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
CHF JP MORGAN CHASE 2.75%/07-23.01.2014 109,052 113,086.71 0.04
EUR JP MORGAN CHASE 3.875%/10-23.09.2020 835 1,117.52 0.00
CHF KFW INTERNATIONAL FINANCE 3.625%/02-
16.05.2012
327,155 344,331.04 0.11
EUR KFW S. 213 5.5%/98-22.01.2018 5,012 8,066.69 0.00
USD KFW 1.375%/10-15.07.2013 1,432 1,420.08 0.00
EUR KFW 2.25%/10-21.09.2017 3,342 4,441.58 0.00
CHF KFW 2.875%/08-02.05.2014 181,753 195,293.59 0.06
GBP KFW 3.75%/09-07.09.2016 13,795 22,781.94 0.01
EUR KFW 3.875%/09-21.01.2019 2,506 3,685.16 0.00
USD KFW 4%/10-27.01.2020 1,432 1,549.03 0.00
USD KFW 4.375%/05-21.07.2015 4,295 4,736.86 0.00
GBP KFW 5.75%/99-07.12.2011 11,864 19,285.62 0.01
USD KOMMUNALBANKEN (reg. -S-) 2.75%/10-
05.05.2015
2,863 2,936.66 0.00
CHF KOMMUNALBANKEN 2%/09-19.12.2014 181,753 189,204.86 0.06
CHF KOMMUNALBANKEN 2.875%/09-09.05.2017 181,753 197,838.13 0.06
CHF KOMMUNALKREDIT AUSTRIA 2.5%/06-
14.02.2022
363,506 335,697.77 0.10
CHF KOMMUNALKREDIT AUSTRIA 3.375%/06-
22.06.2026
181,753 185,206.29 0.06
CHF KOMMUNALKREDIT 2.75%/03-07.05.2013 181,753 191,931.16 0.06
USD KOMMUNEKREDIT 1.25%/10-03.09.2013 4,151 4,069.16 0.00
CHF KOMMUNEKREDIT 1.375%/10-21.01.2015 363,506 369,140.32 0.11
CHF KOMMUNINVEST I SVERIGE 2.5%/09-
04.12.2015
327,155 348,420.48 0.11
CHF KOMMUNINVEST I SVERIGE 2.625%/07-
07.12.2016
181,753 195,384.46 0.06
CHF KOREA DEVELOPMENT BANK 1.75%/10-
01.10.2014
363,506 360,597.93 0.11
CHF LAND NIEDEROESTERREICH 2.125%/10-
15.08.2017
181,753 188,023.47 0.06
GBP LANDESBANK BADEN-WUERTTEMBERG S.
5268 2.5%/09-07.12.2012
13,795 21,686.06 0.01
CHF LANDESBANK BADEN-WUERTTEMBERG
2.75%/07-13.03.2012
290,805 297,057.08 0.09
EUR LANDWIRTSCHAFTLICHE RENTENBANK S.
