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) Balanced (Euro)
Statement of Investments in Securities and Other Net Assets (Continued)
Description
Quantity /
Nominal
Valuation % of net
(in EUR) assets
USD CFF (reg. -S-) 2.125%/10-22.04.2013 22,075 16,443.38 0.00
JPY CFF 1.25%/06-01.12.2011 18,000,000 158,837.27 0.05
CHF CFF 1.75%/09-28.04.2014 779 600.02 0.00
EUR CFF 2%/09-17.02.2012 763,370 769,018.85 0.22
CHF CFF 2.375%/05-24.08.2018 1,558 1,215.22 0.00
CHF CFF 2.5%/09-04.03.2013 7,789 6,069.51 0.00
EUR CFF 2.625%/10-16.04.2015 1,781,196 1,805,955.10 0.53
CHF CFF 3.125%/03-10.10.2014 3,894 3,148.99 0.00
CHF CFF 3.25%/08-21.09.2012 15,577 12,239.75 0.00
EUR CIF EUROMORTGAGE 1.875%/09-30.04.2012 763,370 768,102.81 0.22
CHF CIF EUROMORTGAGE 2%/10-30.01.2019 7,789 5,865.85 0.00
CHF CIF EUROMORTGAGE 3%/03-23.06.2014 3,894 3,122.71 0.00
EUR CIF EUROMORTGAGE 3.5%/10-17.06.2020 763,370 783,522.88 0.23
CHF CITI CREDIT CARD ISSUANCE TRUST 2.5%/05-
23.02.2015
8,817 6,617.01 0.00
CHF CITIGROUP (subord.) FIX-TO-FRN 2.75%/06-
06.04.2021
11,083 7,416.42 0.00
CHF CITIGROUP 2.75%/06-29.06.2012 3,115 2,368.53 0.00
CHF CITIGROUP 3%/07-21.03.2019 5,452 3,916.02 0.00
USD CITIGROUP 5.375%/10-09.08.2020 55,189 42,030.16 0.01
CHF COMMONWEALTH BANK OF AUSTRALIA
2.25%/09-30.04.2013
1,558 1,209.96 0.00
EUR COMMONWEALTH BANK OF AUSTRALIA
4.25%/09-10.11.2016
508,913 544,893.45 0.16
CHF COUNCIL OF EUROPE DEVELOPMENT BANK
1.875%/09-07.02.2014
6,231 4,846.85 0.00
USD COUNCIL OF EUROPE DEVELOPMENT BANK
5.125%/07-20.04.2017
55,189 47,459.27 0.01
CHF CREDIT AGRICOLE LONDON 2%/10-08.04.2015 7,789 5,938.85 0.00
EUR CREDIT SUISSE GROUP FINANCE 2.875%/10-
24.09.2015
1,526,740 1,527,503.20 0.45
EUR CREDIT SUISSE LONDON (reg. -S-) S. 24
4.75%/09-05.08.2019
1,017,827 1,103,323.99 0.32
CHF CREDIT SUISSE LONDON 2.125%/10-
05.02.2015
7,789 5,962.21 0.00
CHF CREDIT SUISSE LONDON 3%/07-04.06.2012 2,337 1,809.68 0.00
EUR CREDIT SUISSE LONDON 3.875%/10-
25.01.2017
1,526,740 1,581,091.77 0.47
USD CREDIT SUISSE NEW YORK BRANCH T. 2
3.45%/09-02.07.2012
55,189 41,905.82 0.01
CHF CREDIT SUISSE NEW YORK BRANCH
4.875%/08-14.03.2018
5,452 4,582.31 0.00
USD CREDIT SUISSE NEW YORK BRANCH 5.5%/09-
01.05.2014
18,488 15,170.00 0.00
USD CREDIT SUISSE NEW YORK 3.5%/10-
23.03.2015
55,189 42,515.22 0.01
CHF CRH 1.5%/10-21.09.2015 7,789 5,956.37 0.00
CHF DANSKE BANK 2.75%/09-09.01.2015 2,337 1,854.36 0.00
