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 (US$)
Statement of Investments in Securities and Other Net Assets (Continued)
Description
Quantity /
Nominal
Valuation % of net
(in USD) assets
CHF CARREFOUR 2.625%/09-16.04.2012 2,292 2,411.54 0.00
USD CFF (reg. -S-) 2.125%/10-22.04.2013 314,810 320,130.38 0.14
CHF CFF 1.75%/09-28.04.2014 229 241.04 0.00
EUR CFF 2%/09-17.02.2012 40,944 56,310.74 0.02
CHF CFF 2.375%/05-24.08.2018 458 488.17 0.00
CHF CFF 2.5%/09-04.03.2013 2,292 2,438.23 0.00
EUR CFF 2.625%/10-16.04.2015 95,537 132,239.51 0.06
CHF CFF 3.125%/03-10.10.2014 1,146 1,265.00 0.00
CHF CFF 3.25%/08-21.09.2012 4,584 4,916.92 0.00
EUR CIF EUROMORTGAGE 1.875%/09-30.04.2012 40,944 56,243.67 0.02
CHF CIF EUROMORTGAGE 2%/10-30.01.2019 2,292 2,356.42 0.00
CHF CIF EUROMORTGAGE 3%/03-23.06.2014 1,146 1,254.45 0.00
EUR CIF EUROMORTGAGE 3.5%/10-17.06.2020 40,944 57,372.79 0.03
CHF CITI CREDIT CARD ISSUANCE TRUST 2.5%/05-
23.02.2015
2,594 2,658.17 0.00
CHF CITIGROUP (subord.) FIX-TO-FRN 2.75%/06-
06.04.2021
3,261 2,979.31 0.00
CHF CITIGROUP 2.75%/06-29.06.2012 917 951.48 0.00
CHF CITIGROUP 3%/07-21.03.2019 1,604 1,573.13 0.00
USD CITIGROUP 5.375%/10-09.08.2020 787,025 818,270.14 0.36
CHF COMMONWEALTH BANK OF AUSTRALIA
2.25%/09-30.04.2013
458 486.06 0.00
EUR COMMONWEALTH BANK OF AUSTRALIA
4.25%/09-10.11.2016
27,296 39,899.35 0.02
CHF COUNCIL OF EUROPE DEVELOPMENT BANK
1.875%/09-07.02.2014
1,833 1,947.06 0.00
USD COUNCIL OF EUROPE DEVELOPMENT BANK
5.125%/07-20.04.2017
787,025 923,967.62 0.41
CHF CREDIT AGRICOLE LONDON 2%/10-08.04.2015 2,292 2,385.74 0.00
EUR CREDIT SUISSE GROUP FINANCE 2.875%/10-
24.09.2015
81,889 111,850.11 0.05
EUR CREDIT SUISSE LONDON (reg. -S-) S. 24
4.75%/09-05.08.2019
54,592 80,789.95 0.04
CHF CREDIT SUISSE LONDON 2.125%/10-
05.02.2015
2,292 2,395.12 0.00
CHF CREDIT SUISSE LONDON 3%/07-04.06.2012 688 726.98 0.00
EUR CREDIT SUISSE LONDON 3.875%/10-
25.01.2017
81,889 115,774.08 0.05
USD CREDIT SUISSE NEW YORK BRANCH T. 2
3.45%/09-02.07.2012
787,025 815,849.48 0.36
CHF CREDIT SUISSE NEW YORK BRANCH
4.875%/08-14.03.2018
1,604 1,840.80 0.00
USD CREDIT SUISSE NEW YORK BRANCH 5.5%/09-
01.05.2014
263,653 295,339.33 0.13
USD CREDIT SUISSE NEW YORK 3.5%/10-
23.03.2015
787,025 827,713.65 0.36
CHF CRH 1.5%/10-21.09.2015 2,292 2,392.78 0.00
