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

Fidelity
Funds
Japan 10 Year Bond Future 11/12/2012 JPY 969,956 26 0.00
Euro Schatz Future 06/12/2012 EUR (12,431) 24 0.00
Short Gilt Future 27/12/2012 GBP (1,895) 12 0.00
Euro Bobl Future 06/12/2012 EUR (17,220) 11 0.00
US Treasury Note 5 Year Future 19/12/2012 USD 3,674 7 0.00
Australia 3 Year Bond Future 17/12/2012 AUD (2,695) 5 0.00
Ultra Long Term US Treasury Bond Future 19/12/2012 USD (701) 3 0.00
Australia 10 Year Bond Future 17/12/2012 AUD (4,634) (11) (0.00)
Euro Bund Future 06/12/2012 EUR 10,177 (26) (0.00)
FTSE 100 Index Future 21/12/2012 GBP 1,579 (41) (0.00)
Euro Stoxx 50 Future 21/12/2012 EUR 51,333 (59) (0.00)
US Treasury Note 10 Year Future 19/12/2012 USD (50,288) (60) (0.00)
Long Term US Treasury Bond Future 19/12/2012 USD 9,833 (104) (0.00)
326 0.00
Interest Rate Swaps
Fidelity Target 2020 Fund - 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 2,522 409 0.00
Pay fixed 4.222% receive float. (3m USDLIBOR)16/09/2018 USD 2,152 398 0.00
Pay fixed 1.50% receive float. (6m JPYLIBOR) 17/03/2015 JPY 336,207 122 0.00
Pay fixed 2.435% receive floating (6m BA) 01/03/2022 CAD 3,160 88 0.00
Pay fixed 4.376% receive float. (6m EURIBOR) 07/01/2013 EUR 9,010 73 0.00
1,090 0.00
Other Assets and Liabilities 853,553 2.84
Net Assets 30,068,410 100.00
330
GEOGRAPHICAL SPLIT
Country Country Code % Net Assets
USA US 49.15
UK GB 10.08
Japan JP 6.40
Canada CA 5.08
France FR 4.67
Australia AU 3.71
Germany DE 3.47
Switzerland CH 2.59
Netherlands NL 2.55
Ireland IE 1.39
China CN 1.06
Hong Kong HK 0.99
Singapore SG 0.89
Spain ES 0.87
Italy IT 0.77
Sweden SE 0.47
Korea KR 0.46
Taiwan TW 0.40
Norway NO 0.39
Denmark DK 0.36
Israel IL 0.29
Belgium BE 0.16
Brazil BR 0.15
Russia RU 0.11
Indonesia ID 0.11
Luxembourg LU 0.11
Mexico MX 0.08
Bermuda BM 0.05
South Africa ZA 0.05
Finland FI 0.04
Austria AT 0.03
Malaysia MY 0.03
Cayman Islands KY 0.02
Hungary HU 0.02
Iceland IS 0.02
Supranational 99 0.02
New Zealand NZ 0.02
Cyprus CY 0.01
Chile CL 0.01
Colombia CO 0.01
Thailand TH 0.01
Philippines PH 0.01
Nigeria NG 0.01
Mozambique MZ 0.01
Panama PA 0.00
Peru PE 0.00
Turkey TR 0.00
Kenya KE 0.00
Qatar QA 0.00
Virgin Islands (British) VG 0.00
United Arab Emirates AE 0.00
Argentina AR 0.00
Kazakhstan KZ 0.00
Ukraine UA 0.00
Cash and other net assets 2.82