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
EUR ITALY BTP I/L 2.15%/04-15.09.2014 1,503,753 2,384,032.61 0.15
EUR ITALY BTP I/L 2.35%/08-15.09.2019 601,501 843,693.34 0.05
EUR ITALY BTP I/L 2.6%/07-15.09.2023 601,501 865,182.89 0.05
JPY ITALY 4.5%/95-08.06.2015 500,000,000 6,614,779.63 0.42
USD JAPAN FINANCE 1.5%/10-06.07.2012 69,746 69,099.87 0.00
USD JAPAN FINANCE 2.125%/09-05.11.2012 69,746 70,100.15 0.00
CHF JP MORGAN CHASE 2.75%/07-23.01.2014 1,133,182 1,175,110.04 0.07
EUR JP MORGAN CHASE 3.875%/10-23.09.2020 96,347 128,887.88 0.01
CHF KFW INTERNATIONAL FINANCE 3.625%/02-
16.05.2012
3,399,547 3,578,023.09 0.22
EUR KFW S. 213 5.5%/98-22.01.2018 578,080 930,358.19 0.06
USD KFW 1.375%/10-15.07.2013 69,746 69,188.45 0.00
EUR KFW 2.25%/10-21.09.2017 385,387 512,261.85 0.03
CHF KFW 2.75%/08-30.08.2011 5,000,000 5,100,000.00 0.32
CHF KFW 2.875%/08-02.05.2014 1,888,637 2,029,340.62 0.13
GBP KFW 3.75%/09-07.09.2016 111,949 184,875.67 0.01
EUR KFW 3.875%/09-21.01.2019 289,040 425,021.59 0.03
USD KFW 4%/10-27.01.2020 69,746 75,470.88 0.00
USD KFW 4.375%/05-21.07.2015 209,238 230,787.16 0.01
GBP KFW 5.75%/99-07.12.2011 96,276 156,503.02 0.01
USD KOMMUNALBANKEN (reg. -S-) 2.75%/10-
05.05.2015
139,492 143,078.50 0.01
CHF KOMMUNALBANKEN 2%/09-19.12.2014 1,888,637 1,966,071.28 0.12
CHF KOMMUNALBANKEN 2.875%/09-09.05.2017 1,888,637 2,055,781.54 0.13
CHF KOMMUNALKREDIT AUSTRIA 2.5%/06-
14.02.2022
3,777,274 3,488,312.82 0.22
CHF KOMMUNALKREDIT AUSTRIA 3.375%/06-
22.06.2026
1,888,637 1,924,521.26 0.12
CHF KOMMUNALKREDIT 2.75%/03-07.05.2013 1,888,637 1,994,400.84 0.12
USD KOMMUNEKREDIT 1.25%/10-03.09.2013 202,263 198,255.50 0.01
CHF KOMMUNEKREDIT 1.375%/10-21.01.2015 3,777,274 3,835,822.06 0.24
CHF KOMMUNINVEST I SVERIGE 2.5%/09-
04.12.2015
3,399,547 3,620,517.43 0.22
CHF KOMMUNINVEST I SVERIGE 2.625%/07-
07.12.2016
1,888,637 2,030,284.94 0.13
CHF KOREA DEVELOPMENT BANK 1.75%/10-
01.10.2014
3,777,274 3,747,056.11 0.23
CHF LAND NIEDEROESTERREICH 2.125%/10-
15.08.2017
1,888,637 1,953,795.14 0.12
GBP LANDESBANK BADEN-WUERTTEMBERG S.
5268 2.5%/09-07.12.2012
111,949 175,982.61 0.01
CHF LANDESBANK BADEN-WUERTTEMBERG
2.75%/07-13.03.2012
3,021,819 3,086,788.57 0.19
EUR LANDWIRTSCHAFTLICHE RENTENBANK S.
