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 (US$)
Statement of Investments in Securities and Other Net Assets (Continued)
Description
Quantity /
Nominal
Valuation % of net
(in USD) assets
USD CFF (reg. -S-) 2.125%/10-22.04.2013 94,354 95,948.43 0.09
CHF CFF 1.75%/09-28.04.2014 52 54.97 0.00
EUR CFF 2%/09-17.02.2012 11,649 16,021.31 0.01
CHF CFF 2.375%/05-24.08.2018 105 111.33 0.00
CHF CFF 2.5%/09-04.03.2013 523 556.03 0.00
EUR CFF 2.625%/10-16.04.2015 27,182 37,624.25 0.03
CHF CFF 3.125%/03-10.10.2014 261 288.48 0.00
CHF CFF 3.25%/08-21.09.2012 1,045 1,121.29 0.00
EUR CIF EUROMORTGAGE 1.875%/09-30.04.2012 11,649 16,002.22 0.01
CHF CIF EUROMORTGAGE 2%/10-30.01.2019 523 537.37 0.00
CHF CIF EUROMORTGAGE 3%/03-23.06.2014 261 286.07 0.00
EUR CIF EUROMORTGAGE 3.5%/10-17.06.2020 11,649 16,323.48 0.02
CHF CITI CREDIT CARD ISSUANCE TRUST 2.5%/05-
23.02.2015
592 606.19 0.00
CHF CITIGROUP (subord.) FIX-TO-FRN 2.75%/06-
06.04.2021
744 679.42 0.00
CHF CITIGROUP 2.75%/06-29.06.2012 209 216.98 0.00
CHF CITIGROUP 3%/07-21.03.2019 366 358.75 0.00
USD CITIGROUP 5.375%/10-09.08.2020 235,885 245,249.25 0.23
CHF COMMONWEALTH BANK OF AUSTRALIA
2.25%/09-30.04.2013
105 110.84 0.00
EUR COMMONWEALTH BANK OF AUSTRALIA
4.25%/09-10.11.2016
7,766 11,352.00 0.01
CHF COUNCIL OF EUROPE DEVELOPMENT BANK
1.875%/09-07.02.2014
418 444.02 0.00
USD COUNCIL OF EUROPE DEVELOPMENT BANK
5.125%/07-20.04.2017
235,885 276,928.55 0.26
CHF CREDIT AGRICOLE LONDON 2%/10-08.04.2015 523 544.06 0.00
EUR CREDIT SUISSE GROUP FINANCE 2.875%/10-
24.09.2015
23,299 31,823.14 0.03
EUR CREDIT SUISSE LONDON (reg. -S-) S. 24
4.75%/09-05.08.2019
15,532 22,986.03 0.02
CHF CREDIT SUISSE LONDON 2.125%/10-
05.02.2015
523 546.20 0.00
CHF CREDIT SUISSE LONDON 3%/07-04.06.2012 157 165.79 0.00
EUR CREDIT SUISSE LONDON 3.875%/10-
25.01.2017
23,299 32,939.58 0.03
USD CREDIT SUISSE NEW YORK BRANCH T. 2
3.45%/09-02.07.2012
235,885 244,523.74 0.23
CHF CREDIT SUISSE NEW YORK BRANCH
4.875%/08-14.03.2018
366 419.79 0.00
USD CREDIT SUISSE NEW YORK BRANCH 5.5%/09-
01.05.2014
79,021 88,518.14 0.08
USD CREDIT SUISSE NEW YORK 3.5%/10-
23.03.2015
235,885 248,079.63 0.23
CHF CRH 1.5%/10-21.09.2015 523 545.66 0.00
CHF DANSKE BANK 2.75%/09-09.01.2015 157 169.88 0.00
EUR DENMARK 1.75%/10-05.10.2015 11,649 15,895.67 0.01
