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) Growth (Sfr)
Statement of Investments in Securities and Other Net Assets (Continued)
Description
Quantity /
Nominal
Valuation % of net
(in CHF) assets
USD CFF (reg. -S-) 2.125%/10-22.04.2013 1,145 1,137.74 0.00
CHF CFF 1.75%/09-28.04.2014 36,351 37,350.24 0.01
EUR CFF 2%/09-17.02.2012 2,506 3,367.28 0.00
CHF CFF 2.375%/05-24.08.2018 72,701 75,645.59 0.02
CHF CFF 2.5%/09-04.03.2013 363,506 377,819.02 0.12
EUR CFF 2.625%/10-16.04.2015 5,848 7,907.69 0.00
CHF CFF 3.125%/03-10.10.2014 181,753 196,020.60 0.06
CHF CFF 3.25%/08-21.09.2012 727,012 761,908.52 0.25
EUR CIF EUROMORTGAGE 1.875%/09-30.04.2012 2,506 3,363.27 0.00
CHF CIF EUROMORTGAGE 2%/10-30.01.2019 363,506 365,141.75 0.11
CHF CIF EUROMORTGAGE 3%/03-23.06.2014 181,753 194,384.82 0.06
EUR CIF EUROMORTGAGE 3.5%/10-17.06.2020 2,506 3,430.79 0.00
CHF CITI CREDIT CARD ISSUANCE TRUST 2.5%/05-
23.02.2015
411,489 411,900.25 0.13
CHF CITIGROUP (subord.) FIX-TO-FRN 2.75%/06-
06.04.2021
517,269 461,662.59 0.14
CHF CITIGROUP 2.75%/06-29.06.2012 145,402 147,438.02 0.05
CHF CITIGROUP 3%/07-21.03.2019 254,454 243,767.11 0.08
USD CITIGROUP 5.375%/10-09.08.2020 2,863 2,908.13 0.00
CHF COMMONWEALTH BANK OF AUSTRALIA
2.25%/09-30.04.2013
72,701 75,318.44 0.02
EUR COMMONWEALTH BANK OF AUSTRALIA
4.25%/09-10.11.2016
1,671 2,385.91 0.00
CHF COUNCIL OF EUROPE DEVELOPMENT BANK
1.875%/09-07.02.2014
290,805 301,709.96 0.09
USD COUNCIL OF EUROPE DEVELOPMENT BANK
5.125%/07-20.04.2017
2,863 3,283.78 0.00
CHF CREDIT AGRICOLE LONDON 2%/10-08.04.2015 363,506 369,685.58 0.11
EUR CREDIT SUISSE GROUP FINANCE 2.875%/10-
24.09.2015
5,012 6,688.44 0.00
EUR CREDIT SUISSE LONDON (reg. -S-) S. 24
4.75%/09-05.08.2019
3,342 4,831.09 0.00
CHF CREDIT SUISSE LONDON 2.125%/10-
05.02.2015
363,506 371,139.60 0.12
CHF CREDIT SUISSE LONDON 3%/07-04.06.2012 109,052 112,650.50 0.03
EUR CREDIT SUISSE LONDON 3.875%/10-
25.01.2017
5,012 6,923.08 0.00
USD CREDIT SUISSE NEW YORK BRANCH T. 2
3.45%/09-02.07.2012
2,863 2,899.53 0.00
CHF CREDIT SUISSE NEW YORK BRANCH
4.875%/08-14.03.2018
254,454 285,243.14 0.09
USD CREDIT SUISSE NEW YORK BRANCH 5.5%/09-
01.05.2014
959 1,049.64 0.00
USD CREDIT SUISSE NEW YORK 3.5%/10-
23.03.2015
2,863 2,941.69 0.00
CHF CRH 1.5%/10-21.09.2015 363,506 370,776.09 0.12
CHF DANSKE BANK 2.75%/09-09.01.2015 109,052 115,431.32 0.04
