Post titles and thumbnails as links to custom post types?

Something like this should solve your problem…

<?php $pfportfolio = new WP_Query( array('post_type'=>'portfolio', 'posts_per_page'=>-1) ); ?>
<?php if ( $pfportfolio->have_posts() ): ?>
<ul class="thumbnails">
    <?php while ( $pfportfolio->have_posts() ) : $pfportfolio->the_post(); ?>
    <li class="span4" data-id="post-<?php echo esc_attr(get_the_ID()); ?>" data-type="<?php echo esc_attr(strip_tags( get_the_term_list( $post->ID, 'location', '', ' ', '' ) ) ); ?>">
        <a href="https://wordpress.stackexchange.com/questions/108357/<?php the_permalink(); ?>"><span class="projekte-title"><?php the_title(); ?></span></a>
        <div class="thumbnail"><a href="https://wordpress.stackexchange.com/questions/108357/<?php the_permalink(); ?>"><?php the_post_thumbnail('home-feat'); ?></a></div>
    </li>
    <?php endwhile; ?>
    <?php wp_reset_postdata(); ?>
</ul>
<?php endif; ?>