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 RABOBANK 4.375%/09-22.01.2014 359,519 513,122.59 0.03
CHF REGIE AUTONOME DES TRANSPORTS PARIS
3.375%/08-21.03.2016
5,844,506 6,513,701.73 0.34
GBP RESEAU FERRE DE FRANCE 5.5%/98-
01.12.2021
660,800 1,193,602.84 0.06
CHF ROCHE HOLDINGS 2.5%/09-23.03.2012 5,844,506 5,987,696.20 0.31
EUR ROCHE HOLDINGS 4.625%/09-04.03.2013 179,760 255,050.84 0.01
CHF ROYAL BANK OF CANADA FRN 07-13.11.2012 2,922,253 2,926,636.29 0.15
CHF ROYAL BANK OF SCOTLAND GROUP
2.25%/09-09.10.2012
2,337,802 2,362,349.25 0.12
USD ROYAL BANK OF SCOTLAND T. 66 3%/08-
09.12.2011
424,262 425,264.64 0.02
CHF ROYAL BANK OF SCOTLAND 2.75%/10-
08.10.2015
2,922,253 2,905,119.74 0.15
EUR ROYAL BANK OF SCOTLAND 3%/10-
08.09.2015
359,519 479,077.45 0.03
USD SASKATCHEWAN 8%/93-01.02.2013 1,414,205 1,601,730.66 0.08
CHF SFEF FRN 09-22.07.2011 2,500,000 2,501,250.00 0.13
USD SFEF (reg. -S-) 2.125%/09-30.01.2012 565,682 563,902.57 0.03
USD SFEF (reg. -S-) 3.375%/09-05.05.2014 282,841 296,718.11 0.02
EUR SFEF 3%/09-07.04.2014 719,039 1,002,173.82 0.05
EUR SFEF 3.125%/09-30.06.2014 898,799 1,260,029.79 0.07
USD SIEMENS FINANCIERINGSMAATSCHAPPIJ
5.625%/06-16.03.2016
367,693 415,046.13 0.02
CHF SNCF 2.625%/06-13.12.2021 1,753,352 1,886,606.48 0.10
CHF SNCF 2.75%/09-11.06.2018 1,753,352 1,904,139.99 0.10
EUR SNS BANK 3.625%/10-10.03.2017 539,279 750,623.40 0.04
CHF SOCIETE GENERALE 1.875%/10-20.10.2014 5,844,506 5,920,875.97 0.31
GBP SOCIETE GENERALE 3.875%/10-17.12.2015 254,154 400,152.63 0.02
AUD SOUTH AUSTRALIAN GOVERNMENT
FINANCING AUTHORITY 0%/90-21.12.2015
1,550,000 1,096,594.22 0.06
CHF SPI AUSTRALIA ASSETS 2.25%/10-09.08.2016 2,922,253 2,945,630.93 0.15
CHF SPI ELECTRICITY & GAS AUSTRALIA HOLDINGS
2.375%/10-08.09.2015
2,922,253 2,985,811.91 0.16
CHF STADSHYPOTEK 2%/10-01.12.2016 2,922,253 3,001,153.73 0.16
CHF STATNETT 3%/08-21.11.2011 3,579,760 3,671,759.64 0.19
CHF SWEDBANK MORTGAGE 1.25%/10-22.04.2013 5,073,031 5,151,663.03 0.27
EUR SWEDBANK MORTGAGE 3.625%/09-
05.10.2016
359,519 504,875.03 0.03
USD SWEDEN 1.75%/10-07.05.2013 282,841 283,454.49 0.01
EUR SWEDEN 3.125%/09-07.05.2014 898,799 1,268,181.45 0.07
GBP SWEDEN 9.75%/85-15.09.2014 737,046 1,453,523.91 0.08
CHF SWEDISH COVERED BOND CORPORATION
2.75%/07-14.06.2013
1,168,901 1,230,268.47 0.06
CHF SWEDISH EXPORT CREDIT 2.625%/07-
09.02.2017
2,922,253 3,125,349.48 0.16
CHF SWEDISH EXPORT CREDIT 2.625%/09-
28.12.2015
5,844,506 6,236,087.70 0.33
CHF SWEDISH EXPORT CREDIT 3.5%/08-
15.07.2013
5,260,055 5,649,299.32 0.30
CHF SWISS CONFEDERATION 4%/00-10.06.2011 10,000,000 10,258,000.00 0.54
EUR TERRA BOLIGKREDITT 2%/10-14.09.2012 539,279 723,363.31 0.04
GBP TORONTO DOMINION BANK 6.875%/08-
24.06.2011
152,492 243,847.78 0.01
CHF TOTAL CAPITAL 1.625%/05-12.07.2011 2,500,000 2,522,000.00 0.13
GBP TOTAL CAPITAL 4.875%/04-23.12.2010 500,000 775,602.62 0.04
USD TOYOTA MOTOR CREDIT T. 824 1.375%/10-
12.08.2013
565,682 557,696.30 0.03
CHF TOYOTA MOTOR CREDIT 2%/06-21.02.2012 581,528 589,553.42 0.03
CHF TOYOTA MOTOR CREDIT 3.625%/08-
06.08.2012
1,461,126 1,532,721.65 0.08