CHF DANSKE BANK 2.75%/09-09.01.2015 688 744.93 0.00
EUR DENMARK 1.75%/10-05.10.2015 40,944 55,869.16 0.02
USD DENMARK 2.75%/08-15.11.2011 2,000,000 2,050,400.00 0.91
EUR DENMARK 3.125%/09-17.03.2014 75,588 108,982.02 0.05
CHF DEUTSCHE BAHN FINANCE 2.125%/04-
29.12.2011
1,146 1,195.68 0.00
USD DEUTSCHE BAHN FINANCE 5.125%/06-
05.01.2011
1,000,000 1,011,000.00 0.45
ITL DEUTSCHE BANK 0%/96-15.10.2021 232,017,475 100,255.47 0.04
ITL DEUTSCHE BANK 0%/96-15.10.2026 272,961,736 88,223.89 0.04
CHF DEUTSCHE BANK 2%/10-05.03.2015 1,146 1,195.21 0.00
EUR DEUTSCHE TELEKOM INTERNATIONAL
FINANCE 4.25%/10-13.07.2022
43,674 61,126.09 0.03
USD DEVELOPMENT BANK OF JAPAN 5.125%/07-
01.02.2017
787,025 922,629.68 0.41
CHF DEXIA BIL 2.75%/06-14.06.2016 2,406 2,160.18 0.00
USD DEXIA CLF (reg. -S-) 2%/10-05.03.2013 787,025 793,557.54 0.35
CHF DEXIA CLF 2.125%/06-29.03.2012 1,146 1,178.79 0.00
CHF DEXIA CLF 2.125%/09-07.12.2012 4,584 4,726.32 0.00
GBP DEXIA CLF 2.5%/09-27.10.2011 13,311 21,206.01 0.01
JPY DEXIA MUNICIPAL AGENCY 0.8%/05-
21.05.2012
250,000,000 2,985,994.94 1.33
CHF DEXIA MUNICIPAL AGENCY 2.5%/09-
02.05.2018
1,146 1,224.54 0.00
CHF DEXIA MUNICIPAL AGENCY 2.625%/09-
12.08.2019
2,292 2,459.63 0.00
CHF DEXIA MUNICIPAL AGENCY 3.5%/07-
09.08.2017
2,063 2,347.74 0.00
USD DEXIA MUNICIPAL AGENCY 5.125%/07-
31.05.2012
590,269 626,275.33 0.28
CHF DNB NOR BOLIGKREDITT 1.625%/10-
24.04.2015
2,292 2,388.08 0.00
CHF DNB NOR BOLIGKREDITT 2.25%/10-
26.03.2018
2,292 2,419.75 0.00
EUR DNB NOR BOLIGKREDITT 3.375%/10-
20.01.2017
68,240 97,568.40 0.04
EUR DRESDNER BANK LUXEMBOURG 6.25%/01-
26.02.2016
49,611 71,877.31 0.03
EUR DZ BANK 6.25%/01-26.02.2016 12,283 18,382.46 0.01
GBP EBRD 5.625%/98-07.12.2028 44,369 85,278.51 0.04
CHF EDF 2.25%/10-29.09.2017 2,750 2,885.41 0.00
CHF EDF 3.375%/08-18.12.2013 458 501.78 0.00
EUR EDF 4.625%/10-26.04.2030 20,472 29,365.77 0.01
EUR EIB (reg. -S-) S. 1510/0100 4.25%/09-
15.04.2019
16,797 25,899.12 0.01
USD EIB 0%/96-06.11.2026 3,541,614 1,854,672.18 0.82
CHF EIB 1.75%/10-21.04.2017 1,146 1,205.18 0.00
CHF EIB 2%/09-24.04.2014 1,146 1,224.54 0.00
CHF EIB 2%/10-24.08.2022 1,146 1,195.21 0.00
USD EIB 3%/09-08.04.2014 1,180,538 1,257,626.97 0.55
EUR EIB 3.125%/09-15.04.2014 68,240 97,941.04 0.04
USD EIB 3.25%/08-15.02.2011 100,000 101,060.00 0.04
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 188
