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 />
Bankia 3.625% 05/10/2016 ES EUR 864 1,008 0.03<br />
TransUnion Holding 8.125% 15/06/2018 144A US USD 988 994 0.03<br />
Westpac Capital Trust IV 5.256% VRN (Perpetual) Reg S US USD 974 977 0.03<br />
Icahn Enterprises Finance 8.00% 15/01/2018 144A US USD 787 850 0.03<br />
Realogy 9.00% 15/01/2020 144A US USD 734 825 0.03<br />
SLM 8.00% 25/03/2020 MTN US USD 703 817 0.03<br />
Dresdner Funding Trust I 8.151% 30/06/2031 144A US USD 813 760 0.02<br />
Montell Finance 8.10% 15/03/2027 144A NL USD 560 753 0.02<br />
US Bancorp (F) 6.50% VRN (Perpetual) US USD 25 727 0.02<br />
CCO Holdings Capital 7.00% 15/01/2019 US USD 649 703 0.02<br />
L<strong>and</strong>ry’s 9.375% 01/05/2020 144A US USD 627 664 0.02<br />
TransUnion Holding 9.625% 15/06/2018 US USD 580 614 0.02<br />
Bankia 3.50% 14/12/2015 ES EUR 471 570 0.02<br />
Capital One Capital VI 8.875% 15/05/2040 US USD 481 489 0.02<br />
Societe Generale 5.922% VRN (Perpetual) 144A FR USD 530 444 0.01<br />
Affiliated Managers Group 6.375% 15/08/2042 US USD 17 443 0.01<br />
NSG Holdings 7.75% 15/12/2025 144A US USD 342 355 0.01<br />
Ally Financial 7.00% (Perpetual) Reg S US USD 1 248 0.01<br />
USI Holdings 4.310% FRN 15/11/2014 144A US USD 179 175 0.01<br />
Realogy 7.875% 15/02/2019 Reg S US USD 2 3 0.00<br />
215,656 6.89<br />
Government<br />
US Treasury 4.75% 15/05/2014 US USD 9,741 10,411 0.33<br />
US Treasury 4.25% 15/11/2013 US USD 4,871 5,074 0.16<br />
Portugal 4.75% 14/06/2019 PT EUR 1,413 1,550 0.05<br />
17,035 0.54<br />
Open Ended Fund<br />
Fidelity Institutional Liquidity Fund - A-ACC-USD IE USD 4 60,009 1.92<br />
60,009 1.92<br />
Unlisted<br />
Global High Yield Bond Fund 1 - continued<br />
Schedule of Investments as at 31 October 2012<br />
Country Ccy Shares or Market % Net<br />
Code Nominal Value Assets<br />
USD<br />
Energy<br />
Chesapeake Energy 0.472% FRN 02/12/2017 US USD 1,672 1,676 0.05<br />
RDS Ultra-Deepwater 11.875% 15/03/2017 144A KY USD 1,228 1,394 0.04<br />
Oil States International 6.50% 01/06/2019 US USD 827 878 0.03<br />
Samson Term 2Nd Lien 4.788% FRN 25/09/2018 US USD 267 270 0.01<br />
Remedial Cayman 10.00% 28/03/2012 (Defaulted)* KY USD 473 19 0.00<br />
Offshore Ac<strong>com</strong>modation IS* US USD 92 0 0.00<br />
Viking Drilling 0.00% FRN 05/10/2011 (Defaulted)* NO USD 393 0 0.00<br />
4,237 0.14<br />
Utilities<br />
Suburban Propane Partners 7.375% 01/08/2021 Reg S US USD 1,759 1,904 0.06<br />
Texas Competitive Electric 15.380% FRN 10/10/2017 US USD 2,893 1,903 0.06<br />
Suburban Propane Partners 7.50% 01/10/2018 Reg S US USD 1,487 1,618 0.05<br />
Enron 6.75% 01/09/2004 (Defaulted)* US USD 67 0 0.00<br />
Enron 9.125% 01/04/2003 (Defaulted)* US USD 195 0 0.00<br />
5,425 0.17<br />
Materials<br />
FMG Resources August 2006 5.069% FRN 18/10/2017 AU USD 2,420 2,413 0.08<br />
American Rock Salt 8.25% 01/05/2018 144A US USD 1,476 1,362 0.04<br />
Edgen Murray 8.75% 01/11/2020 144A US USD 951 946 0.03<br />
