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
USD SASKATCHEWAN 8%/93-01.02.2013 146,788 170,172.82 0.24
USD SFEF (reg. -S-) 2.125%/09-30.01.2012 58,715 59,910.75 0.08
USD SFEF (reg. -S-) 3.375%/09-05.05.2014 29,358 31,524.25 0.04
EUR SFEF 3%/09-07.04.2014 626 892.38 0.00
EUR SFEF 3.125%/09-30.06.2014 782 1,121.99 0.00
USD SIEMENS FINANCIERINGSMAATSCHAPPIJ
5.625%/06-16.03.2016
38,165 44,095.79 0.06
CHF SNCF 2.625%/06-13.12.2021 23 25.33 0.00
CHF SNCF 2.75%/09-11.06.2018 23 25.56 0.00
EUR SNS BANK 3.625%/10-10.03.2017 469 668.39 0.00
CHF SOCIETE GENERALE 1.875%/10-20.10.2014 77 79.49 0.00
GBP SOCIETE GENERALE 3.875%/10-17.12.2015 6,546 10,549.24 0.01
CHF SPI AUSTRALIA ASSETS 2.25%/10-09.08.2016 38 39.55 0.00
CHF SPI ELECTRICITY & GAS AUSTRALIA HOLDINGS
2.375%/10-08.09.2015
38 40.09 0.00
CHF STADSHYPOTEK 2%/10-01.12.2016 38 40.29 0.00
CHF STATNETT 3%/08-21.11.2011 47 49.29 0.00
CHF SWEDBANK MORTGAGE 1.25%/10-22.04.2013 67 69.16 0.00
EUR SWEDBANK MORTGAGE 3.625%/09-
05.10.2016
313 449.57 0.00
USD SWEDEN 1.75%/09-17.06.2011 500,000 504,675.00 0.69
USD SWEDEN 1.75%/10-07.05.2013 29,358 30,115.08 0.04
EUR SWEDEN 3.125%/09-07.05.2014 782 1,129.25 0.00
GBP SWEDEN 9.75%/85-15.09.2014 18,983 38,319.29 0.05
CHF SWEDISH COVERED BOND CORPORATION
2.75%/07-14.06.2013
15 16.52 0.00
CHF SWEDISH EXPORT CREDIT 2.625%/07-
09.02.2017
38 41.96 0.00
CHF SWEDISH EXPORT CREDIT 2.625%/09-
28.12.2015
77 83.72 0.00
CHF SWEDISH EXPORT CREDIT 3.5%/08-
15.07.2013
69 75.84 0.00
EUR TERRA BOLIGKREDITT 2%/10-14.09.2012 469 644.12 0.00
GBP TORONTO DOMINION BANK 6.875%/08-
24.06.2011
3,928 6,428.57 0.01
USD TOYOTA MOTOR CREDIT T. 824 1.375%/10-
12.08.2013
58,715 59,251.38 0.08
CHF TOYOTA MOTOR CREDIT 2%/06-21.02.2012 8 7.92 0.00
CHF TOYOTA MOTOR CREDIT 3.625%/08-
06.08.2012
19 20.58 0.00
CHF TOYOTA MOTOR CREDIT 4%/09-03.02.2012 38 40.83 0.00
EUR UBS AG LONDON BRANCH 3.5%/10-
15.07.2015
313 438.34 0.00
EUR UBS AG LONDON BRANCH 4%/10-08.04.2022 313 457.29 0.00
ITL UBS FINANCE 0%/97-29.01.2027 1,563,793 483.31 0.00
CHF UBS JERSEY BRANCH FIX-TO-FRN 2.75%/06-
23.10.2018
76 78.07 0.00
EUR UBS LONDON 3%/09-06.10.2014 938 1,320.52 0.00
EUR UBS LONDON 3.875%/09-02.12.2019 469 682.99 0.00
CHF UNILEVER 3.625%/08-02.12.2011 15 16.23 0.00
GBP UNILEVER 4.75%/09-16.06.2017 1,964 3,446.06 0.00
GBP UNITED KINGDOM 2.25%/09-07.03.2014 26,184 42,695.31 0.06
GBP UNITED KINGDOM 3.25%/08-07.12.2011 13,092 21,278.58 0.03
GBP UNITED KINGDOM 4%/06-07.09.2016 45,821 79,946.52 0.11
