SKANDIA GLOBAL FUNDS PLC - Fidelity Investments

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Skandia Global Funds plc Annual Report and Audited Financial Statements for the year ended 31 December 2011 PORTFOLIO OF INVESTMENTS - Skandia Total Return USD Bond Fund (continued) Nominal Security Description Asset Backed Securities - (5.16)% (2010 - (0.47)%) (18,800,000) Fannie Mae Pool (4,000,000) Fannie Mae Pool Coupon Rate % 4.00 4.00 Maturity Date 25/08/2040 15/01/2026 Value USD % Net Assets (19,725,313) (4.25)% (4,218,125) (0.91)% (23,943,438) (5.16)% Futures^ - (0.00)% (2010 - (0.11)%) 372 90 Day Euro $ Future* 18/03/2013 (10,803) 0.00% Options** - (0.00)% (2010 - (0.02%) (10,803) 0.00% (52) PUT 90 Day Euro $ Future* 19/03/2012 (4,875) 0.00% Swaps*** - (0.70)% (2010 - (0.46)%) (4,875) 0.00% American International Gro Snr S Sp Uag 20/12/2020 (22,808) 0.00% 900,000 Brazil Em Sp Cbk* 20/06/2016 (18,416) 0.00% 700,000 Japan Gov't Jp Sp Dub* 20/03/2015 (1,738) 0.00% 1,200,000 Ally Financial Inc (aka: G Snr S Sp Dub* 20/12/2016 (57,626) (0.01)% 1,000,000 Brazil Em Sp Cbk* 20/09/2015 (12,742) 0.00% 2,100,000 Mexico Em Sp Boa* 20/03/2021 (130,291) (0.03)% 2,400,000 Italy Republic Sw Sp Ryl* 20/03/2016 (327,911) (0.07)% 1,900,000 France Gov't Sw Sp Ryl* 20/03/2016 (133,151) (0.03)% 2,000,000 France Gov't Sw Sp Fbf* 20/03/2016 (140,159) (0.03)% 2,400,000 Italy Republic Sw Sp Brc* 20/03/2016 (327,911) (0.07)% 3,800,000 China As Sp Brc* 20/06/2016 (53,493) (0.01)% 300,000 Gecc Snr SSp Boa* 20/12/2015 (15,311) 0.00% 400,000 Gecc Snr SSp Boa* 20/12/2015 (20,415) 0.00% 1,000,000 Macys Inc Negb Snr Ns Bp Jpm* 20/09/2017 (75,667) (0.02)% 3,100,000 American International Gro Snr SSp Gst* 20/12/2020 (707,055) (0.15)% 1,000,000 Alcoa Inc Snr S* Sp Gst* 20/03/2018 (147,685) (0.03)% 300,000 Franace Gov't Sw Sp Hus* 20/09/2016 (24,454) (0.01)% 100,000 Spain Gov't Sw Sp Boa* 20/03/2016 (10,194) 0.00% 100,000 Japan Gov't Jp Sp Boa* 20/03/2016 (1,065) 0.00% 200,000 Japan Gov't Jp Sp Boa* 20/03/2016 (2,129) 0.00% 1,400,000 Metlife Inc Snr S* Sp Boa* 20/03/2016 (116,124) (0.02)% 500,000 Brazil Em Sp Brc* 20/06/2015 (5,240) 0.00% 500,000 Brazil Em Sp Gst* 20/06/2015 (5,240) 0.00% 2,800,000 Italy Republic Sw Sp Ryl* 20/03/2016 (382,563) (0.08)% 500,000 Brazil Em Sp Uag* 20/09/2015 (6,371) 0.00% 1,000,000 United States Gov't Sw Sp Bps* 20/03/2016 (10,935) 0.00% 300,000 Mexico Em Sp Boa* 20/09/2015 (3,096) 0.00% 2,100,000 France Gov't Sw Sp Gst* 20/12/2016 (182,734) (0.04)% 300,000 Brazil Em Sp Hus* 20/06/2015 (3,144) 0.00% 1,000,000 Brazil Em Sp Dub* 20/06/2015 (10,480) 0.00% 700,000 Brazil Em Sp Hus* 20/09/2015 (8,919) 0.00% 1,500,000 Mexico Em Sp Hus* 20/03/2016 (22,408) 0.00% 100,000 France Gov't Sw Sp Hus* 20/09/2016 (8,151) 0.00% 3,600,000 France Gov't Sw Sp Uag* 20/12/2015 (233,933) (0.05)% 700,000 France Gov't Sw Sp Ryl* 20/12/2015 (45,487) (0.01)% 400,000 Mexico Em Sp Brc* 20/03/2015 (2,220) 0.00% 400,000 Mexico Em Sp Cbk* 20/03/2015 (2,220) 0.00% 200,000 Mexico Em Sp Dub* 20/03/2015 (1,110) 0.00% 400,000 Italy Republic Sw Sp Cbk* 20/03/2016 (54,652) (0.01)% 300,000 China As Sp Myc* 20/09/2016 (5,240) 0.00% 400,000 China As Sp Dub* 20/09/2016 (6,987) 0.00% 300,000 China As Sp Uag* 20/09/2016 (5,240) 0.00% 700,000 Mexico Em Sp Cbk* 20/09/2015 (7,225) 0.00% 122
