Fidelity Institutional Liquidity Fund GBP holdings 22th July Issuer Type Maturity Weight Value Moody's Rating Coupon Country

Transcription

1 Fidelity Institutional Liquidity Fund GBP holdings 22th July 2016 Headline Characteristics Reporting Type TNA 1,036,964,144 BILL 4.82% WAM (days) 53 CASH 0.00% WAFM (days) 54 CD 26.40% Median Maturity 70 CORP 0.00% Modified Duration CP 53.18% Average Credit Quality A2 FRN 0.00% Average Coupon 0.10 MED 0.45% NOTE 0.00% Country RP 1.93% Australia 6.55% TD 13.22% Belgium 4.57% Other 0.00% Canada 1.83% Total % France Germany Japan Netherlands Sweden UK USA N/A Total 17.84% 11.08% 29.31% 7.19% 9.16% 4.82% 7.66% 0.00% % Issuer Type Maturity Weight Value Moody's Rating Coupon Country UNITED KINGDOM,G.B.&N.IRELAND BILL 25/07/ % 50,000,000 Aa UK DZ BANK AG DEUT ZENT GENOSBANK CD 03/10/ % 39,957,868 Aa Germany CITIBANK NA CD 03/10/ % 29,969,547 A USA SUMITOMO MITSUI TRUST BANK LTD CD 07/10/ % 29,966,594 A Japan SVENSKA HANDELSBANKEN AB CD 16/08/ % 25,000,075 Aa Sweden LA BANQUE POSTALE CD 01/08/ % 24,997,413 P France BANK TOKYO-MITSUBISHI UFJ LTD CD 03/10/ % 24,972,712 A Japan ING BANK NV CD 01/08/ % 20,000,000 A Netherlands TORONTO DOMINION BANK CD 19/01/ % 18,953,786 Aa Canada MITSUBISHI UFJ TRUST & BK CORP CD 01/09/ % 17,989,333 A Japan SVENSKA HANDELSBANKEN AB CD 01/08/ % 15,000,014 Aa Sweden CREDIT AGRICOLE SA CD 17/10/ % 14,983,451 A France SVENSKA HANDELSBANKEN AB CD 09/01/ % 7,003,530 Aa Sweden BANK TOKYO-MITSUBISHI UFJ LTD CD 20/10/ % 4,994,643 A Japan ALLIANZ SE CP 05/08/ % 44,991,748 Aa Germany

2 SUMITOMO MIT BKNG CRP BRUSSELS CP 03/10/ % 44,956,903 A Japan MITSUBISHI CORP FINANCE PLC CP 11/08/ % 39,990,875 A Japan SCHLUMBERGER FINANCE BV CP 03/10/ % 34,961,127 A USA DEKABANK DEUTSCHE GIRO (UNGTD) CP 03/10/ % 29,968,401 Aa Germany AGENCE CENTRALE DES ORGANISMES CP 26/07/ % 24,999,603 P France BANQUE FED CRED MUTUEL PARIS CP 15/08/ % 24,992,382 Aa France RABOBANK NEDERLAND CP 05/09/ % 24,979,935 Aa Netherlands RABOBANK NEDERLAND CP 04/10/ % 24,966,078 Aa Netherlands AUSTRALIA & N ZEAL BKG GRP LTD CP 03/11/ % 24,952,433 Aa Australia BNZ INTERNATIONAL FUNDING LTD CP 19/10/ % 22,962,187 Aa Australia NORDEA BANK AB CP 19/09/ % 19,980,120 Aa Sweden HONDA FINANCE EUROPE PLC CP 20/10/ % 19,975,719 P Japan AUSTRALIA & N ZEAL BKG GRP LTD CP 07/11/ % 19,961,297 Aa Australia DEXIA CREDIT LOCAL (GOV GTD) CP 16/11/ % 19,950,845 Aa Belgium TOYOTA FINANCIAL SVCS (UK) PLC CP 25/07/ % 19,000,000 P Japan NORDEA BANK AB CP 07/10/ % 17,976,356 Aa Sweden HONDA FINANCE EUROPE PLC CP 15/09/ % 15,986,799 P Japan AGENCE CENTRALE DES ORGANISMES CP 01/09/ % 14,992,513 P France DEXIA CREDIT LOCAL (GOV GTD) CP 16/11/ % 14,962,676 Aa Belgium DEXIA CREDIT LOCAL (GOV GTD) CP 16/11/ % 12,468,891 Aa Belgium NORDEA BANK AB CP 23/01/ % 9,976,620 Aa Sweden HONDA FINANCE EUROPE PLC CP 05/09/ % 8,994,002 P Japan METLIFE SHORT TERM FUNDING LLC CP 06/10/ % 8,490,663 P USA SCHLUMBERGER FINANCE BV CP 27/09/ % 5,994,117 A USA BANK NEDERLANDSE GEMEENTEN NV MED 12/12/ % 4,655,447 Aaa 0.88 Netherlands BANQUE NATIONALE DE PARIS RP 25/07/ % 20,000,000 Aaa 0.47 France MIZUHO BANK LTD TD 25/07/ % 77,101,719 A Japan CREDIT AGRICOLE SA TD 26/08/ % 25,000,000 A France NATIXIS SA TD 26/08/ % 20,000,000 A France NATIXIS SA TD 26/08/ % 15,000,000 A France