EUR DENMARK 1.75%/10-05.10.2015 763,370 762,988.23 0.22
EUR DENMARK 3.125%/09-17.03.2014 614,105 648,556.82 0.19
CHF DEUTSCHE BAHN FINANCE 2.125%/04-
29.12.2011
3,894 2,976.43 0.00
ITL DEUTSCHE BANK 0%/96-15.10.2021 4,325,762,860 1,369,158.78 0.39
ITL DEUTSCHE BANK 0%/96-15.10.2026 5,089,132,777 1,204,847.13 0.35
CHF DEUTSCHE BANK 2%/10-05.03.2015 3,894 2,975.26 0.00
EUR DEUTSCHE TELEKOM INTERNATIONAL
FINANCE 4.25%/10-13.07.2022
814,261 834,780.63 0.24
USD DEVELOPMENT BANK OF JAPAN 5.125%/07-
01.02.2017
55,189 47,390.55 0.01
CHF DEXIA BIL 2.75%/06-14.06.2016 8,178 5,377.37 0.00
USD DEXIA CLF (reg. -S-) 2%/10-05.03.2013 55,189 40,760.80 0.01
CHF DEXIA CLF 2.125%/06-29.03.2012 3,894 2,934.39 0.00
CHF DEXIA CLF 2.125%/09-07.12.2012 15,577 11,765.28 0.00
GBP DEXIA CLF 2.5%/09-27.10.2011 17,220 20,095.46 0.01
JPY DEXIA MUNICIPAL AGENCY 1.55%/06-
31.10.2013
158,000,000 1,405,736.84 0.40
CHF DEXIA MUNICIPAL AGENCY 2.5%/09-
02.05.2018
3,894 3,048.26 0.00
CHF DEXIA MUNICIPAL AGENCY 2.625%/09-
12.08.2019
7,789 6,122.79 0.00
CHF DEXIA MUNICIPAL AGENCY 3.5%/07-
09.08.2017
7,010 5,844.25 0.00
USD DEXIA MUNICIPAL AGENCY 5.125%/07-
31.05.2012
41,391 32,168.41 0.01
CHF DNB NOR BOLIGKREDITT 1.625%/10-
24.04.2015
7,789 5,944.69 0.00
CHF DNB NOR BOLIGKREDITT 2.25%/10-
26.03.2018
7,789 6,023.52 0.00
EUR DNB NOR BOLIGKREDITT 3.375%/10-
20.01.2017
1,272,283 1,332,462.19 0.38
EUR DRESDNER BANK LUXEMBOURG 6.25%/01-
26.02.2016
924,950 981,606.76 0.28
EUR DZ BANK 6.25%/01-26.02.2016 229,011 251,043.66 0.07
GBP EBRD 5.625%/98-07.12.2028 57,401 80,812.52 0.02
CHF EDF 2.25%/10-29.09.2017 9,346 7,182.68 0.00
CHF EDF 3.375%/08-18.12.2013 1,558 1,249.08 0.00
EUR EDF 4.625%/10-26.04.2030 381,685 401,039.44 0.12
EUR EIB (reg. -S-) S. 1510/0100 4.25%/09-
15.04.2019
136,468 154,126.83 0.04
USD EIB 0%/96-06.11.2026 248,349 95,264.58 0.03
CHF EIB 1.75%/10-21.04.2017 3,894 3,000.08 0.00
CHF EIB 2%/09-24.04.2014 3,894 3,048.26 0.00
CHF EIB 2%/10-24.08.2022 3,894 2,975.26 0.00
USD EIB 3%/09-08.04.2014 82,783 64,597.57 0.02
EUR EIB 3.125%/09-15.04.2014 1,272,283 1,337,551.32 0.39
EUR EIB 3.5%/09-15.04.2016 1,272,283 1,363,760.36 0.39
CHF EIB 3.5%/99-28.01.2014 30,461 24,939.72 0.01
GBP EIB 4.75%/05-06.06.2012 28,700 35,158.78 0.01
EUR EIB 5.625%/99-15.02.2028 2,544,566 3,325,239.35 0.97
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 24
Valuation % of net
(in EUR) assets
