Semi-Annual Report and Accounts - chartbook.fid-intl.com

Fidelity
Funds
Clean Recycle & Energy Placing* GB GBP 17 0 0.00
Clean Recycle & Energy Wts 31/12/2049* GB GBP 9 0 0.00
4 0.00
Information Technology
Cambridge Broadband Networks* GB GBP 33,747 6,043 0.01
Cambridge Broadband Networks (Pref'd)* GB USD 2,448 1,887 0.00
Mathengine* GB GBP 970 0 0.00
Minorplanet Systems* GB GBP 3,549 0 0.00
7,930 0.01
Consumer Discretionary
Koytas Tekstil Sanayi* TR TRY 469 0 0.00
0 0.00
Healthcare
TMO Renewables (Placing)* GB GBP 7,741 2,286 0.00
York Pharma* GB GBP 3,713 0 0.00
2,286 0.00
Telecommunication Services
Ip Access (B)* GB GBP 959 8,847 0.01
Total Access Communication NVDR TH THB 3,815 8,287 0.01
Ip Access* GB GBP 6,277 5,230 0.01
Ip Access (C)* GB GBP 4,609 4,062 0.00
Ip Access (C1)* GB GBP 704 620 0.00
27,046 0.03
Financials
Marwyn Management 10.00% 30/04/2015* GB GBP 807 1,003 0.00
SAO Special Finance Rts 10/02/2013* CA CAD 150 260 0.00
Nightingale Finance 2007-11 1 0.983% FRN 07/06/2015* GB USD 453,092 3 0.00
Links Finance 0.00% 15/09/2009 EMTN (Defaulted)* KY USD 301,507 2 0.00
XL Techgroup (A)* GB GBP 4,587 0 0.00
1,268 0.00
Fractions 7 0.00
Total Investments (Cost EUR 99,550,033) 98,237,537 97.49
Credit Default Swaps
FPS Moderate Growth Fund 4 - continued
Schedule of Investments as at 31 October 2012
Ccy Underlying Unrealised % Net
exposure gain / (loss) Assets
EUR
Bought protection on Spain 5.50% 20/12/2017 USD 27,675 1,902 0.00
Bought protection on Hammerson 20/12/2016 EUR 192,804 827 0.00
Bought protection on Itraxx Europe Senior Fin. 20/06/2017 EUR 20,250 624 0.00
Bought protection on Itraxx Europe 20/12/2017 EUR 25,650 351 0.00
Bought protection on Itraxx Europe Sub Fin. 20/12/2016 EUR 8,438 (803) (0.00)
2,901 0.00
Forward Foreign Exchange Contracts
Country Ccy Shares or Market % Net
Code Nominal Value Assets
EUR
Underlying Unrealised % Net
exposure gain / (loss) Assets
EUR EUR
Bought EUR Sold USD at 0.81243 20/11/2012 3,938,055 212,670 0.21
Bought EUR Sold USD at 0.81231 20/11/2012 1,274,730 68,647 0.07
Bought EUR Sold USD at 0.81250 20/11/2012 959,809 51,926 0.05
Bought EUR Sold GBP at 1.26736 20/11/2012 855,368 16,574 0.02
Bought EUR Sold GBP at 1.26862 20/11/2012 711,196 14,497 0.01
Bought EUR Sold USD at 0.81301 20/11/2012 187,804 10,284 0.01
Bought EUR Sold SEK at 0.12054 20/11/2012 194,029 7,138 0.01
Bought EUR Sold GBP at 1.27398 20/11/2012 146,309 3,613 0.00
Bought EUR Sold GBP at 1.25942 20/11/2012 253,760 3,295 0.00
Bought EUR Sold CAD at 0.80002 20/12/2012 78,723 3,044 0.00
Bought EUR Sold GBP at 1.26346 20/11/2012 181,111 2,941 0.00
Bought EUR Sold USD at 0.77525 20/11/2012 479,346 2,769 0.00
