Fidelity Funds - Chartbook.fid-intl.com

Fidelity
Funds
Global Strategic Bond Fund 4 - continued
Schedule of Investments as at 31 October 2014
Country
Code Ccy
Shares or
Nominal
Market Value
USD % Net
Assets
Millicom International Cellular 4.75% 22/05/2020 Reg SLU USD 47,588 47,350 0.01
Telecom Italia Capital 6.375% 15/11/2033 LU USD 36,716 37,375 0.00
Eileme 2 11.625% 31/01/2020 144A SE USD 20,231 23,215 0.00
Broadview Networks Holdings US USD 1,090 2,071 0.00
Hellas Telecom. 8.082% 15/07/2015 Reg S (Defaulted)*LU EUR 98,655 1 0.00
Damovo Group* KY EUR 6,369 0 0.00
7,555,944 0.96
Financials
China Construction Bank 3.80% 29/09/2017 MTN LU CNY 16,400,000 2,691,958 0.34
Cagamas Global 3.70% 22/09/2017 EMTN LU CNY 16,400,000 2,684,802 0.34
Caja de Ahorros 2.375% 09/05/2019 LU EUR 2,000,000 2,608,195 0.33
Bank of America 4.20% 26/08/2024 MTN LU USD 2,300,000 2,318,692 0.29
Bank of America 5.625% 01/07/2020 LU USD 2,000,000 2,276,671 0.29
Marsh & McLennan 2.35% 10/09/2019 US USD 2,250,000 2,260,784 0.29
Marsh & McLennan 3.50% 10/03/2025 US USD 2,200,000 2,203,433 0.28
ALD International 2.00% 26/05/2017 EMTN LU EUR 1,700,000 2,194,783 0.28
BBVA Senior Finance 3.75% 17/01/2018 LU EUR 1,500,000 2,065,700 0.26
Banca Monte dei Paschi 4.875% 15/09/2016 EMTN LU EUR 1,500,000 2,027,081 0.26
Bank of China (Paris) 3.35% 15/07/2016 EMTN LU CNY 12,400,000 2,018,186 0.26
Branch Banking & Trust 1.35% 01/10/2017 LU USD 1,750,000 1,746,853 0.22
Banque PSA Finance 4.875% 25/09/2015 EMTN LU EUR 1,300,000 1,687,540 0.21
Bank of Ireland 3.25% 15/01/2019 LU EUR 1,250,000 1,654,697 0.21
BBVA Bancomer Texas 4.375% 10/04/2024 Reg S LU USD 1,600,000 1,643,758 0.21
AXA 5.625% VRN 16/01/2054 EMTN LU GBP 936,000 1,569,480 0.20
Achmea 2.50% 19/11/2020 EMTN LU EUR 1,150,000 1,550,211 0.20
Abbey National (London) 2.00% 14/01/2019 EMTN LU EUR 1,150,000 1,516,323 0.19
Banco Popolare 3.50% 14/03/2019 EMTN LU EUR 1,150,000 1,500,452 0.19
Allied Irish Banks 2.875% 28/11/2016 EMTN LU EUR 1,150,000 1,476,998 0.19
LeasePlan 2.50% 16/05/2018 144A NL USD 1,400,000 1,405,887 0.18
American Express 1.55% 22/05/2018 LU USD 1,400,000 1,381,861 0.18
Admiral Group 5.50% 25/07/2024 LU GBP 800,000 1,321,043 0.17
Deutsche Annington Finance 3.20% 02/10/2017 144A NL USD 1,000,000 1,028,690 0.13
Bavarian Sky 0.246% FRN 20/06/2020 LU EUR 815,428 1,022,476 0.13
Abbey National (London) 5.25% 16/02/2029 EMTN LU GBP 500,000 996,774 0.13
Voya Financial 2.90% 15/02/2018 US USD 900,000 924,595 0.12
Deutsche Annington Finance 5.00% 02/10/2023 144A NL USD 850,000 917,881 0.12
BFCM 2.50% 29/10/2018 144A LU USD 900,000 909,830 0.12
American International Group 5.00% 26/04/2023 EMTNLU GBP 500,000 893,386 0.11
BFCM 2.00% 19/09/2019 EMTN LU EUR 600,000 798,875 0.10
Abbey National (London) 5.125% 14/04/2021 EMTN LU GBP 400,000 747,128 0.09
