Semi-Annual Report and Accounts - chartbook.fid-intl.com
Semi-Annual Report and Accounts - chartbook.fid-intl.com
Semi-Annual Report and Accounts - chartbook.fid-intl.com
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Fidelity<br />
Funds<br />
Industrials<br />
Tyco Flow Control Int’l 3.15% 15/09/2022 144A LU USD 562,001 433,163 0.09<br />
433,163 0.09<br />
Consumer Discretionary<br />
Time Warner Cable 4.50% 15/09/2042 US USD 343,040 269,546 0.06<br />
Chrysler Group 8.00% 15/06/2019 US USD 113,459 92,946 0.02<br />
Volkswagen Int’l Finance 2.375% 22/03/2017 144A NL USD 56,729 45,420 0.01<br />
Comcast 6.55% 01/07/2039 US USD 28,365 29,089 0.01<br />
NBCUniversal Media 4.375% 01/04/2021 US USD 28,365 24,960 0.01<br />
461,961 0.10<br />
Consumer Staples<br />
Altria Group 4.25% 09/08/2042 US USD 452,521 352,131 0.07<br />
Pernod-Ricard 4.45% 15/01/2022 144A FR USD 291,949 251,624 0.05<br />
SABMiller Holdings 3.75% 15/01/2022 144A US USD 113,459 96,398 0.02<br />
Heineken 1.40% 01/10/2017 144A NL USD 28,365 21,933 0.00<br />
722,086 0.15<br />
Healthcare<br />
Roche Holdings 7.00% 01/03/2039 144A US USD 145,974 173,909 0.04<br />
Watson Pharmaceuticals 4.625% 01/10/2042 US USD 153,273 126,746 0.03<br />
Express Scripts Holding 3.90% 15/02/2022 144A US USD 73,748 62,241 0.01<br />
Express Scripts Holding 2.10% 12/02/2015 144A US USD 34,038 26,933 0.01<br />
389,829 0.08<br />
Financials<br />
BNP Paribas FR EUR 185,869 7,213,563 1.51<br />
European Union 2.75% 21/09/2021 EMTN 99 EUR 2,050,089 2,218,120 0.47<br />
Aegon NL EUR 374,627 1,613,893 0.34<br />
BBVA 4.25% 30/03/2015 EMTN ES EUR 1,031,664 1,070,564 0.22<br />
Intesa Sanpaolo 4.375% 15/10/2019 EMTN IT EUR 922,353 905,589 0.19<br />
Intesa Sanpaolo 4.00% 08/11/2018 IT EUR 834,768 815,784 0.17<br />
HSBC Bank 3.10% 24/05/2016 144A GB USD 897,743 726,186 0.15<br />
BNP Paribas 2.375% 14/09/2017 MTN FR USD 765,535 596,348 0.13<br />
Eston 2006-1 A1B 0.397% FRN 19/04/2021 GB EUR 539,133 499,857 0.10<br />
Clock Finance 2007-1 B2 0.515% FRN 25/02/2015 NL EUR 408,728 406,112 0.09<br />
Real Estate Capital 5 B 0.848% FRN 25/07/2016 GB GBP 250,391 303,073 0.06<br />
Clock Finance 2007-1 C2 0.695% FRN 25/02/2015 NL EUR 204,364 198,335 0.04<br />
TS Co.mit One E 2.672% FRN 29/06/2013* DE EUR 287,036 129,166 0.03<br />
Proud 1 A 0.569% FRN 18/08/2017 FR EUR 95,978 90,560 0.02<br />
Storm 2010-1 A2 1.233% FRN 22/03/2052 NL EUR 56,729 57,161 0.01<br />
Brunt Alpha 2007-1 C 1.029% FRN 15/01/2017 GB GBP 55,898 55,689 0.01<br />
Hmi 2010-1X A2 1.740% FRN 15/10/2054 GB USD 49,034 38,280 0.01<br />
Eston 2006-1 A2 0.741% FRN 19/04/2021 GB GBP 28,365 31,730 0.01<br />
Wells Fargo & Co 3.676% 15/06/2016 US USD 28,365 23,719 0.00<br />
US Bancorp 3.00% 15/03/2022 MTN US USD 28,365 23,223 0.00<br />
BAT Int’l Finance 3.25% 07/06/2022 144A GB USD 28,365 22,789 0.00<br />
SMILE Securitisation 2007-1 D 0.774% FRN 20/12/2053 NL EUR 31,190 22,530 0.00<br />
BAT Int’l Finance 2.125% 07/06/2017 144A GB USD 28,365 22,380 0.00<br />
Canary Wharf Finance II C2 1.079% FRN 22/10/2037 GB GBP 28,365 21,749 0.00<br />
Granite Master Issuer 2005-1 A5 0.29% FRN 20/12/2054 GB EUR 15,181 14,942 0.00<br />
European Loan Conduit 23X D 0.755% FRN 15/02/2019* IE EUR 68,143 10,535 0.00<br />
