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 (Sfr)
Statement of Investments in Securities and Other Net Assets (Continued)
Description
Quantity /
Nominal
Valuation % of net
(in CHF) assets
USD CANADA 2.375%/09-10.09.2014 367,693 376,501.51 0.02
EUR CANADA 3.5%/10-13.01.2020 898,799 1,312,536.03 0.07
CHF CANADIAN IMPERIAL BANK OF COMMERCE
LONDON 1.75%/10-30.06.2017
5,844,506 5,943,862.41 0.31
CHF CARREFOUR 2.625%/09-16.04.2012 5,844,506 6,008,151.97 0.31
USD CFF (reg. -S-) 2.125%/10-22.04.2013 226,273 224,796.16 0.01
CHF CFF 1.75%/09-28.04.2014 584,451 600,522.97 0.03
EUR CFF 2%/09-17.02.2012 539,279 724,586.06 0.04
CHF CFF 2.375%/05-24.08.2018 1,168,901 1,216,241.66 0.06
CHF CFF 2.5%/09-04.03.2013 5,844,506 6,074,633.23 0.32
EUR CFF 2.625%/10-16.04.2015 1,258,318 1,701,609.64 0.09
CHF CFF 3.125%/03-10.10.2014 2,922,253 3,151,649.76 0.16
CHF CFF 3.25%/08-21.09.2012 11,689,012 12,250,084.18 0.64
EUR CIF EUROMORTGAGE 1.875%/09-30.04.2012 539,279 723,722.94 0.04
CHF CIF EUROMORTGAGE 2%/10-30.01.2019 5,844,506 5,870,806.09 0.31
CHF CIF EUROMORTGAGE 3%/03-23.06.2014 2,922,253 3,125,349.48 0.16
EUR CIF EUROMORTGAGE 3.5%/10-17.06.2020 539,279 738,252.07 0.04
CHF CITI CREDIT CARD ISSUANCE TRUST 2.5%/05-
23.02.2015
6,615,981 6,622,596.56 0.35
CHF CITIGROUP (subord.) FIX-TO-FRN 2.75%/06-
06.04.2021
8,316,732 7,422,683.11 0.39
CHF CITIGROUP 2.75%/06-29.06.2012 2,337,802 2,370,531.56 0.12
CHF CITIGROUP 2.875%/07-07.06.2011 2,000,000 2,014,800.00 0.11
CHF CITIGROUP 3%/07-21.03.2019 4,091,154 3,919,325.60 0.21
USD CITIGROUP 5.375%/10-09.08.2020 565,682 574,590.83 0.03
CHF COMMONWEALTH BANK OF AUSTRALIA
2.25%/09-30.04.2013
1,168,901 1,210,981.60 0.06
EUR COMMONWEALTH BANK OF AUSTRALIA
4.25%/09-10.11.2016
359,519 513,410.29 0.03
CHF COUNCIL OF EUROPE DEVELOPMENT BANK
1.875%/09-07.02.2014
4,675,605 4,850,939.82 0.25
USD COUNCIL OF EUROPE DEVELOPMENT BANK
5.125%/07-20.04.2017
565,682 648,811.81 0.03
CHF CREDIT AGRICOLE LONDON 2%/10-08.04.2015 5,844,506 5,943,862.41 0.31
EUR CREDIT SUISSE GROUP FINANCE 2.875%/10-
24.09.2015
1,078,558 1,439,246.28 0.08
EUR CREDIT SUISSE LONDON (reg. -S-) S. 24
4.75%/09-05.08.2019
719,039 1,039,575.53 0.05
CHF CREDIT SUISSE LONDON 2.125%/10-
05.02.2015
5,844,506 5,967,240.43 0.31
CHF CREDIT SUISSE LONDON 2.5%/09-26.11.2010 10,000,000 10,031,000.00 0.53
CHF CREDIT SUISSE LONDON 3%/07-04.06.2012 1,753,352 1,811,212.35 0.09
EUR CREDIT SUISSE LONDON 3.875%/10-
25.01.2017
1,078,558 1,489,738.58 0.08
USD CREDIT SUISSE NEW YORK BRANCH T. 2
