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) Growth (Euro)
Statement of Investments in Securities and Other Net Assets (Continued)
Description
Quantity /
Nominal
Valuation % of net
(in EUR) assets
USD CFF (reg. -S-) 2.125%/10-22.04.2013 369 274.69 0.00
CHF CFF 1.75%/09-28.04.2014 83 64.15 0.00
EUR CFF 2%/09-17.02.2012 78,875 79,458.93 0.09
CHF CFF 2.375%/05-24.08.2018 167 129.91 0.00
CHF CFF 2.5%/09-04.03.2013 833 648.87 0.00
EUR CFF 2.625%/10-16.04.2015 184,042 186,600.45 0.20
CHF CFF 3.125%/03-10.10.2014 416 336.65 0.00
CHF CFF 3.25%/08-21.09.2012 1,665 1,308.50 0.00
EUR CIF EUROMORTGAGE 1.875%/09-30.04.2012 78,875 79,364.28 0.09
CHF CIF EUROMORTGAGE 2%/10-30.01.2019 833 627.10 0.00
CHF CIF EUROMORTGAGE 3%/03-23.06.2014 416 333.84 0.00
EUR CIF EUROMORTGAGE 3.5%/10-17.06.2020 78,875 80,957.56 0.09
CHF CITI CREDIT CARD ISSUANCE TRUST 2.5%/05-
23.02.2015
943 707.40 0.00
CHF CITIGROUP (subord.) FIX-TO-FRN 2.75%/06-
06.04.2021
1,185 792.86 0.00
CHF CITIGROUP 2.75%/06-29.06.2012 333 253.21 0.00
CHF CITIGROUP 3%/07-21.03.2019 583 418.65 0.00
USD CITIGROUP 5.375%/10-09.08.2020 922 702.11 0.00
CHF COMMONWEALTH BANK OF AUSTRALIA
2.25%/09-30.04.2013
167 129.35 0.00
EUR COMMONWEALTH BANK OF AUSTRALIA
4.25%/09-10.11.2016
52,584 56,301.16 0.06
CHF COUNCIL OF EUROPE DEVELOPMENT BANK
1.875%/09-07.02.2014
666 518.16 0.00
USD COUNCIL OF EUROPE DEVELOPMENT BANK
5.125%/07-20.04.2017
922 792.81 0.00
CHF CREDIT AGRICOLE LONDON 2%/10-08.04.2015 833 634.90 0.00
EUR CREDIT SUISSE GROUP FINANCE 2.875%/10-
24.09.2015
157,751 157,829.39 0.17
EUR CREDIT SUISSE LONDON (reg. -S-) S. 24
4.75%/09-05.08.2019
105,167 114,001.04 0.13
CHF CREDIT SUISSE LONDON 2.125%/10-
05.02.2015
833 637.40 0.00
CHF CREDIT SUISSE LONDON 3%/07-04.06.2012 250 193.47 0.00
EUR CREDIT SUISSE LONDON 3.875%/10-
25.01.2017
157,751 163,366.43 0.18
USD CREDIT SUISSE NEW YORK BRANCH T. 2
3.45%/09-02.07.2012
922 700.03 0.00
CHF CREDIT SUISSE NEW YORK BRANCH
4.875%/08-14.03.2018
583 489.88 0.00
USD CREDIT SUISSE NEW YORK BRANCH 5.5%/09-
01.05.2014
309 253.41 0.00
USD CREDIT SUISSE NEW YORK 3.5%/10-
23.03.2015
922 710.21 0.00
CHF CRH 1.5%/10-21.09.2015 833 636.77 0.00
CHF DANSKE BANK 2.75%/09-09.01.2015 250 198.24 0.00
EUR DENMARK 1.75%/10-05.10.2015 78,875 78,835.82 0.09
