Fidelity Institutional Liquidity Fund GBP holdings 28th February Issuer Type Maturity Weight Value Moody's Rating Coupon Country

Transcription

1 Fidelity Institutional Liquidity Fund GBP holdings 28th February 2018 Headline Characteristics Reporting Type Book value 1,176,897,696 BILL 2.12% WAM (days) 49 CASH 0% WAFM (days) 59 CD 28.37% Median Maturity 52 CP 48.16% Modified Duration FRN 4.25% Average Credit Quality A1 TD 17.10% Average Coupon 0.49 Total % Country Australia 6.79% Belgium 6.37% Canada 4.25% Cash 0.00% France 10.88% Germany 11.76% Japan 19.65% Netherlands 10.45% Norway 2.12% Singapore 4.42% Sweden 8.45% UK 6.37% United Kingdom 6.37% USA 2.12% Total % Issuer Type Maturity Weight Value Moody's Rating Coupon Country UK T-BILL 0% BILL 14/05/ % 24,981,500 Aaa 0.00 UK CASH AT CUSTODIAN CASH 01/03/ % 1 Aa Cash TD BANK LONDON VCD 0% CD 04/04/ % 30,002,504 Aa Canada DEXIA CREDIT VCD CD 16/07/ % 25,001,559 Aa Belgium RABOBANK VCD 1MGBL REGS CD 03/08/ % 15,000,249 Aa Netherlands RABOBANK NEDERLAND CD 0% CD 08/05/ % 13,986,067 Aa Netherlands SUMITOMO MITSU CD 0% CD 01/03/ % 25,000,000 A Japan CITIBANK CD.48% CD 04/04/ % 24,999,509 A USA KBC BANK CD 0% CD 10/04/ % 24,986,191 A Belgium

2 DNB BANK CD 0% CD 16/05/ % 24,971,349 Aa Norway BANK TOKYO MITSUBISHI CD 0% CD 08/05/ % 24,975,120 A Japan SVENSKA CD.495% CD 08/05/ % 24,998,027 Aa Sweden SUMITOMO MITSUI BANKING BRUSSELS CD 0% CD 08/05/ % 24,975,120 A Japan SVENSKA CD.495% CD 09/05/ % 24,997,900 Aa Sweden UBS LON BRAN CD 0% CD 29/03/ % 24,990,492 Aa United Kingdom BANK TOKYO MITSUBISHI CD 0% CD 22/05/ % 24,968,404 A Japan RABOBANK NEDERLAND CP.54% CP 08/05/ % 14,985,072 Aa Netherlands NORDEA BANK CP.54% CP 09/05/ % 9,490,370 Aa Sweden BFCM PARIS CP.53% CP 01/03/ % 25,000,000 Aa France BFCM PARIS CP.52% CP 01/03/ % 25,000,000 Aa France DEXIA CREDIT (GGTD) CP.5% CP 04/05/ % 24,976,939 Aa Belgium ING BANK CP.5% CP 20/03/ % 53,986,149 Aa Netherlands TOYOTA FINANCE AUSTRALIA CP.45% CP 13/03/ % 10,698,275 Aa Japan NATIONAL AUSTRALIA BANK CP.53% CP 05/06/ % 49,922,844 Aa Australia DBS BANK SI CP.505% CP 08/03/ % 51,995,126 Aa Singapore STANDARD CHARTERED BANK SING CP.585% CP 05/03/ % 49,997,359 A UK DZ BANK CP.48% CP 11/04/ % 24,985,824 Aa Germany SANTANDER UK PL CP.48% CP 17/04/ % 24,983,603 Aa United Kingdom ABN AMRO BANK CP.495% CP 04/05/ % 24,976,939 A Netherlands SUMITOMO MITSUI BANKING BRUSSELS CP.52% 18 CP 08/05/ % 24,975,120 A Japan TOYOTA FINANCE AUSTRALIA CP.5% CP 14/05/ % 12,486,154 Aa Japan SANTANDER UK PL CP.5% CP 08/05/ % 24,975,120 Aa United Kingdom NORDEA BANK CP.5% CP 07/06/ % 29,952,551 Aa Sweden NORDEA BANK CP.5% CP 07/06/ % 3,494,464 Aa Sweden NORDEA BANK CP.485% CP 08/05/ % 6,493,531 Aa Sweden DZ BANK CP.5% CP 16/05/ % 23,473,068 Aa Germany DEKABANK DEUTSCHE GIROZENTALE (UGTD) CP.5% 2018 CP 16/05/ % 24,971,349 Aa Germany DEKABANK DEUTSCHE GIROZENTALE (UGTD) CP.51% 2018 CP 22/05/ % 24,968,404 Aa Germany COMWELTH BANK AUSTRALIA FRN FRN 12/04/ % 29,999,400 P Australia TORONTO DON FRN REGS FRN 17/12/ % 19,988,000 P Canada BRED BANQUE POPULAIRE TD.46% TD 01/03/ % 78,103,385 A France DZ BANK TD.44% TD 01/03/ % 40,000,000 Aa Germany MIZUHO BANK TD.45% TD 01/03/ % 83,130,692 A Japan

