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
USD INTERNATIONAL BANK FOR RECONSTRUCTION
& DEVELOPMENT 9.25%/86-20.03.2016
787,025 1,085,823.30 0.48
EUR ITALY BTP I/l 2.1%/10-15.09.2021 58,791 79,748.82 0.04
EUR ITALY BTP I/L 2.15%/04-15.09.2014 83,987 136,291.47 0.06
EUR ITALY BTP I/L 2.35%/08-15.09.2019 33,595 48,232.65 0.02
EUR ITALY BTP I/L 2.6%/07-15.09.2023 33,595 49,461.17 0.02
USD JAPAN FINANCE 1.5%/10-06.07.2012 393,513 399,061.14 0.18
USD JAPAN FINANCE 2.125%/09-05.11.2012 393,513 404,837.91 0.18
CHF JP MORGAN CHASE 2.75%/07-23.01.2014 688 729.80 0.00
EUR JP MORGAN CHASE 3.875%/10-23.09.2020 13,648 18,688.27 0.01
CHF KFW INTERNATIONAL FINANCE 3.625%/02-
16.05.2012
2,063 2,222.11 0.00
EUR KFW S. 213 5.5%/98-22.01.2018 81,889 134,898.49 0.06
USD KFW 1.375%/10-15.07.2013 393,513 399,572.71 0.18
EUR KFW 2.25%/10-21.09.2017 54,592 74,276.07 0.03
CHF KFW 2.875%/08-02.05.2014 1,146 1,260.31 0.00
USD KFW 3.25%/08-15.02.2011 100,000 101,156.70 0.04
GBP KFW 3.75%/09-07.09.2016 22,185 37,500.31 0.02
EUR KFW 3.875%/09-21.01.2019 40,944 61,626.56 0.03
USD KFW 4%/10-27.01.2020 393,513 435,854.57 0.19
USD KFW 4.375%/05-21.07.2015 1,180,538 1,332,827.23 0.59
GBP KFW 5.75%/99-07.12.2011 19,079 31,745.18 0.01
USD KOMMUNALBANKEN (reg. -S-) 2.75%/10-
05.05.2015
787,025 826,297.79 0.36
CHF KOMMUNALBANKEN 2%/09-19.12.2014 1,146 1,221.02 0.00
CHF KOMMUNALBANKEN 2.875%/09-09.05.2017 1,146 1,276.73 0.00
CHF KOMMUNALKREDIT AUSTRIA 2.5%/06-
14.02.2022
2,292 2,166.40 0.00
CHF KOMMUNALKREDIT AUSTRIA 3.375%/06-
22.06.2026
1,146 1,195.21 0.00
CHF KOMMUNALKREDIT 2.75%/03-07.05.2013 1,146 1,238.61 0.00
USD KOMMUNEKREDIT 1.25%/10-03.09.2013 1,141,187 1,144,952.50 0.50
CHF KOMMUNEKREDIT 1.375%/10-21.01.2015 2,292 2,382.22 0.00
CHF KOMMUNINVEST I SVERIGE 2.5%/09-
04.12.2015
2,063 2,248.51 0.00
CHF KOMMUNINVEST I SVERIGE 2.625%/07-
07.12.2016
1,146 1,260.90 0.00
CHF KOREA DEVELOPMENT BANK 1.75%/10-
01.10.2014
2,292 2,327.09 0.00
CHF LAND NIEDEROESTERREICH 2.125%/10-
15.08.2017
1,146 1,213.40 0.00
GBP LANDESBANK BADEN-WUERTTEMBERG S.
5268 2.5%/09-07.12.2012
22,185 35,696.44 0.02
CHF LANDESBANK BADEN-WUERTTEMBERG
2.75%/07-13.03.2012
1,833 1,917.04 0.00
EUR LANDWIRTSCHAFTLICHE RENTENBANK S.