DNB Boligkreditt 1.45% 21/03/2018 144A NO USD 750,000 747,080 0.09
Barclays Bank 4.25% 12/01/2022 EMTN LU GBP 411,000 736,099 0.09
BNP Paribas 2.375% 20/11/2019 EMTN LU GBP 450,000 725,519 0.09
Metropolitan Life GF I 3.00% 10/01/2023 144A US USD 600,000 599,367 0.08
Agricultural Bank of China 3.00% 21/05/2016 LU CNY 3,650,000 595,436 0.08
BBVA US Senior 4.664% 09/10/2015 LU USD 550,000 569,026 0.07
Bank of America 3.30% 11/01/2023 MTN LU USD 450,000 445,193 0.06
Bank of Ireland 2.75% 05/06/2016 EMTN LU EUR 300,000 384,428 0.05
Aldesa Financial 7.25% 01/04/2021 Reg S LU EUR 272,534 336,642 0.04
Aston Escrow 9.50% 15/08/2021 144A LU USD 326,901 313,008 0.04
Keystone Financing 9.50% 15/10/2019 Reg S GB GBP 194,416 302,140 0.04
AerCap Ireland 5.00% 01/10/2021 144A LU USD 274,844 286,525 0.04
Aquarius + Inv Zurich In 4.25% VRN 02/10/2043 EMTN LU EUR 200,000 276,839 0.04
BBVA Argentaria 9.00% VRN (Perpetual) LU USD 214,301 232,733 0.03
Ally Financial 8.00% 01/11/2031 A LU USD 182,123 231,296 0.03
Bankia 4.00% VRN 22/05/2024 MTN LU EUR 171,590 212,775 0.03
Alpha Star Holding 4.97% 09/04/2019 Reg S LU USD 206,058 196,484 0.02
Arrow Global Finance 5.336% FRN 01/10/2021 Reg S LU EUR 146,114 179,713 0.02
Bank of Ireland 10.00% 19/12/2022 EMTN LU EUR 110,338 178,555 0.02
Encore Capital Group 2.875% 15/03/2021 144A US USD 171,590 166,856 0.02
HSBC Bank (China) 3.940% FRN 10/01/2015 CN CNY 1,000,000 163,369 0.02
Biz Fin (Ukreximbank) 8.375% 27/04/2015 Reg S LU USD 157,384 140,501 0.02
Assicurazioni Generali 6.269% VRN (Perpetual) LU GBP 84,671 138,652 0.02
CTR Partnership Capital 5.875% 01/06/2021 US USD 134,196 137,551 0.02
Banca Monte Dei Paschi 3.625% 01/04/2019 EMTN LU EUR 109,024 137,034 0.02
Barclays 8.00% VRN (Perpetual) LU EUR 97,035 126,469 0.02
Neiman Marcus Group 8.75% 15/10/2021 144A US USD 105,440 113,479 0.01
Commerzbank 8.125% 19/09/2023 144A DE USD 95,854 112,114 0.01
Arrow Global Finance 7.875% 01/03/2020 Reg S LU GBP 67,063 109,977 0.01
Navient 6.125% 25/03/2024 MTN US USD 105,440 108,734 0.01
Alpha Credit Group 3.375% 17/06/2017 EMTN LU EUR 91,482 105,405 0.01
Societe Generale 6.00% VRN (Perpetual) Reg S FR USD 110,897 104,996 0.01
Alfa Bank (Alfa Bond) 7.875% 25/09/2017 Reg S LU USD 98,908 103,477 0.01
China South City Holdings 8.25% 29/01/2019 LU USD 101,255 103,352 0.01
UniCredit 6.95% 31/10/2022 Reg S IT EUR 67,437 99,467 0.01
Mapfre 5.921% VRN 24/07/2037 ES EUR 64,440 86,137 0.01
Aviva 6.125% VRN (Perpetual) LU GBP 50,000 83,477 0.01
Barclays Bank 4.875% VRN (Perpetual) EMTN LU EUR 66,463 81,405 0.01
Toys R Us Property 8.50% 01/12/2017 US USD 76,683 77,042 0.01
Credit Suisse (Guernsey) 7.875% 24/02/2041 Reg S GB USD 71,558 76,592 0.01
Natixis 10.00% VRN (Perpetual) Reg S FR USD 63,691 75,055 0.01
Baggot Securities 10.24% (Perpetual) Reg S LU EUR 55,823 74,379 0.01