3 Headline Characteristics Fidelity Institutional Liquidity Fund USD holdings 28th February 2018 Reporting Type Book value $ 5,425,828,457 CASH 1.76% WAM (days) 26 CD 32.47% WAFM (days) 39 CP 55.27% Median Maturity 35 FRN 0.18% Modified Duration 0.11 RP 3.69% Average Credit Quality Aa3 TD 6.64% Average Coupon 0.34 Total % Country Australia 7.72% Belgium 9.32% Canada 9.55% Cash 0.43% Finland 3.87% France 20.07% Germany 15.93% Japan 17.06% Netherlands 2.78% Sweden 2.44% Switzerland 2.49% UK 4.87% USA 3.47% Total % Issuer Type Maturity Weight Value Moody's Rating Coupon Country CASH AT CUSTODIAN CASH 01/03/ % $ 95,319,298 Aa Cash TD BANK LONDON VCD CD 18/04/ % $ 125,020,077 Aa Canada SVENSKA HAND VAR YCD CD 01/03/ % $ 125,000,000 Aa Sweden DEXIA CREDIT VCD CD 16/07/ % $ 125,013,970 Aa Belgium TORONTO DMN VCD 18 CD 24/07/ % $ 75,008,711 Aa Canada BANK OF MONTREAL CD 0% CD 05/03/ % $ 124,979,717 A Canada MITSUBISHI UFJ FINANCE GROUP CD 0% CD 03/04/ % $ 124,807,339 A Japan SUMITOMO MITSU CD 0% CD 04/04/ % $ 124,800,964 A Japan STANDARD CHARTERED BANK SING CD 0% CD 04/04/ % $ 109,824,848 A UK