Valuation % of net
(in USD) assets
EUR EIB 3.5%/09-15.04.2016 68,240 99,860.18 0.04
CHF EIB 3.5%/99-28.01.2014 8,963 10,018.72 0.00
GBP EIB 4.75%/05-06.06.2012 22,185 37,101.78 0.02
EUR EIB 5.625%/99-15.02.2028 136,481 243,487.79 0.11
CHF EKSPORTFINANS 2.375%/03-26.06.2013 468 499.85 0.00
CHF EKSPORTFINANS 2.875%/09-16.11.2016 1,146 1,274.70 0.00
CHF ENERGIE BEHEER NEDERLAND 2.125%/10-
27.04.2020
3,438 3,659.54 0.00
CHF E.ON INTERNATIONAL FINANCE 3.375%/09-
11.02.2014
573 623.41 0.00
GBP E.ON INTERNATIONAL FINANCE 5.125%/09-
27.01.2014
6,655 11,491.73 0.01
EUR EUROFIMA 4%/09-27.10.2021 95,537 143,221.42 0.06
USD EUROFIMA 5.25%/06-07.04.2016 1,180,538 1,372,375.25 0.60
CHF EUROHYPO FRN 10-30.04.2013 573 583.68 0.00
CHF EUROHYPO 4%/99-01.09.2014 7,641 8,628.62 0.00
EUR EUROPEAN COMMUNITY 3.125%/09-
27.01.2015
54,592 78,419.91 0.03
EUR EUROPEAN COMMUNITY 3.25%/09-07.11.2014 33,595 48,463.97 0.02
EUR EUROPEAN COMMUNITY 3.625%/09-
06.04.2016
40,944 60,290.62 0.03
EUR EUROPEAN UNION 3.375%/10-10.05.2019 30,708 44,572.35 0.02
CHF EVN ENERGIE-VERSORGUNG
NIEDEROESTERREICH 3.625%/09-20.02.2014
688 747.74 0.00
USD EXPORT DEVELOPMENT CANADA 2.625%/08-
15.11.2011
1,000,000 1,024,400.00 0.45
USD EXPORT DEVELOPMENT CANADA 3.125%/09-
24.04.2014
393,513 421,766.82 0.19
CHF EXPORT IMPORT BANK OF KOREA 2.5%/09-
26.10.2012
688 713.96 0.00
EUR FINANCE FOR DANISH INDUSTRY 2.125%/10-
21.03.2013
68,240 94,438.16 0.04
EUR FINLAND 1.75%/10-15.04.2016 68,240 92,975.52 0.04
EUR FINLAND 3.375%/10-15.04.2020 150,129 219,098.02 0.10
EUR FINLAND 3.875%/06-15.09.2017 68,240 103,605.28 0.05
EUR FINLAND 4.375%/08-04.07.2019 16,797 26,431.14 0.01
EUR FINLAND 5.375%/02-04.07.2013 83,987 127,890.40 0.06
EUR FORTIS BANK 3.375%/09-19.05.2014 54,592 78,557.27 0.03
EUR FRANCE BTAN 2.5%/10-15.01.2015 68,240 96,664.73 0.04
EUR FRANCE OAT I/L 1%/05-25.07.2017 33,595 51,424.78 0.02
EUR FRANCE OAT I/L 1.6%/03-25.07.2011 16,797 26,110.03 0.01
EUR FRANCE OAT I/L 1.6%/04-25.07.2015 83,987 136,865.24 0.06
EUR FRANCE OAT I/L 2.1%/07-25.07.2023 16,797 27,065.70 0.01
EUR FRANCE OAT I/L 2.25%/03-25.07.2020 16,797 29,417.31 0.01
EUR FRANCE OAT I/L 2.50%/03-25.07.2013 83,987 140,851.16 0.06
EUR FRANCE OAT I/L 3%/01-25.07.2012 16,797 28,899.68 0.01
EUR FRANCE OAT 3.5%/10-25.04.2020 47,768 69,849.95 0.03