CHF EKSPORTFINANS 2.375%/03-26.06.2013 1,589 1,244.28 0.00
CHF EKSPORTFINANS 2.875%/09-16.11.2016 3,894 3,173.14 0.00
CHF ENERGIE BEHEER NEDERLAND 2.125%/10-
27.04.2020
11,683 9,109.74 0.00
CHF E.ON INTERNATIONAL FINANCE 3.375%/09-
11.02.2014
1,947 1,551.87 0.00
GBP E.ON INTERNATIONAL FINANCE 5.125%/09-
27.01.2014
8,610 10,889.91 0.00
EUR EUROFIMA 4%/09-27.10.2021 1,781,196 1,955,931.85 0.57
USD EUROFIMA 5.25%/06-07.04.2016 82,783 70,491.57 0.02
CHF EUROHYPO FRN 10-30.04.2013 1,947 1,452.96 0.00
CHF EUROHYPO 4%/99-01.09.2014 25,967 21,479.33 0.01
EUR EUROPEAN COMMUNITY 3.125%/09-
27.01.2015
1,017,827 1,070,957.10 0.31
EUR EUROPEAN COMMUNITY 3.25%/09-07.11.2014 272,936 288,411.24 0.08
EUR EUROPEAN COMMUNITY 3.625%/09-
06.04.2016
763,370 823,370.79 0.24
EUR EUROPEAN UNION 3.375%/10-10.05.2019 572,527 608,711.17 0.18
CHF EVN ENERGIE-VERSORGUNG
NIEDEROESTERREICH 3.625%/09-20.02.2014
2,337 1,861.36 0.00
USD EXPORT DEVELOPMENT CANADA 3.125%/09-
24.04.2014
27,594 21,663.90 0.01
CHF EXPORT IMPORT BANK OF KOREA 2.5%/09-
26.10.2012
2,337 1,777.27 0.00
EUR FINANCE FOR DANISH INDUSTRY 2.125%/10-
21.03.2013
1,272,283 1,289,713.47 0.37
EUR FINLAND 1.75%/10-15.04.2016 1,272,283 1,269,738.63 0.37
EUR FINLAND 3.375%/10-15.04.2020 2,799,023 2,992,155.62 0.87
EUR FINLAND 3.875%/06-15.09.2017 1,272,283 1,414,906.14 0.41
EUR FINLAND 4.375%/08-04.07.2019 136,468 157,292.89 0.05
EUR FINLAND 5.375%/02-04.07.2013 682,339 761,081.42 0.22
EUR FORTIS BANK 3.375%/09-19.05.2014 1,017,827 1,072,832.96 0.31
EUR FRANCE BTAN 2.5%/10-15.01.2015 1,272,283 1,320,121.04 0.38
EUR FRANCE OAT I/L 1%/05-25.07.2017 272,936 306,031.16 0.09
EUR FRANCE OAT I/L 1.6%/03-25.07.2011 136,468 155,381.97 0.04
EUR FRANCE OAT I/L 1.6%/04-25.07.2015 682,339 814,491.13 0.23
EUR FRANCE OAT I/L 2.1%/07-25.07.2023 136,468 161,069.19 0.05
EUR FRANCE OAT I/L 2.25%/03-25.07.2020 136,468 175,063.72 0.05
EUR FRANCE OAT I/L 2.50%/03-25.07.2013 682,339 838,211.46 0.24
EUR FRANCE OAT I/L 3%/01-25.07.2012 136,468 171,983.26 0.05
EUR FRANCE OAT 3.5%/10-25.04.2020 890,598 953,919.77 0.27
EUR FRANCE OAT 3.75%/06-25.04.2017 1,272,283 1,396,458.03 0.40
EUR FRANCE OAT 4%/08-25.04.2018 1,526,740 1,701,551.54 0.50
EUR FRANCE OAT 4.25%/03-25.04.2019 1,272,283 1,443,150.83 0.43
CHF FRANCE TELECOM 2.75%/06-11.04.2012 4,673 3,603.60 0.00
CHF FRANCE TELECOM 3.375%/09-06.09.2013 7,789 6,187.71 0.00
