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
USD SASKATCHEWAN 8%/93-01.02.2013 348,729 394,971.06 0.02
USD SFEF (reg. -S-) 2.125%/09-30.01.2012 139,492 139,052.84 0.01
USD SFEF (reg. -S-) 3.375%/09-05.05.2014 69,746 73,167.77 0.00
EUR SFEF 3%/09-07.04.2014 385,387 537,139.91 0.03
EUR SFEF 3.125%/09-30.06.2014 481,733 675,344.20 0.04
USD SIEMENS FINANCIERINGSMAATSCHAPPIJ
5.625%/06-16.03.2016
90,670 102,346.30 0.01
CHF SNCF 2.625%/06-13.12.2021 1,133,182 1,219,304.15 0.08
CHF SNCF 2.75%/09-11.06.2018 1,133,182 1,230,635.97 0.08
EUR SNS BANK 3.625%/10-10.03.2017 289,040 402,315.22 0.03
CHF SOCIETE GENERALE 1.875%/10-20.10.2014 3,777,274 3,826,631.95 0.24
GBP SOCIETE GENERALE 3.875%/10-17.12.2015 111,949 176,258.37 0.01
AUD SOUTH AUSTRALIAN GOVERNMENT
FINANCING AUTHORITY 0%/90-21.12.2015
3,800,000 2,688,424.54 0.17
CHF SPI AUSTRALIA ASSETS 2.25%/10-09.08.2016 1,888,637 1,903,746.25 0.12
CHF SPI ELECTRICITY & GAS AUSTRALIA HOLDINGS
2.375%/10-08.09.2015
1,888,637 1,929,715.01 0.12
CHF STADSHYPOTEK 2%/10-01.12.2016 1,888,637 1,939,630.36 0.12
CHF STATNETT 3%/08-21.11.2011 2,313,581 2,373,039.53 0.15
CHF SWEDBANK MORTGAGE 1.25%/10-22.04.2013 3,278,674 3,329,493.55 0.21
EUR SWEDBANK MORTGAGE 3.625%/09-
05.10.2016
192,693 270,600.29 0.02
USD SWEDEN 1.75%/10-07.05.2013 69,746 69,897.10 0.00
EUR SWEDEN 3.125%/09-07.05.2014 481,733 679,713.29 0.04
GBP SWEDEN 9.75%/85-15.09.2014 324,652 640,245.06 0.04
CHF SWEDISH COVERED BOND CORPORATION
2.75%/07-14.06.2013
755,455 795,116.24 0.05
CHF SWEDISH EXPORT CREDIT 2.625%/07-
09.02.2017
1,888,637 2,019,897.44 0.13
CHF SWEDISH EXPORT CREDIT 2.625%/09-
28.12.2015
3,777,274 4,030,351.69 0.25
CHF SWEDISH EXPORT CREDIT 3.5%/08-
15.07.2013
3,399,547 3,651,113.35 0.23
EUR TERRA BOLIGKREDITT 2%/10-14.09.2012 289,040 387,704.50 0.02
GBP TORONTO DOMINION BANK 6.875%/08-
24.06.2011
67,169 107,409.54 0.01
CHF TOTAL CAPITAL 1.625%/05-12.07.2011 5,000,000 5,044,000.00 0.31
USD TOYOTA MOTOR CREDIT T. 824 1.375%/10-
12.08.2013
139,492 137,522.44 0.01
CHF TOYOTA MOTOR CREDIT 2%/06-21.02.2012 375,839 381,025.37 0.02
CHF TOYOTA MOTOR CREDIT 3.625%/08-
06.08.2012
944,319 990,590.19 0.06
CHF TOYOTA MOTOR CREDIT 4%/09-03.02.2012 1,888,637 1,965,315.82 0.12
EUR UBS AG LONDON BRANCH 3.5%/10-
15.07.2015
192,693 263,841.07 0.02
EUR UBS AG LONDON BRANCH 4%/10-08.04.2022 192,693 275,252.08 0.02
ITL UBS FINANCE 0%/97-29.01.2027 963,466,691 290,911.10 0.02
CHF UBS JERSEY BRANCH FIX-TO-FRN 2.75%/06-
23.10.2018
3,758,388 3,758,387.94 0.23
EUR UBS LONDON 3%/09-06.10.2014 578,080 794,838.56 0.05
EUR UBS LONDON 3.875%/09-02.12.2019 289,040 411,104.78 0.03
CHF UNILEVER 3.625%/08-02.12.2011 755,455 781,140.33 0.05
GBP UNILEVER 4.75%/09-16.06.2017 33,585 57,577.39 0.00
