SKANDIA GLOBAL FUNDS PLC - Fidelity Investments

Skandia Global Funds plc
Interim Report and Unaudited Financial Statements for the period ended 30 June 2012
PORTFOLIO OF INVESTMENTS - Skandia Total Return USD Bond Fund (continued)
Nominal Security Description
Government Security - 46.79% (2011 - 44.63%) (continued)
100,000 Province of British Columbia Canada
200,000 Province of Ontario Canada
200,000 Province of Ontario Canada
400,000 Province of Ontario Canada
2,700,000 Province of Ontario Canada
1,000,000 Province of Ontario Canada
200,000 Province of Ontario Canada
700,000 Province of Quebec Canada
400,000 Province of Quebec Canada
100,000 Province of Quebec Canada
200,000 Province of Quebec Canada
3,400,000 Province of Quebec Canada
1,000,000 Societe Financement de l'Economie Francaise
200,000 Societe Financement de l'Economie Francaise
470,000 United States Treasury Bill
3,600,000 United States Treasury Bill
100,000 United States Treasury Inflation Indexed Bonds
1,400,000 United States Treasury Inflation Indexed Bonds
100,000 United States Treasury Inflation Indexed Bonds
5,200,000 United States Treasury Inflation Indexed Bonds
900,000 United States Treasury Inflation Indexed Bonds
2,700,000 United States Treasury Inflation Indexed Bonds
4,300,000 United States Treasury Inflation Indexed Bonds
5,000,000 United States Treasury Inflation Indexed Bonds
1,800,000 United States Treasury Inflation Indexed Bonds
4,900,000 United States Treasury Inflation Indexed Bonds
300,000 United States Treasury Inflation Indexed Bonds
2,200,000 United States Treasury Inflation Indexed Bonds
40,700,000 United States Treasury Note/Bond
21,700,000 United States Treasury Note/Bond
3,900,000 United States Treasury Note/Bond
5,800,000 United States Treasury Note/Bond
31,900,000 United States Treasury Note/Bond
2,400,000 United States Treasury Note/Bond
1,200,000 United States Treasury Note/Bond
1,300,000 United States Treasury Note/Bond
Coupon
Rate %
4.30
4.30
4.20
4.00
3.15
6.50
4.60
4.50
4.50
4.50
4.25
3.50
0.67
3.38
–
–
0.13
1.25
1.13
0.63
0.13
2.38
2.00
2.38
1.75
2.50
2.13
0.75
1.00
0.88
0.63
0.75
1.50
1.25
3.38
3.00
Maturity
Date
18/06/2042
08/03/2017
02/06/2020
02/06/2021
02/06/2022
08/03/2029
02/06/2039
01/12/2017
01/12/2018
01/12/2020
01/12/2021
01/12/2022
16/07/2012
05/05/2014
18/10/2012
27/06/2013
15/04/2016
15/07/2020
15/01/2021
15/07/2021
15/01/2022
15/01/2025
15/01/2026
15/01/2027
15/01/2028
15/01/2029
15/02/2040
15/02/2042
31/03/2017
30/04/2017
31/05/2017
30/06/2017
31/08/2018
30/04/2019
15/11/2019
15/05/2042
Value USD % Net Assets
116,190 0.02%
219,562 0.04%
219,846 0.04%
433,923 0.08%
2,726,245 0.53%
1,405,833 0.27%
234,551 0.05%
772,900 0.15%
445,104 0.09%
111,740 0.02%
219,620 0.04%
3,504,429 0.69%
1,002,710 0.19%
209,003 0.04%
469,855 0.09%
3,592,692 0.70%
108,478 0.02%
1,725,840 0.34%
121,719 0.02%
5,938,431 1.15%
970,351 0.19%
4,403,715 0.86%
6,444,821 1.25%
7,766,316 1.51%
2,504,251 0.49%
7,380,742 1.44%
462,351 0.09%
2,376,859 0.46%
41,374,015 8.05%
21,901,506 4.26%
3,885,021 0.76%
5,808,166 1.13%
33,087,466 6.43%
2,432,481 0.47%
1,394,917 0.27%
1,373,654 0.27%
240,631,277 46.79%
Futures ^ - 0.01% (2011 - 0.18%)
13 90 Day Euro $ Future* 14/09/2015 8,938 0.00%
78 90 Day Euro$ Future* 16/03/2015 11,550 0.00%
68 90 Day Euro$ Future* 15/06/2015 20,199 0.01%
(3) Euro-Bund Future* 06/09/2012 2,793 0.00%
Options ** - 0.00% (2011 - 0.01%)
43,480 0.01%
320 Put 90 Day Euro $ Future* 92.5 17/09/2012 2,000 0.00%
950 Put 90 Day Euro $ Future* 93 17/09/2012 5,938 0.00%
Swaps *** - 0.39% (2011 - 0.48%)
7,938 0.00%
54,300,000 Cdx Ig18 5y Cme 20/06/2017 475,778 0.10%
6,286,500 Cdx Hy18 5y Cme 20/06/2017 306,797 0.07%
3,300,000 Cdx Em13 Sp 03/22/2010 Hus 20/06/2015 220,830 0.05%
2,400,000 Cdx Em13 Sp 03/22/2010 Brc 20/06/2015 160,604 0.03%
3,936,000 Cdx Hy17 5y Cme 20/12/2016 146,370 0.03%
3,500,000 Dj Itraxx16eu2 Bp Boa 20/12/2016 144,368 0.03%
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