1013 2%/10-15.06.2015
5,012 6,747.26 0.00
GBP LANDWIRTSCHAFTLICHE RENTENBANK S. 838
5.25%/07-18.01.2012
13,795 22,395.41 0.01
CHF LANDWIRTSCHAFTLICHE RENTENBANK
1.75%/10-16.01.2017
363,506 373,502.39 0.12
CHF LANDWIRTSCHAFTLICHE RENTENBANK
3.25%/02-28.08.2012
72,701 76,627.06 0.02
USD LB BADEN-WUERTTEMBERG 2%/10-
15.07.2013
1,432 1,417.14 0.00
EUR L-BANK BW FOERDERBANK 3.25%/09-
29.01.2014
2,506 3,513.46 0.00
USD LLOYDS TSB BANK (reg. -S-) T. 1 4.375%/10-
12.01.2015
2,863 2,866.45 0.00
CHF LLOYDS TSB BANK 2.5%/10-23.03.2015 363,506 361,173.36 0.11
CHF LVMH 3.625%/08-02.12.2011 327,155 337,787.93 0.10
CHF MANITOBA 2.25%/09-05.05.2014 145,402 152,999.67 0.05
CHF MCDONALD'S 3.25%/07-12.12.2012 181,753 191,840.28 0.06
CHF METLIFE 2%/05-14.09.2011 3,000,000 3,018,750.00 0.95
CHF METROPOLITAN LIFE GLOBAL FUNDING I
3.125%/06-27.06.2016
254,454 259,161.59 0.08
USD MICROSOFT 1.625%/10-25.09.2015 1,432 1,399.24 0.00
CHF MORGAN STANLEY 2%/05-17.11.2011 109,052 109,378.95 0.03
CHF MORGAN STANLEY 2.5%/05-17.11.2015 109,052 106,870.76 0.03
CHF MORGAN STANLEY 2.875%/06-21.08.2013 72,701 74,446.02 0.02
EUR MUENCHENER HYPOTHEKENBANK 1.5%/10-
04.10.2013
2,506 3,329.18 0.00
CHF NATIONAL AUSTRALIA BANK 2.25%/10-
14.07.2017
545,259 550,438.92 0.17
EUR NATIONAL AUSTRALIA BANK 3.5%/09-
23.01.2015
2,924 4,019.75 0.00
EUR NATIONAL AUSTRALIA BANK 4.75%/09-
15.07.2016
1,671 2,426.47 0.00
GBP NATIONAL AUSTRALIA BANK 5.375%/09-
08.12.2014
5,518 9,445.79 0.00
CHF NATIXIS 2.375%/03-19.12.2013 181,753 189,386.61 0.06
EUR NATIXIS 7.75%/93-01.06.2019 1,896 3,413.23 0.00
CHF NEDERLANDEN FINANCIERINGS MAAT
2.625%/08-22.09.2015
90,876 96,965.22 0.03
CHF NEDERLANDS WATERSCHAPSBANK
2.25%/09-13.05.2014
545,259 571,704.02 0.19
EUR NEDERLANDS WATERSCHAPSBANK
3.375%/10-01.02.2017
2,506 3,539.32 0.00
EUR NEDERLANDS WATERSCHAPSBANK
4.25%/08-21.11.2013
1,671 2,400.20 0.00
USD NEDERLANDSE WATERSBANK 2%/10-
09.09.2015
4,295 4,214.09 0.00
GBP NEDERLANDSE WATERSCHAPSBANK (reg. -S-)
S. 1171 2.375%/10-10.12.2013
13,795 21,788.01 0.01
CHF NEDERLANDSE WATERSCHAPSBANK
1.75%/10-22.07.2016
363,506 374,047.65 0.12
CHF NEDERLANDSE WATERSCHAPSBANK
2.5%/05-20.04.2015
181,753 193,203.43 0.06
EUR NEDERLANDSE WATERSCHAPSBANK
3.125%/09-20.01.2012
2,506 3,422.77 0.00
CHF NESTLE FINANCE INTERNATIONAL 1.25%/09-
24.04.2012
363,506 368,049.80 0.11
CHF NESTLE FINANCE INTERNATIONAL 2%/09-
05.08.2013
472,558 490,514.96 0.15
CHF NESTLE FINANCE INTERNATIONAL 2.125%/09-