1013 2%/10-15.06.2015
578,080 778,184.65 0.05
GBP LANDWIRTSCHAFTLICHE RENTENBANK S. 838
5.25%/07-18.01.2012
111,949 181,738.97 0.01
JPY LANDWIRTSCHAFTLICHE RENTENBANK S. 875
1.5%/07-20.06.2014
500,000,000 6,081,753.49 0.39
CHF LANDWIRTSCHAFTLICHE RENTENBANK
1.75%/10-16.01.2017
3,777,274 3,881,149.35 0.24
CHF LANDWIRTSCHAFTLICHE RENTENBANK
3.25%/02-28.08.2012
755,455 796,249.42 0.05
USD LB BADEN-WUERTTEMBERG 2%/10-
15.07.2013
69,746 69,045.36 0.00
EUR L-BANK BW FOERDERBANK 3.25%/09-
29.01.2014
289,040 405,219.63 0.03
USD LLOYDS TSB BANK (reg. -S-) T. 1 4.375%/10-
12.01.2015
139,492 139,657.91 0.01
CHF LLOYDS TSB BANK 2.5%/10-23.03.2015 3,777,274 3,753,035.54 0.23
CHF LVMH 3.625%/08-02.12.2011 3,399,547 3,510,032.15 0.22
CHF MANITOBA 2.25%/09-05.05.2014 1,510,910 1,589,854.76 0.10
CHF MCDONALD'S 3.25%/07-12.12.2012 1,888,637 1,993,456.52 0.12
CHF METROPOLITAN LIFE GLOBAL FUNDING I
3.125%/06-27.06.2016
2,644,092 2,693,007.72 0.17
USD MICROSOFT 1.625%/10-25.09.2015 69,746 68,173.18 0.00
CHF MORGAN STANLEY 2%/05-17.11.2011 1,133,182 1,136,581.84 0.07
CHF MORGAN STANLEY 2.5%/05-17.11.2015 1,133,182 1,110,518.65 0.07
CHF MORGAN STANLEY 2.875%/06-21.08.2013 755,455 773,585.78 0.05
EUR MUENCHENER HYPOTHEKENBANK 1.5%/10-
04.10.2013
289,040 383,965.08 0.02
CHF NATIONAL AUSTRALIA BANK 2.25%/10-
14.07.2017
5,665,911 5,719,737.62 0.36
EUR NATIONAL AUSTRALIA BANK 3.5%/09-
23.01.2015
337,213 463,610.85 0.03
EUR NATIONAL AUSTRALIA BANK 4.75%/09-
15.07.2016
192,693 279,852.46 0.02
GBP NATIONAL AUSTRALIA BANK 5.375%/09-
08.12.2014
44,780 76,652.66 0.00
CHF NATIXIS 2.375%/03-19.12.2013 1,888,637 1,967,959.92 0.12
EUR NATIXIS 7.75%/93-01.06.2019 218,707 393,659.29 0.02
CHF NEDERLANDEN FINANCIERINGS MAAT
2.625%/08-22.09.2015
944,319 1,007,587.92 0.06
CHF NEDERLANDS WATERSCHAPSBANK
2.25%/09-13.05.2014
5,665,911 5,940,708.17 0.37
EUR NEDERLANDS WATERSCHAPSBANK
3.375%/10-01.02.2017
289,040 408,201.53 0.03
EUR NEDERLANDS WATERSCHAPSBANK
4.25%/08-21.11.2013
192,693 276,823.15 0.02
USD NEDERLANDSE WATERSBANK 2%/10-
09.09.2015
209,238 205,316.76 0.01
GBP NEDERLANDSE WATERSCHAPSBANK (reg. -S-)
S. 1171 2.375%/10-10.12.2013
111,949 176,809.87 0.01
CHF NEDERLANDSE WATERSCHAPSBANK
1.75%/10-22.07.2016
3,777,274 3,886,815.26 0.24
CHF NEDERLANDSE WATERSCHAPSBANK
2.5%/05-20.04.2015
1,888,637 2,007,621.30 0.12
EUR NEDERLANDSE WATERSCHAPSBANK
3.125%/09-20.01.2012
289,040 394,759.28 0.02
CHF NESTLE FINANCE INTERNATIONAL 1.25%/09-
24.04.2012