Skandia Global Funds plc Annual Report and Audited Financial Statements for the year ended 31 December 2011 PORTFOLIO OF INVESTMENTS - Skandia Total Return USD Bond Fund (continued) Maturity Nominal Security Description Swaps** - (0.70)% (2010 - (0.46)%) (continued) Date Value USD % Net Assets 13,000,000 Irs Mxn R Tiie Hus* 06/09/2016 (8,041) 0.00% 1,800,000 Irs Mxn R Tiie Myc* 06/09/2016 (1,114) 0.00% 5,700,000 Irs Usd P 2.75/3ML Myc* 20/06/2042 (99,285) (0.02)% 3,700,000 Irs Usd P 2.75/3ML Brc* 20/06/2042 (64,448) (0.01)% 100,000 Irs Aud R 6Mbb/4.25 Brc* 15/06/2017 (904) 0.00% 200,000 Irs Aud R 6Mbb/4.25 Dub* 15/06/2017 (1,807) 0.00% (3,535,539) (0.70)% Swaptions**** - 0.01% (2010 - 0.47%) 3,800,000 Inf Floor Usd Cpurnsa 215.949 @ 0 Dub* 10/03/2020 (20,790) 0.00% 12,400,000 Inf Floor Usd Cpurnsa 216.687 @ 0 Cbk* 07/04/2020 (48,725) (0.02%) 3,800,000 Inf Floor Usd Cpurnsa 215.949 @ 0 Cbk* 12/03/2020 (14,404) 0.00% 900,000 Inf Floor Usd Cpurnsa 217.965 @ 0 Cbk* 29/09/2020 (3,752) 0.00% 14,200,000 Iro Usd 1y P 2.0000 04/30/12 Ryl* 30/04/2012 (1,110) 0.00% 7,600,000 Iro Usd 1y P 2.2500 05/28/13 Boa* 28/05/2013 (6,510) 0.00% 32,300,000 Iro Usd 1y P 1.7500 07/11/13 Dub* 11/07/2013 (47,478) (0.02%) 1,900,000 Iro Usd 3y P 1.0000 08/13/12 Dub* 13/08/2012 (10,840) 0.00% 1,000,000 Iro Usd 5y P 1.7000 08/13/12 Glm* 13/08/2012 (7,347) 0.00% 8,300,000 Iro Usd 5y P 1.7000 08/13/12 Ryl* 13/08/2012 (60,983) (0.01%) 2,000,000 Iro Usd 10y P 10.000 07/10/12 Myc* 10/07/2012 - 0.00% 4,800,000 Iro Usd 2y P 1.2000 07/11/13 Dub* 11/07/2013 (29,092) (0.01%) 9,100,000 Iro Usd 5y P 1.7000 08/13/12 Dub* 13/08/2012 (66,860) (0.02%) 24,700,000 Iro Usd 10y P 10.000 07/10/12 Dub* 10/07/2012 (2) 0.00% 10,700,000 Iro Usd 2y P 0.9150 11/14/12 Myc* 14/11/2012 (43,135) (0.02%) 1,500,000 Iro Usd 2y P 0.9150 11/14/12 Cbk* 14/11/2012 (6,047) 0.00% 2,000,000 Iro Usd 5y P 1.7000 08/13/12 Boa* 13/08/2012 (14,695) 0.00% 3,800,000 Iro Usd 5y P 3.2500 07/16/12 Cbk* 16/07/2012 (719) 0.00% 1,200,000 Iro Usd 5y P 3.2500 07/16/12 Ryl* 16/07/2012 (227) 0.00% 8,800,000 Iro Usd 3y P 3.0000 06/18/12 Jpm* 18/06/2012 (378) 0.00% 6,400,000 Iro Usd 3y P 3.0000 06/18/12 Cbk* 18/06/2012 (275) 0.00% 11,900,000 Iro Usd 3y P 3.0000 06/18/12 Ryl* 18/06/2012 (511) 0.00% 4,600,000 Iro Usd 3y P 3.0000 06/18/12 Boa* 18/06/2012 (197) 0.00% 5,000,000 Iro Usd 3y P 3.0000 06/18/12 Dub* 18/06/2012 (215) 0.00% 3,300,000 Iro Usd 3y P 3.0000 06/18/12 Brc* 18/06/2012 (142) 0.00% 200,000 Iro Usd 3y P 2.7500 06/18/12 Dub* 18/06/2012 (16) 0.00% 2,000,000 Iro Usd 3y P 2.7500 06/18/12 Ryl* 18/06/2012 (158) 0.00% 22,000,000 Iro Usd 2y P 2.2500 09/24/12 Ryl* 24/09/2012 (9,761) 0.00% 5,000,000 Iro Usd 2y P 2.2500 09/24/12 Boa* 24/09/2012 (2,219) 0.00% 600,000 Iro Usd 2y P 2.2500 09/24/12 Cbk* 24/09/2012 (266) 0.00% 1,800,000 Iro Usd 2y P 2.2500 09/24/12 Myc* 24/09/2012 (799) 0.00% 3,000,000 Iro Usd 2y P 2.2500 09/24/12 Glm* 24/09/2012 (1,331) 0.00% 7,500,000 Iro Usd 1y P 1.0000 11/19/12 Glm* 19/11/2012 (11,171) 0.00% 8,500,000 Iro Usd 1y P 1.7500 11/19/12 Ryl* 19/11/2012 (5,339) 0.00% (415,494) (0.10)% Financial Liabilities at Fair Value Through Profit or Loss (Cost USD (2,253,283)) (2010: USD 1,034,507) (27,910,149) (5.96)% Cash at Bank 332,460 0.06% Other Net Liabilities (125,113,149) (26.92)% Net Asset Value as at 31 December 2011 464,648,932 100.00% 123
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SKANDIA GLOBAL FUNDS PLC - Fidelity Investments

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