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 ROYAL BANK OF CANADA FRN 07-13.11.2012 1,146 1,174.69 0.00
CHF ROYAL BANK OF SCOTLAND GROUP
2.25%/09-09.10.2012
917 948.20 0.00
USD ROYAL BANK OF SCOTLAND T. 66 3%/08-
09.12.2011
590,269 605,615.92 0.27
CHF ROYAL BANK OF SCOTLAND 2.75%/10-
08.10.2015
1,146 1,166.05 0.00
EUR ROYAL BANK OF SCOTLAND 3%/10-
08.09.2015
27,296 37,231.20 0.02
USD SASKATCHEWAN 8%/93-01.02.2013 1,967,563 2,281,011.62 1.01
USD SFEF (reg. -S-) 2.125%/09-30.01.2012 787,025 803,049.07 0.35
USD SFEF (reg. -S-) 3.375%/09-05.05.2014 393,513 422,553.85 0.19
EUR SFEF 3%/09-07.04.2014 54,592 77,883.30 0.03
EUR SFEF 3.125%/09-30.06.2014 68,240 97,922.41 0.04
USD SIEMENS FINANCIERINGSMAATSCHAPPIJ
5.625%/06-16.03.2016
511,566 591,063.82 0.26
CHF SNCF 2.625%/06-13.12.2021 688 757.24 0.00
CHF SNCF 2.75%/09-11.06.2018 688 764.28 0.00
EUR SNS BANK 3.625%/10-10.03.2017 40,944 58,334.22 0.03
CHF SOCIETE GENERALE 1.875%/10-20.10.2014 2,292 2,376.51 0.00
GBP SOCIETE GENERALE 3.875%/10-17.12.2015 22,185 35,752.37 0.02
CHF SPI AUSTRALIA ASSETS 2.25%/10-09.08.2016 1,146 1,182.31 0.00
CHF SPI ELECTRICITY & GAS AUSTRALIA HOLDINGS
2.375%/10-08.09.2015
1,146 1,198.44 0.00
CHF STADSHYPOTEK 2%/10-01.12.2016 1,146 1,204.60 0.00
CHF STATNETT 3%/08-21.11.2011 1,404 1,473.77 0.00
CHF SWEDBANK MORTGAGE 1.25%/10-22.04.2013 1,989 2,067.77 0.00
EUR SWEDBANK MORTGAGE 3.625%/09-
05.10.2016
27,296 39,236.04 0.02
USD SWEDEN 1.75%/09-17.06.2011 1,000,000 1,009,350.00 0.44
USD SWEDEN 1.75%/10-07.05.2013 393,513 403,665.24 0.18
EUR SWEDEN 3.125%/09-07.05.2014 68,240 98,555.91 0.04
GBP SWEDEN 9.75%/85-15.09.2014 64,336 129,867.76 0.06
CHF SWEDISH COVERED BOND CORPORATION
2.75%/07-14.06.2013
458 493.80 0.00
CHF SWEDISH EXPORT CREDIT 2.625%/07-
09.02.2017
1,146 1,254.45 0.00
CHF SWEDISH EXPORT CREDIT 2.625%/09-
28.12.2015
2,292 2,503.03 0.00
CHF SWEDISH EXPORT CREDIT 3.5%/08-
15.07.2013
2,063 2,267.51 0.00
EUR TERRA BOLIGKREDITT 2%/10-14.09.2012 40,944 56,215.72 0.02
GBP TORONTO DOMINION BANK 6.875%/08-
24.06.2011
13,311 21,787.03 0.01
USD TOTAL CAPITAL 3.75%/08-26.09.2011 1,000,000 1,028,100.00 0.45
USD TOYOTA MOTOR CREDIT T. 824 1.375%/10-
12.08.2013
787,025 794,210.77 0.35
CHF TOYOTA MOTOR CREDIT 2%/06-21.02.2012 228 236.63 0.00
CHF TOYOTA MOTOR CREDIT 3.625%/08-
06.08.2012
573 615.20 0.00
CHF TOYOTA MOTOR CREDIT 4%/09-03.02.2012 1,146 1,220.55 0.00
EUR UBS AG LONDON BRANCH 3.5%/10-
15.07.2015
27,296 38,255.98 0.02
EUR UBS AG LONDON BRANCH 4%/10-08.04.2022 27,296 39,910.53 0.02
ITL UBS FINANCE 0%/97-29.01.2027 136,480,868 42,181.03 0.02
CHF UBS JERSEY BRANCH FIX-TO-FRN 2.75%/06-
23.10.2018
2,280 2,334.13 0.00
EUR UBS LONDON 3%/09-06.10.2014 81,889 115,248.65 0.05
