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
EUR SNS BANK 3.625%/10-10.03.2017 11,649 16,597.02 0.02
CHF SOCIETE GENERALE 1.875%/10-20.10.2014 523 541.95 0.00
GBP SOCIETE GENERALE 3.875%/10-17.12.2015 5,607 9,035.42 0.01
CHF SPI AUSTRALIA ASSETS 2.25%/10-09.08.2016 261 269.62 0.00
CHF SPI ELECTRICITY & GAS AUSTRALIA HOLDINGS
2.375%/10-08.09.2015
261 273.30 0.00
CHF STADSHYPOTEK 2%/10-01.12.2016 261 274.70 0.00
CHF STATNETT 3%/08-21.11.2011 320 336.09 0.00
CHF SWEDBANK MORTGAGE 1.25%/10-22.04.2013 454 471.55 0.00
EUR SWEDBANK MORTGAGE 3.625%/09-
05.10.2016
7,766 11,163.28 0.01
USD SWEDEN 1.75%/10-07.05.2013 117,942 120,985.23 0.11
EUR SWEDEN 3.125%/09-07.05.2014 19,415 28,040.73 0.03
GBP SWEDEN 9.75%/85-15.09.2014 16,259 32,820.48 0.03
CHF SWEDISH COVERED BOND CORPORATION
2.75%/07-14.06.2013
105 112.61 0.00
CHF SWEDISH EXPORT CREDIT 2.625%/07-
09.02.2017
261 286.07 0.00
CHF SWEDISH EXPORT CREDIT 2.625%/09-
28.12.2015
523 570.81 0.00
CHF SWEDISH EXPORT CREDIT 3.5%/08-
15.07.2013
470 517.10 0.00
EUR TERRA BOLIGKREDITT 2%/10-14.09.2012 11,649 15,994.27 0.01
GBP TORONTO DOMINION BANK 6.875%/08-
24.06.2011
3,364 5,506.07 0.01
USD TOTAL CAPITAL 3.75%/08-26.09.2011 1,000,000 1,028,100.00 0.95
USD TOYOTA MOTOR CREDIT T. 824 1.375%/10-
12.08.2013
235,885 238,038.26 0.22
CHF TOYOTA MOTOR CREDIT 2%/06-21.02.2012 52 53.96 0.00
CHF TOYOTA MOTOR CREDIT 3.625%/08-
06.08.2012
131 140.29 0.00
CHF TOYOTA MOTOR CREDIT 4%/09-03.02.2012 261 278.34 0.00
USD TOYOTA MOTOR CREDIT 5.125%/06-
25.10.2011
1,000,000 1,042,030.00 0.96
EUR UBS AG LONDON BRANCH 3.5%/10-
15.07.2015
7,766 10,884.44 0.01
EUR UBS AG LONDON BRANCH 4%/10-08.04.2022 7,766 11,355.18 0.01
ITL UBS FINANCE 0%/97-29.01.2027 38,830,990 12,001.18 0.01
CHF UBS JERSEY BRANCH FIX-TO-FRN 2.75%/06-
23.10.2018
520 532.29 0.00
EUR UBS LONDON 3%/09-06.10.2014 23,299 32,790.08 0.03
EUR UBS LONDON 3.875%/09-02.12.2019 11,649 16,959.62 0.02
CHF UNILEVER 3.625%/08-02.12.2011 105 110.63 0.00
GBP UNILEVER 4.75%/09-16.06.2017 1,682 2,951.55 0.00
GBP UNITED KINGDOM 2.25%/09-07.03.2014 22,426 36,568.53 0.03
GBP UNITED KINGDOM 3.25%/08-07.12.2011 11,213 18,225.10 0.02
GBP UNITED KINGDOM 4%/06-07.09.2016 39,246 68,474.21 0.06
GBP UNITED KINGDOM 4.25%/00-07.06.2032 16,820 28,277.43 0.03
GBP UNITED KINGDOM 4.25%/03-07.03.2036 7,849 13,120.77 0.01
GBP UNITED KINGDOM 4.25%/06-07.12.2046 8,971 15,042.36 0.01
GBP UNITED KINGDOM 4.25%/08-07.12.2049 7,849 13,192.60 0.01
GBP UNITED KINGDOM 4.5%/07-07.12.2042 11,213 19,556.00 0.02
GBP UNITED KINGDOM 4.5%/08-07.03.2013 13,456 23,049.07 0.02
GBP UNITED KINGDOM 4.5%/09-07.09.2034 28,033 48,582.19 0.04
GBP UNITED KINGDOM 4.75%/04-07.12.2038 16,820 30,437.84 0.03
GBP UNITED KINGDOM 5%/01-07.03.2025 16,820 31,117.47 0.03
GBP UNITED KINGDOM 5%/02-07.09.2014 15,698 28,120.58 0.03
GBP UNITED KINGDOM 5%/07-07.03.2018 22,426 41,271.32 0.04
USD US I/L S. C-2012 3%/02-15.07.2012 151,056 194,490.24 0.18
USD US I/L 1.25%/10-15.07.2020 176,232 185,447.63 0.17
USD US I/L 1.375%/08-15.01.2020 302,113 324,564.02 0.30
USD US I/L 1.375%/08-15.07.2018 100,704 109,128.45 0.10
USD US I/L 1.625%/05-15.01.2015 151,056 184,431.70 0.17
USD US I/L 1.625%/08-15.01.2018 125,880 142,293.83 0.13
USD US I/L 1.875%/03-15.07.2013 151,056 190,594.16 0.18
USD US I/L 1.875%/05-15.07.2015 151,056 184,332.20 0.17
USD US I/L 2%/04-15.01.2014 151,056 191,315.28 0.18
USD US I/L 2%/04-15.07.2014 151,056 189,065.71 0.17
USD US I/L 2%/06-15.01.2016 151,056 182,228.69 0.17
USD US I/L 2%/07-15.04.2012 50,352 55,993.60 0.05
USD US I/L 2.125%/09-15.01.2019 151,056 172,953.48 0.16
