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

Fidelity
Funds
Spansion 0.00% 15/01/2016 Escrow (Defaulted) US USD 16,060 912 0.00
646,093 0.20
Consumer Discretionary
WideOpenWest (B) 4.767% 17/07/2018 US USD 86,266 87,228 0.03
Caesars Entertainment Operating 7.40% FRN 28/01/2018 US USD 88,407 79,425 0.02
Tower Automotive Holdings 10.625% 01/09/2017 144A US USD 69,585 75,325 0.02
Checkout Holdings 18.291% 15/11/2015 144A US USD 82,459 49,476 0.02
Univision Communications 5.534% FRN 31/03/2017 US USD 43,284 42,386 0.01
Mood Media 9.25% 15/10/2020 144A CA USD 32,798 33,158 0.01
K. Hovnanian Enterprises 9.125% 15/11/2020 144A US USD 31,551 33,050 0.01
Serta Simmons Holdings 8.125% 01/10/2020 144A US USD 32,419 32,824 0.01
Gallery Capital* LU USD 17 30,111 0.01
Jo-Ann Stores Hlds 9.75% 15/10/2019 144A US USD 26,945 26,709 0.01
Graton Economic Dev Auth 9.625% 01/09/2019 144A US USD 23,017 24,628 0.01
Bon-Ton Dept Stores 10.625% 15/07/2017 144A US USD 25,300 23,150 0.01
Party City Holdings 4.781% FRN 27/07/2019 US USD 21,455 21,716 0.01
International Automotive 9.125% 01/06/2018 144A LU USD 17,653 17,168 0.01
Jaguar Holding 9.50% 01/12/2019 144A US USD 7,730 8,619 0.00
Chester Downs & Marina 9.25% 01/02/2020 144A US USD 7,493 7,512 0.00
K. Hovnanian Enterprises 5.00% 01/11/2021 Reg S US USD 8,992 7,508 0.00
Chukchansi Economic 9.75% 30/05/2020 Reg S US USD 1,192 733 0.00
Waterford Gaming 8.625% 15/09/2014 144A* US USD 1,610 623 0.00
Mood Media 10.00% 31/10/2015 CA USD 123 142 0.00
Vertis Holdings* US USD 4 49 0.00
Adelphia Comm. 0.00% 31/12/2049 (Defaulted)* US USD 789 0 0.00
Talon Equityco Wts 23/11/2040* BE EUR 23 0 0.00
Vertis Holdings (Old) US USD 58 0 0.00
Visiocorp Wts A 31/12/2012* GB GBP 32 0 0.00
Visiocorp Wts B 31/12/2012* GB GBP 32 0 0.00
601,540 0.18
Consumer Staples
BI-LO 9.25% 15/02/2019 144A US USD 23,742 24,989 0.01
BJ’s Wholesale Club 4.78 FRN 06/09/2019 US USD 6,973 7,061 0.00
32,050 0.01
Healthcare
Legend Acquisition Sub 10.75% 15/08/2020 144A US USD 63,513 62,560 0.02
Jaguar Holding I 9.375% 15/10/2017 144A US USD 21,865 22,357 0.01
Rural/Metro 10.125% 15/07/2019 144A US USD 18,189 17,143 0.01
102,060 0.03
Telecommunication Services
Sprint Nextel 7.00% 01/03/2020 144A US USD 166,463 193,305 0.06
Fairpoint Communications 7.372% FRN 24/01/2016 US USD 169,283 158,043 0.05
Clearwire Communications 14.75% 01/12/2016 144A US USD 86,545 109,047 0.03
Broadview Networks 11.375% 01/09/2012 (Defaulted) US USD 109,553 78,605 0.02
Intelsat Jackson Holdings 4.797% FRN 02/04/2018 LU USD 31,630 31,921 0.01
570,921 0.17
Financials
Realogy 0.241% FRN 10/10/2016 US USD 157,757 157,686 0.05
Asurion Term Loan 4.335% FRN 24/05/2019 US USD 60,167 62,396 0.02
Hub International 8.125% 15/10/2018 144A US USD 38,177 39,322 0.01
Asurion Term Loan 4.873% FRN 23/07/2017 US USD 27,734 27,872 0.01
Asurion Term Loan 4.811% FRN 24/05/2018 US USD 25,446 25,669 0.01
2010 Swift Mandatory CEST 6.00% 31/12/2013 144A US USD 2,196 20,063 0.01
Penson Worldwide 12.50% 15/05/2017 144A US USD 12,400 2,790 0.00
Cattles 6.875% 17/01/2014 EMTN (Defaulted)* GB GBP 11,372 0 0.00
Damovo Group* KY EUR 6,713 0 0.00
335,798 0.10
Fractions (3) (0.00)
