U.S. Treasury Inflation-Protected Obligations - 96.4%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
U.S. Treasury Inflation-Indexed Bonds:
|
|||
2% 1/15/26 (b)
|
47,797,000
|
71,747,502
|
|
2.375% 1/15/25 (b)
|
70,335,000
|
111,760,225
|
|
2.375% 1/15/27 (b)
|
46,960,000
|
70,712,834
|
|
U.S. Treasury Inflation-Indexed Notes:
|
|||
0.125% 1/15/23 (b)
|
166,441,000
|
213,122,063
|
|
0.125% 7/15/24 (b)
|
142,206,000
|
172,969,115
|
|
0.125% 10/15/24 (b)
|
137,048,000
|
153,591,003
|
|
0.125% 4/15/25 (b)
|
113,040,000
|
124,330,266
|
|
0.125% 10/15/25 (b)
|
138,106,000
|
150,794,337
|
|
0.125% 4/15/26 (b)
|
107,918,000
|
115,013,106
|
|
0.125% 7/15/26 (b)
|
120,798,000
|
141,126,792
|
|
0.125% 10/15/26 (b)
|
155,519,000
|
158,685,384
|
|
0.125% 4/15/27 (b)
|
164,144,000
|
160,638,848
|
|
0.25% 1/15/25 (b)
|
129,716,000
|
156,746,273
|
|
0.375% 7/15/23 (b)
|
161,164,000
|
203,461,893
|
|
0.375% 7/15/25 (b)
|
142,427,000
|
171,941,509
|
|
0.375% 1/15/27 (b)
|
113,357,000
|
131,401,466
|
|
0.375% 7/15/27
|
126,571,000
|
144,750,824
|
|
0.5% 4/15/24 (b)
|
93,392,000
|
107,392,324
|
|
0.625% 4/15/23 (b)
|
152,895,000
|
181,176,132
|
|
0.625% 1/15/24 (b)
|
153,834,000
|
192,085,375
|
|
0.625% 1/15/26 (b)
|
120,126,000
|
144,431,518
|
|
U.S. Treasury Notes 1.625% 10/15/27
|
90,740,000
|
90,949,567
|
|
TOTAL U.S. TREASURY INFLATION-PROTECTED OBLIGATIONS
(Cost $3,380,193,835)
|
3,168,828,356
|
||
Money Market Funds - 7.4%
|
|||
Shares
|
Value ($)
|
||
Fidelity Cash Central Fund 3.10% (c)
(Cost $244,245,576)
|
244,196,737
|
244,245,576
|
|
TOTAL INVESTMENT IN SECURITIES - 103.8%
(Cost $3,624,439,411)
|
3,413,073,932
|
NET OTHER ASSETS (LIABILITIES) - (3.8)%
|
(123,698,319)
|
NET ASSETS - 100.0%
|
3,289,375,613
|
Futures Contracts
|
|||||
Number
of contracts
|
Expiration
Date
|
Notional
Amount ($)
|
Value ($)
|
Unrealized
Appreciation/
(Depreciation) ($)
|
|
Purchased
|
|||||
Commodity Futures Contracts
|
|||||
CBOT Corn Contracts (United States)
|
598
|
Dec 2022
|
20,675,850
|
3,604,108
|
3,604,108
|
CBOT Corn Contracts (United States)
|
1,704
|
Mar 2023
|
59,363,100
|
705,960
|
705,960
|
CBOT Corn Contracts (United States)
|
2,594
|
Jul 2023
|
89,395,725
|
(1,365,307)
|
(1,365,307)
|
CBOT HRW Wheat Contracts (United States)
|
447
|
Dec 2022
|
21,875,063
|
3,050,481
|
3,050,481
|
CBOT KC HRW Wheat Contracts (United States)
|
793
|
Mar 2023
|
38,629,013
|
910,931
|
910,931
|
CBOT KC HRW Wheat Contracts (United States)
|
97
|
May 2023
|
4,472,793
|
(327)
|
(327)
|
CBOT Soybean Contracts (United States)
|
1,702
|
Jan 2023
|
120,799,450
|
75,510
|
75,510
|
CBOT Soybean Contracts (United States)
|
1,559
|
Mar 2023
|
63,809,870
|
587,742
|
587,742
|
CBOT Soybean Contracts (United States)
|
450
|
Jul 2023
|
31,941,933
|
(1,341)
|
(1,341)
|
CBOT Soybean Meal Contracts (United States)
|
1,479
|
Jan 2023
|
61,984,890
|
2,282,138
|
2,282,138
|
CBOT Soybean Meal Contracts (United States)
|
225
|
Jul 2023
|
9,002,773
|
(671)
|
(671)
|
CBOT Soybean Oil Contracts (United States)
|
1,626
|
Jan 2023
|
68,887,116
|
7,879,274
|
7,879,274
|
CBOT Soybean Oil Contracts (United States)
|
1,635
|
Mar 2023
|
66,835,530
|
5,912,198
|
5,912,198
|
CBOT Soybean Oil Contracts (United States)
|
277
|
Jul 2023
|
10,542,038
|
(825)
|
(825)
|
CBOT Wheat Contracts (United States)
|
843
|
Dec 2022
|
37,186,838
|
3,797,073
|
3,797,073
|
CBOT Wheat Contracts (United States)
|
622
|
Mar 2023
|
27,966,675
|
246,474
|
246,474
|
CBOT Wheat Contracts (United States)
|
247
|
May 2023
|
10,606,052
|
(736)
|
(736)
|
CME Lean Hogs Contracts (United States)
|
545
|
Feb 2023
|
19,282,100
|
(326,373)
|
(326,373)
|
CME Lean Hogs Contracts (United States)
|
492
|
Apr 2023
|
18,420,480
|
506,285
|
506,285
|
CME Live Cattle Contracts (United States)
|
231
|