USD US I/L 2.375%/06-15.04.2011 100,704 111,966.06 0.10
USD US I/L 2.375%/07-15.01.2017 176,232 215,045.04 0.20
USD US I/L 2.5%/06-15.07.2016 176,232 215,898.60 0.20
USD US I/L 2.625%/07-15.07.2017 125,880 152,929.82 0.14
USD US I/L 3.5%/01-15.01.2011 100,704 127,270.74 0.12
USD US S. F-2019 3.375%/09-15.11.2019 1,887,077 2,033,030.63 1.88
USD US S. N-2014 2.625%/09-30.06.2014 2,830,616 3,013,720.98 2.78
USD US S. Q-2016 3.125%/09-31.10.2016 2,830,616 3,072,544.71 2.84
USD US S. T-2011 1.125%/08-15.12.2011 589,712 595,378.33 0.55
USD US S. W-2012 1.375%/09-15.03.2012 1,651,192 1,676,734.28 1.55
USD US 4.5%/08-15.05.2038 235,885 271,230.47 0.25
USD US 5.25%/98-15.11.2028 471,769 595,977.26 0.55
USD US 6.25%/00-15.05.2030 507,152 717,461.53 0.66
USD US 7.5%/86-15.11.2016 1,887,077 2,526,914.07 2.33
USD US 7.875%/91-15.02.2021 943,539 1,398,206.14 1.29
CHF VATTENFALL 3.375%/08-27.02.2015 261 287.01 0.00
CHF VORARLBERGER LHB 1.5%/10-23.05.2014 261 272.23 0.00
CHF VORARLBERGER LHB 2.375%/06-09.08.2017 523 551.28 0.00
CHF VORARLBERGER LHB 2.5%/05-15.02.2016 261 278.98 0.00
CHF VP BANK 2.5%/10-27.05.2016 627 645.17 0.00
CHF VTB CAPITAL 4%/10-16.08.2013 523 541.92 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 66
Valuation % of net
(in USD) assets
CHF WESTPAC BANKING 2.5%/10-16.02.2017 261 275.95 0.00
CHF WESTPAC BANKING 4.375%/08-27.08.2012 261 284.73 0.00
CHF WORLDBANK 0%/85-21.10.2015 866 836.38 0.00
USD WORLDBANK 3.5%/08-08.10.2013 235,885 254,519.51 0.23
USD WORLDBANK 7.625%/93-19.01.2023 353,827 512,978.30 0.47
USD WORLDBANK 8.625%/86-15.10.2016 117,942 160,216.26 0.15
CHF WUERTH FINANCE INTERNATIONAL 4.25%/08-
18.07.2012
261 281.46 0.00
USD ZURICH FINANCE LUXEMBOURG 3.25%/09-
30.09.2013
117,942 123,261.51 0.11
Bonds
Securities listed on a stock exchange or other organised markets:
44,451,085.82 41.00
Bonds 44,451,085.82 41.00
Securities listed on a stock exchange or other organised markets: Investment funds
Fund units (Closed-End)
GBP F&C COMMERCIAL PROPERTY TRUST LIMITED 2,128 3,084.94 0.00
GBP ING UK REAL ESTATE INCOME TRUST 2,978 2,111.65 0.00
GBP IRP PROPERTY INVESTMENTS 642 788.73 0.00
GBP ISIS PROPERTY TRUST 538 813.74 0.00
EUR PROLOGIS EUROPEAN PROPERTIES FUND -A1- 1,097 6,618.80 0.02
GBP STANDARD LIFE INVESTMENTS PROPERTY
INCOME FUND
833 826.69 0.00
GBP UK COMMERCIAL PROPERTY TRUST 2,811 3,366.59 0.00
Fund units (Closed-End) 17,611.14 0.02
Fund units (Open-End)
USD CREDIT SUISSE FUND (LUX) COMMODITY
INDEX PLUS (USD) -D-
617 590,545.92 0.54
CHF CREDIT SUISSE FUND (LUX) FOREIGN
CORPORATE -F- (CHF)
1 786.57 0.00
CHF CREDIT SUISSE FUND (LUX) FOREIGN
GOVERNMENT 1-5 -F- (CHF)
0 271.42 0.00
CHF CREDIT SUISSE FUND (LUX) FOREIGN
GOVERNMENT 5+ -F- (CHF)
1 958.97 0.00
EUR CREDIT SUISSE SICAV ONE (LUX) EUROPEAN
EQUITY DIVIDEND PLUS -D- EUR
704 1,066,818.64 0.98
USD CREDIT SUISSE SICAV ONE (LUX) GLOBAL
CONVERTIBLES -D- USD
482 509,213.72 0.47
EUR CS ETF (Lux) on MSCI EMU LARGE CAP 126 14,583.48 0.01
EUR DB X-TRACKERS DBLCI - OY BALANCED ETF -
1C-
49,106 1,942,134.64 1.80
USD SPDR S&P 500 TRUST (units) 1 1,001 114,250.70 0.11
Fund units (Open-End)
Securities listed on a stock exchange or other organised markets:
4,239,564.06 3.91
Investment funds 4,257,175.20 3.93
Securities not listed on a stock exchange: Shares (and equity-type securities)
Shares (and equity-type securities)
EUR BGP HOLDINGS (reg. shares) 117,361 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 103,548,422.26 95.51
Cash at banks 4,366,495.27 4.03
Due to banks -112,106.96 -0.10
Other net assets 608,672.27 0.56
Total net assets 108,411,482.84 100.00