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

Fidelity
Funds
Futures
Long Gilt Future 27/12/2012 GBP (14,501,917) 290,482 0.09
Long Term US Treasury Bond Future 19/12/2012 USD (3,286,250) 35,747 0.01
Euro Bund Future 06/12/2012 EUR (2,266,880) 10,557 0.00
Japan 10 Year Bond Future 11/12/2012 JPY 288,500,000 7,598 0.00
US Treasury Note 10 Year Future 19/12/2012 USD (14,570,441) 5,620 0.00
Euro Buxl Future 06/12/2012 EUR (132,140) 4,357 0.00
Ultra Long Term US Treasury Bond Future 19/12/2012 USD (446,812) 2,104 0.00
Euro Schatz Future 06/12/2012 EUR (553,500) 1,061 0.00
US Treasury Note 5 Year Future 19/12/2012 USD 330,169 391 0.00
US Treasury Note 2 Year Future 19/12/2012 USD (660,984) 276 0.00
Korea 10 Year Bond Future 19/12/2012 KRW (129,762,958) (1,568) (0.00)
Euro Bobl Future 06/12/2012 EUR (2,075,802) (9,427) (0.00)
347,198 0.11
Interest Rate Swaps
Global Strategic Bond Fund 4 - continued
Schedule of Investments as at 31 October 2012
Ccy Underlying Unrealised % Net
exposure gain / (loss) Assets
USD
Ccy Underlying Unrealised % Net
exposure gain / (loss) Assets
USD
Pay fixed 3.14% receive floating (6m EURBOR) 04/08/2021 EUR 200,000 32,478 0.01
Pay fixed 2.435% receive floating (6m BA) 01/03/2022 CAD 600,000 16,791 0.01
Pay fixed 1.99% receive floating (3m ILSIB) 18/07/2014 ILS 5,215,172 (587) (0.00)
Pay fixed 6.11% receive float. (1m MXIBTIEE) 05/09/2022 MXN 1,896,426 (1,721) (0.00)
Pay fixed 4.18% receive floating (6m BKIBO) 10/04/2022 THB 2,054,462 (4,071) (0.00)
Pay fixed 4.69% receive float. (1m MXIBTIEE) 15/07/2014 MXN 17,383,906 (8,450) (0.00)
34,440 0.01
Other Assets and Liabilities 16,306,113 4.98
Net Assets 327,154,415 100.00
262
GEOGRAPHICAL SPLIT
Country Country Code % Net Assets
USA US 31.05
UK GB 12.31
Germany DE 10.77
Japan JP 9.05
Ireland IE 5.47
Canada CA 4.90
Italy IT 2.68
France FR 2.64
Netherlands NL 2.33
Luxembourg LU 1.80
Spain ES 1.53
Norway NO 1.31
Brazil BR 1.23
Mexico MX 1.02
Switzerland CH 0.81
New Zealand NZ 0.69
Sweden SE 0.63
Turkey TR 0.53
Cayman Islands KY 0.45
Belgium BE 0.41
Israel IL 0.39
South Africa ZA 0.36
Finland FI 0.32
Australia AU 0.30
Korea KR 0.24
Chile CL 0.22
Thailand TH 0.19
Singapore SG 0.14
Supranational 99 0.13
Poland PL 0.12
Bermuda BM 0.12
Portugal PT 0.08
Croatia HR 0.06
Marshall Islands MH 0.06
Kazakhstan KZ 0.04
Hungary HU 0.04
Austria AT 0.03
Hong Kong HK 0.03
Venezuela VE 0.01
Colombia CO 0.01
Denmark DK 0.01
Indonesia ID 0.01
Russia RU 0.01
Cash and other net assets 5.47