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 (US$)
Statement of Investments in Securities and Other Net Assets (Continued)
Description
Quantity /
Nominal
Valuation % of net
(in USD) assets
EUR CANADA 3.5%/10-13.01.2020 782 1,168.75 0.00
CHF CANADIAN IMPERIAL BANK OF COMMERCE
LONDON 1.75%/10-30.06.2017
77 79.80 0.00
CHF CARREFOUR 2.625%/09-16.04.2012 77 80.66 0.00
USD CFF (reg. -S-) 2.125%/10-22.04.2013 23,486 23,883.04 0.03
CHF CFF 1.75%/09-28.04.2014 8 8.06 0.00
EUR CFF 2%/09-17.02.2012 469 645.21 0.00
CHF CFF 2.375%/05-24.08.2018 15 16.33 0.00
CHF CFF 2.5%/09-04.03.2013 77 81.55 0.00
EUR CFF 2.625%/10-16.04.2015 1,095 1,515.20 0.00
CHF CFF 3.125%/03-10.10.2014 38 42.31 0.00
CHF CFF 3.25%/08-21.09.2012 153 164.46 0.00
EUR CIF EUROMORTGAGE 1.875%/09-30.04.2012 469 644.44 0.00
CHF CIF EUROMORTGAGE 2%/10-30.01.2019 77 78.82 0.00
CHF CIF EUROMORTGAGE 3%/03-23.06.2014 38 41.96 0.00
EUR CIF EUROMORTGAGE 3.5%/10-17.06.2020 469 657.38 0.00
CHF CITI CREDIT CARD ISSUANCE TRUST 2.5%/05-
23.02.2015
87 88.91 0.00
CHF CITIGROUP (subord.) FIX-TO-FRN 2.75%/06-
06.04.2021
109 99.65 0.00
CHF CITIGROUP 2.75%/06-29.06.2012 31 31.83 0.00
CHF CITIGROUP 3%/07-21.03.2019 54 52.62 0.00
USD CITIGROUP 5.375%/10-09.08.2020 58,715 61,046.31 0.08
CHF COMMONWEALTH BANK OF AUSTRALIA
2.25%/09-30.04.2013
15 16.26 0.00
EUR COMMONWEALTH BANK OF AUSTRALIA
4.25%/09-10.11.2016
313 457.17 0.00
CHF COUNCIL OF EUROPE DEVELOPMENT BANK
1.875%/09-07.02.2014
61 65.13 0.00
USD COUNCIL OF EUROPE DEVELOPMENT BANK
5.125%/07-20.04.2017
58,715 68,931.77 0.09
CHF CREDIT AGRICOLE LONDON 2%/10-08.04.2015 77 79.80 0.00
EUR CREDIT SUISSE GROUP FINANCE 2.875%/10-
24.09.2015
938 1,281.57 0.00
EUR CREDIT SUISSE LONDON (reg. -S-) S. 24
4.75%/09-05.08.2019
626 925.69 0.00
CHF CREDIT SUISSE LONDON 2.125%/10-
05.02.2015
77 80.11 0.00
CHF CREDIT SUISSE LONDON 3%/07-04.06.2012 23 24.32 0.00
EUR CREDIT SUISSE LONDON 3.875%/10-
25.01.2017
938 1,326.54 0.00
USD CREDIT SUISSE NEW YORK BRANCH T. 2
3.45%/09-02.07.2012
58,715 60,865.72 0.08
CHF CREDIT SUISSE NEW YORK BRANCH
4.875%/08-14.03.2018
54 61.57 0.00
USD CREDIT SUISSE NEW YORK BRANCH 5.5%/09-
01.05.2014
19,670 22,033.52 0.03
USD CREDIT SUISSE NEW YORK 3.5%/10-
23.03.2015
58,715 61,750.83 0.08
CHF CRH 1.5%/10-21.09.2015 77 80.03 0.00
CHF DANSKE BANK 2.75%/09-09.01.2015 23 24.92 0.00
EUR DENMARK 1.75%/10-05.10.2015 469 640.15 0.00
EUR DENMARK 3.125%/09-17.03.2014 28,562 41,180.48 0.06
CHF DEUTSCHE BAHN FINANCE 2.125%/04-
29.12.2011
38 39.99 0.00
ITL DEUTSCHE BANK 0%/96-15.10.2021 2,658,449 1,148.72 0.00
ITL DEUTSCHE BANK 0%/96-15.10.2026 3,127,587 1,010.87 0.00
CHF DEUTSCHE BANK 2%/10-05.03.2015 38 39.98 0.00
EUR DEUTSCHE TELEKOM INTERNATIONAL
FINANCE 4.25%/10-13.07.2022
500 700.38 0.00
USD DEVELOPMENT BANK OF JAPAN 5.125%/07-
01.02.2017
58,715 68,831.96 0.09
CHF DEXIA BIL 2.75%/06-14.06.2016 80 72.25 0.00
USD DEXIA CLF (reg. -S-) 2%/10-05.03.2013 58,715 59,202.65 0.08
