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 SNCF 2.75%/09-11.06.2018 109,052 118,430.25 0.04
EUR SNS BANK 3.625%/10-10.03.2017 2,506 3,488.28 0.00
CHF SOCIETE GENERALE 1.875%/10-20.10.2014 363,506 368,255.91 0.11
GBP SOCIETE GENERALE 3.875%/10-17.12.2015 13,795 21,720.04 0.01
CHF SPI AUSTRALIA ASSETS 2.25%/10-09.08.2016 181,753 183,207.01 0.06
CHF SPI ELECTRICITY & GAS AUSTRALIA HOLDINGS
2.375%/10-08.09.2015
181,753 185,706.12 0.06
CHF STADSHYPOTEK 2%/10-01.12.2016 181,753 186,660.32 0.06
CHF STATNETT 3%/08-21.11.2011 222,647 228,369.45 0.07
CHF SWEDBANK MORTGAGE 1.25%/10-22.04.2013 315,523 320,413.80 0.10
EUR SWEDBANK MORTGAGE 3.625%/09-
05.10.2016
1,671 2,346.24 0.00
USD SWEDEN 1.75%/10-07.05.2013 1,432 1,434.62 0.00
EUR SWEDEN 3.125%/09-07.05.2014 4,177 5,893.47 0.00
GBP SWEDEN 9.75%/85-15.09.2014 40,006 78,896.40 0.02
CHF SWEDISH COVERED BOND CORPORATION
2.75%/07-14.06.2013
72,701 76,518.01 0.02
CHF SWEDISH EXPORT CREDIT 2.625%/07-
09.02.2017
181,753 194,384.82 0.06
CHF SWEDISH EXPORT CREDIT 2.625%/09-
28.12.2015
363,506 387,860.88 0.12
CHF SWEDISH EXPORT CREDIT 3.5%/08-
15.07.2013
327,155 351,364.88 0.11
EUR TERRA BOLIGKREDITT 2%/10-14.09.2012 2,506 3,361.60 0.00
GBP TORONTO DOMINION BANK 6.875%/08-
24.06.2011
8,277 13,235.91 0.00
CHF TOTAL CAPITAL 1.625%/05-12.07.2011 2,500,000 2,522,000.00 0.79
USD TOYOTA MOTOR CREDIT T. 824 1.375%/10-
12.08.2013
2,863 2,822.62 0.00
CHF TOYOTA MOTOR CREDIT 2%/06-21.02.2012 36,169 36,667.97 0.01
CHF TOYOTA MOTOR CREDIT 3.625%/08-
06.08.2012
90,876 95,329.44 0.03
CHF TOYOTA MOTOR CREDIT 4%/09-03.02.2012 181,753 189,132.16 0.06
EUR UBS AG LONDON BRANCH 3.5%/10-
15.07.2015
1,671 2,287.64 0.00
EUR UBS AG LONDON BRANCH 4%/10-08.04.2022 1,671 2,386.58 0.00
ITL UBS FINANCE 0%/97-29.01.2027 8,353,756 2,522.35 0.00
CHF UBS JERSEY BRANCH FIX-TO-FRN 2.75%/06-
23.10.2018
361,688 361,688.45 0.11
EUR UBS LONDON 3%/09-06.10.2014 5,012 6,891.66 0.00
EUR UBS LONDON 3.875%/09-02.12.2019 2,506 3,564.49 0.00
CHF UNILEVER 3.625%/08-02.12.2011 72,701 75,173.04 0.02
GBP UNILEVER 4.75%/09-16.06.2017 4,139 7,095.17 0.00
GBP UNITED KINGDOM 2.25%/09-07.03.2014 55,181 87,906.27 0.03
GBP UNITED KINGDOM 3.25%/08-07.12.2011 27,591 43,810.91 0.01
GBP UNITED KINGDOM 4%/06-07.09.2016 96,567 164,603.59 0.05
GBP UNITED KINGDOM 4.25%/00-07.06.2032 41,386 67,975.47 0.02
GBP UNITED KINGDOM 4.25%/03-07.03.2036 19,313 31,540.72 0.01
GBP UNITED KINGDOM 4.25%/06-07.12.2046 22,072 36,159.98 0.01
