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 (Sfr)
Statement of Investments in Securities and Other Net Assets (Continued)
Description
Quantity /
Nominal
Valuation % of net
(in CHF) assets
CHF CARREFOUR 2.625%/09-16.04.2012 3,777,274 3,883,037.99 0.24
USD CFF (reg. -S-) 2.125%/10-22.04.2013 55,797 55,432.53 0.00
CHF CFF 1.75%/09-28.04.2014 377,727 388,114.94 0.02
EUR CFF 2%/09-17.02.2012 289,040 388,359.86 0.02
CHF CFF 2.375%/05-24.08.2018 755,455 786,050.78 0.05
CHF CFF 2.5%/09-04.03.2013 3,777,274 3,926,004.49 0.24
EUR CFF 2.625%/10-16.04.2015 674,427 912,019.87 0.06
CHF CFF 3.125%/03-10.10.2014 1,888,637 2,036,895.17 0.13
CHF CFF 3.25%/08-21.09.2012 7,554,549 7,917,166.95 0.50
EUR CIF EUROMORTGAGE 1.875%/09-30.04.2012 289,040 387,897.25 0.02
CHF CIF EUROMORTGAGE 2%/10-30.01.2019 3,777,274 3,794,272.04 0.24
CHF CIF EUROMORTGAGE 3%/03-23.06.2014 1,888,637 2,019,897.44 0.13
EUR CIF EUROMORTGAGE 3.5%/10-17.06.2020 289,040 395,684.50 0.02
CHF CITI CREDIT CARD ISSUANCE TRUST 2.5%/05-
23.02.2015
4,275,875 4,280,150.39 0.27
CHF CITIGROUP (subord.) FIX-TO-FRN 2.75%/06-
06.04.2021
5,375,061 4,797,242.25 0.30
CHF CITIGROUP 2.75%/06-29.06.2012 1,510,910 1,532,062.46 0.10
CHF CITIGROUP 3%/07-21.03.2019 2,644,092 2,533,040.15 0.16
USD CITIGROUP 5.375%/10-09.08.2020 139,492 141,688.46 0.01
CHF COMMONWEALTH BANK OF AUSTRALIA
2.25%/09-30.04.2013
755,455 782,651.24 0.05
EUR COMMONWEALTH BANK OF AUSTRALIA
4.25%/09-10.11.2016
192,693 275,174.97 0.02
CHF COUNCIL OF EUROPE DEVELOPMENT BANK
1.875%/09-07.02.2014
3,021,819 3,135,137.68 0.19
USD COUNCIL OF EUROPE DEVELOPMENT BANK
5.125%/07-20.04.2017
139,492 159,990.62 0.01
CHF CREDIT AGRICOLE LONDON 2%/10-08.04.2015 3,777,274 3,841,487.97 0.24
EUR CREDIT SUISSE GROUP FINANCE 2.875%/10-
24.09.2015
578,080 771,399.73 0.05
EUR CREDIT SUISSE LONDON (reg. -S-) S. 24
4.75%/09-05.08.2019
385,387 557,186.28 0.03
CHF CREDIT SUISSE LONDON 2.125%/10-
05.02.2015
3,777,274 3,856,597.07 0.24
CHF CREDIT SUISSE LONDON 3%/07-04.06.2012 1,133,182 1,170,577.31 0.07
EUR CREDIT SUISSE LONDON 3.875%/10-
25.01.2017
578,080 798,462.33 0.05
USD CREDIT SUISSE NEW YORK BRANCH T. 2
3.45%/09-02.07.2012
139,492 141,269.31 0.01
CHF CREDIT SUISSE NEW YORK BRANCH
4.875%/08-14.03.2018
2,644,092 2,964,027.15 0.18
USD CREDIT SUISSE NEW YORK BRANCH 5.5%/09-
01.05.2014
46,730 51,139.80 0.00
USD CREDIT SUISSE NEW YORK 3.5%/10-
23.03.2015
139,492 143,323.66 0.01
CHF CRH 1.5%/10-21.09.2015 3,777,274 3,852,819.80 0.24
