WIXLIB

Supply Chain Finance Funds (SCFF)Portfolio detailsCREDIT SUISSE ASSET MANAGEMENTMay 2022

Supply chain finance notesInitial remarks on portfolio compositionDescription Relates to a program where issued notes are backed by obligations from a single paying party (singleobligor)Single obligorprogramMulti-obligor program Relates to a program where issued notes are backed by existing obligations and, in some programs aresubject to certain eligibility criteria, by future obligations, from a number of paying parties (multipleobligors) Three segments of exposure in the funds have been identified as driving the valuation uncertainty These include both single-obligor exposure and multi-obligor exposureFocus AreasCREDIT SUISSE ASSET MANAGEMENTMay 20222

Credit Suisse (Lux) Supply Chain Finance FundFund portfolio details(a sub-fund of Credit Suisse Virtuoso SICAV-SIF)Fund portfolio detailsin USD bn - roundedFocus Areas – Color Code7.25Single obligor notesNotes being part ofmulti-obligor 0.221.96FundCash & Cash Supply ChainNotionalEquivalentsFinanceValueNotes3,4after i-Obligor Multi-Obligor Focus Areas4 Remainder5,6ProgramProgramNotes (notNoteseligible for (eligible forFutureFutureReceivables) Receivables)1. Latest published NAV as of February 25, 20212. Latest published NAV less cash payout (see Note)3. Includes also notes due with outstanding payment of USD 1.96bn (rounded), of which about 89% correspond to Focus Areas4. Includes single obligor notes and multi-obligor program notes5. Includes investment in other Supply Chain Finance Funds of USD 0.007bn (rounded)6. Remainder is due to a combination of factors including, but not limited to: profits & losses from FX hedging, ongoing costs charged to the fund (e.g., custody, fund administration), changes in FX rates,settlements at values different to the book value on Feb 25, 2021 and different cut-off times/data sourcesNote: Values of notes based on nominal / face value adjusted for restructuring where relevant, portfolio breakdown excludes cost accruals. Analysis of portfolio under review and subject to change.Information as of April 29, 2022. Data source: CSAM Portfolio Management for all information pertaining to fund notional value after cash payout. The NAV is published through the Fund Administrator.Differences (e.g., different data sources, cut-off times, FX rates, etc.) may occur.CREDIT SUISSE ASSET MANAGEMENTMay 20223

Credit Suisse (Lux) Supply Chain Finance FundSingle obligor notes (excluding Focus Areas)(a sub-fund of Credit Suisse Virtuoso SICAV-SIF)Top 101ObligorTotal amount outstanding,in USD bn – rounded% of fund notional2Notes due, paymentoutstanding (%)3,4TRADESHIFT HOLDINGS INC0.073%100%WESTFORD LIMITED0.052%100%CATFOSS RENEWABLES LTD0.031%100%SPECIAL NEEDS GROUP LTD0.021%100%CATFOSS DBT LTD0.021%100%NOVINITI COLCHESTER LIMITED0.011%100%BAUERS INTELLIGENT TRANSPORTATION INC0.010%100%NOVINITI POOLE LTD0.010%100%DEAL PARTNERS LIMITED0.000%100%Total Top 100.229%100%Total single obligor notes (excl. Focus Areas)0.229%100%1. Top 10 single obligor notes. Includes notes due, payment outstanding, when applicable. Cross-fund investments not considered2. In % of fund notional value after cash payouts, as of April 29, 2022; results in higher relative weightings versus previous disclosures due to lower base3. Defined as notes due, payment outstanding in % of total amount outstanding4. In some instances new repayment schedules have been agreed with obligors. For such cases, the exposure is still classified as “Notes due” or “Late Payment” if the original note was not repaid on timeNote: Values of notes based on nominal / face value adjusted for restructuring where relevant, portfolio breakdown excludes cost accruals. Analysis of portfolio under review and subject to change.Information as of April 29, 2022, Data source: CSAM Portfolio ManagementCREDIT SUISSE ASSET MANAGEMENTMay 20224

