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

Fidelity
Funds
Diversified Income Fund 1,5 - continued
Schedule of Investments as at 31 October 2012
Country Ccy Shares or Market % Net
Code Nominal Value Assets
HKD
American Casino & Entertainment 11.00% 15/06/2014 US USD 3 21 0.00
Lamar Media 9.75% 01/04/2014 US USD 2 15 0.00
Shingle Springs Tribal G.A. 9.375% 15/06/2015 144A US USD 2 15 0.00
Easton-Bell Sports 9.75% 01/12/2016 US USD 2 14 0.00
Nielsen Finance 11.625% 01/02/2014 US USD 1 9 0.00
MTR Gaming Group 11.50% 01/08/2019 US USD 1 1 0.00
Nexstar Finance 7.00% 15/01/2014 US USD 1 1 0.00
Sbarro 10.375% 01/02/2015 (Defaulted)* US USD 1 0 0.00
55,746 0.92
Consumer Staples
SABMiller Holdings 2.45% 15/01/2017 144A US USD 539 4,374 0.07
Heineken 1.40% 01/10/2017 144A NL USD 439 3,412 0.06
Altria Group 2.85% 09/08/2022 US USD 419 3,257 0.05
Walgreen 0.899% FRN 13/03/2014 US USD 243 1,892 0.03
Heineken 2.75% 01/04/2023 144A NL USD 180 1,399 0.02
SABMiller Holdings 3.75% 15/01/2022 144A US USD 160 1,363 0.02
SABMiller Holdings 1.85% 15/01/2015 144A US USD 172 1,355 0.02
Altria Group 4.25% 09/08/2042 US USD 165 1,287 0.02
Revlon Consumer Products 9.75% 15/11/2015 US USD 17 143 0.00
Alphabet Holding 7.75% 01/11/2017 144A US USD 18 140 0.00
Post Holdings 7.375% 15/02/2022 144A US USD 15 127 0.00
Rite Aid 9.25% 15/03/2020 US USD 14 113 0.00
Constellation Brands 4.625% 01/03/2023 US USD 8 62 0.00
Prestige Brands 8.125% 01/02/2020 US USD 2 18 0.00
MHP GDR UA USD 1 16 0.00
18,958 0.31
Healthcare
Express Scripts Holding 3.90% 15/02/2022 144A US USD 978 8,294 0.14
Express Scripts Holding 2.10% 12/02/2015 144A US USD 699 5,560 0.09
Express Scripts Holding 2.65% 15/02/2017 144A US USD 585 4,756 0.08
Roche Holdings 6.00% 01/03/2019 144A US USD 391 3,825 0.06
Teva Pharmaceutical Finance IV 1.70% 10/11/2014 US USD 286 2,269 0.04
Medco Health Solutions 4.125% 15/09/2020 US USD 234 2,020 0.03
Watson Pharmaceuticals 3.25% 01/10/2022 US USD 229 1,824 0.03
HCA Holdings 7.75% 15/05/2021 US USD 179 1,493 0.02
Roche Holdings 5.00% 01/03/2014 144A US USD 172 1,406 0.02
Watson Pharmaceuticals 1.875% 01/10/2017 US USD 143 1,126 0.02
Watson Pharmaceuticals 4.625% 01/10/2042 US USD 129 1,070 0.02
Wellpoint 1.25% 10/09/2015 US USD 129 1,010 0.02
Wellpoint 4.65% 15/01/2043 US USD 100 828 0.01
Roche Holding ADR CH USD 1 397 0.01
Vanguard Health Holding 8.00% 01/02/2018 US USD 38 304 0.01
Vanguard Health Holding 7.75% 01/02/2019 144A US USD 33 266 0.00
Radiation Therapy Services 8.875% 15/01/2017 US USD 34 256 0.00