3.45%/09-02.07.2012
565,682 572,891.04 0.03
CHF CREDIT SUISSE NEW YORK BRANCH
4.875%/08-14.03.2018
4,091,154 4,586,183.71 0.24
USD CREDIT SUISSE NEW YORK BRANCH 5.5%/09-
01.05.2014
189,504 207,387.83 0.01
USD CREDIT SUISSE NEW YORK 3.5%/10-
23.03.2015
565,682 581,222.09 0.03
CHF CRH 1.5%/10-21.09.2015 5,844,506 5,961,395.93 0.31
CHF DANSKE BANK 1.875%/05-13.09.2011 4,000,000 4,042,000.00 0.21
CHF DANSKE BANK 2.75%/09-09.01.2015 1,753,352 1,855,922.82 0.10
EUR DENMARK 1.75%/10-05.10.2015 539,279 718,903.88 0.04
EUR DENMARK 3.125%/09-17.03.2014 1,567,170 2,207,474.02 0.12
CHF DEUTSCHE BAHN FINANCE 2.125%/04-
29.12.2011
2,922,253 2,978,944.61 0.16
ITL DEUTSCHE BANK 0%/96-15.10.2021 3,055,914,944 1,290,050.77 0.07
ITL DEUTSCHE BANK 0%/96-15.10.2026 3,595,194,051 1,135,232.81 0.06
CHF DEUTSCHE BANK 2%/10-05.03.2015 2,922,253 2,977,775.71 0.16
EUR DEUTSCHE TELEKOM INTERNATIONAL
FINANCE 4.25%/10-13.07.2022
575,231 786,548.21 0.04
USD DEVELOPMENT BANK OF JAPAN 5.125%/07-
01.02.2017
565,682 647,872.30 0.03
CHF DEXIA BIL 2.75%/06-14.06.2016 6,136,731 5,381,913.18 0.28
USD DEXIA CLF (reg. -S-) 2%/10-05.03.2013 565,682 557,237.60 0.03
CHF DEXIA CLF 2.125%/06-29.03.2012 2,922,253 2,936,864.17 0.15
CHF DEXIA CLF 2.125%/09-07.12.2012 11,689,012 11,775,218.08 0.62
GBP DEXIA CLF 2.5%/09-27.10.2011 152,492 237,344.86 0.01
JPY DEXIA MUNICIPAL AGENCY 0.8%/05-
21.05.2012
1,075,000,000 12,543,989.34 0.66
JPY DEXIA MUNICIPAL AGENCY 1.55%/06-
31.10.2013
1,000,000,000 11,866,465.28 0.62
CHF DEXIA MUNICIPAL AGENCY 2.5%/09-
02.05.2018
2,922,253 3,050,832.03 0.16
CHF DEXIA MUNICIPAL AGENCY 2.625%/09-
12.08.2019
5,844,506 6,127,964.34 0.32
CHF DEXIA MUNICIPAL AGENCY 3.5%/07-
09.08.2017
5,260,055 5,849,181.42 0.31
USD DEXIA MUNICIPAL AGENCY 5.125%/07-
31.05.2012
424,262 439,771.72 0.02
CHF DNB NOR BOLIGKREDITT 1.625%/10-
24.04.2015
5,844,506 5,949,706.92 0.31
CHF DNB NOR BOLIGKREDITT 2.25%/10-
26.03.2018
5,844,506 6,028,607.75 0.32
EUR DNB NOR BOLIGKREDITT 3.375%/10-
20.01.2017
898,799 1,255,474.46 0.07
EUR DRESDNER BANK LUXEMBOURG 6.25%/01-
26.02.2016
653,427 924,890.95 0.05
EUR DZ BANK 6.25%/01-26.02.2016 161,784 236,538.72 0.01
GBP EBRD 5.625%/98-07.12.2028 508,307 954,465.96 0.05
CHF EDF 2.25%/10-29.09.2017 7,013,407 7,188,742.15 0.38
CHF EDF 3.375%/08-18.12.2013 1,168,901 1,250,139.79 0.07
EUR EDF 4.625%/10-26.04.2030 269,640 377,867.96 0.02
EUR EIB (reg. -S-) S. 1510/0100 4.25%/09-
15.04.2019
348,260 524,597.03 0.03
USD EIB 0%/96-06.11.2026 2,545,570 1,302,354.30 0.07