EUR DENMARK 3.125%/09-17.03.2014 112,890 119,223.03 0.13
CHF DEUTSCHE BAHN FINANCE 2.125%/04-
29.12.2011
416 318.20 0.00
ITL DEUTSCHE BANK 0%/96-15.10.2021 446,959,792 141,468.44 0.16
ITL DEUTSCHE BANK 0%/96-15.10.2026 525,835,050 124,490.93 0.14
CHF DEUTSCHE BANK 2%/10-05.03.2015 416 318.07 0.00
EUR DEUTSCHE TELEKOM INTERNATIONAL
FINANCE 4.25%/10-13.07.2022
84,134 86,253.77 0.09
USD DEVELOPMENT BANK OF JAPAN 5.125%/07-
01.02.2017
922 791.66 0.00
CHF DEXIA BIL 2.75%/06-14.06.2016 874 574.87 0.00
USD DEXIA CLF (reg. -S-) 2%/10-05.03.2013 922 680.91 0.00
CHF DEXIA CLF 2.125%/06-29.03.2012 416 313.70 0.00
CHF DEXIA CLF 2.125%/09-07.12.2012 1,665 1,257.78 0.00
GBP DEXIA CLF 2.5%/09-27.10.2011 3,489 4,071.39 0.00
CHF DEXIA MUNICIPAL AGENCY 2.5%/09-
02.05.2018
416 325.88 0.00
CHF DEXIA MUNICIPAL AGENCY 2.625%/09-
12.08.2019
833 654.56 0.00
CHF DEXIA MUNICIPAL AGENCY 3.5%/07-
09.08.2017
749 624.79 0.00
USD DEXIA MUNICIPAL AGENCY 5.125%/07-
31.05.2012
691 537.37 0.00
CHF DNB NOR BOLIGKREDITT 1.625%/10-
24.04.2015
833 635.52 0.00
CHF DNB NOR BOLIGKREDITT 2.25%/10-
26.03.2018
833 643.95 0.00
EUR DNB NOR BOLIGKREDITT 3.375%/10-
20.01.2017
131,459 137,676.76 0.15
EUR DRESDNER BANK LUXEMBOURG 6.25%/01-
26.02.2016
95,571 101,424.60 0.11
EUR DZ BANK 6.25%/01-26.02.2016 23,663 25,939.11 0.03
GBP EBRD 5.625%/98-07.12.2028 11,630 16,372.82 0.02
CHF EDF 2.25%/10-29.09.2017 999 767.87 0.00
CHF EDF 3.375%/08-18.12.2013 167 133.53 0.00
EUR EDF 4.625%/10-26.04.2030 39,438 41,437.43 0.05
EUR EIB (reg. -S-) S. 1510/0100 4.25%/09-
15.04.2019
25,087 28,332.86 0.03
USD EIB 0%/96-06.11.2026 4,149 1,591.39 0.00
CHF EIB 1.75%/10-21.04.2017 416 320.73 0.00
CHF EIB 2%/09-24.04.2014 416 325.88 0.00
CHF EIB 2%/10-24.08.2022 416 318.07 0.00
USD EIB 3%/09-08.04.2014 1,383 1,079.10 0.00
EUR EIB 3.125%/09-15.04.2014 131,459 138,202.60 0.15
EUR EIB 3.5%/09-15.04.2016 131,459 140,910.65 0.15
CHF EIB 3.5%/99-28.01.2014 3,256 2,666.21 0.00
GBP EIB 4.75%/05-06.06.2012 5,815 7,123.26 0.01
EUR EIB 5.625%/99-15.02.2028 262,918 343,580.62 0.39
CHF EKSPORTFINANS 2.375%/03-26.06.2013 170 133.02 0.00
CHF EKSPORTFINANS 2.875%/09-16.11.2016 416 339.23 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 84
Valuation % of net
(in EUR) assets