MetLife 4.125% 13/08/2042 US USD 11,346 8,850 0.00<br />
Bavarian Sky 2 A 0.961% FRN 15/01/2018 LU EUR 6,627 6,646 0.00<br />
Lambda Finance 2005-1X A2 0.589% FRN 15/11/2029 NL EUR 1,005 1,006 0.00<br />
17,148,379 3.60<br />
Government<br />
Spain 4.90% 30/07/2040 ES EUR 1,044,564 842,732 0.18<br />
France 2.50% 12/01/2014 FR EUR 557,078 573,132 0.12<br />
US Treasury 1.25% 31/10/2019 US USD 481,716 373,834 0.08<br />
US Treasury 3.00% 15/05/2042 US USD 386,832 306,514 0.06<br />
US Treasury 3.125% 15/11/2041 US USD 329,030 267,986 0.06<br />
US Treasury 0.50% 31/05/2013 US USD 181,534 140,217 0.03<br />
New Zeal<strong>and</strong> Index Linked 2.00% 20/09/2025 NZ NZD 147,496 96,112 0.02<br />
US Treasury 1.625% 15/08/2022 US USD 113,459 86,860 0.02<br />
France 2.25% 25/02/2016 FR EUR 42,547 45,032 0.01<br />
2,732,419 0.57<br />
Open Ended Fund<br />
Fidelity Institutional Liquidity Fund - A-ACC-EUR IE EUR 917 12,903,587 2.71<br />
12,903,587 2.71<br />
Unlisted<br />
Euro Balanced Fund - continued<br />
Schedule of Investments as at 31 October 2012<br />
Country Ccy Shares or Market % Net<br />
Code Nominal Value Assets<br />
EUR<br />
Financials<br />
Nightingale Finance 2007-11 1 0.983% FRN 07/06/2015* GB USD 1,345,282 10 0.00<br />
Links Finance 0.00% 15/09/2009 EMTN (Defaulted)* KY USD 656,885 5 0.00<br />
15 0.00<br />
Fractions (5) (0.00)<br />
Total Investments (Cost EUR 401,463,463) 452,699,283 95.01<br />
163<br />
Credit Default Swaps<br />
Bought protection on Hammerson 20/12/2016 EUR 620,391 2,662 0.00<br />
2,662 0.00<br />
Forward Foreign Exchange Contracts<br />
Underlying Unrealised % Net<br />
exposure gain / (loss) Assets<br />
EUR EUR<br />
Bought EUR Sold USD at 0.81250 20/11/2012 7,993,265 432,439 0.09<br />
Bought EUR Sold USD at 0.81231 20/11/2012 5,478,246 295,015 0.06<br />
Bought EUR Sold GBP at 1.26736 20/11/2012 4,863,281 94,232 0.02<br />
Bought EUR Sold SEK at 0.12054 20/11/2012 1,103,174 40,582 0.01<br />
Bought EUR Sold GBP at 1.26862 20/11/2012 1,900,786 38,745 0.01<br />
Bought EUR Sold USD at 0.81301 20/11/2012 358,485 19,631 0.00<br />
Bought EUR Sold USD at 0.81142 20/11/2012 226,047 11,910 0.00<br />
Bought EUR Sold AUD at 0.85043 20/11/2012 168,530 10,940 0.00<br />
Bought EUR Sold GBP at 1.26346 20/11/2012 496,001 8,055 0.00<br />
Bought EUR Sold GBP at 1.27398 20/11/2012 294,189 7,265 0.00<br />
Bought EUR Sold USD at 0.77525 20/11/2012 1,251,531 7,228 0.00<br />
Bought EUR Sold USD at 0.78154 20/11/2012 512,204 7,132 0.00<br />
Bought EUR Sold GBP at 1.25942 20/11/2012 493,642 6,410 0.00<br />
Bought USD Sold EUR at 1.31082 20/11/2012 592,889 6,154 0.00<br />
Bought USD Sold EUR at 1.30784 20/11/2012 605,399 4,895 0.00<br />
Bought USD Sold EUR at 1.30708 20/11/2012 575,313 4,315 0.00<br />
Bought EUR Sold USD at 0.77473 20/11/2012 587,204 2,991 0.00<br />
Bought EUR Sold USD at 0.77550 20/11/2012 454,795 2,773 0.00<br />
Bought KRW Sold USD at 1,119.50000 20/11/2012 95,696 2,494 0.00<br />
Bought USD Sold EUR at 1.30510 20/11/2012 401,539 2,399 0.00<br />
Bought EUR Sold JPY at 0.01034 20/11/2012 19,227 1,373 0.00<br />
Bought USD Sold EUR at 1.31230 20/11/2012 95,103 1,096 0.00<br />
Bought EUR Sold USD at 0.81039 20/11/2012 17,054 876 0.00<br />
