Semi-Annual Report and Accounts - chartbook.fid-intl.com
Semi-Annual Report and Accounts - chartbook.fid-intl.com
Semi-Annual Report and Accounts - chartbook.fid-intl.com
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Fidelity<br />
Funds<br />
Government<br />
US Treasury 3.125% 15/11/2041 US USD 101,962 107,722 0.95<br />
US Treasury 1.625% 15/08/2022 US USD 84,097 83,512 0.74<br />
Canada 3.25% 01/06/2021 CA CAD 44,445 50,040 0.44<br />
New Zeal<strong>and</strong> Index Linked 2.00% 20/09/2025 NZ NZD 51,713 43,710 0.38<br />
US Treasury 0.875% 30/04/2017 US USD 38,781 39,167 0.34<br />
US Treasury 1.00% 31/03/2017 US USD 28,323 28,771 0.25<br />
US Treasury 1.75% 15/05/2022 US USD 28,323 28,555 0.25<br />
US Treasury 2.00% 15/02/2022 US USD 18,737 19,373 0.17<br />
US Treasury 0.625% 30/09/2017 US USD 16,122 16,056 0.14<br />
France 1.10% 25/07/2022 FR EUR 8,279 12,399 0.11<br />
US Treasury 3.00% 15/05/2042 US USD 461 474 0.00<br />
429,779 3.78<br />
Open Ended Fund<br />
Fidelity Institutional Liquidity Fund - A-ACC-USD IE USD 27 460,559 4.05<br />
Fidelity Institutional Liquidity Fund - A-ACC-EUR IE EUR 1 18,620 0.16<br />
479,179 4.22<br />
Unlisted<br />
FAWF Global Balanced Fund 1,4,5 - continued<br />
Schedule of Investments as at 31 October 2012<br />
Country Ccy Shares or Market % Net<br />
Code Nominal Value Assets<br />
USD<br />
Energy<br />
Chesapeake Energy 0.472% FRN 02/12/2017 US USD 175 176 0.00<br />
RDS Ultra-Deepwater 11.875% 15/03/2017 144A KY USD 129 146 0.00<br />
Oil States International 6.50% 01/06/2019 US USD 87 92 0.00<br />
Samson Term 2Nd Lien 4.788% FRN 25/09/2018 US USD 28 28 0.00<br />
Rockwell Petroleum Placing* CA USD 254 0 0.00<br />
442 0.00<br />
Utilities<br />
Suburban Propane Partners 7.375% 01/08/2021 Reg S US USD 184 200 0.00<br />
Texas Competitive Electric 15.380% FRN 10/10/2017 US USD 303 199 0.00<br />
Suburban Propane Partners 7.50% 01/10/2018 Reg S US USD 156 170 0.00<br />
Enron 6.75% 01/09/2004 (Defaulted)* US USD 7 0 0.00<br />
Enron 9.125% 01/04/2003 (Defaulted)* US USD 20 0 0.00<br />
569 0.01<br />
Materials<br />
FMG Resources August 2006 5.069% FRN 18/10/2017 AU USD 254 253 0.00<br />
American Rock Salt 8.25% 01/05/2018 144A US USD 155 143 0.00<br />
Edgen Murray 8.75% 01/11/2020 144A US USD 100 99 0.00<br />
Tekni-Plex 9.75% 01/06/2019 144A US USD 90 97 0.00<br />
Rain CII Carbon 8.00% 01/12/2018 144A US USD 62 62 0.00<br />
Consolidated Container 10.125% 15/07/2020 144A US USD 43 47 0.00<br />
Nufarm Australia Limited 6.375% 15/10/2019 144A AU USD 45 45 0.00<br />
746 0.01<br />
Industrials<br />
Rolls-Royce Holdings (C) GB GBP 101,546 164 0.00<br />
Tervita 9.75% 01/11/2019 144A CA USD 112 112 0.00<br />
NESCO 11.75% 15/04/2017 144A US USD 72 76 0.00<br />
USG 7.875% 30/03/2020 144A US USD 67 73 0.00<br />
Rural/Metro - WP Rocket 10.125% 15/07/2019 144A US USD 72 68 0.00<br />