EUR DENMARK 1.75%/10-05.10.2015 2,506 3,340.88 0.00
EUR DENMARK 3.125%/09-17.03.2014 280,147 394,607.16 0.12
CHF DEUTSCHE BAHN FINANCE 2.125%/04-
29.12.2011
181,753 185,279.00 0.06
ITL DEUTSCHE BANK 0%/96-15.10.2021 14,201,385 5,995.10 0.00
ITL DEUTSCHE BANK 0%/96-15.10.2026 16,707,512 5,275.63 0.00
CHF DEUTSCHE BANK 2%/10-05.03.2015 181,753 185,206.29 0.06
EUR DEUTSCHE TELEKOM INTERNATIONAL
FINANCE 4.25%/10-13.07.2022
2,673 3,655.23 0.00
USD DEVELOPMENT BANK OF JAPAN 5.125%/07-
01.02.2017
2,863 3,279.02 0.00
CHF DEXIA BIL 2.75%/06-14.06.2016 381,681 334,734.48 0.10
USD DEXIA CLF (reg. -S-) 2%/10-05.03.2013 2,863 2,820.30 0.00
CHF DEXIA CLF 2.125%/06-29.03.2012 181,753 182,661.75 0.06
CHF DEXIA CLF 2.125%/09-07.12.2012 727,012 732,373.66 0.24
GBP DEXIA CLF 2.5%/09-27.10.2011 8,277 12,882.94 0.00
CHF DEXIA MUNICIPAL AGENCY 2.5%/09-
02.05.2018
181,753 189,750.12 0.06
CHF DEXIA MUNICIPAL AGENCY 2.625%/09-
12.08.2019
363,506 381,136.02 0.12
CHF DEXIA MUNICIPAL AGENCY 3.5%/07-
09.08.2017
327,155 363,796.78 0.11
USD DEXIA MUNICIPAL AGENCY 5.125%/07-
31.05.2012
2,147 2,225.78 0.00
CHF DNB NOR BOLIGKREDITT 1.625%/10-
24.04.2015
363,506 370,049.08 0.11
CHF DNB NOR BOLIGKREDITT 2.25%/10-
26.03.2018
363,506 374,956.41 0.12
EUR DNB NOR BOLIGKREDITT 3.375%/10-
20.01.2017
4,177 5,834.41 0.00
EUR DRESDNER BANK LUXEMBOURG 6.25%/01-
26.02.2016
3,037 4,298.13 0.00
EUR DZ BANK 6.25%/01-26.02.2016 752 1,099.24 0.00
GBP EBRD 5.625%/98-07.12.2028 27,591 51,807.84 0.02
CHF EDF 2.25%/10-29.09.2017 436,207 447,112.35 0.14
CHF EDF 3.375%/08-18.12.2013 72,701 77,753.93 0.02
EUR EDF 4.625%/10-26.04.2030 1,253 1,756.02 0.00
EUR EIB (reg. -S-) S. 1510/0100 4.25%/09-
15.04.2019
62,255 93,776.75 0.03
USD EIB 0%/96-06.11.2026 12,884 6,591.50 0.00
CHF EIB 1.75%/10-21.04.2017 181,753 186,751.19 0.06
CHF EIB 2%/09-24.04.2014 181,753 189,750.12 0.06
CHF EIB 2%/10-24.08.2022 181,753 185,206.29 0.06
USD EIB 3%/09-08.04.2014 4,295 4,469.60 0.00
EUR EIB 3.125%/09-15.04.2014 4,177 5,856.70 0.00
EUR EIB 3.5%/09-15.04.2016 4,177 5,971.46 0.00
CHF EIB 3.5%/99-28.01.2014 1,421,672 1,552,465.68 0.49
GBP EIB 4.75%/05-06.06.2012 13,795 22,539.83 0.01
EUR EIB 5.625%/99-15.02.2028 8,354 14,560.13 0.00
CHF EKSPORTFINANS 2.375%/03-26.06.2013 74,155 77,455.13 0.02
CHF EKSPORTFINANS 2.875%/09-16.11.2016 181,753 197,523.69 0.06
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 104