EUR UBS LONDON 3.875%/09-02.12.2019 40,944 59,608.67 0.03
CHF UNILEVER 3.625%/08-02.12.2011 458 485.12 0.00
GBP UNILEVER 4.75%/09-16.06.2017 6,655 11,679.04 0.01
GBP UNITED KINGDOM 2.25%/09-07.03.2014 88,739 144,698.49 0.06
GBP UNITED KINGDOM 3.25%/08-07.12.2011 44,369 72,115.14 0.03
GBP UNITED KINGDOM 4%/06-07.09.2016 155,293 270,946.43 0.12
GBP UNITED KINGDOM 4.25%/00-07.06.2032 66,554 111,891.31 0.05
GBP UNITED KINGDOM 4.25%/03-07.03.2036 31,059 51,917.74 0.02
GBP UNITED KINGDOM 4.25%/06-07.12.2046 35,496 59,521.30 0.03
GBP UNITED KINGDOM 4.25%/08-07.12.2049 31,059 52,201.94 0.02
GBP UNITED KINGDOM 4.5%/07-07.12.2042 44,369 77,381.37 0.03
GBP UNITED KINGDOM 4.5%/08-07.03.2013 53,243 91,203.15 0.04
GBP UNITED KINGDOM 4.5%/09-07.09.2034 110,924 192,235.46 0.08
GBP UNITED KINGDOM 4.75%/04-07.12.2038 66,554 120,439.85 0.05
GBP UNITED KINGDOM 5%/01-07.03.2025 66,554 123,129.10 0.05
GBP UNITED KINGDOM 5%/02-07.09.2014 62,117 111,270.69 0.05
GBP UNITED KINGDOM 5%/07-07.03.2018 88,739 163,306.98 0.07
USD US I/L S. C-2012 3%/02-15.07.2012 267,665 344,627.56 0.15
USD US I/L 1.25%/10-15.07.2020 312,276 328,604.48 0.14
USD US I/L 1.375%/08-15.01.2020 535,330 575,112.16 0.25
USD US I/L 1.375%/08-15.07.2018 178,443 193,370.47 0.09
USD US I/L 1.625%/05-15.01.2015 267,665 326,804.30 0.14
USD US I/L 1.625%/08-15.01.2018 223,054 252,137.97 0.11
USD US I/L 1.875%/03-15.07.2013 267,665 337,723.87 0.15
USD US I/L 1.875%/05-15.07.2015 267,665 326,627.98 0.14
USD US I/L 2%/04-15.01.2014 267,665 339,001.66 0.15
USD US I/L 2%/04-15.07.2014 267,665 335,015.55 0.15
USD US I/L 2%/06-15.01.2016 267,665 322,900.66 0.14
USD US I/L 2%/07-15.04.2012 89,222 99,218.02 0.04
USD US I/L 2.125%/09-15.01.2019 267,665 306,465.43 0.13
USD US I/L 2.375%/06-15.04.2011 178,443 198,398.59 0.09
USD US I/L 2.375%/07-15.01.2017 312,276 381,049.69 0.17
USD US I/L 2.5%/06-15.07.2016 312,276 382,562.16 0.17
USD US I/L 2.625%/07-15.07.2017 223,054 270,984.44 0.12
USD US I/L 3.5%/01-15.01.2011 178,443 225,517.76 0.10
USD US S. F-2019 3.375%/09-15.11.2019 6,296,202 6,783,173.74 3.00
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 190
Valuation % of net
(in USD) assets
USD US S. N-2014 2.625%/09-30.06.2014 9,444,303 10,055,231.15 4.44
USD US S. Q-2016 3.125%/09-31.10.2016 9,444,303 10,251,495.57 4.52
USD US S. T-2011 1.125%/08-15.12.2011 1,967,563 1,986,470.15 0.87
USD US S. W-2012 1.375%/09-15.03.2012 5,509,177 5,594,396.71 2.47
USD US 4.5%/08-15.05.2038 787,025 904,956.05 0.40
USD US 5.25%/98-15.11.2028 1,574,050 1,988,468.44 0.88
USD US 6.25%/00-15.05.2030 1,692,104 2,393,798.73 1.06
USD US 7.5%/86-15.11.2016 6,296,202 8,431,007.83 3.72
USD US 7.875%/91-15.02.2021 3,148,101 4,665,092.07 2.06