12.08.2014
87,423 91,706.92 0.03
CHF NESTLE FINANCE INTERNATIONAL 2.125%/09-
29.05.2015
254,454 267,685.80 0.08
USD NESTLE HOLDINGS 2.125%/10-12.03.2014 4,295 4,335.34 0.00
EUR NETHERLANDS 2.75%/09-15.01.2015 6,683 9,363.59 0.00
EUR NETHERLANDS 3.75%/04-15.07.2014 1,671 2,426.02 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 105
Valuation % of net
(in CHF) assets
EUR NETHERLANDS 3.75%/06-15.01.2023 1,671 2,474.38 0.00
EUR NETHERLANDS 4%/06-15.07.2016 2,506 3,729.61 0.00
EUR NETHERLANDS 4%/08-15.07.2018 4,177 6,253.35 0.00
EUR NETHERLANDS 4%/09-15.07.2019 62,255 93,461.23 0.03
EUR NETHERLANDS 4.25%/03-15.07.2013 311,274 451,031.80 0.14
EUR NETHERLANDS 4.5%/07-15.07.2017 2,088 3,204.67 0.00
CHF NEW BRUNSWICK 2.875%/09-04.03.2016 363,506 394,358.55 0.12
CAD NEW BRUNSWICK 7.75%/94-13.01.2014 360,000 402,339.27 0.12
CHF NEW YORK LIFE FUNDING 2.375%/06-
22.02.2016
290,805 296,911.68 0.09
EUR NORDEA BANK 3%/09-06.08.2012 1,671 2,276.94 0.00
GBP NORDEA BANK 3.875%/10-15.12.2015 11,036 17,595.21 0.01
CHF NORDIC INVESTMENT BANK 2.5%/09-
11.04.2018
181,753 194,566.57 0.06
USD NORDIC INVESTMENT BANK 2.5%/10-
15.07.2015
2,863 2,928.27 0.00
EUR NORDIC INVESTMENT BANK 3%/09-
08.04.2014
1,671 2,335.99 0.00
EUR NORDRHEIN-WESTFALEN R. 239 7%/93-
21.12.2018
1,281 2,250.57 0.00
EUR NORDRHEIN-WESTFALEN S. 1063 1.25%/10-
13.09.2013
2,506 3,314.47 0.00
CHF NORDRHEIN-WESTFALEN 2.875%/08-
02.05.2012
181,753 188,750.48 0.06
USD NOVARTIS CAPITAL 4.125%/09-10.02.2014 1,253 1,337.91 0.00
USD NRW.BANK 1.375%/10-26.08.2013 2,863 2,810.79 0.00
EUR NRW.BANK 2.375%/10-04.06.2015 4,177 5,655.59 0.00
CHF OEBB-INFRASTRUKTUR BAU 2.75%/08-
02.12.2013
181,753 191,658.53 0.06
CHF OEKB 2.625%/06-22.11.2024 145,402 153,399.52 0.05
CHF OEKB 2.75%/08-14.07.2014 181,753 193,566.93 0.06
CHF OEKB 2.875%/05-25.02.2030 181,753 200,564.42 0.06
CHF OEKB 3%/03-23.10.2015 181,753 197,292.87 0.06
CHF OEKB 3%/07-05.12.2013 109,052 116,249.21 0.04
GBP OESTERREICHISCHE POSTSPARKASSE
6.125%/99-20.10.2014
5,518 9,635.23 0.00
CHF PFANDBRIEFBANK SCHWEIZERISCHER
HYPOTHEKARINSTITUTE S. 434 3%/08-
30.01.2015
54,526 59,187.86 0.02
CHF PFANDBRIEFSTELLE DER
OESTERREICHISCHEN LHB 2.125%/05-
07.11.2016
109,052 111,505.46 0.03
CHF PFANDBRIEFSTELLE DER
OESTERREICHISCHEN LHB 2.25%/05-
18.02.2013
181,753 187,569.08 0.06
CHF PFANDBRIEFSTELLE DER
OESTERREICHISCHEN LHB 2.875%/03-
21.07.2017
290,805 309,707.09 0.10
USD PFIZER 5.35%/09-15.03.2015 1,432 1,609.86 0.00
