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
CHF SOCIETE GENERALE 1.875%/10-20.10.2014 833 632.44 0.00
GBP SOCIETE GENERALE 3.875%/10-17.12.2015 5,815 6,864.18 0.01
CHF SPI AUSTRALIA ASSETS 2.25%/10-09.08.2016 416 314.64 0.00
CHF SPI ELECTRICITY & GAS AUSTRALIA HOLDINGS
2.375%/10-08.09.2015
416 318.93 0.00
CHF STADSHYPOTEK 2%/10-01.12.2016 416 320.57 0.00
CHF STATNETT 3%/08-21.11.2011 510 392.20 0.00
CHF SWEDBANK MORTGAGE 1.25%/10-22.04.2013 723 550.28 0.00
EUR SWEDBANK MORTGAGE 3.625%/09-
05.10.2016
52,584 55,365.17 0.06
USD SWEDEN 1.75%/10-07.05.2013 461 346.36 0.00
EUR SWEDEN 3.125%/09-07.05.2014 131,459 139,070.22 0.15
GBP SWEDEN 9.75%/85-15.09.2014 16,863 24,933.61 0.03
CHF SWEDISH COVERED BOND CORPORATION
2.75%/07-14.06.2013
167 131.41 0.00
CHF SWEDISH EXPORT CREDIT 2.625%/07-
09.02.2017
416 333.84 0.00
CHF SWEDISH EXPORT CREDIT 2.625%/09-
28.12.2015
833 666.11 0.00
CHF SWEDISH EXPORT CREDIT 3.5%/08-
15.07.2013
749 603.44 0.00
EUR TERRA BOLIGKREDITT 2%/10-14.09.2012 78,875 79,324.85 0.09
GBP TORONTO DOMINION BANK 6.875%/08-
24.06.2011
3,489 4,182.94 0.00
USD TOYOTA MOTOR CREDIT T. 824 1.375%/10-
12.08.2013
922 681.47 0.00
CHF TOYOTA MOTOR CREDIT 2%/06-21.02.2012 83 62.97 0.00
CHF TOYOTA MOTOR CREDIT 3.625%/08-
06.08.2012
208 163.72 0.00
CHF TOYOTA MOTOR CREDIT 4%/09-03.02.2012 416 324.82 0.00
EUR UBS AG LONDON BRANCH 3.5%/10-
15.07.2015
52,584 53,982.23 0.06
EUR UBS AG LONDON BRANCH 4%/10-08.04.2022 52,584 56,316.93 0.06
ITL UBS FINANCE 0%/97-29.01.2027 262,917,525 59,520.79 0.07
CHF UBS JERSEY BRANCH FIX-TO-FRN 2.75%/06-
23.10.2018
828 621.17 0.00
EUR UBS LONDON 3%/09-06.10.2014 157,751 162,625.01 0.18
EUR UBS LONDON 3.875%/09-02.12.2019 78,875 84,112.57 0.09
CHF UNILEVER 3.625%/08-02.12.2011 167 129.10 0.00
GBP UNILEVER 4.75%/09-16.06.2017 1,744 2,242.29 0.00
GBP UNITED KINGDOM 2.25%/09-07.03.2014 23,259 27,780.99 0.03
GBP UNITED KINGDOM 3.25%/08-07.12.2011 11,630 13,845.55 0.02
GBP UNITED KINGDOM 4%/06-07.09.2016 40,704 52,019.63 0.06
GBP UNITED KINGDOM 4.25%/00-07.06.2032 17,444 21,482.27 0.02
GBP UNITED KINGDOM 4.25%/03-07.03.2036 8,141 9,967.80 0.01
GBP UNITED KINGDOM 4.25%/06-07.12.2046 9,304 11,427.63 0.01
GBP UNITED KINGDOM 4.25%/08-07.12.2049 8,141 10,022.37 0.01
GBP UNITED KINGDOM 4.5%/07-07.12.2042 11,630 14,856.63 0.02
GBP UNITED KINGDOM 4.5%/08-07.03.2013 13,955 17,510.30 0.02
GBP UNITED KINGDOM 4.5%/09-07.09.2034 29,074 36,907.73 0.04
GBP UNITED KINGDOM 4.75%/04-07.12.2038 17,444 23,123.52 0.03
GBP UNITED KINGDOM 5%/01-07.03.2025 17,444 23,639.84 0.03
GBP UNITED KINGDOM 5%/02-07.09.2014 16,281 21,363.11 0.02
GBP UNITED KINGDOM 5%/07-07.03.2018 23,259 31,353.68 0.03
USD US I/L S. C-2012 3%/02-15.07.2012 67,411 63,576.41 0.07
USD US I/L 1.25%/10-15.07.2020 78,647 60,620.49 0.07
USD US I/L 1.375%/08-15.01.2020 134,823 106,095.88 0.12
USD US I/L 1.375%/08-15.07.2018 44,941 35,672.71 0.04
USD US I/L 1.625%/05-15.01.2015 67,411 60,288.40 0.07
USD US I/L 1.625%/08-15.01.2018 56,176 46,514.06 0.05
USD US I/L 1.875%/03-15.07.2013 67,411 62,302.83 0.07
USD US I/L 1.875%/05-15.07.2015 67,411 60,255.87 0.07
USD US I/L 2%/04-15.01.2014 67,411 62,538.55 0.07
USD US I/L 2%/04-15.07.2014 67,411 61,803.20 0.07
USD US I/L 2%/06-15.01.2016 67,411 59,568.26 0.07
USD US I/L 2%/07-15.04.2012 22,470 18,303.60 0.02
USD US I/L 2.125%/09-15.01.2019 67,411 56,536.31 0.06
USD US I/L 2.375%/06-15.04.2011 44,941 36,600.29 0.04
