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
EUR INSTITUTO DE CREDITO OFICIAL 3.75%/10-
15.07.2013
898,799 1,218,792.02 0.06
EUR INSTITUTO DE CREDITO OFICIAL 4.125%/10-
28.09.2017
449,399 597,707.98 0.03
EUR INTERNATIONAL BANK FOR RECONSTRUCTION
& DEVELOPMENT 3.875%/09-20.05.2019
1,247,059 1,837,574.41 0.10
USD INTERNATIONAL BANK FOR RECONSTRUCTION
& DEVELOPMENT 9.25%/86-20.03.2016
565,682 762,467.17 0.04
EUR ITALY BTP I/l 2.1%/10-15.09.2021 1,218,910 1,615,344.00 0.08
EUR ITALY BTP I/L 2.15%/04-15.09.2014 1,741,300 2,760,637.86 0.14
EUR ITALY BTP I/L 2.35%/08-15.09.2019 696,520 976,971.44 0.05
EUR ITALY BTP I/L 2.6%/07-15.09.2023 696,520 1,001,855.69 0.05
JPY ITALY 4.5%/95-08.06.2015 684,000,000 9,049,018.53 0.47
USD JAPAN FINANCE 1.5%/10-06.07.2012 282,841 280,221.49 0.01
USD JAPAN FINANCE 2.125%/09-05.11.2012 282,841 284,277.94 0.01
CHF JP MORGAN CHASE 2.75%/07-23.01.2014 1,753,352 1,818,225.76 0.10
EUR JP MORGAN CHASE 3.875%/10-23.09.2020 179,760 240,473.77 0.01
CHF KFW INTERNATIONAL FINANCE 3.625%/02-
16.05.2012
5,260,055 5,536,208.13 0.29
EUR KFW S. 213 5.5%/98-22.01.2018 1,078,558 1,735,824.52 0.09
USD KFW 1.375%/10-15.07.2013 282,841 280,580.71 0.01
EUR KFW 2.25%/10-21.09.2017 719,039 955,757.35 0.05
CHF KFW 2.75%/08-30.08.2011 6,000,000 6,120,000.00 0.32
CHF KFW 2.875%/08-02.05.2014 2,922,253 3,139,960.75 0.16
GBP KFW 3.75%/09-07.09.2016 254,154 419,716.17 0.02
EUR KFW 3.875%/09-21.01.2019 539,279 792,988.02 0.04
USD KFW 4%/10-27.01.2020 282,841 306,057.90 0.02
USD KFW 4.375%/05-21.07.2015 848,523 935,913.80 0.05
GBP KFW 5.75%/99-07.12.2011 218,572 355,302.83 0.02
USD KOMMUNALBANKEN (reg. -S-) 2.75%/10-
05.05.2015
565,682 580,227.87 0.03
CHF KOMMUNALBANKEN 2%/09-19.12.2014 2,922,253 3,042,065.28 0.16
CHF KOMMUNALBANKEN 2.875%/09-09.05.2017 2,922,253 3,180,872.29 0.17
CHF KOMMUNALKREDIT AUSTRIA 2.5%/06-
14.02.2022
5,844,506 5,397,401.12 0.28
CHF KOMMUNALKREDIT AUSTRIA 3.375%/06-
22.06.2026
2,922,253 2,977,775.71 0.16
CHF KOMMUNALKREDIT 2.75%/03-07.05.2013 2,922,253 3,085,899.07 0.16
USD KOMMUNEKREDIT 1.25%/10-03.09.2013 820,239 803,987.81 0.04
CHF KOMMUNEKREDIT 1.375%/10-21.01.2015 5,844,506 5,935,095.65 0.31
CHF KOMMUNINVEST I SVERIGE 2.5%/09-
04.12.2015
5,260,055 5,601,958.82 0.29
CHF KOMMUNINVEST I SVERIGE 2.625%/07-
07.12.2016
2,922,253 3,141,421.87 0.16
CHF KOREA DEVELOPMENT BANK 1.75%/10-
01.10.2014
5,844,506 5,797,749.77 0.30
CHF LAND NIEDEROESTERREICH 2.125%/10-
15.08.2017
2,922,253 3,023,070.63 0.16
GBP LANDESBANK BADEN-WUERTTEMBERG S.
