97Information Technology 10.78Health Care 10.51Consumer Discretionary 9.96Materials 7.01Cash/Cash Equivalents 0.75Others 9.64

Currencies in %

USD 49.50EUR 14.02GBP 10.54CAD 5.20HKD 3.95JPY 3.78AUD 3.17SGD 2.85NOK 2.61Others 4.37


Countries in %

USA 48.65United Kingdom 10.49Canada 5.18France 3.92Netherlands 3.86Japan 3.72Hong Kong 3.60Germany 3.60Australia 3.08Others 13.89

Top 10 Holdings in %Chevron 2.48Microsoft 2.41Pfizer 2.24Merck 2.06Philip Morris Intl. 1.98Intel 1.71Mattel Inc. 1.64Royal Dutch Shell 'A' 1.60Altria 1.56Bristol Myers 1.54Total 19.22


Investment policyThe subfund invests in a broadly diversifiedworldwide equity portfolio that can be expectedto yield above-average dividends.

Fund facts


Bloomberg ticker CSGEDRC LX





158



Fund manager Team MACSFund manager since 31.05.2012Location ZurichFund domicile LuxembourgFund currency CHFClose of financial year 31. MayTotal net assets (in mil.) 12.07Inception date 29.09.2009Management fee in % p.a. 1.15Total expense ratio (ex ante) in % 1.40Benchmark (BM)

CB CS SICAV One (Lux) IS Balanced (Sfr)Unit Class Category B

(capital growth)

ISIN LU0439731851

Valor no. 10348440



Credit Suisse SICAV One (Lux) IndexSelection Balanced (Sfr)Class B


2009 2010 2011 20129092949698

100102104106108

-10%-8%-6%-4%-2%0%2%4%6%8%

-0.6

-8.1

0.82.2

-2.0

0.2

CS SICAV One (Lux) IndexSelection Balanced(Sfr) B


CB CS SICAV One (Lux) IS Balanced (Sfr)Yearly or year-to-date performance respectively(Benchmark)






CHF 74.20EUR 9.90USD 8.80GBP 4.60JPY 2.50


Switzerland 4.05 17.30 9.70 - 31.05Emerging Markets - 2.50 8.00 - 10.50Euroland - 19.50 10.20 - 29.70UK - - 4.60 - 4.60USA - - 10.50 - 10.50Japan - - 2.55 - 2.55Others - - - 11.10 11.10Total 4.05 39.30 45.55 11.10 100.00

Investment policyThe primary investment objective of CS SICAVOne (Lux) IndexSelection Balanced (Sfr) 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.

Fund facts


Bloomberg ticker CSOIBSB LX





Allocation of bonds in %Corporate Bonds 48.30Government 29.10High Yield Bonds 8.80Inflation Linked Bonds 7.50Emerging Market Bonds 6.30Total 100.00

Top 10 Holdings in %CS FD SBI Foreign Corp. 8.86Vanguard Stock Index 8.41CS ETF (IE) on MSCI EMU 7.01Vanguard Bond Index 6.61CS ETF (Lux) on MSCI Em. Markets 6.16CS ETF (IE) S&P 500 5.89Vanguard Global Bond Index 4.36Vanguard Gvt Bond Index 4.36CS FD SBI Foreign Gov. 1-5 3.91Ishares FTSE 100 3.58Total 59.15


Cre

dit S

uiss

e S

ICA

V O

ne



159


CB CS SICAV One (Lux) IS Capital Gains Or. (Sfr)Unit Class Category B

(capital growth)

ISIN LU0439733121

Valor no. 10348472



Credit Suisse SICAV One (Lux) IndexSelection Capital GainsOriented (Sfr)Class B


2009 2010 2011 201285

90

95

100

105

110

-15%

-10%

-5%

0%

5%

10%

-0.3

-9.9

0.22.0

-4.3

-0.2

CS SICAV One (Lux) IndexSelection Capital GainsOriented (Sfr) B


CB CS SICAV One (Lux) IS Capital Gains Or. (Sfr)Yearly or year-to-date performance respectively(Benchmark)






CHF 70.00USD 13.40EUR 7.60GBP 5.40JPY 3.60CAD 0.00



Investment policyThe investment objective of CS SICAV One (Lux)IndexSelection Capital Gains Oriented (Sfr) is toachieve the highest possible total return in Swissfrancs. The fund invests in a broadly diversifiedportfolio of index-linked instruments such asexchange traded funds (ETFs), investmentfunds, structured products, and derivatives. Thefund is invested worldwide in equities, bonds,currencies, commodities, and other alternativeinvestments.

Fund facts


Bloomberg ticker CSOICSB LX





Allocation of bonds in %Corporate Bonds 40.00Government 27.20High Yield Bonds 13.80Emerging Market Bonds 10.30Inflation Linked Bonds 8.70Total 100.00

Top 10 Holdings in %Vanguard Stock Index 13.51CS ETF (IE) on MSCI EMU 9.75CS ETF (Lux) on MSCI Em. Markets 9.19CS ETF (IE) S&P 500 9.05Ishares FTSE 100 4.19ETFS ETC on Gold 3.23ZKB SXI Real Estate Funds Tracker 3.22CS ETF (IE) on Dow Jones Industrial 2.92Vanguard Bond Index 2.79UBS ETF MSCI Japan 2.69Total 60.54


160




CB CS SICAV One (Lux) IS Income Oriented (Sfr)Unit Class Category B

(capital growth)

ISIN LU0439734368

Valor no. 10348562



Credit Suisse SICAV One (Lux) IndexSelection IncomeOriented (Sfr)Class B


2009 2010 2011 201292949698

100102104106108

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

-0.3

-6.2

0.7

2.5

0.3 0.5

CS SICAV One (Lux) IndexSelection IncomeOriented (Sfr) B


CB CS SICAV One (Lux) IS Income Oriented (Sfr)Yearly or year-to-date performance respectively(Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund -2.32 -2.23 0.71 -4.72 - -Benchmark -1.39 -1.82 0.53 0.56 - -




CHF 79.80EUR 11.90USD 5.00GBP 2.10JPY 1.20



Investment policyThe investment objective of CS SICAV One (Lux)IndexSelection Income Oriented (Sfr) is toachieve an appropriate 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.

Fund facts


Bloomberg ticker CSOIISB LX





Allocation of bonds in %Corporate Bonds 48.90Government 28.00Inflation Linked Bonds 11.60High Yield Bonds 6.10Emerging Market Bonds 5.40Total 100.00

Top 10 Holdings in %CS FD SBI Foreign Corp. 13.49Vanguard Bond Index 8.89DB X-Trackers 6.84Vanguard Global Bond Index 6.60Vanguard Gvt Bond Index 6.23CS FD SBI Foreign Gov. 1-5 5.42CS ETF (IE) S&P 500 4.15Vanguard Stock Index 3.65Ishares Iboxx Euro 3.61ZKB SXI Real Estate Funds Tracker 3.39Total 62.27


Cre

dit S

uiss

e S

ICA

V O

ne



161

Fund manager Felix MeierFund manager since 26.07.2010Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MayTotal net assets (in mil.) 83.30Inception date 26.07.2010Management fee in % p.a. 2.00Performance fee in % with Highwatermark 20.00Benchmark (BM)DJ CS Blue Chip Index Long/Short Equity (EUR-Hgd)


ISIN LU0525285697

Valor no. 11514102


Credit Suisse SICAV One (Lux) Small and Mid Cap AlphaLong/ShortClass B


2010 2011 201290

95

100

105

110

115

-10%

-5%

0%

5%

10%

15%

-3.8

0.7

-3.4

1.0

CS SICAV One (Lux) Small and Mid Cap AlphaLong/Short B


DJ CS Blue Chip Index Long/Short Equity(EUR-Hgd)





Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2012 4.15 3.66 -1.41 -0.48 -4.95 - - - - - - - 0.682011 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 SICAV One (Lux) Small and Mid CapAlpha Long/ Short aims to generate absolutepositive returns by exploiting the inefficiencies ofthe small and mid-cap markets in Europe witha focus on Germanspeaking 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 betterriskadjusted performance than a long-only fund.

Fund facts


Bloomberg ticker CSSMLSB LX


Fund ExposuresTotal gross exposure 161.76Long exposure 90.58Short exposure -71.18Net exposure 19.40Number of long positions 75.00Number of short positions 25.00


Annualized volatility in % 9.76 -


162



Net Exposure Countries

-6% -4% -2% 0% 2% 4% 6% 8% 10% 12% 14%

GermanyUnited Kingdom

AustriaFrance

DenmarkGibraltarBelgium

ItalySpain

JerseyLuxembourgSwitzerland

SwedenFinland

Netherlands

11.90%

7.08%

2.90%

1.71%

1.12%

0.96%

0.72%

0.69%

0.00%

0.00%

-0.47%

-0.95%

-1.27%

-2.05%

-2.95%

Allocation by Country in %Long Short Net

Austria 2.90 0.00 2.90Belgium 1.44 -0.72 0.72Denmark 1.12 0.00 1.12Finland 0.00 -2.05 -2.05France 2.21 -0.50 1.71Germany 67.09 -55.19 11.90Gibraltar 0.96 0.00 0.96Italy 1.37 -0.68 0.69Jersey 0.00 0.00 0.00Luxembourg 0.00 -0.47 -0.47Netherlands 5.08 -8.03 -2.95Spain 0.00 0.00 0.00Sweden 0.73 -2.00 -1.27Switzerland 0.00 -0.95 -0.95United Kingdom 7.68 -0.60 7.08

Allocation by Sector in %Long Short Net

Consumer Discretionary 27.81 -16.03 11.78Consumer Staples 2.52 -3.23 -0.72Energy 0.83 -0.32 0.51Financials 11.22 -7.80 3.42Health Care 4.63 -6.00 -1.37Industrials 22.74 -24.85 -2.11Information Technology 9.19 -2.30 6.88Materials 10.40 -9.42 0.98Telecommunication Services 1.26 -1.22 0.03Utilities 0.00 0.00 0.00

Net Exposure Sectors

-4% -2% 0% 2% 4% 6% 8% 10% 12% 14%

Consumer Discretionary

Information Technology

Financials

Materials

Energy

Telecommunication Services

Utilities

Consumer Staples

Health Care

Industrials

11.78%

6.88%

3.42%

0.98%

0.51%

0.03%

0.00%

-0.72%

-1.37%

-2.11%

Cre

dit S

uiss

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V O

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163

Fund manager Felix MeierFund manager since 26.07.2010Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MayTotal net assets (in mil.) 83.30Inception date 26.07.2010Management fee in % p.a. 1.80Performance fee in % with Highwatermark 20.00Benchmark (BM)DJ CS Blue Chip Index Long/Short Equity (EUR-Hgd)


ISIN LU0525285937

Valor no. 11514128



Credit Suisse SICAV One (Lux) Small and Mid Cap AlphaLong/ShortClass I


2010 2011 201295

100

105

110

115

-5%

0%

5%

10%

15%

-3.6

0.7

-3.4

1.0

CS SICAV One (Lux) Small and Mid Cap AlphaLong/Short I


DJ CS Blue Chip Index Long/Short Equity(EUR-Hgd)







Fund facts


Bloomberg ticker CSSMLSI LX






164




-6% -4% -2% 0% 2% 4% 6% 8% 10% 12% 14%


AustriaFrance


ItalySpain


SwedenFinland

Netherlands

11.90%

7.08%

2.90%

1.71%

1.12%

0.96%

0.72%

0.69%

0.00%

0.00%

-0.47%

-0.95%

-1.27%

-2.05%

-2.95%






-4% -2% 0% 2% 4% 6% 8% 10% 12% 14%



Financials

Materials

Energy


Utilities

Consumer Staples

Health Care

Industrials

11.78%

6.88%

3.42%

0.98%

0.51%

0.03%

0.00%

-0.72%

-1.37%

-2.11%

Cre

dit S

uiss

e S

ICA

V O

ne



165

Fund manager Felix MeierFund manager since 26.07.2010Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MayTotal net assets (in mil.) 83.30Inception date 26.07.2010Management fee in % p.a. 2.00Performance fee in % with Highwatermark 20.00Unit Class Category R


ISIN LU0526492425

Valor no. 11514130


Credit Suisse SICAV One (Lux) Small and Mid Cap AlphaLong/ShortClass R CHF


2010 2011 201290

95

100

105

110

115

-10%

-5%

0%

5%

10%

15%

-4.7

0.4

CS SICAV One (Lux) Small and Mid Cap Alpha Long/Short R CHF



1 month 3 months YTD 1 year 3 years 5 yearsFund -4.98 -6.81 0.36 -2.75 - -




Fund facts


Bloomberg ticker CSSMLRC LX






166




-6% -4% -2% 0% 2% 4% 6% 8% 10% 12% 14%


AustriaFrance


ItalySpain


SwedenFinland

Netherlands

11.90%

7.08%

2.90%

1.71%

1.12%

0.96%

0.72%

0.69%

0.00%

0.00%

-0.47%

-0.95%

-1.27%

-2.05%

-2.95%






-4% -2% 0% 2% 4% 6% 8% 10% 12% 14%



Financials

Materials

Energy


Utilities

Consumer Staples

Health Care

Industrials

11.78%

6.88%

3.42%

0.98%

0.51%

0.03%

0.00%

-0.72%

-1.37%

-2.11%

Cre

dit S

uiss

e S

ICA

V O

ne



167

Fund manager Felix MeierFund manager since 26.07.2010Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 31. MayTotal net assets (in mil.) 83.30Inception date 26.07.2010Management fee in % p.a. 2.00Performance fee in % with Highwatermark 20.00Unit Class Category R


ISIN LU0526495444

Valor no. 11514152


Credit Suisse SICAV One (Lux) Small and Mid Cap AlphaLong/ShortClass R USD


2010 2011 201290

95

100

105

110

115

-10%

-5%

0%

5%

10%

15%

-4.2

0.7

CS SICAV One (Lux) Small and Mid Cap Alpha Long/Short R USD







Fund facts


Bloomberg ticker CSSMLRU LX






168




-6% -4% -2% 0% 2% 4% 6% 8% 10% 12% 14%


AustriaFrance


ItalySpain


SwedenFinland

Netherlands

11.90%

7.08%

2.90%

1.71%

1.12%

0.96%

0.72%

0.69%

0.00%

0.00%

-0.47%

-0.95%

-1.27%

-2.05%

-2.95%






-4% -2% 0% 2% 4% 6% 8% 10% 12% 14%



Financials

Materials

Energy


Utilities

Consumer Staples

Health Care

Industrials

11.78%

6.88%

3.42%

0.98%

0.51%

0.03%

0.00%

-0.72%

-1.37%

-2.11%

Cre

dit S

uiss

e S

ICA

V O

ne



169

Fund manager Eric SuterFund manager since 03.05.2005Location ZurichFund domicile LuxembourgFund currency CHFClose of financial year 30. SepTotal net assets (in mil.) 161.36Inception date 03.05.2005Management fee in % p.a. 0.90Total expense ratio (ex ante) in % 1.03Benchmark (BM) SBI Foreign AAA-BBB (RI) (07/07)Unit Class Category A

(distribution)

ISIN LU0217715621

Valor no. 2127587

Last distribution 15.11.2011Distribution value 1.50Redemptions DailyEU taxation Out of scope

Fund 63


SICAV II (Lux) Credit Suisse Bond SfrClass A & B


2007 2008 2009 2010 2011 201290

95

100

105

110

115

120

-10%

-5%

0%

5%

10%

15%

20%

-2.9 -3.0

8.8

3.6

-0.2

3.0

-1.0

1.1

7.9

3.7 2.7 3.1

SICAV II (Lux) Credit Suisse Bond Sfr B Yearly or year-to-date performance respectively (Fund)SBI Foreign AAA-BBB (RI) (07/07) Yearly or year-to-date performance respectively (Benchmark)



Maturities in years

0%

5%

10%

15%

20%

25%

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


CHF 100.00 100.00

Asset Allocation in %Financial Bonds 33.45Government 17.44Covered/ABS 16.52Sovereign/Agencies 15.82Industrial Bonds 11.44Utilities 2.00Cash/Cash Equivalents 3.33Total 100.00





Credit Ratings in %

AAA 46.01AA+ 7.61AA 8.12AA- 7.77A+ 16.00A 9.58A- 3.01BBB+ 1.83D 0.07


%Maturity as % of

assetsGeneral Electric 2.500 08.02.18 3.61Kommunekredit 2.625 17.10.16 3.45Oest KB 2.625 22.11.24 3.45ErstePfandbf.&Komm.Bk.

2.750 07.02.20 3.44

NWB 2.250 03.09.19 3.44Bk Nedl Gemeenten 2.250 23.02.21 3.38Europ. Inv. Bk 2.125 22.01.20 3.36Rabobank 2.875 13.06.14 3.32PHILIP MORRIS 4.000 18.09.12 3.22Financement Foncier 2.500 24.02.31 3.14Total 33.81

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 to a limited extent in medium qualitybonds and other fixed and variable rate securitiesof which at least two-thirds are denominated inCHF. The Fund may invest in other currenciesthan the CHF. The part of such investmentswhich is not hedged against the CHF may notexceed 10% of the Fund’s assets.

Fund facts



Bloomberg ticker CSBNDSALX

CSBNDSB LX


96.96 107.36

--

Daily

Number of holdings


Average = A+

170



Fund manager Convertible Bonds TeamFund manager since 01.08.2008Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 72.60Inception date 12.10.2007Management fee in % p.a. 1.20Total expense ratio (ex ante) in % 1.36Benchmark (BM)UBS Global CB Focus Inv.Gr. (RI) (USD-Hgd) (12/09)Unit Class Category B

(capital growth)

ISIN LU0315566785

Valor no. 3323024


Fund 52


SICAV II (Lux) Credit Suisse Global ConvertiblesClass B USD


2007 2008 2009 2010 2011 20125060708090

100110120130

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

0%10%20%30%

-26.4

20.5

4.6

-3.4

1.3

-33.8

24.5

5.1

-2.1

1.9

SICAV II (Lux) Credit Suisse Global ConvertiblesB


UBS Global CB Focus Inv.Gr. (RI) (USD-Hgd)(12/09)




Sectors in %Consumer Goods (non-cyclical) 23.55Technology 16.02Financials 14.21Basic Materials 8.83Consumer Goods (cyclical) 8.50Industrials 8.41Communication 6.75Cash/Cash Equivalents -0.33Others 14.06

Credit Ratings in %

AAA 5.10AA (Bucket) 3.30A (Bucket) 45.10BBB (Bucket) 44.90BB (Bucket) 1.60


assetsAmgen 0.375 01.02.13 5.75Orix 1.000 31.03.14 4.91Medtronic 1.625 15.04.13 4.58Intel 2.950 15.12.35 3.94Lukoil Intl. Fin. 2.625 16.06.15 3.65Arcelor Mittal 7.250 01.04.14 3.53Aeon 0.300 22.11.13 3.52Gilead Sciences 1.625 01.05.16 3.25KFW 3.250 27.06.13 3.24Gilead Sciences 1.000 01.05.14 3.18Total 39.55


Delta in % 32.60Gross portfolio yield in % -0.92Average remaining term to maturity in years 4.10Modified duration in years 3.732) Due to the optionalities involved in the structure of convertiblebonds, certain assumptions must be applied in order to calculatethese figures.



Investment policyThe fund provides an actively managed defensiveexposure to global convertibles as a mostefficient multi-asset class strategy involvingequity, credit and volatility on a globally diversifiedbasis, with the aim of achieving superiorrisk-adjusted returns. The risk profile iscomparable to that of a corporate bond fund.The fund invests mainly in convertible securitiesissued by public and private issuers. Traditionalbonds, equity and structured products may beheld in complement. Investments are madeglobally with no restrictions as to country orcurrency.

Fund facts


Bloomberg ticker CS2GLCB LX


Number of holdings


Average = BBBC

redi

t Sui

sse

SIC

AV

II



171

Fund manager Convertible Bonds TeamFund manager since 01.08.2008Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 72.60Inception date 12.10.2007Management fee in % p.a. 1.20Total expense ratio (ex ante) in % 1.35Benchmark (BM)UBS Global CB Focus Inv.Gr. (RI) (CHF-Hgd) (12/09)Unit Class Category R


ISIN LU0315567320

Valor no. 3323045


Fund 52


SICAV II (Lux) Credit Suisse Global ConvertiblesClass R CHF


2007 2008 2009 2010 2011 201260

70

80

90

100

110

120

130

-40%

-30%

-20%

-10%

0%

10%

20%

30%

-27.0

18.6

3.5

-4.1

1.0

SICAV II (Lux) Credit Suisse Global Convertibles RCHF



1 month 3 months YTD 1 year 3 years 5 yearsFund -3.11 -4.15 1.00 -4.98 16.02 -Benchmark -2.86 -3.61 1.75 -2.61 - -


Credit Ratings in %







Annualized volatility in % 7.65 7.58Information ratio -7.46 -Tracking Error (Ex post) 0.33 -Maximum drawdown in % 3) -6.82 -7.763) Maximum drawdown is the most negative cumulative returnover a given time period.


Fund facts


Bloomberg ticker CS2GLRC LX


Number of holdings


Average = BBB

172



Fund manager Convertible Bonds TeamFund manager since 01.08.2008Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. SepTotal net assets (in mil.) 72.60Inception date 12.10.2007Management fee in % p.a. 1.20Total expense ratio (ex ante) in % 1.36Benchmark (BM)UBS Global CB Focus Inv.Gr. (RI) (EUR-Hgd) (12/09)

Unit Class Category R(capital growth / hedged)

ISIN LU0315567247

Valor no. 3323039


Fund 52


SICAV II (Lux) Credit Suisse Global ConvertiblesClass R EUR


2007 2008 2009 2010 2011 201260

70

80

90

100

110

120

130

-40%

-30%

-20%

-10%

0%

10%

20%

30%

-26.7

20.1

4.4

-3.3

1.2

SICAV II (Lux) Credit Suisse Global Convertibles REUR



1 month 3 months YTD 1 year 3 years 5 yearsFund -3.15 -4.16 1.19 -4.25 18.50 -Benchmark -2.84 -3.54 1.89 -2.05 - -


Credit Ratings in %







Annualized volatility in % 7.75 7.58Information ratio -4.89 -Tracking Error (Ex post) 0.46 -Maximum drawdown in % 3) -6.50 -7.283) Maximum drawdown is the most negative cumulative returnover a given time period.


Fund facts


Bloomberg ticker CS2GLRE LX


Number of holdings


Average = BBB

Cre

dit S

uiss

e S

ICA

V II



173


Barclays Euro Govt. Infl-Linked 1-10Y (RI) (09/07)Unit Class Category A

(distribution)

ISIN LU0217709491

Valor no. 2127616


Fund 57


SICAV II (Lux) Credit Suisse Inflation Linked Bonds (Euro)Class A & B


2007 2008 2009 2010 2011 201295

100

105

110

115

120

125

130

-5%

0%

5%

10%

15%

20%

25%

30%

2.04.0

7.0

0.2 0.7 1.94.8 5.3

7.0

2.1 1.34.3

SICAV II (Lux) Credit Suisse Inflation Linked Bonds(Euro) B


Barclays Euro Govt. Infl-Linked 1-10Y (RI) (09/07)Yearly or year-to-date performance respectively(Benchmark)



Maturities in years

0%

5%

10%

15%

20%

25%

30%

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


EUR 99.99 99.99USD 0.01 0.01






Credit Ratings in %

AAA 55.30AA+ 10.37AA 2.29AA- 6.50A+ 8.07A 2.64A- 3.18BBB+ 11.11BBB- 0.54


assetsGermany 2.250 15.04.13 9.44Germany 1.500 15.04.16 8.93Finnish Governm. 4.375 04.07.19 5.14Netherlands 4.000 15.07.19 4.38Belgium 3.750 28.09.20 3.39Buoni Poliennali 2.350 15.09.35 3.33Spain 3.000 30.04.15 2.91Finland 3.125 15.09.14 2.80Germany 1.750 15.04.20 2.60France OAT 2.500 25.07.13 2.58Total 45.50


Fund facts



Bloomberg ticker CSILBEALX

CSILBEB LX


103.76 116.38

--

Daily

Number of holdings


Average = A+

174



Fund manager Eric SuterFund manager since 02.05.2005Location ZurichFund domicile LuxembourgFund currency CHFClose of financial year 30. SepTotal net assets (in mil.) 401.03Inception date 02.05.2005Management fee in % p.a. 0.05Total expense ratio (ex ante) in % 0.11Benchmark (BM) Citigroup CHF 3M Euro Dep.Unit Class Category B

(capital growth)

ISIN LU0217718484

Valor no. 2127903


Fund 66


SICAV II (Lux) Credit Suisse Money Market SfrClass B


2007 2008 2009 2010 2011 201299

100101102103104105106107

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

1.6 1.30.7

0.10.0

0.1

2.4 2.7

0.5 0.2 0.2 0.0

SICAV II (Lux) Credit Suisse Money Market SfrB


Citigroup CHF 3M Euro Dep.Yearly or year-to-date performance respectively(Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund 0.01 0.03 0.11 -0.05 0.76 3.20Benchmark 0.00 0.00 0.02 0.14 0.59 5.22


0%2%4%6%8%

10%12%14%16%18%20%

0-1 1-2 2-3 3-6 6-9 9-12 >12


CHF 100.00 100.00

Asset Allocation in %Commercial Paper 22.19Covered/ABS 20.77Financial Bonds 17.25Sovereign/Agencies 7.66Government 6.37Industrial Bonds 3.65Utilities 1.41Cash/Cash Equivalents 7.74Others 12.96Total 100.00



Credit Ratings in %

AAA 33.17AA+ 11.91AA 5.14AA- 11.67A-1+ 18.10A-1 20.00




%Maturity as % of

assetsAbbey National 21.08.12 2.99BPCE 21.08.12 2.99SOCIETEGENERALE

11.06.12 2.99

Banque et C.Eparg.