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 166
Valuation % of net
(in CHF) assets
CHF EIB 1.75%/10-21.04.2017 2,922,253 3,002,614.86 0.16
CHF EIB 2%/09-24.04.2014 2,922,253 3,050,832.03 0.16
CHF EIB 2%/10-24.08.2022 2,922,253 2,977,775.71 0.16
USD EIB 3%/09-08.04.2014 848,523 883,108.03 0.05
EUR EIB 3.125%/09-15.04.2014 898,799 1,260,269.55 0.07
EUR EIB 3.5%/09-15.04.2016 898,799 1,284,964.26 0.07
CHF EIB 3.5%/99-28.01.2014 22,857,862 24,960,785.57 1.32
GBP EIB 4.75%/05-06.06.2012 254,154 415,255.69 0.02
EUR EIB 5.625%/99-15.02.2028 1,797,597 3,133,111.85 0.16
CHF EKSPORTFINANS 2.375%/03-26.06.2013 1,192,279 1,245,335.61 0.07
CHF EKSPORTFINANS 2.875%/09-16.11.2016 2,922,253 3,175,816.79 0.17
CHF ENERGIE BEHEER NEDERLAND 2.125%/10-
27.04.2020
8,766,759 9,117,429.07 0.48
CHF E.ON INTERNATIONAL FINANCE 2%/09-
25.02.2011
5,000,000 5,037,375.00 0.26
CHF E.ON INTERNATIONAL FINANCE 3.375%/09-
11.02.2014
1,461,126 1,553,177.42 0.08
GBP E.ON INTERNATIONAL FINANCE 5.125%/09-
27.01.2014
76,246 128,619.32 0.01
EUR EUROFIMA 4%/09-27.10.2021 1,258,318 1,842,920.94 0.10
USD EUROFIMA 5.25%/06-07.04.2016 848,523 963,684.49 0.05
CHF EUROHYPO FRN 10-30.04.2013 1,461,126 1,454,186.10 0.08
CHF EUROHYPO 4%/99-01.09.2014 19,485,582 21,497,468.77 1.14
EUR EUROPEAN COMMUNITY 3.125%/09-
27.01.2015
719,039 1,009,078.75 0.05
EUR EUROPEAN COMMUNITY 3.25%/09-07.11.2014 696,520 981,656.95 0.05
EUR EUROPEAN COMMUNITY 3.625%/09-
06.04.2016
539,279 775,797.62 0.04
EUR EUROPEAN UNION 3.375%/10-10.05.2019 404,459 573,540.72 0.03
CHF EVN ENERGIE-VERSORGUNG
NIEDEROESTERREICH 3.625%/09-20.02.2014
1,753,352 1,862,936.23 0.10
USD EXPORT DEVELOPMENT CANADA 3.125%/09-
24.04.2014
282,841 296,165.46 0.02
CHF EXPORT IMPORT BANK OF KOREA 2.5%/09-
26.10.2012
1,753,352 1,778,775.34 0.09
EUR FINANCE FOR DANISH INDUSTRY 2.125%/10-
21.03.2013
898,799 1,215,195.70 0.06
EUR FINLAND 1.75%/10-15.04.2016 898,799 1,196,374.97 0.06
EUR FINLAND 3.375%/10-15.04.2020 1,977,357 2,819,273.20 0.15
EUR FINLAND 3.875%/06-15.09.2017 898,799 1,333,154.92 0.07
EUR FINLAND 4.375%/08-04.07.2019 348,260 535,373.24 0.03
EUR FINLAND 5.375%/02-04.07.2013 1,741,300 2,590,470.72 0.14
EUR FORTIS BANK 3.375%/09-19.05.2014 719,039 1,010,846.22 0.05
EUR FRANCE BTAN 2.5%/10-15.01.2015 898,799 1,243,846.36 0.07
EUR FRANCE OAT I/L 1%/05-25.07.2017 696,520 1,041,629.37 0.05
EUR FRANCE OAT I/L 1.6%/03-25.07.2011 348,260 528,869.09 0.03
EUR FRANCE OAT I/L 1.6%/04-25.07.2015 1,741,300 2,772,259.81 0.15
EUR FRANCE OAT I/L 2.1%/07-25.07.2023 348,260 548,226.52 0.03