1013 2%/10-15.06.2015
81,889 112,833.89 0.05
GBP LANDWIRTSCHAFTLICHE RENTENBANK S. 838
5.25%/07-18.01.2012
22,185 36,864.06 0.02
JPY LANDWIRTSCHAFTLICHE RENTENBANK S. 875
1.5%/07-20.06.2014
80,000,000 996,025.93 0.44
USD LANDWIRTSCHAFTLICHE RENTENBANK S. 919
3.125%/08-15.06.2011
1,500,000 1,527,550.50 0.67
CHF LANDWIRTSCHAFTLICHE RENTENBANK
1.75%/10-16.01.2017
2,292 2,410.37 0.00
CHF LANDWIRTSCHAFTLICHE RENTENBANK
3.25%/02-28.08.2012
458 494.51 0.00
USD LB BADEN-WUERTTEMBERG 2%/10-
15.07.2013
393,513 398,746.33 0.18
EUR L-BANK BW FOERDERBANK 3.25%/09-
29.01.2014
40,944 58,755.35 0.03
USD LLOYDS TSB BANK (reg. -S-) T. 1 4.375%/10-
12.01.2015
787,025 806,543.46 0.36
CHF LLOYDS TSB BANK 2.5%/10-23.03.2015 2,292 2,330.81 0.00
CHF LVMH 3.625%/08-02.12.2011 2,063 2,179.89 0.00
CHF MANITOBA 2.25%/09-05.05.2014 917 987.37 0.00
CHF MCDONALD'S 3.25%/07-12.12.2012 1,146 1,238.03 0.00
CHF METROPOLITAN LIFE GLOBAL FUNDING I
3.125%/06-27.06.2016
1,604 1,672.48 0.00
USD MICROSOFT 1.625%/10-25.09.2015 393,513 393,709.37 0.17
CHF MORGAN STANLEY 2%/05-17.11.2011 688 705.87 0.00
CHF MORGAN STANLEY 2.5%/05-17.11.2015 688 689.68 0.00
CHF MORGAN STANLEY 2.875%/06-21.08.2013 458 480.43 0.00
EUR MUENCHENER HYPOTHEKENBANK 1.5%/10-
04.10.2013
40,944 55,673.52 0.02
CHF NATIONAL AUSTRALIA BANK 2.25%/10-
14.07.2017
3,438 3,552.22 0.00
EUR NATIONAL AUSTRALIA BANK 3.5%/09-
23.01.2015
47,768 67,221.86 0.03
EUR NATIONAL AUSTRALIA BANK 4.75%/09-
15.07.2016
27,296 40,577.57 0.02
GBP NATIONAL AUSTRALIA BANK 5.375%/09-
08.12.2014
8,874 15,548.28 0.01
CHF NATIXIS 2.375%/03-19.12.2013 1,146 1,222.19 0.00
EUR NATIXIS 7.75%/93-01.06.2019 30,981 57,079.14 0.03
CHF NEDERLANDEN FINANCIERINGS MAAT
2.625%/08-22.09.2015
573 625.76 0.00
CHF NEDERLANDS WATERSCHAPSBANK
2.25%/09-13.05.2014
3,438 3,689.45 0.00
USD NEDERLANDS WATERSCHAPSBANK
2.875%/08-16.06.2011
100,000 101,690.00 0.04
EUR NEDERLANDS WATERSCHAPSBANK
3.375%/10-01.02.2017
40,944 59,187.71 0.03
EUR NEDERLANDS WATERSCHAPSBANK
4.25%/08-21.11.2013
27,296 40,138.33 0.02
USD NEDERLANDSE WATERSBANK 2%/10-
09.09.2015
1,180,538 1,185,732.22 0.52
GBP NEDERLANDSE WATERSCHAPSBANK (reg. -S-)
S. 1171 2.375%/10-10.12.2013
22,185 35,864.24 0.02
CHF NEDERLANDSE WATERSCHAPSBANK
1.75%/10-22.07.2016
2,292 2,413.89 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 189