Feb 2023
|
14,398,230
|
(78,774)
|
(78,774)
|
CME Live Cattle Contracts (United States)
|
917
|
Apr 2023
|
58,348,710
|
536,939
|
536,939
|
CME Live Cattle Contracts (United States)
|
345
|
Jun 2023
|
21,303,750
|
130,898
|
130,898
|
COMEX Copper Contracts (United States)
|
1,019
|
Mar 2023
|
85,608,738
|
(2,291,101)
|
(2,291,101)
|
COMEX Copper Contracts (United States)
|
510
|
May 2023
|
42,718,875
|
(627,305)
|
(627,305)
|
COMEX Gold 100 oz. Contracts (United States)
|
2,569
|
Dec 2022
|
420,365,470
|
(27,473,305)
|
(27,473,305)
|
COMEX Silver Contracts (United States)
|
1,313
|
Dec 2022
|
125,457,150
|
(9,067,550)
|
(9,067,550)
|
ICE Brent Crude Contracts (United Kingdom)
|
2,921
|
Jan 2023
|
260,670,040
|
(1,465,992)
|
(1,465,992)
|
ICE Coffee 'C' Contracts (United States)
|
971
|
Mar 2023
|
63,375,956
|
(1,595,821)
|
(1,595,821)
|
ICE Cotton No. 2 Contracts (United States)
|
711
|
Mar 2023
|
25,468,020
|
(6,830,128)
|
(6,830,128)
|
ICE Cotton No. 2 Contracts (United States)
|
98
|
Jul 2023
|
3,505,938
|
(345)
|
(345)
|
ICE Low Sulphur Gasoil Contracts (United States)
|
1,415
|
Jan 2023
|
138,351,625
|
12,968,715
|
12,968,715
|
ICE Sugar No. 11 Contracts (United States)
|
3,775
|
Feb 2023
|
75,977,160
|
588,189
|
588,189
|
ICE Sugar No. 11 Contracts (United States)
|
1,636
|
Apr 2023
|
30,947,885
|
(813,632)
|
(813,632)
|
LME Aluminum Contracts (United Kingdom)
|
712
|
Jan 2023
|
39,551,600
|
1,159,601
|
1,159,601
|
LME Aluminum Contracts (United Kingdom)
|
589
|
May 2023
|
33,101,800
|
(1,093,384)
|
(1,093,384)
|
LME Nickel Contracts (United Kingdom)
|
264
|
Jan 2023
|
34,524,072
|
(899,763)
|
(899,763)
|
LME Nickel Contracts (United Kingdom)
|
224
|
May 2023
|
29,566,656
|
(789,052)
|
(789,052)
|
LME Zinc Contracts (United Kingdom)
|
714
|
Jan 2023
|
48,248,550
|
(3,716,031)
|
(3,716,031)
|
LME Zinc Contracts (United Kingdom)
|
370
|
May 2023
|
24,540,250
|
(1,779,287)
|
(1,779,287)
|
NYMEX Gasoline RBOB Contracts (United States)
|
918
|
Dec 2022
|
94,517,766
|
8,032,653
|
8,032,653
|
NYMEX Gasoline RBOB Contracts (United States)
|
32
|
Jun 2023
|
3,389,237
|
(93)
|
(93)
|
NYMEX Natural Gas Contracts (United States)
|
5,353
|
Dec 2022
|
352,066,810
|
(50,059,941)
|
(50,059,941)
|
NYMEX Natural Gas Contracts (United States)
|
362
|
Feb 2023
|
20,416,786
|
(1,057)
|
(1,057)
|
NYMEX Natural Gas Contracts (United States)
|
830
|
Apr 2023
|
39,329,970
|
(1,667,904)
|
(1,667,904)
|
NYMEX NY Harbor ULSD Contracts (United States)
|
794
|
Dec 2022
|
116,954,771
|
14,033,511
|
14,033,511
|
NYMEX WTI Crude Oil Contracts (United States)
|
3,346
|
Dec 2022
|
284,677,680
|
20,654,116
|
20,654,116
|
TOTAL FUTURES CONTRACTS
|
(24,283,249)
|
||||
The notional amount of futures purchased as a percentage of Net Assets is 99.3%
|
(a)
|
Amount is stated in United States dollars unless otherwise noted.
|
(b)
|
Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $429,713,018.
|
(c)
|
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
|
Affiliate
|
Value,
beginning
of period ($)
|
Purchases ($)
|
Sales
Proceeds ($)
|
Dividend
Income ($)
|
Realized
Gain (loss) ($)
|
Change in
Unrealized
appreciation
(depreciation) ($)
|
Value,
end
of period ($)
|
% ownership,
end
of period
|
Fidelity Cash Central Fund 3.10%
|
740,451,255
|
1,292,678,910
|
1,788,884,589
|
1,775,398
|
-
|
-
|
244,245,576
|
0.5%
|
Total
|
740,451,255
|
1,292,678,910
|
1,788,884,589
|
1,775,398
|
-
|
-
|
244,245,576
|
|
Fund
|
Value,
beginning
of period ($)
|
Purchases ($)
|
Sales
Proceeds ($)
|
Dividend
Income ($)
|
Realized
Gain /loss ($)
|
Change in
Unrealized
appreciation
(depreciation) ($)
|
Value,
end
of period ($)
|
Geode SAI Inflation-Focused Cayman Ltd.
|
752,525,291
|
286,999,806
|
150,000,155
|
-
|
(2,084,124)
|
(294,340,052)
|
593,100,766
|