5268 2.5%/09-07.12.2012
254,154 399,526.60 0.02
CHF LANDESBANK BADEN-WUERTTEMBERG
2.75%/07-13.03.2012
4,675,605 4,776,130.15 0.25
EUR LANDWIRTSCHAFTLICHE RENTENBANK S.
1013 2%/10-15.06.2015
1,078,558 1,451,905.32 0.08
GBP LANDWIRTSCHAFTLICHE RENTENBANK S. 838
5.25%/07-18.01.2012
254,154 412,595.05 0.02
CHF LANDWIRTSCHAFTLICHE RENTENBANK
1.75%/10-16.01.2017
5,844,506 6,005,229.72 0.31
CHF LANDWIRTSCHAFTLICHE RENTENBANK
3.25%/02-28.08.2012
1,168,901 1,232,021.83 0.06
USD LB BADEN-WUERTTEMBERG 2%/10-
15.07.2013
282,841 280,000.43 0.01
EUR L-BANK BW FOERDERBANK 3.25%/09-
29.01.2014
539,279 756,042.33 0.04
USD LLOYDS TSB BANK (reg. -S-) T. 1 4.375%/10-
12.01.2015
565,682 566,356.34 0.03
CHF LLOYDS TSB BANK 2.5%/10-23.03.2015 5,844,506 5,807,001.62 0.30
CHF LVMH 3.625%/08-02.12.2011 5,260,055 5,431,007.03 0.28
CHF MANITOBA 2.25%/09-05.05.2014 2,337,802 2,459,952.50 0.13
CHF MCDONALD'S 3.25%/07-12.12.2012 2,922,253 3,084,437.94 0.16
CHF METLIFE 2%/05-14.09.2011 3,000,000 3,018,750.00 0.16
CHF METROPOLITAN LIFE GLOBAL FUNDING I
3.125%/06-27.06.2016
4,091,154 4,166,840.42 0.22
USD MICROSOFT 1.625%/10-25.09.2015 282,841 276,463.46 0.01
CHF MORGAN STANLEY 2%/05-17.11.2011 1,753,352 1,758,611.80 0.09
CHF MORGAN STANLEY 2.5%/05-17.11.2015 1,753,352 1,718,284.71 0.09
CHF MORGAN STANLEY 2.875%/06-21.08.2013 1,168,901 1,196,954.79 0.06
EUR MUENCHENER HYPOTHEKENBANK 1.5%/10-
04.10.2013
539,279 716,386.46 0.04
CHF NATIONAL AUSTRALIA BANK 2.25%/10-
14.07.2017
8,766,759 8,850,042.93 0.46
EUR NATIONAL AUSTRALIA BANK 3.5%/09-
23.01.2015
629,159 864,986.30 0.05
EUR NATIONAL AUSTRALIA BANK 4.75%/09-
15.07.2016
359,519 522,137.36 0.03
GBP NATIONAL AUSTRALIA BANK 5.375%/09-
08.12.2014
101,661 174,021.60 0.01
CHF NATIXIS 2.375%/03-19.12.2013 2,922,253 3,044,987.53 0.16
EUR NATIXIS 7.75%/93-01.06.2019 408,055 734,473.51 0.04
CHF NEDERLANDEN FINANCIERINGS MAAT
2.625%/08-22.09.2015
1,461,126 1,559,021.93 0.08
CHF NEDERLANDS WATERSCHAPSBANK
2.25%/09-13.05.2014
8,766,759 9,191,946.52 0.48
EUR NEDERLANDS WATERSCHAPSBANK
3.375%/10-01.02.2017
539,279 761,605.83 0.04
EUR NEDERLANDS WATERSCHAPSBANK
4.25%/08-21.11.2013
359,519 516,485.38 0.03
USD NEDERLANDSE WATERSBANK 2%/10-
09.09.2015
848,523 832,623.40 0.04
GBP NEDERLANDSE WATERSCHAPSBANK (reg. -S-)
S. 1171 2.375%/10-10.12.2013
254,154 401,404.70 0.02
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 167
Valuation % of net