Bought EUR Sold USD at 0.77234 20/11/2012 429,501 856 0.00<br />
Bought CZK Sold EUR at 25.18708 20/11/2012 249,422 800 0.00<br />
Bought EUR Sold USD at 0.79798 20/11/2012 18,803 663 0.00<br />
Bought EUR Sold USD at 0.79364 20/11/2012 16,616 492 0.00<br />
Bought USD Sold EUR at 1.29809 20/11/2012 462,069 265 0.00<br />
Bought EUR Sold GBP at 1.25844 20/11/2012 19,748 241 0.00<br />
Bought USD Sold EUR at 1.31457 20/11/2012 16,830 223 0.00<br />
Bought EUR Sold GBP at 1.25880 20/11/2012 16,927 211 0.00<br />
Bought EUR Sold USD at 0.77482 20/11/2012 36,731 192 0.00<br />
Bought EUR Sold USD at 0.77576 20/11/2012 29,734 191 0.00<br />
Bought GBP Sold EUR at 0.81274 20/11/2012 12,564 131 0.00<br />
Bought USD Sold EUR at 1.29839 20/11/2012 152,564 122 0.00<br />
Bought GBP Sold EUR at 0.80833 20/11/2012 11,229 56 0.00<br />
Bought USD Sold EUR at 1.30147 20/11/2012 17,000 54 0.00<br />
Bought GBP Sold EUR at 0.80594 20/11/2012 21,821 44 0.00<br />
Bought EUR Sold USD at 0.77107 20/11/2012 85,268 30 0.00<br />
Bought EUR Sold GBP at 1.24425 20/11/2012 24,686 19 0.00<br />
Bought USD Sold EUR at 1.29435 20/11/2012 24,106 (56) (0.00)<br />
Bought USD Sold EUR at 1.29690 20/11/2012 324,276 (113) (0.00)<br />
Bought EUR Sold NZD at 0.63137 20/11/2012 84,360 (190) (0.00)<br />
Bought EUR Sold GBP at 1.23785 20/11/2012 88,868 (387) (0.00)<br />
Bought EUR Sold CZK at 0.03970 20/11/2012 250,222 (834) (0.00)<br />
Bought EUR Sold GBP at 1.23740 20/11/2012 326,675 (1,543) (0.00)<br />
Bought USD Sold EUR at 1.29165 20/11/2012 409,337 (1,799) (0.00)<br />
Bought EUR Sold SEK at 0.11594 20/11/2012 1,268,022 (3,602) (0.00)<br />
Bought USD Sold KRW at 0.00088 20/11/2012 120,233 (4,827) (0.00)<br />
Bought GBP Sold EUR at 0.80024 20/11/2012 1,043,774 (5,311) (0.00)<br />
Bought USD Sold EUR at 1.28865 20/11/2012 1,100,599 (7,381) (0.00)<br />
Bought USD Sold EUR at 1.23365 20/11/2012 235,945 (11,585) (0.00)<br />
Bought EUR Sold USD at 0.76047 20/11/2012 1,058,676 (14,197) (0.00)<br />
Bought USD Sold EUR at 1.23827 20/11/2012 360,847 (16,432) (0.00)<br />
Bought USD Sold EUR at 1.25663 20/11/2012 602,192 (18,901) (0.00)<br />
Bought USD Sold EUR at 1.25544 20/11/2012 885,073 (28,591) (0.01)<br />
Bought USD Sold EUR at 1.23192 20/11/2012 568,879 (28,691) (0.01)<br />
Bought USD Sold EUR at 1.25316 20/11/2012 973,696 (33,164) (0.01)<br />
835,936 0.18<br />
Futures<br />
Ccy Underlying Unrealised % Net<br />
exposure gain / (loss) Assets<br />
EUR<br />
Ccy Underlying Unrealised % Net<br />
exposure gain / (loss) Assets<br />
EUR<br />
Long Gilt Future 27/12/2012 GBP (3,726,455) 56,745 0.01<br />
Euro Buxl Future 06/12/2012 EUR (374,811) 9,527 0.00<br />
Ultra Long Term US Treasury Bond Future 19/12/2012 USD (1,985,340) 7,225 0.00<br />
Euro Stoxx 50 Future 21/12/2012 EUR 13,685,477 5,091 0.00<br />
US Treasury Note 10 Year Future 19/12/2012 USD (6,824,154) 3,438 0.00<br />
Euro Bobl Future 06/12/2012 EUR 1,969,146 1,520 0.00<br />
US Treasury Note 5 Year Future 19/12/2012 USD (1,468,476) 822 0.00<br />
Short Gilt Future 27/12/2012 GBP (118,440) 563 0.00<br />
Australia 10 Year Bond Future 17/12/2012 AUD (284,351) (539) (0.00)<br />
Long Term US Treasury Bond Future 19/12/2012 USD 111,742 (1,015) (0.00)
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