VPI Escrow 6.375% 15/10/2020 144A US USD 31 256 0.00
Multiplan 9.875% 01/09/2018 144A US USD 27 235 0.00
Aviv Healthcare Properties 7.75% 15/02/2019 US USD 27 225 0.00
Fresenius Med. Care US Fin. II 5.875% 31/01/2022 144A US USD 26 213 0.00
Fresenius Medical Care US Fin. 5.75% 15/02/2021 144A US USD 26 211 0.00
Valeant Pharmaceuticals 6.75% 15/08/2021 144A US USD 21 175 0.00
Tenet Healthcare 6.25% 01/11/2018 US USD 19 163 0.00
Emergency Medical Services 8.125% 01/06/2019 US USD 20 161 0.00
Valeant Pharmaceuticals 7.25% 15/07/2022 144A US USD 18 152 0.00
Hologic 6.25% 01/08/2020 144A US USD 17 144 0.00
Community Health Systems 8.00% 15/11/2019 US USD 17 143 0.00
Valeant Pharmaceuticals 6.375% 15/10/2020 144A US USD 17 142 0.00
Emdeon 11.00% 31/12/2019 US USD 14 122 0.00
Mylan 7.875% 15/07/2020 144A US USD 14 121 0.00
Community Health Systems 5.125% 15/08/2018 US USD 15 120 0.00
Tenet Healthcare 6.75% 01/02/2020 144A US USD 13 103 0.00
Vanguard Health Holding 7.75% 01/02/2019 US USD 13 103 0.00
Tenet Healthcare 4.75% 01/06/2020 144A US USD 12 95 0.00
Sabra Health Care 8.125% 01/11/2018 144A US USD 11 89 0.00
Surgical Care Affiliates 8.875% 15/07/2015 144A US USD 10 81 0.00
HealthSouth 5.75% 01/11/2024 US USD 9 73 0.00
IMS Health 6.00% 01/11/2020 144A US USD 9 70 0.00
Valeant Pharmaceuticals 7.00% 01/10/2020 144A US USD 8 67 0.00
Mylan 7.625% 15/07/2017 144A US USD 8 66 0.00
DJO Finance 9.875% 15/04/2018 144A US USD 7 54 0.00
Surgical Care Affiliates 10.00% 15/07/2017 144A US USD 6 46 0.00
Rotech Healthcare 10.75% 15/10/2015 US USD 6 42 0.00
Sky Growth Acquisition 7.375% 15/10/2020 144A US USD 5 42 0.00
Sabra Health Care 8.125% 01/11/2018 US USD 4 35 0.00
Rotech Healthcare 10.50% 15/03/2018 US USD 8 34 0.00
American Renal Holdings 8.375% 15/05/2018 US USD 4 30 0.00
Fresenius US Finance II 9.00% 15/07/2015 144A US USD 3 23 0.00
DJO Finance 8.75% 15/03/2018 144A US USD 2 14 0.00
Vanguard Health Systems 11.099% 01/02/2016 US USD 1 6 0.00
40,360 0.67
Telecommunication Services
DIRECTV 4.375% 14/09/2029 US GBP 617 7,792 0.13
DIRECTV 5.15% 15/03/2042 US USD 439 3,542 0.06
CenturyLink 7.65% 15/03/2042 US USD 336 2,677 0.04
Vivendi 3.45% 12/01/2018 144A FR USD 318 2,521 0.04
Deutsche Telekom Int’l Finance 3.125% 11/04/2016 144A NL USD 229 1,871 0.03
313
Country Ccy Shares or Market % Net
Code Nominal Value Assets
HKD
DIRECTV 6.35% 15/03/2040 US USD 172 1,588 0.03
Deutsche Telekom Int’l Finance 2.25% 06/03/2017 144A NL USD 114 909 0.02
Intelsat Jackson Holdings 7.25% 01/04/2019 LU USD 108 900 0.01