16.07.12 2.74

Banque Fed CredMut

26.07.12 2.74

BGL BNP Paribas 21.06.12 2.74Caisse des Depots 12.09.12 2.74LandesbankHessen

06.08.12 2.74

Pohjola BK. 14.06.12 2.74BNP Paribas 03.08.12 2.49Total 27.90

Investment policyThe aim of the fund is to achieve a high andsteady income in Swiss francs whilst taking intoaccount the security and stability of the capital.The fund invests at least two-thirds of its assetsin Swiss franc denominated money marketinstruments as well as in short-dated fixedinterest and variable rate paper with first classborrower ratings. The Fund may hold fixedincome securities denominated in othercurrencies than the CHF, however, currencyexposure has to be fully hedged in CHF.

Fund facts


Bloomberg ticker CSMMSFB LX


Number of holdings


Average = AA

Cre

dit S

uiss

e S

ICA

V II



175

Fund manager Maurizio PedriniFund manager since 15.06.2005Location ZurichFund domicile LuxembourgFund currency EURClose of financial year 30. SepTotal net assets (in mil.) 44.18Inception date 24.06.2005Management fee in % p.a. 1.00Total expense ratio (ex ante) in % 1.16Benchmark (BM) LIBOR EUR 3MUnit Class Category A

(distribution)

ISIN LU0217710663

Valor no. 2127971


Fund 58


SICAV II (Lux) Credit Suisse TOPS (Euro)Class A & B


2007 2008 2009 2010 2011 201290

95

100

105

110

115

120

-10%

-5%

0%

5%

10%

15%

20%

1.3

-3.9

13.0

3.2

-0.8

2.64.3 4.8

1.3 0.7 1.3 0.4

SICAV II (Lux) Credit Suisse TOPS (Euro) B Yearly or year-to-date performance respectively (Fund)LIBOR EUR 3M Yearly or year-to-date performance respectively (Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund -0.33 -0.01 2.57 1.32 13.47 14.47Benchmark 0.05 0.18 0.38 1.25 3.00 11.68

Maturities in years

0%5%

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

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


EUR 91.74 99.50USD 8.26 0.50

Asset Allocation in %Industrial Bonds 47.26Financial Bonds 33.33Utilities 5.32Government 3.82Sovereign/Agencies 1.23Covered/ABS 0.83Derivatives -0.19Cash/Cash Equivalents 8.40Total 100.00




AAA 2.05AA 4.07AA- 14.36A+ 16.21A 21.30A- 15.23BBB+ 17.85BBB 8.94Not rated -0.01




%Maturity as % of

assetsVeolia 1.750 17.06.15 2.66Novartis 4.250 15.06.16 2.65ENBW Intl. Finance 4.250 19.10.16 2.58Deutsche Bahn Fin. 4.250 08.07.15 2.56John Deere Capital 7.500 24.01.14 2.563M 5.000 14.07.14 2.55ABB Intl Fin 4.625 06.06.13 2.45Dekabank 4.625 21.12.15 2.45SvenskaHandelsbank

3.625 16.02.16 2.44

Procter & Gamble 4.500 12.05.14 2.43Total 25.33

Investment policyThe aim of the fund is to achieve a steadyincome in EUR whilst taking due account of thesecurity of the capital. The fund invests in debtsecurities rated at between high quality and lowerinvestment grade, including bonds, notes andsimilar fixed or variable interest securitiesworldwide. The Fund may invest in othercurrencies than the EUR. The part of suchinvestments which is not hedged against theEUR may not exceed 10% of the Fund’s assets.

Fund facts



Bloomberg ticker CSTOPEALX

CSTOPEB LX


98.59 117.45

--

Daily

Number of holdings


176



Fund 81

Fund manager Brian PetersonFund manager since 19.03.2008Location New YorkFund domicile LuxembourgFund currency USDClose of financial year 30. NovTotal net assets (in mil.) 249.22Inception date 19.03.2008Management fee in % p.a. 1.00Subscription WeeklyRedemption WeeklyBenchmark (BM) DJ CS AllHedge Index (weekly)Swinging single pricing (SSP) 2) YesUnit Class Category B

(capital growth)

ISIN LU0337322282

Valor no. 3670366



Credit Suisse Solutions (Lux) Dow Jones Credit SuisseAllHedge IndexClass B


2008 2009 2010 2011 201260

70

80

90

100

110

120

130

-40%

-30%

-20%

-10%

0%

10%

20%

30%22.5

9.6

-10.3

1.3

12.4 11.9

-5.8

1.9

CS Solutions (Lux) Dow Jones Credit SuisseAllHedge Index B


DJ CS AllHedge Index (weekly)Yearly or year-to-date performance respectively(Benchmark)



Sectors in %

Event Driven 23.52Global Macro 21.44Long/ShortEquity 18.79Multi-Strategy 13.06Fixed IncomeArbitrage 7.22ManagedFutures 6.07EmergingMarkets 6.05Equity MarketNeutral 2.14ConvertibleArbitrage 1.52Dedicated ShortBias 0.18

These figures represent the sector weightings of the underlyingDow Jones Credit Suisse AllHedge Index. The Fund invests intothe index via a swap and, on an ancillary basis, certificates. Thefund may hold cash and liquid assets of up to 5%.

Benefits– One of the first hedge fund index tracker funds ina regulated UCITS structure– It provides cost efficient and broadly diversifiedexposure to the hedge fund market, with betterliquidity than hedge funds in general– The Index has delivered competitive risk adjustedreturns when compared to active portfolios– A broadly diversified tracker fund minimises therisks associated with investing in individualmanagers/strategies or multi strategy products– Transparency with regards to constituent fundsand selection criteria– No performance feeRisks– Because hedge funds often use derivatives,short-selling and leverage, individual hedge fundscan be highly volatile and expose investors to a highrisk of loss, including the loss of some or all of theinvestor´s investment– The fund invests in derivatives in order toreplicate the performance of the underlying index.Given the nature of derivatives and the costs thatmay be involved in their utilisation, their value maynot exactly track the level of the underlying index– Large net redemptions may result in a deferral ofredemption orders– For further information on risks please refer tothe sales prospectus

Number of holdings



Investment StyleThe Fund is managed passively and investsmainly in derivatives and, on an ancillary basis,certificates in order to replicate the performanceof the index as closely as possible; the Fundwill hold a cash position of up to 5% to handlecurrency hedging.

Investment policyThe aim of the fund is to provide investors witha return linked to the performance of theunderlying Dow Jones Credit Suisse AllHedgeIndex. The Dow Jones Credit Suisse AllHedgeIndex is a diversified investable hedge fund index.It includes the ten sector indices weightedaccording to the broad index weights of the DowJones Credit Suisse AllHedge Index, a widelyrecognized asset-weighted hedge fund index.

Fund facts


Bloomberg ticker CSALLBU LX




Cre

dit S

uiss

e S

olut

ions



177

Fund 81

Fund manager Brian PetersonFund manager since 19.03.2008Location New YorkFund domicile LuxembourgFund currency USDClose of financial year 30. NovTotal net assets (in mil.) 249.22Inception date 15.03.2010Management fee in % p.a. 0.33Subscription WeeklyRedemption WeeklyBenchmark (BM) DJ CS AllHedge Index (weekly)Swinging single pricing (SSP) 2) YesUnit Class Category I

(capital growth)

ISIN LU0337322449

Valor no. 3670377

Min. Init. Investm. Amount (in mill.) 3EU taxation In scope - no tax


Credit Suisse Solutions (Lux) Dow Jones Credit SuisseAllHedge IndexClass I


2010 2011 201285

90

95

100

105

110

115

-15%

-10%

-5%

0%

5%

10%

15%

-9.7

1.7

-5.8

1.9

CS Solutions (Lux) Dow Jones Credit SuisseAllHedge Index I


DJ CS AllHedge Index (weekly)Yearly or year-to-date performance respectively(Benchmark)



Sectors in %




Number of holdings





Fund facts


Bloomberg ticker CSALLID LX




178



Fund 81

Fund manager Brian PetersonFund manager since 19.03.2008Location New YorkFund domicile LuxembourgFund currency USDClose of financial year 30. NovTotal net assets (in mil.) 249.22Inception date 19.03.2008Management fee in % p.a. 1.00Subscription WeeklyRedemption WeeklySwinging single pricing (SSP) 2) YesUnit Class Category R


ISIN LU0337322522

Valor no. 3670378



Credit Suisse Solutions (Lux) Dow Jones Credit SuisseAllHedge IndexClass R CHF


2008 2009 2010 2011 201260

70

80

90

100

110

120

130

-40%

-30%

-20%

-10%

0%

10%

20%

30%21.7

8.7

-11.7

0.9

CS Solutions (Lux) Dow Jones Credit Suisse AllHedgeIndex R CHF




Sectors in %




Number of holdings





Fund facts


Bloomberg ticker CSALLRC LX




Cre

dit S

uiss

e S

olut

ions



179

Fund 81

Fund manager Brian PetersonFund manager since 19.03.2008Location New YorkFund domicile LuxembourgFund currency USDClose of financial year 30. NovTotal net assets (in mil.) 249.22Inception date 19.03.2008Management fee in % p.a. 1.00Subscription WeeklyRedemption WeeklySwinging single pricing (SSP) 2) YesUnit Class Category R


ISIN LU0337322878

Valor no. 3670380



Credit Suisse Solutions (Lux) Dow Jones Credit SuisseAllHedge IndexClass R EUR


2008 2009 2010 2011 201260

70

80

90

100

110

120

130

-40%

-30%

-20%

-10%

0%

10%

20%

30%22.8

9.0

-10.3

1.4

CS Solutions (Lux) Dow Jones Credit Suisse AllHedgeIndex R EUR




Sectors in %




Number of holdings





Fund facts


Bloomberg ticker CSALLRE LX




180



7.484.36

-0.62-6.55

-1.00-3.67-4.13-4.03

1.876.31

Purchases SalesCOCA-COLA BOUYGUES- ANADARKO PETROLEUM- ASML HOLDING- SAP- CITY DEVELOPMENTS

Fund manager iMACS Funds TeamFund manager since 01.03.2012Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. NovTotal net assets (in mil.) 180.14Inception date 30.09.2010Management fee in % p.a. 1.92Total expense ratio (ex ante) in % 2.06Benchmark (BM) MSCI AC World (NR)Unit Class Category B

(capital growth)

ISIN LU0522191245

Valor no. 11480304



Credit Suisse Solutions (Lux) MegatrendsClass B


2010 2011 20127580859095

100105110115120

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

10%15%20%

-17.8

-0.4

-7.3

0.7

CS Solutions (Lux) Megatrends B Yearly or year-to-date performance respectively (Fund)MSCI AC World (NR) Yearly or year-to-date performance respectively (Benchmark)




Industrials 17.99 10.51Health Care 13.78 9.42Information Technology 12.49 13.11Financials 12.29 18.84Consumer Staples 9.75 10.75Consumer Discretionary 7.02 10.69Energy 6.68 10.81Materials 3.47 7.50Cash/Cash Equivalents 1.87 -Others 14.65 8.34

Currencies in %

USD 50.17EUR 14.32JPY 7.87SGD 6.63GBP 5.79CHF 4.77HKD 4.04IDR 2.64THB 1.74Others 2.05

Countries in %

USA 31.32Japan 7.80Singapore 6.35Germany 5.85United Kingdom 5.77Switzerland 4.77Brazil 3.37Russia 3.18Netherlands 2.70Others 28.88

Top 10 Holdings in %Allianz China Fund 3.51Ishares MSCI Korea 3.46Apple 2.95Merck 2.62Deere & Comp 2.60Pictet Funds SICAV 2.55Sabmiller 2.50Fanuc 2.37Hewlett-Packard 1.99HSBC Holdings 1.97Total 26.52


Investment policyThe fund’s objective is to generate the highestpossible return in USD. The fund invests primarilyin global equities (approx. 60 stocks) and holds inaddition active and passive collective investmentvehicles. The investments are focusing on theCS Megatrends (Multipolar World,Demographics and Sustainability). A Megatrendrepresents a major and lasting alteration ofsociety, or a progressive change lasting severaldecades or centuries that often can be rootedin a major technological breakthrough, ageopolitical rebalancing or an environmental shiftsuch as change in climate.

Fund facts


Bloomberg ticker CSSMEBU LX





Cre

dit S

uiss

e S

olut

ions



181

7.484.36

-0.62-6.55

-1.00-3.67-4.13-4.03

1.876.31


Fund manager iMACS Funds TeamFund manager since 01.03.2012Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. NovTotal net assets (in mil.) 180.14Inception date 16.06.2011Management fee in % p.a. 0.70Total expense ratio (ex ante) in % 0.81Benchmark (BM) MSCI AC World (NR)Unit Class Category I

(capital growth)

ISIN LU0522191757

Valor no. 11480355



Credit Suisse Solutions (Lux) MegatrendsClass I

Net performance in USD (rebased to 100) 1)



Industrials 17.99 10.51Health Care 13.78 9.42Information Technology 12.49 13.11Financials 12.29 18.84Consumer Staples 9.75 10.75Consumer Discretionary 7.02 10.69Energy 6.68 10.81Materials 3.47 7.50Cash/Cash Equivalents 1.87 -Others 14.65 8.34

Currencies in %


Countries in %





Fund facts


Bloomberg ticker CSSMTRI LX



Annualized volatility in % - -Tracking Error (Ex post) - -Beta - -

182




Fund manager iMACS Funds TeamFund manager since 01.03.2012Location ZurichFund domicile LuxembourgFund currency USDClose of financial year 30. NovTotal net assets (in mil.) 180.14Inception date 30.09.2010Management fee in % p.a. 1.92Total expense ratio (ex ante) in % 2.06Unit Class Category R


ISIN LU0522192300

Valor no. 11480369



Credit Suisse Solutions (Lux) MegatrendsClass R CHF


2010 2011 20127580859095

100105110115

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

10%15%

-19.8

-0.9

CS Solutions (Lux) Megatrends R CHF Yearly or year-to-date performance respectively (Fund)



Sectors in %Fund

Industrials 17.99Health Care 13.78Information Technology 12.49Financials 12.29Consumer Staples 9.75Consumer Discretionary 7.02Energy 6.68Materials 3.47Cash/Cash Equivalents 1.87Others 14.65

Currencies in %



Countries in %





Fund facts


Bloomberg ticker CSSMERS LX





Cre

dit S

uiss

e S

olut

ions



183




ISIN LU0522192136

Valor no. 11480366



Credit Suisse Solutions (Lux) MegatrendsClass R EUR


2010 2011 20127580859095

100105110115

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

10%15%

-19.3

-0.6

CS Solutions (Lux) Megatrends R EUR Yearly or year-to-date performance respectively (Fund)



Sectors in %Fund


Currencies in %



Countries in %





Fund facts


Bloomberg ticker CSSMERE LX





184






ISIN LU0554857044

Valor no. 11949965



Credit Suisse Solutions (Lux) MegatrendsClass R GBP


2011 201275

80

85

90

95

100

105

-25%

-20%

-15%

-10%

-5%

0%

5%

-0.5

CS Solutions (Lux) Megatrends R GBP Yearly or year-to-date performance respectively (Fund)



Sectors in %Fund


Currencies in %



Countries in %





Fund facts


Bloomberg ticker CSSMTRS LX





Cre

dit S

uiss

e S

olut

ions



185

Fund manager Credit Suisse AGFund manager since since inceptionLocation ZurichFund domicile LuxembourgFund currency EURClose of financial year 30. NovTotal net assets (in mil.) 404.88Inception date 21.07.2010Management fee in % p.a. 1.50Subscription WeeklyRedemption WeeklyPerformance fee in % with Highwatermark 10.00Unit Class Category B

(capital growth)

ISIN LU0522193027

Valor no. 11480397


Fund 19


Credit Suisse Solutions (Lux) Prima Multi-StrategyClass B EUR


2010 2011 201296

97

98

99

100

101

102

103

-4%

-3%

-2%

-1%

0%

1%

2%

3%

-2.8

1.2

CS Solutions (Lux) Prima Multi-Strategy B EUR Yearly or year-to-date performance respectively (Fund)




Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2012 0.61 1.66 0.40 -0.20 -1.20 - - - - - - - 1.242011 -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 -

Investment policyCredit Suisse Solutions (Lux) PrimaMulti-Strategy (CS Prima Multi-Strategy) is aUCITS III compliant multi-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


Bloomberg ticker CSPMSBE LX


Number of holdings

Strategies in %

Long/Short Equity 28.72Event Driven 16.95Fixed Income Arbitrage 13.57Global Macro 10.40Convertible Arbitrage 8.74Equity Market Neutral 6.84Managed Futures 5.17Emerging Markets 3.39Cash/Cash Equivalents 6.22

Top HoldingsFundlogic Alternatives 7.65World Invest SICAV Abs. Ret. 6.56Brevan Howard Macro FX Fund 6.41Blackrock European Fd 6.28Jupiter Absolute Return 5.87Total 32.77


186



Fund manager Credit Suisse AGFund manager since since inceptionLocation ZurichFund domicile LuxembourgFund currency EURClose of financial year 30. NovTotal net assets (in mil.) 404.88Inception date 21.07.2010Management fee in % p.a. 1.00Subscription WeeklyRedemption WeeklyPerformance fee in % with Highwatermark 5.00Unit Class Category I

(capital growth)

ISIN LU0522193613

Valor no. 11480406


Fund 19


Credit Suisse Solutions (Lux) Prima Multi-StrategyClass I EUR


2010 2011 201297

98

99

100

101

102

103

104

-3%

-2%

-1%

0%

1%

2%

3%

4%

-2.3

1.5

CS Solutions (Lux) Prima Multi-Strategy I EUR Yearly or year-to-date performance respectively (Fund)






Fund facts


Bloomberg ticker CSPMSIE LX


Number of holdings

Strategies in %




Cre

dit S

uiss

e S

olut

ions



187

Fund manager Credit Suisse AGFund manager since since inceptionLocation ZurichFund domicile LuxembourgFund currency EURClose of financial year 30. NovTotal net assets (in mil.) 404.88Inception date 21.07.2010Management fee in % p.a. 1.50Subscription WeeklyRedemption WeeklyPerformance fee in % with Highwatermark 10.00Unit Class Category R


ISIN LU0522194009

Valor no. 11480412


Fund 19


Credit Suisse Solutions (Lux) Prima Multi-StrategyClass R CHF


2010 2011 20129596979899

100101102103

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

-4.3

1.0

CS Solutions (Lux) Prima Multi-Strategy R CHF Yearly or year-to-date performance respectively (Fund)




Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2012 0.56 1.60 0.36 -0.23 -1.24 - - - - - - - 1.042011 -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 -


Fund facts


Bloomberg ticker CSPMSRC LX


Number of holdings

Strategies in %




188





ISIN LU0627515090

Valor no. 12983829


Fund 19


Credit Suisse Solutions (Lux) Prima Multi-StrategyClass R GBP


2011 201296

97

98

99

100

101

102

-4%

-3%

-2%

-1%

0%

1%

2%1.3

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




Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD2012 0.62 1.66 0.39 -0.17 -1.20 - - - - - - - 1.282011 - - - - - -0.93 0.69 -2.01 -0.65 0.06 -0.46 -0.09 -


Fund facts


Bloomberg ticker CSPMSRS LX


Number of holdings

Strategies in %




Cre

dit S

uiss

e S

olut

ions



189



ISIN LU0522193704

Valor no. 11480410


Fund 19


Credit Suisse Solutions (Lux) Prima Multi-StrategyClass R USD


2010 2011 201296

97

98

99

100

101

102

103

-4%

-3%

-2%

-1%

0%

1%

2%

3%

-3.4

1.3

CS Solutions (Lux) Prima Multi-Strategy R USD Yearly or year-to-date performance respectively (Fund)






Fund facts


Bloomberg ticker CSPMSRU LX


Number of holdings

Strategies in %




190



Fund manager Team MACSFund manager since 02.05.2005Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 31. DecemberTotal net assets (in mil.) 348.48Inception date 02.05.2005Management fee in % p.a. 1.50Benchmark (BM) CB CS Triamant Balanced CHFUnit Class Category A

(distribution)

ISIN CH0020876055

Valor no. 2087605

Last distribution 22.02.2012Distribution value 5.20EU taxation In scope - no tax


Credit Suisse Triamant Balanced CHFClass A


2007 2008 2009 2010 2011 201260

70

80

90

100

110

120

-40%

-30%

-20%

-10%

0%

10%

20%

0.7

-27.8

13.0

3.4

-7.4

2.01.2

-20.2

14.2

2.8

-2.6

2.7

CS Triamant Balanced CHF Yearly or year-to-date performance respectively (Fund)CB CS Triamant Balanced CHF Yearly or year-to-date performance respectively (Benchmark)




Equity 40.99Bonds 29.51Alternatives 20.44Cash/CashEquivalents 9.06Alternativeproducts andsegments 0.00Target productswith absolutereturn character 0.00Equity-orientedproducts 0.00


CHF 59.55USD 9.90EUR 5.35GBP 5.20JPY 2.90Others 17.10


Switzerland 7.78 25.52 10.04 - 43.34North America 1.28 - 8.53 - 9.81Europe - 3.99 11.14 - 15.13Pacific and Emerging Markets - - 11.28 - 11.28Global - - - 20.44 20.44Total 9.06 29.51 40.99 20.44 100.00

Investment policyThe investment objective of the Credit SuisseTriamant Balanced (CHF) is primarily real-termcapital preservation and long-term capital growthusing current income and through capital andcurrency gains. The fund is managed as anumbrella fund (fund of funds) and invests withinthe different asset categories in differentmarkets, sectors and currencies wordwide. Theequity quota of the fund's net asset value canvary between 30% und 60%. Besides thetraditional investment instruments alsoAlternative Investments are considered by theimplementation of the strategy. Theseinvestment vehicles are usually reserved forselected investors only.

Fund facts


Bloomberg ticker CSTRAUC SW


Used IndicesEquity MSCI Emerging Markets (NR)Equity MSCI UK (NR)Equity MSCI Japan (NR)Equity MSCI US (NR)Equity MSCI EMU (NR)Equity MSCI Switzerland (NR)Bond CS CHF Customized Bond IndexMoneyMarket

Citigroup CHF 1M Euro Deposit

Gold London pm Gold fixingCommodity DJ UBS Commodities Index (TR)HedgeFunds

HFRX Global Hedge Fund Index, hedgedin CHF

RealEstate

SIX Real Estate Funds (TR)

Allocation of bonds in %Traditional Bonds 55.70High Yield Bonds 12.78Inflation Linked Bonds 12.27Asset Backed Securities 12.13Emerging Market Debt 7.12Total 100.00



Top 10 Holdings in %Position Maturity as % of

assetsAberdeen Gl Sicav Em Mkt EqFd

8.55

CS HFRX Tracker CHF 8.52Sicav II CS Bond CHF 6.93Axa Framlington UK Select 5.17ETFS ETC on Physical Gold 4.06CS Rel. Ret. Engineered EUR 4.00Neuberger Berman High YieldCHF

3.77

CS SIF Gl. Infl. linked CHF 3.62CS SIF Global ABS CHF 3.58Robeco US Premium Equities 3.40Total 51.60


Cre

dit S

uiss

e Tr

iam

ant



191

Fund manager Team MACSFund manager since 02.05.2005Location ZurichFund domicile SwitzerlandFund currency EURClose of financial year 31. DecemberTotal net assets (in mil.) 111.73Inception date 02.05.2005Management fee in % p.a. 1.50Benchmark (BM) CB CS Triamant Balanced EURUnit Class Category A

(distribution)

ISIN CH0020876071

Valor no. 2087607



Credit Suisse Triamant Balanced EURClass A


2007 2008 2009 2010 2011 201270

80

90

100

110

120

-30%

-20%

-10%

0%

10%

20%

1.3

-24.9

13.811.2

-6.3

3.13.0

-17.6

14.8

8.1

-2.4

2.8

CS Triamant Balanced EUR Yearly or year-to-date performance respectively (Fund)CB CS Triamant Balanced EUR Yearly or year-to-date performance respectively (Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund -2.17 -2.25 3.05 -3.10 18.53 -10.98Benchmark -1.71 -2.33 2.81 -0.33 19.78 1.00


Equity 40.90Bonds 33.87Alternatives 21.03Cash/CashEquivalents 4.20Alternativeproducts andsegments 0.00Target productswith absolutereturn character 0.00Equity-orientedproducts 0.00


EUR 62.60USD 11.40GBP 4.90JPY 2.60CHF 0.20Others 18.30


Switzerland 0.20 - - - 0.20Europe 1.41 33.87 21.08 - 56.36North America 2.59 - 8.78 - 11.37Pacific and Emerging Markets - - 11.04 - 11.04Global - - - 21.03 21.03Total 4.20 33.87 40.90 21.03 100.00

Investment policyThe investment objective of the Credit SuisseTriamant Balanced (EUR) is primarily real-termcapital preservation and long-term capital growthusing current income and through capital andcurrency gains. The fund is managed as anumbrella fund (fund of funds) and invests withinthe different asset categories in differentmarkets, sectors and currencies wordwide. Theequity quota of the fund's net asset value canvary between 30% und 60%. Besides thetraditional investment instruments alsoAlternative Investments are considered by theimplementation of the strategy. Theseinvestment vehicles are usually reserved forselected investors only.