EUR DENMARK 3.125%/09-17.03.2014 42,994 61,988.38 0.06
CHF DEUTSCHE BAHN FINANCE 2.125%/04-
29.12.2011
261 272.67 0.00
ITL DEUTSCHE BANK 0%/96-15.10.2021 66,012,683 28,524.29 0.03
ITL DEUTSCHE BANK 0%/96-15.10.2026 77,661,980 25,101.11 0.02
CHF DEUTSCHE BANK 2%/10-05.03.2015 261 272.56 0.00
EUR DEUTSCHE TELEKOM INTERNATIONAL
FINANCE 4.25%/10-13.07.2022
12,426 17,391.35 0.02
USD DEVELOPMENT BANK OF JAPAN 5.125%/07-
01.02.2017
235,885 276,527.55 0.26
CHF DEXIA BIL 2.75%/06-14.06.2016 549 492.62 0.00
USD DEXIA CLF (reg. -S-) 2%/10-05.03.2013 235,885 237,842.47 0.22
CHF DEXIA CLF 2.125%/06-29.03.2012 261 268.82 0.00
CHF DEXIA CLF 2.125%/09-07.12.2012 1,045 1,077.82 0.00
GBP DEXIA CLF 2.5%/09-27.10.2011 3,364 5,359.23 0.00
JPY DEXIA MUNICIPAL AGENCY 0.8%/05-
21.05.2012
95,000,000 1,134,678.08 1.05
CHF DEXIA MUNICIPAL AGENCY 2.5%/09-
02.05.2018
261 279.25 0.00
CHF DEXIA MUNICIPAL AGENCY 2.625%/09-
12.08.2019
523 560.91 0.00
CHF DEXIA MUNICIPAL AGENCY 3.5%/07-
09.08.2017
470 535.39 0.00
USD DEXIA MUNICIPAL AGENCY 5.125%/07-
31.05.2012
176,913 187,705.19 0.17
CHF DNB NOR BOLIGKREDITT 1.625%/10-
24.04.2015
523 544.59 0.00
CHF DNB NOR BOLIGKREDITT 2.25%/10-
26.03.2018
523 551.82 0.00
EUR DNB NOR BOLIGKREDITT 3.375%/10-
20.01.2017
19,415 27,759.77 0.03
EUR DRESDNER BANK LUXEMBOURG 6.25%/01-
26.02.2016
14,115 20,450.24 0.02
EUR DZ BANK 6.25%/01-26.02.2016 3,495 5,230.10 0.00
GBP EBRD 5.625%/98-07.12.2028 11,213 21,551.78 0.02
CHF EDF 2.25%/10-29.09.2017 627 658.01 0.00
CHF EDF 3.375%/08-18.12.2013 105 114.43 0.00
EUR EDF 4.625%/10-26.04.2030 5,825 8,355.03 0.01
EUR EIB (reg. -S-) S. 1510/0100 4.25%/09-
15.04.2019
9,554 14,731.28 0.01
USD EIB 0%/96-06.11.2026 1,061,481 555,876.28 0.51
CHF EIB 1.75%/10-21.04.2017 261 274.84 0.00
CHF EIB 2%/09-24.04.2014 261 279.25 0.00
CHF EIB 2%/10-24.08.2022 261 272.56 0.00
USD EIB 3%/09-08.04.2014 353,827 376,931.84 0.35
EUR EIB 3.125%/09-15.04.2014 19,415 27,865.79 0.03
EUR EIB 3.5%/09-15.04.2016 19,415 28,411.82 0.03
CHF EIB 3.5%/99-28.01.2014 2,044 2,284.73 0.00
GBP EIB 4.75%/05-06.06.2012 5,607 9,376.45 0.01
EUR EIB 5.625%/99-15.02.2028 38,831 69,276.17 0.06
CHF EKSPORTFINANS 2.375%/03-26.06.2013 107 113.99 0.00
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 64
Valuation % of net
(in USD) assets