Tekni-Plex 9.75% 01/06/2019 144A US USD 859 924 0.03<br />
Rain CII Carbon 8.00% 01/12/2018 144A US USD 589 592 0.02<br />
Consolidated Container 10.125% 15/07/2020 144A US USD 415 445 0.01<br />
Nufarm Australia Limited 6.375% 15/10/2019 144A AU USD 425 429 0.01<br />
7,111 0.23<br />
Industrials<br />
Tervita 9.75% 01/11/2019 144A CA USD 1,071 1,066 0.03<br />
Nobina* SE SEK 599 904 0.03<br />
NESCO 11.75% 15/04/2017 144A US USD 685 725 0.02<br />
USG 7.875% 30/03/2020 144A US USD 640 701 0.02<br />
Rural/Metro - WP Rocket 10.125% 15/07/2019 144A US USD 691 653 0.02<br />
Nobina Europe 9.125% 01/08/2012 SE EUR 664 564 0.02<br />
United Airlines 9.875% 01/08/2013 144A US USD 135 138 0.00<br />
4,751 0.15<br />
Information Technology<br />
First Data 5.949 FRN 24/03/2018 US USD 11,013 10,539 0.34<br />
Kronos 4.912% FRN 28/12/2017 US USD 2,037 2,045 0.07<br />
NXP 4.751% FRN 03/04/2019 US USD 1,910 1,935 0.06<br />
Viasystems 7.875% 01/05/2019 144A US USD 1,843 1,823 0.06<br />
Infor US 4.711% FRN 05/04/2019 US USD 1,751 1,774 0.06<br />
Kronos Terminal 4.853% 24/04/2020 US USD 1,739 1,754 0.06<br />
Kronos Terminal 4.913% 24/10/2019 US USD 968 973 0.03<br />
Facebook (B) US USD 36 752 0.02<br />
Nuance Communications 5.375% 15/08/2020 144A US USD 507 519 0.02<br />
NXP <strong>Semi</strong>conductor 4.588% 04/03/2017 NL USD 139 141 0.00<br />
Spansion 0.00% 15/01/2016 Escrow (Defaulted) US USD 589 33 0.00<br />
22,288 0.71<br />
243<br />
Consumer Discretionary<br />
WideOpenWest (B) 4.767% 17/07/2018 US USD 3,164 3,199 0.10<br />
Caesars Entertainment Operating 7.40% FRN 28/01/2018 US USD 3,242 2,913 0.09<br />
Tower Automotive Holdings 10.625% 01/09/2017 144A US USD 2,432 2,632 0.08<br />
Checkout Holdings 18.291% 15/11/2015 144A US USD 3,024 1,814 0.06<br />
Univision Communications 5.534% FRN 31/03/2017 US USD 1,587 1,554 0.05<br />
Gallery Capital* LU USD 1 1,497 0.05<br />
Mood Media 9.25% 15/10/2020 144A CA USD 1,203 1,216 0.04<br />
K. Hovnanian Enterprises 9.125% 15/11/2020 144A US USD 1,157 1,212 0.04<br />
Serta Simmons Holdings 8.125% 01/10/2020 144A US USD 1,189 1,204 0.04<br />
Jo-Ann Stores Hlds 9.75% 15/10/2019 144A US USD 988 980 0.03<br />
Graton Economic Dev Auth 9.625% 01/09/2019 144A US USD 844 903 0.03<br />
Party City Holdings 4.781% FRN 27/07/2019 US USD 787 796 0.03<br />
International Automotive 9.125% 01/06/2018 144A LU USD 647 630 0.02<br />
Jaguar Holding 9.50% 01/12/2019 144A US USD 283 316 0.01<br />
Chester Downs & Marina 9.25% 01/02/2020 144A US USD 275 276 0.01<br />
K. Hovnanian Enterprises 5.00% 01/11/2021 Reg S US USD 330 275 0.01<br />
Chukchansi Economic 9.75% 30/05/2020 Reg S US USD 44 27 0.00<br />
Waterford Gaming 8.625% 15/09/2014 144A* US USD 59 23 0.00<br />
Mood Media 10.00% 31/10/2015 CA USD 5 5 0.00<br />
Vertis Holdings* US USD 1 2 0.00<br />
Adelphia Comm. 0.00% 31/12/2049 (Defaulted)* US USD 29 0 0.00<br />
Talon Equityco Wts 23/11/2040* BE EUR 1 0 0.00<br />
Vertis Holdings (Old) US USD 2 0 0.00<br />
