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

Fidelity
Funds
Unlisted
Financials
Nightingale Finance 2007-11 1 0.983% FRN 07/06/2015* GB USD 17,397 0 0.00
0 0.00
Fractions 2 0.00
Total Investments (Cost USD 10,764,642) 11,336,599 96.57
Credit Default Swaps
Ccy Underlying Unrealised % Net
exposure gain / (loss) Assets
USD
Bought protection on Itraxx Asia Ex-Japan 20/12/2016 USD 62,132 741 0.01
Sold protection on Caterpillar 20/12/2016 USD 12,426 164 0.00
Bought protection on Yum Brands 20/09/2016 USD 24,853 (556) (0.00)
Sold protection on Xerox Corporation 20/12/2016 USD 12,426 (652) (0.01)
(303) (0.00)
Forward Foreign Exchange Contracts
Underlying Unrealised % Net
exposure gain / (loss) Assets
USD USD
Bought USD Sold CAD at 1.01803 20/11/2012 121,484 2,160 0.02
Bought USD Sold EUR at 1.31162 20/11/2012 161,277 1,774 0.02
Bought USD Sold AUD at 1.04741 20/11/2012 151,621 1,662 0.01
Bought USD Sold CAD at 1.00368 20/11/2012 228,327 786 0.01
Bought AUD Sold USD at 0.97719 20/11/2012 28,752 357 0.00
Bought USD Sold GBP at 1.61929 20/11/2012 44,416 174 0.00
Bought USD Sold GBP at 1.61869 20/11/2012 30,225 107 0.00
Bought USD Sold EUR at 1.29768 20/11/2012 58,536 15 0.00
Bought USD Sold EUR at 1.28961 20/11/2012 21,780 (130) (0.00)
Bought USD Sold EUR at 1.29013 20/11/2012 26,487 (147) (0.00)
Bought USD Sold GBP at 1.60974 20/11/2012 82,097 (164) (0.00)
Bought USD Sold AUD at 1.03161 20/11/2012 49,244 (211) (0.00)
Bought USD Sold EUR at 1.29521 20/11/2012 153,152 (253) (0.00)
Bought USD Sold GBP at 1.56133 20/11/2012 147,959 (4,736) (0.04)
Bought USD Sold EUR at 1.23101 20/11/2012 136,773 (6,994) (0.06)
Bought USD Sold EUR at 1.23088 20/11/2012 213,897 (10,959) (0.09)
(16,559) (0.14)
Futures
FAWF US Dollar Bond Fund 1,4,5 - 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
Long Gilt Future 27/12/2012 GBP (131,762) 2,312 0.02
Euro Bund Future 06/12/2012 EUR (103,873) 484 0.00
Australia 3 Year Bond Future 17/12/2012 AUD (132,546) 262 0.00
Euro Bobl Future 06/12/2012 EUR (43,781) 58 0.00
US Treasury Note 10 Year Future 19/12/2012 USD (442,612) (183) (0.00)
2,933 0.02
Other Assets and Liabilities 417,003 3.55
Net Assets 11,739,673 100.00
438
GEOGRAPHICAL SPLIT
Country Country Code % Net Assets
USA US 62.35
UK GB 4.19
Germany DE 4.00
Netherlands NL 3.81
Korea KR 2.74
Luxembourg LU 2.51
Australia AU 2.34
Canada CA 2.03
Cayman Islands KY 1.90
Supranational 99 1.74
Sweden SE 1.50
France FR 1.39
Mexico MX 0.85
Bermuda BM 0.83
Italy IT 0.69
Ireland IE 0.57
Brazil BR 0.43
Chile CL 0.42
Belgium BE 0.37
Switzerland CH 0.25
Singapore SG 0.24
Indonesia ID 0.24
Thailand TH 0.22
Spain ES 0.22
Qatar QA 0.19
Norway NO 0.17
Denmark DK 0.16
Finland FI 0.15
United Arab Emirates AE 0.07
Cash and other net assets 3.43