CHF VATTENFALL 3.375%/08-27.02.2015 1,146 1,258.55 0.00
CHF VORARLBERGER LHB 1.5%/10-23.05.2014 1,146 1,193.75 0.00
CHF VORARLBERGER LHB 2.375%/06-09.08.2017 2,292 2,417.41 0.00
CHF VORARLBERGER LHB 2.5%/05-15.02.2016 1,146 1,223.37 0.00
CHF VP BANK 2.5%/10-27.05.2016 2,750 2,829.11 0.00
CHF VTB CAPITAL 4%/10-16.08.2013 2,292 2,376.35 0.00
CHF WESTPAC BANKING 2.5%/10-16.02.2017 1,146 1,210.06 0.00
CHF WESTPAC BANKING 4.375%/08-27.08.2012 1,146 1,248.58 0.00
CHF WORLDBANK 0%/85-21.10.2015 3,799 3,667.60 0.00
USD WORLDBANK 3.5%/08-08.10.2013 787,025 849,200.23 0.37
USD WORLDBANK 7.625%/93-19.01.2023 1,180,538 1,711,543.78 0.75
USD WORLDBANK 8.625%/86-15.10.2016 393,513 534,558.95 0.24
CHF WUERTH FINANCE INTERNATIONAL 4.25%/08-
18.07.2012
1,146 1,234.21 0.00
USD ZURICH FINANCE LUXEMBOURG 3.25%/09-
30.09.2013
393,513 411,260.04 0.18
Bonds
Securities listed on a stock exchange or other organised markets:
143,413,243.44 63.15
Bonds 143,413,243.44 63.15
Securities listed on a stock exchange or other organised markets: Investment funds
Fund units (Closed-End)
GBP F&C COMMERCIAL PROPERTY TRUST LIMITED 4,462 6,468.91 0.00
GBP ING UK REAL ESTATE INCOME TRUST 6,244 4,427.99 0.00
GBP IRP PROPERTY INVESTMENTS 1,346 1,653.92 0.00
GBP ISIS PROPERTY TRUST 1,128 1,706.35 0.00
EUR PROLOGIS EUROPEAN PROPERTIES FUND -A1- 2,300 13,879.19 0.02
GBP STANDARD LIFE INVESTMENTS PROPERTY
INCOME FUND
1,746 1,733.52 0.00
GBP UK COMMERCIAL PROPERTY TRUST 5,895 7,059.50 0.00
Fund units (Closed-End) 36,929.38 0.02
Fund units (Open-End)
USD CREDIT SUISSE FUND (LUX) COMMODITY
INDEX PLUS (USD) -D-
771 738,182.17 0.33
CHF CREDIT SUISSE FUND (LUX) FOREIGN
CORPORATE -F- (CHF)
3 3,449.17 0.00
CHF CREDIT SUISSE FUND (LUX) FOREIGN
GOVERNMENT 1-5 -F- (CHF)
1 1,190.19 0.00
CHF CREDIT SUISSE FUND (LUX) FOREIGN
GOVERNMENT 5+ -F- (CHF)
4 4,205.13 0.00
EUR CREDIT SUISSE SICAV ONE (LUX) EUROPEAN
EQUITY DIVIDEND PLUS -D- EUR
1,211 1,833,648.50 0.81
USD CREDIT SUISSE SICAV ONE (LUX) GLOBAL
CONVERTIBLES -D- USD
880 929,684.81 0.41
EUR CS ETF (Lux) on MSCI EMU LARGE CAP 44 5,043.03 0.00
EUR DB X-TRACKERS DBLCI - OY BALANCED ETF -
1C-
97,548 3,858,008.20 1.69
USD SPDR S&P 500 TRUST (units) 1 499 56,953.54 0.03
Fund units (Open-End)
Securities listed on a stock exchange or other organised markets:
7,430,364.74 3.27
Investment funds 7,467,294.12 3.29
Securities not listed on a stock exchange: Shares (and equity-type securities)
Shares (and equity-type securities)
EUR BGP HOLDINGS (reg. shares) 214,293 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 220,830,571.09 97.25
Cash at banks 4,423,941.32 1.95
Due to banks -127,397.46 -0.06
Other net assets 1,943,455.65 0.86
Total net assets 227,070,570.60 100.00