CHF ENERGIE BEHEER NEDERLAND 2.125%/10-
27.04.2020
1,249 973.89 0.00
CHF E.ON INTERNATIONAL FINANCE 3.375%/09-
11.02.2014
208 165.90 0.00
GBP E.ON INTERNATIONAL FINANCE 5.125%/09-
27.01.2014
1,744 2,206.32 0.00
EUR EUROFIMA 4%/09-27.10.2021 184,042 202,096.81 0.22
USD EUROFIMA 5.25%/06-07.04.2016 1,383 1,177.56 0.00
CHF EUROHYPO FRN 10-30.04.2013 208 155.33 0.00
CHF EUROHYPO 4%/99-01.09.2014 2,776 2,296.27 0.00
EUR EUROPEAN COMMUNITY 3.125%/09-
27.01.2015
105,167 110,656.73 0.12
EUR EUROPEAN COMMUNITY 3.25%/09-07.11.2014 50,173 53,018.12 0.06
EUR EUROPEAN COMMUNITY 3.625%/09-
06.04.2016
78,875 85,074.85 0.09
EUR EUROPEAN UNION 3.375%/10-10.05.2019 59,156 62,895.13 0.07
CHF EVN ENERGIE-VERSORGUNG
NIEDEROESTERREICH 3.625%/09-20.02.2014
250 198.99 0.00
USD EXPORT DEVELOPMENT CANADA 3.125%/09-
24.04.2014
461 361.89 0.00
CHF EXPORT IMPORT BANK OF KOREA 2.5%/09-
26.10.2012
250 190.00 0.00
EUR FINANCE FOR DANISH INDUSTRY 2.125%/10-
21.03.2013
131,459 133,259.75 0.15
EUR FINLAND 1.75%/10-15.04.2016 131,459 131,195.84 0.14
EUR FINLAND 3.375%/10-15.04.2020 289,209 309,164.72 0.35
EUR FINLAND 3.875%/06-15.09.2017 131,459 146,195.29 0.16
EUR FINLAND 4.375%/08-04.07.2019 25,087 28,914.87 0.03
EUR FINLAND 5.375%/02-04.07.2013 125,433 139,908.23 0.15
EUR FORTIS BANK 3.375%/09-19.05.2014 105,167 110,850.55 0.12
EUR FRANCE BTAN 2.5%/10-15.01.2015 131,459 136,401.61 0.15
EUR FRANCE OAT I/L 1%/05-25.07.2017 50,173 56,257.16 0.06
EUR FRANCE OAT I/L 1.6%/03-25.07.2011 25,087 28,563.59 0.03
EUR FRANCE OAT I/L 1.6%/04-25.07.2015 125,433 149,726.44 0.16
EUR FRANCE OAT I/L 2.1%/07-25.07.2023 25,087 29,609.06 0.03
EUR FRANCE OAT I/L 2.25%/03-25.07.2020 25,087 32,181.65 0.04
EUR FRANCE OAT I/L 2.50%/03-25.07.2013 125,433 154,086.90 0.17
EUR FRANCE OAT I/L 3%/01-25.07.2012 25,087 31,615.37 0.03
EUR FRANCE OAT 3.5%/10-25.04.2020 92,021 98,563.84 0.11
EUR FRANCE OAT 3.75%/06-25.04.2017 131,459 144,289.14 0.16
EUR FRANCE OAT 4%/08-25.04.2018 157,751 175,812.95 0.19
EUR FRANCE OAT 4.25%/03-25.04.2019 131,459 149,113.67 0.16
CHF FRANCE TELECOM 2.75%/06-11.04.2012 500 385.25 0.00
CHF FRANCE TELECOM 3.375%/09-06.09.2013 833 661.50 0.00
CHF GDF SUEZ 3.5%/08-19.12.2012 375 295.82 0.00
USD GECC T. 827 3.5%/10-29.06.2015 461 353.55 0.00
CHF GECC 2%/10-15.01.2015 164 123.90 0.00