Credit Suisse (Lux) Supply Chain Finance FundMulti-obligor program overviewMulti-obligor program (MOP)Programdocumentationprovides for futurereceivablesUnderlyingobligors (#)(a sub-fund of Credit Suisse Virtuoso SICAV-SIF)Supply Chain Finance notesTotal amountoutstanding, in USDbn – roundedNotes due, payment2,3outstanding (%)Fairymead MOPYes330.44100%Rasmussen MOPYes150.29100%Liberty Commodities MOP 2018No310.27100%Currajong MOPYes170.27100%Onesteel TCUK MOP 2018Yes530.16100%Seaview MOPYes110.05100%Rehbein MOPYes190.05100%1.53100%Total multi-obligor programs where documentationprovides for future receivables1 (excluding Focus Areas)1.26 (-)100% (0%)Total multi-obligor programs where documentationdoes not provide for future receivables 1 (excluding Focus Areas)0.27 (-)100% (0%)1.53100%Total multi-obligor programs1Total multi-obligor programs of Focus Areas (in grey above)11. Investment into other Supply Chain Finance Fund of USD 0.007bn not included;2. Defined as notes due, payment outstanding in % of total amount outstanding3. In some instances new repayment schedules have been agreed with obligors. For such cases, the exposure is still classified as “Notes due” or “Late Payment” if the original note was not repaid on timeNote: Values of notes based on nominal / face value adjusted for restructuring where relevant, portfolio breakdown excludes cost accruals. Analysis of portfolio under review and subject to change.Information as of April 29, 2022, Data source: CSAM Portfolio ManagementCREDIT SUISSE ASSET MANAGEMENTMay 20225

Credit Suisse Nova (Lux) Supply Chain Finance High Income FundFund portfolio details(a sub-fund of Credit Suisse Nova (Lux))Fund portfolio detailsin USD bn - roundedFocus Areas – color code1.83Single obligor notesNotes being part ofmulti-obligor 0.120.52FundCash & Cash Supply ChainNotionalEquivalentsFinanceValueNotes3after i-Obligor Multi-Obligor Focus Areas4 Remainder5ProgramProgramNotes (notNoteseligible for (eligible forFutureFutureReceivables) Receivables)1. Latest published NAV as of February 25, 20212. Latest published NAV less cash payout (see Note)3. Includes also notes due with outstanding payment of USD 0.52bn (rounded), of which about 77% correspond to Focus Areas4. Includes single obligor notes and multi-obligor program notes5. Remainder is due to a combination of factors including, but not limited to: profits & losses from FX hedging, ongoing costs charged to the fund (e.g., custody, fund administration), changes in FX rates,settlements at values different to the book value on Feb 25, 2021 and different cut-off times/data sourcesNote: Values of notes based on nominal / face value adjusted for restructuring where relevant, portfolio breakdown excludes cost accruals. Analysis of portfolio under review and subject to change.Information as of April 29, 2022, Data source: CSAM Portfolio Management for all information pertaining to fund notional value after cash payout. The NAV is published through the Fund Administrator.Differences (e.g., different data sources, cut-off times, FX rates, etc.) may occur.CREDIT SUISSE ASSET MANAGEMENTMay 20226