(in CHF) assets
CHF NEDERLANDSE WATERSCHAPSBANK
1.25%/09-11.03.2011
5,000,000 5,025,500.00 0.26
CHF NEDERLANDSE WATERSCHAPSBANK
1.75%/10-22.07.2016
5,844,506 6,013,996.48 0.31
CHF NEDERLANDSE WATERSCHAPSBANK
2.5%/05-20.04.2015
2,922,253 3,106,354.84 0.16
EUR NEDERLANDSE WATERSCHAPSBANK
3.125%/09-20.01.2012
539,279 736,525.83 0.04
CHF NESTLE FINANCE INTERNATIONAL 1.25%/09-
24.04.2012
5,844,506 5,917,562.13 0.31
CHF NESTLE FINANCE INTERNATIONAL 2%/09-
05.08.2013
7,597,858 7,886,576.14 0.41
CHF NESTLE FINANCE INTERNATIONAL 2.125%/09-
12.08.2014
1,405,604 1,474,478.23 0.08
CHF NESTLE FINANCE INTERNATIONAL 2.125%/09-
29.05.2015
4,091,154 4,303,894.08 0.23
USD NESTLE HOLDINGS 2.125%/10-12.03.2014 848,523 856,580.80 0.04
EUR NETHERLANDS 2.75%/09-15.01.2015 1,438,078 2,014,896.85 0.11
EUR NETHERLANDS 3.75%/04-15.07.2014 359,519 522,041.46 0.03
EUR NETHERLANDS 3.75%/06-15.01.2023 359,519 532,446.80 0.03
EUR NETHERLANDS 4%/06-15.07.2016 539,279 802,554.22 0.04
EUR NETHERLANDS 4%/08-15.07.2018 898,799 1,345,622.15 0.07
EUR NETHERLANDS 4%/09-15.07.2019 348,260 522,831.96 0.03
EUR NETHERLANDS 4.25%/03-15.07.2013 1,741,300 2,523,119.42 0.13
EUR NETHERLANDS 4.5%/07-15.07.2017 449,399 689,593.89 0.04
CHF NEW BRUNSWICK 2.875%/09-04.03.2016 5,844,506 6,340,558.24 0.33
CAD NEW BRUNSWICK 7.75%/94-13.01.2014 2,055,000 2,296,686.64 0.12
AUD NEW SOUTH WALES TREASURY 0%/90-
23.11.2020
4,600,000 2,463,760.09 0.13
CHF NEW YORK LIFE FUNDING 2.375%/06-
22.02.2016
4,675,605 4,773,792.35 0.25
EUR NORDEA BANK 3%/09-06.08.2012 359,519 489,962.30 0.03
GBP NORDEA BANK 3.875%/10-15.12.2015 203,323 324,160.02 0.02
CHF NORDIC INVESTMENT BANK 2.5%/09-
11.04.2018
2,922,253 3,128,271.74 0.16
USD NORDIC INVESTMENT BANK 2.5%/10-
15.07.2015
565,682 578,569.92 0.03
EUR NORDIC INVESTMENT BANK 3%/09-
08.04.2014
359,519 502,669.29 0.03
EUR NORDRHEIN-WESTFALEN R. 239 7%/93-
21.12.2018
275,729 484,286.25 0.03
EUR NORDRHEIN-WESTFALEN S. 1063 1.25%/10-
13.09.2013
539,279 713,221.70 0.04
CHF NORDRHEIN-WESTFALEN 2.875%/08-
02.05.2012
2,922,253 3,034,759.64 0.16
USD NOVARTIS CAPITAL 4.125%/09-10.02.2014 247,486 264,345.08 0.01
USD NRW.BANK 1.375%/10-26.08.2013 565,682 555,358.59 0.03
EUR NRW.BANK 2.375%/10-04.06.2015 898,799 1,216,993.86 0.06
CHF OEBB-INFRASTRUKTUR BAU 2.75%/08-
02.12.2013
2,922,253 3,081,515.69 0.16
CHF OEKB 2.625%/06-22.11.2024 2,337,802 2,466,381.45 0.13
CHF OEKB 2.75%/08-14.07.2014 2,922,253 3,112,199.34 0.16