3,777,274 3,824,490.24 0.24
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 45
Valuation % of net
(in CHF) assets
CHF NESTLE FINANCE INTERNATIONAL 2%/09-
05.08.2013
4,910,457 5,097,053.95 0.32
CHF NESTLE FINANCE INTERNATIONAL 2.125%/09-
12.08.2014
908,434 952,947.76 0.06
CHF NESTLE FINANCE INTERNATIONAL 2.125%/09-
29.05.2015
2,644,092 2,781,584.80 0.17
USD NESTLE HOLDINGS 2.125%/10-12.03.2014 209,238 211,224.42 0.01
EUR NETHERLANDS 2.75%/09-15.01.2015 770,773 1,079,933.92 0.07
EUR NETHERLANDS 3.75%/04-15.07.2014 192,693 279,801.06 0.02
EUR NETHERLANDS 3.75%/06-15.01.2023 192,693 285,378.06 0.02
EUR NETHERLANDS 4%/06-15.07.2016 289,040 430,148.83 0.03
EUR NETHERLANDS 4%/08-15.07.2018 481,733 721,219.55 0.04
EUR NETHERLANDS 4%/09-15.07.2019 300,751 451,507.41 0.03
EUR NETHERLANDS 4.25%/03-15.07.2013 1,503,753 2,178,916.35 0.14
EUR NETHERLANDS 4.5%/07-15.07.2017 240,867 369,604.94 0.02
CHF NEW BRUNSWICK 2.875%/09-04.03.2016 3,777,274 4,097,870.47 0.25
CAD NEW BRUNSWICK 7.75%/94-13.01.2014 2,650,000 2,961,664.04 0.18
CHF NEW YORK LIFE FUNDING 2.375%/06-
22.02.2016
3,021,819 3,085,277.66 0.19
EUR NORDEA BANK 3%/09-06.08.2012 192,693 262,607.44 0.02
GBP NORDEA BANK 3.875%/10-15.12.2015 89,559 142,785.30 0.01
CHF NORDIC INVESTMENT BANK 2.5%/09-
11.04.2018
1,888,637 2,021,786.07 0.13
USD NORDIC INVESTMENT BANK 2.5%/10-
15.07.2015
139,492 142,669.66 0.01
EUR NORDIC INVESTMENT BANK 3%/09-
08.04.2014
192,693 269,418.07 0.02
EUR NORDRHEIN-WESTFALEN R. 239 7%/93-
21.12.2018
147,784 259,565.22 0.02
EUR NORDRHEIN-WESTFALEN S. 1063 1.25%/10-
13.09.2013
289,040 382,268.85 0.02
CHF NORDRHEIN-WESTFALEN 2.875%/08-
02.05.2012
1,888,637 1,961,349.69 0.12
USD NOVARTIS CAPITAL 4.125%/09-10.02.2014 61,028 65,184.90 0.00
USD NRW.BANK 1.375%/10-26.08.2013 139,492 136,945.98 0.01
EUR NRW.BANK 2.375%/10-04.06.2015 481,733 652,278.03 0.04
CHF OEBB-INFRASTRUKTUR BAU 2.75%/08-
02.12.2013
1,888,637 1,991,567.88 0.12
CHF OEKB 2.625%/06-22.11.2024 1,510,910 1,594,009.76 0.10
CHF OEKB 2.75%/08-14.07.2014 1,888,637 2,011,398.57 0.12
CHF OEKB 2.875%/05-25.02.2030 1,888,637 2,084,111.10 0.13
CHF OEKB 3%/03-23.10.2015 1,888,637 2,050,115.63 0.13
CHF OEKB 3%/07-05.12.2013 1,133,182 1,207,972.32 0.08
GBP OESTERREICHISCHE POSTSPARKASSE
6.125%/99-20.10.2014
44,780 78,189.98 0.00
CHF PFANDBRIEFBANK SCHWEIZERISCHER
HYPOTHEKARINSTITUTE S. 434 3%/08-
30.01.2015
566,591 615,034.69 0.04
CHF PFANDBRIEFSTELLE DER
OESTERREICHISCHEN LHB 2.125%/05-