United Airlines 9.875% 01/08/2013 144A US USD 14 14 0.00<br />
507 0.00<br />
Information Technology<br />
First Data 5.949 FRN 24/03/2018 US USD 1,154 1,105 0.01<br />
Kronos 4.912% FRN 28/12/2017 US USD 214 214 0.00<br />
NXP 4.751% FRN 03/04/2019 US USD 200 203 0.00<br />
Viasystems 7.875% 01/05/2019 144A US USD 193 191 0.00<br />
Infor US 4.711% FRN 05/04/2019 US USD 184 186 0.00<br />
Kronos Terminal 4.853% 24/04/2020 US USD 182 184 0.00<br />
Kronos Terminal 4.913% 24/10/2019 US USD 101 102 0.00<br />
Facebook (B) US USD 4 79 0.00<br />
TPK Holdings GDR KY USD 5 66 0.00<br />
Nuance Communications 5.375% 15/08/2020 144A US USD 53 54 0.00<br />
NXP <strong>Semi</strong>conductor 4.588% 04/03/2017 NL USD 15 15 0.00<br />
Spansion 0.00% 15/01/2016 Escrow (Defaulted) US USD 62 4 0.00<br />
2,403 0.02<br />
Consumer Discretionary<br />
WideOpenWest (B) 4.767% 17/07/2018 US USD 332 335 0.00<br />
Caesars Entertainment Operating 7.40% FRN 28/01/2018 US USD 340 305 0.00<br />
Tower Automotive Holdings 10.625% 01/09/2017 144A US USD 255 276 0.00<br />
Checkout Holdings 18.291% 15/11/2015 144A US USD 317 190 0.00<br />
Univision Communications 5.534% FRN 31/03/2017 US USD 166 163 0.00<br />
K. Hovnanian Enterprises 9.125% 15/11/2020 144A US USD 121 127 0.00<br />
Mood Media 9.25% 15/10/2020 144A CA USD 126 127 0.00<br />
Serta Simmons Holdings 8.125% 01/10/2020 144A US USD 125 126 0.00<br />
Jo-Ann Stores Hlds 9.75% 15/10/2019 144A US USD 104 103 0.00<br />
Graton Economic Dev Auth 9.625% 01/09/2019 144A US USD 88 95 0.00<br />
Party City Holdings 4.781% FRN 27/07/2019 US USD 82 83 0.00<br />
International Automotive 9.125% 01/06/2018 144A LU USD 68 66 0.00<br />
Jaguar Holding 9.50% 01/12/2019 144A US USD 30 33 0.00<br />
455<br />
Chester Downs & Marina 9.25% 01/02/2020 144A US USD 29 29 0.00<br />
K. Hovnanian Enterprises 5.00% 01/11/2021 Reg S US USD 35 29 0.00<br />
Chukchansi Economic 9.75% 30/05/2020 Reg S US USD 5 3 0.00<br />
Waterford Gaming 8.625% 15/09/2014 144A* US USD 6 2 0.00<br />
Mood Media 10.00% 31/10/2015 CA USD 1 1 0.00<br />
Adelphia Comm. 0.00% 31/12/2049 (Defaulted)* US USD 3 0 0.00<br />
Cyberview Technology* GB GBP 128 0 0.00<br />
2,093 0.02<br />
Consumer Staples<br />
BI-LO 9.25% 15/02/2019 144A US USD 91 96 0.00<br />
BJ’s Wholesale Club 4.78 FRN 06/09/2019 US USD 27 27 0.00<br />
123 0.00<br />
Healthcare<br />
Legend Acquisition Sub 10.75% 15/08/2020 144A US USD 244 240 0.00<br />
Oxford Nanopore Technology* GB GBP 1 195 0.00<br />
Jaguar Holding I 9.375% 15/10/2017 144A US USD 84 86 0.00<br />
Rural/Metro 10.125% 15/07/2019 144A US USD 70 66 0.00<br />
587 0.01<br />
Tele<strong>com</strong>munication Services<br />
Total Access Communication NVDR TH THB 1,529 4,308 0.04<br />
Shin NVDR TH THB 488 995 0.01<br />
Fairpoint Communications 7.372% FRN 24/01/2016 US USD 651 608 0.01<br />
Sprint Nextel 7.00% 01/03/2020 144A US USD 424 492 0.00<br />