Valuation % of net
(in CHF) assets
CHF ENERGIE BEHEER NEDERLAND 2.125%/10-
27.04.2020
545,259 567,069.32 0.18
CHF E.ON INTERNATIONAL FINANCE 3.375%/09-
11.02.2014
90,876 96,601.71 0.03
GBP E.ON INTERNATIONAL FINANCE 5.125%/09-
27.01.2014
4,139 6,981.38 0.00
EUR EUROFIMA 4%/09-27.10.2021 5,848 8,564.38 0.00
USD EUROFIMA 5.25%/06-07.04.2016 4,295 4,877.42 0.00
CHF EUROHYPO FRN 10-30.04.2013 90,876 90,444.83 0.03
CHF EUROHYPO 4%/99-01.09.2014 1,211,929 1,337,060.58 0.43
EUR EUROPEAN COMMUNITY 3.125%/09-
27.01.2015
3,342 4,689.37 0.00
EUR EUROPEAN COMMUNITY 3.25%/09-07.11.2014 124,510 175,480.60 0.05
EUR EUROPEAN COMMUNITY 3.625%/09-
06.04.2016
2,506 3,605.27 0.00
EUR EUROPEAN UNION 3.375%/10-10.05.2019 1,880 2,665.35 0.00
CHF EVN ENERGIE-VERSORGUNG
NIEDEROESTERREICH 3.625%/09-20.02.2014
109,052 115,867.53 0.04
USD EXPORT DEVELOPMENT CANADA 3.125%/09-
24.04.2014
1,432 1,498.96 0.00
CHF EXPORT IMPORT BANK OF KOREA 2.5%/09-
26.10.2012
109,052 110,633.04 0.03
EUR FINANCE FOR DANISH INDUSTRY 2.125%/10-
21.03.2013
4,177 5,647.23 0.00
EUR FINLAND 1.75%/10-15.04.2016 4,177 5,559.77 0.00
EUR FINLAND 3.375%/10-15.04.2020 9,189 13,101.67 0.00
EUR FINLAND 3.875%/06-15.09.2017 4,177 6,195.41 0.00
EUR FINLAND 4.375%/08-04.07.2019 62,255 95,703.10 0.03
EUR FINLAND 5.375%/02-04.07.2013 311,274 463,071.49 0.14
EUR FORTIS BANK 3.375%/09-19.05.2014 3,342 4,697.58 0.00
EUR FRANCE BTAN 2.5%/10-15.01.2015 4,177 5,780.38 0.00
EUR FRANCE OAT I/L 1%/05-25.07.2017 124,510 186,201.24 0.06
EUR FRANCE OAT I/L 1.6%/03-25.07.2011 62,255 94,540.42 0.03
EUR FRANCE OAT I/L 1.6%/04-25.07.2015 311,274 495,568.04 0.15
EUR FRANCE OAT I/L 2.1%/07-25.07.2023 62,255 98,000.75 0.03
EUR FRANCE OAT I/L 2.25%/03-25.07.2020 62,255 106,515.57 0.03
EUR FRANCE OAT I/L 2.50%/03-25.07.2013 311,274 510,000.41 0.16
EUR FRANCE OAT I/L 3%/01-25.07.2012 62,255 104,641.29 0.03
EUR FRANCE OAT 3.5%/10-25.04.2020 2,924 4,176.90 0.00
EUR FRANCE OAT 3.75%/06-25.04.2017 4,177 6,114.63 0.00
EUR FRANCE OAT 4%/08-25.04.2018 5,012 7,450.54 0.00
EUR FRANCE OAT 4.25%/03-25.04.2019 4,177 6,319.08 0.00
CHF FRANCE TELECOM 2.75%/06-11.04.2012 218,104 224,319.54 0.07
CHF FRANCE TELECOM 3.375%/09-06.09.2013 363,506 385,177.11 0.12
CHF GDF SUEZ 3.5%/08-19.12.2012 163,578 172,247.31 0.05
USD GECC T. 827 3.5%/10-29.06.2015 1,432 1,464.40 0.00
CHF GECC 2%/10-15.01.2015 71,429 72,143.21 0.02