Bank of Scotland CF 7.754% VRN (Perpetual) Reg S LU GBP 38,672 69,765 0.01
Assicurazioni Generali 10.125% VRN 10/07/2042 EMTN LU EUR 39,713 69,486 0.01
Bank of Ireland 10.00% 30/07/2016 EMTN LU EUR 46,831 63,548 0.01
Boats Investments (ND) 11.00% 31/03/2017 EMTN NL EUR 152,552 62,724 0.01
British Insurance Holdings 6.625% VRN 09/12/2030 LU GBP 37,465 61,336 0.01
Bank of Scotland CF 6.059% VRN (Perpetual) Reg S LU GBP 37,465 60,865 0.01
Alfa Bank (Alfa Bond) 7.75% 28/04/2021 Reg S LU USD 57,513 58,320 0.01
AG Spring Finance 7.50% 01/06/2018 Reg S LU EUR 47,927 56,418 0.01
Banco Popular Espanol 11.50% VRN (Perpetual) EMTN LU EUR 38,342 55,407 0.01
BPCE 6.117% VRN (Perpetual) EMTN LU EUR 40,462 55,268 0.01
Bank of Ireland 4.25% VRN 11/06/2024 EMTN LU EUR 43,085 53,457 0.01
Argon Capital 2.895% VRN (Perpetual) EMTN LU GBP 37,652 48,633 0.01
ABH Financial 5.50% 10/06/2017 EMTN LU EUR 37,465 47,074 0.01
China South City Holdings 13.50% 17/10/2017 LU USD 38,342 43,441 0.01
Country
Code Ccy
Shares or
Nominal
Market Value % Net
USD Assets
ATF Capital 10.00% VRN (Perpetual) LU USD 60,581 43,316 0.01
Barclays 7.00% VRN (Perpetual) LU GBP 26,855 41,503 0.01
Banque PSA Finance 5.75% 04/04/2021 144A LU USD 37,465 39,779 0.01
Barclays Bank 7.75% VRN 10/04/2023 LU USD 35,967 39,372 0.00
Barclays Bank 7.625% 21/11/2022 LU USD 34,468 37,902 0.00
Commerzbank 8.125% 19/09/2023 Reg S DE USD 32,220 37,621 0.00
Dresdner Funding Trust I 8.151% 30/06/2031 144A US USD 30,497 35,942 0.00
RBS Capital Trust II 6.425% VRN (Perpetual) US USD 33,719 35,528 0.00
Barclays Bank 1.563% FRN (Perpetual) LU GBP 22,479 27,112 0.00
Societe Generale 5.922% VRN (Perpetual) 144A FR USD 10,116 10,643 0.00
Cattles 7.125% 05/07/2017 (Defaulted)* LU GBP 28,848 1,615 0.00
Cattles 6.875% 17/01/2014 EMTN (Defaulted)* LU GBP 10,790 604 0.00
63,276,080 8.02
Government
US Treasury 0.125% 15/04/2019 US USD 28,700,000 29,375,499 3.72
US Treasury 0.125% 15/07/2022 US USD 28,500,000 29,108,466 3.69
US Treasury 1.625% 15/11/2022 US USD 16,500,000 15,829,688 2.01
France 3.25% 25/05/2045 FR EUR 7,400,000 11,244,122 1.43
Spain 3.80% 30/04/2024 ES EUR 6,000,000 8,687,010 1.10
US Treasury 0.125% 15/04/2017 US USD 5,600,000 5,957,895 0.76
US Treasury 0.125% 15/04/2018 US USD 4,500,000 4,688,381 0.59
US Treasury 1.75% 15/05/2023 US USD 4,625,000 4,450,840 0.56
Brazil (B) 6.00% 15/08/2016 LU BRL 3,246,387 3,310,700 0.42
Canada 4.25% 01/12/2021 LU CAD 1,250,000 2,174,677 0.28
Sharjah Sukuk 3.764% 17/09/2024 Reg S KY USD 2,100,000 2,169,540 0.28
South Africa 2.75% 31/01/2022 ZA ZAR 15,130,073 1,874,909 0.24
Brazil 10.00% 01/01/2025 LU BRL 3,289,146 1,187,001 0.15
Bahrain 6.00% 19/09/2044 Reg S LU USD 950,000 985,139 0.12
Brazil (B) 6.00% 15/05/2017 LU BRL 723,612 741,688 0.09
Chile 3.00% 01/02/2016 LU CLP 16,446 718,197 0.09