Visiocorp Wts A 31/12/2012* GB GBP 2 0 0.00<br />
Visiocorp Wts B 31/12/2012* GB GBP 2 0 0.00<br />
21,474 0.69<br />
Consumer Staples<br />
BI-LO 9.25% 15/02/2019 144A US USD 871 916 0.03<br />
BJ’s Wholesale Club 4.78 FRN 06/09/2019 US USD 256 259 0.01<br />
1,175 0.04<br />
Healthcare<br />
Legend Acquisition Sub 10.75% 15/08/2020 144A US USD 2,329 2,294 0.07<br />
Jaguar Holding I 9.375% 15/10/2017 144A US USD 802 820 0.03<br />
Rural/Metro 10.125% 15/07/2019 144A US USD 667 629 0.02<br />
3,743 0.12<br />
Tele<strong>com</strong>munication Services<br />
Fairpoint Communications 7.372% FRN 24/01/2016 US USD 6,208 5,796 0.19<br />
Sprint Nextel 7.00% 01/03/2020 144A US USD 4,043 4,695 0.15<br />
Clearwire Communications 14.75% 01/12/2016 144A US USD 3,174 3,999 0.13<br />
Broadview Networks 11.375% 01/09/2012 (Defaulted) US USD 3,416 2,451 0.08<br />
Intelsat Jackson Holdings 4.797% FRN 02/04/2018 LU USD 1,160 1,171 0.04<br />
18,112 0.58<br />
Financials<br />
Realogy 0.241% FRN 10/10/2016 US USD 5,786 5,783 0.18<br />
Asurion Term Loan 4.335% FRN 24/05/2019 US USD 2,207 2,288 0.07<br />
Hub International 8.125% 15/10/2018 144A US USD 1,400 1,442 0.05<br />
Asurion Term Loan 4.873% FRN 23/07/2017 US USD 1,017 1,022 0.03<br />
Asurion Term Loan 4.811% FRN 24/05/2018 US USD 933 941 0.03<br />
2010 Swift M<strong>and</strong>atory CEST 6.00% 31/12/2013 144A US USD 81 736 0.02<br />
Penson Worldwide 12.50% 15/05/2017 144A US USD 455 102 0.00<br />
Cattles 6.875% 17/01/2014 EMTN (Defaulted)* GB GBP 565 0 0.00<br />
Coastal Greenl<strong>and</strong> Wts 08/11/2012 HK HKD 725 0 0.00<br />
Damovo Group* KY EUR 334 0 0.00<br />
12,314 0.39<br />
Fractions 5 0.00<br />
Total Investments (Cost USD 3,073,905) 3,055,953 97.68<br />
Credit Default Swaps<br />
Country Ccy Shares or Market % Net<br />
Code Nominal Value Assets<br />
USD<br />
Ccy Underlying Unrealised % Net<br />
exposure gain / (loss) Assets<br />
USD<br />
Bought protection on Spain 5.50% 20/12/2017 USD 8,282 738 0.02<br />
Bought protection on Italy 6.875% 20/12/2017 USD 7,183 572 0.02<br />
Sold protection on Virgin Media Finance 20/12/2017 EUR 2,237 356 0.01<br />
Sold protection on UPC Holding 20/12/2017 EUR 11,905 334 0.01<br />
Bought protection on Codere Finance 20/09/2015 EUR 1,276 318 0.01<br />
Bought protection on Generali Finance 20/06/2017 EUR 3,690 303 0.01<br />
Bought protection on Russia 5.00% 20/12/2017 USD 11,776 301 0.01<br />
Bought protection on France 4.25% 20/12/2017 USD 14,131 300 0.01<br />
Bought protection on Itraxx Xover 20/12/2017 EUR 15,701 180 0.01<br />
Sold protection on Royal Caribbean Cruises 20/03/2017 USD 1,963 179 0.01<br />
Bought protection on Codere Finance 8.25% 20/06/2015 EUR 746 177 0.01<br />
Sold protection on Fiat Finance & Trade 20/09/2014 EUR 8,400 147 0.00<br />
Sold protection on Fiat Industrial 20/03/2015 EUR 1,452 138 0.00<br />
Sold protection on Asia Ex Japan 20/12/2013 USD 2,435 83 0.00<br />
Bought protection on Dixons 8.75% 20/12/2017 EUR 2,414 67 0.00
Change language