Valuation % of net
(in USD) assets
CHF NEDERLANDSE WATERSCHAPSBANK
2.5%/05-20.04.2015
1,146 1,246.82 0.00
EUR NEDERLANDSE WATERSCHAPSBANK
3.125%/09-20.01.2012
40,944 57,238.63 0.03
CHF NESTLE FINANCE INTERNATIONAL 1.25%/09-
24.04.2012
2,292 2,375.18 0.00
CHF NESTLE FINANCE INTERNATIONAL 2%/09-
05.08.2013
2,979 3,165.50 0.00
CHF NESTLE FINANCE INTERNATIONAL 2.125%/09-
12.08.2014
551 591.82 0.00
CHF NESTLE FINANCE INTERNATIONAL 2.125%/09-
29.05.2015
1,604 1,727.49 0.00
USD NESTLE HOLDINGS 2.125%/10-12.03.2014 1,180,538 1,219,849.76 0.54
USD NESTLE HOLDINGS 4%/08-23.06.2011 2,000,000 2,049,400.00 0.91
EUR NETHERLANDS 2.75%/09-15.01.2015 109,185 156,586.42 0.07
EUR NETHERLANDS 3.75%/04-15.07.2014 27,296 40,570.12 0.02
EUR NETHERLANDS 3.75%/06-15.01.2023 27,296 41,378.76 0.02
EUR NETHERLANDS 4%/06-15.07.2016 40,944 62,369.99 0.03
EUR NETHERLANDS 4%/08-15.07.2018 68,240 104,574.17 0.05
EUR NETHERLANDS 4%/09-15.07.2019 16,797 25,811.98 0.01
EUR NETHERLANDS 4.25%/03-15.07.2013 83,987 124,565.29 0.05
EUR NETHERLANDS 4.5%/07-15.07.2017 34,120 53,591.35 0.02
CHF NEW BRUNSWICK 2.875%/09-04.03.2016 2,292 2,544.96 0.00
CAD NEW BRUNSWICK 7.75%/94-13.01.2014 1,800,000 2,059,132.39 0.92
CHF NEW YORK LIFE FUNDING 2.375%/06-
22.02.2016
1,833 1,916.10 0.00
EUR NORDEA BANK 3%/09-06.08.2012 27,296 38,077.11 0.02
GBP NORDEA BANK 3.875%/10-15.12.2015 17,748 28,962.67 0.01
CHF NORDIC INVESTMENT BANK 2.5%/09-
11.04.2018
1,146 1,255.62 0.00
USD NORDIC INVESTMENT BANK 2.5%/10-
15.07.2015
787,025 823,936.72 0.36
EUR NORDIC INVESTMENT BANK 3%/09-
08.04.2014
27,296 39,064.62 0.02
EUR NORDRHEIN-WESTFALEN R. 239 7%/93-
21.12.2018
20,934 37,636.00 0.02
EUR NORDRHEIN-WESTFALEN S. 1063 1.25%/10-
13.09.2013
40,944 55,427.57 0.02
CHF NORDRHEIN-WESTFALEN 2.875%/08-
02.05.2012
1,146 1,218.09 0.00
USD NOVARTIS CAPITAL 4.125%/09-10.02.2014 344,324 376,451.68 0.17
USD NRW.BANK FRN 09-22.07.2011 500,000 500,264.50 0.22
USD NRW.BANK 1.375%/10-26.08.2013 787,025 790,881.66 0.35
EUR NRW.BANK 2.375%/10-04.06.2015 68,240 94,577.90 0.04
CHF OEBB-INFRASTRUKTUR BAU 2.75%/08-
02.12.2013
1,146 1,236.85 0.00
CHF OEKB 2.625%/06-22.11.2024 917 989.95 0.00
CHF OEKB 2.75%/08-14.07.2014 1,146 1,249.17 0.00
CHF OEKB 2.875%/05-25.02.2030 1,146 1,294.33 0.00