GBP UNITED KINGDOM 4.25%/08-07.12.2049 19,313 31,713.38 0.01
GBP UNITED KINGDOM 4.5%/07-07.12.2042 27,591 47,010.22 0.01
GBP UNITED KINGDOM 4.5%/08-07.03.2013 33,109 55,407.13 0.02
GBP UNITED KINGDOM 4.5%/09-07.09.2034 68,977 116,785.62 0.04
GBP UNITED KINGDOM 4.75%/04-07.12.2038 41,386 73,168.82 0.02
GBP UNITED KINGDOM 5%/01-07.03.2025 41,386 74,802.58 0.02
GBP UNITED KINGDOM 5%/02-07.09.2014 38,627 67,598.43 0.02
GBP UNITED KINGDOM 5%/07-07.03.2018 55,181 99,211.18 0.03
USD US I/L S. C-2012 3%/02-15.07.2012 164,224 206,573.47 0.06
USD US I/L 1.25%/10-15.07.2020 191,595 196,969.07 0.06
USD US I/L 1.375%/08-15.01.2020 328,449 344,728.43 0.11
USD US I/L 1.375%/08-15.07.2018 109,483 115,908.35 0.04
USD US I/L 1.625%/05-15.01.2015 164,224 195,890.02 0.06
USD US I/L 1.625%/08-15.01.2018 136,854 151,134.22 0.05
USD US I/L 1.875%/03-15.07.2013 164,224 202,435.33 0.06
USD US I/L 1.875%/05-15.07.2015 164,224 195,784.33 0.06
USD US I/L 2%/04-15.01.2014 164,224 203,201.25 0.06
USD US I/L 2%/04-15.07.2014 164,224 200,811.93 0.06
USD US I/L 2%/06-15.01.2016 164,224 193,550.13 0.06
USD US I/L 2%/07-15.04.2012 54,741 59,472.35 0.02
USD US I/L 2.125%/09-15.01.2019 164,224 183,698.68 0.06
USD US I/L 2.375%/06-15.04.2011 109,483 118,922.25 0.04
USD US I/L 2.375%/07-15.01.2017 191,595 228,405.29 0.07
USD US I/L 2.5%/06-15.07.2016 191,595 229,311.88 0.07
USD US I/L 2.625%/07-15.07.2017 136,854 162,430.99 0.05
USD US I/L 3.5%/01-15.01.2011 109,483 135,177.77 0.04
USD US S. F-2019 3.375%/09-15.11.2019 22,904 24,107.38 0.01
USD US S. N-2014 2.625%/09-30.06.2014 34,356 35,736.26 0.01
USD US S. Q-2016 3.125%/09-31.10.2016 34,356 36,433.78 0.01
USD US S. T-2011 1.125%/08-15.12.2011 7,158 7,059.91 0.00
USD US S. W-2012 1.375%/09-15.03.2012 20,041 19,882.47 0.01
USD US 4.5%/08-15.05.2038 2,863 3,216.21 0.00
USD US 5.25%/98-15.11.2028 5,726 7,067.01 0.00
USD US 6.25%/00-15.05.2030 6,156 8,507.55 0.00
USD US 7.5%/86-15.11.2016 22,904 29,963.77 0.01
USD US 7.875%/91-15.02.2021 11,452 16,579.72 0.01
CHF VATTENFALL 3.375%/08-27.02.2015 181,753 195,020.96 0.06
CHF VORARLBERGER LHB 1.5%/10-23.05.2014 181,753 184,979.10 0.06
CHF VORARLBERGER LHB 2.375%/06-09.08.2017 363,506 374,592.91 0.12
CHF VORARLBERGER LHB 2.5%/05-15.02.2016 181,753 189,568.37 0.06
CHF VP BANK 2.5%/10-27.05.2016 436,207 438,388.21 0.14
CHF VTB CAPITAL 4%/10-16.08.2013 363,506 368,231.55 0.11
