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

Fidelity
Funds
Futures
Euro Bobl Future 06/12/2012 EUR (2,119,884) 2,287 0.00
Long Gilt Future 27/12/2012 GBP (22,835) 348 0.00
Ultra Long Term US Treasury Bond Future 19/12/2012 USD (62,282) 226 0.00
US Treasury Note 10 Year Future 19/12/2012 USD (106,524) 65 0.00
Dax Index Future 21/12/2012 EUR 7,457 21 0.00
US Treasury Note 5 Year Future 19/12/2012 USD (41,115) 6 0.00
Euro Bund Future 06/12/2012 EUR (113,485) (403) (0.00)
Euro Stoxx 50 Future 21/12/2012 EUR 50,080 (1,524) (0.00)
1,026 0.00
Options
Multi Asset Strategic Defensive Fund 4 - continued
Schedule of Investments as at 31 October 2012
Ccy Underlying Unrealised % Net
exposure gain / (loss) Assets
EUR
Ccy Contracts Market % Net
Value Assets
EUR
Purchased Call Eli Lilly & Co 19/01/2013 USD 6 1,650 0.00
1,650 0.00
Other Assets and Liabilities 4,373,139 4.47
Net Assets 97,877,265 100.00
197
GEOGRAPHICAL SPLIT
Country Country Code % Net Assets
Germany DE 15.86
USA US 14.51
Italy IT 8.07
France FR 7.77
UK GB 7.71
Sweden SE 5.56
Spain ES 5.03
Netherlands NL 4.47
Australia AU 3.46
Supranational 99 3.41
Japan JP 3.05
Austria AT 2.31
Ireland IE 2.11
Belgium BE 1.57
Switzerland CH 1.52
Canada CA 1.22
Luxembourg LU 1.08
Hong Kong HK 0.97
Mexico MX 0.90
Finland FI 0.72
China CN 0.51
Singapore SG 0.41
Korea KR 0.39
Norway NO 0.39
Czech Republic CZ 0.36
Denmark DK 0.27
South Africa ZA 0.23
Cayman Islands KY 0.23
Curacao CW 0.19
Poland PL 0.18
Russia RU 0.15
Thailand TH 0.13
Indonesia ID 0.12
Taiwan TW 0.11
India IN 0.08
Brazil BR 0.08
Philippines PH 0.06
Israel IL 0.06
Nigeria NG 0.05
Cyprus CY 0.04
Qatar QA 0.03
Malaysia MY 0.03
Kenya KE 0.02
Bermuda BM 0.02
United Arab Emirates AE 0.02
New Zealand NZ 0.01
Peru PE 0.01
Turkey TR 0.01
Iceland IS 0.01
Colombia CO 0.01
Chile CL 0.01
Panama PA 0.01
Cash and other net assets 4.47