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
You also want an ePaper? Increase the reach of your titles
YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.
Fidelity<br />
Funds<br />
Financials<br />
Asian Property Development NVDR TH THB 165,490 46,689 0.04<br />
Kasikornbank NVDR TH THB 1,893 10,981 0.01<br />
Realogy 0.241% FRN 10/10/2016 US USD 6,430 6,427 0.01<br />
Bangkok Bank NVDR TH THB 756 4,338 0.00<br />
L<strong>and</strong> <strong>and</strong> Houses NVDR TH THB 14,529 4,051 0.00<br />
Asurion Term Loan 4.335% FRN 24/05/2019 US USD 2,452 2,543 0.00<br />
Hub International 8.125% 15/10/2018 144A US USD 1,556 1,603 0.00<br />
Asurion Term Loan 4.873% FRN 23/07/2017 US USD 1,130 1,136 0.00<br />
Asurion Term Loan 4.811% FRN 24/05/2018 US USD 1,037 1,046 0.00<br />
2010 Swift M<strong>and</strong>atory CEST 6.00% 31/12/2013 144A US USD 90 818 0.00<br />
Penson Worldwide 12.50% 15/05/2017 144A US USD 505 114 0.00<br />
Links Finance 0.00% 15/09/2009 EMTN (Defaulted)* KY USD 107,401 1 0.00<br />
Nightingale Finance 2007-11 1 0.983% FRN 07/06/2015* GB USD 111,486 1 0.00<br />
79,748 0.07<br />
Fractions (19) (0.00)<br />
Total Investments (Cost USD 108,569,513) 118,185,353 96.34<br />
Bank Deposits<br />
Pohjola Bank TD 0.16% 01/11/2012 FI USD 4 4 0.00<br />
DnB NOR Bank TD 0.16% 01/11/2012 NO USD 2 2 0.00<br />
6 0.00<br />
Total Investments (including Bank Deposits) 118,185,359 96.34<br />
Credit Default Swaps<br />
Growth & In<strong>com</strong>e Fund 1 - continued<br />
Schedule of Investments as at 31 October 2012<br />
Ccy Underlying Unrealised % Net<br />
exposure gain / (loss) Assets<br />
USD<br />
Sold protection on CDX.NA.IG 20/12/2017 USD 1,422,464 550 0.00<br />
Bought protection on Hammerson 20/12/2016 EUR 5,657 31 0.00<br />
Sold protection on CDX.NA.HY 20/12/2017 USD 948,309 (8,304) (0.01)<br />
Sold protection on Glencore Finance 20/09/2017 EUR 151,730 (11,283) (0.01)<br />
(19,006) (0.02)<br />
Forward Foreign Exchange Contracts<br />
Country Ccy Shares or Market % Net<br />
Code Nominal Value Assets<br />
USD<br />
Underlying Unrealised % Net<br />
exposure gain / (loss) Assets<br />
USD USD<br />
Bought AUD Sold USD at 0.98675 18/01/2013 2,219,310 38,620 0.03<br />
Bought USD Sold JPY at 0.01275 20/11/2012 1,150,279 21,093 0.02<br />
Bought GBP Sold USD at 0.62492 18/01/2013 2,596,324 20,224 0.02<br />
Bought EUR Sold USD at 0.81243 20/11/2012 345,273 18,646 0.02<br />
Bought USD Sold JPY at 0.01268 18/01/2013 1,095,834 13,061 0.01<br />
Bought EUR Sold USD at 0.81321 20/11/2012 223,782 12,311 0.01<br />
Bought EUR Sold USD at 0.77448 20/11/2012 2,571,324 12,283 0.01<br />
Bought KRW Sold USD at 1,119.00000 20/11/2012 432,121 11,064 0.01<br />
Bought USD Sold EUR at 1.31465 20/11/2012 716,028 9,548 0.01<br />
Bought USD Sold JPY at 0.01280 18/01/2013 433,871 9,296 0.01<br />
Bought USD Sold JPY at 0.01279 20/11/2012 418,459 8,940 0.01<br />
Bought USD Sold CAD at 1.01237 18/01/2013 482,482 6,493 0.01<br />
Bought USD Sold JPY at 0.01273 20/11/2012 354,963 5,853 0.00<br />
Bought USD Sold AUD at 1.04741 20/11/2012 470,913 5,161 0.00<br />
Bought EUR Sold USD at 0.79375 20/11/2012 155,315 4,623 0.00<br />
Bought USD Sold JPY at 0.01278 20/11/2012 186,402 3,861 0.00<br />
Bought USD Sold CAD at 1.02345 20/11/2012 108,133 2,509 0.00<br />