Fund facts


Bloomberg ticker CSTRAUE SW


Used IndicesEquity MSCI Emerging Markets (NR)Equity MSCI UK (NR)Equity MSCI Japan (NR)Equity MSCI US (NR)Equity MSCI EMU (NR)Equity MSCI Switzerland (NR)Bond CS EUR Customized Bond IndexMoneyMarket

Citigroup EUR 1M Euro Deposit


HFRX Global Hedge Fund Index, hedgedin EUR

RealEstate

BAIF UCITS OEF Real Estate Index (EUR)

Allocation of bonds in %Traditional Bonds 53.38Asset Backed Securities 13.97High Yield Bonds 12.34Inflation Linked Bonds 10.51Emerging Market Debt 9.80Total 100.00




assetsCS HFRX Tracker EUR 8.77Aberdeen Gl Sicav Em Mkt EqFd

8.63

CS Rel. Ret. Engineered EUR 6.69Easy ETF FTSE Epra Eurozone 5.76Axa Framlington UK Select 4.86CS SIF Global ABS EUR 4.74BNP Paribas USA Growth Eq 4.39ETFS ETC on Physical Gold 4.00CS SIF Gl. Infl. linked EUR 3.57CS SIF Global EM Bonds EUR 3.33Total 54.74


192



Fund manager Team MACSFund manager since 02.05.2005Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 31. DecemberTotal net assets (in mil.) 91.64Inception date 02.05.2005Management fee in % p.a. 1.70Benchmark (BM)

CB CS Triamant Capital Gains Oriented CHFUnit Class Category A

(distribution)

ISIN CH0020876113

Valor no. 2087611



Credit Suisse Triamant Capital Gains Oriented CHFClass A


2007 2008 2009 2010 2011 201260

70

80

90

100

110

120

130

-40%

-30%

-20%

-10%

0%

10%

20%

30%

1.0

-33.1

18.9

4.9

-10.8

2.31.2

-27.2

17.4

2.5

-4.6

2.8

CS Triamant Capital Gains Oriented CHF Yearly or year-to-date performance respectively (Fund)CB CS Triamant Capital Gains Oriented CHF Yearly or year-to-date performance respectively (Benchmark)




Equity 61.67Alternatives 20.65Cash/CashEquivalents 10.60Bonds 7.08


CHF 47.80USD 16.40EUR 6.70GBP 5.80JPY 4.00Others 19.30


Switzerland 9.34 7.08 16.35 - 32.77North America 1.26 - 15.08 - 16.34Europe - - 14.42 - 14.42Pacific and Emerging Markets - - 15.82 - 15.82Global - - - 20.65 20.65Total 10.60 7.08 61.67 20.65 100.00

Investment policyThe investment objective of the Credit SuisseTriamant Capital Gains Oriented (CHF) isprimarily long-term capital growth through astronger focus on capital and currency gains.The fund is managed as an umbrella fund (fundof funds) and invests within the different assetcategories in different markets, sectors andcurrencies worldwide. The equity quota is at least45% of the fund's net asset value. Besides thetraditional investment instruments alsoAlternative Investments are considered by theimplementation of the strategy. Theseinvestment vehicles are usually reserved forselected investors only.

Fund facts


Bloomberg ticker CSTRKAC SW






RealEstate


Allocation of bonds in %High Yield Bonds 34.18Asset Backed Securities 26.13Inflation Linked Bonds 25.28Emerging Market Debt 14.41Total 100.00





12.05

CS HFRX Tracker CHF 8.47Clariden Leu Money MarketCHF

6.67

Axa Framlington UK Select 5.76Robeco US Premium Equities 5.17ETFS ETC on Physical Gold 4.07BNP Paribas USA Growth Eq 3.96DWS (CH) Swiss Equity Plus 3.80DWS Aktien Schweiz 3.72Cert. on Rhomis Index CHF 30.11.12 3.48Total 57.15


Cre

dit S

uiss

e Tr

iam

ant



193

Fund manager Team MACSFund manager since 02.05.2005Location ZurichFund domicile SwitzerlandFund currency EURClose of financial year 31. DecemberTotal net assets (in mil.) 27.11Inception date 02.05.2005Management fee in % p.a. 1.70Benchmark (BM)

CB CS Triamant Capital Gains Oriented EURUnit Class Category A

(distribution)

ISIN CH0020876139

Valor no. 2087613



Credit Suisse Triamant Capital Gains Oriented EURClass A


2007 2008 2009 2010 2011 201260

70

80

90

100

110

120

130

-40%

-30%

-20%

-10%

0%

10%

20%

30%

1.0

-32.3

19.414.6

-9.0

3.93.3

-25.6

18.7

10.2

-4.7

2.6

CS Triamant Capital Gains Oriented EUR Yearly or year-to-date performance respectively (Fund)CB CS Triamant Capital Gains Oriented EUR Yearly or year-to-date performance respectively (Benchmark)




Equity 61.88Alternatives 21.95Bonds 10.06Cash/CashEquivalents 6.11Alternativeproducts andsegments 0.00Target productswith absolutereturn character 0.00Equity-orientedproducts 0.00





Investment policyThe investment objective of the Credit SuisseTriamant Capital Gains Oriented (EUR) isprimarily long-term capital growth through astronger focus on capital and currency gains.The fund is managed as an umbrella fund (fundof funds) and invests within the different assetcategories in different markets, sectors andcurrencies worldwide. The equity quota is at least45% of the fund's net asset value. Besides thetraditional investment instruments alsoAlternative Investments are considered by theimplementation of the strategy. Theseinvestment vehicles are usually reserved forselected investors only.

Fund facts


Bloomberg ticker CSTRKAE SW






RealEstate


Allocation of bonds in %High Yield Bonds 25.35Traditional Bonds 22.46Asset Backed Securities 19.38Inflation Linked Bonds 17.00Emerging Market Debt 15.81Total 100.00





12.20

CS HFRX Tracker EUR 9.75Axa Framlington UK Select 7.15Easy ETF FTSE Epra Eurozone 5.66BNP Paribas USA Growth Eq 5.11Reyl European Equities 4.50Alken European Opportunities 4.30ETFS ETC on Physical Gold 4.12Robeco US Premium Equities 4.00Ignis Arg. European Alpha 3.98Total 60.77


194



Fund manager Team MACSFund manager since 02.05.2005Location ZurichFund domicile SwitzerlandFund currency CHFClose of financial year 31. DecemberTotal net assets (in mil.) 371.89Inception date 02.05.2005Management fee in % p.a. 1.30Benchmark (BM)

CB CS Triamant Income Oriented CHFUnit Class Category A

(distribution)

ISIN CH0020876022

Valor no. 2087602



Credit Suisse Triamant Income Oriented CHFClass A


2007 2008 2009 2010 2011 2012707580859095

100105110115

-30%-25%-20%-15%-10%-5%0%5%

10%15%

0.0

-23.6

8.2

3.3

-4.8

1.51.0

-11.4

10.6

3.2

-0.6

2.6

CS Triamant Income Oriented CHF Yearly or year-to-date performance respectively (Fund)CB CS Triamant Income Oriented CHF Yearly or year-to-date performance respectively (Benchmark)




Bonds 55.07Alternatives 21.11Equity 20.66Cash/CashEquivalents 3.16Alternativeproducts andsegments 0.00Target productswith absolutereturn character 0.00Equity-orientedproducts 0.00


CHF 74.80GBP 3.70USD 3.60EUR 2.70JPY 1.40Others 13.80


Switzerland 3.16 49.59 4.82 - 57.57North America 0.00 - 3.61 - 3.61Europe - 5.48 6.17 - 11.65Pacific and Emerging Markets - - 6.06 - 6.06Global - - - 21.11 21.11Total 3.16 55.07 20.66 21.11 100.00

Investment policyThe investment objective of the Credit SuisseTriamant Income Oriented (CHF) is primarilyreal-term capital preservation and generation ofprofit using current income. The fund is managedas an umbrella fund (fund of funds) and investswithin the different asset categories in differentmarkets, sectors and currencies worldwide. Thebond or money market quota accounts for atleast 50% of the net asset value (NAV) of thefund. Besides the traditional investmentinstruments also Alternative Investments areconsidered by the implementation of thestrategy. These investment vehicles are usuallyreserved for selected investors only.

Fund facts


Bloomberg ticker CSTREIC SW






RealEstate


Allocation of bonds in %Traditional Bonds 63.82Inflation Linked Bonds 13.24High Yield Bonds 6.90Asset Backed Securities 6.65Emerging Market Debt 5.10Convertible Bonds 4.29Total 100.00




assetsSicav II CS Bond CHF 10.68CS Rel. Ret. Engineered CHF 10.07CS HFRX Tracker CHF 8.41CS SIF Gl. Infl. linked CHF 7.29Swisscanto Sicav II Bond CHF 5.66Aberdeen Gl Sicav Em Mkt EqFd

4.75

Cert. on Rhomis Index CHF 30.11.12 4.20CS Rel. Ret. Engineered EUR 4.16ETFS ETC on Physical Gold 3.81Neuberger Berman High YieldCHF

3.81

Total 62.84


Cre

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ant



195

Fund manager Team MACSFund manager since 02.05.2005Location ZurichFund domicile SwitzerlandFund currency EURClose of financial year 31. DecemberTotal net assets (in mil.) 170.19Inception date 02.05.2005Management fee in % p.a. 1.30Benchmark (BM)

CB CS Triamant Income Oriented EURUnit Class Category A

(distribution)

ISIN CH0020876030

Valor no. 2087603



Credit Suisse Triamant Income Oriented EURClass A


2007 2008 2009 2010 2011 20127580859095

100105110115120

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

10%15%20%

1.1

-18.6

10.0 8.2

-3.4

2.62.6

-7.7

10.7

5.9

-0.3

3.0

CS Triamant Income Oriented EUR Yearly or year-to-date performance respectively (Fund)CB CS Triamant Income Oriented EUR Yearly or year-to-date performance respectively (Benchmark)




Bonds 55.50Alternatives 20.68Equity 20.64Cash/CashEquivalents 3.18Alternativeproducts andsegments 0.00Target productswith absolutereturn character 0.00Equity-orientedproducts 0.00





Investment policyThe investment objective of the Credit SuisseTriamant Income Oriented (EUR) is primarilyreal-term capital preservation and generation ofprofit using current income. The fund is managedas an umbrella fund (fund of funds) and investswithin the different asset categories in differentmarkets, sectors and currencies worldwide. Thebond or money market quota accounts for atleast 50% of the net asset value (NAV) of thefund. Besides the traditional investmentinstruments also Alternative Investments areconsidered by the implementation of thestrategy. These investment vehicles are usuallyreserved for selected investors only.

Fund facts


Bloomberg ticker CSTREIE SW






RealEstate


Allocation of bonds in %Traditional Bonds 60.95Inflation Linked Bonds 13.06Asset Backed Securities 8.09High Yield Bonds 7.10Emerging Market Debt 6.76Convertible Bonds 4.04Total 100.00




assetsCS Rel. Ret. Engineered EUR 10.30Sicav II Aberdeen Bond EUR 10.00CS HFRX Tracker EUR 8.70CS SIF Gl. Infl. linked EUR 7.26Easy ETF FTSE Epra Eurozone 5.75Aberdeen Gl Sicav Em Mkt EqFd

5.13

Swisscanto Sicav II Bond EUR 4.78BNY Mellon Euroland Bond Fd 4.52CS SIF Global ABS EUR 4.50Invesco Euro Corporate Bd. Fd. 4.25Total 65.19


196



Fund managerCredit Suisse AG, Index Solutions Team

Location ZurichFund domicile SwitzerlandFund currency CHFUcits III-Compliant NoClose of financial year 31. MayTotal net assets (in mil.) 248.73Inception date 02.07.2009Management fee in % p.a. 0.15Total expense ratio (ex ante) in % 0.20Reference Index SBI Domestic Govt. 1-3Y (RI) (Mid)Reference Index Bloomberg Ticker SBGM1TUnit Class Category A

(distribution)

ISIN CH0102530786

Valor no. 10253078

Income treatment distributionLast distribution 17.01.2012Distribution value 1.68EU taxation In scope - tax

Fund 2


CS ETF (CH) on SBI Domestic Government 1-3Class A


2009 2010 2011 201299

100

101

102

103

-1%

0%

1%

2%

3%

0.4

1.0

0.2

0.7

1.3

0.3

CS ETF (CH) on SBI Domestic Government1-3


SBI Domestic Govt. 1-3Y (RI) (Mid)Yearly or year-to-date performance respectively(Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund 0.41 0.48 0.20 1.15 - -Reference Index 0.43 0.54 0.26 1.35 - -

Maturities in years

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

0-1 1-2 2-3 3-4 4-5 5-7 7-10 -20 -30 >30

Asset Allocation in %Fixed Income 99.86Cash/Cash Equivalents 0.14Total 100.00




Credit Ratings in %

AAA 100.00AA (Bucket) 0.00A (Bucket) 0.00BBB (Bucket) 0.00BB (Bucket) 0.00B (Bucket) 0.00CCC (Bucket) 0.00CC 0.00Not rated 0.00Others 0.00


assetsSwiss Government 4.250 06.01.14 71.19Swiss Government 2.000 09.11.14 28.81Total 100.00

Investment policyThe Swiss Bond Index Domestic Government1-3 is a sub-index of the SWX Bond IndexSBI®. The index consists of Swiss governmentbonds with remaining maturities between oneand three years. The index is calculated by SIXSwiss Exchange in CHF.

Fund facts


Bloomberg ticker CSBGC3 SW


Number of holdings

Listing and Trading InformationExchange Listing Date Trading

CurrencyTrading Hours(Local Time)

Bloomberg Ticker Reuters RIC

SIX Swiss Exchange 03.07.2009 CHF 09:00 - 17:30 CSBGC3 SW CSBGC3.S


CS

ETF



197


Location ZurichFund domicile SwitzerlandFund currency CHFUcits III-Compliant NoClose of financial year 31. MayTotal net assets (in mil.) 605.68Inception date 18.11.2003Management fee in % p.a. 0.15Total expense ratio (ex ante) in % 0.19Reference Index

SBI Domestic Govt. 3-7Y (RI) (Mid) (01/05)Reference Index Bloomberg Ticker SBGM3TUnit Class Category A

(distribution)

ISIN CH0016999846

Valor no. 1699984


Fund 5




2007 2008 2009 2010 2011 201295

100

105

110

115

120

125

-5%

0%

5%

10%

15%

20%

25%

1.1

8.1

3.42.1

5.4

0.81.2

8.4

3.72.4

5.7

0.9



SBI Domestic Govt. 3-7Y (RI) (Mid) (01/05)Yearly or year-to-date performance respectively(Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund 0.60 0.68 0.78 6.03 11.11 23.74Reference Index 0.63 0.74 0.87 6.29 12.00 25.20

Maturities in years

0%

10%

20%

30%

40%

50%

60%

0-1 1-2 2-3 3-4 4-5 5-7 7-10 -20 -30 >30





Credit Ratings in %



assetsSwiss Government 3.000 08.01.18 27.24Swiss Government 2.500 12.03.16 25.11Swiss Government 4.250 05.06.17 22.99Swiss Government 3.750 10.06.15 13.90Swiss Government 2.000 12.10.16 10.76Total 100.00

Investment policyThe Swiss Bond Index Domestic Government3-7 is a sub-index of the SWX Bond IndexSBI®. It comprises Swiss government bondswith a term to maturity of three to seven years.The index is calculated in CHF by SIX SwissExchange.

Fund facts




Number of holdings






198





SBI Domestic Govt. 7-15Y (RI) (Mid) (01/05)Reference Index Bloomberg Ticker SBGM7TUnit Class Category A

(distribution)

ISIN CH0016999861

Valor no. 1699986


Fund 5




2007 2008 2009 2010 2011 201290

100

110

120

130

140

-10%

0%

10%

20%

30%

40%

-3.9

12.4

4.5 5.610.1

2.1

-3.7

12.7

4.9 5.910.5

2.3



SBI Domestic Govt. 7-15Y (RI) (Mid) (01/05)Yearly or year-to-date performance respectively(Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund 1.43 1.52 2.11 12.33 27.66 40.65Reference Index 1.49 1.62 2.25 12.68 28.95 42.78

Maturities in years

0%5%

10%15%20%25%30%35%40%45%50%

0-1 1-2 2-3 3-4 4-5 5-7 7-10 -20 -30 >30





Credit Ratings in %



assetsSwiss Government 3.000 12.05.19 27.61Swiss Government 4.000 11.02.23 24.03Swiss Government 2.250 06.07.20 21.28Swiss Government 2.000 28.04.21 15.85Swiss Government 2.000 25.05.22 11.23Total 100.00

Investment policyThe Swiss Bond Index Domestic Government7-15 is a sub-index of the SWX Bond IndexSBI®. It comprises Swiss government bondswith a term to maturity of more than seven years.The index is calculated in CHF by SIX SwissExchange.

Fund facts




Number of holdings






CS

ETF



199


Location ZurichFund domicile SwitzerlandFund currency CHFUcits III-Compliant NoClose of financial year 31. MayTotal net assets (in mil.) 450.37Inception date 29.06.2007Management fee in % p.a. 0.35Total expense ratio (ex ante) in % 0.39Reference Index SLI Swiss Leader Index (RI)Reference Index Bloomberg Ticker SLICUnit Class Category A

(distribution)

ISIN CH0031768937

Valor no. 3176893

Income treatment distributionLast distribution 23.04.2012Distribution value 0.52EU taxation In scope - no tax

Fund 30


CS ETF (CH) on SLI®Class A


2007 2008 2009 2010 2011 201240

60

80

100

120

140

-60%

-40%

-20%

0%

20%

40%

-37.4

29.7

3.6

-11.7

2.8

-37.3

30.3

4.0

-11.3

2.9

CS ETF (CH) on SLI® Yearly or year-to-date performance respectively (Fund)SLI Swiss Leader Index (RI) Yearly or year-to-date performance respectively (Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund -4.87 -4.04 2.77 -11.83 15.83 -Reference Index -4.84 -3.94 2.94 -11.49 17.20 -

Sectors in %

Health Care 26.21Financials 24.65Consumer Goods 17.50Industrials 17.01Basic Materials 8.09Oil & Gas 3.79Telecommunications 2.26Technology 0.48Free Cash 0.01

Investment policyThe Swiss Leader Index (SLI)® comprises the30 largest, most liquid stocks on the Swissequity market. In contrast with acapitalization-weighted index, the indexweighting of individual stocks is limited in the SLI:The index weighting of the four stocks with thehighest stock market capitalization is limited to9%, and that of all other stocks to 4.5%. Theindex is calculated on a real-time basis in CHF.

Fund facts


Bloomberg ticker CSSLI SW


Number of holdings



Top 10 Holdings in %Novartis 9.80Nestlé 9.44Roche 9.29UBS 8.55Syngenta 5.08Swiss Re 4.99Richemont 4.75Zurich Fin. Services 4.17ABB 3.98Transocean Inc 3.79Total 63.83




SIX Swiss Exchange 02.07.2007 CHF 09:00 - 17:30 CSSLI SW CSSLI.S


200




Location ZurichFund domicile SwitzerlandFund currency CHFUcits III-Compliant NoClose of financial year 31. MayTotal net assets (in mil.) 3'112.34Inception date 06.10.1999Management fee in % p.a. 0.35Total expense ratio (ex ante) in % 0.39Reference Index SMI (RI)Reference Index Bloomberg Ticker SMICUnit Class Category A

(distribution)

ISIN CH0008899764

Valor no. 889976


Fund 20


CS ETF (CH) on SMI®Class A


2007 2008 2009 2010 2011 20125060708090

100110120130

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

0%10%20%30%

-1.8

-33.0

21.6

0.8

-5.0

1.9

-1.4

-32.8

22.1

1.2

-4.6

2.1

CS ETF (CH) on SMI® Yearly or year-to-date performance respectively (Fund)SMI (RI) Yearly or year-to-date performance respectively (Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund -3.84 -1.75 1.88 -7.82 19.38 -28.71Reference Index -3.81 -1.65 2.06 -7.46 20.77 -27.35

Sectors in %

Health Care 35.81Consumer Goods 31.12Financials 16.14Industrials 8.70Basic Materials 5.14Oil & Gas 1.99Telecommunications 1.10Free Cash 0.00

Investment policyThe Swiss Market Index® is weighted inaccordance with the free-float value of Swissequities with a high market capitalization. Itcomprises the 20 largest, most liquid stocks onthe Swiss equity market, and represents around85% of the total market capitalization. The indexis calculated on a real-time basis in CHF.

Fund facts


Bloomberg ticker CSSMI SW


Number of holdings



Top 10 Holdings in %Nestlé 25.46Novartis 18.44Roche 14.93UBS 5.50ABB 4.93Zurich Fin. Services 4.10Syngenta 4.09Richemont 4.05CS Group 2.97Swiss Re 2.68Total 87.15




SIX Swiss Exchange 15.03.2001 CHF 09:00 - 17:30 CSSMI SW CSSMI.SDeutsche Boerse 04.04.2003 EUR 09:00 - 17:30 XMT GY XMT.DE


CS

ETF



201


Location ZurichFund domicile SwitzerlandFund currency CHFUcits III-Compliant NoClose of financial year 31. MayTotal net assets (in mil.) 934.23Inception date 08.12.2004Management fee in % p.a. 0.45Total expense ratio (ex ante) in % 0.49Reference Index SMI MID (RI)Reference Index Bloomberg Ticker SMIMCUnit Class Category A

(distribution)

ISIN CH0019852802

Valor no. 1985280


Fund 30


CS ETF (CH) on SMIM®Class A


2007 2008 2009 2010 2011 20125060708090

100110120130140

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

0%10%20%30%40%

1.4

-41.1

30.6

16.5

-20.4

2.01.6

-40.8

31.2

17.0

-19.9

2.2

CS ETF (CH) on SMIM® Yearly or year-to-date performance respectively (Fund)SMI MID (RI) Yearly or year-to-date performance respectively (Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund -6.63 -5.07 2.01 -18.80 13.29 -36.19Reference Index -6.60 -4.98 2.17 -18.34 14.93 -34.85

Sectors in %

Industrials 34.31Financials 25.63Consumer Goods 16.63Health Care 10.38Consumer Services 6.16Basic Materials 3.52Technology 3.35Free Cash 0.02

Investment policyThe Swiss Market Index Mid (SMIM®) isweighted in accordance with the free-float valueof Swiss equities with an average marketcapitalization. It comprises the 30 largest, mostliquid stocks on the Swiss equity market that arenot listed on the SMI®. The index is calculatedon a real-time basis in CHF.

Fund facts


Bloomberg ticker CSSMIM SW


Number of holdings



Top 10 Holdings in %Geberit 9.02Kühne & Nagel 6.97Schindler Holding PC 6.29Sonova Holding AG 5.38Swiss Prime Site AG 5.07Aryzta 4.84Sika 4.55Lindt & Sprüngli AG 4.49Swatch Group 4.15Baloise 3.61Total 54.38




SIX Swiss Exchange 09.12.2004 CHF 09:00 - 17:30 CSSMIM SW CSSMIM.S


202




Location ZurichFund domicile IrelandFund currency USDUcits III-CompliantClose of financial year 31. JulyTotal net assets (in mil.) 20.76Inception date 01.02.2011Management fee in % p.a. 0.57Total expense ratio (TER) in % 0.65Reference Index

CS Global Alternative Energy Index (NR)Reference Index Bloomberg Ticker CSAETRUSUnit Class Category B

(capital growth)

ISIN IE00B3YKW880

Valor no. 12057883

Income treatment AccumulationEU taxation In scope - no tax

Fund 30


CS ETF (IE) on CS Global Alternative EnergyClass B


2011 201260

70

80

90

100

110

-40%

-30%

-20%

-10%

0%

10%

-13.4 -13.6

CS ETF (IE) on CS Global Alternative Energy Yearly or year-to-date performance respectively (Fund)CS Global Alternative Energy Index (NR) Yearly or year-to-date performance respectively (Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund -12.55 -21.16 -13.45 -35.00 - -Reference Index -12.73 -21.27 -13.57 -35.40 - -

Sectors in %

Natural gas 21.39Bioenergy / biofuels 21.23Geothermal energy / hydropower / fuel cells / batteries 19.85Solar energy 19.60Wind energy 17.93Cash/Cash Equivalents 0.00

Countries in %

USA 39.53South Korea 13.65Spain 8.07United Kingdom 6.95Singapore 6.55Portugal 3.91Russia 3.69Canada 3.10Chile 3.01Others 11.53

Investment policyThe investment objective of the Fund is to deliverthe net total return performance of the ReferenceIndex (being the Credit Suisse Global AlternativeEnergy Total Return), less the fees and expensesof the Fund. The Reference Index is a globalequity index denominated in USD and offersexposure to companies active in the alternativeenergy sector.

