The table below shows the current allocation of weights across the components presently in the Index.
|Current Allocation as of||Weight||Asset Class||Asset Class Weight|
|Credit Suisse Commodities Custom Trend xAL xOil Index||11.81%||Commodities||41.16%|
|Credit Suisse Commodities Custom Curve 145 Index||27.06%|
|Credit Suisse Multi-Asset Futures - EUA USD Hedged Excess Return Index||2.29%|
|Credit Suisse FX EM9 Momentum Excess Return Index||26.13%||Currencies||45.71%|
|Credit Suisse Global 26 FX Carry Excess Return Index||19.58%|
|MSCI USA ESG Rating Select 100 Net USD||13.49%||Equity||23.54%|
|MSCI EMU ESG Rating Select 50 Net EUR||2.90%|
|MSCI Japan ESG Rating Select 50 Net Return in JPY Index||4.12%|
|MSCI Switzerland ESG Rating Select 20 Net CHF||3.03%|
|Credit Suisse Bond Futures Trend Index||48.02%||Fixed Income||48.02%|
The aggregate weights may be higher or lower than 100%.
Credit Suisse. Data collected from January 28, 2010 to December 7, 2023. The CS ESG Macro 5 Index went live on August 29, 2022. Any data shown prior to the live date is simulated. Past performance is no indication or guarantee of future performance. The return results provided herein are illustrative only and were derived by means of a retroactive application of a back-casted model designed with the benefit of hindsight. These back-casted, hypothetical, historical annualized Index returns have inherent limitations. No representation is made that in the future the Index will have the returns shown. Alternative modeling techniques or assumptions might produce significantly different results and may prove to be more appropriate. Actual annualized returns may vary materially from this analysis. The Index has a 0.5% per annum embedded fee deducted on a daily basis and also contains embedded transaction costs and holding costs. The Index is an excess return index, which means that it reflects the return of components net of the cost of funding a hypothetical investment in them. Index returns are likely to be negatively affected by such costs of funding. These costs will reduce the performance of the Index.
Please refer to the Risk Factors for additional information on the Index.