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) Income (Euro)
Statement of Investments in Securities and Other Net Assets (Continued)
Description
Quantity /
Nominal
Valuation % of net
(in EUR) assets
USD JAPAN FINANCE 2.125%/09-05.11.2012 77,114 58,110.93 0.01
CHF JP MORGAN CHASE 2.75%/07-23.01.2014 960 746.78 0.00
EUR JP MORGAN CHASE 3.875%/10-23.09.2020 424,622 425,896.16 0.11
CHF KFW INTERNATIONAL FINANCE 3.625%/02-
16.05.2012
2,881 2,273.84 0.00
EUR KFW S. 213 5.5%/98-22.01.2018 2,547,734 3,074,268.82 0.78
USD KFW 1.375%/10-15.07.2013 77,114 57,355.16 0.01
EUR KFW 2.25%/10-21.09.2017 1,698,489 1,692,714.32 0.43
CHF KFW 2.875%/08-02.05.2014 1,601 1,289.65 0.00
GBP KFW 3.75%/09-07.09.2016 51,250 63,456.31 0.02
EUR KFW 3.875%/09-21.01.2019 1,273,867 1,404,438.25 0.35
USD KFW 4%/10-27.01.2020 77,114 62,563.11 0.02
USD KFW 4.375%/05-21.07.2015 231,341 191,315.67 0.05
GBP KFW 5.75%/99-07.12.2011 44,075 53,717.75 0.01
USD KOMMUNALBANKEN (reg. -S-) 2.75%/10-
05.05.2015
154,227 118,607.81 0.03
CHF KOMMUNALBANKEN 2%/09-19.12.2014 1,601 1,249.44 0.00
CHF KOMMUNALBANKEN 2.875%/09-09.05.2017 1,601 1,306.45 0.00
CHF KOMMUNALKREDIT AUSTRIA 2.5%/06-
14.02.2022
3,202 2,216.82 0.00
CHF KOMMUNALKREDIT AUSTRIA 3.375%/06-
22.06.2026
1,601 1,223.03 0.00
CHF KOMMUNALKREDIT 2.75%/03-07.05.2013 1,601 1,267.44 0.00
USD KOMMUNEKREDIT 1.25%/10-03.09.2013 223,630 164,347.90 0.04
CHF KOMMUNEKREDIT 1.375%/10-21.01.2015 3,202 2,437.67 0.00
CHF KOMMUNINVEST I SVERIGE 2.5%/09-
04.12.2015
2,881 2,300.84 0.00
CHF KOMMUNINVEST I SVERIGE 2.625%/07-
07.12.2016
1,601 1,290.25 0.00
CHF KOREA DEVELOPMENT BANK 1.75%/10-
01.10.2014
3,202 2,381.26 0.00
CHF LAND NIEDEROESTERREICH 2.125%/10-
15.08.2017
1,601 1,241.64 0.00
GBP LANDESBANK BADEN-WUERTTEMBERG S.
5268 2.5%/09-07.12.2012
51,250 60,403.88 0.02
CHF LANDESBANK BADEN-WUERTTEMBERG
2.75%/07-13.03.2012
2,561 1,961.66 0.00
EUR LANDWIRTSCHAFTLICHE RENTENBANK S.