07.11.2016
1,133,182 1,158,678.89 0.07
CHF PFANDBRIEFSTELLE DER
OESTERREICHISCHEN LHB 2.25%/05-
18.02.2013
1,888,637 1,949,073.54 0.12
CHF PFANDBRIEFSTELLE DER
OESTERREICHISCHEN LHB 2.875%/03-
21.07.2017
3,021,819 3,218,237.71 0.20
USD PFIZER 5.35%/09-15.03.2015 69,746 78,434.93 0.00
CHF PHILIP MORRIS INTERNATIONAL 3.25%/09-
11.03.2013
3,777,274 3,960,472.11 0.25
CHF PHILIP MORRIS 4%/08-18.09.2012 3,399,547 3,593,321.05 0.22
EUR POHJOLA BANK 3.125%/10-25.03.2015 385,387 524,598.07 0.03
USD PROCTER & GAMBLE 1.375%/10-01.08.2012 139,492 138,559.51 0.01
CHF PROVINCE OF ONTARIO 2.375%/10-07.05.2020 1,888,637 1,980,236.06 0.12
CHF PROVINCE OF ONTARIO 2.5%/09-04.12.2019 3,777,274 4,009,576.68 0.25
USD PROVINCE OF ONTARIO 2.7%/10-16.06.2015 139,492 142,737.80 0.01
EUR PROVINCE OF ONTARIO 3%/10-28.09.2020 289,040 387,897.25 0.02
CHF PROVINCE OF ONTARIO 3.375%/08-01.12.2015 3,777,274 4,185,219.93 0.26
CHF QUEBEC 2.25%/05-05.10.2015 729,014 761,819.57 0.05
CHF QUEBEC 3.125%/09-11.12.2015 1,510,910 1,641,603.41 0.10
CHF QUEBEC 3.875%/09-11.12.2018 755,455 871,794.91 0.05
EUR RABOBANK (reg. -S-) S. 2256A 4.125%/10-
14.07.2025
481,733 665,192.52 0.04
USD RABOBANK (reg. -S-) T. 39 4.2%/09-13.05.2014 97,644 103,074.03 0.01
JPY RABOBANK S. 1719A T. 1 1.85%/07-
12.04.2017
170,000,000 2,096,424.46 0.13
CHF RABOBANK 2%/10-16.09.2021 1,888,637 1,855,586.00 0.12
CHF RABOBANK 2.125%/06-13.08.2012 3,021,819 3,098,875.84 0.19
CHF RABOBANK 2.5%/09-19.02.2013 3,777,274 3,923,330.17 0.24
EUR RABOBANK 3%/10-16.02.2015 385,387 528,710.15 0.03
CAD RABOBANK 3.5%/09-02.07.2014 215,000 214,793.32 0.01
CHF RABOBANK 4.25%/00-14.09.2012 3,777,274 4,032,240.33 0.25
EUR RABOBANK 4.375%/09-05.05.2016 674,427 978,134.34 0.06
EUR RABOBANK 4.375%/09-22.01.2014 192,693 275,020.77 0.02
CHF REGIE AUTONOME DES TRANSPORTS PARIS
3.375%/08-21.03.2016
3,777,274 4,209,772.22 0.26
GBP RESEAU FERRE DE FRANCE 5.5%/98-
01.12.2021
291,068 525,755.60 0.03
CHF ROCHE HOLDINGS 2.5%/09-23.03.2012 3,777,274 3,869,817.53 0.24
EUR ROCHE HOLDINGS 4.625%/09-04.03.2013 96,347 136,700.82 0.01
CHF ROYAL BANK OF CANADA FRN 07-13.11.2012 1,888,637 1,891,470.11 0.12
CHF ROYAL BANK OF SCOTLAND GROUP
2.25%/09-09.10.2012
1,510,910 1,526,774.28 0.09
USD ROYAL BANK OF SCOTLAND T. 66 3%/08-
09.12.2011
104,619 104,866.09 0.01
CHF ROYAL BANK OF SCOTLAND 2.75%/10-
08.10.2015
1,888,637 1,877,564.07 0.12
EUR ROYAL BANK OF SCOTLAND 3%/10-
08.09.2015
192,693 256,773.44 0.02