CHF GDF SUEZ 3.5%/08-19.12.2012 3,505 2,767.08 0.00
USD GECC T. 827 3.5%/10-29.06.2015 27,594 21,164.45 0.01
CHF GECC 2%/10-15.01.2015 1,530 1,158.95 0.00
CHF GECC 2.625%/10-20.01.2016 3,115 2,405.61 0.00
CHF GECC 2.75%/07-27.12.2013 1,558 1,215.62 0.00
CHF GECC 3%/04-16.10.2015 779 612.57 0.00
CHF GECC 3.125%/04-06.12.2019 7,789 5,973.88 0.00
CHF GECC 3.375%/06-19.06.2018 3,115 2,435.10 0.00
CHF GECC 4%/08-26.08.2013 7,010 5,626.14 0.00
CHF GECC 4.5%/08-09.10.2018 2,726 2,299.33 0.00
USD GENERAL ELECTRIC 5%/03-01.02.2013 27,594 21,558.80 0.01
EUR GLAXOSMITHKLINE CAPITAL 3.875%/09-
06.07.2015
763,370 816,424.13 0.24
USD HSBC BANK (reg. -S-) 1.625%/10-12.08.2013 30,354 22,362.19 0.01
EUR HSH NORDBANK S. 751 2.25%/09-23.07.2012 636,142 646,510.71 0.19
EUR HSH NORDBANK 2.75%/09-20.01.2012 636,142 648,991.66 0.19
CHF HYPO INVESTMENTBANK 1.75%/09-
30.11.2012
3,894 2,972.34 0.00
CHF HYPO PFANDBRIEF BANK INTERNATIONAL
3%/06-16.06.2016
6,231 4,765.09 0.00
CHF HYUNDAI CAPITAL SERVICES 2.25%/10-
15.10.2014
3,894 2,919.64 0.00
CHF HYUNDAI CAPITAL SERVICES 3%/10-
16.07.2015
1,519 1,170.03 0.00
USD IADB T. 28 3%/09-22.04.2014 55,189 43,158.02 0.01
USD IADB T. 35 3.875%/10-14.02.2020 55,189 44,625.46 0.01
USD IBM 8.375%/89-01.11.2019 82,783 83,641.51 0.02
EUR IKB DEUTSCHE INDUSTRIEBANK 2.125%/09-
10.09.2012
890,598 904,135.33 0.26
EUR IKB DEUTSCHE INDUSTRIEBANK 2.875%/09-
27.01.2012
763,370 780,538.11 0.22
CHF ILE DE FRANCE 2.5%/09-28.09.2015 3,894 3,116.87 0.00
CHF ILE DE FRANCE 2.75%/08-15.05.2015 14,175 11,457.01 0.00
USD ING BANK (reg. -S-) 3%/10-01.09.2015 27,594 20,196.47 0.01
CHF ING BANK 2.125%/10-07.10.2016 7,789 5,824.98 0.00
EUR ING BANK 5.25%/99-07.06.2019 381,685 419,971.78 0.12
EUR INSTITUTO DE CREDITO OFFICIAL 3.75%/10-
28.07.2015
1,399,512 1,404,549.76 0.40
EUR INSTITUTO DE CREDITO OFICIAL 3.75%/10-
15.07.2013
1,272,283 1,293,530.32 0.37
EUR INSTITUTO DE CREDITO OFICIAL 4.125%/10-
28.09.2017
636,142 634,360.40 0.18
EUR INTERNATIONAL BANK FOR RECONSTRUCTION
& DEVELOPMENT 3.875%/09-20.05.2019
1,408,751 1,556,388.20 0.46
USD INTERNATIONAL BANK FOR RECONSTRUCTION
& DEVELOPMENT 9.25%/86-20.03.2016
55,189 55,772.93 0.02
EUR ITALY BTP I/l 2.1%/10-15.09.2021 477,638 474,588.76 0.14
EUR ITALY BTP I/L 2.15%/04-15.09.2014 682,339 811,076.59 0.23
EUR ITALY BTP I/L 2.35%/08-15.09.2019 272,936 287,034.63 0.08
EUR ITALY BTP I/L 2.6%/07-15.09.2023 272,936 294,345.63 0.08