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

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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
Credit Suisse Portfolio Fund (Lux) • Unaudited Semi-Annual Report at 30.09.2010 Credit Suisse Portfolio Fund (Lux) Income (Sfr) Technical Data and Notes Forward foreign exchange contracts Purchases Sales Maturity Valuation USD 76,750,000 CHF -76,757,675 17.12.2010 -1,793,984.77 CHF 5,738,340 CAD -5,900,000 17.12.2010 132,472.99 CHF 112,458,650 EUR -86,500,000 17.12.2010 -2,750,969.41 GBP 7,500,000 CHF -11,677,500 17.12.2010 -144,172.50 Unrealised loss on forward foreign exchange contracts (in CHF) -4,556,653.69 Page 149
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CREDIT SUISSE PORTFOLIO FUND MANAGE
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Credit Suisse Portfolio Fund (Lux) Unaudited Semi-Annual Report

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