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
EUR SFEF 3.125%/09-30.06.2014 2,123,111 2,231,602.48 0.56
USD SIEMENS FINANCIERINGSMAATSCHAPPIJ
5.625%/06-16.03.2016
100,248 84,842.03 0.02
CHF SNCF 2.625%/06-13.12.2021 960 774.87 0.00
CHF SNCF 2.75%/09-11.06.2018 960 782.07 0.00
EUR SNS BANK 3.625%/10-10.03.2017 1,273,867 1,329,407.49 0.34
CHF SOCIETE GENERALE 1.875%/10-20.10.2014 3,202 2,431.83 0.00
GBP SOCIETE GENERALE 3.875%/10-17.12.2015 51,250 60,498.53 0.02
AUD SOUTH AUSTRALIAN GOVERNMENT
FINANCING AUTHORITY 0%/90-21.12.2015
200,000 106,088.87 0.03
CHF SPI AUSTRALIA ASSETS 2.25%/10-09.08.2016 1,601 1,209.83 0.00
CHF SPI ELECTRICITY & GAS AUSTRALIA HOLDINGS
2.375%/10-08.09.2015
1,601 1,226.34 0.00
CHF STADSHYPOTEK 2%/10-01.12.2016 1,601 1,232.64 0.00
CHF STATNETT 3%/08-21.11.2011 1,961 1,508.07 0.00
CHF SWEDBANK MORTGAGE 1.25%/10-22.04.2013 2,779 2,115.90 0.00
EUR SWEDBANK MORTGAGE 3.625%/09-
05.10.2016
849,245 894,169.63 0.23
USD SWEDEN 1.75%/10-07.05.2013 77,114 57,942.61 0.01
EUR SWEDEN 3.125%/09-07.05.2014 2,123,111 2,246,039.64 0.57
GBP SWEDEN 9.75%/85-15.09.2014 148,624 219,756.29 0.06
CHF SWEDISH COVERED BOND CORPORATION
2.75%/07-14.06.2013
640 505.30 0.00
CHF SWEDISH EXPORT CREDIT 2.625%/07-
09.02.2017
1,601 1,283.65 0.00
CHF SWEDISH EXPORT CREDIT 2.625%/09-
28.12.2015
3,202 2,561.29 0.00
CHF SWEDISH EXPORT CREDIT 3.5%/08-
15.07.2013
2,881 2,320.28 0.00
EUR TERRA BOLIGKREDITT 2%/10-14.09.2012 1,273,867 1,281,127.93 0.32
GBP TORONTO DOMINION BANK 6.875%/08-
24.06.2011
30,750 36,867.01 0.01
USD TOYOTA MOTOR CREDIT T. 824 1.375%/10-
12.08.2013
154,227 114,002.00 0.03
CHF TOYOTA MOTOR CREDIT 2%/06-21.02.2012 319 242.14 0.00
CHF TOYOTA MOTOR CREDIT 3.625%/08-
06.08.2012
800 629.52 0.00
CHF TOYOTA MOTOR CREDIT 4%/09-03.02.2012 1,601 1,248.96 0.00
EUR UBS AG LONDON BRANCH 3.5%/10-
15.07.2015
849,245 871,834.50 0.22
EUR UBS AG LONDON BRANCH 4%/10-08.04.2022 849,245 909,540.96 0.23
ITL UBS FINANCE 0%/97-29.01.2027 4,246,222,963 961,284.51 0.24
CHF UBS JERSEY BRANCH FIX-TO-FRN 2.75%/06-
23.10.2018
3,186 2,388.46 0.00
EUR UBS LONDON 3%/09-06.10.2014 2,547,734 2,626,458.75 0.66
EUR UBS LONDON 3.875%/09-02.12.2019 1,273,867 1,358,451.65 0.34
CHF UNILEVER 3.625%/08-02.12.2011 640 496.42 0.00
GBP UNILEVER 4.75%/09-16.06.2017 15,375 19,762.73 0.00
GBP UNITED KINGDOM 2.25%/09-07.03.2014 204,998 244,852.17 0.06
GBP UNITED KINGDOM 3.25%/08-07.12.2011 102,499 122,029.94 0.03
GBP UNITED KINGDOM 4%/06-07.09.2016 358,747 458,483.18 0.12
GBP UNITED KINGDOM 4.25%/00-07.06.2032 153,749 189,337.36 0.05