Fund facts

Yes


Bloomberg ticker CSAE SW


Number of holdings



Top 10 Holdings in %Applied Materials 9.86NEXTERA Energy 7.95LG Chemicals 7.87Archer-Daniels Midl. 7.82BG 6.98Iberdrola 6.63WILMAR Intern. 6.58EDP-Energias de Protugal 3.93Apache Corp 3.33Anadarko Petroleum 3.25Total 64.19




SIX Swiss Exchange 10.02.2011 USD 09:00 - 17:30 CSAE SW CSAE.SDeutsche Boerse 15.02.2011 EUR 09:00 - 17:30 CEBP GY CEBP.DEBorsa Italiana 22.02.2011 EUR 09:00 - 17:25 CSAE IM CSAE.MILondon Stock Exchange 24.02.2011 USD,

GBx08:00 - 16:30 CSAE LN,

CAE1 LNCSAE.L,CAE1.L

Euronext 10.03.2011 EUR CSAE FP CSAE.PA


CS

ETF



203


Fund domicile IrelandFund currency USDUcits III-CompliantClose of financial year 31. JulyTotal net assets (in mil.) 93.73Inception date 20.08.2010Management fee in % p.a. 0.32Total expense ratio (TER) in % 0.50Swap spread 1.22Reference Index

CSI 300, customised by conversion into USD andre-investment of net dividends

ISIN IE00B5VG7J94

Valor no. 11476342


No. of Reference Index Constituents 300


CS ETF (IE) on CSI 300SWAP-BASED


2010 2011 201270

80

90

100

110

120

-30%

-20%

-10%

0%

10%

20%

-21.3

9.7

-20.7

10.5

CS ETF (IE) on CSI 300Yearly or year-to-date performance respectively(Fund)

CSI 300, customised by conversion into USD andre-investment of net dividends

Yearly or year-to-date performance respectively(Reference Index)


1 month 3 months YTD 1 year 3 years 5 yearsFund -1.23 -2.04 9.71 -11.42 - -Reference Index -1.09 -1.61 10.50 -10.33 - -

Sector Weightings of the Reference Index (%)

Financials 35.82Industrials 15.93Materials 13.84Energy 8.46Consumer Discretionary 8.00Consumer Staples 7.99Health Care 4.30Utilities 2.50Information Technology 2.30Telecommunication Services 0.86

Countries in %China 100.00



Top 10 Reference IndexConstituentsChina Merchants Bank 2.83China Minsheng Banking 2.83Ping an Insurance 2.76Bank of Communications Co. Ltd. 2.07Industrial Bank Co. Ltd. 1.98Kweichow Moutai Co. Ltd. 1.93Shanghai Pudong Dev.Bank Co. Ltd. 1.93Citic Securities 1.86China Vanke 1.76China Shenhua Energy 1.69Total 21.64

Reference Index DescriptionThe investment objective of the Fund is to deliverthe performance of the Reference Index (beingthe CSI 300), less the fees and expenses ofthe Fund. The Reference Index is a freefloat-adjusted market capitalisation-weightedindex intended to reflect the performance of"A-Shares" (which are securities issued bycompanies incorporated in the People`s Republicof China excluding Hong Kong (the "PRC"), thatare traded on the Shanghai and Shenzhen stockexchanges and quoted in Chinese Yuan ("CNY"),by targeting, broadly, the 300 stocks with thelargest market capitalisation and greatest liquiditywithin all A-Shares traded on these exchanges.

Investors should note that offshore ETFs thatinvest in the China A-shares markets haveknown to trade in larger-than-normal premiumsor discounts on secondary markets, reflective ofthe restrictive nature of the Qualified ForeignInstitutional Investors (QFII) program.

Fund facts

Yes

Bloomberg ticker CSCSI3 SW

Net asset value (NAV) per share 96.13

Reference Index Facts




SIX Swiss Exchange 26.08.2010 USD 09:00 - 17:30 CSCSI3 SW CSCSI3.SDeutsche Boerse 09.09.2010 EUR 09:00 - 17:30 CEBH GY CEBH.DEBorsa Italiana 15.09.2010 EUR 09:00 - 17:25 CSCSI3 IM CSCSI3.MILondon Stock Exchange 15.09.2010 USD,

GBx08:00 - 16:30 CCSI LN,

CCS1 LNCCSI.L,CCS1.L

Euronext 18.01.2011 EUR CCSI FP -


204




Location ZurichFund domicile IrelandFund currency USDUcits III-CompliantClose of financial year 31. JulyTotal net assets (in mil.) 93.74Inception date 26.01.2010Management fee in % p.a. 0.22Total expense ratio (TER) in % 0.33Reference Index DJ Industrials (NR)Reference Index Bloomberg Ticker DJINRUnit Class Category B

(capital growth)

ISIN IE00B53L4350

Valor no. 10737611


Fund 30


CS ETF (IE) on Dow Jones Industrial AverageSMClass B


2010 2011 201295

100105110115120125130135140

-5%0%5%

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

7.6

2.3

7.5

2.3

CS ETF (IE) on Dow Jones IndustrialAverageSM


DJ Industrials (NR)Yearly or year-to-date performance respectively(Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund -5.90 -3.81 2.34 0.60 - -Reference Index -5.94 -3.84 2.30 0.52 - -

Sectors in %

Industrials 20.44Technology 17.52Consumer Services 15.28Oil & Gas 10.80Consumer Goods 10.70Financials 9.70Health Care 7.44Telecommunications 4.63Basic Materials 3.47Free Cash 0.02

Investment policyThe investment objective of the Fund is to deliverthe net total return performance of the ReferenceIndex (being the Dow Jones IndustrialAverageSM), less the fees and expenses of theFund. The Reference Index is an equity indexof securities comprising large and well-knowncompanies incorporated in the US. The indexcovers all industries but transportation andutilities, and the components are selected at thediscretion of the Wall Street Journal editors. TheReference Index is price-weighted andrepresents US companies that are available toinvestors world wide and provides arepresentation of 15 sectors with 30 constituentsas of 03 September 2009.

Fund facts

Yes


Bloomberg ticker CSINDU SW


Number of holdings



Top 10 Holdings in %IBM 11.78Chevron Corp. 6.00McDonald's 5.46Caterpillar Intl. Finance 5.353M 5.16Exxon Mobil Corp. 4.80Coca-Cola 4.56United Technologies 4.53Boeing 4.25Wal-Mart Stores 4.02Total 55.91




SIX Swiss Exchange 27.01.2010 USD 09:00 - 17:30 CSINDU SW CSINDU.SDeutsche Boerse 10.03.2010 EUR 09:00 - 17:30 SXRU GY SXRU.DEBorsa Italiana 10.03.2010 EUR 09:00 - 17:25 CSINDU IM CSINDU.MILondon Stock Exchange 15.09.2010 USD,

GBx08:00 - 16:30 CIND LN,

CID1 LNCIND.L,CID1.L

Euronext 18.01.2011 EUR CIND FP CIND.PA


CS

ETF



205


Location ZurichFund domicile IrelandFund currency EURUcits III-CompliantClose of financial year 31. JulyTotal net assets (in mil.) 25.63Inception date 24.01.2011Management fee in % p.a. 0.04Total expense ratio (TER) in % 0.14Swap spread 0.00Reference Index CS EONIA Index (RI)Reference Index Bloomberg Ticker CSMMEUTRISIN IE00B42SXC22

Valor no. 12057885



CS ETF (IE) on EONIASWAP-BASED


2011 2012100

101

0%

1%

0.10.2

CS ETF (IE) on EONIA Yearly or year-to-date performance respectively (Fund)CS EONIA Index (RI) Yearly or year-to-date performance respectively (Benchmark)



Replication MethodThe fund seeks to achieve its investment objective by investing into swaps. Investors should notethat while the use of swaps is an efficient way for the fund to achieve its investment objective, theuse of these derivatives also involves risks for investors, including the risk that the swap counterpartydefaults. However investors should note that this counterparty exposure will be managed in accordancewith the UCITS III investment restrictions. The swaps will be reset each business day, and the swapcounterparty is expected to be Credit Suisse Securities (Europe) Limited. Swaps are expected tobe backed by high-quality, liquid blue chip European equities (“Substitute Basket”) with full detailspublished daily on the CS ETF website: www.csetf.com. In the unlikely event of a default of the swapcounterparty, investors will only be exposed to the assets in the Substitute Basket.Further risks relating to the Funds are set out in the Fund Profile and under the heading “Risk Factors”in the Funds’ prospectus, available from www.csetf.com.



Reference Index DescriptionThe investment objective of the Fund is to deliverthe net total return performance of the ReferenceIndex (being the Credit Suisse EONIA TotalReturn), less the fees and expenses of the Fund.The Reference Index is a money market indexdenominated in EUR.

Fund facts

Yes

Bloomberg ticker CSEO SW





SIX Swiss Exchange 10.02.2011 EUR 09:00 - 17:30 CSEO SW CSEO.SDeutsche Boerse 15.02.2011 EUR 09:00 - 17:30 CEBR GY CEBR.DEBorsa Italiana 22.02.2011 EUR 09:00 - 17:25 CSEO IM CSEO.MILondon Stock Exchange 24.02.2011 EUR,

GBx08:00 - 16:30 CSEO LN,

CEO1 LNCSEO.L,CEO1.L

Euronext 10.03.2011 EUR CSEO FP CSEO.PA


206




Location ZurichFund domicile IrelandFund currency EURUcits III-CompliantClose of financial year 31. JulyTotal net assets (in mil.) 134.24Inception date 26.01.2010Management fee in % p.a. 0.06Total expense ratio (TER) in % 0.20Reference Index EURO STOXX 50 (NR)Reference Index Bloomberg Ticker SX5TUnit Class Category B

(capital growth)

ISIN IE00B53L3W79

Valor no. 10737573


Fund 54


CS ETF (IE) on EURO STOXX 50®Class B


2010 2011 201280

85

90

95

100

105

110

115

-20%

-15%

-10%

-5%

0%

5%

10%

15%

-14.0

-5.7

-14.1

-6.1

CS ETF (IE) on EURO STOXX 50® Yearly or year-to-date performance respectively (Fund)EURO STOXX 50 (NR) Yearly or year-to-date performance respectively (Benchmark)



Sectors in %

Financials 21.77Consumer Goods 20.31Basic Materials 10.50Oil & Gas 10.37Industrials 9.80Utilities 7.42Telecommunications 6.89Health Care 5.49Technology 4.13Others 3.31

Countries in %

France 36.71Germany 33.92Spain 10.64Italy 8.13Netherlands 5.73Belgium 3.31Ireland 0.81Finland 0.65Others 0.11

Investment policyThe investment objective of the Fund is to deliverthe net total return performance of the ReferenceIndex (being the EURO STOXX 50®), less thefees and expenses of the Fund. The ReferenceIndex is an equity index of securities with a largemarket capitalisation generally incorporated inthe Eurozone. Securities listed on Europeanexchanges are eligible for inclusion.

Fund facts

Yes


Bloomberg ticker CSSX5E SW


Number of holdings



Top 10 Holdings in %Total 6.28Sanofi-Aventis 5.50Siemens 4.67BASF 4.21SAP 3.49Bayer 3.44ENI 3.36Anheuser 3.31Unilever 3.19Banco Santander 3.17Total 40.61




SIX Swiss Exchange 27.01.2010 EUR 09:00 - 17:30 CSSX5E SW CSSX5E.SDeutsche Boerse 10.03.2010 EUR 09:00 - 17:30 SXRT GY SXRT.DEBorsa Italiana 10.03.2010 EUR 09:00 - 17:25 CSSX5E IM CSSX5E.MILondon Stock Exchange 15.09.2010 EUR,

GBx08:00 - 16:30 CSX5 LN,

CS51 LNCSX5.L,CS51.L

Euronext 18.01.2011 EUR CSX5 FP CSX5.PA


CS

ETF



207


Location ZurichFund domicile IrelandFund currency USDUcits III-CompliantClose of financial year 31. JulyTotal net assets (in mil.) 5.59Inception date 31.01.2011Management fee in % p.a. 0.04Total expense ratio (TER) in % 0.14Swap spread 0.22Reference Index CS Fed Funds Index (RI)Reference Index Bloomberg Ticker CSMMUSTRISIN IE00B3XDJG53

Valor no. 12057884



CS ETF (IE) on Fed Funds Effective RateSWAP-BASED


2011 201299

100

101

-1%

0%

1%

-0.1

0.1

CS ETF (IE) on Fed Funds Effective Rate Yearly or year-to-date performance respectively (Fund)CS Fed Funds Index (RI) Yearly or year-to-date performance respectively (Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund -0.02 -0.06 -0.10 -0.17 - -Reference Index 0.01 0.04 0.05 0.10 - -

Replication MethodThe fund seeks to achieve its investment objective by investing into swaps. Investors should notethat while the use of swaps is an efficient way for the fund to achieve its investment objective, theuse of these derivatives also involves risks for investors, including the risk that the swap counterpartydefaults. However investors should note that this counterparty exposure will be managed in accordancewith the UCITS III investment restrictions. The swaps will be reset each business day, and the swapcounterparty is expected to be Credit Suisse Securities (Europe) Limited. Swaps are expected tobe backed by high-quality, liquid blue chip European equities (“Substitute Basket”) with full detailspublished daily on the CS ETF website: www.csetf.com. In the unlikely event of a default of the swapcounterparty, investors will only be exposed to the assets in the Substitute Basket.Further risks relating to the Funds are set out in the Fund Profile and under the heading “Risk Factors”in the Funds’ prospectus, available from www.csetf.com.



Reference Index DescriptionThe investment objective of the Fund is to deliverthe net total return performance of the ReferenceIndex (being the Credit Suisse Fed FundsEffective Rate Total Return), less the fees andexpenses of the Fund. The Reference Index is amoney market index denominated in USD.

Fund facts

Yes

Bloomberg ticker CSFF SW





SIX Swiss Exchange 10.02.2011 USD 09:00 - 17:30 CSFF SW CSFF.SDeutsche Boerse 15.02.2011 EUR 09:00 - 17:30 CEBQ GY CEBQ.DEBorsa Italiana 22.02.2011 EUR 09:00 - 17:25 CSFF IM CSFF.MILondon Stock Exchange 24.02.2011 USD,

GBx08:00 - 16:30 CSFF LN,

CFF1 LNCSFF.L,CFF1.L

Euronext 10.03.2011 EUR CSFF FP CSFF.PA


208




Location ZurichFund domicile IrelandFund currency GBPUcits III-CompliantClose of financial year 31. JulyTotal net assets (in mil.) 60.41Inception date 26.01.2010Management fee in % p.a. 0.22Total expense ratio (TER) in % 0.33Reference Index FTSE 100 (RI)Reference Index Bloomberg Ticker TUKXGUnit Class Category B

(capital growth)

ISIN IE00B53HP851

Valor no. 10737489


Fund 104


CS ETF (IE) on FTSE 100Class B


2010 2011 201295

100

105

110

115

120

125

-5%

0%

5%

10%

15%

20%

25%

-2.5 -2.9-2.2 -2.7

CS ETF (IE) on FTSE 100 Yearly or year-to-date performance respectively (Fund)FTSE 100 (RI) Yearly or year-to-date performance respectively (Benchmark)



Sectors in %

Oil & Gas 19.21Financials 17.06Consumer Goods 15.85Basic Materials 11.11Health Care 8.84Consumer Services 8.46Telecommunications 7.40Industrials 6.48Utilities 4.78Others 0.81

Investment policyThe investment objective of the Fund is to deliverthe net total return performance of the ReferenceIndex (being the FTSE 100), less the fees andexpenses of the Fund. The Reference Index isan equity index of securities with a large marketcapitalisation generally incorporated in UK.Securities listed on the London Stock Exchangeare eligible for inclusion.

Fund facts

Yes


Bloomberg ticker CSUKX SW


Number of holdingsFund statistics

1 year 3 yearsAnnualized volatility in % 14.83 -Tracking Error (Ex post) 0.05 -Beta 1.00 -

Top 10 Holdings in %HSBC Holdings 6.69Vodafone 6.26BP 5.39Royal Dutch Shell 'A' 5.30GlaxoSmithKline 5.29British Am. Tobacco 4.37Royal Dutch Shell 'B' 4.05BG 3.04Rio Tinto 2.85Diageo Cap 2.82Total 46.05




SIX Swiss Exchange 27.01.2010 GBP 09:00 - 17:30 CSUKX SW CSUKX.SDeutsche Boerse 10.03.2010 EUR 09:00 - 17:30 SXRW GY SXRW.DEBorsa Italiana 10.03.2010 EUR 09:00 - 17:25 CSUKX IM CSUKX.MILondon Stock Exchange 15.09.2010 GBx 08:00 - 16:30 CUKX LN CUKX.LEuronext 18.01.2011 EUR CUKX FP CUKX.PA


CS

ETF



209


Location ZurichFund domicile IrelandFund currency EURUcits III-CompliantClose of financial year 31. JulyTotal net assets (in mil.) 13.20Inception date 26.01.2010Management fee in % p.a. 0.20Total expense ratio (TER) in % 0.33Reference Index FTSE MIB (RI)Reference Index Bloomberg Ticker TFTMIBEUnit Class Category B

(capital growth)

ISIN IE00B53L4X51

Valor no. 10737596


Fund 44


CS ETF (IE) on FTSE MIBClass B


2010 2011 201260

70

80

90

100

110

-40%

-30%

-20%

-10%

0%

10%

-22.6

-13.6

-22.0

-13.0

CS ETF (IE) on FTSE MIB Yearly or year-to-date performance respectively (Fund)FTSE MIB (RI) Yearly or year-to-date performance respectively (Benchmark)



Sectors in %

Financials 28.79Oil & Gas 21.97Utilities 17.92Industrials 9.94Consumer Goods 8.71Telecommunications 4.81Basic Materials 4.18Technology 1.80Consumer Services 1.49Others 0.39

Investment policyThe investment objective of the Fund is to deliverthe net total return performance of the ReferenceIndex (being the FTSE MIB), less the fees andexpenses of the Fund. The Reference Index is anequity index of securities comprising the 40 mostliquid and largest capitalised stocks listed on theBorsa Italiana selected by the FTSE Italia JointExecutive Group.

Fund facts

Yes


Bloomberg ticker CSMIB SW




Top 10 Holdings in %ENI 16.55Enel 10.36Unicredit Spa 7.68Intesa Sanpaolo 7.07Assicurazioni Gen. 7.06Saipem Spa 5.43Telecom Italia 4.82FIAT Ind. 4.57Tenaris 4.18Snam Rete Gas 3.62Total 71.32




SIX Swiss Exchange 27.01.2010 EUR 09:00 - 17:30 CSMIB SW CSMIB.SDeutsche Boerse 10.03.2010 EUR 09:00 - 17:30 SXRY GY SXRY.DEBorsa Italiana 10.03.2010 EUR 09:00 - 17:25 CSMIB IM CSMIB.MILondon Stock Exchange 15.09.2010 EUR,

GBx08:00 - 16:30 CMIB LN,

CMB1 LNCMIB.L,CMB1.L

Euronext 18.01.2011 EUR CMIB FP CMIB.PA


210



Fund 36


Location ZurichFund domicile IrelandFund currency EURUcits III-CompliantClose of financial year 31. JulyTotal net assets (in mil.) 172.65Inception date 02.06.2009Management fee in % p.a. 0.12Total expense ratio (TER) in % 0.23Reference Index

Markit iBoxx EUR Sov. 1-3Y (RI) (Mid) (06/10)Reference Index Bloomberg Ticker IBOXXMJNUnit Class Category B

(capital growth)

ISIN IE00B3VTMJ91

Valor no. 10200506

Income treatment AccumulationEU taxation In scope - tax


CS ETF (IE) on iBoxx EUR Govt 1-3Class B


2009 2010 2011 2012100

101

102

103

104

105

106

107

0%

1%

2%

3%

4%

5%

6%

7%

0.1

2.2

1.00.9

2.5

1.1

CS ETF (IE) on iBoxx EUR Govt 1-3 Yearly or year-to-date performance respectively (Fund)Markit iBoxx EUR Sov. 1-3Y (RI) (Mid) (06/10)




Maturities in years

0%

10%

20%

30%

40%

50%

60%

0-1 1-2 2-3 3-4 4-5 5-7 7-10 -20 -30 >30


Number of holdings




Credit Ratings in %

AAA 31.87AA+ 25.48AA 5.93A- 3.30BBB+ 33.42


assetsGermany 4.250 04.01.14 5.20Netherlands Gov. 1.000 15.01.14 4.86Germany 3.750 04.01.15 4.71Germany 4.250 04.07.14 4.57France GOVT 4.000 25.10.13 4.53Germany 3.750 04.07.13 4.46France 3.000 12.07.14 4.23France 3.500 25.04.15 4.09Italy 4.250 01.08.14 4.08Kingdom of Spain 4.750 30.07.14 4.03Total 44.75

Investment policyThe investment objective of the Fund is toreplicate the performance of the Reference Index(being the Markit iBoxx EUR Sovereigns 1-3Index (less fees and expenses)). The ReferenceIndex is a bond index including sovereign bondsissued by governments in the Eurozone with aremaining maturity of between one and threeyears.

Fund facts

Yes


Bloomberg ticker CSBGE3 SW


Countries in %Germany 24.23Italy 24.13France 21.88Spain 11.42Netherlands 6.29Belgium 5.93Austria 3.60Finland 1.34Ireland 1.17




SIX Swiss Exchange 03.07.2009 EUR 09:00 - 17:30 CSBGE3 SW CSBGE3.SDeutsche Boerse 25.11.2009 EUR 09:00 - 17:30 SXRN GY SXRN.DEBorsa Italiana 16.10.2009 EUR 09:00 - 17:25 CSBGE3 IM CSBGE3.MILondon Stock Exchange 15.09.2010 EUR,

GBx08:00 - 16:30 CBE3 LN,

CE31 LNCBE3.L,CE31.L

Euronext 18.01.2011 EUR CBE3 FP CBE3.PA


CS

ETF



211

Fund 36



Markit iBoxx EUR Sov. 3-7Y (RI) (Mid) (06/10)Reference Index Bloomberg Ticker IBOXXMJPUnit Class Category B

(capital growth)

ISIN IE00B3VTML14

Valor no. 10200620





2009 2010 2011 2012100

102

104

106

108

110

112

0%

2%

4%

6%

8%

10%

12%

0.9

3.1 3.1

1.5

3.3 3.2




1 month 3 months YTD 1 year 3 years 5 yearsFund 0.00 -0.24 3.05 6.40 - -Reference Index 0.00 -0.18 3.20 6.65 - -

Maturities in years

0%5%

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

0-1 1-2 2-3 3-4 4-5 5-7 7-10 -20 -30 >30


Number of holdings




Credit Ratings in %

AAA 30.53AA+ 31.32AA 7.18BBB+ 30.97


assetsItaly 3.750 01.08.15 4.93Germany 4.000 04.01.18 4.49France GOVT 5.000 25.10.16 4.35Germany 4.250 04.07.17 4.20Germany 4.000 04.07.16 4.19France GOVT 3.250 25.04.16 4.11France GOVT 4.250 25.10.17 3.92Italy 3.750 01.08.16 3.64Germany 3.250 04.07.15 3.61Spain 3.150 31.01.16 3.60Total 41.03

Investment policyThe investment objective of the Fund is toreplicate the performance of the Reference Index(being the Markit iBoxx EUR Sovereigns 3-7Index (less fees and expenses)). The ReferenceIndex is a bond index including sovereign bondsissued by governments in the Eurozone with aremaining maturity of between three and sevenyears.

