Credit Suisse Portfolio Fund (Lux) Unaudited Semi-Annual Report

More documents

Recommendations

Info

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
CREDIT SUISSE PORTFOLIO FUND MANAGEMENT COMPANY 5, rue Jean Monnet L- 2180 Luxembourg www.credit-suisse.com
Page 1 and 2:
Credit Suisse Portfolio Fund (Lux)
Page 3 and 4:
Page 5 and 6:
Page 7 and 8:
Page 9 and 10:
Page 11 and 12:
Page 13 and 14:
Page 15 and 16:
Page 17 and 18:
Page 19 and 20:
Page 21 and 22:
Page 23 and 24:
Page 25 and 26:
Page 27 and 28:
Page 29 and 30:
Page 31 and 32:
Page 33 and 34:
Page 35 and 36:
Page 37 and 38:
Page 39 and 40:
Page 41 and 42:
Page 43 and 44:
Page 45 and 46:
Page 47 and 48:
Page 49 and 50:
Page 51 and 52:
Page 53 and 54:
Page 55 and 56:
Page 57 and 58:
Page 59 and 60:
Page 61 and 62:
Page 63 and 64:
Page 65 and 66:
Page 67 and 68:
Page 69 and 70:
Page 71 and 72:
Page 73 and 74:
Page 75 and 76:
Page 77 and 78:
Page 79 and 80:
Page 81 and 82:
Page 83 and 84:
Page 85 and 86:
Page 87 and 88:
Page 89 and 90:
Page 91 and 92:
Page 93 and 94:
Page 95 and 96:
Page 97 and 98:
Page 99 and 100:
Page 101 and 102:
Page 103 and 104:
Page 105 and 106:
Page 107 and 108:
Page 109 and 110:
Page 111 and 112:
Page 113 and 114:
Page 115 and 116:
Page 117 and 118:
Page 119 and 120:
Page 121 and 122:
Page 123 and 124:
Page 125 and 126:
Page 127 and 128:
Page 129 and 130:
Page 131 and 132:
Page 133 and 134:
Page 135 and 136:
Page 137 and 138:
Page 139 and 140:
Page 141 and 142:
Page 143 and 144:
Page 145 and 146:
Page 147 and 148: Credit Suisse Portfolio Fund (Lux)
Page 197: Credit Suisse Portfolio Fund (Lux)
show all

Credit Suisse Portfolio Fund (Lux) Unaudited Semi-Annual Report

You also want an ePaper? Increase the reach of your titles

Delete template?

Save as template?