CHF DANSKE BANK 2.75%/09-09.01.2015 1,133,182 1,199,473.46 0.07
EUR DENMARK 1.75%/10-05.10.2015 289,040 385,314.36 0.02
EUR DENMARK 3.125%/09-17.03.2014 1,353,377 1,906,331.18 0.12
CHF DEUTSCHE BAHN FINANCE 2.125%/04-
29.12.2011
1,888,637 1,925,276.72 0.12
ITL DEUTSCHE BANK 0%/96-15.10.2021 1,637,893,374 691,434.69 0.04
ITL DEUTSCHE BANK 0%/96-15.10.2026 1,926,933,381 608,456.17 0.04
CHF DEUTSCHE BANK 2%/10-05.03.2015 1,888,637 1,924,521.26 0.12
EUR DEUTSCHE TELEKOM INTERNATIONAL
FINANCE 4.25%/10-13.07.2022
308,309 421,570.01 0.03
USD DEVELOPMENT BANK OF JAPAN 5.125%/07-
01.02.2017
139,492 159,758.95 0.01
CHF DEXIA BIL 2.75%/06-14.06.2016 3,966,138 3,478,303.05 0.22
USD DEXIA CLF (reg. -S-) 2%/10-05.03.2013 139,492 137,409.32 0.01
CHF DEXIA CLF 2.125%/06-29.03.2012 1,888,637 1,898,080.34 0.12
CHF DEXIA CLF 2.125%/09-07.12.2012 7,554,549 7,610,263.41 0.48
GBP DEXIA CLF 2.5%/09-27.10.2011 67,169 104,545.15 0.01
CHF DEXIA MUNICIPAL AGENCY 2.5%/09-
02.05.2018
1,888,637 1,971,737.19 0.12
CHF DEXIA MUNICIPAL AGENCY 2.625%/09-
12.08.2019
3,777,274 3,960,472.11 0.25
CHF DEXIA MUNICIPAL AGENCY 3.5%/07-
09.08.2017
3,399,547 3,780,296.13 0.23
USD DEXIA MUNICIPAL AGENCY 5.125%/07-
31.05.2012
104,619 108,443.39 0.01
CHF DNB NOR BANK ASA 3.625%/08-24.06.2011 5,000,000 5,115,000.00 0.32
CHF DNB NOR BOLIGKREDITT 1.625%/10-
24.04.2015
3,777,274 3,845,265.25 0.24
CHF DNB NOR BOLIGKREDITT 2.25%/10-
26.03.2018
3,777,274 3,896,258.45 0.24
EUR DNB NOR BOLIGKREDITT 3.375%/10-
20.01.2017
481,733 672,902.66 0.04
EUR DRESDNER BANK LUXEMBOURG 6.25%/01-
26.02.2016
350,220 495,718.23 0.03
EUR DZ BANK 6.25%/01-26.02.2016 86,712 126,778.79 0.01
GBP EBRD 5.625%/98-07.12.2028 223,898 420,421.10 0.03
CHF EDF 2.25%/10-29.09.2017 4,532,729 4,646,047.40 0.29
CHF EDF 3.375%/08-18.12.2013 755,455 807,958.97 0.05
EUR EDF 4.625%/10-26.04.2030 144,520 202,527.70 0.01
EUR EIB (reg. -S-) S. 1510/0100 4.25%/09-
15.04.2019
300,751 453,031.69 0.03
USD EIB 0%/96-06.11.2026 627,713 321,147.79 0.02
CHF EIB 1.75%/10-21.04.2017 1,888,637 1,940,574.68 0.12
CHF EIB 2%/09-24.04.2014 1,888,637 1,971,737.19 0.12
CHF EIB 2%/10-24.08.2022 1,888,637 1,924,521.26 0.12
USD EIB 3%/09-08.04.2014 209,238 217,765.77 0.01
EUR EIB 3.125%/09-15.04.2014 481,733 675,472.71 0.04
EUR EIB 3.5%/09-15.04.2016 481,733 688,708.45 0.04
CHF EIB 3.5%/99-28.01.2014 14,772,920 16,132,028.44 1.01
GBP EIB 4.75%/05-06.06.2012 111,949 182,910.93 0.01
EUR EIB 5.625%/99-15.02.2028 963,467 1,679,268.97 0.10