CHF TOYOTA MOTOR CREDIT 4%/09-03.02.2012 2,922,253 3,040,896.37 0.16
EUR UBS AG LONDON BRANCH 3.5%/10-
15.07.2015
359,519 492,263.95 0.03
EUR UBS AG LONDON BRANCH 4%/10-08.04.2022 359,519 513,554.15 0.03
ITL UBS FINANCE 0%/97-29.01.2027 1,797,597,026 542,770.11 0.03
CHF UBS JERSEY BRANCH FIX-TO-FRN 2.75%/06-
23.10.2018
5,815,283 5,815,283.28 0.30
EUR UBS LONDON 3%/09-06.10.2014 1,078,558 1,482,977.50 0.08
EUR UBS LONDON 3.875%/09-02.12.2019 539,279 767,022.61 0.04
CHF UNICREDIT BANK AUSTRIA 4.5%/00-
20.12.2010
12,570,000 12,669,303.01 0.66
CHF UNILEVER 3.625%/08-02.12.2011 1,168,901 1,208,643.80 0.06
GBP UNILEVER 4.75%/09-16.06.2017 76,246 130,715.74 0.01
GBP UNITED KINGDOM 2.25%/09-07.03.2014 1,016,615 1,619,514.44 0.08
GBP UNITED KINGDOM 3.25%/08-07.12.2011 508,307 807,137.02 0.04
GBP UNITED KINGDOM 4%/06-07.09.2016 1,779,076 3,032,524.23 0.16
GBP UNITED KINGDOM 4.25%/00-07.06.2032 762,461 1,252,325.43 0.07
GBP UNITED KINGDOM 4.25%/03-07.03.2036 355,815 581,080.87 0.03
GBP UNITED KINGDOM 4.25%/06-07.12.2046 406,646 666,182.50 0.03
GBP UNITED KINGDOM 4.25%/08-07.12.2049 355,815 584,261.84 0.03
GBP UNITED KINGDOM 4.5%/07-07.12.2042 508,307 866,078.48 0.05
GBP UNITED KINGDOM 4.5%/08-07.03.2013 609,969 1,020,776.50 0.05
GBP UNITED KINGDOM 4.5%/09-07.09.2034 1,270,768 2,151,564.41 0.11
GBP UNITED KINGDOM 4.75%/04-07.12.2038 762,461 1,348,003.63 0.07
GBP UNITED KINGDOM 5%/01-07.03.2025 762,461 1,378,102.59 0.07
GBP UNITED KINGDOM 5%/02-07.09.2014 711,630 1,245,379.19 0.07
GBP UNITED KINGDOM 5%/07-07.03.2018 1,016,615 1,827,786.98 0.10
USD US I/L S. C-2012 3%/02-15.07.2012 944,648 1,188,247.92 0.06
USD US I/L 1.25%/10-15.07.2020 1,102,090 1,133,001.64 0.06
USD US I/L 1.375%/08-15.01.2020 1,889,297 1,982,940.17 0.10
USD US I/L 1.375%/08-15.07.2018 629,766 666,725.74 0.03
USD US I/L 1.625%/05-15.01.2015 944,648 1,126,794.76 0.06
USD US I/L 1.625%/08-15.01.2018 787,207 869,351.30 0.05
USD US I/L 1.875%/03-15.07.2013 944,648 1,164,444.57 0.06
USD US I/L 1.875%/05-15.07.2015 944,648 1,126,186.81 0.06
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 168
Valuation % of net
(in CHF) assets
USD US I/L 2%/04-15.01.2014 944,648 1,168,850.29 0.06
USD US I/L 2%/04-15.07.2014 944,648 1,155,106.48 0.06
USD US I/L 2%/06-15.01.2016 944,648 1,113,335.32 0.06
USD US I/L 2%/07-15.04.2012 314,883 342,095.70 0.02
USD US I/L 2.125%/09-15.01.2019 944,648 1,056,668.00 0.06
USD US I/L 2.375%/06-15.04.2011 629,766 684,062.28 0.04
USD US I/L 2.375%/07-15.01.2017 1,102,090 1,313,828.48 0.07
USD US I/L 2.5%/06-15.07.2016 1,102,090 1,319,043.36 0.07
USD US I/L 2.625%/07-15.07.2017 787,207 934,332.40 0.05
USD US I/L 3.5%/01-15.01.2011 629,766 777,566.97 0.04
USD US S. F-2019 3.375%/09-15.11.2019 4,525,457 4,763,157.38 0.25
USD US S. N-2014 2.625%/09-30.06.2014 6,788,186 7,060,802.26 0.37
USD US S. Q-2016 3.125%/09-31.10.2016 6,788,186 7,198,619.51 0.38
USD US S. T-2011 1.125%/08-15.12.2011 1,414,205 1,394,903.08 0.07
USD US S. W-2012 1.375%/09-15.03.2012 3,959,775 3,928,395.92 0.21
USD US 4.5%/08-15.05.2038 565,682 635,461.84 0.03
USD US 5.25%/98-15.11.2028 1,131,364 1,396,306.29 0.07