1013 2%/10-15.06.2015
2,547,734 2,571,427.70 0.65
GBP LANDWIRTSCHAFTLICHE RENTENBANK S. 838
5.25%/07-18.01.2012
51,250 62,379.68 0.02
CHF LANDWIRTSCHAFTLICHE RENTENBANK
1.75%/10-16.01.2017
3,202 2,466.47 0.00
CHF LANDWIRTSCHAFTLICHE RENTENBANK
3.25%/02-28.08.2012
640 506.02 0.00
USD LB BADEN-WUERTTEMBERG 2%/10-
15.07.2013
77,114 57,236.54 0.01
EUR L-BANK BW FOERDERBANK 3.25%/09-
29.01.2014
1,273,867 1,339,004.80 0.34
USD LLOYDS TSB BANK (reg. -S-) T. 1 4.375%/10-
12.01.2015
154,227 115,772.25 0.03
CHF LLOYDS TSB BANK 2.5%/10-23.03.2015 3,202 2,385.06 0.00
CHF LVMH 3.625%/08-02.12.2011 2,881 2,230.63 0.00
CHF MANITOBA 2.25%/09-05.05.2014 1,281 1,010.35 0.00
CHF MCDONALD'S 3.25%/07-12.12.2012 1,601 1,266.84 0.00
CHF METROPOLITAN LIFE GLOBAL FUNDING I
3.125%/06-27.06.2016
2,241 1,711.41 0.00
USD MICROSOFT 1.625%/10-25.09.2015 77,114 56,513.53 0.01
CHF MORGAN STANLEY 2%/05-17.11.2011 960 722.30 0.00
CHF MORGAN STANLEY 2.5%/05-17.11.2015 960 705.74 0.00
CHF MORGAN STANLEY 2.875%/06-21.08.2013 640 491.61 0.00
EUR MUENCHENER HYPOTHEKENBANK 1.5%/10-
04.10.2013
1,273,867 1,268,771.42 0.32
CHF NATIONAL AUSTRALIA BANK 2.25%/10-
14.07.2017
4,802 3,634.90 0.00
EUR NATIONAL AUSTRALIA BANK 3.5%/09-
23.01.2015
1,486,178 1,531,952.32 0.39
EUR NATIONAL AUSTRALIA BANK 4.75%/09-
15.07.2016
849,245 924,742.44 0.23
GBP NATIONAL AUSTRALIA BANK 5.375%/09-
08.12.2014
20,500 26,310.09 0.01
CHF NATIXIS 2.375%/03-19.12.2013 1,601 1,250.64 0.00
EUR NATIXIS 7.75%/93-01.06.2019 963,893 1,300,804.89 0.33
CHF NEDERLANDEN FINANCIERINGS MAAT
2.625%/08-22.09.2015
800 640.32 0.00
CHF NEDERLANDS WATERSCHAPSBANK
2.25%/09-13.05.2014
4,802 3,775.32 0.00
EUR NEDERLANDS WATERSCHAPSBANK
3.375%/10-01.02.2017
1,273,867 1,348,858.16 0.34
EUR NEDERLANDS WATERSCHAPSBANK
4.25%/08-21.11.2013
849,245 914,732.39 0.23
USD NEDERLANDSE WATERSBANK 2%/10-
09.09.2015
231,341 170,201.47 0.04
GBP NEDERLANDSE WATERSCHAPSBANK (reg. -S-)
S. 1171 2.375%/10-10.12.2013
51,250 60,687.83 0.02
CHF NEDERLANDSE WATERSCHAPSBANK
1.75%/10-22.07.2016
3,202 2,470.07 0.00
CHF NEDERLANDSE WATERSCHAPSBANK
2.5%/05-20.04.2015
1,601 1,275.84 0.00
EUR NEDERLANDSE WATERSCHAPSBANK
3.125%/09-20.01.2012
1,273,867 1,304,439.69 0.33
CHF NESTLE FINANCE INTERNATIONAL 1.25%/09-
24.04.2012
3,202 2,430.47 0.00
CHF NESTLE FINANCE INTERNATIONAL 2%/09-
05.08.2013
4,162 3,239.18 0.00
CHF NESTLE FINANCE INTERNATIONAL 2.125%/09-
12.08.2014
770 605.60 0.00
CHF NESTLE FINANCE INTERNATIONAL 2.125%/09-