Fund facts

Yes




Countries in %France 25.93Germany 22.42Italy 20.63Spain 8.96Belgium 7.18Netherlands 6.23Austria 5.40Finland 1.88Ireland 1.38




SIX Swiss Exchange 03.07.2009 EUR 09:00 - 17:30 CSBGE7 SW CSBGE7.SDeutsche Boerse 25.11.2009 EUR 09:00 - 17:30 SXRP GY SXRP.DEBorsa Italiana 16.10.2009 EUR 09:00 - 17:25 CSBGE7 IM CSBGE7.MILondon Stock Exchange 15.09.2010 EUR,

GBx08:00 - 16:30 CBE7 LN,




212



Fund 39



Markit iBoxx EUR Sov. 7-10Y (RI) (Mid) (06/10)Reference Index Bloomberg Ticker IBOXXMJOUnit Class Category B

(capital growth)

ISIN IE00B3VTN290

Valor no. 10200633





2009 2010 2011 201298

100102104106108110112114

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

10%12%14%

-0.3

3.8

5.7

0.0

4.25.8





Maturities in years

0%10%20%30%40%50%60%70%80%90%

100%

0-1 1-2 2-3 3-4 4-5 5-7 7-10 -20 -30 >30


Number of holdings




Credit Ratings in %

AAA 31.14AA+ 27.62AA 6.36BBB+ 34.88


assetsFrance 3.500 25.04.20 5.31Germany 3.250 04.07.21 5.10Germany 3.250 04.01.20 4.53France OAT 2.500 25.10.20 4.31Italy 3.750 01.08.21 3.99Germany 2.500 04.01.21 3.52Germany 3.000 04.07.20 3.38Belgium 3.750 28.09.20 3.33France GOVT 3.750 25.10.19 3.32Italy 3.750 01.03.21 3.25Total 40.04

Investment policyThe investment objective of the Fund is toreplicate the performance of the Reference Index(being the Markit iBoxx EUR Sovereigns 7-10Index (less fees and expenses)). The ReferenceIndex is a bond index including sovereign bondsissued by governments in the Eurozone with aremaining maturity of between seven and tenyears.

Fund facts

Yes




Countries in %France 22.62Germany 21.74Italy 20.45Spain 10.83Netherlands 6.84Belgium 6.36Austria 5.00Ireland 3.59Finland 2.55




SIX Swiss Exchange 03.07.2009 EUR 09:00 - 17:30 CSBGE0 SW CSBGE0.SDeutsche Boerse 25.11.2009 EUR 09:00 - 17:30 SXRQ GY SXRQ.DEBorsa Italiana 16.10.2009 EUR 09:00 - 17:25 CSBGE0 IM CSBGE0.MILondon Stock Exchange 15.09.2010 EUR,

GBx08:00 - 16:30 CBE0 LN,




CS

ETF



213

Fund 26



Markit iBoxx Sov. Euro IL Nom. (RI) (Mid) (09/10)Reference Index Bloomberg Ticker IBOXPHA4Unit Class Category B

(capital growth)

ISIN IE00B3VTQ640

Valor no. 10200715



CS ETF (IE) on iBoxx EUR Inflation LinkedClass B


2009 2010 2011 201296

98

100

102

104

106

108

110

-4%

-2%

0%

2%

4%

6%

8%

10%

-0.2-1.2

5.1

-1.1 -0.7

5.2

CS ETF (IE) on iBoxx EUR Inflation Linked Yearly or year-to-date performance respectively (Fund)Markit iBoxx Sov. Euro IL Nom. (RI) (Mid) (09/10)



1 month 3 months YTD 1 year 3 years 5 yearsFund 0.25 -1.29 5.07 0.70 - -Reference Index 0.28 -1.19 5.18 1.11 - -

Maturities in years

0%

5%

10%

15%

20%

25%

0-1 1-2 2-3 3-4 4-5 5-7 7-10 -20 -30 >30


Number of holdings




Credit Ratings in %

AAA 14.10AA+ 56.35BBB+ 29.55


assetsFrance GOVT 2.250 25.07.20 7.72France OAT 1.000 25.07.17 7.67France OAT 1.600 25.07.15 6.34Germany 1.500 15.04.16 6.06Italy 2.150 15.09.14 5.34France OAT 2.500 25.07.13 5.21Buoni Poliennali 2.350 15.09.19 5.13France OAT 1.100 25.07.22 5.08Germany 1.750 15.04.20 5.03France OAT 3.150 25.07.32 4.73Total 58.31

Investment policyThe investment objective of the Fund is toreplicate the performance of the Reference Index(being the Markit iBoxx Euro SovereignsInflation-Linked Index (less fees and expenses)).The Reference Index reflects the performanceof the sovereign inflation-linked bond markets inthe Eurozone with a minimum outstanding paramount of 2bn Euros. Countries must have aninvestment grade domestic sovereign debt ratingin order to be included in the Reference Index.

Fund facts

Yes


Bloomberg ticker CSBILE SW


Countries in %France 56.35Italy 29.55Germany 14.10




SIX Swiss Exchange 03.07.2009 EUR 09:00 - 17:30 CSBILE SW CSBILE.SDeutsche Boerse 25.11.2009 EUR 09:00 - 17:30 SXRS GY SXRS.DEBorsa Italiana 16.10.2009 EUR 09:00 - 17:25 CSBILE IM CSBILE.MILondon Stock Exchange 15.09.2010 EUR,

GBx08:00 - 16:30 CBIE LN,

CIE1 LNCBIE.L,CIE1.L

Euronext 18.01.2011 EUR CBIE FP CBIE.PA


214



Fund 30



Markit iBoxx USD Treas. 1-3Y (RI) (Mid) (09/10)Reference Index Bloomberg Ticker IBOXPHA6Unit Class Category B

(capital growth)

ISIN IE00B3VWN179

Valor no. 10200789



CS ETF (IE) on iBoxx USD Govt 1-3Class B


2009 2010 2011 2012100

101

102

103

104

105

0%

1%

2%

3%

4%

5%

2.1

1.3

0.1

2.2

1.6

0.2

CS ETF (IE) on iBoxx USD Govt 1-3 Yearly or year-to-date performance respectively (Fund)Markit iBoxx USD Treas. 1-3Y (RI) (Mid) (09/10)




Maturities in years

0%5%

10%15%20%25%30%35%40%45%50%

0-1 1-2 2-3 3-4 4-5 5-7 7-10 -20 -30 >30


Number of holdings




Credit Ratings in %

AA+ 100.00


%Maturity as % of

assetsUS Treasury 2.375 30.09.14 7.10US Treasury 2.375 31.08.14 5.73US Treasury 2.375 28.02.15 5.09US Treasury 1.000 15.07.13 4.69United StatesTreasury Note/Bond

0.250 15.01.15 4.66

US Treasury 2.625 31.07.14 4.17US Treasury 2.625 31.12.14 4.08T-NTS United Statesof Am.

1.375 15.05.13 3.97

US Treasury 1.875 30.04.14 3.83US Treasury 0.250 15.12.14 3.81Total 47.12

Investment policyThe investment objective of the Fund is toreplicate the performance of the Reference Index(being the Markit iBoxx US Treasuries 1-3 Index(less fees and expenses)). The Reference Indexis a bond index including US government bondswith a remaining maturity between one and threeyears.

Fund facts

Yes


Bloomberg ticker CSBGU3 SW





SIX Swiss Exchange 03.07.2009 USD 09:00 - 17:30 CSBGU3 SW CSBGU3.SDeutsche Boerse 25.11.2009 USD 09:00 - 17:30 SXRK GY SXRK.DEBorsa Italiana 16.10.2009 EUR 09:00 - 17:25 CSBGU3 IM CSBGU3.MILondon Stock Exchange 15.09.2010 USD,

GBx08:00 - 16:30 CBU3 LN,

CU31 LNCBU3.L,CU31.L

Euronext 18.01.2011 EUR CBU3 FP CBU3.PA


CS

ETF



215

Fund 30




(capital growth)

ISIN IE00B3VWN393

Valor no. 10200795





2009 2010 2011 201295

100

105

110

115

120

-5%

0%

5%

10%

15%

20%

6.18.0

1.4

6.58.4

1.5





Maturities in years

0%5%

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

0-1 1-2 2-3 3-4 4-5 5-7 7-10 -20 -30 >30


Number of holdings




Credit Ratings in %

AA+ 100.00



Investment policyThe investment objective of the Fund is toreplicate the performance of the Reference Index(being the Markit iBoxx US Treasuries 3-7 Index(less fees and expenses)). The Reference Indexis a bond index including US government bondswith a remaining maturity between three andseven years.

Fund facts

Yes







SIX Swiss Exchange 03.07.2009 USD 09:00 - 17:30 CSBGU7 SW CSBGU7.SDeutsche Boerse 25.11.2009 USD 09:00 - 17:30 SXRL GY SXRL.DEBorsa Italiana 16.10.2009 EUR 09:00 - 17:25 CSBGU7 IM CSBGU7.MILondon Stock Exchange 15.09.2010 USD,

GBx08:00 - 16:30 CBU7 LN,




216



Fund 15




(capital growth)

ISIN IE00B3VWN518

Valor no. 10200800





2009 2010 2011 20129095

100105110115120125130135

-10%-5%0%5%

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

9.2

14.8

3.5

8.8

15.3

3.6





Maturities in years

0%10%20%30%40%50%60%70%80%90%

100%

0-1 1-2 2-3 3-4 4-5 5-7 7-10 -20 -30 >30


Number of holdings




Credit Ratings in %

AA+ 100.00


%Maturity as % of

assetsUS Treasury 3.625 15.02.20 8.96US Treasury 3.375 15.11.19 8.29US Treasury 3.500 15.05.20 7.83US Treasury 3.625 15.08.19 7.71United States ofAmerica

3.125 15.05.21 7.64

US Treasury 2.625 15.11.20 7.58US Treasury 2.625 15.08.20 7.44US Treasury 3.625 15.02.21 6.75US Treasury 2.125 15.08.21 6.37US Treasury 3.125 15.05.19 6.23Total 74.80

Investment policyThe investment objective of the Fund is toreplicate the performance of the Reference Index(being the Markit iBoxx US Treasuries 7-10Index (less fees and expenses)). The ReferenceIndex is a bond index including US governmentbonds with a remaining maturity between sevenand ten years.

Fund facts

Yes







SIX Swiss Exchange 03.07.2009 USD 09:00 - 17:30 CSBGU0 SW CSBGU0.SDeutsche Boerse 25.11.2009 USD 09:00 - 17:30 SXRM GY SXRM.DEBorsa Italiana 16.10.2009 EUR 09:00 - 17:25 CSBGU0 IM CSBGU0.MILondon Stock Exchange 15.09.2010 USD,

GBx08:00 - 16:30 CBU0 LN,




CS

ETF



217

Fund 33



Markit iBoxx TIPS IL Nom. (RI) (Mid) (09/10)Reference Index Bloomberg Ticker IBOXPHA5Unit Class Category B

(capital growth)

ISIN IE00B3VTPS97

Valor no. 10200702



CS ETF (IE) on iBoxx USD Inflation LinkedClass B


2009 2010 2011 2012100

105

110

115

120

125

130

135

0%

5%

10%

15%

20%

25%

30%

35%

6.1

13.5

4.66.3

14.3

4.7

CS ETF (IE) on iBoxx USD Inflation Linked Yearly or year-to-date performance respectively (Fund)Markit iBoxx TIPS IL Nom. (RI) (Mid) (09/10)




Maturities in years

0%

5%

10%

15%

20%

25%

30%

0-1 1-2 2-3 3-4 4-5 5-7 7-10 -20 -30 >30


Number of holdings




Credit Ratings in %

AA+ 100.00



Investment policyThe investment objective of the Fund is toreplicate the performance of the Reference Index(being the Markit iBoxx Tips Inflation-LinkedIndex (less fees and expenses)). The ReferenceIndex reflects the performance of the sovereigninflation-linked bond market in the United Stateswith a minimum outstanding par amount of 2bnUS Dollars.

Fund facts

Yes


Bloomberg ticker CSBILU SW





SIX Swiss Exchange 03.07.2009 USD 09:00 - 17:30 CSBILU SW CSBILU.SDeutsche Boerse 25.11.2009 USD 09:00 - 17:30 SXRR GY SXRR.DEBorsa Italiana 16.10.2009 EUR 09:00 - 17:25 CSBILU IM CSBILU.MILondon Stock Exchange 15.09.2010 USD,

GBx08:00 - 16:30 CBIU LN,

CIU1 LNCBIU.L,CIU1.L

Euronext 18.01.2011 EUR CBIU FP CBIU.PA


218




Location ZurichFund domicile IrelandFund currency USDUcits III-CompliantClose of financial year 31. JulyTotal net assets (in mil.) 42.66Inception date 24.08.2010Management fee in % p.a. 0.34Total expense ratio (TER) in % 0.50Reference Index MSCI Australia (NR)Reference Index Bloomberg Ticker NDDUASUnit Class Category B

(capital growth)

ISIN IE00B5V70487

Valor no. 11476347


Fund 69


CS ETF (IE) on MSCI AustraliaClass B


2010 2011 201280

90

100

110

120

130

140

-20%

-10%

0%

10%

20%

30%

40%

-11.4

-3.5

-11.0

-3.3

CS ETF (IE) on MSCI Australia Yearly or year-to-date performance respectively (Fund)MSCI Australia (NR) Yearly or year-to-date performance respectively (Benchmark)



Sectors in %

Financials 45.44Materials 24.31Consumer Staples 8.92Energy 6.82Industrials 4.98Health Care 3.76Telecommunication Services 1.94Consumer Discretionary 1.77Liquid Assets 0.12Others 1.93

Countries in %

Australia 99.88USA 0.00Others 0.12

Investment policyThe investment objective of the Fund is to deliverthe performance of the Reference Index (beingthe MSCI Australia Index Net USD), less thefees and expenses of the Fund. The ReferenceIndex is a free float-adjusted marketcapitalisation-weighted index intended to reflectthe performance of the Australian equity marketby targeting all companies with a marketcapitalization broadly within the top 85% of theAustralian investable equity universe, subject to aglobal minimum size requirement.

Fund facts

Yes


Bloomberg ticker CSAU SW


Number of holdings



Top 10 Holdings in %BHP Billiton 12.78Comm. Bk of Austral. 9.69Westpac 7.70ANZ Bank 6.95Nat. Australia Bk 6.24Woolworths 4.01Wesfarmers Ltd. 3.64Rio Tinto 3.06Woodside Petroleum 2.59Westfield 2.47Total 59.11




SIX Swiss Exchange 26.08.2010 USD 09:00 - 17:30 CSAU SW CSAU.SDeutsche Boerse 09.09.2010 EUR 09:00 - 17:30 CEBM GY CEBM.DEBorsa Italiana 15.09.2010 EUR 09:00 - 17:25 CSAU IM CSAU.MILondon Stock Exchange 15.09.2010 USD,

GBx08:00 - 16:30 CSAU LN,

CAU1 LNCSAU.L,CAU1.L

Euronext 18.01.2011 EUR CSAU FP -


CS

ETF



219


Location ZurichFund domicile IrelandFund currency USDUcits III-CompliantClose of financial year 31. JulyTotal net assets (in mil.) 77.87Inception date 25.08.2010Management fee in % p.a. 0.52Total expense ratio (TER) in % 0.65Reference Index MSCI Brazil (NR)Reference Index Bloomberg Ticker NDUEBRAFUnit Class Category B

(capital growth)

ISIN IE00B59L7C92

Valor no. 11476338


Fund 82


CS ETF (IE) on MSCI BrazilClass B


2010 2011 201270

80

90

100

110

120

-30%

-20%

-10%

0%

10%

20%

-22.3

-8.9

-21.8

-8.7

CS ETF (IE) on MSCI Brazil Yearly or year-to-date performance respectively (Fund)MSCI Brazil (NR) Yearly or year-to-date performance respectively (Benchmark)



Sectors in %

Financials 24.13Materials 20.12Energy 19.05Consumer Staples 13.52Utilities 7.13Industrials 4.07Consumer Discretionary 3.68Telecommunication Services 3.58Liquid Assets 0.31Others 4.42

Countries in %

Brazil 99.69Others 0.31

Investment policyThe investment objective of the Fund is to deliverthe performance of the Reference Index (beingthe MSCI Brazil Index Net USD), less the feesand expenses of the Fund. The Reference Indexis a free float-adjusted marketcapitalisation-weighted index intended to reflectthe performance of the Brazilian equity marketby targeting all companies with a marketcapitalization broadly within the top 85% of theBrazilian investable equity universe, subject to aglobal minimum size requirement.

Fund facts

Yes


Bloomberg ticker CSBR SW


Number of holdings



Top 10 Holdings in %Petrobras PN 9.15Vale do Rio Doce PNA 8.32Itau Unibanco 7.57Petrobras 6.67CIA DE BEBIDAS DAS 6.62Banco Bradesco 6.42Vale do Rio Doce ON 5.59Itau Investimentos 2.61BRF Brasil Foods 2.32BM&F Bovespa 2.10Total 57.37




SIX Swiss Exchange 26.08.2010 USD 09:00 - 17:30 CSBR SW CSBR.SDeutsche Boerse 09.09.2010 EUR 09:00 - 17:30 CEBE GY CEBE.DEBorsa Italiana 15.09.2010 EUR 09:00 - 17:25 CSBR IM CSBR.MILondon Stock Exchange 15.09.2010 USD,

GBx08:00 - 16:30 CSBR LN,

CBR1 LNCSBR.L,CBR1.L

Euronext 18.01.2011 EUR CSBR FP -


220




Location ZurichFund domicile IrelandFund currency CADUcits III-CompliantClose of financial year 31. JulyTotal net assets (in mil.) 159.77Inception date 12.01.2010Management fee in % p.a. 0.36Total expense ratio (TER) in % 0.48Reference Index MSCI Canada (NR)Reference Index Bloomberg Ticker NDDLCAUnit Class Category B

(capital growth)

ISIN IE00B52SF786

Valor no. 10737503


Fund 103


CS ETF (IE) on MSCI CanadaClass B

Net performance in CAD (rebased to 100) and yearly performance 1)

2010 2011 2012859095

100105110115120125130

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

10%15%20%25%30%

-10.8

-3.0

-10.6

-2.9

CS ETF (IE) on MSCI Canada Yearly or year-to-date performance respectively (Fund)MSCI Canada (NR) Yearly or year-to-date performance respectively (Benchmark)

Net performance in CAD 1)


Sectors in %

Financials 34.17Energy 26.49Materials 18.76Industrials 6.12Consumer Discretionary 3.81Telecommunication Services 3.42Consumer Staples 3.38Utilities 1.35Liquid Assets 0.10Others 2.40

Investment policyThe investment objective of the Fund is to deliverthe net total return performance of the ReferenceIndex (being the MSCI Canada), less the feesand expenses of the Fund. The Reference Indexis a broad-based equity index of securitiesgenerally incorporated in Canada. Securitieslisted on the Toronto Stock Exchange are eligiblefor inclusion.

Fund facts

Yes

Unit class currency CAD

Bloomberg ticker CSCA SW




Top 10 Holdings in %Royal Bank of Canada 6.44Toronto Dominion 6.21Bk of Nova Scotia 5.03Suncor Energy 3.84Barrick Gold 3.53Canadian Railway 3.28Bank of Montreal 3.06Potash Corp. 3.05Canadian Natural R. 2.83Goldcorp 2.66Total 39.93




SIX Swiss Exchange 13.01.2010 CAD 09:00 - 17:30 CSCA SW CSCA.SDeutsche Boerse 10.03.2010 EUR 09:00 - 17:30 SXR2 GY SXR2.DEBorsa Italiana 10.03.2010 EUR 09:00 - 17:25 CSCA IM CSCA.MILondon Stock Exchange 15.09.2010 GBx 08:00 - 16:30 CSCA LN CSCA.LEuronext 18.01.2011 EUR CSCA FP CSCA.PA


CS

ETF



221


Location ZurichFund domicile IrelandFund currency USDUcits III-CompliantClose of financial year 31. JulyTotal net assets (in mil.) 39.90Inception date 25.08.2010Management fee in % p.a. 0.52Total expense ratio (TER) in % 0.65Reference Index MSCI Chile (NR)Reference Index Bloomberg Ticker NDEUSCHUnit Class Category B

(capital growth)

ISIN IE00B5NLL897

Valor no. 11476340


Fund 20


CS ETF (IE) on MSCI ChileClass B


2010 2011 2012708090

100110120130140150

-30%-20%-10%

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

-21.1

0.7

-20.4

1.4

CS ETF (IE) on MSCI Chile Yearly or year-to-date performance respectively (Fund)MSCI Chile (NR) Yearly or year-to-date performance respectively (Benchmark)



Sectors in %

Utilities 24.25Materials 20.27Financials 17.53Industrials 16.42Consumer Staples 12.49Consumer Discretionary 5.56Telecommunication Services 3.24Liquid Assets 0.24

Investment policyThe investment objective of the Fund is to deliverthe performance of the Reference Index (beingthe MSCI Chile Index Net USD), less the feesand expenses of the Fund. The Reference Indexis a free float-adjusted marketcapitalisation-weighted index intended to reflectthe performance of the Chilean equity marketby targeting all companies with a marketcapitalization broadly within the top 85% of theChilean investable equity universe, subject to aglobal minimum size requirement.

Fund facts

Yes


Bloomberg ticker CSCL SW


Number of holdings



Top 10 Holdings in %EMPRESAS COPEC 10.52EMP NAC ELECTRICID 8.89QUIMICA Y MINERA 8.61CENCOSUD 8.47Banco Santander 8.12ENERSIS 7.78CMPC (EMPRESAS) 7.13LAN AIRLINES 5.94S A C I FALABELLA 5.58CAP 4.58Total 75.62




SIX Swiss Exchange 26.08.2010 USD 09:00 - 17:30 CSCL SW CSCL.SDeutsche Boerse 09.09.2010 EUR 09:00 - 17:30 CEBF GY CEBF.DEBorsa Italiana 15.09.2010 EUR 09:00 - 17:25 CSCL IM CSCL.MILondon Stock Exchange 15.09.2010 USD,

GBx08:00 - 16:30 CSCL LN,

CCL1 LNCSCL.L,CCL1.L

Euronext 18.01.2011 EUR CSCL FP -


222




Location ZurichFund domicile IrelandFund currency USDUcits III-CompliantClose of financial year 31. JulyTotal net assets (in mil.) 64.09Inception date 06.08.2010Management fee in % p.a. 0.52Total expense ratio (TER) in % 0.65Reference Index MSCI EM Asia (NR)Reference Index Bloomberg Ticker NDUEEGFAUnit Class Category B

(capital growth)

ISIN IE00B5L8K969

Valor no. 11476346


Fund 249


CS ETF (IE) on MSCI EM AsiaClass B


2010 2011 201270

80

90

100

110

120

130

-30%

-20%

-10%

0%

10%

20%

30%

-18.0

1.5

-17.4

2.4

CS ETF (IE) on MSCI EM Asia Yearly or year-to-date performance respectively (Fund)MSCI EM Asia (NR) Yearly or year-to-date performance respectively (Benchmark)



Sectors in %

Financials 25.98Information Technology 22.71Materials 9.24Consumer Discretionary 8.82Energy 8.24Industrials 7.82Telecommunication Services 6.54Consumer Staples 5.90Liquid Assets 0.66Others 4.10

Countries in %

China 29.91South Korea 25.14Taiwan 18.86India 8.95Malaysia 6.35Indonesia 4.77Thailand 3.89Philippines 1.49Others 0.66

Investment policyThe investment objective of the Fund is to deliverthe performance of the Reference Index (beingthe MSCI EM Asia Index Net USD), less thefees and expenses of the Fund. The ReferenceIndex is a free float-adjusted marketcapitalisation-weighted index intended to reflectthe performance of the equity markets in certainemerging market countries in Asia (China, India,Indonesia, Korea, Malaysia, Philippines, Taiwan,and Thailand) by targeting all companies with amarket capitalization broadly within the top 85%of their investable equity universe, subject to aglobal minimum size requirement.

Fund facts

Yes


Bloomberg ticker CSEMAS SW


Number of holdings



Top 10 Holdings in %Samsung Electronics 5.78Taiwan Semicon 3.67China Mobile 3.16China Const. Bank 2.39ICBC 1.93HDFC Bank 1.83Hyundai Motor 1.81Infosys Technologie Ltd. 1.73Cnooc LTD 1.68Tencent Hldg Ltd 1.45Total 25.42




SIX Swiss Exchange 26.08.2010 USD 09:00 - 17:30 CSEMAS SW CSEMAS.SDeutsche Boerse 09.09.2010 EUR 09:00 - 17:30 CEBL GY CEBL.DEBorsa Italiana 15.09.2010 EUR 09:00 - 17:25 CSEMAS IM CSEMAS.MILondon Stock Exchange 15.09.2010 USD,

GBx08:00 - 16:30 CEMA LN,

CEA1 LNCEMA.L,CEA1.L

Euronext 18.01.2011 EUR CEMA FP -


CS

ETF



223


Fund domicile IrelandFund currency USDUcits III-CompliantClose of financial year 31. JulyTotal net assets (in mil.) 10.79Inception date 24.08.2010Management fee in % p.a. 0.52Total expense ratio (TER) in % 0.65Swap spread 0.62Reference Index MSCI EM EMEA (NR)Reference Index Bloomberg Ticker NDDUEMEAISIN IE00B5W0VQ55

Valor no. 11476333




CS ETF (IE) on MSCI EM EMEASWAP-BASED


2010 2011 201270

80

90

100

110

120

130

140

-30%

-20%

-10%

0%

10%

20%

30%

40%

-21.0

-2.6

-20.4

-2.1

CS ETF (IE) on MSCI EM EMEA Yearly or year-to-date performance respectively (Fund)MSCI EM EMEA (NR) Yearly or year-to-date performance respectively (Reference Index)




Financials 26.23Energy 25.82Materials 14.98Telecommunication Services 11.30Consumer Discretionary 7.48Consumer Staples 5.52Industrials 3.56Utilities 3.16Health Care 1.79Information Technology 0.16

Country Weightings of theReference Index (%)

South Africa 45.06Russia 33.50Turkey 7.74Poland 7.49Egypt 2.07Czech Republic 1.80Hungary 1.56Morocco 0.79

Reference Index DescriptionThe investment objective of the Fund is to deliverthe performance of the Reference Index (beingthe MSCI EM EMEA Index Net USD), less thefees and expenses of the Fund. The ReferenceIndex is a free float-adjusted marketcapitalisation-weighted index intended to reflectthe performance of the equity markets of certainemerging market countries in Europe, MiddleEast and Africa (Czech Republic, Hungary,Poland, Russia, Turkey, Egypt, Morocco, andSouth Africa) by targeting all companies with amarket capitalization broadly within the top 85%of their investable equity universe, subject to aglobal minimum size requirement.

