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 (US$)
Technical Data and Notes
Technical Data
Valoren ISIN Management Fee Total Expense Ratio
A - Distribution
USD
672336 LU0078046876 1.30% 1.47%
B - Capitalisation
USD
672337 LU0078046959 1.30% 1.47%
The Portfolio Turnover Rate was 26.32% for the period from 01.10.2009 to 30.09.2010.
Fund Performance
YTD Since Inception
2009
Page 170
2008 2007
A - Distribution
USD
6.19%
/
13.31%
-12.74% 7.14%
B - Capitalisation
USD
6.19%
/
13.31%
-12.74% 7.14%
Notes
Distributions
Ex-Date Amount
A-Distribution USD 18.05.2010 2.40
Securities Lending
As of 30.09.2010 the subfund participated in the "Securities Lending" - system for a global market value of USD 58,783,947.30.
Financial futures contracts
Description Currency Quantity Engagement
Valuation
(in USD)
DJ EURO STOXX 50 INDEX FUTURE -10- 12/10 EUR
6 156,859.14 -3,898.53
EPRA EUROPE INDEX EUR -10- 12/10 EUR
0 5,596.94 71.21
FTSE 100 INDEX FUTURE -10- 12/10 GBP
2 125,499.04 -372.46
HANG SENG INDEX FUTURES -50- 10/10 HKD
0 142,001.42 255.60
SGX MSCI SINGAPORE INDEX -200- 10/10 SGD
0 9,254.77 36.75
SMI INDEX FUTURE -10- 12/10 CHF
0 2,425.12 -53.62
S&P 500 E-MINI INDEX FUTURE -50- 12/10 USD
1 58,703.57 987.26
S&P 500 INDEX FUTURE -250- 12/10 USD
1 293,517.84 5,131.19
NYFE INDICES CONTNUOUS COMMODITY INDEX
FUTURES -500- 01/11
USD
26 6,994,000.00 580,067.41
S&P/ASX 200 INDEX FUTURE -25- 12/10 AUD
1 68,261.76 -1,011.86
S&P/TSE CANADA 60 INDEX FUTURE -200- 12/10 CAD
0 36,429.46 550.17
TOPIX INDEX FUTURE -10000- 12/10 JPY
2 17,531,548.65 -1,720.96
Unrealised gain on financial futures contracts
580,042.16