Fidelity Funds - Chartbook.fid-intl.com

Fidelity
Funds
Sterling Bond Fund - continued
Schedule of Investments as at 31 October 2014
Country
Code Ccy
Shares or
Nominal
Market Value
GBP % Net
Assets
Imperial Tobacco Finance 3.50% 11/02/2023 144A GB USD 200,000 123,562 0.08
3,271,296 2.03
Healthcare
Roche Holdings 3.35% 30/09/2024 144A US USD 1,000,000 637,094 0.40
637,094 0.40
Telecommunication Services
Verizon Communications 5.012% 21/08/2054 Reg S US USD 1,568,000 1,009,781 0.63
British Telecommunications 9.625% 15/12/2030 LU USD 1,000,000 987,234 0.61
Arqiva Financing 5.34% 30/06/2030 EMTN LU GBP 500,000 544,541 0.34
British Telecommunications 5.75% 07/12/2028 LU GBP 300,000 357,722 0.22
SES 3.60% 04/04/2023 144A LU USD 500,000 316,189 0.20
3,215,467 2.00
Financials
British Land 5.357% 31/03/2028 LU GBP 1,399,000 1,552,273 0.96
Bank of Scotland 4.875% 20/12/2024 EMTN LU GBP 1,000,000 1,182,827 0.73
Abbey National (London) 5.125% 14/04/2021 EMTN LU GBP 1,000,000 1,167,717 0.73
Abbey National (London) 5.25% 16/02/2029 EMTN LU GBP 900,000 1,121,686 0.70
Aviva 6.125% VRN (Perpetual) LU GBP 1,000,000 1,043,750 0.65
Glencore Funding 4.125% 30/05/2023 144A US USD 1,400,000 871,700 0.54
Barclays Bank 9.50% 07/08/2021 LU GBP 500,000 643,817 0.40
European Union 3.375% 10/05/2019 EMTN SU EUR 600,000 537,640 0.33
Barclays Bank 4.25% 12/01/2022 EMTN LU GBP 475,000 531,851 0.33
Aviva 5.902% VRN (Perpetual) LU GBP 500,000 518,913 0.32
ELM (Swiss Re) 6.302% VRN (Perpetual) EMTN NL GBP 450,000 489,105 0.30
British Land 5.264% 24/09/2035 LU GBP 309,000 334,300 0.21
Community Finance 1 5.017% 31/07/2034 EMTN GB GBP 250,000 301,445 0.19
Assicurazioni Generali 10.125% VRN 10/07/2042 EMTN LU EUR 200,000 218,776 0.14
Assicurazioni Generali 6.416% VRN (Perpetual) LU GBP 200,000 206,080 0.13
UniCredit 6.95% 31/10/2022 Reg S IT EUR 200,000 184,421 0.11
Bruntwood Alpha 3.560% FRN 15/01/2019 GB GBP 49,865 50,045 0.03
Bruntwood Alpha 7.560% FRN 15/01/2019 GB GBP 29,165 29,651 0.02
Cattles 6.875% 17/01/2014 EMTN (Defaulted)* LU GBP 175,000 6,125 0.00
BTA Bank 5.50% 21/12/2022 Reg S LU USD 3,279 1,544 0.00
10,993,666 6.83
Government
US Treasury 3.625% 15/08/2043 US USD 800,000 554,297 0.34
US Treasury 2.375% 15/08/2024 US USD 150,000 94,091 0.06
648,388 0.40
Open Ended Fund
Fidelity Institutional Liquidity Fund - A-ACC-GBP LU GBP 1 1,640 0.00
1,640 0.00
Ccy
Underlying
exposure
Unrealised % Net
gain/(loss) Assets
GBP
Futures
Futures
Long Term US Treasury Bond Future 19/12/2014 USD 15,510,000 330,831 0.21
Euro Buxl 30 Year Bond Future 08/12/2014 EUR (290,640) (3,356) (0.00)
US Treasury Note 5 Year Note Future 31/12/2014 USD (1,074,797) (4,398) (0.00)
Ultra Long Term US Treasury Bond Future 19/12/2014 USD (2,662,094) (24,856) (0.02)
US Treasury Note 10 Year Note Future 19/12/2014 USD (21,481,094) (99,531) (0.06)
Euro Bond Future 08/12/2014 EUR (12,072,800) (104,150) (0.06)
Long Gilt Future 29/12/2014 GBP (12,550,260) (296,598) (0.18)
(202,058) (0.13)
Other Assets and Liabilities 3,828,902 2.36
Net Assets 161,063,413 100.00
161 063 413 00
GEOGRAPHICAL SPLIT
Country Country Code % Net Assets
UK GB 65.75
USA US 10.48
Luxembourg LU 9.10
Supranational SU 4.03
France FR 2.97
Cayman Islands KY 2.32
Netherlands NL 1.21
Italy IT 0.99
Ireland IE 0.36
Spain ES 0.32
Australia AU 0.22
Norway NO 0.21
Switzerland CH 0.11
Germany DE 0.08
Kazakstan KZ 0.00
Canada CA 0.00
Cash and other net assets 1.84
Fractions (3) (0.00)
Total Investments (Cost GBP 152,401,136) 158,098,179 98.16
1
158 098 179 00
Ccy
Underlying
exposure
Unrealised % Net
gain/(loss) Assets
GBP
Credit Default Swaps
Credit Default Swaps
Bought protection on Russia 5.00% 20/06/2019 USD 2,000,000 72,273 0.04
Bought protection on Tesco 6.00% 20/12/2019 EUR 500,000 10,652 0.01
Bought protection on Rentokil 5.75% 20/09/2016 EUR 1,000,000 (11,985) (0.01)
70,940 0.04
Underlying
exposure
GBP
Unrealised % Net
gain/(loss) Assets
GBP
Forward Foreign Exchange Contracts
Forward Foreign Exchange Contracts
Bought GBP Sold EUR at 0.79489 13/11/2014 7,657,821 109,039 0.07
Bought USD Sold GBP at 1.62353 13/11/2014 236,522 3,564 0.00
Bought USD Sold GBP at 1.61109 13/11/2014 219,106 1,597 0.00
Bought USD Sold GBP at 1.61235 13/11/2014 178,622 1,443 0.00
Bought USD Sold GBP at 1.60340 13/11/2014 233,255 579 0.00
Bought GBP Sold USD at 0.62534 13/11/2014 515,809 100 0.00
Bought GBP Sold USD at 0.62288 13/11/2014 256,967 (961) (0.00)
Bought EUR Sold GBP at 1.25814 13/11/2014 163,733 (2,285) (0.00)
Bought GBP Sold USD at 0.61233 13/11/2014 303,858 (6,266) (0.00)
Bought GBP Sold USD at 0.60369 13/11/2014 270,721 (9,324) (0.01)
Bought GBP Sold USD at 0.61001 13/11/2014 715,880 (17,421) (0.01)
Bought GBP Sold USD at 0.59462 13/11/2014 16,602,790 (812,615) (0.50)
(732,550) (0.45)
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