Total Investments (Cost USD 301,755,053) 309,259,359 94.53
Credit Default Swaps
Global Strategic Bond Fund 4 - continued
Schedule of Investments as at 31 October 2012
Country Ccy Shares or Market % Net
Code Nominal Value Assets
USD
Ccy Underlying Unrealised % Net
exposure gain / (loss) Assets
USD
Bought protection on Spain 5.50% 20/12/2017 USD 204,118 18,194 0.01
Bought protection on Italy 6.875% 20/12/2017 USD 144,523 11,503 0.00
Bought protection on Generali Finance 20/06/2017 EUR 135,144 11,082 0.00
Sold protection on Virgin Media Finance 20/12/2017 EUR 45,016 7,160 0.00
Sold protection on UPC Holding 20/12/2017 EUR 239,530 6,711 0.00
Bought protection on Codere Finance 20/09/2015 EUR 25,667 6,398 0.00
Bought protection on Russia 5.00% 20/12/2017 USD 236,924 6,054 0.00
Bought protection on France 4.25% 20/12/2017 USD 284,308 6,029 0.00
Bought protection on Itraxx Xover 20/12/2017 EUR 456,454 5,246 0.00
Sold protection on Royal Caribbean Cruises 20/03/2017 USD 39,487 3,600 0.00
Bought protection on Codere Finance 8.25% 20/06/2015 EUR 15,005 3,569 0.00
259
Sold protection on Fiat Finance & Trade 20/09/2014 EUR 169,006 2,957 0.00
Sold protection on Fiat Industrial 20/03/2015 EUR 29,221 2,772 0.00
Sold protection on CDX.NA.IG 20/12/2017 USD 3,500,000 1,354 0.00
Bought protection on Dixons 8.75% 20/12/2017 EUR 48,569 1,352 0.00
Bought protection on Russia 5.00% 20/12/2014 USD 87,662 (356) (0.00)
Bought protection on Ineos Group 7.875% 20/12/2015 EUR 25,769 (689) (0.00)
Sold protection on CDX.NA.HY 20/12/2017 USD 356,075 (3,118) (0.00)
Sold protection on Alcatel 20/12/2014 EUR 34,354 (6,735) (0.00)
Bought protection on UK Treasury 4.25% 20/09/2017 USD 292,206 (10,657) (0.00)
Bought protection on Itraxx Europe Sub Fin. 20/12/2016 EUR 157,949 (19,509) (0.01)
Sold protection on Glencore Finance 20/09/2017 EUR 700,000 (52,054) (0.02)
Sold protection on Itraxx Europe Series 20/12/2017 EUR 10,050,000 (178,446) (0.05)
(177,583) (0.05)
Forward Foreign Exchange Contracts
Ccy Underlying Unrealised % Net
exposure gain / (loss) Assets
USD
Underlying Unrealised % Net
exposure gain / (loss) Assets
USD USD
Bought EUR Sold USD at 0.81243 20/11/2012 2,764,552 149,296 0.05
Bought USD Sold CAD at 1.01728 20/11/2012 6,092,475 103,793 0.03
Bought KRW Sold USD at 1,134.00000 20/11/2012 2,204,586 86,757 0.03
Bought USD Sold JPY at 0.01274 20/11/2012 4,932,706 85,169 0.03
Bought USD Sold ZAR at 0.12001 20/11/2012 1,817,636 80,572 0.02
Bought EUR Sold USD at 0.81321 20/11/2012 986,220 54,254 0.02
Bought KRW Sold USD at 1,120.00000 20/11/2012 1,896,429 50,296 0.02
Bought EUR Sold USD at 0.81235 20/11/2012 901,894 48,615 0.01
Bought TRY Sold USD at 1.82480 20/11/2012 3,427,371 47,931 0.01
Bought EUR Sold USD at 0.81248 20/11/2012 869,369 47,011 0.01
Bought EUR Sold USD at 0.81231 20/11/2012 868,580 46,775 0.01
Bought EUR Sold USD at 0.81219 20/11/2012 869,764 46,699 0.01
Bought EUR Sold USD at 0.81171 20/11/2012 870,159 46,178 0.01
Bought USD Sold EUR at 1.31465 20/11/2012 3,351,055 44,686 0.01
Bought EUR Sold USD at 0.81276 20/11/2012 780,055 42,465 0.01
Bought MXN Sold USD at 13.26950 20/11/2012 2,824,189 33,168 0.01
Bought EUR Sold USD at 0.81373 20/11/2012 532,116 29,637 0.01