3 Fidelity Institutional Liquidity Fund USD holdings 22th July 2016 Headline Characteristics Reporting Type TNA $5,107,853,438 BILL 0.00% WAM (days) 54 CASH 3.46% WAFM (days) 54 CD 23.62% Median Maturity 52 CORP 0.00% Modified Duration CP 61.47% Average Credit Quality A1 FRN 0.10% Average Coupon 0.04 MED 0.00% NOTE 0.00% Country RP 2.94% Australia 9.77% TD 8.42% Belgium 1.95% Other 0.00% Canada 4.19% Total % France Germany Japan Netherlands Sweden Switzerland UK USA Cash at Custodian Total 29.50% 16.28% 14.08% 5.87% 4.10% 4.64% 2.25% 3.91% 3.46% % Issuer Type Maturity Weight Value Moody's Rating Coupon Country CASH AT CUSTODIAN CASH 25/07/ % $176,950, LA BANQUE POSTALE CD 01/08/ % $99,987,563 P France BNP PARIBAS CD 09/09/ % $99,919,630 A France MITSUBISHI UFJ TRUST & BK CORP CD 07/09/ % $99,913,379 A Japan NATIONAL AUSTRALIA BANK LTD CD 06/09/ % $99,903,655 Aa Australia BNP PARIBAS CD 21/09/ % $99,895,451 A France MIZUHO CORPORATE BK LTD (SYD) CD 23/09/ % $99,878,560 A Japan CREDIT AGRICOLE SA CD 03/10/ % $99,871,890 A France RABOBANK NEDERLAND/AUST BRH CD 08/12/ % $99,657,805 Aa Netherlands MITSUBISHI UFJ TRUST & BK CORP CD 27/07/ % $89,996,606 A Japan MIZUHO CORPOR BK LIMITED (LON) CD 01/09/ % $89,926,046 A Japan HSBC FRANCE SA CD 19/08/ % $49,970,613 A UK HSBC FRANCE SA CD 23/08/ % $49,965,911 A UK MITSUBISHI UFJ TRUST & BK CORP CD 17/10/ % $49,912,671 A Japan

