Fidelity Funds - Chartbook.fid-intl.com

Fidelity
Funds
FAWF US Dollar Bond Fund 1,4,5 - continued
Schedule of Investments as at 31 October 2014
Country
Code Ccy
Shares or
Nominal
Market Value
USD % Net
Assets
Government
US Treasury 0.75% 31/10/2017 US USD 643,468 639,270 18.86
US Treasury 2.375% 15/08/2024 US USD 267,978 268,878 7.93
US Treasury 0.625% 30/11/2017 US USD 106,977 105,703 3.12
US Treasury 3.375% 15/05/2044 US USD 83,710 88,706 2.62
US Treasury 0.125% 15/04/2019 US USD 72,210 73,909 2.18
US Treasury 3.125% 15/02/2043 US USD 65,791 66,531 1.96
US Treasury 2.75% 15/08/2042 US USD 70,605 66,451 1.96
US Treasury 2.125% 30/09/2021 US USD 57,233 57,568 1.70
US Treasury 2.50% 15/08/2023 US USD 52,686 53,740 1.59
US Treasury 0.875% 15/04/2017 US USD 53,489 53,714 1.58
US Treasury 0.875% 15/05/2017 US USD 38,512 38,626 1.14
US Treasury 1.25% 30/11/2018 US USD 28,616 28,446 0.84
US Treasury 0.875% 15/08/2017 US USD 25,942 25,946 0.77
US Treasury 2.75% 15/11/2042 US USD 24,605 23,123 0.68
US Treasury 0.875% 15/10/2017 US USD 20,326 20,299 0.60
US Treasury 0.875% 15/06/2017 US USD 8,023 8,042 0.24
Finland 6.95% 15/02/2026 FI USD 5,349 7,092 0.21
US Treasury 1.75% 30/09/2019 US USD 5,884 5,923 0.17
US Treasury 0.875% 15/07/2017 US USD 5,884 5,893 0.17
US Treasury 1.625% 31/08/2019 US USD 3,878 3,883 0.11
US Treasury 2.375% 31/12/2020 US USD 2,407 2,470 0.07
1,644,213 48.50
Open Ended Fund
Fidelity Institutional Liquidity Fund - A-ACC-USD LU USD 3 53,506 1.58
53,506 1.58
GEOGRAPHICAL SPLIT
Country Country Code % Net Assets
USA US 74.11
Luxembourg LU 14.25
Germany DE 1.51
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 3.47
Total Investments (Cost USD 3,528,154) 3,272,470 96.53
1
3 272 470 00
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 16,047 1,870 0.06
Sold protection on CDX.NA.IG S23 5 Year 20/12/2019 USD 16,047 283 0.01
Sold protection on Caterpillar 5 Year 20/12/2016 USD 5,349 102 0.00
Bought protection on Nabors Industries 6.15% 20/03/2019 USD 10,698 86 0.00
Bought protection on Yum Brands 6.25% 20/09/2016 USD 10,698 (170) (0.01)
Bought protection on Itraxx Asia Ex-Japan 5 Year 20/12/2016 USD 26,744 (344) (0.01)
Bought protection on Humana 6.30% 20/09/2019 USD 16,047 (368) (0.01)
Bought protection on Time Warner 5.85% 20/12/2019 USD 16,047 (391) (0.01)
Sold protection on Heinz 6.375% 20/09/2019 USD 16,047 (392) (0.01)
Bought protection on Deutsche Telekom 6.00% 20/09/2019 EUR 16,047 (459) (0.01)
Bought protection on CDX.NA.IG S23 5 Year 20/12/2019 USD 58,837 (1,039) (0.03)
Bought protection on Itraxx Xover S21 20/06/2019 EUR 21,395 (2,961) (0.09)
(3,783) (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 352,825 23,837 0.70
Bought USD Sold GBP at 1.68250 13/11/2014 15,784 820 0.02
Bought USD Sold EUR at 1.33423 13/11/2014 3,969 256 0.01
Bought USD Sold EUR at 1.31885 13/11/2014 4,841 252 0.01
Bought USD Sold GBP at 1.61286 13/11/2014 9,941 83 0.00
Bought EUR Sold USD at 0.76683 13/11/2014 6,494 (252) (0.01)
Bought EUR Sold USD at 0.74630 13/11/2014 5,067 (327) (0.01)
Bought JPY Sold USD at 102.18390 13/11/2014 26,173 (2,297) (0.07)
Bought EUR Sold USD at 0.77144 13/11/2014 159,195 (5,251) (0.15)
17,121 0.51
Ccy
Underlying
exposure
Unrealised % Net
gain/(loss) Assets
USD
Futures
Futures
US Treasury Note 10 Year Note Future 19/12/2014 USD 160,859 1,191 0.04
US Treasury Note 5 Year Note Future 31/12/2014 USD 19,802 129 0.00
Euro Bobl Future 08/12/2014 EUR 4,794 24 0.00
Canada 10 Year Bond Future 18/12/2014 CAD (51,232) (31) (0.00)
Japan 10 Year Bond Future 11/12/2014 JPY (26,673,580) (276) (0.01)
Long Gilt Future 29/12/2014 GBP (9,854) (389) (0.01)
Euro Bond Future 08/12/2014 EUR (136,416) (1,882) (0.06)
(1,234) (0.04)
Other Assets and Liabilities 105,371 3.12
Net Assets
3,389,945100.00
3 389 945 00
341