Clearwire Communications 14.75% 01/12/2016 144A US USD 333 419 0.00<br />
Broadview Networks 11.375% 01/09/2012 (Defaulted) US USD 358 257 0.00<br />
Intelsat Jackson Holdings 4.797% FRN 02/04/2018 LU USD 122 123 0.00<br />
7,202 0.06<br />
Financials<br />
Asian Property Development NVDR TH THB 15,396 4,344 0.04<br />
Kasikornbank NVDR TH THB 179 1,036 0.01<br />
Realogy 0.241% FRN 10/10/2016 US USD 606 606 0.01<br />
Bangkok Bank NVDR TH THB 71 409 0.00<br />
L<strong>and</strong> <strong>and</strong> Houses NVDR TH THB 1,371 382 0.00<br />
Asurion Term Loan 4.335% FRN 24/05/2019 US USD 231 240 0.00<br />
Hub International 8.125% 15/10/2018 144A US USD 147 151 0.00<br />
Asurion Term Loan 4.873% FRN 23/07/2017 US USD 107 107 0.00<br />
Asurion Term Loan 4.811% FRN 24/05/2018 US USD 98 99 0.00<br />
2010 Swift M<strong>and</strong>atory CEST 6.00% 31/12/2013 144A US USD 8 77 0.00<br />
Penson Worldwide 12.50% 15/05/2017 144A US USD 48 11 0.00<br />
Links Finance 0.00% 15/09/2009 EMTN (Defaulted)* KY USD 9,868 0 0.00<br />
Nightingale Finance 2007-11 1 0.983% FRN 07/06/2015* GB USD 10,243 0 0.00<br />
7,462 0.07<br />
Fractions (10) (0.00)<br />
Total Investments (Cost USD 10,509,902) 10,912,175 96.05<br />
Credit Default Swaps<br />
Ccy Underlying Unrealised % Net<br />
exposure gain / (loss) Assets<br />
USD<br />
Sold protection on CDX.NA.IG 20/12/2017 USD 130,721 51 0.00<br />
Bought protection on Hammerson 20/12/2016 EUR 519 3 0.00<br />
Sold protection on CDX.NA.HY 20/12/2017 USD 87,147 (763) (0.01)<br />
Sold protection on Glencore Finance 20/09/2017 EUR 13,944 (1,037) (0.01)<br />
(1,746) (0.02)<br />
Forward Foreign Exchange Contracts<br />
Country Ccy Shares or Market % Net<br />
Code Nominal Value Assets<br />
USD<br />
Underlying Unrealised % Net<br />
exposure gain / (loss) Assets<br />
USD USD<br />
Bought USD Sold JPY at 0.01275 20/11/2012 105,708 1,938 0.02<br />
Bought EUR Sold USD at 0.81243 20/11/2012 31,684 1,711 0.02<br />
Bought EUR Sold USD at 0.81321 20/11/2012 20,565 1,131 0.01<br />
Bought EUR Sold USD at 0.77448 20/11/2012 236,298 1,129 0.01<br />
Bought KRW Sold USD at 1,119.00000 20/11/2012 39,711 1,017 0.01<br />
Bought USD Sold EUR at 1.31465 20/11/2012 65,801 877 0.01<br />
Bought USD Sold JPY at 0.01279 20/11/2012 38,455 822 0.01<br />
Bought USD Sold JPY at 0.01273 20/11/2012 32,620 538 0.00<br />
Bought USD Sold AUD at 1.04741 20/11/2012 43,276 474 0.00<br />
Bought EUR Sold USD at 0.79375 20/11/2012 14,273 425 0.00<br />
Bought USD Sold JPY at 0.01278 20/11/2012 17,130 355 0.00<br />
Bought USD Sold CAD at 1.02345 20/11/2012 9,937 231 0.00<br />
Bought EUR Sold USD at 0.78158 20/11/2012 15,064 211 0.00<br />
Bought GBP Sold USD at 0.62190 20/11/2012 54,651 170 0.00<br />
Bought USD Sold EUR at 1.31088 20/11/2012 16,055 167 0.00
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