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) Reddito (Euro)
Statement of Investments in Securities and Other Net Assets (Continued)
Description
Quantity /
Nominal
Valuation % of net
(in EUR) assets
EUR A2A 4.5%/09-02.11.2016 250,000 261,575.00 0.19
EUR A2A 4.875%/04-28.05.2014 1,300,000 1,385,540.00 1.01
EUR BANCA CARIGE SPA 2.75%/10-25.09.2013 400,000 395,920.00 0.29
EUR BANCA MONTE DEI PASCHI DI SIENA 2.5%/10-
23.09.2013
500,000 496,950.00 0.36
EUR BANCO BILBAO VIZCAYA ARGENTARIA
3.25%/06-24.01.2016
3,000,000 2,941,200.00 2.15
EUR BANK OF AMERICA 4.75%/10-03.04.2017 450,000 461,250.00 0.34
EUR BASF 3.375%/05-30.05.2012 1,000,000 1,029,300.00 0.75
EUR BBVA SUBORDINATED CAPITAL S. 3 FRN 05-
23.05.2017
500,000 465,500.00 0.34
EUR BELGIUM OLO 5.5%/98-28.03.2028 1,000,000 1,263,900.00 0.92
EUR BMW US CAPITAL 4.625%/03-20.02.2013 1,000,000 1,060,700.00 0.77
EUR BRD S. 09 3.25%/09-04.01.2020 3,000,000 3,255,600.00 2.38
EUR BRD 2.25%/10-04.09.2020 1,000,000 997,900.00 0.73
EUR CASSA DEPOSITI E PRESTITI 3%/05-
31.01.2013
3,000,000 3,050,400.00 2.23
EUR CRH 2.5%/10-07.05.2015 500,000 505,100.00 0.37
EUR CRH 3.75%/10-19.02.2020 1,000,000 1,052,500.00 0.77
EUR DAIMLER 4.625%/09-02.09.2014 100,000 107,660.00 0.08
ITL DEUTSCHE BANK 0%/96-15.10.2026 4,000,000,000 946,996.03 0.69
JPY DEXIA MUNICIPAL AGENCY 0.8%/05-
21.05.2012
200,000,000 1,749,777.29 1.28
EUR EIB 3.125%/05-15.10.2015 3,000,000 3,165,600.00 2.31
EUR EIB 4%/05-15.10.2037 8,500,000 9,506,400.00 6.93
EUR ENEL FINANCE INTERNATIONAL 4%/09-
14.09.2016
50,000 52,760.00 0.04
EUR ENEL 4.125%/04-20.05.2011 1,250,000 1,269,000.00 0.93
EUR ENEL 4.25%/03-12.06.2013 750,000 789,300.00 0.58
EUR ENI 4.625%/03-30.04.2013 1,500,000 1,597,642.50 1.17
EUR ERSTE GROUP BANK 5.25%/01-14.12.2011 1,000,000 1,036,200.00 0.76
EUR EWE 4.375%/04-14.10.2014 600,000 646,291.80 0.47
USD FANNIE MAE 6.625%/00-15.11.2030 1,500,000 1,515,470.26 1.11
EUR FRANCE OAT 4.25%/03-25.04.2019 2,500,000 2,835,750.00 2.07
JPY GE CAPITAL EUROPEAN FUNDING 1%/05-
21.03.2012
200,000,000 1,751,706.29 1.28
EUR GE CAPITAL EUROPEAN FUNDING 4.25%/10-
01.03.2017
375,000 394,125.00 0.29
EUR GLAXOSMITHKLINE CAPITAL 3%/05-
18.06.2012
700,000 716,380.00 0.52
EUR GOLDMAN SACHS GROUP 5.125%/09-
23.10.2019
100,000 102,790.00 0.08
EUR HERA 4.125%/06-16.02.2016 550,000 567,325.00 0.41
EUR HSBC FINANCE 3.375%/05-08.06.2012 500,000 509,550.00 0.37
USD IADB 5.125%/06-13.09.2016 2,000,000 1,728,684.44 1.26
EUR IBM 4%/06-11.11.2011 200,000 205,592.20 0.15
EUR INTESA SANPAOLO FRN 06-08.02.2016 500,000 491,300.00 0.36
EUR INTESA SANPAOLO 3.25%/10-28.04.2017 1,000,000 999,800.00 0.73
EUR ITALY BTP I/L 2.15%/04-15.09.2014 3,000,000 3,566,010.74 2.60
EUR ITALY BTP 0%/10-15.08.2011 6,000,000 5,923,800.00 4.33
EUR ITALY BTP 3%/10-15.04.2015 5,000,000 5,058,500.00 3.69
EUR ITALY BTP 3.75%/05-01.08.2015 1,500,000 1,565,550.00 1.14
EUR ITALY BTP 4%/10-01.09.2020 3,000,000 3,045,000.00 2.22
EUR ITALY BTP 4.25%/08-15.04.2013 1,000,000 1,049,950.00 0.77
EUR ITALY BTP 4.25%/09-01.09.2019 1,000,000 1,044,500.00 0.76
EUR ITALY BTP 4.75%/02-01.02.2013 2,500,000 2,645,000.00 1.93