Fund facts

Yes

Bloomberg ticker CSEMEM SW





Top 10 Reference IndexConstituentsGazprom 8.42MTN Group Limited 4.80Lukoil 4.72Sasol 4.16Sberbank of Russia 3.79Naspers Ltd. 3.65Stanbank 2.86Anglogold 2.48OJSC OC Rosneft 1.78Gold Fields 1.74Total 38.40




SIX Swiss Exchange 26.08.2010 USD 09:00 - 17:30 CSEMEM SW CSEMEM.SDeutsche Boerse 09.09.2010 EUR 09:00 - 17:30 CEBA GY CEBA.DEBorsa Italiana 15.09.2010 EUR 09:00 - 17:25 CSEMEM IM CSEMEM.MILondon Stock Exchange 15.09.2010 USD,

GBx08:00 - 16:30 CEME LN,

CME1 LNCEME.L,CME1.L

Euronext 18.01.2011 EUR CEME FP -


224




Location ZurichFund domicile IrelandFund currency USDUcits III-CompliantClose of financial year 31. JulyTotal net assets (in mil.) 18.80Inception date 25.08.2010Management fee in % p.a. 0.52Total expense ratio (TER) in % 0.65Reference Index MSCI EM Latin America (NR)Reference Index Bloomberg Ticker NDUEEGFLUnit Class Category B

(capital growth)

ISIN IE00B5KMFT47

Valor no. 11476337


Fund 136


CS ETF (IE) on MSCI EM Latin AmericaClass B


2010 2011 201270

80

90

100

110

120

-30%

-20%

-10%

0%

10%

20%

-20.0

-4.6

-19.4

-4.2

CS ETF (IE) on MSCI EM Latin America Yearly or year-to-date performance respectively (Fund)MSCI EM Latin America (NR) Yearly or year-to-date performance respectively (Benchmark)



Sectors in %

Financials 21.29Materials 20.41Consumer Staples 16.25Energy 13.76Telecommunication Services 9.05Utilities 6.74Industrials 4.84Consumer Discretionary 4.75Liquid Assets 0.18Others 2.73

Countries in %

Brazil 61.38Mexico 21.55Chile 8.15Colombia 5.55Peru 3.20Others 0.18

Investment policyThe investment objective of the Fund is to deliverthe performance of the Reference Index (beingthe MSCI EM Latin America Index Net USD),less the fees and expenses of the Fund. TheReference Index is a free float-adjusted marketcapitalisation-weighted index intended to reflectthe performance of the equity markets of certainemerging market countries in Latin America(Brazil, Chile, Colombia, Mexico, and Peru) bytargeting all companies with a marketcapitalization broadly within the top 85% of theirinvestable equity universe, subject to a globalminimum size requirement.

Fund facts

Yes


Bloomberg ticker CSEMLA SW


Number of holdings



Top 10 Holdings in %America Movil 6.59Petrobras PN 5.62Vale do Rio Doce PNA 5.14Itau Unibanco 4.68Petrobras 4.12CIA DE BEBIDAS DAS 4.07Banco Bradesco 3.96Vale do Rio Doce ON 3.43Fomento Eco Mexicano 2.17Wal-Mart de Mexico 2.13Total 41.91




SIX Swiss Exchange 26.08.2010 USD 09:00 - 17:30 CSEMLA SW CSEMLA.SDeutsche Boerse 09.09.2010 EUR 09:00 - 17:30 CEBD GY CEBD.DEBorsa Italiana 15.09.2010 EUR 09:00 - 17:25 CSEMLA IM CSEMLA.MILondon Stock Exchange 15.09.2010 USD,

GBx08:00 - 16:30 CEML LN,

CML1 LNCEML.L,CML1.L

Euronext 18.01.2011 EUR CEML FP -


CS

ETF



225


Location ZurichFund domicile IrelandFund currency EURUcits III-CompliantClose of financial year 31. JulyTotal net assets (in mil.) 634.96Inception date 12.01.2010Management fee in % p.a. 0.20Total expense ratio (TER) in % 0.33Reference Index MSCI EMU (NR)Reference Index Bloomberg Ticker NDDLEMUUnit Class Category B

(capital growth)

ISIN IE00B53QG562

Valor no. 10737587


Fund 270


CS ETF (IE) on MSCI EMUClass B


2010 2011 201280859095

100105110115120

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

10%15%20%

-14.9

-3.0

-14.9

-3.2

CS ETF (IE) on MSCI EMU Yearly or year-to-date performance respectively (Fund)MSCI EMU (NR) Yearly or year-to-date performance respectively (Benchmark)



Sectors in %

Financials 17.46Industrials 13.01Consumer Discretionary 12.33Consumer Staples 12.23Materials 9.65Health Care 8.46Energy 8.21Utilities 6.81Liquid Assets 0.00Others 11.84

Countries in %

France 33.35Germany 30.88Netherlands 9.32Spain 8.97Italy 7.71Belgium 3.99Finland 2.86Ireland 1.11Austria 0.87Others 0.95

Investment policyThe investment objective of the Fund is to deliverthe net total return performance of the ReferenceIndex (being the MSCI EMU), less the fees andexpenses of the Fund. The Reference Index is abroad-based equity index of securities generallyincorporated in the Eurozone.

Fund facts

Yes


Bloomberg ticker CSEMU SW


Number of holdings



Top 10 Holdings in %Total 3.85Sanofi-Aventis 3.27Siemens 2.86BASF 2.70Anheuser 2.30SAP 2.23Bayer 2.21Unilever 2.16Banco Santander 1.96ENI 1.95Total 25.49




SIX Swiss Exchange 13.01.2010 EUR 09:00 - 17:30 CSEMU SW CSEMU.SDeutsche Boerse 10.03.2010 EUR 09:00 - 17:30 SXR7 GY SXR7.DEBorsa Italiana 10.03.2010 EUR 09:00 - 17:25 CSEMU IM CSEMU.MILondon Stock Exchange 15.09.2010 EUR,

GBx08:00 - 16:30 CEU LN,

CEU1 LNCEU0.L,CEU1.L

Euronext 18.01.2011 EUR CEMU FP CEMU.PA


226




Location ZurichFund domicile IrelandFund currency EURUcits III-CompliantClose of financial year 31. JulyTotal net assets (in mil.) 98.30Inception date 01.07.2009Management fee in % p.a. 0.42Total expense ratio (TER) in % 0.58Reference Index MSCI EMU Small Cap (NR)Reference Index Bloomberg Ticker NCLDEMUUnit Class Category B

(capital growth)

ISIN IE00B3VWMM18

Valor no. 10192176


Fund 434


CS ETF (IE) on MSCI EMU Small CapClass B


2009 2010 2011 2012708090

100110120130140150160

-30%-20%-10%

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

17.8

-22.5

2.9

18.7

-23.2

2.9

CS ETF (IE) on MSCI EMU Small Cap Yearly or year-to-date performance respectively (Fund)MSCI EMU Small Cap (NR) Yearly or year-to-date performance respectively (Benchmark)



Sectors in %

Industrials 26.46Financials 17.21Consumer Discretionary 14.32Information Technology 10.14Materials 9.20Health Care 8.32Consumer Staples 7.41Energy 2.51Liquid Assets 0.20Others 4.24

Countries in %

Germany 26.15France 19.91Italy 10.60Netherlands 9.19Finland 6.93Belgium 6.56Spain 5.88Austria 5.77Ireland 5.34Others 3.67

Investment policyThe investment objective of the Fund is toreplicate the performance of the Reference Index(being the MSCI EMU Small Cap (less fees andexpenses of the Fund)). The Reference Index isan equity index of securities with a small marketcapitalisation generally incorporated in theEurozone.

Fund facts

Yes


Bloomberg ticker CSEMUS SW


Number of holdings



Top 10 Holdings in %Gemalto 1.93Andritz 1.60Zodiac 1.46MTU Aero Engines 1.39Rhoen Klinikum 1.33Bilfinger & Berger 1.28Valeo 1.22Symrise 1.20Paddy Power 1.08Bank of Ireland 1.05Total 13.53




SIX Swiss Exchange 03.07.2009 EUR 09:00 - 17:30 CSEMUS SW CSEMUS.SDeutsche Boerse 16.10.2009 EUR 09:00 - 17:30 SXRJ GY SXRJ.DEBorsa Italiana 25.11.2009 EUR 09:00 - 17:25 CSEMUS IM CSEMUS.MILondon Stock Exchange 15.09.2010 EUR,

GBx08:00 - 16:30 CEUS LN,

CES1 LNCEUS.L,CES1.L

Euronext 18.01.2011 EUR CESL FP CESL.PA


CS

ETF



227


Location ZurichFund domicile IrelandFund currency EURUcits III-CompliantClose of financial year 31. JulyTotal net assets (in mil.) 42.34Inception date 12.01.2010Management fee in % p.a. 0.20Total expense ratio (TER) in % 0.33Reference Index MSCI Europe (NR)Reference Index Bloomberg Ticker MSDEE15NUnit Class Category B

(capital growth)

ISIN IE00B53QFR17

Valor no. 10737567


Fund 470


CS ETF (IE) on MSCI EuropeClass B


2010 2011 201285

90

95

100

105

110

115

120

-15%

-10%

-5%

0%

5%

10%

15%

20%

-8.3

-0.4

-8.1

-0.4

CS ETF (IE) on MSCI Europe Yearly or year-to-date performance respectively (Fund)MSCI Europe (NR) Yearly or year-to-date performance respectively (Benchmark)



Sectors in %

Financials 17.46Consumer Staples 15.23Health Care 12.42Energy 11.73Industrials 10.77Materials 9.53Consumer Discretionary 8.89Telecommunication Services 6.44Liquid Assets 0.05Others 7.50

Countries in %

United Kingdom 36.71France 13.78Switzerland 13.72Germany 12.93Sweden 4.76Netherlands 3.83Spain 3.77Italy 3.21Denmark 1.86Others 5.45

Investment policyThe investment objective of the Fund is to deliverthe net total return performance of the ReferenceIndex (being the MSCI Europe), less fees andexpenses of the Fund. The Reference Index is abroad-based equity index of securities generallyincorporated in Europe.

Fund facts

Yes


Bloomberg ticker CSEU SW


Number of holdings



Top 10 Holdings in %Nestlé 3.32HSBC Holdings 2.45Vodafone 2.37Novartis 2.13BP 2.05Royal Dutch Shell 'A' 2.01GlaxoSmithKline 1.96Roche 1.94British Am. Tobacco 1.62Total 1.60Total 21.43




SIX Swiss Exchange 13.01.2010 EUR 09:00 - 17:30 CSEU SW CSEU.SDeutsche Boerse 10.03.2010 EUR 09:00 - 17:30 SXR6 GY SXR6.DEBorsa Italiana 10.03.2010 EUR 09:00 - 17:25 CSEU IM CSEU.MILondon Stock Exchange 15.09.2010 EUR,

GBx08:00 - 16:30 CSEU LN,

CSE1 LNCSEU.L,CSE1.L

Euronext 18.01.2011 EUR CSEU FP CSEU.PA


228




Fund domicile IrelandFund currency USDUcits III-CompliantClose of financial year 31. JulyTotal net assets (in mil.) 38.03Inception date 24.08.2010Management fee in % p.a. 0.65Total expense ratio (TER) in % 0.75Swap spread 0.32Reference Index MSCI India (NR)Reference Index Bloomberg Ticker NDEUSIAISIN IE00B564MX78

Valor no. 11476343




CS ETF (IE) on MSCI IndiaSWAP-BASED


2010 2011 20125060708090

100110120130

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

0%10%20%30%

-37.7

0.7

-37.2

1.1

CS ETF (IE) on MSCI India Yearly or year-to-date performance respectively (Fund)MSCI India (NR) Yearly or year-to-date performance respectively (Reference Index)




Financials 26.72Information Technology 17.02Energy 11.89Materials 9.35Consumer Staples 8.67Consumer Discretionary 8.30Industrials 5.70Health Care 5.51Utilities 4.58Telecommunication Services 2.26


India 100.00

Reference Index DescriptionThe investment objective of the Fund is to deliverthe performance of the Reference Index (beingthe MSCI India Index Net USD), less the feesand expenses of the Fund. The Reference Indexis a free float-adjusted marketcapitalisation-weighted index intended to reflectthe performance of the Indian equity market bytargeting all companies with a marketcapitalization broadly within the top 85% of theIndian investable equity universe, subject to aglobal minimum size requirement.

Fund facts

Yes

Bloomberg ticker CSIN SW





Top 10 Reference IndexConstituentsInfosys Technologie Ltd. 9.30Reliance Ind. 8.18HDFC Bank 6.80Housing Dev. Fin. 6.31TATA CONSULTANCY 5.18ITC 4.60Hindustan Unilever 3.26TATA Motors 3.11Icici Bank 2.96State bk of India 2.44Total 52.15




SIX Swiss Exchange 26.08.2010 USD 09:00 - 17:30 CSIN SW CSIN.SDeutsche Boerse 09.09.2010 EUR 09:00 - 17:30 CEBI GY CEBI.DEBorsa Italiana 15.09.2010 EUR 09:00 - 17:25 CSIN IM CSIN.MILondon Stock Exchange 15.09.2010 USD,

GBx08:00 - 16:30 CSIN LN,

CIN1 LNCSIN.L,CIN1.L

Euronext 18.01.2011 EUR CSIN FP -


CS

ETF



229


Location ZurichFund domicile IrelandFund currency JPYUcits III-CompliantClose of financial year 31. JulyTotal net assets (in mil.) 41'820.56Inception date 11.01.2010Management fee in % p.a. 0.36Total expense ratio (TER) in % 0.48Reference Index MSCI Japan (NR)Reference Index Bloomberg Ticker NDDLJNUnit Class Category B

(capital growth)

ISIN IE00B53QDK08

Valor no. 10737498


Fund 315


CS ETF (IE) on MSCI JapanClass B


2010 2011 201275

80

85

90

95

100

105

110

-25%

-20%

-15%

-10%

-5%

0%

5%

10%

-19.1

-0.2

-18.7

0.0

CS ETF (IE) on MSCI Japan Yearly or year-to-date performance respectively (Fund)MSCI Japan (NR) Yearly or year-to-date performance respectively (Benchmark)



Sectors in %

Industrials 20.86Consumer Discretionary 20.14Financials 17.03Information Technology 12.09Materials 6.99Consumer Staples 6.70Health Care 6.62Telecommunication Services 4.39Liquid Assets 0.01Others 5.17

Investment policyThe investment objective of the Fund is to deliverthe net total return performance of the ReferenceIndex (being the MSCI Japan), less the fees andexpenses of the Fund. The Reference Index is abroad-based equity index of securities generallyincorporated in Japan. Securities listed on theTokyo Stock Exchange, Osaka Stock Exchange,JASDAQ, or the Nagoya Stock Exchange areeligible for inclusion.

Fund facts

Yes


Bloomberg ticker CSJP SW


Number of holdings



Top 10 Holdings in %Toyota Motor 5.37Mitsubishi UFJ Fin. Grp. 2.77Honda Motor 2.62Canon 2.29Sumitomo Mitsui Fin. 1.97Mizuho Financial 1.68Fanuc 1.66Takeda Chemical Ind. 1.66Softbank Corp 1.39Mitsubishi 1.38Total 22.77




SIX Swiss Exchange 13.01.2010 JPY 09:00 - 17:30 CSJP SW CSJP.SDeutsche Boerse 10.03.2010 EUR 09:00 - 17:30 SXR5 GY SXR5.DEBorsa Italiana 10.03.2010 EUR 09:00 - 17:25 CSJP IM CSJP.MILondon Stock Exchange 15.09.2010 GBx 08:00 - 16:30 CSJP LN CSJP.LEuronext 18.01.2011 EUR CSJP FP CSJP.PA


230




Location ZurichFund domicile IrelandFund currency JPYUcits III-CompliantClose of financial year 31. JulyTotal net assets (in mil.) 2'916.36Inception date 02.06.2009Management fee in % p.a. 0.36Total expense ratio (TER) in % 0.48Reference Index MSCI Japan Large Cap (NR)Reference Index Bloomberg Ticker MLCLJPNNUnit Class Category B

(capital growth)

ISIN IE00B3VWM213

Valor no. 10191879


Fund 142


CS ETF (IE) on MSCI Japan Large CapClass B


2009 2010 2011 20127580859095

100105110115

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

10%15%

-0.5

-20.4

0.40.0

-20.0

0.6

CS ETF (IE) on MSCI Japan Large Cap Yearly or year-to-date performance respectively (Fund)MSCI Japan Large Cap (NR) Yearly or year-to-date performance respectively (Benchmark)



Sectors in %

Consumer Discretionary 20.09Industrials 19.93Financials 17.58Information Technology 12.36Health Care 6.98Consumer Staples 6.65Materials 5.51Telecommunication Services 5.41Liquid Assets 0.10Others 5.41

Investment policyThe investment objective of the Fund is toreplicate the performance of the Reference Index(being the MSCI Japan Large Cap (less fees andexpenses of the Fund)). The Reference Index isan equity index of securities with a large marketcapitalisation generally incorporated in Japan.Securities listed on the Tokyo Stock Exchange,Osaka Stock Exchange, JASDAQ or the NagoyaStock Exchange are eligible for inclusion.

Fund facts

Yes


Bloomberg ticker CSJPL SW


Number of holdings



Top 10 Holdings in %Toyota Motor 6.64Mitsubishi UFJ Fin. Grp. 3.44Honda Motor 3.25Canon 2.85Sumitomo Mitsui Fin. 2.42Takeda Chemical Ind. 2.07Mizuho Financial 2.07Fanuc 2.04Softbank Corp 1.71Mitsubishi 1.70Total 28.21




SIX Swiss Exchange 03.07.2009 JPY 09:00 - 17:30 CSJPL SW CSJPL.SDeutsche Boerse 25.11.2009 EUR 09:00 - 17:30 SXRH GY SXRH.DEBorsa Italiana 16.10.2009 EUR 09:00 - 17:25 CSJPL IM CSJPL.MILondon Stock Exchange 15.09.2010 GBx 08:00 - 16:30 CJPL LN CJPL.LEuronext 18.01.2011 EUR CJPL FP CJPL.PA


CS

ETF



231


Location ZurichFund domicile IrelandFund currency JPYUcits III-CompliantClose of financial year 31. JulyTotal net assets (in mil.) 3'728.06Inception date 01.07.2009Management fee in % p.a. 0.42Total expense ratio (TER) in % 0.58Reference Index MSCI Japan Small Cap (NR)Reference Index Bloomberg Ticker NCLAJNUnit Class Category B

(capital growth)

ISIN IE00B3VWMK93

Valor no. 10191873


Fund 555


CS ETF (IE) on MSCI Japan Small CapClass B


2009 2010 2011 201285

90

95

100

105

110

-15%

-10%

-5%

0%

5%

10%

3.7

-10.1

-0.8

4.5

-8.8

-0.5

CS ETF (IE) on MSCI Japan Small Cap Yearly or year-to-date performance respectively (Fund)MSCI Japan Small Cap (NR) Yearly or year-to-date performance respectively (Benchmark)



Sectors in %

Industrials 22.56Consumer Discretionary 21.24Financials 18.10Information Technology 11.09Materials 10.80Consumer Staples 10.19Health Care 4.58Energy 0.68Liquid Assets 0.33Others 0.43

Investment policyThe investment objective of the Fund is toreplicate the performance of the Reference Index(being the MSCI Japan Small Cap (less fees andexpenses of the Fund)). The Reference Index isan equity index of securities with a small marketcapitalisation generally incorporated in Japan.Securities listed on the Tokyo Stock Exchange,Osaka Stock Exchange, JASDAQ or the NagoyaStock Exchange are eligible for inclusion.

Fund facts

Yes


Bloomberg ticker CSJPS SW


Number of holdings



Top 10 Holdings in %UNY 0.60UNITED URBAN 0.59Don Quijote 0.55Advance Residence Investment Corp. 0.52Misumi 0.47Sawai Pharma 0.46Osaka Sec. Exchange 0.43Yokohama Rubber 0.43Dainippon Screen 0.43Nippon Shokubai 0.43Total 4.91




SIX Swiss Exchange 03.07.2009 JPY 09:00 - 17:30 CSJPS SW CSJPS.SDeutsche Boerse 25.11.2009 EUR 09:00 - 17:30 SXRI GY SXRI.DEBorsa Italiana 16.10.2009 EUR 09:00 - 17:25 CSJPS IM CSJPS.MILondon Stock Exchange 15.09.2010 GBx 08:00 - 16:30 CJPS LN CJPS.LEuronext 18.01.2011 EUR CJPS FP CJPS.PA


232




Location ZurichFund domicile IrelandFund currency USDUcits III-CompliantClose of financial year 31. JulyTotal net assets (in mil.) 29.07Inception date 24.08.2010Management fee in % p.a. 0.52Total expense ratio (TER) in % 0.65Reference Index MSCI Korea (NR)Reference Index Bloomberg Ticker NDEUSKOUnit Class Category B

(capital growth)

ISIN IE00B5W4TY14

Valor no. 11476344


Fund 105


CS ETF (IE) on MSCI KoreaClass B


2010 2011 201280

90

100

110

120

130

140

150

-20%

-10%

0%

10%

20%

30%

40%

50%

-12.6

1.8

-12.0

2.3

CS ETF (IE) on MSCI Korea Yearly or year-to-date performance respectively (Fund)MSCI Korea (NR) Yearly or year-to-date performance respectively (Benchmark)



Sectors in %

Information Technology 32.89Consumer Discretionary 18.68Financials 13.51Industrials 13.41Materials 11.14Consumer Staples 5.16Energy 2.63Utilities 1.15Liquid Assets 0.11Others 1.33

Investment policyThe investment objective of the Fund is to deliverthe performance of the Reference Index (beingthe MSCI Korea Index Net USD), less the feesand expenses of the Fund. The Reference Indexis a free float-adjusted marketcapitalisation-weighted index intended to reflectthe performance of the Korean equity marketby targeting all companies with a marketcapitalization broadly within the top 85% of theKorean investable equity universe, subject to aglobal minimum size requirement.

Fund facts

Yes


Bloomberg ticker CSKR SW


Number of holdings



Top 10 Holdings in %Samsung Electronics 22.82Hyundai Motor 6.40Posco 4.03KIA Motors 3.60Hyundai Mobis 3.22Shinhan Financial 2.76Samsung Electronics 2.49KBFinancialGrp 2.30LG Chemicals 2.30Hynix Semiconductor 2.04Total 51.97




SIX Swiss Exchange 26.08.2010 USD 09:00 - 17:30 CSKR SW CSKR.SDeutsche Boerse 09.09.2010 EUR 09:00 - 17:30 CEBJ GY CEBJ.DEBorsa Italiana 15.09.2010 EUR 09:00 - 17:25 CSKR IM CSKR.MILondon Stock Exchange 15.09.2010 USD,

GBx08:00 - 16:30 CSKR LN,

CKR1 LNCSKR.L,CKR1.L

Euronext 18.01.2011 EUR CSKR FP -


CS

ETF



233


Location ZurichFund domicile IrelandFund currency USDUcits III-CompliantClose of financial year 31. JulyTotal net assets (in mil.) 62.02Inception date 25.08.2010Management fee in % p.a. 0.52Total expense ratio (TER) in % 0.65Reference Index MSCI Mexico Capped (NR)Reference Index Bloomberg Ticker MSCTMCUNUnit Class Category B

(capital growth)

ISIN IE00B5WHFQ43

Valor no. 11476341


Fund 23


CS ETF (IE) on MSCI Mexico CappedClass B


2010 2011 201280

90

100

110

120

130

140

-20%

-10%

0%

10%

20%

30%

40%

-12.5

1.1

-11.9

1.4

CS ETF (IE) on MSCI Mexico Capped Yearly or year-to-date performance respectively (Fund)MSCI Mexico Capped (NR) Yearly or year-to-date performance respectively (Benchmark)



Sectors in %

Telecommunication Services 30.48Consumer Staples 29.97Materials 17.23Consumer Discretionary 9.35Financials 8.21Industrials 4.58Liquid Assets 0.19

Countries in %

Mexico 99.81Others 0.19

Investment policyThe investment objective of the Fund is to deliverthe performance of the Reference Index (beingthe MSCI Mexico Capped Index Net USD), lessthe fees and expenses of the Fund. TheReference Index is based on the MSCI MexicoIndex Net USD ("Parent Index"), which is a freefloat-adjusted market capitalisation-weightedindex intended to reflect the performance of theMexican equity market by targeting all companieswith a market capitalization broadly within the top85% of the Mexican investable equity universe,subject to a global minimum size requirement.Capping factor see page 2.