Credit Suisse Nova (Lux) Supply Chain Finance High Income FundSingle obligor notes (excluding Focus Areas)(a sub-fund of Credit Suisse Nova (Lux))Top 101ObligorTotal amount outstanding,in USD bn – rounded% of fund notional2Notes due, paymentoutstanding (%)3,4CHBG LIMITED0.023%100%TOWER TRADE GROUP LTD0.022%100%WESTFORD LIMITED0.012%100%LAIDIR INVESTMENTS LTD0.012%100%BAUERS INTELLIGENT TRANSPORTATION INC0.012%100%R.W. CHELSEA HOLDINGS LTD0.012%100%KERRY LEEDS INVESTMENTS LIMITED0.012%100%CALIBRE GROUP PTY LTD0.011%100%FRESH RESULTS LLC0.011%100%DEAL PARTNERS LIMITEDTotal top 100.000.121%18%100%100%Remaining single obligor notes0.000%92%Total single obligor notes (excl. Focus Areas)0.1219%100%1. Top 10 single obligor notes. Includes notes due, payment outstanding, when applicable.2. In % of fund notional value after cash payouts, as of April 29, 2022; results in higher relative weightings versus previous disclosures due to lower base3. Defined as notes due, payment outstanding in % of total amount outstanding4. In some instances new repayment schedules have been agreed with obligors. For such cases, the exposure is still classified as “Notes due” or “Late Payment” if the original note was not repaid on timeNote: Values of notes based on nominal / face value adjusted for restructuring where relevant, portfolio breakdown excludes cost accruals. Analysis of portfolio under review and subject to change.Information as of April 29, 2022, Data source: CSAM Portfolio ManagementCREDIT SUISSE ASSET MANAGEMENTMay 20227

Credit Suisse Nova (Lux) Supply Chain Finance High Income FundMulti-obligor program overview(a sub-fund of Credit Suisse Nova (Lux))Multi-obligor program (MOP)Programdocumentationprovides for futurereceivablesUnderlyingObligors (#)Supply Chain Finance notesTotal amountoutstanding, in USDbn – roundedNotes due, payment1,2outstanding (%)Rehbein MOPYes330.24100%Seaview MOPYes110.06100%Currajong MOPYes80.06100%Rasmussen MOPYes10.01100%0.37100%0.37 (-)100% (0%)0.00 (0.00)100% (0%)0.37100%Total multi-obligor programsTotal multi-obligor programs where documentationprovides for future receivables (excluding Focus Areas)Total multi-obligor programs where documentationdoes not provide for future receivables (excluding Focus Areas)Total multi-obligor programs of Focus Areas (in grey above)1.2.Defined as notes due, payment outstanding in % of total amount outstandingIn some instances new repayment schedules have been agreed with obligors. For such cases, the exposure is still classified as “Notes due” or “Late Payment” if the original note was not repaid on timeNote: Values of notes based on nominal / face value adjusted for restructuring where relevant, portfolio breakdown excludes cost accruals. Analysis of portfolio under review and subject to change.Information as of April 29, 2022, Data source: CSAM Portfolio ManagementCREDIT SUISSE ASSET MANAGEMENTMay 20228

Credit Suisse Supply Chain Finance Investment GradeFund portfolio details(a sub-fund of Credit Suisse Fund 2 SICAVdomiciled in Liechtenstein)Fund portfolio detailsin USD bn - 0.03FundCash & Cash Supply ChainNotionalEquivalentsFinanceValueNotesafter CashPay-Out2SingleObligorNotesMulti-Obligor Multi-Obligor Focus Areas Remainder3ProgramProgramNotes (notNoteseligible for (eligible forFutureFutureReceivables) Receivables)1. Latest published NAV as of February 25, 20212. Latest published NAV less cash payout (see Note)3. Remainder is due to a combination of factors including, but not limited to: profits & losses from FX hedging, ongoing costs charged to the fund (e.g., custody, fund administration), changes in FX rates,settlements at values different to the book value on Feb 25, 2021 and different cut-off times/data sourcesNote: Values of notes based on nominal / face value adjusted for restructuring where relevant, portfolio breakdown excludes cost accruals. Analysis of portfolio under review and subject to change.Information as of April 29, 2022, Data source: CSAM Portfolio Management for all information pertaining to fund notional value after cash payout. The NAV is published through the Fund Administrator.Differences (e.g., different data sources, cut-off times, FX rates, etc.) may occur.CREDIT SUISSE ASSET MANAGEMENTMay 20229