4 MIZUHO CORPOR BK LIMITED (LON) CD 17/10/ % $29,943,420 A Japan MIZUHO CORPORATE BK LTD (SYD) CD 26/09/ % $19,972,930 A Japan LLOYDS BANK PLC(UNGTD) CD 02/09/ % $14,988,726 A UK CREDIT AGRICOLE SA CD 26/09/ % $12,982,969 A France NETHERLANDS GOVERNMENT OF CP 28/07/ % $199,993,334 Aaa 0.00 Netherlands SOCIETE NATIONALE DES CDF FRAN CP 11/08/ % $109,963,664 Aa France MITSUBISHI CORP FINANCE PLC CP 08/08/ % $99,980,758 A Japan AGENCE CENTRALE DES ORGANISMES CP 12/08/ % $99,961,897 P France CAISSE DES DEPOTS ET CONSIGNS CP 09/09/ % $99,920,266 Aa France ALLIANZ SE CP 06/09/ % $99,915,353 Aa Germany CREDIT SUISSE FB SYDNEY BRANCH CP 09/09/ % $99,913,262 A Switzerland TORONTO DOMINION BANK CP 14/09/ % $99,912,306 Aa Canada CAISSE DES DEPOTS ET CONSIGNS CP 20/09/ % $99,895,676 Aa France DEKABANK DEUTSCHE GIRO (UNGTD) CP 20/09/ % $99,892,520 Aa Germany AUSTRALIA & N ZEAL BKG GRP LTD CP 12/09/ % $99,884,812 Aa Australia DZ BANK AG DEUT ZENT GENOSBANK CP 03/10/ % $99,873,825 Aa Germany COMMONWEALTH BANK AUSTRALIA CP 21/09/ % $99,870,038 Aa Australia SUMITOMO MIT BKNG CRP BRUSSELS CP 13/10/ % $99,844,723 A Japan AGENCE CENTRALE DES ORGANISMES CP 07/10/ % $99,837,938 P France AGENCE CENTRALE DES ORGANISMES CP 11/10/ % $99,827,139 P France DEKABANK DEUTSCHE GIRO (UNGTD) CP 11/10/ % $99,816,245 Aa Germany COMMONWEALTH BANK AUSTRALIA CP 01/12/ % $99,678,969 Aa Australia DEXIA CREDIT LOCAL (GOV GTD) CP 19/12/ % $99,638,246 Aa Belgium NORDEA BANK AB CP 03/01/ % $99,614,722 Aa Sweden ANZ NATIONAL (INTL) LIMITED CP 18/01/ % $99,540,043 Aa Australia SOCIETE NATIONALE DES CDF FRAN CP 27/07/ % $89,996,930 Aa France CREDIT SUISSE FB SYDNEY BRANCH CP 02/08/ % $89,987,021 A Switzerland NORDEA BANK AB CP 02/09/ % $89,921,351 Aa Sweden SCHLUMBERGER FINANCE BV CP 25/07/ % $80,000,000 A USA ALLIANZ SE CP 23/01/ % $74,607,764 Aa Germany SCHLUMBERGER FINANCE BV CP 20/09/ % $69,928,078 A USA TORONTO DOMINION BANK CP 06/09/ % $64,450,771 Aa Canada AGENCE CENTRALE DES ORGANISMES CP 08/08/ % $49,985,279 P France SCHLUMBERGER FINANCE BV CP 03/10/ % $49,934,975 A USA TORONTO DOMINION BANK CP 03/01/ % $49,800,667 Aa Canada ALLIANZ SE CP 21/09/ % $44,950,063 Aa Germany SUMITOMO MIT BKNG CRP BRUSSELS CP 18/10/ % $39,934,007 A Japan DEKABANK DEUTSCHE GIRO (UNGTD) CP 17/10/ % $39,925,489 Aa Germany LANDESBANK HESSEN-THU GIRO LON CP 16/08/ % $28,487,471 Aa Germany ZURICH HOLDING CO AMER INC CP 15/09/ % $24,976,927 A Switzerland ZURICH HOLDING CO AMER INC CP 25/08/ % $21,987,893 A Switzerland NORDEA BANK AB CP 06/10/ % $19,971,665 Aa Sweden

5 ALLIANZ SE CP 07/10/ % $4,492,618 Aa Germany CREDIT AGRICOLE SA MT SR BK NT FRN 03/10/ % $5,005,891 A France BANQUE NATIONALE DE PARIS RP 25/07/ % $150,000,000 Aaa 0.35 France DZ BANK AG DEUT ZENT GENOSBANK TD 25/07/ % $240,000,000 Aa Germany NATIXIS SA TD 26/08/ % $75,000,000 A France NATIXIS SA TD 26/08/ % $60,000,000 A France NATIXIS SA TD 11/08/ % $55,000,000 A France

6 Fidelity Institutional Liquidity Fund EUR 22th July 2016 Headline Characteristics Reporting Type TNA 1,478,175,945 BILL 0.00% WAM (days) 54 CASH 9.35% WAFM (days) 55 CD 26.29% Median Maturity 49 CORP 0.00% Modified Duration CP 52.48% Average Credit Quality A1 FRN 4.48% Average Coupon 0.19 MED 4.02% NOTE 0.00% Country RP 2.03% Austria 7.12% TD 1.35% Belgium 4.95% Other 0.00% Canada 4.07% Total % France Germany Japan Netherlands Sweden Switzerland UK USA Cash at Custodian Total 23.27% 9.95% 12.13% 4.74% 8.31% 3.66% 0.42% 12.05% 9.35% % Issuer Type Maturity Weight Value Moody's Rating Coupon Country CASH AT CUSTODIAN CASH 25/07/ % 138,073, BNP PARIBAS CD 03/10/ % 70,047,682 A France BRED BANQUE POPULAIRE CD 29/08/ % 55,000,000 A France SUMITOMO MITSUI TRUST BANK LTD CD 01/09/ % 45,015,688 A Japan MIZUHO CORPOR BK LIMITED (LON) CD 13/09/ % 37,016,200 A Japan CITIBANK NA CD 03/10/ % 35,024,523 A USA RABOBANK NEDERLAND CD 22/12/ % 20,026,707 Aa Netherlands MIZUHO BANK LTD CD 03/10/ % 20,012,844 A Japan CREDIT SUISSE LONDON BRANCH CD 08/09/ % 19,006,655 A Switzerland SUMITOMO MIT BKNG CRP BRUSSELS CD 20/09/ % 15,008,081 A Japan SUMITOMO MIT BKNG CRP BRUSSELS CD 12/09/ % 15,006,539 A Japan SUMITOMO MIT BKNG CRP BRUSSELS CD 06/09/ % 15,005,738 A Japan DZ BANK AG DEUT ZENT GENOSBANK CD 05/10/ % 10,006,806 Aa Germany RABOBANK NEDERLAND CD 07/10/ % 10,004,733 Aa Netherlands

