September 30, 2011
Switzerland
SICAV II (Lux) Credit Suisse Money Market Sfr
Class P
Investment policy Net performance in CHF (rebased to 100) and yearly performance 1)
The aim of the fund is to achieve a high and 106 6%
steady income in Swiss francs whilst taking into
105 5%
account the security and stability of the capital.
The fund invests at least two-thirds of its assets 104 4%
in Swiss franc denominated money market 103 2.7 3%
instruments as well as in short-dated fixed 102 2%
1.5
interest and variable rate paper with first class
101 0.7 1%
borrower ratings. The Fund may hold fixed 0.5
0.1 0.2 0.1 0.1
income securities denominated in other 100 0%
2007 2008 2009 2010 2011
currencies than the CHF, however, currency SICAV II (Lux) Credit Suisse Money Market Sfr
Yearly or year-to-date performance respectively (Fund)
exposure has to be fully hedged in CHF. P
Yearly or year-to-date performance respectively
Citigroup CHF 3M Euro Dep.
(Benchmark)
Fund facts Source: Lipper, a Reuters Company
Fund manager Eric Suter
Fund manager since 02.05.2005 Net performance in CHF 1)
Location Zurich 1 month 3 months YTD 1 year 3 years 5 years
Fund domicile Luxembourg Fund -0.06 0.01 0.14 0.13 1.08 -
Fund currency CHF Benchmark 0.02 0.05 0.15 0.21 1.43 -
Close of financial year 30. Sep
Total net assets (in mil.) 437.47
Inception date 01.02.2007 Maturities in months Credit Ratings in %
Management fee in % p.a. 0.05 25%
Total expense ratio (ex ante) in % 0.11 AAA 47.64
Benchmark (BM) Citigroup CHF 3M Euro Dep. 20% AA+ 7.97
AA 9.88
15%
AA- 10.55
Unit Class Category P
10% A+ 1.35
(capital growth)
A-1+ 7.36
Unit class currency CHF 5%
A-1 15.25
ISIN LU0217722759
0%
Bloomberg ticker CSSSFRP LX 0-1 1-2 2-3 3-6 6-9 9-12 >12
Valor no. 2127910 Average = AA
Net asset value (NAV) 1'043.25
Min. Investment Amount 300'000 Currencies in %
Redemptions Daily before hedging after hedging Duration and Yield
EU taxation Out of scope CHF 100.00 100.00 Fund
Gross portfolio yield in % 0.16
Average remaining term to maturity in days 198
Number of holdings Asset Allocation in %
Modified duration (days) 106
Fund 69 Covered/ABS 18.15
Commercial Paper 18.05
Sovereign/Agencies 15.04 Top 10 Holdings in %
Financial Bonds 12.37 Position Coupon Maturity as % of
Government 9.53 % assets
Industrial Bonds 8.29 ABN AMRO Bk NV 19.10.11 2.97
Utilities 3.90 BGL BNP Paribas 18.11.11 2.97
Certificates of Deposit 1.60 BFCM CP 26.10.11 2.74
Cash/Cash Equivalents 13.07 Commerzbank 12.12.11 2.74
Total 100.00 DZ Privatbank 21.12.11 2.74
Nedl Gasunie 4.000 09.12.11 2.73
Nestlé 1.250 24.04.12 2.52
Fund statistics Canadian Imperial 0.275 30.12.11 2.28
1 year 3 years Bk
Annualized volatility in % 0.10 0.20 EIB 2.250 03.11.11 2.10
Information ratio -0.84 -0.43 Kommuninvest 1.500 13.02.12 2.09
Tracking Error (Ex post) 0.10 0.27 Total 25.88
Maximum drawdown in % 2) -0.06 -0.16
2) Maximum drawdown is the most negative cumulative return
over a given time period.
Contact
CREDIT SUISSE AG
Asset Management Fund Distribution - AWRC
Sihlcity - Kalanderplatz 1
8070 Zurich, Switzerland
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/or
redemption.
The disclaimer mentioned at the end of this document also applies to this page. 1/2
This document was produced by Credit Suisse AG and/or its affiliates (hereafter "CS") with the greatest of care and to the best of its knowledge and belief. However, CS provides no guarantee with regard to
its content and completeness and does not accept any liability for losses which might arise from making use of this information. The opinions expressed in this document are those of CS at the time of writing
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are not permitted access to such information under local law. Neither this document nor any copy thereof may be sent, taken into or distributed in the United States or to any U. S. person. Every investment
involves risk, especially with regard to fluctuations in value and return. Investments in foreign currencies involve the additional risk that the foreign currency might lose value against the investor's reference
currency. 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. Furthermore, no guarantee can be given that the performance of the benchmark will be reached or outperformed. In connection with this investment product, the Issuer and/or its affiliates
may pay to third parties, or receive from third parties as part of their compensation or otherwise, one-time or recurring remunerations (e.g. placement or holding fees). You may request further information
from your bank/relationship manager. Potential conflicts of interest can not be excluded. This document qualifies as marketing material that has been published for advertising purposes. It must not be read
as independent research. The investment funds mentioned in this publication have been established under Luxembourg law as undertakings for collective investment (UCI) subject to part 2 of the Law of
December 17, 2010 on UCI, as amended. Subscriptions are only valid on the basis of the current sales prospectus and the most recent annual report (or half-yearly report, if this is more recent). These and
the funds management regulations and/or articles may be obtained free of charge from Credit Suisse Fund Services (Luxembourg) S.A., P.O. Box 369, L-2013 Luxembourg. from Credit Suisse Funds AG,
Zurich, or from any Credit Suisse AG bank in Switzerland. The Total Expense Ratio (TER) is the sum of all commissions and costs charged on an ongoing basis to the average fund assets (operating expenses).
The value (ex ante) is expressed as a percentage of the fund’s assets and projects the average of the next twelve months under the same preconditions.
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