<strong>Credit</strong> <strong>Suisse</strong> <strong>Portfolio</strong> <strong>Fund</strong> (<strong>Lux</strong>) • <strong>Unaudited</strong> <strong>Semi</strong>-<strong>Annual</strong> <strong>Report</strong> at 30.09.2010 <strong>Credit</strong> <strong>Suisse</strong> <strong>Portfolio</strong> <strong>Fund</strong> (<strong>Lux</strong>) Balanced (Euro) Statement of Investments in Securities and Other Net Assets (Continued) Description Quantity / Nominal Valuation % of net (in EUR) assets USD SIEMENS FINANCIERINGSMAATSCHAPPIJ 5.625%/06-16.03.2016 35,873 30,359.78 0.01 CHF SNCF 2.625%/06-13.12.2021 2,337 1,885.01 0.00 CHF SNCF 2.75%/09-11.06.2018 2,337 1,902.53 0.00 EUR SNS BANK 3.625%/10-10.03.2017 763,370 796,652.84 0.23 CHF SOCIETE GENERALE 1.875%/10-20.10.2014 7,789 5,915.88 0.00 GBP SOCIETE GENERALE 3.875%/10-17.12.2015 28,700 33,880.04 0.01 AUD SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTHORITY 0%/90-21.12.2015 150,000 79,566.65 0.02 CHF SPI AUSTRALIA ASSETS 2.25%/10-09.08.2016 3,894 2,943.15 0.00 CHF SPI ELECTRICITY & GAS AUSTRALIA HOLDINGS 2.375%/10-08.09.2015 3,894 2,983.29 0.00 CHF STADSHYPOTEK 2%/10-01.12.2016 3,894 2,998.62 0.00 CHF STATNETT 3%/08-21.11.2011 4,770 3,668.66 0.00 CHF SWEDBANK MORTGAGE 1.25%/10-22.04.2013 6,760 5,147.32 0.00 EUR SWEDBANK MORTGAGE 3.625%/09- 05.10.2016 508,913 535,834.79 0.15 USD SWEDEN 1.75%/10-07.05.2013 27,594 20,734.12 0.01 EUR SWEDEN 3.125%/09-07.05.2014 1,272,283 1,345,948.39 0.39 GBP SWEDEN 9.75%/85-15.09.2014 83,231 123,066.65 0.04 CHF SWEDISH COVERED BOND CORPORATION 2.75%/07-14.06.2013 1,558 1,229.23 0.00 CHF SWEDISH EXPORT CREDIT 2.625%/07- 09.02.2017 3,894 3,122.71 0.00 CHF SWEDISH EXPORT CREDIT 2.625%/09- 28.12.2015 7,789 6,230.83 0.00 CHF SWEDISH EXPORT CREDIT 3.5%/08- 15.07.2013 7,010 5,644.53 0.00 EUR TERRA BOLIGKREDITT 2%/10-14.09.2012 763,370 767,721.13 0.22 GBP TORONTO DOMINION BANK 6.875%/08- 24.06.2011 17,220 20,646.05 0.01 USD TOYOTA MOTOR CREDIT T. 824 1.375%/10- 12.08.2013 55,189 40,794.36 0.01 CHF TOYOTA MOTOR CREDIT 2%/06-21.02.2012 775 589.06 0.00 CHF TOYOTA MOTOR CREDIT 3.625%/08- 06.08.2012 1,947 1,531.43 0.00 CHF TOYOTA MOTOR CREDIT 4%/09-03.02.2012 3,894 3,038.33 0.00 EUR UBS AG LONDON BRANCH 3.5%/10- 15.07.2015 508,913 522,450.37 0.15 EUR UBS AG LONDON BRANCH 4%/10-08.04.2022 508,913 545,046.12 0.16 ITL UBS FINANCE 0%/97-29.01.2027 2,544,566,388 576,053.65 0.17 CHF UBS JERSEY BRANCH FIX-TO-FRN 2.75%/06- 23.10.2018 7,750 5,810.38 0.00 EUR UBS LONDON 3%/09-06.10.2014 1,526,740 1,573,916.09 0.46 EUR UBS LONDON 3.875%/09-02.12.2019 763,370 814,057.68 0.23 CHF UNILEVER 3.625%/08-02.12.2011 1,558 1,207.62 0.00 GBP UNILEVER 