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 44
Valuation % of net
(in CHF) assets
CHF EKSPORTFINANS 2.375%/03-26.06.2013 770,564 804,854.06 0.05
CHF EKSPORTFINANS 2.875%/09-16.11.2016 1,888,637 2,052,514.20 0.13
CHF ENERGIE BEHEER NEDERLAND 2.125%/10-
27.04.2020
5,665,911 5,892,547.92 0.37
CHF E.ON INTERNATIONAL FINANCE 3%/07-
17.12.2010
125,000 126,015.63 0.01
CHF E.ON INTERNATIONAL FINANCE 3.375%/09-
11.02.2014
944,319 1,003,810.65 0.06
GBP E.ON INTERNATIONAL FINANCE 5.125%/09-
27.01.2014
33,585 56,653.96 0.00
EUR EUROFIMA 4%/09-27.10.2021 674,427 987,759.17 0.06
USD EUROFIMA 5.25%/06-07.04.2016 209,238 237,635.14 0.01
CHF EUROHYPO FRN 10-30.04.2013 944,319 939,833.06 0.06
CHF EUROHYPO 4%/99-01.09.2014 12,593,433 13,893,704.46 0.87
EUR EUROPEAN COMMUNITY 3.125%/09-
27.01.2015
385,387 540,840.77 0.03
EUR EUROPEAN COMMUNITY 3.25%/09-07.11.2014 601,501 847,739.66 0.05
EUR EUROPEAN COMMUNITY 3.625%/09-
06.04.2016
289,040 415,807.97 0.03
EUR EUROPEAN UNION 3.375%/10-10.05.2019 216,780 307,403.37 0.02
CHF EVN ENERGIE-VERSORGUNG
NIEDEROESTERREICH 3.625%/09-20.02.2014
1,133,182 1,204,006.19 0.07
CHF EXPORT DEVELOPMENT CANADA 2.25%/08-
20.05.2011
3,590,000 3,634,875.00 0.23
USD EXPORT DEVELOPMENT CANADA 3.125%/09-
24.04.2014
69,746 73,031.50 0.00
CHF EXPORT IMPORT BANK OF KOREA 2.5%/09-
26.10.2012
1,133,182 1,149,613.44 0.07
EUR FINANCE FOR DANISH INDUSTRY 2.125%/10-
21.03.2013
481,733 651,314.26 0.04
EUR FINLAND 1.75%/10-15.04.2016 481,733 641,226.83 0.04
EUR FINLAND 3.375%/10-15.04.2020 1,059,813 1,511,059.37 0.09
EUR FINLAND 3.875%/06-15.09.2017 481,733 714,537.43 0.04
EUR FINLAND 4.375%/08-04.07.2019 300,751 462,337.81 0.03
EUR FINLAND 5.375%/02-04.07.2013 1,503,753 2,237,079.61 0.14
EUR FORTIS BANK 3.375%/09-19.05.2014 385,387 541,788.09 0.03
EUR FRANCE BTAN 2.5%/10-15.01.2015 481,733 666,670.29 0.04
EUR FRANCE OAT I/L 1%/05-25.07.2017 601,501 899,530.66 0.06
EUR FRANCE OAT I/L 1.6%/03-25.07.2011 300,751 456,720.95 0.03
EUR FRANCE OAT I/L 1.6%/04-25.07.2015 1,503,753 2,394,069.09 0.15
EUR FRANCE OAT I/L 2.1%/07-25.07.2023 300,751 473,437.65 0.03
EUR FRANCE OAT I/L 2.25%/03-25.07.2020 300,751 514,572.39 0.03
EUR FRANCE OAT I/L 2.50%/03-25.07.2013 1,503,753 2,463,791.30 0.15
EUR FRANCE OAT I/L 3%/01-25.07.2012 300,751 505,517.85 0.03
EUR FRANCE OAT 3.5%/10-25.04.2020 337,213 481,736.11 0.03
EUR FRANCE OAT 3.75%/06-25.04.2017 481,733 705,221.01 0.04
EUR FRANCE OAT 4%/08-25.04.2018 578,080 859,295.35 0.05
EUR FRANCE OAT 4.25%/03-25.04.2019 481,733 728,801.19 0.05