GBP UNITED KINGDOM 4.25%/00-07.06.2032 19,638 33,015.09 0.04
GBP UNITED KINGDOM 4.25%/03-07.03.2036 9,164 15,319.05 0.02
GBP UNITED KINGDOM 4.25%/06-07.12.2046 10,473 17,562.59 0.02
GBP UNITED KINGDOM 4.25%/08-07.12.2049 9,164 15,402.91 0.02
GBP UNITED KINGDOM 4.5%/07-07.12.2042 13,092 22,832.45 0.03
GBP UNITED KINGDOM 4.5%/08-07.03.2013 15,710 26,910.76 0.04
GBP UNITED KINGDOM 4.5%/09-07.09.2034 32,730 56,721.75 0.08
GBP UNITED KINGDOM 4.75%/04-07.12.2038 19,638 35,537.46 0.05
GBP UNITED KINGDOM 5%/01-07.03.2025 19,638 36,330.96 0.05
GBP UNITED KINGDOM 5%/02-07.09.2014 18,329 32,831.97 0.04
GBP UNITED KINGDOM 5%/07-07.03.2018 26,184 48,186.00 0.06
USD US I/L S. C-2012 3%/02-15.07.2012 104,984 135,170.97 0.19
USD US I/L 1.25%/10-15.07.2020 122,482 128,886.34 0.18
USD US I/L 1.375%/08-15.01.2020 209,969 225,572.41 0.31
USD US I/L 1.375%/08-15.07.2018 69,990 75,844.41 0.10
USD US I/L 1.625%/05-15.01.2015 104,984 128,180.27 0.18
USD US I/L 1.625%/08-15.01.2018 87,487 98,894.39 0.13
USD US I/L 1.875%/03-15.07.2013 104,984 132,463.18 0.19
USD US I/L 1.875%/05-15.07.2015 104,984 128,111.11 0.18
USD US I/L 2%/04-15.01.2014 104,984 132,964.36 0.19
USD US I/L 2%/04-15.07.2014 104,984 131,400.92 0.19
USD US I/L 2%/06-15.01.2016 104,984 126,649.17 0.17
USD US I/L 2%/07-15.04.2012 34,995 38,915.62 0.05
USD US I/L 2.125%/09-15.01.2019 104,984 120,202.89 0.16
USD US I/L 2.375%/06-15.04.2011 69,990 77,816.56 0.10
USD US I/L 2.375%/07-15.01.2017 122,482 149,456.58 0.21
USD US I/L 2.5%/06-15.07.2016 122,482 150,049.81 0.21
USD US I/L 2.625%/07-15.07.2017 87,487 106,286.42 0.14
USD US I/L 3.5%/01-15.01.2011 69,990 88,453.33 0.12
USD US S. F-2019 3.375%/09-15.11.2019 469,722 506,052.58 0.69
USD US S. N-2014 2.625%/09-30.06.2014 704,584 750,161.47 1.02
USD US S. Q-2016 3.125%/09-31.10.2016 704,584 764,803.60 1.04
USD US S. T-2011 1.125%/08-15.12.2011 146,788 148,198.82 0.21
USD US S. W-2012 1.375%/09-15.03.2012 411,007 417,364.94 0.57
USD US 4.5%/08-15.05.2038 58,715 67,513.43 0.09
USD US 5.25%/98-15.11.2028 117,431 148,347.90 0.21
USD US 6.25%/00-15.05.2030 126,238 178,587.20 0.25
USD US 7.5%/86-15.11.2016 469,722 628,987.76 0.86
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 126
Valuation % of net
(in USD) assets
USD US 7.875%/91-15.02.2021 234,861 348,035.00 0.48
CHF VATTENFALL 3.375%/08-27.02.2015 38 42.10 0.00
CHF VORARLBERGER LHB 1.5%/10-23.05.2014 38 39.93 0.00
CHF VORARLBERGER LHB 2.375%/06-09.08.2017 77 80.86 0.00