GBP UNITED KINGDOM 2.25%/09-07.03.2014 447,796 713,360.22 0.04
GBP UNITED KINGDOM 3.25%/08-07.12.2011 223,898 355,525.97 0.02
GBP UNITED KINGDOM 4%/06-07.09.2016 783,643 1,335,759.71 0.08
GBP UNITED KINGDOM 4.25%/00-07.06.2032 335,847 551,621.60 0.03
GBP UNITED KINGDOM 4.25%/03-07.03.2036 156,729 255,953.24 0.02
GBP UNITED KINGDOM 4.25%/06-07.12.2046 179,118 293,438.63 0.02
GBP UNITED KINGDOM 4.25%/08-07.12.2049 156,729 257,354.39 0.02
GBP UNITED KINGDOM 4.5%/07-07.12.2042 223,898 381,488.38 0.02
GBP UNITED KINGDOM 4.5%/08-07.03.2013 268,678 449,629.42 0.03
GBP UNITED KINGDOM 4.5%/09-07.09.2034 559,745 947,716.44 0.06
GBP UNITED KINGDOM 4.75%/04-07.12.2038 335,847 593,765.72 0.04
GBP UNITED KINGDOM 5%/01-07.03.2025 335,847 607,023.65 0.04
GBP UNITED KINGDOM 5%/02-07.09.2014 313,457 548,561.93 0.03
GBP UNITED KINGDOM 5%/07-07.03.2018 447,796 805,099.65 0.05
USD US I/L S. C-2012 3%/02-15.07.2012 798,689 1,004,649.44 0.06
USD US I/L 1.25%/10-15.07.2020 931,804 957,939.37 0.06
USD US I/L 1.375%/08-15.01.2020 1,597,378 1,676,552.25 0.10
USD US I/L 1.375%/08-15.07.2018 532,459 563,708.66 0.04
USD US I/L 1.625%/05-15.01.2015 798,689 952,691.52 0.06
USD US I/L 1.625%/08-15.01.2018 665,574 735,026.15 0.05
USD US I/L 1.875%/03-15.07.2013 798,689 984,523.99 0.06
USD US I/L 1.875%/05-15.07.2015 798,689 952,177.51 0.06
USD US I/L 2%/04-15.01.2014 798,689 988,248.98 0.06
USD US I/L 2%/04-15.07.2014 798,689 976,628.75 0.06
USD US I/L 2%/06-15.01.2016 798,689 941,311.73 0.06
USD US I/L 2%/07-15.04.2012 266,230 289,237.84 0.02
USD US I/L 2.125%/09-15.01.2019 798,689 893,400.18 0.06
USD US I/L 2.375%/06-15.04.2011 532,459 578,366.50 0.04
USD US I/L 2.375%/07-15.01.2017 931,804 1,110,826.30 0.07
USD US I/L 2.5%/06-15.07.2016 931,804 1,115,235.42 0.07
USD US I/L 2.625%/07-15.07.2017 665,574 789,966.90 0.05
USD US I/L 3.5%/01-15.01.2011 532,459 657,423.60 0.04
USD US S. F-2019 3.375%/09-15.11.2019 1,115,933 1,174,547.87 0.07
USD US S. N-2014 2.625%/09-30.06.2014 1,673,900 1,741,124.54 0.11
USD US S. Q-2016 3.125%/09-31.10.2016 1,673,900 1,775,108.92 0.11
USD US S. T-2011 1.125%/08-15.12.2011 348,729 343,969.41 0.02
USD US S. W-2012 1.375%/09-15.03.2012 976,442 968,703.88 0.06
USD US 4.5%/08-15.05.2038 139,492 156,698.65 0.01
USD US 5.25%/98-15.11.2028 278,983 344,315.43 0.02
USD US 6.25%/00-15.05.2030 299,907 414,500.84 0.03
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 46
Valuation % of net
(in CHF) assets
USD US 7.5%/86-15.11.2016 1,115,933 1,459,880.38 0.09
USD US 7.875%/91-15.02.2021 557,967 807,789.12 0.05
CHF VATTENFALL 3.375%/08-27.02.2015 1,888,637 2,026,507.67 0.13
CHF VORARLBERGER LHB 1.5%/10-23.05.2014 1,888,637 1,922,160.46 0.12
CHF VORARLBERGER LHB 2.375%/06-09.08.2017 3,777,274 3,892,481.18 0.24