4.75%/09-16.06.2017 8,610 11,067.41 0.00 GBP UNITED KINGDOM 2.25%/09-07.03.2014 114,802 137,120.70 0.04 GBP UNITED KINGDOM 3.25%/08-07.12.2011 57,401 68,338.51 0.02 GBP UNITED KINGDOM 4%/06-07.09.2016 200,903 256,757.12 0.07 GBP UNITED KINGDOM 4.25%/00-07.06.2032 86,101 106,031.62 0.03 GBP UNITED KINGDOM 4.25%/03-07.03.2036 40,181 49,198.83 0.01 GBP UNITED KINGDOM 4.25%/06-07.12.2046 45,921 56,404.20 0.02 GBP UNITED KINGDOM 4.25%/08-07.12.2049 40,181 49,468.16 0.01 GBP UNITED KINGDOM 4.5%/07-07.12.2042 57,401 73,328.95 0.02 GBP UNITED KINGDOM 4.5%/08-07.03.2013 68,881 86,426.89 0.02 GBP UNITED KINGDOM 4.5%/09-07.09.2034 143,502 182,168.20 0.05 GBP UNITED KINGDOM 4.75%/04-07.12.2038 86,101 114,132.48 0.03 GBP UNITED KINGDOM 5%/01-07.03.2025 86,101 116,680.90 0.03 GBP UNITED KINGDOM 5%/02-07.09.2014 80,361 105,443.50 0.03 GBP UNITED KINGDOM 5%/07-07.03.2018 114,802 154,754.68 0.04 USD US I/L S. C-2012 3%/02-15.07.2012 249,684 235,479.13 0.07 USD US I/L 1.25%/10-15.07.2020 291,298 224,530.78 0.06 USD US I/L 1.375%/08-15.01.2020 499,367 392,965.99 0.11 USD US I/L 1.375%/08-15.07.2018 166,456 132,127.30 0.04 USD US I/L 1.625%/05-15.01.2015 249,684 223,300.75 0.06 USD US I/L 1.625%/08-15.01.2018 208,070 172,282.30 0.05 USD US I/L 1.875%/03-15.07.2013 249,684 230,761.94 0.07 USD US I/L 1.875%/05-15.07.2015 249,684 223,180.27 0.06 USD US I/L 2%/04-15.01.2014 249,684 231,635.03 0.07 USD US I/L 2%/04-15.07.2014 249,684 228,911.38 0.07 USD US I/L 2%/06-15.01.2016 249,684 220,633.44 0.06 USD US I/L 2%/07-15.04.2012 83,228 67,794.27 0.02 USD US I/L 2.125%/09-15.01.2019 249,684 209,403.49 0.06 USD US I/L 2.375%/06-15.04.2011 166,456 135,562.95 0.04 USD US I/L 2.375%/07-15.01.2017 291,298 260,365.85 0.07 USD US I/L 2.5%/06-15.07.2016 291,298 261,399.30 0.08 USD US I/L 2.625%/07-15.07.2017 208,070 185,159.83 0.05 USD US I/L 3.5%/01-15.01.2011 166,456 154,093.09 0.04 USD US S. F-2019 3.375%/09-15.11.2019 441,509 348,415.33 0.10 USD US S. N-2014 2.625%/09-30.06.2014 662,263 516,483.40 0.15 USD US S. Q-2016 3.125%/09-31.10.2016 662,263 526,564.45 0.15 USD US S. T-2011 1.125%/08-15.12.2011 137,971 102,034.34 0.03 USD US S. W-2012 1.375%/09-15.03.2012 386,320 287,354.21 0.08 USD US 4.5%/08-15.05.2038 55,189 46,482.75 0.01 USD US 5.25%/98-15.11.2028 110,377 102,136.98 0.03 USD US 6.25%/00-15.05.2030 118,655 122,956.63 0.04 USD US 7.5%/86-15.11.2016 441,509 433,055.74 0.12 USD US 7.875%/91-15.02.2021 220,754 239,620.81 0.07 CHF VATTENFALL 3.375%/08-27.02.2015 3,894 3,132.93 0.00 AUD VICTORIAN PUBLIC AUTHORITIES FINANCE AGENCY 0%/91-31.08.2011 980,000 661,627.72 0.19 CHF VORARLBERGER LHB 1.5%/10-23.05.2014 3,894 2,971.61 0.00 The notes are