CHF GECC 2.625%/10-20.01.2016 333 257.17 0.00
CHF GECC 2.75%/07-27.12.2013 167 129.96 0.00
CHF GECC 3%/04-16.10.2015 83 65.49 0.00
CHF GECC 3.125%/04-06.12.2019 833 638.65 0.00
CHF GECC 3.375%/06-19.06.2018 333 260.33 0.00
CHF GECC 4%/08-26.08.2013 749 601.47 0.00
CHF GECC 4.5%/08-09.10.2018 291 245.81 0.00
USD GENERAL ELECTRIC 5%/03-01.02.2013 461 360.14 0.00
EUR GLAXOSMITHKLINE CAPITAL 3.875%/09-
06.07.2015
78,875 84,357.09 0.09
USD HSBC BANK (reg. -S-) 1.625%/10-12.08.2013 507 373.56 0.00
EUR HSH NORDBANK S. 751 2.25%/09-23.07.2012 65,729 66,800.77 0.07
EUR HSH NORDBANK 2.75%/09-20.01.2012 65,729 67,057.11 0.07
CHF HYPO INVESTMENTBANK 1.75%/09-
30.11.2012
416 317.76 0.00
CHF HYPO PFANDBRIEF BANK INTERNATIONAL
3%/06-16.06.2016
666 509.42 0.00
CHF HYUNDAI CAPITAL SERVICES 2.25%/10-
15.10.2014
416 312.13 0.00
CHF HYUNDAI CAPITAL SERVICES 3%/10-
16.07.2015
162 125.08 0.00
USD IADB T. 28 3%/09-22.04.2014 922 720.95 0.00
USD IADB T. 35 3.875%/10-14.02.2020 922 745.47 0.00
USD IBM 8.375%/89-01.11.2019 1,383 1,397.23 0.00
EUR IKB DEUTSCHE INDUSTRIEBANK 2.125%/09-
10.09.2012
92,021 93,419.85 0.10
EUR IKB DEUTSCHE INDUSTRIEBANK 2.875%/09-
27.01.2012
78,875 80,649.16 0.09
CHF ILE DE FRANCE 2.5%/09-28.09.2015 416 333.21 0.00
CHF ILE DE FRANCE 2.75%/08-15.05.2015 1,515 1,224.83 0.00
USD ING BANK (reg. -S-) 3%/10-01.09.2015 461 337.38 0.00
CHF ING BANK 2.125%/10-07.10.2016 833 622.73 0.00
EUR ING BANK 5.25%/99-07.06.2019 39,438 43,393.62 0.05
EUR INSTITUTO DE CREDITO OFFICIAL 3.75%/10-
28.07.2015
144,605 145,125.22 0.16
EUR INSTITUTO DE CREDITO OFICIAL 3.75%/10-
15.07.2013
131,459 133,654.12 0.15
EUR INSTITUTO DE CREDITO OFICIAL 4.125%/10-
28.09.2017
65,729 65,545.34 0.07
EUR INTERNATIONAL BANK FOR RECONSTRUCTION
& DEVELOPMENT 3.875%/09-20.05.2019
156,545 172,951.37 0.19
USD INTERNATIONAL BANK FOR RECONSTRUCTION
& DEVELOPMENT 9.25%/86-20.03.2016
922 931.68 0.00
EUR ITALY BTP I/l 2.1%/10-15.09.2021 87,803 87,242.80 0.10
EUR ITALY BTP I/L 2.15%/04-15.09.2014 125,433 149,098.75 0.16
EUR ITALY BTP I/L 2.35%/08-15.09.2019 50,173 52,765.06 0.06
EUR ITALY BTP I/L 2.6%/07-15.09.2023 50,173 54,109.03 0.06
USD JAPAN FINANCE 1.5%/10-06.07.2012 461 342.41 0.00
USD JAPAN FINANCE 2.125%/09-05.11.2012 461 347.37 0.00