Bought EUR Sold USD at 0.78158 20/11/2012 163,920 2,292 0.00<br />
Bought GBP Sold USD at 0.62190 20/11/2012 594,691 1,848 0.00<br />
Bought USD Sold EUR at 1.31088 20/11/2012 174,701 1,821 0.00<br />
Bought USD Sold EUR at 1.30528 20/11/2012 277,553 1,695 0.00<br />
Bought USD Sold EUR at 1.30792 20/11/2012 188,603 1,536 0.00<br />
Bought USD Sold GBP at 1.61923 20/11/2012 331,614 1,289 0.00<br />
Bought USD Sold CHF at 1.07930 18/01/2013 433,748 1,211 0.00<br />
Bought EUR Sold GBP at 1.26862 20/11/2012 56,275 1,147 0.00<br />
Bought GBP Sold USD at 0.62132 18/01/2013 370,822 736 0.00<br />
Bought EUR Sold USD at 0.81301 20/11/2012 10,306 564 0.00<br />
Bought USD Sold NZD at 0.82188 20/11/2012 471,780 534 0.00<br />
Bought EUR Sold USD at 0.77220 20/11/2012 132,139 240 0.00<br />
Bought EUR Sold GBP at 1.27398 20/11/2012 8,291 205 0.00<br />
Bought EUR Sold GBP at 1.25942 20/11/2012 14,636 190 0.00<br />
Bought EUR Sold GBP at 1.26346 20/11/2012 8,230 134 0.00<br />
Bought EUR Sold USD at 0.78154 20/11/2012 9,401 131 0.00<br />
Bought USD Sold EUR at 1.30698 20/11/2012 17,341 129 0.00<br />
Bought EUR Sold USD at 0.77525 20/11/2012 21,303 123 0.00<br />
Bought USD Sold EUR at 1.31082 20/11/2012 10,287 107 0.00<br />
Bought USD Sold EUR at 1.30708 20/11/2012 7,497 56 0.00<br />
177<br />
Bought EUR Sold USD at 0.77473 20/11/2012 10,344 53 0.00<br />
Bought EUR Sold USD at 0.77550 20/11/2012 8,320 51 0.00<br />
Bought USD Sold EUR at 1.30510 20/11/2012 7,783 46 0.00<br />
Bought EUR Sold GBP at 1.24700 20/11/2012 12,386 37 0.00<br />
Bought USD Sold EUR at 1.29809 20/11/2012 9,170 5 0.00<br />
Bought USD Sold EUR at 1.29839 20/11/2012 3,993 3 0.00<br />
Bought USD Sold EUR at 1.29690 20/11/2012 4,539 (2) (0.00)<br />
Bought EUR Sold GBP at 1.23740 20/11/2012 4,622 (22) (0.00)<br />
Bought USD Sold EUR at 1.29165 20/11/2012 7,713 (34) (0.00)<br />
Bought GBP Sold USD at 0.61977 20/11/2012 154,388 (53) (0.00)<br />
Bought USD Sold EUR at 1.25596 20/11/2012 3,272 (104) (0.00)<br />
Bought EUR Sold GBP at 1.23179 20/11/2012 14,373 (133) (0.00)<br />
Bought USD Sold EUR at 1.28865 20/11/2012 34,479 (231) (0.00)<br />
Bought EUR Sold USD at 0.76047 20/11/2012 20,084 (269) (0.00)<br />
Bought USD Sold EUR at 1.23365 20/11/2012 5,538 (272) (0.00)<br />
Bought USD Sold EUR at 1.25663 20/11/2012 9,407 (295) (0.00)<br />
Bought USD Sold EUR at 1.29521 20/11/2012 227,604 (376) (0.00)<br />
Bought USD Sold EUR at 1.23571 20/11/2012 8,036 (382) (0.00)<br />
Bought USD Sold EUR at 1.25316 20/11/2012 13,141 (448) (0.00)<br />
Bought USD Sold EUR at 1.29260 20/11/2012 127,581 (467) (0.00)<br />
Bought USD Sold EUR at 1.23827 20/11/2012 14,169 (645) (0.00)<br />
Bought USD Sold EUR at 1.28976 20/11/2012 116,385 (681) (0.00)<br />
Bought USD Sold EUR at 1.29162 20/11/2012 183,559 (811) (0.00)<br />
Bought USD Sold EUR at 1.25544 20/11/2012 26,131 (844) (0.00)<br />
Bought EUR Sold USD at 0.76511 20/11/2012 122,582 (906) (0.00)<br />
Bought EUR Sold USD at 0.76700 20/11/2012 217,975 (1,075) (0.00)<br />
Bought USD Sold EUR at 1.23192 20/11/2012 22,236 (1,121) (0.00)<br />
Bought USD Sold GBP at 1.61053 20/11/2012 770,605 (1,161) (0.00)<br />
Bought EUR Sold USD at 0.76738 20/11/2012 306,100 (1,358) (0.00)<br />
Bought EUR Sold USD at 0.76661 20/11/2012 253,466 (1,380) (0.00)<br />