CHF VORARLBERGER LHB 2.5%/05-15.02.2016 38 40.92 0.00
CHF VP BANK 2.5%/10-27.05.2016 92 94.63 0.00
CHF VTB CAPITAL 4%/10-16.08.2013 77 79.49 0.00
CHF WESTPAC BANKING 2.5%/10-16.02.2017 38 40.47 0.00
CHF WESTPAC BANKING 4.375%/08-27.08.2012 38 41.76 0.00
CHF WORLDBANK 0%/85-21.10.2015 127 122.68 0.00
USD WORLDBANK 3.5%/08-08.10.2013 58,715 63,353.82 0.09
USD WORLDBANK 7.625%/93-19.01.2023 88,073 127,688.19 0.17
USD WORLDBANK 8.625%/86-15.10.2016 29,358 39,880.29 0.05
CHF WUERTH FINANCE INTERNATIONAL 4.25%/08-
18.07.2012
38 41.28 0.00
USD ZURICH FINANCE LUXEMBOURG 3.25%/09-
30.09.2013
29,358 30,681.69 0.04
Bonds
Securities listed on a stock exchange or other organised markets:
16,786,740.78 22.64
Bonds 16,786,740.78 22.64
Securities listed on a stock exchange or other organised markets: Investment funds
Fund units (Closed-End)
GBP F&C COMMERCIAL PROPERTY TRUST LIMITED 1,525 2,210.78 0.00
GBP ING UK REAL ESTATE INCOME TRUST 2,134 1,513.29 0.00
GBP IRP PROPERTY INVESTMENTS 460 565.24 0.00
GBP ISIS PROPERTY TRUST 385 583.15 0.00
EUR PROLOGIS EUROPEAN PROPERTIES FUND -A1- 786 4,743.27 0.02
GBP STANDARD LIFE INVESTMENTS PROPERTY
INCOME FUND
597 592.44 0.00
GBP UK COMMERCIAL PROPERTY TRUST 2,015 2,412.62 0.00
Fund units (Closed-End) 12,620.79 0.02
Fund units (Open-End)
USD CREDIT SUISSE FUND (LUX) COMMODITY
INDEX PLUS (USD) -D-
308 295,272.48 0.40
CHF CREDIT SUISSE FUND (LUX) FOREIGN
CORPORATE -F- (CHF)
0 115.37 0.00
CHF CREDIT SUISSE FUND (LUX) FOREIGN
GOVERNMENT 1-5 -F- (CHF)
0 39.81 0.00
CHF CREDIT SUISSE FUND (LUX) FOREIGN
GOVERNMENT 5+ -F- (CHF)
0 140.65 0.00
EUR CREDIT SUISSE SICAV ONE (LUX) EUROPEAN
EQUITY DIVIDEND PLUS -D- EUR
489 741,057.63 1.00
USD CREDIT SUISSE SICAV ONE (LUX) GLOBAL
CONVERTIBLES -D- USD
355 375,043.30 0.51
EUR CS ETF (Lux) on MSCI EMU LARGE CAP 125 14,506.97 0.02
EUR DB X-TRACKERS DBLCI - OY BALANCED ETF -
1C-
39,833 1,575,388.95 2.12
USD SPDR S&P 500 TRUST (units) 1 934 106,619.98 0.14
Fund units (Open-End)
Securities listed on a stock exchange or other organised markets:
3,108,185.14 4.19
Investment funds 3,120,805.93 4.21
Securities not listed on a stock exchange: Shares (and equity-type securities)
Shares (and equity-type securities)
EUR BGP HOLDINGS (reg. shares) 92,927 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 72,366,301.28 97.58
Cash at banks 1,695,095.93 2.29
Due to banks -99,966.04 -0.13
Other net assets 196,038.96 0.26
Total net assets 74,157,470.13 100.00