7 SUMITOMO MIT BKNG CRP BRUSSELS CD 12/09/ % 10,004,359 A Japan MIZUHO CORPOR BK LIMITED (LON) CD 19/09/ % 7,003,378 A Japan MIZUHO CORPOR BK LIMITED (LON) CD 02/08/ % 5,000,378 A Japan CREDIT AGRICOLE CIB LONDON CP 01/08/ % 60,003,619 A France KA FINANZ AG(GOVT GTD) CP 23/01/ % 41,077,882 Aa Austria SVENSKA HANDELSBANKEN AB CP 06/01/ % 35,141,881 Aa Sweden L'OREAL SA CP 23/09/ % 35,019,854 P France GENERAL ELECTRIC CO CP 25/07/ % 33,000,000 A USA TORONTO DOMINION BANK CP 14/11/ % 30,032,726 Aa Canada TORONTO DOMINION BANK CP 21/11/ % 30,028,801 Aa Canada DEKABANK DEUTSCHE GIRO (UNGTD) CP 11/10/ % 30,024,073 Aa Germany KA FINANZ AG(GOVT GTD) CP 01/09/ % 30,012,041 Aa Austria NORDEA BANK AB CP 11/08/ % 30,003,546 Aa Sweden DZ BANK AG DEUT ZENT GENOSBANK CP 03/08/ % 30,002,627 Aa Germany DZ BANK AG DEUT ZENT GENOSBANK CP 03/08/ % 30,002,627 Aa Germany DEXIA CREDIT LOCAL (GOV GTD) CP 23/11/ % 26,018,371 Aa Belgium BANQUE FED CRED MUTUEL PARIS CP 01/08/ % 26,001,619 Aa France PROCTER & GAMBLE CO CP 16/09/ % 22,007,454 Aa USA GENERAL ELECTRIC CO CP 03/08/ % 20,501,948 A USA DEXIA CREDIT LOCAL (GOV GTD) CP 17/11/ % 20,013,432 Aa Belgium KA FINANZ AG(GOVT GTD) CP 16/08/ % 20,003,916 Aa Austria RTE EDF TRANSPORT S.A CP 14/09/ % 18,007,017 P France PROCTER & GAMBLE CO CP 12/10/ % 15,008,894 Aa USA UBS AG CP 22/09/ % 15,007,381 Aa Switzerland SVENSKA HANDELSBANKEN AB CP 23/09/ % 15,006,509 Aa Sweden PROCTER & GAMBLE CO CP 12/08/ % 15,001,576 Aa USA NORDEA BANK AB CP 05/08/ % 15,001,514 Aa Sweden SVENSKA HANDELSBANKEN AB CP 19/09/ % 14,005,233 Aa Sweden KA FINANZ AG(GOVT GTD) CP 24/08/ % 14,003,072 Aa Austria DEXIA CREDIT LOCAL (GOV GTD) CP 21/11/ % 12,008,736 Aa Belgium RTE EDF TRANSPORT S.A CP 08/09/ % 11,503,956 P France DEXIA CREDIT LOCAL (GOV GTD) CP 17/11/ % 10,007,036 Aa Belgium RTE EDF TRANSPORT S.A CP 14/10/ % 10,006,868 P France SUMITOMO MIT BKNG CRP BRUSSELS CP 05/10/ % 10,006,806 A Japan PROCTER & GAMBLE CO CP 23/09/ % 10,004,086 Aa USA SVENSKA HANDELSBANKEN AB CP 03/10/ % 9,004,556 Aa Sweden RTE EDF TRANSPORT S.A CP 12/09/ % 8,002,997 P France PROCTER & GAMBLE CO CP 03/08/ % 6,000,315 Aa USA DEXIA CREDIT LOCAL (GOV GTD) CP 28/07/ % 5,000,117 Aa Belgium PROCTER & GAMBLE CO CP 07/10/ % 4,502,499 Aa USA PROCTER & GAMBLE CO CP 24/08/ % 4,501,238 Aa USA NORDEA BANK AB CP 17/08/ % 4,500,978 Aa Sweden