4 MIZUHO FINANCIAL GROUP CD 0% CD 04/04/ % $ 124,800,964 A Japan TORONTO DOMINION BANK CD 0% CD 04/04/ % $ 39,936,308 Aa Canada MITSUBISHI UFJ FINANCE GROUP CD 0% CD 04/04/ % $ 124,800,964 A Japan BANK OF MONTREAL CD 0% CD 04/04/ % $ 124,800,964 A Canada MIZUHO FINANCIAL GROUP CD 0% CD 05/04/ % $ 124,794,557 A Japan KBC BANK CD 0% CD 05/04/ % $ 24,958,911 A Belgium NATIONAL AU LDN CD 0% CD 05/04/ % $ 124,794,557 Aa Australia SUMITOMO MITSU CD 0% CD 10/04/ % $ 124,762,052 A Japan KBC BANK CD 0% CD 30/04/ % $ 13,459,412 A Belgium COM BANK AUS VCP 3ML+11 CP 27/04/ % $ 20,002,372 Aa Australia COM BANK AUS VCP 3ML+11 CP 27/04/ % $ 47,005,574 Aa Australia WPACBKG VCP CP 03/04/ % $ 125,017,222 Aa Australia COMMONWEALTH BANK AUSTRALIA VCP CP 06/07/ % $ 79,002,885 Aa Australia STANDARD CHARTERED BANK SING CP 1.615% CP 08/03/ % $ 129,962,631 A UK DEKABANK DEUTSCHE GIROZENTALE (UGTD) CP 1.6% 2018 CP 12/03/ % $ 29,986,146 Aa Germany ALLIANZ SE CP 1.9% CP 28/03/ % $ 49,938,384 Aa Germany ALLIANZ SE CP 1.965% CP 03/04/ % $ 189,707,156 Aa Germany SCHLUMBERGER FINANCE CP 1.74% CP 04/04/ % $ 77,875,802 A USA SCHLUMBERGER FINANCE CP 1.73% CP 05/04/ % $ 99,835,646 A USA CSFB AUSTRALIA CP 1.69% CP 05/04/ % $ 77,871,804 A Switzerland SUMITOMO MITSUI BANKING BRUSSELS CP 1.69% 18 CP 05/04/ % $ 124,794,557 A Japan DBS BANK SI CP 1.68% CP 09/04/ % $ 124,768,616 Aa Singapore OVERSEA-CHINESE BANKING SYDNEY CP 1.68% CP 09/04/ % $ 124,768,616 Aa Australia DZ BANK CP 1.6% CP 12/03/ % $ 124,942,276 Aa Germany LA BANQUE POSTALE CP 1.61% CP 16/03/ % $ 124,919,568 P France SUMITOMO MITSUI BANKING BRUSSELS CP 1.61% 18 CP 19/03/ % $ 124,901,936 A Japan DNB BANK CP 1.605% CP 19/03/ % $ 124,901,936 P Norway DZ BANK CP 1.6% CP 19/03/ % $ 124,901,936 Aa Germany DNB BANK CP 1.63% CP 03/04/ % $ 124,807,339 P Norway SANTANDER UK PL CP 1.64% CP 03/04/ % $ 99,845,871 Aa United Kingdom SCHLUMBERGER FINANCE CP 1.64% CP 03/04/ % $ 74,884,404 A USA AGENCE CENTRALE CP 1.6% CP 29/03/ % $ 124,839,456 P France KFW (UGTD) CP 1.7% CP 03/04/ % $ 249,614,679 Aaa 0.00 Germany DEKABANK DEUTSCHE GIROZENTALE (UGTD) CP 1.65% 2018 CP 12/03/ % $ 149,930,731 Aa Germany LANDESKREDITBANK CP 1.6% CP 13/03/ % $ 124,936,685 Aaa 0.00 Germany LANDESKREDITBANK CP 1.63% CP 14/03/ % $ 124,931,036 Aaa 0.00 Germany HSBC BANK FRN 20 REGS FRN 15/05/ % $ 10,009,600 Aa UK BANQUE NATIONALE DE PARIS RP 1.8% RP 01/03/ % $ 200,000,000 Aa France BRED BANQUE POPULAIRE TD 1.49% TD 01/03/ % $ 210,017,384 A France DZ BANK TD 1.45% TD 01/03/ % $ 150,000,000 Aa Germany

5 Fidelity Institutional Liquidity Fund EUR 28th February 2018 Headline Characteristics Reporting Type Book value 1,420,456,056 CASH 0.00% WAM (days) 37 CD 36.17% WAFM (days) 38 CP 50.82% Median Maturity 36 MED 0.81% Modified Duration 0.11 TD 12.19% Average Credit Quality A1 Total % Average Coupon 0.51 Country Belgium 3.52% Canada 4.93% Cash 0.00% France 35.67% Germany 12.75% Japan 7.40% Netherlands 8.45% Singapore 4.93% Sweden 10.22% Switzerland 4.93% United Kingdom 3.42% USA 3.77% Total % Issuer Type Maturity Weight Value Moody's Rating Coupon Country CASH AT CUSTODIAN CASH 01/03/ % 0.00 Cash BRED BANQ VCD 1EUR+5 18 PUTTABLE CD 05/04/ % 45,002,109 A France BRED BANQ VCD 1EUR+6 18 PUT CD 05/04/ % 25,000,553 A France RABOBANK NEDERLAND CD 0% CD 15/06/ % 25,027,338 Aa Netherlands CITIBANK CD 0% CD 19/03/ % 20,004,128 A USA CREDIT SUIS LDN CD 0% CD 21/03/ % 50,011,417 A Switzerland BFCM PARIS CD 0% CD 21/03/ % 15,003,425 Aa France MIZUHO FINANCIAL GROUP CD 0% CD 29/03/ % 5,001,570 A Japan TORONTO DOMINION BANK CD 0% CD 04/06/ % 70,069,723 Aa Canada