Deutsche Telekom Int’l Finance 4.875% 06/03/2042 144A NL USD 86 723 0.01
Clearwire Communications 12.00% 01/12/2015 144A US USD 73 601 0.01
Sprint Nextel 9.00% 15/11/2018 144A US USD 56 538 0.01
Intelsat Jackson Holdings 6.625% 15/12/2022 144A LU USD 66 511 0.01
Digicel Group 8.25% 30/09/2020 144A BM USD 48 405 0.01
Digicel Group 10.50% 15/04/2018 144A BM USD 44 377 0.01
Intelsat Jackson Holdings 7.25% 15/10/2020 144A LU USD 43 351 0.01
Leap Wireless International 4.50% 15/07/2014 US USD 33 248 0.00
Windstream 7.50% 01/06/2022 US USD 29 236 0.00
Intelsat Jackson Holdings 7.50% 01/04/2021 LU USD 28 234 0.00
NII Capital 7.625% 01/04/2021 US USD 32 199 0.00
SBA Communications 5.625% 01/10/2019 144A US USD 23 180 0.00
Digicel 8.25% 01/09/2017 144A BM USD 18 148 0.00
Level 3 Financing 7.00% 01/06/2020 144A US USD 17 136 0.00
Clearwire Finance 12.00% 01/12/2015 144A US USD 13 109 0.00
TW Telecom Holdings 8.00% 01/03/2018 US USD 10 87 0.00
Telesat (Canada) (L) 6.00% 15/05/2017 144A CA USD 9 73 0.00
Intelsat Jackson Holdings 7.25% 15/10/2020 LU USD 9 71 0.00
NII Capital 8.875% 15/12/2019 US USD 9 60 0.00
Digicel 12.00% 01/04/2014 144A BM USD 6 48 0.00
Level 3 Communications 8.875% 01/06/2019 144A US USD 5 42 0.00
CC Holdings GS V 7.75% 01/05/2017 144A US USD 3 23 0.00
Digicel 7.00% 15/02/2020 144A BM USD 3 23 0.00
27,223 0.45
Financials
Freddie Mac 1.75% 30/05/2019 US USD 2,575 20,634 0.34
BAT Int’l Finance 3.25% 07/06/2022 144A GB USD 688 5,555 0.09
Storm 2010-1 A2 1.233% FRN 22/03/2052 NL EUR 479 4,850 0.08
Credit Agricole 3.00% 01/10/2017 144A FR USD 572 4,503 0.07
National Australia Bank 1.569% FRN 07/08/2015 AU USD 536 4,226 0.07
ING Bank 3.90% 19/03/2014 144A NL USD 501 4,061 0.07
Rabobank Nederland 3.875% 08/02/2022 NL USD 465 3,918 0.06
Societe Generale 2.75% 12/10/2017 FR USD 494 3,852 0.06
BAT Int’l Finance 2.125% 07/06/2017 144A GB USD 459 3,639 0.06
Nordea Bank 2.25% 20/03/2015 144A SE USD 451 3,569 0.06
Siverstone MI 2009-1 A2 1.979% FRN 21/01/2055 GB GBP 279 3,567 0.06
Bank of America 1.733% FRN 30/01/2014 MTN US USD 429 3,369 0.06
US Bancorp 2.95% 15/07/2022 MTN US USD 415 3,309 0.05
Hyundai Capital America 4.00% 08/06/2017 Reg S US USD 393 3,304 0.05
Wells Fargo & Co 3.676% 15/06/2016 US USD 379 3,186 0.05
Fosse MI 2011-1X A3 1.932% FRN 18/10/2054 GB GBP 251 3,183 0.05
Nordea Bank 3.125% 20/03/2017 144A SE USD 386 3,163 0.05
US Bancorp 3.00% 15/03/2022 MTN US USD 379 3,120 0.05
Commonwealth Bank of Australia 3.25% 17/03/2016 144A AU USD 350 2,900 0.05