EUR ITALY BTP 5.25%/98-01.11.2029 2,000,000 2,165,400.00 1.58
EUR ITALY BTP 5%/98-01.03.2025 1,000,000 1,072,900.00 0.78
EUR ITALY 3.75%/06-01.08.2021 2,500,000 2,492,000.00 1.82
EUR ITALY 5.75%/01-25.07.2016 4,000,000 4,542,800.00 3.32
EUR MEDIOBANCA FRN 06-11.10.2016 1,000,000 965,900.00 0.71
EUR MORGAN STANLEY 4.5%/09-29.10.2014 250,000 257,050.00 0.19
USD NETWORK RAIL FINANCE S. 17 5.25%/06-
09.05.2011
500,000 376,483.30 0.27
EUR PORTUGAL TELECOM INTERNATIONAL
FINANCE 3.75%/05-26.03.2012
1,000,000 1,010,900.00 0.74
EUR POSTE ITALIANE 5.25%/02-03.07.2012 600,000 626,520.00 0.46
EUR PROCTER & GAMBLE 3.375%/05-07.12.2012 1,250,000 1,293,875.00 0.94
EUR RABOBANK 3.5%/05-23.03.2012 2,500,000 2,571,000.00 1.88
EUR ROYAL BANK OF SCOTLAND 5.375%/09-
30.09.2019
300,000 309,180.00 0.23
EUR SANOFI-AVENTIS 4.125%/09-11.10.2019 100,000 108,050.00 0.08
EUR SANPAOLO IMI FRN 06-19.04.2016 1,900,000 1,854,970.00 1.35
EUR SANTANDER ISSUANCES FRN 06-03.03.2016 1,550,000 1,516,055.00 1.11
EUR SCANIA CV S. 13 3.625%/06-22.02.2011 500,000 504,145.50 0.37
EUR SOCIETE GENERALE FRN 07-07.06.2017 750,000 721,500.00 0.53
EUR UNICREDITO ITALIANO FRN 06-20.09.2016 1,000,000 972,500.00 0.71
GBP UNITED KINGDOM 5%/01-07.03.2025 1,000,000 1,355,156.61 0.99
EUR URENCO FINANCE 3.375%/05-07.12.2010 900,000 902,665.80 0.66
USD US S. G-2015 2.25%/10-31.01.2015 1,500,000 1,153,162.09 0.84
USD US 6.625%/97-15.02.2027 50,000 52,882.59 0.04
EUR WAL-MART STORES 4.875%/09-21.09.2029 250,000 287,946.25 0.21
ITL WORLDBANK 0%/96-07.11.2016 4,000,000,000 1,775,991.98 1.30
Bonds 104,312,420.67 76.18
Mortgage-, asset backed securities
EUR BBVA PYME FONDO DE TITULIZACION DE
ACTIVOS 4 -A2- FRN 05-19.08.2038
60,792 58,720.23 0.04
EUR FIP FUNDING S. 1 A1 FRN 05-10.01.2023 500,000 217,258.91 0.16
Mortgage-, asset backed securities
Securities listed on a stock exchange or other organised markets:
275,979.14 0.20
Bonds 104,588,399.81 76.38
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
Securities listed on a stock exchange or other organised markets: Investment funds
Fund units (Open-End)
USD CREDIT SUISSE SICAV ONE (LUX) EQUITY
ASIAN DRAGON -I-
Page 198
Valuation % of net
(in EUR) assets
900 724,100.50 0.53
Fund units (Open-End)
Securities listed on a stock exchange or other organised markets:
724,100.50 0.53
Investment funds 724,100.50 0.53
Securities not listed on a stock exchange: Bonds
Bonds
EUR LEHMAN BROTHERS HOLDINGS FRN 03-
03.11.2008 (MATURED)
EUR LEHMAN BROTHERS HOLDINGS FRN 04-
21.05.2009
EUR LEHMAN BROTHERS HOLDINGS FRN 07-
10.05.2012
1,000,000 233,750.00 0.17
1,000,000 233,750.00 0.17
1,000,000 233,750.00 0.17
Bonds 701,250.00 0.51
Securities not listed on a stock exchange: Bonds 701,250.00 0.51
Securities listed on a stock exchange or other organised markets: Certificates
Certificates
EUR GOLD BULLION SECURITIES 04-PERPETUAL 5,000 465,750.00 0.34
Certificates
Securities listed on a stock exchange or other organised markets:
465,750.00 0.34
Certificates 465,750.00 0.34
Total of Portfolio 131,426,681.39 95.98
Cash at banks 4,192,895.30 3.06
Due to banks -3,539.04 /
Other net assets 1,320,403.13 0.96
Total net assets 136,936,440.78 100.00