an integral part of the financial statements. Any differences in the percentage of Net Assets are the result of roundings. Description Quantity / Nominal Page 26 Valuation % of net (in EUR) assets CHF VORARLBERGER LHB 2.375%/06-09.08.2017 7,789 6,017.68 0.00 CHF VORARLBERGER LHB 2.5%/05-15.02.2016 3,894 3,045.34 0.00 CHF VP BANK 2.5%/10-27.05.2016 9,346 7,042.53 0.00 CHF VTB CAPITAL 4%/10-16.08.2013 7,789 5,915.49 0.00 CHF WESTPAC BANKING 2.5%/10-16.02.2017 3,894 3,012.21 0.00 CHF WESTPAC BANKING 4.375%/08-27.08.2012 3,894 3,108.11 0.00 CHF WORLDBANK 0%/85-21.10.2015 12,909 9,129.81 0.00 USD WORLDBANK 3.5%/08-08.10.2013 55,189 43,618.87 0.01 USD WORLDBANK 7.625%/93-19.01.2023 82,783 87,912.84 0.03 USD WORLDBANK 8.625%/86-15.10.2016 27,594 27,457.43 0.01 CHF WUERTH FINANCE INTERNATIONAL 4.25%/08- 18.07.2012 3,894 3,072.35 0.00 USD ZURICH FINANCE LUXEMBOURG 3.25%/09- 30.09.2013 27,594 21,124.23 0.01 Bonds Securities listed on a stock exchange or other organised markets: 146,367,273.43 42.15 Bonds 146,367,273.43 42.15 Securities listed on a stock exchange or other organised markets: Investment funds <strong>Fund</strong> units (Closed-End) GBP F&C COMMERCIAL PROPERTY TRUST LIMITED 10,820 11,490.53 0.00 GBP ING UK REAL ESTATE INCOME TRUST 15,142 7,865.30 0.00 GBP IRP PROPERTY INVESTMENTS 3,263 2,937.81 0.00 GBP ISIS PROPERTY TRUST 2,735 3,030.95 0.00 EUR PROLOGIS EUROPEAN PROPERTIES FUND -A1- 5,578 24,653.17 0.02 GBP STANDARD LIFE INVESTMENTS PROPERTY INCOME FUND 4,234 3,079.20 0.00 GBP UK COMMERCIAL PROPERTY TRUST 14,294 12,539.58 0.00 <strong>Fund</strong> units (Closed-End) 65,596.54 0.02 <strong>Fund</strong> units (Open-End) USD CREDIT SUISSE FUND (LUX) COMMODITY INDEX PLUS (USD) -D- 3,547 2,487,283.40 0.72 CHF CREDIT SUISSE FUND (LUX) FOREIGN CORPORATE -F- (CHF) 11 8,586.07 0.00 CHF CREDIT SUISSE FUND (LUX) FOREIGN GOVERNMENT 1-5 -F- (CHF) 4 2,962.77 0.00 CHF CREDIT SUISSE FUND (LUX) FOREIGN GOVERNMENT 5+ -F- (CHF) 13 10,467.89 0.00 EUR CREDIT SUISSE SICAV ONE (LUX) EUROPEAN EQUITY DIVIDEND PLUS -D- EUR 3,754 4,164,852.50 1.20 USD CREDIT SUISSE SICAV ONE (LUX) GLOBAL CONVERTIBLES -D- USD 2,573 1,991,116.01 0.57 EUR CS ETF (<strong>Lux</strong>) on MSCI EMU LARGE CAP 2,303 195,157.94 0.06 EUR DB X-TRACKERS DBLCI - OY BALANCED ETF - 1C- 268,194 7,769,580.19 2.24 USD SPDR S&P 500 TRUST (units) 1 3,799 317,524.28 0.09 <strong>Fund</strong> units (Open-End) Securities listed on a stock exchange or other organised markets: 16,947,531.05 4.88 Investment funds 17,013,127.59 4.90 Securities not listed on a stock exchange: Shares (and equity-type securities) Shares (and equity-type securities) EUR BGP HOLDINGS (reg. shares) 522,198 0.00 0.00 Shares (and equity-type securities) Securities not listed on a stock exchange: Shares (and equity-type 0.00 0.00 securities) 0.00 0.00 Total of <strong>Portfolio</strong> 343,600,632.27 98.94 Cash at banks 6,341,615.51 1.83 Due to banks -4,282,018.96 -1.23 Other net assets 1,614,106.88 0.46 Total net assets 347,274,335.70 100.00