Bought EUR Sold GBP at 1.25009 20/12/2012 467,958 2,760 0.00
Bought EUR Sold USD at 0.78154 20/11/2012 194,082 2,702 0.00
Bought EUR Sold USD at 0.81142 20/11/2012 47,562 2,506 0.00
Bought USD Sold EUR at 1.31082 20/11/2012 221,610 2,300 0.00
Bought USD Sold EUR at 1.30698 20/11/2012 197,785 1,469 0.00
Bought USD Sold EUR at 1.30708 20/11/2012 167,538 1,257 0.00
Bought EUR Sold USD at 0.77473 20/11/2012 215,025 1,095 0.00
Bought EUR Sold USD at 0.77550 20/11/2012 174,887 1,066 0.00
Bought USD Sold EUR at 1.30510 20/11/2012 159,399 952 0.00
Bought USD Sold EUR at 1.30784 20/11/2012 106,479 861 0.00
Bought EUR Sold SEK at 0.12044 20/11/2012 21,707 780 0.00
Bought EUR Sold ZAR at 0.09393 20/12/2012 9,435 620 0.00
Bought EUR Sold USD at 0.81174 20/11/2012 9,782 520 0.00
159
Bought EUR Sold GBP at 1.24700 20/11/2012 141,272 423 0.00
Bought EUR Sold PLN at 0.24278 20/11/2012 48,725 336 0.00
Bought EUR Sold AUD at 0.80180 20/12/2012 32,987 223 0.00
Bought EUR Sold GBP at 1.26951 20/11/2012 8,594 181 0.00
Bought EUR Sold USD at 0.77234 20/11/2012 90,954 181 0.00
Bought EUR Sold USD at 0.78045 20/12/2012 12,435 160 0.00
Bought EUR Sold CZK at 0.04022 20/11/2012 11,825 116 0.00
Bought SEK Sold EUR at 8.68530 20/12/2012 13,378 115 0.00
Bought USD Sold EUR at 1.29809 20/11/2012 185,854 106 0.00
Bought EUR Sold USD at 0.77482 20/11/2012 15,843 83 0.00
Bought EUR Sold USD at 0.77319 20/12/2012 20,311 69 0.00
Bought USD Sold EUR at 1.29839 20/11/2012 72,382 58 0.00
Bought NOK Sold EUR at 7.43418 20/12/2012 19,392 51 0.00
Bought AUD Sold EUR at 1.27381 20/12/2012 2,534 37 0.00
Bought CHF Sold EUR at 1.20672 20/12/2012 128,383 35 0.00
Bought EUR Sold USD at 0.77358 20/11/2012 8,803 32 0.00
Bought NOK Sold EUR at 7.45407 20/12/2012 2,526 13 0.00
Bought NOK Sold EUR at 7.43250 20/12/2012 1,520 4 0.00
Bought DKK Sold EUR at 7.45584 20/12/2012 3,587 0 0.00
Bought NOK Sold EUR at 7.40681 20/12/2012 944 (1) (0.00)
Bought EUR Sold NOK at 0.13478 20/12/2012 2,612 (2) (0.00)
Bought NOK Sold EUR at 7.38654 20/12/2012 874 (3) (0.00)
Bought USD Sold EUR at 1.29543 20/11/2012 7,243 (11) (0.00)
Bought EUR Sold NOK at 0.13462 20/12/2012 9,069 (17) (0.00)
Bought USD Sold EUR at 1.29690 20/11/2012 108,801 (38) (0.00)
Bought EUR Sold USD at 0.76623 20/11/2012 7,851 (47) (0.00)
Bought DKK Sold EUR at 7.44454 20/12/2012 37,893 (59) (0.00)
Bought EUR Sold GBP at 1.23888 20/11/2012 17,003 (60) (0.00)
Bought CHF Sold EUR at 1.20002 20/11/2012 12,713 (70) (0.00)
Bought GBP Sold EUR at 0.79463 20/11/2012 6,575 (79) (0.00)
Bought EUR Sold SEK at 0.11524 20/12/2012 10,994 (83) (0.00)
Bought CZK Sold EUR at 24.98949 20/11/2012 24,898 (116) (0.00)