EUR FRANCE OAT 3.75%/06-25.04.2017 68,240 102,254.44 0.05
EUR FRANCE OAT 4%/08-25.04.2018 81,889 124,594.65 0.05
EUR FRANCE OAT 4.25%/03-25.04.2019 68,240 105,673.48 0.05
CHF FRANCE TELECOM 2.75%/06-11.04.2012 1,375 1,447.63 0.00
CHF FRANCE TELECOM 3.375%/09-06.09.2013 2,292 2,485.71 0.00
CHF GDF SUEZ 3.5%/08-19.12.2012 1,031 1,111.59 0.00
USD GECC T. 827 3.5%/10-29.06.2015 393,513 412,043.13 0.18
CHF GECC 2%/10-15.01.2015 450 465.57 0.00
CHF GECC 2.625%/10-20.01.2016 917 966.38 0.00
CHF GECC 2.75%/07-27.12.2013 458 488.34 0.00
CHF GECC 3%/04-16.10.2015 229 246.08 0.00
CHF GECC 3.125%/04-06.12.2019 2,292 2,399.81 0.00
CHF GECC 3.375%/06-19.06.2018 917 978.22 0.00
CHF GECC 4%/08-26.08.2013 2,063 2,260.12 0.00
CHF GECC 4.5%/08-09.10.2018 802 923.68 0.00
USD GENERAL ELECTRIC 5%/03-01.02.2013 393,513 419,720.56 0.18
EUR GLAXOSMITHKLINE CAPITAL 3.875%/09-
06.07.2015
40,944 59,781.95 0.03
USD HSBC BANK (reg. -S-) 1.625%/10-12.08.2013 432,864 435,361.50 0.19
EUR HSH NORDBANK S. 751 2.25%/09-23.07.2012 34,120 47,340.19 0.02
EUR HSH NORDBANK 2.75%/09-20.01.2012 34,120 47,521.85 0.02
CHF HYPO INVESTMENTBANK 1.75%/09-
30.11.2012
1,146 1,194.04 0.00
CHF HYPO PFANDBRIEF BANK INTERNATIONAL
3%/06-16.06.2016
1,833 1,914.22 0.00
CHF HYUNDAI CAPITAL SERVICES 2.25%/10-
15.10.2014
1,146 1,172.87 0.00
CHF HYUNDAI CAPITAL SERVICES 3%/10-
16.07.2015
447 470.02 0.00
USD IADB T. 28 3%/09-22.04.2014 787,025 840,228.14 0.37
USD IADB T. 35 3.875%/10-14.02.2020 787,025 868,797.16 0.38
USD IBM 8.375%/89-01.11.2019 1,180,538 1,628,386.69 0.72
EUR IKB DEUTSCHE INDUSTRIEBANK 2.125%/09-
10.09.2012
47,768 66,204.53 0.03
EUR IKB DEUTSCHE INDUSTRIEBANK 2.875%/09-
27.01.2012
40,944 57,154.23 0.03
CHF ILE DE FRANCE 2.5%/09-28.09.2015 1,146 1,252.10 0.00
CHF ILE DE FRANCE 2.75%/08-15.05.2015 4,171 4,602.48 0.00
USD ING BANK (reg. -S-) 3%/10-01.09.2015 393,513 393,197.81 0.17
CHF ING BANK 2.125%/10-07.10.2016 2,292 2,339.99 0.00
EUR ING BANK 5.25%/99-07.06.2019 20,472 30,752.07 0.01
EUR INSTITUTO DE CREDITO OFFICIAL 3.75%/10-
28.07.2015
75,064 102,846.95 0.05
EUR INSTITUTO DE CREDITO OFICIAL 3.75%/10-
15.07.2013
68,240 94,717.64 0.04
EUR INSTITUTO DE CREDITO OFICIAL 4.125%/10-
28.09.2017
34,120 46,450.49 0.02
EUR INTERNATIONAL BANK FOR RECONSTRUCTION
& DEVELOPMENT 3.875%/09-20.05.2019
85,038 128,260.20 0.06