Bought EUR Sold USD at 0.81202 20/11/2012 539,398 28,841 0.01
Bought USD Sold JPY at 0.01278 20/11/2012 1,327,107 27,488 0.01
Bought EUR Sold USD at 0.79543 20/11/2012 829,739 26,512 0.01
Bought EUR Sold USD at 0.79951 20/11/2012 696,679 25,945 0.01
Bought USD Sold MXN at 0.07708 20/11/2012 2,204,158 24,120 0.01
Bought USD Sold CAD at 1.01252 20/11/2012 1,830,443 22,470 0.01
Bought EUR Sold USD at 0.80109 20/11/2012 533,024 20,944 0.01
Bought CZK Sold USD at 19.48464 20/11/2012 2,939,084 20,122 0.01
Bought USD Sold EUR at 1.31088 20/11/2012 1,497,142 15,608 0.00
Bought EUR Sold GBP at 1.26830 20/11/2012 764,810 15,393 0.00
Bought EUR Sold GBP at 1.26825 20/11/2012 764,492 15,361 0.00
Bought EUR Sold GBP at 1.26798 20/11/2012 765,447 15,212 0.00
Bought EUR Sold GBP at 1.26754 20/11/2012 767,204 14,977 0.00
Bought EUR Sold GBP at 1.26736 20/11/2012 764,173 14,807 0.00
Bought EUR Sold USD at 0.77579 20/11/2012 1,735,014 11,219 0.00
Bought SEK Sold USD at 6.75480 20/11/2012 564,191 10,653 0.00
Bought EUR Sold USD at 0.78158 20/11/2012 759,998 10,628 0.00
Bought PLN Sold USD at 3.34478 20/11/2012 192,254 8,904 0.00
Bought GBP Sold USD at 0.62963 20/11/2012 559,057 8,705 0.00
Bought KRW Sold USD at 1,105.19999 20/11/2012 655,990 8,499 0.00
Bought ILS Sold USD at 4.00270 20/11/2012 267,058 7,867 0.00
Bought USD Sold ZAR at 0.12031 20/11/2012 163,442 7,675 0.00
Bought USD Sold CAD at 1.00368 20/11/2012 1,869,453 6,432 0.00
Bought CLP Sold USD at 492.45000 20/11/2012 288,825 5,864 0.00
Bought USD Sold EUR at 1.30689 20/11/2012 772,303 5,677 0.00
Bought AUD Sold USD at 0.97503 20/11/2012 547,674 5,579 0.00
Bought USD Sold GBP at 1.61409 20/11/2012 7,792,210 5,459 0.00
Bought EUR Sold USD at 0.80758 20/11/2012 107,725 5,139 0.00
Bought EUR Sold USD at 0.80925 20/11/2012 97,044 4,841 0.00
Bought EUR Sold USD at 0.77522 20/11/2012 817,835 4,685 0.00
Bought EUR Sold USD at 0.77703 20/11/2012 578,434 4,675 0.00
Bought EUR Sold USD at 0.77448 20/11/2012 619,767 2,961 0.00
Bought EUR Sold USD at 0.81174 20/11/2012 45,885 2,437 0.00
Bought KRW Sold USD at 1,136.69999 20/11/2012 58,010 2,426 0.00
Bought USD Sold CLP at 0.00211 20/11/2012 124,424 2,271 0.00
Bought KRW Sold USD at 1,120.70000 20/11/2012 80,379 2,183 0.00
Bought USD Sold NZD at 0.82188 20/11/2012 1,898,039 2,148 0.00
Bought ILS Sold USD at 4.04920 20/11/2012 50,737 2,101 0.00
Bought KRW Sold USD at 1,141.50000 20/11/2012 41,534 1,920 0.00
Bought EUR Sold USD at 0.77209 20/11/2012 1,059,457 1,775 0.00
Bought TRY Sold USD at 1.80850 20/11/2012 328,917 1,621 0.00
Bought EUR Sold GBP at 1.27562 20/11/2012 58,090 1,511 0.00
Bought EUR Sold USD at 0.80852 20/11/2012 28,510 1,395 0.00
Bought EUR Sold GBP at 1.26951 20/11/2012 65,834 1,389 0.00
Bought EUR Sold USD at 0.79205 20/11/2012 50,086 1,381 0.00
Bought USD Sold MXN at 0.07722 20/11/2012 104,192 1,337 0.00
Bought USD Sold EUR at 1.31524 20/11/2012 92,269 1,272 0.00
Bought USD Sold MXN at 0.07675 20/11/2012 172,284 1,130 0.00
Bought EUR Sold GBP at 1.27398 20/11/2012 42,692 1,054 0.00
Bought EUR Sold CHF at 0.83332 20/11/2012 191,533 1,054 0.00
Bought EUR Sold USD at 0.79469 20/11/2012 31,247 968 0.00
Bought NOK Sold USD at 5.71544 20/11/2012 631,797 921 0.00