<strong>Credit</strong> <strong>Suisse</strong> <strong>Portfolio</strong> <strong>Fund</strong> (<strong>Lux</strong>) • <strong>Unaudited</strong> <strong>Semi</strong>-<strong>Annual</strong> <strong>Report</strong> at 30.09.2010 <strong>Credit</strong> <strong>Suisse</strong> <strong>Portfolio</strong> <strong>Fund</strong> (<strong>Lux</strong>) Balanced (Sfr) Technical Data and Notes Technical Data Valoren ISIN Management Fee Total Expense Ratio B - Capitalisation CHF 672328 LU0078040838 1.50% 1.66% The <strong>Portfolio</strong> Turnover Rate was 63.49% for the period from 01.10.2009 to 30.09.2010. <strong>Fund</strong> Performance YTD Since Inception 2009 Page 27 2008 2007 B - Capitalisation CHF -0.12% / 16.73% -25.21% -0.72% Notes Securities Lending As of 30.09.2010 the subfund participated in the "Securities Lending" - system for a global market value of CHF 198,289,469.35. Financial futures contracts Description Currency Quantity Engagement Valuation (in CHF) DJ EURO STOXX 50 INDEX FUTURE -10- 12/10 EUR 47 1,279,892.83 -31,077.26 FTSE 100 INDEX FUTURE -10- 12/10 GBP 89 4,938,642.88 -8,872.41 EPRA EUROPE INDEX EUR -10- 12/10 EUR 3 44,553.92 553.92 HANG SENG INDEX FUTURES -50- 10/10 HKD 1 1,182,964.04 2,080.24 SGX MSCI SINGAPORE INDEX -200- 10/10 SGD 1 77,098.23 299.06 SMI INDEX FUTURE -10- 12/10 CHF 21 1,342,182.53 -28,992.51 NYFE INDICES CONTNUOUS COMMODITY INDEX FUTURES -500- 01/11 USD 183 49,227,000.00 3,988,727.43 S&P 500 E-MINI INDEX FUTURE -50- 12/10 USD 8 448,439.58 7,367.98 S&P 500 INDEX FUTURE -250- 12/10 USD 8 2,242,197.89 38,294.40 S&P/ASX 200 INDEX FUTURE -25- 12/10 AUD 5 568,664.79 -8,235.24 S&P/TSE CANADA 60 INDEX FUTURE -200- 12/10 CAD 2 353,230.19 5,211.69 TOPIX INDEX FUTURE -10000- 12/10 JPY 19 154,593,536.43 -14,825.85 Unrealised gain on financial futures contracts 3,950,531.45 Forward foreign exchange contracts Purchases Sales Maturity Valuation (in CHF) USD 81,250,000 CHF -81,258,125 17.12.2010 -1,899,169.55 JPY 1,080,000,000 CHF -12,691,620 17.12.2010 -62,316.40 CHF 8,899,290 CAD -9,150,000 17.12.2010 205,445.39 CHF 91,657,050 EUR -70,500,000 17.12.2010 -2,242,119.58 GBP 14,750,000 CHF -22,965,750 17.12.2010 -283,539.25 Unrealised loss on forward foreign exchange contracts -4,281,699.39
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