Bought EUR Sold USD at 0.76070 20/11/2012 11,056 (145) (0.00)
Bought EUR Sold CZK at 0.03970 20/11/2012 47,113 (157) (0.00)
Bought USD Sold EUR at 1.28663 20/11/2012 19,343 (160) (0.00)
Bought USD Sold EUR at 1.24826 20/11/2012 7,160 (271) (0.00)
Bought CAD Sold EUR at 1.26453 20/12/2012 14,889 (387) (0.00)
Bought EUR Sold GBP at 1.22704 20/12/2012 38,105 (482) (0.00)
Bought EUR Sold GBP at 1.23740 20/11/2012 110,173 (520) (0.00)
Bought GBP Sold EUR at 0.79591 20/12/2012 52,718 (574) (0.00)
Bought USD Sold EUR at 1.29165 20/11/2012 159,968 (703) (0.00)
Bought EUR Sold SEK at 0.11594 20/11/2012 250,994 (713) (0.00)
Bought GBP Sold EUR at 0.80024 20/11/2012 183,582 (934) (0.00)
Bought USD Sold EUR at 1.25596 20/11/2012 37,314 (1,191) (0.00)
Bought SEK Sold EUR at 8.52107 20/12/2012 116,094 (1,219) (0.00)
Bought EUR Sold GBP at 1.23179 20/11/2012 163,931 (1,515) (0.00)
Bought USD Sold EUR at 1.28865 20/11/2012 586,837 (3,935) (0.00)
Bought USD Sold EUR at 1.23571 20/11/2012 91,654 (4,355) (0.00)
Bought USD Sold EUR at 1.23365 20/11/2012 104,663 (5,139) (0.01)
Bought EUR Sold USD at 0.76047 20/11/2012 415,273 (5,569) (0.01)
Bought USD Sold EUR at 1.25663 20/11/2012 213,210 (6,692) (0.01)
Bought USD Sold EUR at 1.23827 20/11/2012 225,068 (10,249) (0.01)
Bought USD Sold EUR at 1.25316 20/11/2012 321,143 (10,938) (0.01)
Bought USD Sold EUR at 1.25544 20/11/2012 453,713 (14,657) (0.01)
Bought USD Sold EUR at 1.23192 20/11/2012 351,485 (17,727) (0.02)
329,691 0.33
Ccy Underlying Unrealised % Net
exposure gain / (loss) Assets
EUR
Futures
Long Gilt Future 27/12/2012 GBP (613,845) 9,347 0.01
Ultra Long Term US Treasury Bond Future 19/12/2012 USD (924,782) 3,363 0.00
US Treasury Note 10 Year Future 19/12/2012 USD (1,607,873) 1,467 0.00
Long Term US Treasury Bond Future 19/12/2012 USD (29,530) 222 0.00
Euro Bobl Future 06/12/2012 EUR 1,710,678 153 0.00
US Treasury Note 5 Year Future 19/12/2012 USD (985,506) 76 0.00
US Treasury Note 2 Year Future 19/12/2012 USD (147,236) 47 0.00
Euro Stoxx 50 Future 21/12/2012 EUR 42,843 (957) (0.00)
FTSE 100 Index Future 21/12/2012 GBP 46,511 (1,061) (0.00)
Euro Bund Future 06/12/2012 EUR (1,606,182) (15,732) (0.02)
(3,075) (0.00)
Interest Rate Swaps
Underlying Unrealised % Net
exposure gain / (loss) Assets
EUR EUR
Ccy Underlying Unrealised % Net
exposure gain / (loss) Assets
EUR
Pay fixed 3.128% receive float. (6m EURIBOR) 05/04/2016 EUR 33,750 2,798 0.00
Pay fixed 2.009% receive float. (6m EURIBOR) 31/10/2016 EUR 33,750 1,656 0.00
Pay fixed 1.915% receive float. (6m GBPLIBOR) 27/10/2016 GBP 28,688 (1,431) (0.00)
Pay fixed 3.03% float. (6m GBPLIBOR) 01/04/2016 GBP 28,688 (2,624) (0.00)
399 0.00