CHF VORARLBERGER LHB 2.5%/05-15.02.2016 1,888,637 1,969,848.55 0.12
CHF VP BANK 2.5%/10-27.05.2016 4,532,729 4,555,392.82 0.28
CHF VTB CAPITAL 4%/10-16.08.2013 3,777,274 3,826,378.88 0.24
CHF WESTPAC BANKING 2.5%/10-16.02.2017 1,888,637 1,948,418.19 0.12
CHF WESTPAC BANKING 4.375%/08-27.08.2012 1,888,637 2,010,454.25 0.12
CHF WORLDBANK 0%/85-21.10.2015 6,260,832 5,905,529.94 0.37
USD WORLDBANK 3.5%/08-08.10.2013 139,492 147,044.19 0.01
USD WORLDBANK 7.625%/93-19.01.2023 209,238 296,364.23 0.02
USD WORLDBANK 8.625%/86-15.10.2016 69,746 92,562.14 0.01
CHF WUERTH FINANCE INTERNATIONAL 4.25%/08-
18.07.2012
1,888,637 1,987,318.45 0.12
USD ZURICH FINANCE LUXEMBOURG 3.25%/09-
30.09.2013
69,746 71,212.18 0.00
Bonds
Securities listed on a stock exchange or other organised markets:
690,259,733.06 42.90
Bonds 690,259,733.06 42.90
Securities listed on a stock exchange or other organised markets: Investment funds
Fund units (Closed-End)
GBP F&C COMMERCIAL PROPERTY TRUST LIMITED 35,520 50,308.84 0.00
GBP ING UK REAL ESTATE INCOME TRUST 49,708 34,436.52 0.00
GBP IRP PROPERTY INVESTMENTS 10,712 12,862.57 0.00
GBP ISIS PROPERTY TRUST 8,979 13,270.35 0.00
EUR PROLOGIS EUROPEAN PROPERTIES FUND -A1- 18,310 107,938.67 0.02
GBP STANDARD LIFE INVESTMENTS PROPERTY
INCOME FUND
13,900 13,481.62 0.00
GBP UK COMMERCIAL PROPERTY TRUST 46,924 54,901.87 0.00
Fund units (Closed-End) 287,200.44 0.02
Fund units (Open-End)
USD CREDIT SUISSE FUND (LUX) COMMODITY
INDEX PLUS (USD) -D-
10,025 9,375,304.88 0.58
CHF CREDIT SUISSE FUND (LUX) FOREIGN
CORPORATE -F- (CHF)
5,392 5,553,820.85 0.35
CHF CREDIT SUISSE FUND (LUX) FOREIGN
GOVERNMENT 1-5 -F- (CHF)
1,889 1,916,437.89 0.12
CHF CREDIT SUISSE FUND (LUX) FOREIGN
GOVERNMENT 5+ -F- (CHF)
6,363 6,771,057.01 0.42
EUR CREDIT SUISSE SICAV ONE (LUX) EUROPEAN
EQUITY DIVIDEND PLUS -D- EUR
11,436 16,920,666.82 1.05
USD CREDIT SUISSE SICAV ONE (LUX) GLOBAL
CONVERTIBLES -D- USD
7,840 8,091,839.76 0.50
EUR CS ETF (Lux) on MSCI EMU LARGE CAP 60 6,759.05 0.00
EUR DB X-TRACKERS DBLCI - OY BALANCED ETF -
1C-
715,794 27,657,376.47 1.72
USD SPDR S&P 500 TRUST (units) 1 8,457 942,752.41 0.06
Fund units (Open-End)
Securities listed on a stock exchange or other organised markets:
77,236,015.14 4.80
Investment funds 77,523,215.58 4.82
Securities not listed on a stock exchange: Shares (and equity-type securities)
Shares (and equity-type securities)
EUR BGP HOLDINGS (reg. shares) 1,665,640 0.00 0.00
Shares (and equity-type securities)
Securities not listed on a stock exchange: Shares (and equity-type
0.00 0.00
securities) 0.00 0.00
Total of Portfolio 1,579,346,663.67 98.15
Cash at banks 24,682,063.82 1.53
Due to banks -1,096,638.19 -0.07
Other net assets 6,214,539.00 0.39
Total net assets 1,609,146,628.30 100.00