Fund facts

Yes


Bloomberg ticker CSMXCP SW


Number of holdings



Top 10 Holdings in %America Movil 30.54Fomento Eco Mexicano 10.04Wal-Mart de Mexico 9.86Group Mexico 6.61Grupo Televisa 6.43Grupo Fin Banorte 4.78Cemex SAB 3.90Industrias Penoles 3.50Grupo Modelo 2.90Grupo Fin Inbursa 2.73Total 81.28




SIX Swiss Exchange 26.08.2010 USD 09:00 - 17:30 CSMXCP SW CSMXCP.SDeutsche Boerse 09.09.2010 EUR 09:00 - 17:30 CEBG GY CEBG.DEBorsa Italiana 15.09.2010 EUR 09:00 - 17:25 CSMXCP IM CSMXCP.MILondon Stock Exchange 15.09.2010 USD,

GBx08:00 - 16:30 CMXC LN,

CMX1 LNCMXC0.L,CMX1.L

Euronext 18.01.2011 EUR CMEX FP -


234




Location ZurichFund domicile IrelandFund currency USDUcits III-CompliantClose of financial year 31. JulyTotal net assets (in mil.) 41.46Inception date 11.01.2010Management fee in % p.a. 0.35Total expense ratio (TER) in % 0.48Reference Index MSCI Pacific ex Japan (NR)Reference Index Bloomberg Ticker NDDUPXJUnit Class Category B

(capital growth)

ISIN IE00B52MJY50

Valor no. 10737120


Fund 148


CS ETF (IE) on MSCI Pacific ex JapanClass B


2010 2011 201280

90

100

110

120

130

140

-20%

-10%

0%

10%

20%

30%

40%

-13.2

-0.6

-12.8

-0.4

CS ETF (IE) on MSCI Pacific ex Japan Yearly or year-to-date performance respectively (Fund)MSCI Pacific ex Japan (NR) Yearly or year-to-date performance respectively (Benchmark)



Sectors in %

Financials 48.67Materials 15.59Industrials 9.14Consumer Staples 6.51Consumer Discretionary 5.44Energy 4.27Utilities 4.10Telecommunication Services 3.35Liquid Assets 0.05Others 2.89

Countries in %

Australia 62.83Hong Kong 22.15Singapore 14.03New Zealand 0.93USA 0.00Others 0.05

Investment policyThe investment objective of the Fund is to deliverthe net total return performance of the ReferenceIndex (being the MSCI Pacific ex Japan), less thefees and expenses of the Fund. The ReferenceIndex is a broad-based equity index of securitiesgenerally incorporated in the Pacific Regionexcluding Japan. Securities listed on theAustralian Stock Exchange, the Stock Exchangeof Hong Kong, the New Zealand StockExchange, the New Zealand AlternativeExchange, and the Singapore Exchange areeligible for inclusion.

Fund facts

Yes


Bloomberg ticker CSPXJ SW


Number of holdings



Top 10 Holdings in %BHP Billiton 8.06Comm. Bk of Austral. 6.12Westpac 4.88ANZ Bank 4.39Nat. Australia Bk 3.93AIA Group Limited 2.69Woolworths 2.53Wesfarmers Ltd. 2.31Rio Tinto 1.95Woodside Petroleum 1.65Total 38.49




SIX Swiss Exchange 13.01.2010 USD 09:00 - 17:30 CSPXJ SW CSPXJ.SDeutsche Boerse 10.03.2010 EUR 09:00 - 17:30 SXR1 GY SXR1.DEBorsa Italiana 10.03.2010 EUR 09:00 - 17:25 CSPXJ IM CSPXJ.MILondon Stock Exchange 15.09.2010 USD,

GBx08:00 - 16:30 CPXJ LN,

CPJ1 LNCPXJ.L,CPJ1.L

Euronext 18.01.2011 EUR CPXJ FP CPXJ.PA


CS

ETF



235



MSCI Russia ADR/GDR (NR) (06/12)Reference Index Bloomberg Ticker M1RUDRUnit Class Category B

(capital growth)

ISIN IE00B5V87390

Valor no. 11476335


Fund 20


CS ETF (IE) on MSCI Russia ADR/GDRClass B


2010 2011 2012708090

100110120130140150

-30%-20%-10%

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

-20.2

-7.3

-19.6

-6.9

CS ETF (IE) on MSCI Russia ADR/GDR Yearly or year-to-date performance respectively (Fund)MSCI Russia ADR/GDR (NR) (06/12) Yearly or year-to-date performance respectively (Benchmark)



Sectors in %

Energy 59.59Financials 14.94Materials 11.77Telecommunication Services 8.42Consumer Staples 3.68Utilities 1.55Liquid Assets 0.05

Investment policyThe investment objective of the Fund is to deliverthe performance of the reference index (beingthe MSCI Russia ADR/GDR Index Net USD),less the fees and expenses of the Fund. TheReference Index is based on the MSCI RussiaIndex Net USD (“Parent Index”), which is a freefloat-adjusted market capitalisation-weightedindex intended to reflect the performance of theRussian equity market by targeting all companieswith a market capitalization broadly within the top85% of the Russian investable equity universe,subject to a global minimum size requirement.The reference index is based on the MSCI GlobalInvestable Market Indices methodology andconstructed by substituting the constituents ofthe Parent Index with liquid Depository Receipts(“DR”) for each constituent. Constituents of theParent Index without DR listings are excludedfrom the MSCI Russia ADR/GDR Index NetUSD.

Fund facts

Yes


Bloomberg ticker CSRU SW


Number of holdings



Top 10 Holdings in %Gazprom 26.54Lukoil 15.06Sberbank of Russia 12.19Rosneft Oil Co. 5.56Uralkali 5.48Novatek 4.92Mobile Telesystems 4.89Tatneft 4.09JSC MMC Norilsk 4.02Magnit 3.68Total 86.41




SIX Swiss Exchange 26.08.2010 USD 09:00 - 17:30 CSRU SW CSRU.SDeutsche Boerse 09.09.2010 EUR 09:00 - 17:30 CEBB GY CEBB.DEBorsa Italiana 15.09.2010 EUR 09:00 - 17:25 CSRU IM CSRU.MILondon Stock Exchange 15.09.2010 USD,

GBx08:00 - 16:30 CSRU LN,

CRU1 LNCSRU.L,CRU1.L

Euronext 18.01.2011 EUR CSRU FP -


236




Location ZurichFund domicile IrelandFund currency USDUcits III-CompliantClose of financial year 31. JulyTotal net assets (in mil.) 60.11Inception date 22.07.2010Management fee in % p.a. 0.52Total expense ratio (TER) in % 0.65Reference Index MSCI South Africa (NR)Reference Index Bloomberg Ticker NDEUSSAUnit Class Category B

(capital growth)

ISIN IE00B4ZTP716

Valor no. 11476336


Fund 49


CS ETF (IE) on MSCI South AfricaClass B


2010 2011 201280

90

100

110

120

130

140

-20%

-10%

0%

10%

20%

30%

40%

-14.9

-0.4

-14.4

-0.1

CS ETF (IE) on MSCI South Africa Yearly or year-to-date performance respectively (Fund)MSCI South Africa (NR) Yearly or year-to-date performance respectively (Benchmark)



Sectors in %

Financials 26.56Materials 21.46Consumer Discretionary 15.28Telecommunication Services 12.63Energy 9.18Consumer Staples 6.71Industrials 4.63Health Care 3.16Liquid Assets 0.40

Countries in %

South Africa 99.60Others 0.40

Investment policyThe investment objective of the Fund is to deliverthe performance of the Reference Index (beingthe MSCI South Africa Index Net USD), less thefees and expenses of the Fund. The ReferenceIndex is a free float-adjusted marketcapitalisation-weighted index intended to reflectthe performance of the South African equitymarket by targeting all companies with a marketcapitalization broadly within the top 85% of theSouth African investable equity universe, subjectto a global minimum size requirement.

Fund facts

Yes


Bloomberg ticker CSZA SW


Number of holdings



Top 10 Holdings in %MTN Group Limited 10.64Sasol 9.22Naspers Ltd. 8.10Stanbank 6.33Anglogold 5.50Gold Fields 3.86FirstRand Ltd. 3.39IMPLATS 3.16Sanlam Ltd. 2.78Shoprite 2.75Total 55.73




SIX Swiss Exchange 26.08.2010 USD 09:00 - 17:30 CSZA SW CSZA.SDeutsche Boerse 09.09.2010 EUR 09:00 - 17:30 CEBC GY CEBC.DEBorsa Italiana 15.09.2010 EUR 09:00 - 17:25 CSZA IM CSZA.MILondon Stock Exchange 15.09.2010 USD,

GBx08:00 - 16:30 CSZA LN,

CZA1 LNCSZA.L,CZA1.L

Euronext 18.01.2011 EUR CSZA FP -


CS

ETF



237


Fund domicile IrelandFund currency USDUcits III-CompliantClose of financial year 31. JulyTotal net assets (in mil.) 18.90Inception date 24.08.2010Management fee in % p.a. 0.52Total expense ratio (TER) in % 0.65Swap spread -0.18Reference Index MSCI Taiwan (NR)Reference Index Bloomberg Ticker NDEUSTWISIN IE00B5VL1928

Valor no. 11476345




CS ETF (IE) on MSCI TaiwanSWAP-BASED


2010 2011 201270

80

90

100

110

120

130

140

-30%

-20%

-10%

0%

10%

20%

30%

40%

-21.4

4.0

-20.9

4.2

CS ETF (IE) on MSCI Taiwan Yearly or year-to-date performance respectively (Fund)MSCI Taiwan (NR) Yearly or year-to-date performance respectively (Reference Index)




Information Technology 56.23Financials 14.20Materials 13.50Telecommunication Services 5.51Consumer Discretionary 3.94Industrials 3.22Consumer Staples 2.56Energy 0.85


Taiwan 100.00

Reference Index DescriptionThe investment objective of the Fund is to deliverthe performance of the Reference Index (beingthe MSCI Taiwan Index Net USD), less the feesand expenses of the Fund. The Reference Indexis a free float-adjusted marketcapitalisation-weighted index intended to reflectthe performance of the Taiwanese equity marketby targeting all companies with a marketcapitalization broadly within the top 85% of theTaiwanese investable equity universe, subject toa global minimum size requirement.

Fund facts

Yes

Bloomberg ticker CSTW SW





Top 10 Reference IndexConstituentsTaiwan Semicon 18.99Hon Hai Precision 7.21Chunghwa Telecm. 3.11China Steel 2.86HTC 2.86Formosa Plastics 2.82Mediatek 2.47Nan Ya Plastic 2.24Formosa Chemical Fibers 2.04Asustek Computer 1.84Total 46.43




SIX Swiss Exchange 26.08.2010 USD 09:00 - 17:30 CSTW SW CSTW.SDeutsche Boerse 09.09.2010 EUR 09:00 - 17:30 CEBK GY CEBK.DEBorsa Italiana 15.09.2010 EUR 09:00 - 17:25 CSTW IM CSTW.MILondon Stock Exchange 15.09.2010 USD,

GBx08:00 - 16:30 CSTW LN,

CTW1 LNCSTW.L,CTW1.L

Euronext 18.01.2011 EUR CSTW FP -


238




Location ZurichFund domicile IrelandFund currency GBPUcits III-CompliantClose of financial year 31. JulyTotal net assets (in mil.) 226.15Inception date 12.01.2010Management fee in % p.a. 0.21Total expense ratio (TER) in % 0.33Reference Index MSCI UK (NR)Reference Index Bloomberg Ticker NDDLUKUnit Class Category B

(capital growth)

ISIN IE00B539F030

Valor no. 10737561


Fund 106


CS ETF (IE) on MSCI UKClass B


2010 2011 201295

100

105

110

115

120

125

-5%

0%

5%

10%

15%

20%

25%

-2.2 -2.7-1.8 -2.6

CS ETF (IE) on MSCI UK Yearly or year-to-date performance respectively (Fund)MSCI UK (NR) Yearly or year-to-date performance respectively (Benchmark)



Sectors in %

Energy 19.61Consumer Staples 17.24Financials 17.20Materials 10.91Health Care 9.02Telecommunication Services 7.73Consumer Discretionary 6.33Industrials 6.25Liquid Assets 0.05Others 5.66

Investment policyThe investment objective of the Fund is to deliverthe net total return performance of the ReferenceIndex (being the MSCI UK), less the fees andexpenses of the Fund. The Reference Index is abroad-based equity index of securities generallyincorporated in the United Kingdom. Securitieslisted on the London Stock Exchange are eligiblefor inclusion.

Fund facts

Yes


Bloomberg ticker CSUK SW




Top 10 Holdings in %HSBC Holdings 6.71Vodafone 6.41BP 5.52Royal Dutch Shell 'A' 5.40GlaxoSmithKline 5.34British Am. Tobacco 4.43Royal Dutch Shell 'B' 4.07BG 3.11Diageo Cap 2.86Rio Tinto 2.81Total 46.66




SIX Swiss Exchange 13.01.2010 GBP 09:00 - 17:30 CSUK SW CSUK.SDeutsche Boerse 10.03.2010 EUR 09:00 - 17:30 SXR3 GY SXR3.DEBorsa Italiana 10.03.2010 EUR 09:00 - 17:25 CSUK IM CSUK.MILondon Stock Exchange 15.09.2010 GBx 08:00 - 16:30 CSUK LN CSUK.LEuronext 18.01.2011 EUR CSUK FP CSUK.PA


CS

ETF



239


Location ZurichFund domicile IrelandFund currency GBPUcits III-CompliantClose of financial year 31. JulyTotal net assets (in mil.) 49.80Inception date 02.06.2009Management fee in % p.a. 0.36Total expense ratio (TER) in % 0.48Reference Index MSCI UK Large Cap (NR)Reference Index Bloomberg Ticker MLCLUKGNUnit Class Category B

(capital growth)

ISIN IE00B3VWKZ07

Valor no. 10191349


Fund 47


CS ETF (IE) on MSCI UK Large CapClass B


2009 2010 2011 201290

100

110

120

130

140

150

-10%

0%

10%

20%

30%

40%

50%

10.5

-1.8 -3.9

11.0

-1.3 -3.7

CS ETF (IE) on MSCI UK Large Cap Yearly or year-to-date performance respectively (Fund)MSCI UK Large Cap (NR) Yearly or year-to-date performance respectively (Benchmark)



Sectors in %

Energy 22.52Consumer Staples 20.14Financials 15.86Materials 11.45Health Care 10.18Telecommunication Services 8.97Utilities 5.04Consumer Discretionary 3.43Liquid Assets 0.08Others 2.33

Investment policyThe investment objective of the Fund is toreplicate the Reference Index (being the MSCIUK Large Cap (less fees and expenses of theFund)).The Reference Index is an equity indexof securities with a large market capitalisationgenerally incorporated in the United Kingdom.Securities listed on the London Stock Exchangeare eligible for inclusion.

Fund facts

Yes


Bloomberg ticker CSUKL SW




Top 10 Holdings in %HSBC Holdings 7.95Vodafone 7.59BP 6.54Royal Dutch Shell 'A' 6.39GlaxoSmithKline 6.35British Am. Tobacco 5.25Royal Dutch Shell 'B' 4.84BG 3.68Diageo Cap 3.36Rio Tinto 3.33Total 55.28




SIX Swiss Exchange 03.07.2009 GBP 09:00 - 17:30 CSUKL SW CSUKL.SDeutsche Boerse 25.11.2009 EUR 09:00 - 17:30 SXRC GY SXRC00.DEBorsa Italiana 16.10.2009 EUR 09:00 - 17:25 CSUKL IM CSUKL.MILondon Stock Exchange 15.09.2010 GBx 08:00 - 16:30 CUKL LN CUKL.LEuronext 18.01.2011 EUR CUKL FP CUKL.PA


240




Location ZurichFund domicile IrelandFund currency GBPUcits III-CompliantClose of financial year 31. JulyTotal net assets (in mil.) 20.95Inception date 01.07.2009Management fee in % p.a. 0.42Total expense ratio (TER) in % 0.58Reference Index MSCI UK Small Cap (NR)Reference Index Bloomberg Ticker NCLDUKUnit Class Category B

(capital growth)

ISIN IE00B3VWLG82

Valor no. 10191675


Fund 217


CS ETF (IE) on MSCI UK Small CapClass B


2009 2010 2011 20128090

100110120130140150160

-20%-10%

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

30.9

-12.4

8.1

30.9

-11.8

8.7

CS ETF (IE) on MSCI UK Small Cap Yearly or year-to-date performance respectively (Fund)MSCI UK Small Cap (NR) Yearly or year-to-date performance respectively (Benchmark)



Sectors in %

Industrials 21.71Consumer Discretionary 20.45Financials 17.47Energy 10.17Information Technology 10.13Materials 9.28Consumer Staples 2.98Utilities 2.70Liquid Assets 0.66Others 4.45

Investment policyThe investment objective of the Fund is toreplicate the performance of the Reference Index(being the MSCI UK Small Cap (less fees andexpenses of the Fund)).The Reference Index isan equity index of securities with a small marketcapitalisation generally incorporated in the UnitedKingdom. Securities listed on the London StockExchange are eligible for inclusion.

Fund facts

Yes


Bloomberg ticker CSUKS SW




Top 10 Holdings in %Croda Intl. 1.67IMI 1.63Wood Grp. 1.46Pennon Groupe 1.38Travis Perkins 1.18Logica 1.14Aberdeen 1.12DRAX Group 1.08Informa 1.07Spectris 1.07Total 12.79




SIX Swiss Exchange 03.07.2009 GBP 09:00 - 17:30 CSUKS SW CSUKS.SDeutsche Boerse 25.11.2009 EUR 09:00 - 17:30 SXRD GY SXRD.DEBorsa Italiana 16.10.2009 EUR 09:00 - 17:25 CSUKS IM CSUKS.MILondon Stock Exchange 15.09.2010 GBx 08:00 - 16:30 CUKS LN CUKS.LEuronext 18.01.2011 EUR CUKS FP CUKS.PA


CS

ETF



241


Location ZurichFund domicile IrelandFund currency USDUcits III-CompliantClose of financial year 31. JulyTotal net assets (in mil.) 292.81Inception date 12.01.2010Management fee in % p.a. 0.22Total expense ratio (TER) in % 0.33Reference Index MSCI USA (NR)Reference Index Bloomberg Ticker NDDUUSUnit Class Category B

(capital growth)

ISIN IE00B52SFT06

Valor no. 10737015


Fund 584


CS ETF (IE) on MSCI USAClass B


2010 2011 201295

100105110115120125130135140

-5%0%5%

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

1.45.0

1.45.0

CS ETF (IE) on MSCI USA Yearly or year-to-date performance respectively (Fund)MSCI USA (NR) Yearly or year-to-date performance respectively (Benchmark)



Sectors in %

Information Technology 19.84Financials 13.80Health Care 11.76Consumer Discretionary 11.74Consumer Staples 11.29Energy 10.85Industrials 10.28Utilities 3.63Liquid Assets 0.14Others 6.67

Investment policyThe investment objective of the Fund is to deliverthe net total return performance of the ReferenceIndex (being the MSCI USA), less the fees andexpenses of the Fund. The Reference Index is abroad-based equity index of securities generallyincorporated in the United States of America.Securities listed on the New York StockExchange, NASDAQ, or the American StockExchange are eligible for inclusion.

Fund facts

Yes


Bloomberg ticker CSUS SW


Number of holdings



Top 10 Holdings in %Apple 4.39Exxon Mobil Corp. 3.08IBM 1.86Microsoft 1.80AT & T 1.65General Electric 1.65Chevron Corp. 1.60Procter & Gamble 1.40Johnson & Johnson 1.39Pfizer 1.37Total 20.18




SIX Swiss Exchange 13.01.2010 USD 09:00 - 17:30 CSUS SW CSUS.SDeutsche Boerse 10.03.2010 EUR 09:00 - 17:30 SXR4 GY SXR4.DEBorsa Italiana 10.03.2010 EUR 09:00 - 17:25 CSUS IM CSUS.MILondon Stock Exchange 15.09.2010 USD,

GBx08:00 - 16:30 CSUS LN,

CU1 LNCSUS.L,CSU1.L

Euronext 18.01.2011 EUR CSUS FP CSUS.PA


242




Location ZurichFund domicile IrelandFund currency USDUcits III-CompliantClose of financial year 31. JulyTotal net assets (in mil.) 57.87Inception date 02.06.2009Management fee in % p.a. 0.22Total expense ratio (TER) in % 0.33Reference Index MSCI USA Large Cap (NR)Reference Index Bloomberg Ticker MLCLUSANUnit Class Category B

(capital growth)

ISIN IE00B3VWLJ14

Valor no. 10191861


Fund 278


CS ETF (IE) on MSCI USA Large CapClass B


2009 2010 2011 2012100

110

120

130

140

150

160

0%

10%

20%

30%

40%

50%

60%

12.7

1.95.2

12.8

1.95.2

CS ETF (IE) on MSCI USA Large Cap Yearly or year-to-date performance respectively (Fund)MSCI USA Large Cap (NR) Yearly or year-to-date performance respectively (Benchmark)



Sectors in %

Information Technology 21.03Financials 13.51Health Care 12.17Consumer Staples 11.90Energy 11.50Consumer Discretionary 10.50Industrials 9.61Telecommunication Services 3.42Liquid Assets 0.15Others 6.22

Investment policyThe investment objective of the Fund is toreplicate the performance of the Reference Index(being the MSCI USA Large Cap (less fees andexpenses of the Fund)). The Reference Index isan equity index of securities with a large marketcapitalisation generally incorporated in the UnitedStates of America. Securities listed on the NewYork Stock Exchange, NASDAQ or theAmerican Stock Exchange are eligible forinclusion.

Fund facts

Yes


Bloomberg ticker CSUSL SW


Number of holdings



Top 10 Holdings in %Apple 5.21Exxon Mobil Corp. 3.66IBM 2.21Microsoft 2.15AT & T 1.97General Electric 1.96Chevron Corp. 1.90Procter & Gamble 1.66Johnson & Johnson 1.66Pfizer 1.63Total 24.01




SIX Swiss Exchange 03.07.2009 USD 09:00 - 17:30 CSUSL SW CSUSL.SDeutsche Boerse 25.11.2009 EUR 09:00 - 17:30 SXRF GY SXRF.DEBorsa Italiana 16.10.2009 EUR 09:00 - 17:25 CSUSL IM CSUSL.MILondon Stock Exchange 15.09.2010 USD,

GBx08:00 - 16:30 CUSL LN,

CUL1 LNCUSL.L,CUL1.L

Euronext 18.01.2011 EUR CUSL FP CUSL.PA


CS

ETF



243


Location ZurichFund domicile IrelandFund currency USDUcits III-CompliantClose of financial year 31. JulyTotal net assets (in mil.) 109.20Inception date 01.07.2009Management fee in % p.a. 0.30Total expense ratio (TER) in % 0.43Reference Index MSCI USA Small Cap (NR)Reference Index Bloomberg Ticker NCLDUSUnit Class Category B

(capital growth)

ISIN IE00B3VWM098

Valor no. 10191868


Fund 1'000


CS ETF (IE) on MSCI USA Small CapClass B


2009 2010 2011 201290

100110120130140150160170

-10%0%

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

27.7

-3.4

4.7

27.5

-3.4

4.8

CS ETF (IE) on MSCI USA Small Cap Yearly or year-to-date performance respectively (Fund)MSCI USA Small Cap (NR) Yearly or year-to-date performance respectively (Benchmark)



Sectors in %

Financials 22.28Information Technology 16.08Consumer Discretionary 15.97Industrials 15.17Health Care 12.10Materials 5.92Energy 4.99Utilities 4.31Liquid Assets 0.15Others 3.03

Investment policyThe investment objective of the Fund is toreplicate the performance of the Reference Index(being the MSCI USA Small Cap (less fees andexpenses of the Fund)). The Reference Index isan equity index of securities with a small marketcapitalisation generally incorporated in the UnitedStates of America. Securities listed on the NewYork Stock Exchange, NASDAQ or theAmerican Stock Exchange are eligible forinclusion.