CHF GECC 2.625%/10-20.01.2016 145,402 149,746.29 0.05
CHF GECC 2.75%/07-27.12.2013 72,701 75,671.04 0.02
CHF GECC 3%/04-16.10.2015 36,351 38,131.78 0.01
CHF GECC 3.125%/04-06.12.2019 363,506 371,866.61 0.12
CHF GECC 3.375%/06-19.06.2018 145,402 151,581.99 0.05
CHF GECC 4%/08-26.08.2013 327,155 350,219.83 0.11
CHF GECC 4.5%/08-09.10.2018 127,227 143,130.48 0.04
USD GENERAL ELECTRIC 5%/03-01.02.2013 1,432 1,491.69 0.00
EUR GLAXOSMITHKLINE CAPITAL 3.875%/09-
06.07.2015
2,506 3,574.85 0.00
USD HSBC BANK (reg. -S-) 1.625%/10-12.08.2013 1,575 1,547.27 0.00
EUR HSH NORDBANK S. 751 2.25%/09-23.07.2012 2,088 2,830.86 0.00
EUR HSH NORDBANK 2.75%/09-20.01.2012 2,088 2,841.72 0.00
CHF HYPO INVESTMENTBANK 1.75%/09-
30.11.2012
181,753 185,024.54 0.06
CHF HYPO PFANDBRIEF BANK INTERNATIONAL
3%/06-16.06.2016
290,805 296,620.88 0.09
CHF HYUNDAI CAPITAL SERVICES 2.25%/10-
15.10.2014
181,753 181,743.90 0.06
CHF HYUNDAI CAPITAL SERVICES 3%/10-
16.07.2015
70,884 72,832.97 0.02
USD IADB T. 28 3%/09-22.04.2014 2,863 2,986.17 0.00
USD IADB T. 35 3.875%/10-14.02.2020 2,863 3,087.70 0.00
USD IBM 8.375%/89-01.11.2019 4,295 5,787.28 0.00
EUR IKB DEUTSCHE INDUSTRIEBANK 2.125%/09-
10.09.2012
2,924 3,958.91 0.00
EUR IKB DEUTSCHE INDUSTRIEBANK 2.875%/09-
27.01.2012
2,506 3,417.72 0.00
CHF ILE DE FRANCE 2.5%/09-28.09.2015 181,753 194,021.31 0.06
CHF ILE DE FRANCE 2.75%/08-15.05.2015 661,581 713,184.18 0.23
USD ING BANK (reg. -S-) 3%/10-01.09.2015 1,432 1,397.42 0.00
CHF ING BANK 2.125%/10-07.10.2016 363,506 362,597.21 0.11
EUR ING BANK 5.25%/99-07.06.2019 1,253 1,838.92 0.00
EUR INSTITUTO DE CREDITO OFFICIAL 3.75%/10-
28.07.2015
4,595 6,150.06 0.00
EUR INSTITUTO DE CREDITO OFICIAL 3.75%/10-
15.07.2013
4,177 5,663.95 0.00
EUR INSTITUTO DE CREDITO OFICIAL 4.125%/10-
28.09.2017
2,088 2,777.66 0.00
EUR INTERNATIONAL BANK FOR RECONSTRUCTION
& DEVELOPMENT 3.875%/09-20.05.2019
66,432 97,888.90 0.03
USD INTERNATIONAL BANK FOR RECONSTRUCTION
& DEVELOPMENT 9.25%/86-20.03.2016
2,863 3,859.01 0.00
EUR ITALY BTP I/l 2.1%/10-15.09.2021 217,892 288,758.24 0.09
EUR ITALY BTP I/L 2.15%/04-15.09.2014 311,274 493,490.50 0.15
EUR ITALY BTP I/L 2.35%/08-15.09.2019 124,510 174,643.02 0.05
EUR ITALY BTP I/L 2.6%/07-15.09.2023 124,510 179,091.32 0.06
USD JAPAN FINANCE 1.5%/10-06.07.2012 1,432 1,418.26 0.00
USD JAPAN FINANCE 2.125%/09-05.11.2012 1,432 1,438.79 0.00