CHF DEXIA CLF 2.125%/06-29.03.2012 38 39.43 0.00
CHF DEXIA CLF 2.125%/09-07.12.2012 153 158.09 0.00
GBP DEXIA CLF 2.5%/09-27.10.2011 3,928 6,257.13 0.01
CHF DEXIA MUNICIPAL AGENCY 2.5%/09-
02.05.2018
38 40.96 0.00
CHF DEXIA MUNICIPAL AGENCY 2.625%/09-
12.08.2019
77 82.27 0.00
CHF DEXIA MUNICIPAL AGENCY 3.5%/07-
09.08.2017
69 78.53 0.00
USD DEXIA MUNICIPAL AGENCY 5.125%/07-
31.05.2012
44,036 46,722.71 0.06
CHF DNB NOR BOLIGKREDITT 1.625%/10-
24.04.2015
77 79.88 0.00
CHF DNB NOR BOLIGKREDITT 2.25%/10-
26.03.2018
77 80.94 0.00
EUR DNB NOR BOLIGKREDITT 3.375%/10-
20.01.2017
782 1,117.94 0.00
EUR DRESDNER BANK LUXEMBOURG 6.25%/01-
26.02.2016
568 823.57 0.00
EUR DZ BANK 6.25%/01-26.02.2016 141 210.63 0.00
USD EBRD T. 42 1.25%/09-10.06.2011 100,000 100,590.00 0.14
GBP EBRD 5.625%/98-07.12.2028 13,092 25,162.61 0.03
CHF EDF 2.25%/10-29.09.2017 92 96.51 0.00
CHF EDF 3.375%/08-18.12.2013 15 16.78 0.00
EUR EDF 4.625%/10-26.04.2030 235 336.47 0.00
EUR EIB (reg. -S-) S. 1510/0100 4.25%/09-
15.04.2019
6,347 9,786.37 0.01
USD EIB 0%/96-06.11.2026 264,219 138,366.15 0.20
CHF EIB 1.75%/10-21.04.2017 38 40.31 0.00
CHF EIB 2%/09-24.04.2014 38 40.96 0.00
CHF EIB 2%/10-24.08.2022 38 39.98 0.00
USD EIB 3%/09-08.04.2014 88,073 93,824.13 0.13
EUR EIB 3.125%/09-15.04.2014 782 1,122.21 0.00
EUR EIB 3.5%/09-15.04.2016 782 1,144.19 0.00
CHF EIB 3.5%/99-28.01.2014 300 335.11 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 124
Valuation % of net
(in USD) assets
GBP EIB 4.75%/05-06.06.2012 6,546 10,947.40 0.01
EUR EIB 5.625%/99-15.02.2028 1,564 2,789.88 0.00
CHF EKSPORTFINANS 2.375%/03-26.06.2013 16 16.72 0.00
CHF EKSPORTFINANS 2.875%/09-16.11.2016 38 42.64 0.00
CHF ENERGIE BEHEER NEDERLAND 2.125%/10-
27.04.2020
115 122.41 0.00
CHF E.ON INTERNATIONAL FINANCE 3.375%/09-
11.02.2014
19 20.85 0.00
GBP E.ON INTERNATIONAL FINANCE 5.125%/09-
27.01.2014
1,964 3,390.79 0.00
EUR EUROFIMA 4%/09-27.10.2021 1,095 1,641.03 0.00
USD EUROFIMA 5.25%/06-07.04.2016 88,073 102,384.82 0.14
CHF EUROHYPO FRN 10-30.04.2013 19 19.52 0.00
CHF EUROHYPO 4%/99-01.09.2014 256 288.61 0.00
EUR EUROPEAN COMMUNITY 3.125%/09-
27.01.2015
626 898.53 0.00
EUR EUROPEAN COMMUNITY 3.25%/09-07.11.2014 12,694 18,312.83 0.02
EUR EUROPEAN COMMUNITY 3.625%/09-
06.04.2016
469 690.81 0.00
EUR EUROPEAN UNION 3.375%/10-10.05.2019 352 510.71 0.00
CHF EVN ENERGIE-VERSORGUNG
NIEDEROESTERREICH 3.625%/09-20.02.2014
23 25.01 0.00
USD EXPORT DEVELOPMENT CANADA 3.125%/09-
24.04.2014
29,358 31,465.53 0.04
CHF EXPORT IMPORT BANK OF KOREA 2.5%/09-
26.10.2012
23 23.88 0.00
EUR FINANCE FOR DANISH INDUSTRY 2.125%/10-
21.03.2013
782 1,082.07 0.00
EUR FINLAND 1.75%/10-15.04.2016 782 1,065.31 0.00
EUR FINLAND 3.375%/10-15.04.2020 1,720 2,510.42 0.00
EUR FINLAND 3.875%/06-15.09.2017 782 1,187.11 0.00
EUR FINLAND 4.375%/08-04.07.2019 6,347 9,987.40 0.01
EUR FINLAND 5.375%/02-04.07.2013 31,736 48,325.29 0.07