EUR FRANCE OAT I/L 2.25%/03-25.07.2020 348,260 595,859.31 0.03
EUR FRANCE OAT I/L 2.50%/03-25.07.2013 1,741,300 2,852,996.02 0.15
EUR FRANCE OAT I/L 3%/01-25.07.2012 348,260 585,374.43 0.03
EUR FRANCE OAT 3.5%/10-25.04.2020 629,159 898,803.67 0.05
EUR FRANCE OAT 3.75%/06-25.04.2017 898,799 1,315,772.71 0.07
EUR FRANCE OAT 4%/08-25.04.2018 1,078,558 1,603,238.36 0.08
EUR FRANCE OAT 4.25%/03-25.04.2019 898,799 1,359,767.67 0.07
CHF FRANCE TELECOM 2.75%/06-11.04.2012 3,506,703 3,606,644.54 0.19
CHF FRANCE TELECOM 3.375%/09-06.09.2013 5,844,506 6,192,937.72 0.32
CHF GDF SUEZ 3.5%/08-19.12.2012 2,630,028 2,769,419.08 0.14
USD GECC T. 827 3.5%/10-29.06.2015 282,841 289,337.46 0.02
CHF GECC 2%/10-15.01.2015 1,148,445 1,159,929.85 0.06
CHF GECC 2.625%/10-20.01.2016 2,337,802 2,407,644.17 0.13
CHF GECC 2.75%/07-27.12.2013 1,168,901 1,216,650.77 0.06
CHF GECC 3%/04-16.10.2015 584,451 613,088.66 0.03
CHF GECC 3.125%/04-06.12.2019 5,844,506 5,978,929.45 0.31
CHF GECC 3.375%/06-19.06.2018 2,337,802 2,437,158.92 0.13
CHF GECC 4%/08-26.08.2013 5,260,055 5,630,889.12 0.29
CHF GECC 4.5%/08-09.10.2018 2,045,577 2,301,274.16 0.12
USD GENERAL ELECTRIC 5%/03-01.02.2013 282,841 294,728.57 0.02
EUR GLAXOSMITHKLINE CAPITAL 3.875%/09-
06.07.2015
539,279 769,252.32 0.04
USD HSBC BANK (reg. -S-) 1.625%/10-12.08.2013 311,125 305,711.67 0.02
EUR HSH NORDBANK S. 751 2.25%/09-23.07.2012 449,399 609,156.25 0.03
EUR HSH NORDBANK 2.75%/09-20.01.2012 449,399 611,493.86 0.03
CHF HYPO INVESTMENTBANK 1.75%/09-
30.11.2012
2,922,253 2,974,853.46 0.16
CHF HYPO PFANDBRIEF BANK INTERNATIONAL
3%/06-16.06.2016
4,675,605 4,769,116.74 0.25
CHF HYUNDAI CAPITAL SERVICES 2.25%/10-
15.10.2014
2,922,253 2,922,106.79 0.15
CHF HYUNDAI CAPITAL SERVICES 3%/10-
16.07.2015
1,139,679 1,171,019.80 0.06
USD IADB T. 28 3%/09-22.04.2014 565,682 590,009.78 0.03
USD IADB T. 35 3.875%/10-14.02.2020 565,682 610,071.00 0.03
USD IBM 8.375%/89-01.11.2019 848,523 1,143,456.20 0.06
EUR IKB DEUTSCHE INDUSTRIEBANK 2.125%/09-
10.09.2012
629,159 851,895.70 0.04
EUR IKB DEUTSCHE INDUSTRIEBANK 2.875%/09-
27.01.2012
539,279 735,439.75 0.04
CHF ILE DE FRANCE 2.5%/09-28.09.2015 2,922,253 3,119,504.98 0.16
CHF ILE DE FRANCE 2.75%/08-15.05.2015 10,637,001 11,466,686.62 0.60
USD ING BANK (reg. -S-) 3%/10-01.09.2015 282,841 276,104.24 0.01
CHF ING BANK 2.125%/10-07.10.2016 5,844,506 5,829,894.55 0.31
EUR ING BANK 5.25%/99-07.06.2019 269,640 395,706.42 0.02
EUR INSTITUTO DE CREDITO OFFICIAL 3.75%/10-
28.07.2015
988,678 1,323,396.91 0.07