CHF WESTPAC BANKING 2.5%/10-16.02.2017 181,753 187,506.02 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 106
Valuation % of net
(in CHF) assets
CHF WESTPAC BANKING 4.375%/08-27.08.2012 181,753 193,476.06 0.06
CHF WORLDBANK 0%/85-21.10.2015 602,511 568,318.65 0.19
USD WORLDBANK 3.5%/08-08.10.2013 2,863 3,018.05 0.00
USD WORLDBANK 7.625%/93-19.01.2023 4,295 6,082.82 0.00
USD WORLDBANK 8.625%/86-15.10.2016 1,432 1,899.82 0.00
CHF WUERTH FINANCE INTERNATIONAL 4.25%/08-
18.07.2012
181,753 191,249.58 0.06
USD ZURICH FINANCE LUXEMBOURG 3.25%/09-
30.09.2013
1,432 1,461.62 0.00
Bonds
Securities listed on a stock exchange or other organised markets:
72,382,992.85 22.47
Bonds 72,382,992.85 22.47
Securities listed on a stock exchange or other organised markets: Investment funds
Fund units (Closed-End)
GBP F&C COMMERCIAL PROPERTY TRUST LIMITED 7,381 10,453.65 0.00
GBP ING UK REAL ESTATE INCOME TRUST 10,329 7,155.55 0.00
GBP IRP PROPERTY INVESTMENTS 2,226 2,672.71 0.00
GBP ISIS PROPERTY TRUST 1,866 2,757.44 0.00
EUR PROLOGIS EUROPEAN PROPERTIES FUND -A1- 3,805 22,428.52 0.02
GBP STANDARD LIFE INVESTMENTS PROPERTY
INCOME FUND
2,888 2,801.34 0.00
GBP UK COMMERCIAL PROPERTY TRUST 9,750 11,408.03 0.00
Fund units (Closed-End) 59,677.24 0.02
Fund units (Open-End)
USD CREDIT SUISSE FUND (LUX) COMMODITY
INDEX PLUS (USD) -D-
2,159 2,019,295.95 0.63
CHF CREDIT SUISSE FUND (LUX) FOREIGN
CORPORATE -F- (CHF)
519 534,471.92 0.17
CHF CREDIT SUISSE FUND (LUX) FOREIGN
GOVERNMENT 1-5 -F- (CHF)
182 184,428.39 0.06
CHF CREDIT SUISSE FUND (LUX) FOREIGN
GOVERNMENT 5+ -F- (CHF)
612 651,612.64 0.20
EUR CREDIT SUISSE SICAV ONE (LUX) EUROPEAN
EQUITY DIVIDEND PLUS -D- EUR
2,337 3,458,448.20 1.06
USD CREDIT SUISSE SICAV ONE (LUX) GLOBAL
CONVERTIBLES -D- USD
1,613 1,664,813.46 0.52
EUR CS ETF (Lux) on MSCI EMU LARGE CAP 45 5,136.63 0.00
EUR DB X-TRACKERS DBLCI - OY BALANCED ETF -
1C-
158,027 6,105,963.77 1.89
USD SPDR S&P 500 TRUST (units) 1 3,078 343,164.09 0.11
Fund units (Open-End)
Securities listed on a stock exchange or other organised markets:
14,967,335.05 4.64
Investment funds 15,027,012.29 4.66
Securities not listed on a stock exchange: Shares (and equity-type securities)
Shares (and equity-type securities)
EUR BGP HOLDINGS (reg. shares) 373,453 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 Portfolio 316,476,678.97 98.24
Cash at banks 5,482,741.25 1.70
Due to banks -292,178.68 -0.09
Other net assets 472,269.22 0.15
Total net assets 322,139,510.76 100.00