Fund facts

Yes


Bloomberg ticker CSUSS SW


Number of holdings



Top 10 Holdings in %Regeneron Pharma. 0.53American Cap. 0.45Wyndham Worldwide Corp 0.41Equinix 0.39Tractor Supply 0.34SL Green RLTY 0.30TransDigm Grp. 0.30Core Laboratoires 0.29Trimble Nav. 0.29Ansys Inc. 0.29Total 3.59




SIX Swiss Exchange 03.07.2009 USD 09:00 - 17:30 CSUSS SW CSUSS.SDeutsche Boerse 25.11.2009 EUR 09:00 - 17:30 SXRG GY SXRG.DEBorsa Italiana 16.10.2009 EUR 09:00 - 17:25 CSUSS IM CSUSS.MILondon Stock Exchange 15.09.2010 USD,

GBx08:00 - 16:30 CUSS LN,

CUS1 LNCUSS.L,CUS1.L

Euronext 18.01.2011 EUR CUSS FP CUSS.PA


244




Location ZurichFund domicile IrelandFund currency USDUcits III-CompliantClose of financial year 31. JulyTotal net assets (in mil.) 42.18Inception date 28.01.2011Management fee in % p.a. 0.21Total expense ratio (TER) in % 0.40Reference Index MSCI World (NR)Reference Index Bloomberg Ticker NDDUWIUnit Class Category B

(capital growth)

ISIN IE00B3NBFN86

Valor no. 12057882


Fund 806


CS ETF (IE) on MSCI WorldClass B


2011 201285

90

95

100

105

110

-15%

-10%

-5%

0%

5%

10%

0.7 0.8

CS ETF (IE) on MSCI World Yearly or year-to-date performance respectively (Fund)MSCI World (NR) Yearly or year-to-date performance respectively (Benchmark)



Sectors in %

Financials 17.89Information Technology 12.97Industrials 11.46Consumer Discretionary 11.01Consumer Staples 10.92Energy 10.58Health Care 10.52Materials 6.66Liquid Assets 0.05Others 7.95

Countries in %

USA 55.43United Kingdom 9.21Japan 8.82Canada 4.94France 3.57Switzerland 3.56Australia 3.42Germany 3.18Sweden 1.17Others 6.71

Investment policyThe investment objective of the Fund is to deliverthe net total return performance of the ReferenceIndex (being the MSCI World in USD), less thefees and expenses of the Fund. The ReferenceIndex is a broad global equity index and isdenominated in USD.

Fund facts

Yes


Bloomberg ticker CSWD SW


Number of holdings



Top 10 Holdings in %Apple 2.39Exxon Mobil Corp. 1.66IBM 0.99Microsoft 0.97General Electric 0.89AT & T 0.87Chevron Corp. 0.85Nestlé 0.81Johnson & Johnson 0.73Procter & Gamble 0.73Total 10.90




SIX Swiss Exchange 10.02.2011 USD 09:00 - 17:30 CSWD SW CSWD.SDeutsche Boerse 15.02.2011 EUR 09:00 - 17:30 CEBN GY CEBN.DEBorsa Italiana 22.02.2011 EUR 09:00 - 17:25 CSWD IM CSWD.MILondon Stock Exchange 24.02.2011 USD,

GBx08:00 - 16:30 CSWD LN,

CWD1 LNCSWD.L,CWD1.L

Euronext 10.03.2011 EUR CSWD FP CSWD.PA


CS

ETF



245


Location ZurichFund domicile IrelandFund currency USDUcits III-CompliantClose of financial year 31. JulyTotal net assets (in mil.) 187.97Inception date 26.01.2010Management fee in % p.a. 0.17Total expense ratio (TER) in % 0.33Reference Index NASDAQ 100 (PI)Reference Index Bloomberg Ticker NDXUnit Class Category B

(capital growth)

ISIN IE00B53SZB19

Valor no. 10737617


Fund 100


CS ETF (IE) on NASDAQ 100Class B


2010 2011 201290

100

110

120

130

140

150

160

-10%

0%

10%

20%

30%

40%

50%

60%

3.1

11.1

2.7

10.8

CS ETF (IE) on NASDAQ 100 Yearly or year-to-date performance respectively (Fund)NASDAQ 100 (PI) Yearly or year-to-date performance respectively (Benchmark)



Sectors in %

Information Technology 67.22Consumer Discretionary 16.32Health Care 10.76Consumer Staples 2.50Industrials 1.84Telecommunication Services 0.84Materials 0.45Liquid Assets 0.08

Investment policyThe investment objective of the Fund is to deliverthe net total return performance of the ReferenceIndex (being the NASDAQ 100), less the feesand expenses of the Fund. The Reference Indexis an equity index of securities comprising thelargest US and international companies in termsof market capitalisation listed on the NASDAQStock Market. The Reference Index reflectscompanies across major industry groupsincluding computer hardware and software,telecommunications, retail/wholesale trade andbiotechnology. It does not contain securities offinancial companies including investmentcompanies.

Fund facts

Yes


Bloomberg ticker CSNDX SW


Number of holdings



Top 10 Holdings in %Apple 19.19Microsoft 8.73Google 5.34Oracle 4.74Intel 4.60Qualcomm 3.46Amazon.Com 3.45Cisco Systems 3.14Comcast Corp. 2.16Amgen 1.96Total 56.76




SIX Swiss Exchange 27.01.2010 USD 09:00 - 17:30 CSNDX SW CSNDX.SDeutsche Boerse 10.03.2010 EUR 09:00 - 17:30 SXRV GY SXRV.DEBorsa Italiana 10.03.2010 EUR 09:00 - 17:25 CSNDX IM CSNDX.MILondon Stock Exchange 15.09.2010 USD,

GBx08:00 - 16:30 CNDX LN,

CNX1 LNCNDX.L,CNX1.L

Euronext 18.01.2011 EUR CNDX FP CNDX.PA


246




Location ZurichFund domicile IrelandFund currency JPYUcits III-CompliantClose of financial year 31. JulyTotal net assets (in mil.) 3'886.73Inception date 25.01.2010Management fee in % p.a. 0.38Total expense ratio (TER) in % 0.48Reference Index Nikkei 225 Stock Average (PI)Reference Index Bloomberg Ticker NKYUnit Class Category B

(capital growth)

ISIN IE00B52MJD48

Valor no. 10737065


Fund 225


CS ETF (IE) on Nikkei 225Class B


2010 2011 201280

85

90

95

100

105

110

-20%

-15%

-10%

-5%

0%

5%

10%

-16.2

1.8

-17.3

1.0

CS ETF (IE) on Nikkei 225 Yearly or year-to-date performance respectively (Fund)Nikkei 225 Stock Average (PI) Yearly or year-to-date performance respectively (Benchmark)



Sectors in %

Industrials 25.18Consumer Discretionary 21.03Information Technology 16.54Health Care 8.77Consumer Staples 8.21Materials 6.98Financials 6.24Telecommunication Services 5.96Liquid Assets 0.03Others 1.06

Investment policyThe investment objective of the Fund is to deliverthe net total return performance of the ReferenceIndex (being the Nikkei 225), less the fees andexpenses of the Fund. The Reference Index is anequity index of securities comprising 225 highlyliquid stocks traded on the first section of theTokyo Stock Exchange. Its constituents aregiven an equal weighting based on a par value of50 Japanese Yen per share, whereby the pricesof stocks with other par values are adjusted toalso reflect a par value of 50 Japanese Yen pershare.

Fund facts

Yes


Bloomberg ticker CSNKY SW


Number of holdings



Top 10 Holdings in %Fast Retailing 8.17Fanuc 6.28Softbank Corp 3.42Kyocera 3.12Honda Motor 2.33KDDI Corp 2.33Canon 2.20Shin-Etsu Chemical 1.86Tokyo Electron 1.63SECOM 1.61Total 32.93




SIX Swiss Exchange 27.01.2010 JPY 09:00 - 17:30 CSNKY SW CSNKY.SDeutsche Boerse 10.03.2010 EUR 09:00 - 17:30 SXRZ GY SXRZ.DEBorsa Italiana 10.03.2010 EUR 09:00 - 17:25 CSNKY IM CSNKY.MILondon Stock Exchange 15.09.2010 GBx 08:00 - 16:30 CNKY LN CNKY.LEuronext 18.01.2011 EUR CNKY FP CNKY.PA


CS

ETF



247


Location ZurichFund domicile IrelandFund currency USDUcits III-CompliantClose of financial year 31. JulyTotal net assets (in mil.) 662.32Inception date 18.05.2010Management fee in % p.a. 0.09Total expense ratio (TER) in % 0.20Reference Index S&P 500 Composite (NR)Reference Index Bloomberg Ticker SPTR500NUnit Class Category B

(capital growth)

ISIN IE00B5BMR087

Valor no. 10737041


Fund 501


CS ETF (IE) on S&P 500Class B


2010 2011 20129095

100105110115120125130135

-10%-5%0%5%

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

1.64.9

1.54.9

CS ETF (IE) on S&P 500 Yearly or year-to-date performance respectively (Fund)S&P 500 Composite (NR) Yearly or year-to-date performance respectively (Benchmark)



Sectors in %

Information Technology 19.85Financials 14.21Health Care 11.83Consumer Staples 11.42Consumer Discretionary 11.29Energy 10.68Industrials 10.47Utilities 3.67Liquid Assets 0.04Others 6.55

Investment policyThe investment objective of the Fund is to deliverthe net total return performance of the ReferenceIndex (being the S&P 500), less the fees andexpenses of the Fund. The Reference Index isan equity index of securities which focuses onthe large cap segment of the US market, andincludes stocks which are generally incorporatedin the United States of America. Securities listedon national stock exchanges in the US areeligible for inclusion.

Fund facts

Yes


Bloomberg ticker CSSPX SW


Number of holdings



Top 10 Holdings in %Apple 4.55Exxon Mobil Corp. 3.13IBM 1.89Microsoft 1.84AT & T 1.71General Electric 1.70Chevron Corp. 1.65Johnson & Johnson 1.45Procter & Gamble 1.45Coca-Cola 1.43Total 20.80




SIX Swiss Exchange 19.05.2010 USD 09:00 - 17:30 CSSPX SW CSSPX.SDeutsche Boerse 26.05.2010 EUR 09:00 - 17:30 SXR8 GY SXR8.DEBorsa Italiana 26.05.2010 EUR 09:00 - 17:25 CSSPX IM CSSPX.IMLondon Stock Exchange 15.09.2010 USD,

GBx08:00 - 16:30 CSPX LN,

CSP1 LNCSPX.L,CSP1.L

Euronext 18.01.2011 EUR CSPX FP CSPX.PA


248




Location ZurichFund domicile LuxembourgFund currency USDUcits III-CompliantClose of financial year 31. MayTotal net assets (in mil.) 1'325.91Inception date 28.06.2006Management fee in % p.a. 0.45Total expense ratio (ex ante) in % 0.68Reference Index MSCI EM (NR)Reference Index Bloomberg Ticker NDUEEGFUnit Class Category A

(capital growth)

ISIN LU0254097446

Valor no. 2553407


Fund 287


CS ETF (Lux) on MSCI Emerging MarketsClass A


2007 2008 2009 2010 2011 201220406080

100120140160180200

-80%-60%-40%-20%

0%20%40%60%80%

100%

35.4

-51.1

75.4

19.0

-19.4

-0.6

39.4

-53.3

78.5

18.9

-18.4

0.1

CS ETF (Lux) on MSCI EmergingMarkets


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


1 month 3 months YTD 1 year 3 years 5 yearsFund -11.84 -15.37 -0.57 -20.92 21.83 0.10Reference Index -11.21 -15.20 0.07 -20.32 25.65 0.35

Sectors in %

Financials 23.10Information Technology 15.03Energy 13.21Materials 11.65Telecommunication Services 9.01Consumer Discretionary 8.67Industrials 7.53Consumer Staples 7.46Liquid Assets 0.32Others 4.01

Countries in %

China 18.05South Korea 14.95Brazil 13.63Taiwan 11.31South Africa 7.81Russia 5.97India 5.93Mexico 4.65Malaysia 3.61Others 14.10

Investment policyThe investment objective of the fund is to deliverthe total net return of the reference index (theMSCI Emerging Markets), minus the fees andcosts of the fund. The reference index is a shareindex comprised of the shares of companiesfrom particular emerging markets from aroundthe world. The reference index is denominated inUSD.

Fund facts

Yes


Bloomberg ticker CSEM SW


Number of holdings



Top 10 Holdings in %Samsung Electronics 3.45Taiwan Semicon 2.24China Mobile 1.99Gazprom 1.60America Movil 1.57China Const. Bank 1.52Vale do Rio Doce PNA 1.35Itau Unibanco 1.32Hyundai Motor 1.28Petrobras PN 1.19Total 17.50




SIX Swiss Exchange 30.06.2006 USD 09:00 - 17:30 CSEM SW CSEM.SDeutsche Boerse 25.11.2009 EUR 09:00 - 17:30 XMHB GY XMHB.DEBorsa Italiana 16.10.2009 EUR 09:00 - 17:25 CSEM IM CSEM.MILondon Stock Exchange 15.09.2010 USD,

GBx08:00 - 16:30 CSEM LN,

CM1 LNCSEM.L,CM1.L

Euronext 18.01.2011 EUR CSEM FP -


CS

ETF



249


Location ZurichFund domicile LuxembourgFund currency EURUcits III-CompliantClose of financial year 31. MayTotal net assets (in mil.) 239.06Inception date 23.10.2002Management fee in % p.a. 0.40Total expense ratio (ex ante) in % 0.49Reference Index MSCI EMU Large Cap (NR) (10/07)Reference Index Bloomberg Ticker MLCLEMUNUnit Class Category A

(capital growth)

ISIN LU0154139132

Valor no. 1480005


Fund 125


CS ETF (Lux) on MSCI EMU Large CapClass A


2007 2008 2009 2010 2011 201240

60

80

100

120

140

-60%

-40%

-20%

0%

20%

40%

9.7

-44.0

26.9

0.5

-13.6-3.7

10.0

-44.1

26.9

0.7

-13.7-3.6

CS ETF (Lux) on MSCI EMU LargeCap


MSCI EMU Large Cap (NR) (10/07)Yearly or year-to-date performance respectively (ReferenceIndex)


1 month 3 months YTD 1 year 3 years 5 yearsFund -6.54 -11.91 -3.66 -20.80 2.42 -42.15Reference Index -6.60 -11.92 -3.61 -20.86 2.56 -42.07

Sectors in %

Financials 18.31Consumer Staples 13.02Consumer Discretionary 11.47Industrials 11.18Materials 9.20Health Care 8.97Energy 8.80Telecommunication Services 7.48Liquid Assets 0.10Others 11.48

Countries in %

Germany 34.30France 33.46Spain 8.94Netherlands 8.81Italy 7.85Belgium 3.30Finland 1.84Ireland 0.62Austria 0.46Others 0.42

Investment policyThe investment objective of the fund is to deliverthe total net return of the reference index (theMSCI EMU Large Cap), minus the fees andcosts of the fund. The reference index is a shareindex comprised of the shares of companies withlarge market capitalization whose registeredoffice is in the euro zone. The reference index isdenominated in EUR.

Fund facts

Yes


Bloomberg ticker CSEMUL SW


Number of holdings



Top 10 Holdings in %Total 4.61Sanofi-Aventis 3.90Siemens 3.41BASF 3.23Anheuser 2.74SAP 2.66Bayer 2.64Unilever 2.57Banco Santander 2.37ENI 2.34Total 30.47




SIX Swiss Exchange 24.10.2002 EUR 09:00 - 17:30 CSEMUL SW CSEMUL.SDeutsche Boerse 11.09.2003 EUR 09:00 - 17:30 XMHA GY XMHA.DEBorsa Italiana 16.10.2009 EUR 09:00 - 17:25 CSEMUL IM CSEMUL.MILondon Stock Exchange 15.09.2010 EUR,

GBx08:00 - 16:30 CEUL LN,

CEL1 LNCEUL.L,CEL1.L

Euronext 18.01.2011 EUR CEUL FP -


250




Location ZurichFund domicile LuxembourgFund currency EURUcits III-CompliantClose of financial year 31. MayTotal net assets (in mil.) 103.75Inception date 17.09.2007Management fee in % p.a. 0.40Total expense ratio (ex ante) in % 0.50Reference Index MSCI EMU Mid Cap (NR)Reference Index Bloomberg Ticker MMDLEMUNUnit Class Category A

(capital growth)

ISIN LU0312694234

Valor no. 3280326


Fund 133


CS ETF (Lux) on MSCI EMU Mid CapClass A


2007 2008 2009 2010 2011 201240

60

80

100

120

140

-60%

-40%

-20%

0%

20%

40%

-48.9

30.3

10.8

-20.5

-1.2

-49.2

30.5

11.3

-20.3

-1.2

CS ETF (Lux) on MSCI EMU Mid Cap Yearly or year-to-date performance respectively (Fund)MSCI EMU Mid Cap (NR) Yearly or year-to-date performance respectively (Reference Index)


1 month 3 months YTD 1 year 3 years 5 yearsFund -9.13 -11.69 -1.21 -25.16 1.82 -Reference Index -9.23 -11.73 -1.18 -25.05 2.57 -

Sectors in %

Industrials 22.01Consumer Discretionary 16.58Financials 13.50Materials 11.79Information Technology 9.83Consumer Staples 7.99Health Care 5.65Energy 5.15Liquid Assets 0.10Others 7.41

Countries in %

France 32.66Germany 13.10Netherlands 11.84Spain 9.77Finland 8.00Belgium 7.26Italy 6.87Ireland 3.59Austria 2.86Others 4.05

Investment policyThe investment objective of the fund is to deliverthe total net return of the reference index (theMSCI EMU Mid Cap), minus the fees and costsof the fund. The reference index is a share indexcomprised of the shares of companies withmedium market capitalization whose registeredoffice is in the euro zone. The reference index isdenominated in EUR.

Fund facts

Yes


Bloomberg ticker CSEMUM SW


Number of holdings



Top 10 Holdings in %Technip 2.34Infineon 2.22Koninklijke Dsm 1.90Elan 1.85Reed Elsevier 1.84Sodexo 1.77Legrand 1.74Publicis 1.73SES 1.73Solvay 1.60Total 18.71




SIX Swiss Exchange 18.09.2007 EUR 09:00 - 17:30 CSEMUM SW CSEMUM.SDeutsche Boerse 18.08.2010 EUR 09:00 - 17:30 XMHC GY XMHC.DELondon Stock Exchange 15.09.2010 EUR,

GBx08:00 - 16:30 CEUM LN,

CEM1 LNCEUM.L,CEM1.L

Euronext 18.01.2011 EUR CEUM FP -


CS

ETF



251


Location ZurichFund domicile SwitzerlandFund currency USDUcits III-Compliant NoClose of financial year 31. MayTotal net assets (in mil.) 1'519.84Inception date 05.10.2009Management fee in % p.a. 0.30Total expense ratio (ex ante) in % 0.33Reference Index London Gold Fixing PMReference Index Bloomberg Ticker GOLDLNPMUnderlying approx. 1/10 ounceUnit Class Category A

(distribution)

ISIN CH0104136236

Valor no. 10413623

Income treatment distributionLast distribution 20.07.2010Distribution value 0.00

Gold bars with a standard weight of around 400 oz. and a purity of 995/1'000 or higher: 2'453


CS ETF II (CH) on GoldClass A


2009 2010 2011 2012100110120130140150160170180

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

28.8

8.61.6

29.2

8.91.8

CS ETF II (CH) on Gold Yearly or year-to-date performance respectively (Fund)London Gold Fixing PM Yearly or year-to-date performance respectively (Benchmark)



Investment policyThe Fund invests in physical gold without makinguse of commodity derivatives. The Fund´sinvestment objective is to replicate the return ofthe gold spot price less the fees and expenses ofthe Fund.

Fund facts


Bloomberg ticker CSGOLD SW


Stock of gold bars






SIX Swiss Exchange 06.10.2009 USD 09:00 - 17:30 CSGOLD SW CSGOLD.S


252





London Gold Fixing PM (Hedged into CHF)Reference Index Bloomberg Ticker GLDLNCHFUnderlying approx. 1/10 ounce

(without considering the currency hedge)Unit Class Category A

(distribution)

ISIN CH0104136285

Valor no. 10413628


Gold bars with a standard weight of around 400 oz. and a purity of 995/1'000 or higher: 1'030


CS ETF II (CH) on Gold - hedged CHFClass A


2009 2010 2011 2012100110120130140150160170180

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

27.0

6.11.0

28.1

8.01.2

CS ETF II (CH) on Gold - hedged CHF Yearly or year-to-date performance respectively (Fund)London Gold Fixing PM (Hedged into CHF) Yearly or year-to-date performance respectively (Benchmark)


1 month 3 months YTD 1 year 3 years 5 yearsFund -5.79 -12.33 0.98 -1.49 - -Reference Index -5.75 -12.24 1.22 0.24 - -

Investment policyThe Fund invests in physical gold without makinguse of commodity derivatives. The Fund´sinvestment objective is to replicate the return ofthe gold spot price less the fees and expensesof the Fund. The US Dollar exposure of Gold ishedged into CHF.

Fund facts


Bloomberg ticker CSGLDC SW


Stock of gold bars






SIX Swiss Exchange 06.10.2009 CHF 09:00 - 17:30 CSGLDC SW CSGLDC.S


CS

ETF



253


Location ZurichFund domicile SwitzerlandFund currency EURUcits III-Compliant NoClose of financial year 31. MayTotal net assets (in mil.) 221.80Inception date 05.10.2009Management fee in % p.a. 0.35Total expense ratio (ex ante) in % 0.39Reference Index

London Gold Fixing PM (Hedged into EUR)Reference Index Bloomberg Ticker GLDLNEURUnderlying approx. 1/10 ounce

(without considering the currency hedge)Unit Class Category A

(distribution)

ISIN CH0104136319

Valor no. 10413631


Gold bars with a standard weight of around 400 oz. and a purity of 995/1'000 or higher: 456


CS ETF II (CH) on Gold - hedged EURClass A


2009 2010 2011 2012100110120130140150160170180

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

28.3

8.41.2

28.8

8.71.3

CS ETF II (CH) on Gold - hedged EUR Yearly or year-to-date performance respectively (Fund)London Gold Fixing PM (Hedged into EUR) Yearly or year-to-date performance respectively (Benchmark)



Investment policyThe Fund invests in physical gold without makinguse of commodity derivatives. The Fund´sinvestment objective is to replicate the return ofthe gold spot price less the fees and expensesof the Fund. The US Dollar exposure of Gold ishedged into EUR.

Fund facts


Bloomberg ticker CSGLDE SW


Stock of gold bars






SIX Swiss Exchange 06.10.2009 EUR 09:00 - 17:30 CSGLDE SW CSGLDE.S


254



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.

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.

Glossary

256

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

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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 characteristics inthe 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 of aFund as at the last trading point relevant to the Factsheet month end. Tableincludes 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.


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 the Factsheetmonth end.

Allocation currencies in %Pie chart listing currency split within portfolio.

Asset allocation in %Matrix of Asset Classes and Currency Breakdowns as at the last tradingpoint relevant to the Factsheet month end.

Maturities in %Bar chart depicting the percentage breakdown of Maturities in a Fund’sportfolio, in terms of designated time bands, as at the last trading pointrelevant to the Factsheet month end.


Duration and yieldTable depicting key statistics with respect to fixed income characteristics inthe 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 the Factsheetmonth end.

Top 10 holdings in %Table listing the largest Holdings, by percentage value in the portfolio of aFund as at the last trading point relevant to the Factsheet month end. Tableincludes information on Coupons and Maturities.

Info

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ion

259

Internet www.credit-suisse.com/ch daily

Reuters CSFUNDS00Please ask for our detailed publication “FundCodes”, where youcan find the respective tickers for Reuters.

daily

Bloomberg CREDIT SUISSEPlease ask for our detailed publication “FundCodes”, where youcan find the respective tickers for Bloomberg.

daily

Telekurs Contributor code 192Please ask for our detailed publication “FundCodes”, where youcan find the respective tickers for Telekurs.

daily

Teletext on SF2 Pages 667/668/669 daily

Teletext on TSR2 Pages 667/668/669 daily

Teletext on TSI2 Pages 667/668/669 daily

Newspapers (Switzerland) Neue Zürcher ZeitungTages AnzeigerFinanz und WirtschaftBasler ZeitungBerner ZeitungNeue Luzerner ZeitungSt. Galler TagblattL’AgéfiLe TempsCorriere del Ticino

dailydaily

in every publicationSaturday

WednesdaySaturday

dailydailydailydaily

Newspapers (International) Frankfurter AllgemeineHandelsblattBörsenzeitungDie WeltDer StandardIl Sole 24 OreMilano FinanzaInternational Herald TribuneFinancial TimesLiechtensteiner Vaterland

dailydailydailydailydailydailydailydailydaily

twice monthly (Saturday)

Where to find the current prices of our funds

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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 creditorrisk. Some of the investment products include Commodityinvestments. Commodity investmets are subject to greaterfluctuations in value than normal investments and may lead to

additional 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 issuedpursuant 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.

Important Information

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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 Nikkei

Inc. 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 wayconnected 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 index

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values 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 holdingshares 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 any

person 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 © 2012 Credit Suisse Group AG and/or its affiliates.All rights reserved.

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Individuals

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