CHF EKSPORTFINANS 2.875%/09-16.11.2016 261 290.69 0.00
CHF ENERGIE BEHEER NEDERLAND 2.125%/10-
27.04.2020
784 834.54 0.00
CHF E.ON INTERNATIONAL FINANCE 3.375%/09-
11.02.2014
131 142.17 0.00
GBP E.ON INTERNATIONAL FINANCE 5.125%/09-
27.01.2014
1,682 2,904.22 0.00
EUR EUROFIMA 4%/09-27.10.2021 27,182 40,748.79 0.04
USD EUROFIMA 5.25%/06-07.04.2016 353,827 411,323.82 0.38
CHF EUROHYPO FRN 10-30.04.2013 131 133.11 0.00
CHF EUROHYPO 4%/99-01.09.2014 1,742 1,967.72 0.00
EUR EUROPEAN COMMUNITY 3.125%/09-
27.01.2015
15,532 22,311.72 0.02
EUR EUROPEAN COMMUNITY 3.25%/09-07.11.2014 19,108 27,566.04 0.03
EUR EUROPEAN COMMUNITY 3.625%/09-
06.04.2016
11,649 17,153.64 0.02
EUR EUROPEAN UNION 3.375%/10-10.05.2019 8,737 12,681.55 0.01
CHF EVN ENERGIE-VERSORGUNG
NIEDEROESTERREICH 3.625%/09-20.02.2014
157 170.52 0.00
USD EXPORT DEVELOPMENT CANADA 3.125%/09-
24.04.2014
117,942 126,410.57 0.12
CHF EXPORT IMPORT BANK OF KOREA 2.5%/09-
26.10.2012
157 162.82 0.00
EUR FINANCE FOR DANISH INDUSTRY 2.125%/10-
21.03.2013
19,415 26,869.17 0.02
EUR FINLAND 1.75%/10-15.04.2016 19,415 26,453.02 0.02
EUR FINLAND 3.375%/10-15.04.2020 42,714 62,336.89 0.06
EUR FINLAND 3.875%/06-15.09.2017 19,415 29,477.36 0.03
EUR FINLAND 4.375%/08-04.07.2019 9,554 15,033.89 0.01
EUR FINLAND 5.375%/02-04.07.2013 47,771 72,743.36 0.07
EUR FORTIS BANK 3.375%/09-19.05.2014 15,532 22,350.80 0.02
EUR FRANCE BTAN 2.5%/10-15.01.2015 19,415 27,502.66 0.03
EUR FRANCE OAT I/L 1%/05-25.07.2017 19,108 29,250.14 0.03
EUR FRANCE OAT I/L 1.6%/03-25.07.2011 9,554 14,851.24 0.01
EUR FRANCE OAT I/L 1.6%/04-25.07.2015 47,771 77,848.20 0.07
EUR FRANCE OAT I/L 2.1%/07-25.07.2023 9,554 15,394.82 0.01
EUR FRANCE OAT I/L 2.25%/03-25.07.2020 9,554 16,732.41 0.02
EUR FRANCE OAT I/L 2.50%/03-25.07.2013 47,771 80,115.37 0.07
EUR FRANCE OAT I/L 3%/01-25.07.2012 9,554 16,437.98 0.02
EUR FRANCE OAT 3.5%/10-25.04.2020 13,591 19,873.43 0.02
EUR FRANCE OAT 3.75%/06-25.04.2017 19,415 29,093.02 0.03
EUR FRANCE OAT 4%/08-25.04.2018 23,299 35,449.17 0.03
EUR FRANCE OAT 4.25%/03-25.04.2019 19,415 30,065.79 0.03
CHF FRANCE TELECOM 2.75%/06-11.04.2012 314 330.13 0.00
CHF FRANCE TELECOM 3.375%/09-06.09.2013 523 566.86 0.00
CHF GDF SUEZ 3.5%/08-19.12.2012 235 253.49 0.00
USD GECC T. 827 3.5%/10-29.06.2015 117,942 123,496.22 0.11