EUR FORTIS BANK 3.375%/09-19.05.2014 626 900.11 0.00
EUR FRANCE BTAN 2.5%/10-15.01.2015 782 1,107.58 0.00
EUR FRANCE OAT I/L 1%/05-25.07.2017 12,694 19,431.62 0.03
EUR FRANCE OAT I/L 1.6%/03-25.07.2011 6,347 9,866.07 0.01
EUR FRANCE OAT I/L 1.6%/04-25.07.2015 31,736 51,716.57 0.07
EUR FRANCE OAT I/L 2.1%/07-25.07.2023 6,347 10,227.18 0.01
EUR FRANCE OAT I/L 2.25%/03-25.07.2020 6,347 11,115.77 0.01
EUR FRANCE OAT I/L 2.50%/03-25.07.2013 31,736 53,222.71 0.07
EUR FRANCE OAT I/L 3%/01-25.07.2012 6,347 10,920.17 0.01
EUR FRANCE OAT 3.5%/10-25.04.2020 547 800.34 0.00
EUR FRANCE OAT 3.75%/06-25.04.2017 782 1,171.63 0.00
EUR FRANCE OAT 4%/08-25.04.2018 938 1,427.60 0.00
EUR FRANCE OAT 4.25%/03-25.04.2019 782 1,210.80 0.00
CHF FRANCE TELECOM 2.75%/06-11.04.2012 46 48.42 0.00
CHF FRANCE TELECOM 3.375%/09-06.09.2013 77 83.14 0.00
CHF GDF SUEZ 3.5%/08-19.12.2012 34 37.18 0.00
USD GECC T. 827 3.5%/10-29.06.2015 29,358 30,740.11 0.04
CHF GECC 2%/10-15.01.2015 15 15.57 0.00
CHF GECC 2.625%/10-20.01.2016 31 32.32 0.00
CHF GECC 2.75%/07-27.12.2013 15 16.33 0.00
CHF GECC 3%/04-16.10.2015 8 8.23 0.00
CHF GECC 3.125%/04-06.12.2019 77 80.27 0.00
CHF GECC 3.375%/06-19.06.2018 31 32.72 0.00
CHF GECC 4%/08-26.08.2013 69 75.60 0.00
CHF GECC 4.5%/08-09.10.2018 27 30.90 0.00
USD GENERAL ELECTRIC 5%/03-01.02.2013 29,358 31,312.87 0.04
EUR GLAXOSMITHKLINE CAPITAL 3.875%/09-
06.07.2015
469 684.98 0.00
USD HSBC BANK (reg. -S-) 1.625%/10-12.08.2013 32,293 32,479.75 0.04
EUR HSH NORDBANK S. 751 2.25%/09-23.07.2012 391 542.42 0.00
EUR HSH NORDBANK 2.75%/09-20.01.2012 391 544.50 0.00
CHF HYPO INVESTMENTBANK 1.75%/09-
30.11.2012
38 39.94 0.00
CHF HYPO PFANDBRIEF BANK INTERNATIONAL
3%/06-16.06.2016
61 64.03 0.00
CHF HYUNDAI CAPITAL SERVICES 2.25%/10-
15.10.2014
38 39.23 0.00
CHF HYUNDAI CAPITAL SERVICES 3%/10-
16.07.2015
15 15.72 0.00
USD IADB T. 28 3%/09-22.04.2014 58,715 62,684.47 0.08
USD IADB T. 35 3.875%/10-14.02.2020 58,715 64,815.83 0.09
USD IBM 8.375%/89-01.11.2019 88,073 121,484.33 0.16
EUR IKB DEUTSCHE INDUSTRIEBANK 2.125%/09-
10.09.2012
547 758.57 0.00
EUR IKB DEUTSCHE INDUSTRIEBANK 2.875%/09-
27.01.2012
469 654.87 0.00
CHF ILE DE FRANCE 2.5%/09-28.09.2015 38 41.88 0.00
CHF ILE DE FRANCE 2.75%/08-15.05.2015 140 153.95 0.00
USD ING BANK (reg. -S-) 3%/10-01.09.2015 29,358 29,334.17 0.04
CHF ING BANK 2.125%/10-07.10.2016 77 78.27 0.00
EUR ING BANK 5.25%/99-07.06.2019 235 352.36 0.00
EUR INSTITUTO DE CREDITO OFFICIAL 3.75%/10-
28.07.2015
860 1,178.42 0.00
EUR INSTITUTO DE CREDITO OFICIAL 3.75%/10-
15.07.2013
782 1,085.27 0.00
EUR INSTITUTO DE CREDITO OFICIAL 4.125%/10-
28.09.2017
391 532.23 0.00
EUR INTERNATIONAL BANK FOR RECONSTRUCTION
& DEVELOPMENT 3.875%/09-20.05.2019
7,129 10,752.52 0.01
USD INTERNATIONAL BANK FOR RECONSTRUCTION
& DEVELOPMENT 9.25%/86-20.03.2016
58,715 81,006.87 0.11
EUR ITALY BTP I/l 2.1%/10-15.09.2021 22,215 30,134.28 0.04
EUR ITALY BTP I/L 2.15%/04-15.09.2014 31,736 51,499.76 0.07