GBP UNITED KINGDOM 4.25%/03-07.03.2036 71,749 87,852.82 0.02
GBP UNITED KINGDOM 4.25%/06-07.12.2046 81,999 100,719.22 0.03
GBP UNITED KINGDOM 4.25%/08-07.12.2049 71,749 88,333.75 0.02
GBP UNITED KINGDOM 4.5%/07-07.12.2042 102,499 130,941.22 0.03
GBP UNITED KINGDOM 4.5%/08-07.03.2013 122,999 154,329.80 0.04
GBP UNITED KINGDOM 4.5%/09-07.09.2034 256,248 325,292.07 0.08
GBP UNITED KINGDOM 4.75%/04-07.12.2038 153,749 203,802.82 0.05
GBP UNITED KINGDOM 5%/01-07.03.2025 153,749 208,353.44 0.05
GBP UNITED KINGDOM 5%/02-07.09.2014 143,499 188,287.17 0.05
GBP UNITED KINGDOM 5%/07-07.03.2018 204,998 276,340.61 0.07
USD US I/L S. C-2012 3%/02-15.07.2012 251,638 237,322.09 0.06
USD US I/L 1.25%/10-15.07.2020 293,577 226,288.07 0.06
USD US I/L 1.375%/08-15.01.2020 503,275 396,041.52 0.10
USD US I/L 1.375%/08-15.07.2018 167,758 133,161.39 0.03
USD US I/L 1.625%/05-15.01.2015 251,638 225,048.40 0.06
USD US I/L 1.625%/08-15.01.2018 209,698 173,630.66 0.04
USD US I/L 1.875%/03-15.07.2013 251,638 232,567.99 0.06
USD US I/L 1.875%/05-15.07.2015 251,638 224,926.98 0.06
USD US I/L 2%/04-15.01.2014 251,638 233,447.92 0.06
USD US I/L 2%/04-15.07.2014 251,638 230,702.94 0.06
USD US I/L 2%/06-15.01.2016 251,638 222,360.22 0.06
USD US I/L 2%/07-15.04.2012 83,879 68,324.86 0.02
USD US I/L 2.125%/09-15.01.2019 251,638 211,042.38 0.05
USD US I/L 2.375%/06-15.04.2011 167,758 136,623.92 0.03
USD US I/L 2.375%/07-15.01.2017 293,577 262,403.60 0.07
USD US I/L 2.5%/06-15.07.2016 293,577 263,445.14 0.07
USD US I/L 2.625%/07-15.07.2017 209,698 186,608.97 0.05
USD US I/L 3.5%/01-15.01.2011 167,758 155,299.09 0.04
USD US S. F-2019 3.375%/09-15.11.2019 1,233,819 973,665.15 0.25
USD US S. N-2014 2.625%/09-30.06.2014 1,850,729 1,443,340.33 0.36
USD US S. Q-2016 3.125%/09-31.10.2016 1,850,729 1,471,512.36 0.37
USD US S. T-2011 1.125%/08-15.12.2011 385,569 285,140.38 0.07
USD US S. W-2012 1.375%/09-15.03.2012 1,079,592 803,026.63 0.20
USD US 4.5%/08-15.05.2038 154,227 129,898.51 0.03
USD US 5.25%/98-15.11.2028 308,455 285,427.22 0.07
USD US 6.25%/00-15.05.2030 331,589 343,608.83 0.09
USD US 7.5%/86-15.11.2016 1,233,819 1,210,197.30 0.31
USD US 7.875%/91-15.02.2021 616,910 669,633.09 0.17
CHF VATTENFALL 3.375%/08-27.02.2015 1,601 1,287.85 0.00
CHF VORARLBERGER LHB 1.5%/10-23.05.2014 1,601 1,221.53 0.00
CHF VORARLBERGER LHB 2.375%/06-09.08.2017 3,202 2,473.67 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 147
Valuation % of net
(in EUR) assets