USD US 6.25%/00-15.05.2030 1,216,217 1,680,929.98 0.09
USD US 7.5%/86-15.11.2016 4,525,457 5,920,269.58 0.31
USD US 7.875%/91-15.02.2021 2,262,729 3,275,836.45 0.17
CHF VATTENFALL 3.375%/08-27.02.2015 2,922,253 3,135,577.37 0.16
AUD VICTORIAN PUBLIC AUTHORITIES FINANCE
AGENCY 0%/91-31.08.2011
897,000 807,708.20 0.04
CHF VORARLBERGER LHB 1.5%/10-23.05.2014 2,922,253 2,974,122.90 0.16
CHF VORARLBERGER LHB 2.375%/06-09.08.2017 5,844,506 6,022,763.24 0.32
CHF VORARLBERGER LHB 2.5%/05-15.02.2016 2,922,253 3,047,909.78 0.16
CHF VP BANK 2.5%/10-27.05.2016 7,013,407 7,048,474.01 0.37
CHF VTB CAPITAL 4%/10-16.08.2013 5,844,506 5,920,484.39 0.31
JPY WAL-MART STORES 1.78%/06-26.05.2011 10,000,000 117,729.09 0.01
CHF WESTPAC BANKING 2.5%/10-16.02.2017 2,922,253 3,014,750.98 0.16
CHF WESTPAC BANKING 4.375%/08-27.08.2012 2,922,253 3,110,738.22 0.16
CHF WORLDBANK 0%/85-21.10.2015 9,687,268 9,137,515.90 0.48
USD WORLDBANK 3.5%/08-08.10.2013 565,682 596,310.00 0.03
USD WORLDBANK 7.625%/93-19.01.2023 848,523 1,201,849.27 0.06
USD WORLDBANK 8.625%/86-15.10.2016 282,841 375,368.30 0.02
CHF WUERTH FINANCE INTERNATIONAL 4.25%/08-
18.07.2012
2,922,253 3,074,940.62 0.16
USD ZURICH FINANCE LUXEMBOURG 3.25%/09-
30.09.2013
282,841 288,787.57 0.02
Bonds
Securities listed on a stock exchange or other organised markets:
1,213,938,723.87 63.55
Bonds 1,213,938,723.87 63.55
Securities listed on a stock exchange or other organised markets: Investment funds
Fund units (Closed-End)
GBP F&C COMMERCIAL PROPERTY TRUST LIMITED 41,935 59,394.75 0.00
GBP ING UK REAL ESTATE INCOME TRUST 58,685 40,655.84 0.00
GBP IRP PROPERTY INVESTMENTS 12,646 15,185.59 0.00
GBP ISIS PROPERTY TRUST 10,601 15,667.01 0.00
EUR PROLOGIS EUROPEAN PROPERTIES FUND -A1- 21,616 127,432.67 0.02
GBP STANDARD LIFE INVESTMENTS PROPERTY
INCOME FUND
16,411 15,916.43 0.00
GBP UK COMMERCIAL PROPERTY TRUST 55,398 64,817.28 0.00
Fund units (Closed-End) 339,069.57 0.02
Fund units (Open-End)
USD CREDIT SUISSE FUND (LUX) COMMODITY
INDEX PLUS (USD) -D-
10,642 9,952,246.45 0.52
CHF CREDIT SUISSE FUND (LUX) FOREIGN
CORPORATE -F- (CHF)
8,343 8,593,323.01 0.45
CHF CREDIT SUISSE FUND (LUX) FOREIGN
GOVERNMENT 1-5 -F- (CHF)
2,922 2,965,268.47 0.16
CHF CREDIT SUISSE FUND (LUX) FOREIGN
GOVERNMENT 5+ -F- (CHF)
9,845 10,476,729.73 0.55
EUR CREDIT SUISSE SICAV ONE (LUX) EUROPEAN
EQUITY DIVIDEND PLUS -D- EUR
13,286 19,658,092.73 1.03
USD CREDIT SUISSE SICAV ONE (LUX) GLOBAL
CONVERTIBLES -D- USD
8,990 9,278,780.54 0.49
EUR CS ETF (Lux) on MSCI EMU LARGE CAP 331 37,444.56 0.00
EUR DB X-TRACKERS DBLCI - OY BALANCED ETF -
1C-
756,656 29,236,232.56 1.52
USD SPDR S&P 500 TRUST (units) 1 3,145 350,582.63 0.02
Fund units (Open-End)
Securities listed on a stock exchange or other organised markets:
90,548,700.68 4.74
Investment funds 90,887,770.25 4.76
Securities not listed on a stock exchange: Shares (and equity-type securities)
Shares (and equity-type securities)
EUR BGP HOLDINGS (reg. shares) 1,883,379 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 1,880,038,230.26 98.42
Cash at banks 18,231,333.87 0.95
Due to banks -742,498.64 -0.04
Other net assets 12,625,001.51 0.67