Credit Suisse Portfolio Fund (Lux) Unaudited Semi-Annual Report

Credit Suisse Portfolio Fund (Lux) • Unaudited Semi-Annual Report at 30.09.2010
Credit Suisse Portfolio Fund (Lux) Income (Sfr)
Technical Data and Notes
Technical Data
Valoren ISIN Management Fee Total Expense Ratio
A - Distribution
CHF
672338 LU0078042610 1.30% 1.46%
B - Capitalisation
CHF
672339 LU0078042883 1.30% 1.46%
The Portfolio Turnover Rate was 65.95% for the period from 01.10.2009 to 30.09.2010.
Fund Performance
YTD Since Inception
2009
Page 148
2008 2007
A - Distribution
CHF
1.25%
/
11.72%
-15.22% -1.12%
B - Capitalisation
CHF
1.25%
/
11.72%
-15.22% -1.12%
Notes
Distributions
Ex-Date Amount
A-Distribution CHF 18.05.2010 1.40
Securities Lending
As of 30.09.2010 the subfund participated in the "Securities Lending" - system for a global market value of CHF 252,273,633.28.
Financial futures contracts
Description Currency Quantity Engagement
Valuation
(in CHF)
DJ EURO STOXX 50 INDEX FUTURE -10- 12/10 EUR
21 571,641.84 -13,880.12
EPRA EUROPE INDEX EUR -10- 12/10 EUR
4 52,600.47 653.96
FTSE 100 INDEX FUTURE -10- 12/10 GBP
72 3,990,090.47 -6,954.29
HANG SENG INDEX FUTURES -50- 10/10 HKD
1 684,482.53 1,203.66
SGX MSCI SINGAPORE INDEX -200- 10/10 SGD
1 44,610.31 173.04
NYFE INDICES CONTNUOUS COMMODITY INDEX
FUTURES -500- 01/11
USD
235 63,215,000.00 5,122,136.32
SMI INDEX FUTURE -10- 12/10 CHF
13 827,846.84 -17,882.33
S&P 500 E-MINI INDEX FUTURE -50- 12/10 USD
5 272,467.67 4,476.71
S&P 500 INDEX FUTURE -250- 12/10 USD
5 1,362,338.34 23,267.32
S&P/ASX 200 INDEX FUTURE -25- 12/10 AUD
3 329,038.84 -4,765.05
S&P/TSE CANADA 60 INDEX FUTURE -200- 12/10 CAD
2 252,480.60 3,725.19
TOPIX INDEX FUTURE -10000- 12/10 JPY
12 101,340,802.07 -9,718.80
Unrealised gain on financial futures contracts
5,102,435.61