CHF VORARLBERGER LHB 2.5%/05-15.02.2016 1,601 1,251.84 0.00
CHF VP BANK 2.5%/10-27.05.2016 3,842 2,894.95 0.00
CHF VTB CAPITAL 4%/10-16.08.2013 3,202 2,431.67 0.00
CHF WESTPAC BANKING 2.5%/10-16.02.2017 1,601 1,238.22 0.00
CHF WESTPAC BANKING 4.375%/08-27.08.2012 1,601 1,277.64 0.00
CHF WORLDBANK 0%/85-21.10.2015 5,307 3,752.97 0.00
USD WORLDBANK 3.5%/08-08.10.2013 154,227 121,895.25 0.03
USD WORLDBANK 7.625%/93-19.01.2023 231,341 245,677.11 0.06
USD WORLDBANK 8.625%/86-15.10.2016 77,114 76,731.25 0.02
CHF WUERTH FINANCE INTERNATIONAL 4.25%/08-
18.07.2012
1,601 1,262.94 0.00
USD ZURICH FINANCE LUXEMBOURG 3.25%/09-
30.09.2013
77,114 59,032.77 0.01
Bonds
Securities listed on a stock exchange or other organised markets:
246,800,209.73 62.27
Bonds 246,800,209.73 62.27
Securities listed on a stock exchange or other organised markets: Investment funds
Fund units (Closed-End)
GBP F&C COMMERCIAL PROPERTY TRUST LIMITED 11,155 11,845.43 0.00
GBP ING UK REAL ESTATE INCOME TRUST 15,610 8,108.23 0.00
GBP IRP PROPERTY INVESTMENTS 3,364 3,028.55 0.00
GBP ISIS PROPERTY TRUST 2,820 3,124.56 0.00
EUR PROLOGIS EUROPEAN PROPERTIES FUND -A1- 5,750 25,414.62 0.02
GBP STANDARD LIFE INVESTMENTS PROPERTY
INCOME FUND
4,365 3,174.30 0.00
GBP UK COMMERCIAL PROPERTY TRUST 14,736 12,926.88 0.00
Fund units (Closed-End) 67,622.57 0.02
Fund units (Open-End)
USD CREDIT SUISSE FUND (LUX) COMMODITY
INDEX PLUS (USD) -D-
3,239 2,270,998.26 0.57
CHF CREDIT SUISSE FUND (LUX) FOREIGN
CORPORATE -F- (CHF)
5 3,529.46 0.00
CHF CREDIT SUISSE FUND (LUX) FOREIGN
GOVERNMENT 1-5 -F- (CHF)
2 1,217.90 0.00
CHF CREDIT SUISSE FUND (LUX) FOREIGN
GOVERNMENT 5+ -F- (CHF)
5 4,303.01 0.00
EUR CREDIT SUISSE SICAV ONE (LUX) EUROPEAN
EQUITY DIVIDEND PLUS -D- EUR
3,561 3,950,631.75 1.00
USD CREDIT SUISSE SICAV ONE (LUX) GLOBAL
CONVERTIBLES -D- USD
2,446 1,892,837.06 0.48
EUR CS ETF (Lux) on MSCI EMU LARGE CAP 1,227 104,005.49 0.03
EUR DB X-TRACKERS DBLCI - OY BALANCED ETF -
1C-
265,925 7,703,847.25 1.93
USD SPDR S&P 500 TRUST (units) 1 1,352 113,007.19 0.03
Fund units (Open-End)
Securities listed on a stock exchange or other organised markets:
16,044,377.37 4.04
Investment funds 16,111,999.94 4.06
Securities not listed on a stock exchange: Shares (and equity-type securities)
Shares (and equity-type securities)
EUR BGP HOLDINGS (reg. shares) 509,442 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 384,025,507.90 96.88
Cash at banks 9,455,416.08 2.39
Due to banks -168,724.56 -0.04
Other net assets 3,083,087.32 0.77
Total net assets 396,395,286.74 100.00