Credit Suisse Managed Futures Strategy Fund

Fund Holdings

Asset Allocation

% Long % Short % Net
Cash 53.23 26.62 26.61
Stocks 0.0 0.0 0.0
Bonds 7.36 0.0 7.36
Other 6.27 0.0 6.27
Foreign Bonds 46.03 0.31 45.72
Foreign Stocks 14.03 0.0 14.03
Convertible 0.0 0.0 0.0
Preferred 0.0 0.0 0.0

Updated 01.31.2014

Top 10 Holdings

Performance as of 02.28.2014

Portfolio as of 01.31.2014

% Net Assets
10yr Mini Jgb Fut Mar14 Xsim 20140310 25.59
Euro-Bund Future Mar14 Xeur 20140306 20.22
FFCB FRN 7.36
Cs Cayman Liquid Managed Futur Mutual Fund 6.27
Nikkei 225 (Ose) Mar14 Xose 20140313 3.75
Ftse 100 Idx Fut Mar14 Xlif 20140321 3.51
Euro Stoxx 50 Mar14 Xeur 20140321 3.39
S+p500 Emini Fut Mar14 Xcme 20140321 3.38
Us 10yr Note (Cbt)mar14 Xcbt 20140320 0.31
Long Gilt Future Mar14 Xlif 20140327 0.22