CHF PHILIP MORRIS INTERNATIONAL 3.25%/09-
11.03.2013
363,506 381,136.02 0.12
CHF PHILIP MORRIS 4%/08-18.09.2012 327,155 345,803.23 0.11
EUR POHJOLA BANK 3.125%/10-25.03.2015 3,342 4,548.54 0.00
USD PROCTER & GAMBLE 1.375%/10-01.08.2012 2,863 2,843.91 0.00
CHF PROVINCE OF ONTARIO 2.375%/10-07.05.2020 181,753 190,568.01 0.06
CHF PROVINCE OF ONTARIO 2.5%/09-04.12.2019 363,506 385,861.59 0.12
USD PROVINCE OF ONTARIO 2.7%/10-16.06.2015 2,863 2,929.67 0.00
EUR PROVINCE OF ONTARIO 3%/10-28.09.2020 2,506 3,363.27 0.00
CHF PROVINCE OF ONTARIO 3.375%/08-01.12.2015 363,506 402,764.62 0.13
CHF QUEBEC 2.25%/05-05.10.2015 70,157 73,313.70 0.02
CHF QUEBEC 3.125%/09-11.12.2015 145,402 157,979.70 0.05
CHF QUEBEC 3.875%/09-11.12.2018 72,701 83,897.18 0.03
EUR RABOBANK (reg. -S-) S. 2256A 4.125%/10-
14.07.2025
4,177 5,767.56 0.00
USD RABOBANK (reg. -S-) T. 39 4.2%/09-13.05.2014 2,004 2,115.58 0.00
JPY RABOBANK S. 1719A T. 1 1.85%/07-
12.04.2017
80,000,000 986,552.69 0.32
CHF RABOBANK 2%/10-16.09.2021 181,753 178,572.31 0.06
CHF RABOBANK 2.125%/06-13.08.2012 290,805 298,220.30 0.09
CHF RABOBANK 2.5%/09-19.02.2013 363,506 377,561.66 0.12
EUR RABOBANK 3%/10-16.02.2015 3,342 4,584.19 0.00
CAD RABOBANK 3.5%/09-02.07.2014 29,000 28,972.12 0.01
CHF RABOBANK 4.25%/00-14.09.2012 363,506 388,042.63 0.12
EUR RABOBANK 4.375%/09-05.05.2016 5,848 8,480.93 0.00
EUR RABOBANK 4.375%/09-22.01.2014 1,671 2,384.57 0.00
CHF REGIE AUTONOME DES TRANSPORTS PARIS
3.375%/08-21.03.2016
363,506 405,127.41 0.13
GBP RESEAU FERRE DE FRANCE 5.5%/98-
01.12.2021
35,868 64,788.04 0.02
CHF ROCHE HOLDINGS 2.5%/09-23.03.2012 363,506 372,411.87 0.12
EUR ROCHE HOLDINGS 4.625%/09-04.03.2013 835 1,185.27 0.00
CHF ROYAL BANK OF CANADA FRN 07-13.11.2012 181,753 182,025.62 0.06
CHF ROYAL BANK OF SCOTLAND GROUP
2.25%/09-09.10.2012
145,402 146,929.12 0.05
USD ROYAL BANK OF SCOTLAND T. 66 3%/08-
09.12.2011
2,147 2,152.36 0.00
CHF ROYAL BANK OF SCOTLAND 2.75%/10-
08.10.2015
181,753 180,687.37 0.06
EUR ROYAL BANK OF SCOTLAND 3%/10-
08.09.2015
1,671 2,226.36 0.00
USD SASKATCHEWAN 8%/93-01.02.2013 7,158 8,106.71 0.00
USD SFEF (reg. -S-) 2.125%/09-30.01.2012 2,863 2,854.03 0.00
USD SFEF (reg. -S-) 3.375%/09-05.05.2014 1,432 1,501.76 0.00
EUR SFEF 3%/09-07.04.2014 3,342 4,657.28 0.00
EUR SFEF 3.125%/09-30.06.2014 4,177 5,855.58 0.00
USD SIEMENS FINANCIERINGSMAATSCHAPPIJ
5.625%/06-16.03.2016
1,861 2,100.64 0.00
CHF SNCF 2.625%/06-13.12.2021 109,052 117,339.73 0.04