CHF OEKB 2.875%/05-25.02.2030 2,922,253 3,224,706.08 0.17
CHF OEKB 3%/03-23.10.2015 2,922,253 3,172,105.53 0.17
CHF OEKB 3%/07-05.12.2013 1,753,352 1,869,072.96 0.10
GBP OESTERREICHISCHE POSTSPARKASSE
6.125%/99-20.10.2014
101,661 177,511.73 0.01
CHF PFANDBRIEFBANK SCHWEIZERISCHER
HYPOTHEKARINSTITUTE S. 434 3%/08-
30.01.2015
876,676 951,631.66 0.05
JPY PFANDBRIEFSTELLE DER
OESTERREICHISCHEN LHB 1.6%/01-
15.02.2011
1,860,000,000 21,793,201.45 1.15
CHF PFANDBRIEFSTELLE DER
OESTERREICHISCHEN LHB 2.125%/05-
07.11.2016
1,753,352 1,792,802.16 0.09
CHF PFANDBRIEFSTELLE DER
OESTERREICHISCHEN LHB 2.25%/05-
18.02.2013
2,922,253 3,015,765.00 0.16
CHF PFANDBRIEFSTELLE DER
OESTERREICHISCHEN LHB 2.875%/03-
21.07.2017
4,675,605 4,979,518.95 0.26
JPY PFIZER (reg. -S-) 1.2%/06-22.02.2011 10,000,000 117,144.36 0.01
USD PFIZER 5.35%/09-15.03.2015 282,841 318,078.05 0.02
CHF PHILIP MORRIS INTERNATIONAL 3.25%/09-
11.03.2013
5,844,506 6,127,964.34 0.32
CHF PHILIP MORRIS 4%/08-18.09.2012 5,260,055 5,559,878.38 0.29
EUR POHJOLA BANK 3.125%/10-25.03.2015 719,039 978,773.78 0.05
USD PROCTER & GAMBLE 1.375%/10-01.08.2012 565,682 561,901.97 0.03
CHF PROVINCE OF ONTARIO 2.375%/10-07.05.2020 2,922,253 3,063,982.17 0.16
CHF PROVINCE OF ONTARIO 2.5%/09-04.12.2019 5,844,506 6,203,942.92 0.32
USD PROVINCE OF ONTARIO 2.7%/10-16.06.2015 565,682 578,846.24 0.03
EUR PROVINCE OF ONTARIO 3%/10-28.09.2020 539,279 723,722.94 0.04
CHF PROVINCE OF ONTARIO 3.375%/08-01.12.2015 5,844,506 6,475,712.44 0.34
CHF QUEBEC 2.25%/05-05.10.2015 1,127,990 1,178,749.15 0.06
CHF QUEBEC 3.125%/09-11.12.2015 2,337,802 2,540,022.23 0.13
CHF QUEBEC 3.875%/09-11.12.2018 1,168,901 1,348,911.94 0.07
JPY QUEBEC 3.95%/96-07.11.2016 800,000,000 11,328,300.55 0.59
EUR RABOBANK (reg. -S-) S. 2256A 4.125%/10-
14.07.2025
898,799 1,241,089.19 0.06
USD RABOBANK (reg. -S-) T. 39 4.2%/09-13.05.2014 395,978 417,997.28 0.02
JPY RABOBANK S. 1719A T. 1 1.85%/07-
12.04.2017
550,000,000 6,782,549.72 0.36
CHF RABOBANK 2%/10-16.09.2021 2,922,253 2,871,113.48 0.15
CHF RABOBANK 2.125%/06-13.08.2012 4,675,605 4,794,832.57 0.25
CHF RABOBANK 2.5%/09-19.02.2013 5,844,506 6,070,495.32 0.32
EUR RABOBANK 3%/10-16.02.2015 719,039 986,445.93 0.05
CAD RABOBANK 3.5%/09-02.07.2014 173,000 172,833.70 0.01
CHF RABOBANK 4.25%/00-14.09.2012 5,844,506 6,239,009.95 0.33
EUR RABOBANK 4.375%/09-05.05.2016 1,258,318 1,824,963.33 0.10