Bought EUR Sold USD at 0.76874 20/11/2012 659,107 (1,763) (0.00)<br />
Bought USD Sold AUD at 1.01915 18/01/2013 186,314 (2,153) (0.00)<br />
Bought USD Sold GBP at 1.59022 20/11/2012 152,806 (2,154) (0.00)<br />
Bought USD Sold EUR at 1.27127 20/11/2012 128,073 (2,575) (0.00)<br />
Bought EUR Sold USD at 0.76616 20/11/2012 465,765 (2,807) (0.00)<br />
Bought USD Sold EUR at 1.29499 20/11/2012 1,617,707 (2,943) (0.00)<br />
Bought JPY Sold USD at 78.87900 20/11/2012 257,746 (3,208) (0.00)<br />
Bought CAD Sold USD at 0.99633 20/11/2012 1,005,675 (3,448) (0.00)<br />
Bought JPY Sold USD at 78.37200 20/11/2012 186,649 (3,508) (0.00)<br />
Bought CZK Sold USD at 19.26650 20/11/2012 878,170 (3,887) (0.00)<br />
Bought CAD Sold USD at 0.98718 20/11/2012 317,005 (3,987) (0.00)<br />
Bought JPY Sold USD at 78.17770 20/11/2012 240,480 (5,104) (0.00)<br />
Bought USD Sold EUR at 1.27915 20/11/2012 412,270 (5,782) (0.00)<br />
Bought USD Sold CHF at 1.06811 18/01/2013 1,502,081 (11,422) (0.01)<br />
Bought USD Sold KRW at 0.00088 20/11/2012 482,384 (19,367) (0.02)<br />
Bought EUR Sold USD at 0.76637 18/01/2013 5,906,035 (30,218) (0.02)<br />
Bought USD Sold EUR at 1.29267 18/01/2013 8,292,247 (35,188) (0.03)<br />
Bought USD Sold EUR at 1.23088 20/11/2012 693,637 (35,540) (0.03)<br />
Bought JPY Sold USD at 78.50960 20/11/2012 2,147,628 (36,659) (0.03)<br />
Bought USD Sold CZK at 0.04889 20/11/2012 906,233 (48,792) (0.04)<br />
Bought JPY Sold USD at 78.14440 18/01/2013 4,285,118 (89,884) (0.07)<br />
Bought CAD Sold USD at 0.97932 18/01/2013 4,324,332 (93,971) (0.08)<br />
Bought JPY Sold USD at 78.46750 20/11/2012 6,646,509 (116,957) (0.10)<br />
Bought USD Sold GBP at 1.56133 20/11/2012 4,900,791 (156,860) (0.13)<br />
(511,478) (0.42)<br />
Futures<br />
Ccy Underlying Unrealised % Net<br />
exposure gain / (loss) Assets<br />
USD<br />
Long Gilt Future 27/12/2012 GBP (3,496,307) 69,703 0.06<br />
Japan 10 Year Bond Future 11/12/2012 JPY 136,793,639 3,603 0.00<br />
Euro Schatz Future 06/12/2012 EUR (1,753,130) 3,362 0.00<br />
Short Gilt Future 27/12/2012 GBP (267,284) 1,648 0.00<br />
Euro Bobl Future 06/12/2012 EUR (2,236,556) 1,388 0.00<br />
US Treasury Note 5 Year Future 19/12/2012 USD 488,551 1,033 0.00<br />
Ultra Long Term US Treasury Bond Future 19/12/2012 USD (143,799) 677 0.00<br />
Dax Index Future 21/12/2012 EUR 7,802 28 0.00<br />
Euro Stoxx 50 Future 21/12/2012 EUR 159,672 (51) (0.00)<br />
FTSE 100 Index Future 21/12/2012 GBP 6,855 (210) (0.00)<br />
Australia 10 Year Bond Future 17/12/2012 AUD (653,582) (1,608) (0.00)<br />
Euro Bund Future 06/12/2012 EUR 1,594,285 (6,407) (0.01)<br />
US Treasury Note 10 Year Future 19/12/2012 USD (5,899,725) (7,838) (0.01)<br />
Long Term US Treasury Bond Future 19/12/2012 USD 1,386,790 (14,653) (0.01)<br />
50,675 0.04<br />
Interest Rate Swaps<br />
Underlying Unrealised % Net<br />
exposure gain / (loss) Assets<br />
USD USD<br />
Ccy Underlying Unrealised % Net<br />
exposure gain / (loss) Assets<br />
USD<br />
Pay fixed 3.14% receive floating (6m EURBOR) 04/08/2021 EUR 355,616 57,749 0.05<br />
Pay fixed 4.222% receive float. (3m USDLIBOR)16/09/2018 USD 303,459 56,120 0.05<br />
Pay fixed 1.50% receive float. (6m JPYLIBOR) 17/03/2015 JPY 47,415,473 17,269 0.01
Change language