Spain 5.50% 30/04/2021 ES EUR 150,000 236,806 0.03
US Treasury 3.625% 15/02/2044 US USD 200,000 221,875 0.03
Greece 2.00% 24/02/2028 GR EUR 255,512 193,805 0.02
Greece 2.00% 24/02/2029 GR EUR 224,791 167,946 0.02
Greece 2.00% 24/02/2026 GR EUR 115,025 92,231 0.01
Argentina 7.00% 03/10/2015 LU USD 76,683 71,756 0.01
Chile 3.00% 01/02/2021 LU CLP 1,447 67,397 0.01
Greece 2.00% 24/02/2027 GR EUR 74,930 58,668 0.01
Greece 2.00% 24/02/2025 GR EUR 37,465 31,054 0.00
123,645,290 15.67
Open Ended Fund
Fidelity Institutional Liquidity Fund - A-ACC-USD LU USD 3,350 57,009,558 7.23
Fidelity Institutional Liquidity Fund - A-ACC-EUR LU EUR 262 4,632,044 0.59
61,641,602 7.81
Fractions (10) (0.00)
Total Investments (Cost USD 782,086,111) 769,295,520 97.51
1
769 295 520 00
Ccy
Underlying
exposure
Unrealised % Net
gain/(loss) Assets
USD
Credit Default Swaps
Credit Default Swaps
Bought protection on Russia 5.00% 20/06/2019 USD 975,218 56,370 0.01
Sold protection on Fiat Fin. 5.625% 20/06/2021 EUR 185,452 25,780 0.00
Bought protection on Ukraine 6.75% 20/03/2019 USD 111,459 25,251 0.00
Sold protection on Wendel Invest. 4.875% 20/06/2021 EUR 74,181 19,634 0.00
Sold protection on UPC Holding 8.00% 20/12/2017 EUR 108,499 15,210 0.00
Sold protection on Portugal Telecom 4.375% 20/12/2018 EUR 92,914 10,768 0.00
Sold protection on Alcatel 3 Year 20/12/2014 EUR 32,595 248 0.00
Bought protection on Accor 2.875% 20/06/2019 EUR 93,663 (94) (0.00)
Bought protection on Generali Fin. 5 Year 20/06/2017 EUR 66,688 (1,226) (0.00)
Bought protection on Fiat Fin. 5.625% 20/03/2015 EUR 153,367 (3,155) (0.00)
Sold protection on HCA 8.00% 20/06/2019 USD 230,050 (8,807) (0.00)
Bought protection on Tesoro 4.25% 20/12/2019 USD 86,269 (12,954) (0.00)
Bought protection on Wind Acquisition 11.75% 20/09/2017 EUR 191,708 (13,288) (0.00)
Bought protection on CDX.NA.HY S22 5 Year 20/06/2019 USD 254,763 (19,357) (0.00)
Bought protection on CDX.NA.HY S23 5 Year 20/12/2019 USD 1,150,250 (81,852) (0.01)
Bought protection on Itraxx Xover S21 20/06/2019 EUR 1,693,425 (234,339) (0.03)
Bought protection on Itraxx Xover S22 20/12/2019 EUR 2,967,946 (241,864) (0.03)
(463,675) (0.06)
Underlying
exposure
USD
Unrealised % Net
gain/(loss) Assets
USD
Forward Foreign Exchange Contracts
Forward Foreign Exchange Contracts
Bought USD Sold EUR at 1.26312 05/11/2014 73,585,495 567,345 0.07
Bought USD Sold EUR at 1.33780 13/11/2014 3,926,912 264,023 0.03
Bought USD Sold EUR at 1.26025 05/11/2014 37,074,776 200,751 0.03
Bought USD Sold GBP at 1.62146 05/11/2014 14,083,920 193,000 0.02
Bought EUR Sold USD at 0.79948 05/11/2014 85,009,962 180,045 0.02
Bought USD Sold EUR at 1.27348 05/11/2014 9,324,473 148,945 0.02
Bought AUD Sold USD at 1.14931 05/11/2014 7,473,151 90,396 0.01
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