USD US I/L 2.375%/07-15.01.2017 78,647 70,295.51 0.08
USD US I/L 2.5%/06-15.07.2016 78,647 70,574.53 0.08
USD US I/L 2.625%/07-15.07.2017 56,176 49,990.83 0.05
USD US I/L 3.5%/01-15.01.2011 44,941 41,603.20 0.05
USD US S. F-2019 3.375%/09-15.11.2019 7,375 5,820.26 0.01
USD US S. N-2014 2.625%/09-30.06.2014 11,063 8,627.83 0.01
USD US S. Q-2016 3.125%/09-31.10.2016 11,063 8,796.24 0.01
USD US S. T-2011 1.125%/08-15.12.2011 2,305 1,704.48 0.00
USD US S. W-2012 1.375%/09-15.03.2012 6,453 4,800.24 0.01
USD US 4.5%/08-15.05.2038 922 776.49 0.00
USD US 5.25%/98-15.11.2028 1,844 1,706.19 0.00
USD US 6.25%/00-15.05.2030 1,982 2,053.99 0.00
USD US 7.5%/86-15.11.2016 7,375 7,234.18 0.01
USD US 7.875%/91-15.02.2021 3,688 4,002.85 0.00
CHF VATTENFALL 3.375%/08-27.02.2015 416 334.93 0.00
CHF VORARLBERGER LHB 1.5%/10-23.05.2014 416 317.68 0.00
CHF VORARLBERGER LHB 2.375%/06-09.08.2017 833 643.33 0.00
CHF VORARLBERGER LHB 2.5%/05-15.02.2016 416 325.57 0.00
CHF VP BANK 2.5%/10-27.05.2016 999 752.89 0.00
CHF VTB CAPITAL 4%/10-16.08.2013 833 632.40 0.00
CHF WESTPAC BANKING 2.5%/10-16.02.2017 416 322.02 0.00
CHF WESTPAC BANKING 4.375%/08-27.08.2012 416 332.28 0.00
CHF WORLDBANK 0%/85-21.10.2015 1,380 976.03 0.00
USD WORLDBANK 3.5%/08-08.10.2013 922 728.65 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 86
Valuation % of net
(in EUR) assets
USD WORLDBANK 7.625%/93-19.01.2023 1,383 1,468.58 0.00
USD WORLDBANK 8.625%/86-15.10.2016 461 458.68 0.00
CHF WUERTH FINANCE INTERNATIONAL 4.25%/08-
18.07.2012
416 328.45 0.00
USD ZURICH FINANCE LUXEMBOURG 3.25%/09-
30.09.2013
461 352.88 0.00
Bonds
Securities listed on a stock exchange or other organised markets:
18,345,481.06 20.13
Bonds 18,345,481.06 20.13
Securities listed on a stock exchange or other organised markets: Investment funds
Fund units (Closed-End)
GBP F&C COMMERCIAL PROPERTY TRUST LIMITED 2,675 2,840.36 0.00
GBP ING UK REAL ESTATE INCOME TRUST 3,743 1,944.23 0.00
GBP IRP PROPERTY INVESTMENTS 807 726.20 0.00
GBP ISIS PROPERTY TRUST 676 749.22 0.00
EUR PROLOGIS EUROPEAN PROPERTIES FUND -A1- 1,379 6,094.04 0.02
GBP STANDARD LIFE INVESTMENTS PROPERTY
INCOME FUND
1,047 761.15 0.00
GBP UK COMMERCIAL PROPERTY TRUST 3,533 3,099.67 0.00
Fund units (Closed-End) 16,214.87 0.02
Fund units (Open-End)
USD CREDIT SUISSE FUND (LUX) COMMODITY
INDEX PLUS (USD) -D-
1,080 756,999.42 0.83
CHF CREDIT SUISSE FUND (LUX) FOREIGN
CORPORATE -F- (CHF)
1 917.90 0.00
CHF CREDIT SUISSE FUND (LUX) FOREIGN
GOVERNMENT 1-5 -F- (CHF)
0 316.74 0.00
CHF CREDIT SUISSE FUND (LUX) FOREIGN
GOVERNMENT 5+ -F- (CHF)
1 1,119.08 0.00
EUR CREDIT SUISSE SICAV ONE (LUX) EUROPEAN
EQUITY DIVIDEND PLUS -D- EUR
1,256 1,393,139.83 1.53
USD CREDIT SUISSE SICAV ONE (LUX) GLOBAL
CONVERTIBLES -D- USD
776 600,507.59 0.66
EUR CS ETF (Lux) on MSCI EMU LARGE CAP 1,738 147,329.00 0.16
EUR DB X-TRACKERS DBLCI - OY BALANCED ETF -
1C-
87,806 2,543,739.82 2.79
USD SPDR S&P 500 TRUST (units) 1 1,633 136,475.41 0.15
Fund units (Open-End)
Securities listed on a stock exchange or other organised markets:
5,580,544.79 6.12
Investment funds 5,596,759.66 6.14
Securities not listed on a stock exchange: Shares (and equity-type securities)
Shares (and equity-type securities)
EUR BGP HOLDINGS (reg. shares) 145,518 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 88,301,120.50 96.89
Cash at banks 2,805,496.64 3.08
Due to banks -88,661.75 -0.10
Other net assets 119,096.34 0.13
Total net assets 91,137,051.73 100.00