6 KBC BANK CD 0% CD 03/04/ % 40,014,698 A Belgium MIZUHO FINANCIAL GROUP CD 0% CD 03/04/ % 40,014,698 A Japan KBC BANK CD 0% CD 10/04/ % 10,004,425 A Belgium CREDIT AGRICOLE CD 0% CD 25/04/ % 40,023,988 A France MITSUBISHI UFJ FINANCE GROUP CD 0% CD 30/04/ % 40,026,042 A Japan UBS LON BRAN CD 0% CD 14/05/ % 18,514,666 Aa United Kingdom MIZUHO BANK LONDON CD 0% CD 21/05/ % 20,017,244 A Japan CREDIT SUIS LDN CD 0% CD 24/04/ % 20,011,787 A Switzerland UBS LON BRAN CD 0% CD 29/03/ % 30,009,422 Aa United Kingdom NORDEA BANK CP -0.44% CP 05/04/ % 30,011,670 Aa Sweden BFCM PARIS CP % CP 05/03/ % 20,000,958 Aa France SVENSKA CP -0.43% CP 05/06/ % 30,030,152 Aa Sweden DEKABANK DEUTSCHE GIROZENTALE (UGTD) CP % 18 CP 15/03/ % 28,004,534 Aa Germany RTE EDF TRANSPORT CP % CP 20/03/ % 20,004,348 P France ING BANK CP -0.42% CP 27/03/ % 50,014,647 Aa Netherlands AGENCE CENTRALE CP % CP 29/03/ % 130,040,829 P France DBS BANK SI CP -0.44% 18 CP 08/03/ % 70,005,754 Aa Singapore PROCTOR & GAMBLE CP -0.37% CP 10/04/ % 3,001,327 Aa USA NORDEA BANK CP -0.43% CP 10/07/ % 40,052,048 Aa Sweden DEKABANK DEUTSCHE GIROZENTALE (UGTD) CP -0.43% 18 CP 09/04/ % 10,004,318 Aa Germany PROCTOR & GAMBLE CP -0.37% CP 16/04/ % 5,002,530 Aa USA RABOBANK NEDERLAND AUSTRALIA CP -0.43% CP 12/04/ % 15,006,955 Aa Netherlands SVENSKA CP -0.39% CP 16/07/ % 30,040,445 Aa Sweden NEDERLANDSE GAS CP -0.45% CP 26/03/ % 20,005,646 Aaa 0.00 Netherlands PROCTOR & GAMBLE CP % CP 07/05/ % 10,507,585 Aa USA SVENSKA CP % CP 02/08/ % 15,022,129 Aa Sweden RTE EDF TRANSPORT CP % CP 05/03/ % 9,000,431 P France PROCTOR & GAMBLE CP -0.38% CP 15/05/ % 9,007,225 Aa USA SOCIETE ANONYME DE GESTION CP % CP 15/03/ % 21,003,401 A France PROCTOR & GAMBLE CP -0.38% CP 18/05/ % 6,004,995 Aa USA SOCIETE ANONYME DE GESTION CP % CP 15/03/ % 45,007,288 A France LOREAL CP % CP 16/03/ % 25,004,328 P France DEKABANK DEUTSCHE GIROZENTALE (UGTD) CP -0.43% 18 CP 16/05/ % 25,020,317 Aa Germany ING BANK CP -0.44% CP 27/03/ % 10,002,929 Aa Netherlands LOREAL CP % CP 20/03/ % 45,009,783 P France CREDIT AGRICOLE LONDON BR 1.75% MED 12/03/ % 3,702,257 A France BNP PARIBAS 1.5% 18 MED 12/03/ % 7,838,134 A France BRED BANQUE POPULAIRE TD -0.48% TD 01/03/ % 55,000,000 A France DZ BANK TD -0.50% TD 01/03/ % 118,122,671 Aa Germany