29.05.2015
2,241 1,767.70 0.00
USD NESTLE HOLDINGS 2.125%/10-12.03.2014 231,341 175,098.74 0.04
EUR NETHERLANDS 2.75%/09-15.01.2015 3,396,978 3,568,525.78 0.90
EUR NETHERLANDS 3.75%/04-15.07.2014 849,245 924,572.59 0.23
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 146
Valuation % of net
(in EUR) assets
EUR NETHERLANDS 3.75%/06-15.01.2023 849,245 943,001.20 0.24
EUR NETHERLANDS 4%/06-15.07.2016 1,273,867 1,421,380.67 0.36
EUR NETHERLANDS 4%/08-15.01.2011 11,000,000 11,104,499.99 2.81
EUR NETHERLANDS 4%/08-15.07.2018 2,123,111 2,383,192.64 0.60
EUR NETHERLANDS 4%/09-15.07.2019 94,481 106,348.25 0.03
EUR NETHERLANDS 4.25%/03-15.07.2013 472,407 513,222.92 0.13
EUR NETHERLANDS 4.5%/07-15.07.2017 1,061,556 1,221,319.88 0.31
CHF NEW BRUNSWICK 2.875%/09-04.03.2016 3,202 2,604.20 0.00
AUD NEW SOUTH WALES TREASURY 0%/90-
23.11.2020
3,530,000 1,417,558.07 0.36
CHF NEW YORK LIFE FUNDING 2.375%/06-
22.02.2016
2,561 1,960.70 0.00
EUR NORDEA BANK 3%/09-06.08.2012 849,245 867,758.12 0.22
GBP NORDEA BANK 3.875%/10-15.12.2015 41,000 49,009.31 0.01
CHF NORDIC INVESTMENT BANK 2.5%/09-
11.04.2018
1,601 1,284.85 0.00
USD NORDIC INVESTMENT BANK 2.5%/10-
15.07.2015
154,227 118,268.90 0.03
EUR NORDIC INVESTMENT BANK 3%/09-
08.04.2014
849,245 890,263.11 0.22
EUR NORDRHEIN-WESTFALEN R. 239 7%/93-
21.12.2018
651,318 857,705.43 0.22
EUR NORDRHEIN-WESTFALEN S. 1063 1.25%/10-
13.09.2013
1,273,867 1,263,166.41 0.32
CHF NORDRHEIN-WESTFALEN 2.875%/08-
02.05.2012
1,601 1,246.44 0.00
USD NOVARTIS CAPITAL 4.125%/09-10.02.2014 67,475 54,036.34 0.01
USD NRW.BANK 1.375%/10-26.08.2013 154,227 113,524.13 0.03
EUR NRW.BANK 2.375%/10-04.06.2015 2,123,111 2,155,382.78 0.54
CHF OEBB-INFRASTRUKTUR BAU 2.75%/08-
02.12.2013
1,601 1,265.64 0.00
CHF OEKB 2.625%/06-22.11.2024 1,281 1,012.99 0.00
CHF OEKB 2.75%/08-14.07.2014 1,601 1,278.25 0.00
CHF OEKB 2.875%/05-25.02.2030 1,601 1,324.45 0.00
CHF OEKB 3%/03-23.10.2015 1,601 1,302.85 0.00
CHF OEKB 3%/07-05.12.2013 960 767.67 0.00
GBP OESTERREICHISCHE POSTSPARKASSE
6.125%/99-20.10.2014
20,500 26,837.76 0.01
CHF PFANDBRIEFBANK SCHWEIZERISCHER
HYPOTHEKARINSTITUTE S. 434 3%/08-
30.01.2015
480 390.85 0.00
JPY PFANDBRIEFSTELLE DER
OESTERREICHISCHEN LHB 1.6%/01-
15.02.2011
500,000,000 4,392,417.98 1.12
CHF PFANDBRIEFSTELLE DER
OESTERREICHISCHEN LHB 2.125%/05-
07.11.2016
960 736.34 0.00
CHF PFANDBRIEFSTELLE DER
OESTERREICHISCHEN LHB 2.25%/05-
18.02.2013