CHF GECC 2%/10-15.01.2015 103 106.17 0.00
CHF GECC 2.625%/10-20.01.2016 209 220.38 0.00
CHF GECC 2.75%/07-27.12.2013 105 111.36 0.00
CHF GECC 3%/04-16.10.2015 52 56.12 0.00
CHF GECC 3.125%/04-06.12.2019 523 547.27 0.00
CHF GECC 3.375%/06-19.06.2018 209 223.08 0.00
CHF GECC 4%/08-26.08.2013 470 515.41 0.00
CHF GECC 4.5%/08-09.10.2018 183 210.64 0.00
USD GENERAL ELECTRIC 5%/03-01.02.2013 117,942 125,797.27 0.12
EUR GLAXOSMITHKLINE CAPITAL 3.875%/09-
06.07.2015
11,649 17,008.92 0.02
USD HSBC BANK (reg. -S-) 1.625%/10-12.08.2013 129,737 130,485.13 0.12
EUR HSH NORDBANK S. 751 2.25%/09-23.07.2012 9,708 13,469.04 0.01
EUR HSH NORDBANK 2.75%/09-20.01.2012 9,708 13,520.73 0.01
CHF HYPO INVESTMENTBANK 1.75%/09-
30.11.2012
261 272.30 0.00
CHF HYPO PFANDBRIEF BANK INTERNATIONAL
3%/06-16.06.2016
418 436.53 0.00
CHF HYUNDAI CAPITAL SERVICES 2.25%/10-
15.10.2014
261 267.47 0.00
CHF HYUNDAI CAPITAL SERVICES 3%/10-
16.07.2015
102 107.19 0.00
USD IADB T. 28 3%/09-22.04.2014 235,885 251,830.43 0.23
USD IADB T. 35 3.875%/10-14.02.2020 235,885 260,393.04 0.24
USD IBM 8.375%/89-01.11.2019 353,827 488,054.73 0.45
EUR IKB DEUTSCHE INDUSTRIEBANK 2.125%/09-
10.09.2012
13,591 18,836.25 0.02
EUR IKB DEUTSCHE INDUSTRIEBANK 2.875%/09-
27.01.2012
11,649 16,261.29 0.01
CHF ILE DE FRANCE 2.5%/09-28.09.2015 261 285.54 0.00
CHF ILE DE FRANCE 2.75%/08-15.05.2015 951 1,049.58 0.00
USD ING BANK (reg. -S-) 3%/10-01.09.2015 117,942 117,847.96 0.11
CHF ING BANK 2.125%/10-07.10.2016 523 533.63 0.00
EUR ING BANK 5.25%/99-07.06.2019 5,825 8,749.46 0.01
EUR INSTITUTO DE CREDITO OFFICIAL 3.75%/10-
28.07.2015
21,357 29,261.60 0.03
EUR INSTITUTO DE CREDITO OFICIAL 3.75%/10-
15.07.2013
19,415 26,948.68 0.02
EUR INSTITUTO DE CREDITO OFICIAL 4.125%/10-
28.09.2017
9,708 13,215.91 0.01
EUR INTERNATIONAL BANK FOR RECONSTRUCTION
& DEVELOPMENT 3.875%/09-20.05.2019
28,970 43,694.28 0.04
USD INTERNATIONAL BANK FOR RECONSTRUCTION
& DEVELOPMENT 9.25%/86-20.03.2016
235,885 325,439.41 0.30
EUR ITALY BTP I/l 2.1%/10-15.09.2021 33,440 45,360.69 0.04
EUR ITALY BTP I/L 2.15%/04-15.09.2014 47,771 77,521.84 0.07
EUR ITALY BTP I/L 2.35%/08-15.09.2019 19,108 27,434.47 0.03
EUR ITALY BTP I/L 2.6%/07-15.09.2023 19,108 28,133.25 0.03
USD JAPAN FINANCE 1.5%/10-06.07.2012 117,942 119,605.30 0.11