Metropolitan Life GF I 4.75% 28/09/2017 MTN US AUD 343 2,797 0.05
Commonwealth Bank Aust. 1.185% FRN 18/09/2015 144A AU USD 358 2,792 0.05
American Honda Finance 1.50% 11/09/2017 144A US USD 358 2,785 0.05
American Honda Finance 1.00% 11/08/2015 144A US USD 358 2,780 0.05
BNP Paribas 2.375% 14/09/2017 MTN FR USD 339 2,656 0.04
Storm 2011-4 A1 1.405% FRN 22/10/2053 NL EUR 239 2,433 0.04
Hmi 2010-1X A2 1.740% FRN 15/10/2054 GB USD 293 2,301 0.04
ING Bank Sydney 7.00% 22/03/2016 NL AUD 257 2,224 0.04
Westpac Banking 1.375% 17/07/2015 144A AU USD 265 2,080 0.03
CIT Group 4.75% 15/02/2015 144A US USD 256 2,062 0.03
Hyundai Capital America 1.625% 02/10/2015 144A US USD 257 2,007 0.03
Hyundai Capital America 2.125% 02/10/2017 144A US USD 257 2,005 0.03
Citigroup 1.290% FRN 01/04/2014 US USD 257 1,997 0.03
Granite Master Iss. 2007-2 3M2 0.691% FRN 17/12/2054 GB EUR 219 1,983 0.03
Caterpillar Financial Services 2.85% 01/06/2022 MTN US USD 236 1,920 0.03
Westpac Banking 1.130% FRN 17/07/2015 144A AU USD 243 1,909 0.03
BNP Paribas FR EUR 5 1,861 0.03
BAT Int’l Finance 1.40% 05/06/2015 144A GB USD 229 1,794 0.03
Nordea Bank 1.75% 04/10/2013 144A SE USD 229 1,790 0.03
Ally Financial 8.00% 01/11/2031 (Guaranteed) US USD 190 1,743 0.03
Danske Bank 1.390% FRN 14/04/2014 144A DK USD 222 1,715 0.03
Arkle 2010-2X 1A1 1.834% FRN 17/05/2060 GB USD 219 1,710 0.03
Clock Finance 2007-1 B2 0.515% FRN 25/02/2015 NL EUR 166 1,654 0.03
Granite Master Issuer 2005-1 A5 0.29% FRN 20/12/2054 GB EUR 165 1,638 0.03
Caterpillar Financial Services 1.625% 01/06/2017 MTN US USD 200 1,590 0.03
Eston 2006-1 A2 0.741% FRN 19/04/2021 GB GBP 140 1,570 0.03
Bank of America 1.897% FRN 11/07/2014 US USD 186 1,460 0.02
Real Estate Capital 5 A 0.758% FRN 25/07/2016 GB GBP 114 1,406 0.02
Swedbank Hypotek 0.812% FRN 28/03/2014 144A SE USD 172 1,333 0.02
Ally Financial 8.00% 31/12/2018 US USD 153 1,328 0.02
Aegon NL EUR 29 1,242 0.02
Mapfre 5.921% VRN 24/07/2037 ES EUR 160 1,220 0.02
ING Bank Sydney 5.887% FRN 22/03/2016 NL AUD 143 1,179 0.02
ING Bank 1.808% FRN 09/06/2014 144A NL USD 143 1,117 0.02
MetLife 4.125% 13/08/2042 US USD 136 1,064 0.02
Liberty Mutual Group 4.95% 01/05/2022 144A US USD 114 966 0.02
National Australia Bank 0.831% FRN 08/01/2013 Reg S AU USD 115 891 0.01
German Residential Asset ND 1 A 0.445% FRN 20/07/2016 IE EUR 89 879 0.01
Clock Finance 2007-1 C2 0.695% FRN 25/02/2015 NL EUR 83 808 0.01
General Motors Financial 4.75% 15/08/2017 144A US USD 102 806 0.01
Goldman Sachs Group 1.439% FRN 07/02/2014 US USD 102 794 0.01