1,601 1,238.64 0.00
CHF PFANDBRIEFSTELLE DER
OESTERREICHISCHEN LHB 2.875%/03-
21.07.2017
2,561 2,045.19 0.00
USD PFIZER 5.35%/09-15.03.2015 77,114 65,020.22 0.02
CHF PHILIP MORRIS INTERNATIONAL 3.25%/09-
11.03.2013
3,202 2,516.88 0.00
CHF PHILIP MORRIS 4%/08-18.09.2012 2,881 2,283.56 0.00
EUR POHJOLA BANK 3.125%/10-25.03.2015 1,698,489 1,733,478.06 0.44
USD PROCTER & GAMBLE 1.375%/10-01.08.2012 154,227 114,861.70 0.03
CHF PROVINCE OF ONTARIO 2.375%/10-07.05.2020 1,601 1,258.44 0.00
CHF PROVINCE OF ONTARIO 2.5%/09-04.12.2019 3,202 2,548.09 0.00
USD PROVINCE OF ONTARIO 2.7%/10-16.06.2015 154,227 118,325.38 0.03
EUR PROVINCE OF ONTARIO 3%/10-28.09.2020 1,273,867 1,281,764.86 0.32
CHF PROVINCE OF ONTARIO 3.375%/08-01.12.2015 3,202 2,659.71 0.00
CHF QUEBEC 2.25%/05-05.10.2015 618 484.14 0.00
CHF QUEBEC 3.125%/09-11.12.2015 1,281 1,043.24 0.00
CHF QUEBEC 3.875%/09-11.12.2018 640 554.03 0.00
EUR RABOBANK (reg. -S-) S. 2256A 4.125%/10-
14.07.2025
2,123,111 2,198,057.32 0.55
USD RABOBANK (reg. -S-) T. 39 4.2%/09-13.05.2014 107,959 85,445.30 0.02
JPY RABOBANK S. 1719A T. 1 1.85%/07-
12.04.2017
290,000,000 2,681,352.19 0.68
CHF RABOBANK 2%/10-16.09.2021 1,601 1,179.23 0.00
CHF RABOBANK 2.125%/06-13.08.2012 2,561 1,969.34 0.00
CHF RABOBANK 2.5%/09-19.02.2013 3,202 2,493.28 0.00
EUR RABOBANK 3%/10-16.02.2015 1,698,489 1,747,065.98 0.44
CAD RABOBANK 3.5%/09-02.07.2014 383,000 286,884.22 0.07
CHF RABOBANK 4.25%/00-14.09.2012 3,202 2,562.49 0.00
EUR RABOBANK 4.375%/09-05.05.2016 2,972,356 3,232,140.00 0.82
EUR RABOBANK 4.375%/09-22.01.2014 849,245 908,776.64 0.23
CHF REGIE AUTONOME DES TRANSPORTS PARIS
3.375%/08-21.03.2016
3,202 2,675.31 0.00
GBP RESEAU FERRE DE FRANCE 5.5%/98-
01.12.2021
133,249 180,459.18 0.05
CHF ROCHE HOLDINGS 2.5%/09-23.03.2012 3,202 2,459.27 0.00
EUR ROCHE HOLDINGS 4.625%/09-04.03.2013 424,622 451,713.20 0.11
CHF ROYAL BANK OF CANADA FRN 07-13.11.2012 1,601 1,202.03 0.00
CHF ROYAL BANK OF SCOTLAND GROUP
2.25%/09-09.10.2012
1,281 970.27 0.00
USD ROYAL BANK OF SCOTLAND T. 66 3%/08-
09.12.2011
115,671 86,930.86 0.02
CHF ROYAL BANK OF SCOTLAND 2.75%/10-
08.10.2015
1,601 1,193.19 0.00
EUR ROYAL BANK OF SCOTLAND 3%/10-
08.09.2015
849,245 848,480.27 0.21
USD SASKATCHEWAN 8%/93-01.02.2013 385,569 327,419.23 0.08
USD SFEF (reg. -S-) 2.125%/09-30.01.2012 154,227 115,270.66 0.03
USD SFEF (reg. -S-) 3.375%/09-05.05.2014 77,114 60,653.90 0.02
EUR SFEF 3%/09-07.04.2014 1,698,489 1,774,921.20 0.45