CHF FRANCE TELECOM 2.75%/06-11.04.2012 2,266,365 2,330,955.98 0.14
CHF FRANCE TELECOM 3.375%/09-06.09.2013 3,777,274 4,002,464.07 0.25
CHF GDF SUEZ 3.5%/08-19.12.2012 1,699,773 1,789,861.43 0.11
USD GECC T. 827 3.5%/10-29.06.2015 69,746 71,347.78 0.00
CHF GECC 2%/10-15.01.2015 742,234 749,656.75 0.05
CHF GECC 2.625%/10-20.01.2016 1,510,910 1,556,048.15 0.10
CHF GECC 2.75%/07-27.12.2013 755,455 786,315.19 0.05
CHF GECC 3%/04-16.10.2015 377,727 396,236.08 0.02
CHF GECC 3.125%/04-06.12.2019 3,777,274 3,864,151.62 0.24
CHF GECC 3.375%/06-19.06.2018 1,510,910 1,575,123.39 0.10
CHF GECC 4%/08-26.08.2013 3,399,547 3,639,214.93 0.23
CHF GECC 4.5%/08-09.10.2018 1,322,046 1,487,301.76 0.09
USD GENERAL ELECTRIC 5%/03-01.02.2013 69,746 72,677.17 0.00
EUR GLAXOSMITHKLINE CAPITAL 3.875%/09-
06.07.2015
289,040 412,299.85 0.03
USD HSBC BANK (reg. -S-) 1.625%/10-12.08.2013 76,720 75,385.50 0.00
EUR HSH NORDBANK S. 751 2.25%/09-23.07.2012 240,867 326,492.40 0.02
EUR HSH NORDBANK 2.75%/09-20.01.2012 240,867 327,745.29 0.02
CHF HYPO INVESTMENTBANK 1.75%/09-
30.11.2012
1,888,637 1,922,632.62 0.12
CHF HYPO PFANDBRIEF BANK INTERNATIONAL
3%/06-16.06.2016
3,021,819 3,082,255.84 0.19
CHF HYUNDAI CAPITAL SERVICES 2.25%/10-
15.10.2014
1,888,637 1,888,542.72 0.12
CHF HYUNDAI CAPITAL SERVICES 3%/10-
16.07.2015
736,568 756,824.12 0.05
USD IADB T. 28 3%/09-22.04.2014 139,492 145,490.62 0.01
USD IADB T. 35 3.875%/10-14.02.2020 139,492 150,437.52 0.01
USD IBM 8.375%/89-01.11.2019 209,238 281,965.08 0.02
EUR IKB DEUTSCHE INDUSTRIEBANK 2.125%/09-
10.09.2012
337,213 456,594.62 0.03
EUR IKB DEUTSCHE INDUSTRIEBANK 2.875%/09-
27.01.2012
289,040 394,177.16 0.02
CHF ILE DE FRANCE 2.5%/09-28.09.2015 1,888,637 2,016,120.16 0.13
CHF ILE DE FRANCE 2.75%/08-15.05.2015 6,874,639 7,410,861.10 0.47
USD ING BANK (reg. -S-) 3%/10-01.09.2015 69,746 68,084.60 0.00
CHF ING BANK 2.125%/10-07.10.2016 3,777,274 3,767,831.12 0.23
EUR ING BANK 5.25%/99-07.06.2019 144,520 212,088.66 0.01
EUR INSTITUTO DE CREDITO OFFICIAL 3.75%/10-
28.07.2015
529,907 709,307.38 0.04
EUR INSTITUTO DE CREDITO OFICIAL 3.75%/10-
15.07.2013
481,733 653,241.80 0.04
EUR INSTITUTO DE CREDITO OFICIAL 4.125%/10-
28.09.2017
240,867 320,356.41 0.02
EUR INTERNATIONAL BANK FOR RECONSTRUCTION
& DEVELOPMENT 3.875%/09-20.05.2019
782,484 1,153,011.08 0.07
USD INTERNATIONAL BANK FOR RECONSTRUCTION
& DEVELOPMENT 9.25%/86-20.03.2016
139,492 188,016.92 0.01
EUR ITALY BTP I/l 2.1%/10-15.09.2021 1,052,627 1,394,979.33 0.09