Fidelity Funds - Chartbook.fid-intl.com

Fidelity
Funds
US Dollar Bond Fund - continued
Schedule of Investments as at 31 October 2014
Country
Code Ccy
Shares or
Nominal
Market Value
USD % Net
Assets
US Treasury 2.375% 15/08/2024 US USD 49,746,787 49,913,905 7.94
US Treasury 0.625% 30/11/2017 US USD 19,858,997 19,622,396 3.12
US Treasury 3.375% 15/05/2044 US USD 15,539,665 16,467,189 2.62
US Treasury 0.125% 15/04/2019 US USD 13,404,823 13,720,326 2.18
US Treasury 3.125% 15/02/2043 US USD 12,213,283 12,350,683 1.96
US Treasury 2.75% 15/08/2042 US USD 13,106,938 12,335,881 1.96
US Treasury 2.125% 30/09/2021 US USD 10,624,563 10,686,817 1.70
US Treasury 2.50% 15/08/2023 US USD 9,780,556 9,976,167 1.59
US Treasury 0.875% 15/04/2017 US USD 9,929,498 9,971,389 1.59
US Treasury 0.875% 15/05/2017 US USD 7,149,239 7,170,463 1.14
US Treasury 1.25% 30/11/2018 US USD 5,312,282 5,280,740 0.84
US Treasury 0.875% 15/08/2017 US USD 4,815,807 4,816,559 0.77
US Treasury 2.75% 15/11/2042 US USD 4,567,569 4,292,445 0.68
US Treasury 0.875% 15/10/2017 US USD 3,773,209 3,768,346 0.60
US Treasury 0.875% 15/06/2017 US USD 1,489,425 1,492,916 0.24
Finland 6.95% 15/02/2026 FI USD 992,950 1,316,493 0.21
US Treasury 1.75% 30/09/2019 US USD 1,092,245 1,099,498 0.17
US Treasury 0.875% 15/07/2017 US USD 1,092,245 1,093,951 0.17
US Treasury 1.625% 31/08/2019 US USD 719,889 720,845 0.11
US Treasury 2.375% 31/12/2020 US USD 446,827 458,452 0.07
305,228,091 48.54
Open Ended Fund
Fidelity Institutional Liquidity Fund - A-ACC-USD LU USD 584 9,932,711 1.58
9,932,711 1.58
Fractions (4) (0.00)
Total Investments (Cost USD 621,825,579) 607,493,839 96.61
1
607 493 839 00
Ccy
Underlying
exposure
Unrealised % Net
gain/(loss) Assets
USD
Euro Bond Future 08/12/2014 EUR (25,323,984) (349,448) (0.06)
(229,004) (0.04)
Other Assets and Liabilities 19,044,319 3.05
Net Assets 628,783,790 100.00
628 783 790 00
GEOGRAPHICAL SPLIT
Country Country Code % Net Assets
USA US 74.17
Luxembourg LU 14.27
Germany DE 1.52
UK GB 1.44
France FR 1.04
Switzerland CH 0.78
Netherlands NL 0.78
Sweden SE 0.61
Australia AU 0.59
Italy IT 0.39
Mexico MX 0.28
Brazil BR 0.24
Colombia CO 0.22
Finland FI 0.21
Kazakstan KZ 0.08
Cash and other net assets 3.39
Ccy
Underlying
exposure
Unrealised % Net
gain/(loss) Assets
USD
Credit Default Swaps
Credit Default Swaps
Sold protection on OTE 4.625% 20/09/2019 EUR 2,978,850 347,091 0.06
Sold protection on CDX.NA.IG S23 5 Year 20/12/2019 USD 2,978,850 52,624 0.01
Sold protection on Caterpillar 5 Year 20/12/2016 USD 992,950 18,977 0.00
Bought protection on Nabors Industries 6.15% 20/03/2019 USD 1,985,900 16,032 0.00
Bought protection on Yum Brands 6.25% 20/09/2016 USD 1,985,900 (31,536) (0.01)
Bought protection on Itraxx Asia Ex-Japan 5 Year 20/12/2016 USD 4,964,749 (63,771) (0.01)
Bought protection on Humana 6.30% 20/09/2019 USD 2,978,850 (68,328) (0.01)
Bought protection on Time Warner 5.85% 20/12/2019 USD 2,978,850 (72,626) (0.01)
Sold protection on Heinz 6.375% 20/09/2019 USD 2,978,850 (72,774) (0.01)
Bought protection on Deutsche Telekom 6.00% 20/09/2019 EUR 2,978,850 (85,135) (0.01)
Bought protection on CDX.NA.IG S23 5 Year 20/12/2019 USD 10,922,448 (192,953) (0.03)
Bought protection on Itraxx Xover S21 20/06/2019 EUR 3,971,799 (549,623) (0.09)
(702,022) (0.11)
Underlying
exposure
USD
Unrealised % Net
gain/(loss) Assets
USD
Forward Foreign Exchange Contracts
Forward Foreign Exchange Contracts
Bought USD Sold EUR at 1.33821 13/11/2014 65,497,708 4,425,112 0.70
Bought USD Sold GBP at 1.68250 13/11/2014 2,930,144 152,189 0.02
Bought USD Sold EUR at 1.33423 13/11/2014 736,852 47,446 0.01
Bought USD Sold EUR at 1.31885 13/11/2014 898,661 46,836 0.01
Bought USD Sold GBP at 1.61286 13/11/2014 1,845,435 15,500 0.00
Bought EUR Sold USD at 0.76683 13/11/2014 1,205,537 (46,737) (0.01)
Bought EUR Sold USD at 0.74630 13/11/2014 940,656 (60,665) (0.01)
Bought JPY Sold USD at 102.18390 13/11/2014 4,858,641 (426,324) (0.07)
Bought EUR Sold USD at 0.77144 13/11/2014 29,552,621 (974,700) (0.16)
3,178,657 0.51
A Shares (SGD) (hedged)
Bought USD Sold SGD at 0.77909 05/11/2014 285,949 210 0.00
Bought USD Sold SGD at 0.78678 05/11/2014 19,229 204 0.00
Bought SGD Sold USD at 1.27525 05/11/2014 21,878 (158) (0.00)
Bought SGD Sold USD at 1.28363 03/12/2014 285,440 (234) (0.00)
Bought SGD Sold USD at 1.27700 05/11/2014 57,713 (337) (0.00)
Bought SGD Sold USD at 1.27500 05/11/2014 227,765 (1,684) (0.00)
(1,999) (0.00)
Ccy
Underlying
exposure
Unrealised % Net
gain/(loss) Assets
USD
Futures
Futures
US Treasury Note 10 Year Note Future 19/12/2014 USD 29,861,508 221,134 0.04
US Treasury Note 5 Year Note Future 31/12/2014 USD 3,675,978 23,994 0.00
Euro Bobl Future 08/12/2014 EUR 890,031 4,519 0.00
Canada 10 Year Bond Future 18/12/2014 CAD (9,510,573) (5,770) (0.00)
Japan 10 Year Bond Future 11/12/2014 JPY (4,951,622,418) (51,234) (0.01)
Long Gilt Future 29/12/2014 GBP (1,829,252) (72,199) (0.01)
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