7 Fidelity Institutional Liquidity Fund CAD holdings 28th February 2018 Headline Characteristics Reporting Type Book value $ 53,812,221 BILL 32.29% WAM (days) 31 BOND 11.61% WAFM (days) 31 CASH 0.00% Median Maturity 31 CD 36.44% Modified Duration 0.11 CP 7.42% Average Credit Quality Aa2 TD 12.24% Average Coupon 0.28 Total % Country Canada 62.71% Cash 0.00% France 12.24% Japan 10.20% Switzerland 3.71% UK 3.71% United States 3.71% USA 3.71% Total % Issuer Type Maturity Weight Value Moody's Rating Coupon Country CANADA T-BILL 0% BILL 08/03/ % $ 999,720 Aaa 0.00 Canada CANADA T-BILL 0% BILL 08/03/ % $ 1,999,440 Aaa 0.00 Canada CANADA GVT T-BILL 0% BILL 22/03/ % $ 999,300 Aaa 0.00 Canada CANADA TRBILLS 0% BILL 05/04/ % $ 998,860 Aaa 0.00 Canada CANADA TRBILLS 0% BILL 05/04/ % $ 1,498,290 Aaa 0.00 Canada CANADA TREAS 0% BILL 19/04/ % $ 1,397,802 Aaa 0.00 Canada CANADA TREAS 0% BILL 19/04/ % $ 1,996,860 Aaa 0.00 Canada CANADA TREAS 0% BILL 19/04/ % $ 998,430 Aaa 0.00 Canada CANADA TREAS 0% BILL 19/04/ % $ 1,996,860 Aaa 0.00 Canada CANADA TRB CDS 0% BILL 03/05/ % $ 1,496,970 Aaa 0.00 Canada CANADA TBI CDS 0% BILL 31/05/ % $ 1,495,620 Aaa 0.00 Canada CANADA TREAS 0% BILL 17/05/ % $ 1,496,310 Aaa 0.00 Canada CANADA 1.25% BOND 01/03/ % $ 750,000 Aaa 1.25 Canada CANADA 1.25% BOND 01/03/ % $ 3,000,000 Aaa 1.25 Canada

8 CANADA 0.25% BOND 01/05/ % $ 998,410 Aaa 0.25 Canada CANADA 0.25% BOND 01/05/ % $ 1,497,615 Aaa 0.25 Canada CASH AT CUSTODIAN CASH 01/03/ % 0.00 Cash BANK OF MONTREAL CD 0% CD 02/03/ % $ 1,499,949 A Canada TORONTO DOMINION BANK CD 0% CD 06/03/ % $ 1,499,742 Aa Canada BANK OF NOVA SCOTIA CD 0% CD 05/03/ % $ 999,863 Aa Canada SUMITOMO MITSUI BANK CANADA CD 0% CD 25/04/ % $ 1,496,317 A Japan ROYAL BANK OF CANADA CD 0% CD 07/03/ % $ 1,499,690 A Canada BANK OF NOVA SCOTIA CD 0% CD 07/03/ % $ 499,897 Aa Canada MIZUHO BANK CD 0% CD 14/03/ % $ 1,499,280 A Japan BANK OF NOVA SCOTIA CD 0% CD 16/03/ % $ 499,717 Aa Canada TORONTO DOMINION BANK CD 0% CD 22/03/ % $ 624,474 Aa Canada MIZUHO BANK CD 0% CD 14/03/ % $ 499,760 A Japan BANK OF MONTREAL CD 0% CD 19/03/ % $ 499,650 A Canada HSBC BANK CDA CD 0% CD 05/03/ % $ 499,931 Aa UK BANK OF AMERICA CD 0% CD 15/03/ % $ 1,499,216 Aa USA CANADIAN IMPERIAL BK OF COMMERCE CD 0% CD 19/03/ % $ 499,650 A Canada ROYAL BANK OF CANADA CD 0% CD 20/03/ % $ 499,627 A Canada HSBC BANK CDA CD 0% CD 22/03/ % $ 1,498,737 Aa UK CANADIAN IMPERIAL BK OF COMMERCE CD 0% CD 22/05/ % $ 1,494,361 A Canada BANK OF AMERICA CD 0% CD 26/03/ % $ 499,479 Aa USA JPMC BANK CD 0% CD 21/03/ % $ 1,998,412 Aa United States HONDA CANADA FINANCE CP 1.57% CP 14/05/ % $ 1,494,878 A Japan NESTLE CAPITAL CAPITAL CANADA CP 1.45% CP 03/05/ % $ 1,994,238 Aa Switzerland HONDA CANADA FINANCE CP 1.45% CP 21/03/ % $ 499,579 A Japan BRED BANQUE POPULAIRE TD 1.25% TD 01/03/ % $ 4,000,139 A France BNP PARIBAS TD 1% TD 01/03/ % $ 2,583,217 Aa 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.