USD OEKB 2.875%/08-15.03.2011 100,000 101,100.00 0.04
CHF OEKB 3%/03-23.10.2015 1,146 1,273.21 0.00
CHF OEKB 3%/07-05.12.2013 688 750.21 0.00
GBP OESTERREICHISCHE POSTSPARKASSE
6.125%/99-20.10.2014
8,874 15,860.11 0.01
CHF PFANDBRIEFBANK SCHWEIZERISCHER
HYPOTHEKARINSTITUTE S. 434 3%/08-
30.01.2015
344 381.96 0.00
CHF PFANDBRIEFSTELLE DER
OESTERREICHISCHEN LHB 2.125%/05-
07.11.2016
688 719.59 0.00
CHF PFANDBRIEFSTELLE DER
OESTERREICHISCHEN LHB 2.25%/05-
18.02.2013
1,146 1,210.46 0.00
CHF PFANDBRIEFSTELLE DER
OESTERREICHISCHEN LHB 2.875%/03-
21.07.2017
1,833 1,998.67 0.00
USD PFIZER 5.35%/09-15.03.2015 393,513 452,972.37 0.20
CHF PHILIP MORRIS INTERNATIONAL 3.25%/09-
11.03.2013
2,292 2,459.63 0.00
CHF PHILIP MORRIS 4%/08-18.09.2012 2,063 2,231.62 0.00
EUR POHJOLA BANK 3.125%/10-25.03.2015 54,592 76,064.78 0.03
USD PROCTER & GAMBLE 1.375%/10-01.08.2012 787,025 800,200.04 0.35
CHF PROVINCE OF ONTARIO 2.375%/10-07.05.2020 1,146 1,229.82 0.00
CHF PROVINCE OF ONTARIO 2.5%/09-04.12.2019 2,292 2,490.13 0.00
USD PROVINCE OF ONTARIO 2.7%/10-16.06.2015 787,025 824,330.23 0.36
EUR PROVINCE OF ONTARIO 3%/10-28.09.2020 40,944 56,243.67 0.02
CHF PROVINCE OF ONTARIO 3.375%/08-01.12.2015 2,292 2,599.21 0.00
USD QUEBEC S. -PJ- 6.125%/01-22.01.2011 1,000,000 1,016,700.00 0.45
CHF QUEBEC 2.25%/05-05.10.2015 442 473.12 0.00
CHF QUEBEC 3.125%/09-11.12.2015 917 1,019.51 0.00
CHF QUEBEC 3.875%/09-11.12.2018 458 541.42 0.00
EUR RABOBANK (reg. -S-) S. 2256A 4.125%/10-
14.07.2025
68,240 96,450.45 0.04
USD RABOBANK (reg. -S-) T. 39 4.2%/09-13.05.2014 550,918 595,266.54 0.26
CHF RABOBANK 2%/10-16.09.2021 1,146 1,152.40 0.00
CHF RABOBANK 2.125%/06-13.08.2012 1,833 1,924.54 0.00
CHF RABOBANK 2.5%/09-19.02.2013 2,292 2,436.57 0.00
EUR RABOBANK 3%/10-16.02.2015 54,592 76,661.02 0.03
CAD RABOBANK 3.5%/09-02.07.2014 145,000 148,276.44 0.07
CHF RABOBANK 4.25%/00-14.09.2012 2,292 2,504.20 0.00
EUR RABOBANK 4.375%/09-05.05.2016 95,537 141,825.86 0.06
EUR RABOBANK 4.375%/09-22.01.2014 27,296 39,876.99 0.02
CHF REGIE AUTONOME DES TRANSPORTS PARIS
3.375%/08-21.03.2016
2,292 2,614.46 0.00
GBP RESEAU FERRE DE FRANCE 5.5%/98-
01.12.2021
57,680 106,644.63 0.05
CHF ROCHE HOLDINGS 2.5%/09-23.03.2012 2,292 2,403.33 0.00
EUR ROCHE HOLDINGS 4.625%/09-04.03.2013 13,648 19,821.11 0.01