8 RABOBANK NEDERLAND FRN 29/07/ % 40,000,552 Aa Netherlands CREDIT SUISSE LONDON BRANCH FRN 23/09/ % 20,006,913 A Switzerland UBS AG LON BRANCH FRN 05/09/ % 4,751,143 A UK UBS AG LON BRANCH FRN 05/09/ % 1,450,350 A UK KREDITANSTALT FUR WIEDE(GOV GT MED 07/09/ % 33,095,090 Aaa 2.00 Germany WACHOVIA CORP 2ND NEW MED 01/08/ % 12,461,082 A USA KREDITANSTALT FUR WIEDE(GOV GT MED 07/09/ % 10,028,457 Aaa 2.00 Germany ALLIANZ FINANCE II BV MED 23/11/ % 3,751,014 Aa Germany BANQUE NATIONALE DE PARIS RP 25/07/ % 30,000,000 Aaa France NATIXIS SA TD 05/08/ % 20,000,000 A France

9 Fidelity Institutional Liquidity Fund CAD holdings 22th July 2016 Headline Characteristics Reporting Type TNA $33,741,578 BILL 39.97% WAM (days) 48 CASH 0.00% WAFM (days) 48 CD 39.97% Median Maturity 39 CORP 0.00% Modified Duration CP 2.96% Average Credit Quality Aa2 FRN 0.00% Average Coupon 0.13 MED 4.46% NOTE 0.00% Country RP 0.00% Canada 62.18% TD 12.63% France 12.63% Other 0.00% Germany 8.88% Total % Japan Netherlands UK USA N/A Total 4.46% 2.96% 4.44% 4.45% 0.00% % Issuer Type Maturity Weight Value Moody's Rating Coupon Country CANADA GOVT TREAS BILLS CDS BILL 25/08/ % $2,498,785 Aaa 0.00 Canada CANADA GOVT TREAS BILLS CDS BILL 20/10/ % $1,997,511 Aaa 0.00 Canada CANADA GOVT TREAS BILLS CDS BILL 15/12/ % $1,995,821 Aaa 0.00 Canada CANADA GOVT TREAS BILLS CDS BILL 28/07/ % $1,499,775 Aaa 0.00 Canada CANADA GOVT TREAS BILLS CDS BILL 11/08/ % $1,499,473 Aaa 0.00 Canada CANADA GOVT TREAS BILLS CDS BILL 08/09/ % $1,498,946 Aaa 0.00 Canada CANADA GOVT TREAS BILLS CDS BILL 06/10/ % $1,498,361 Aaa 0.00 Canada CANADA GOVT TREAS BILLS CDS BILL 01/12/ % $997,900 Aaa 0.00 Canada CITIBANK NA CD 25/07/ % $1,499,801 A USA BANK OF MONTREAL QUE CD 02/08/ % $1,499,538 Aa Canada SUMITOMO MITSUI BK CORP CANADA CD 02/09/ % $1,498,465 A Japan HSBC BANK CANADA CD 01/09/ % $1,498,433 Aa UK BANK OF NOVA SCOTIA CD 20/09/ % $1,497,982 Aa Canada ROYAL BANK OF CANADA CD 03/10/ % $1,497,627 Aa Canada CANADIAN IMPERIAL BK OF COMM CD 03/10/ % $1,497,601 Aa Canada TORONTO DOMINION BANK CD 03/10/ % $1,497,563 Aa Canada HONDA CANADA FINANCE INC CP 21/07/ % $1,399,907 A Japan

10 DNB BANK ASA CP 04/08/ % $999,722 Aa Norway RABOBANK NEDERLAND MED 17/10/ % $1,503,870 Aa Netherlands NATIXIS SA TD 18/07/ % $3,000,000 A France CREDIT AGRICOLE SA TD 18/07/ % $1,306,980 A France Past performance is not a reliable indicator of future results. The value of investments and the income from them can go down as well as up and an investor may not get back the amount invested. Investment in a currency other than the investor s own currency will be subject to movement in foreign exchange rates.