U.S. Government and Government Agency Obligations - 99.1%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
U.S. Treasury Obligations - 99.1%
|
|||
U.S. Treasury Bonds:
|
|||
5.25% 2/15/29
|
4,944,000
|
5,102,169
|
|
5.375% 2/15/31
|
63,650,000
|
67,160,695
|
|
5.5% 8/15/28
|
41,000
|
42,587
|
|
6.25% 5/15/30
|
124,504,000
|
135,728,814
|
|
6.375% 8/15/27
|
3,000
|
3,156
|
|
6.625% 2/15/27
|
315,000
|
331,353
|
|
U.S. Treasury Notes:
|
|||
0.375% 7/31/27
|
17,000
|
14,888
|
|
0.375% 9/30/27
|
28,000
|
24,365
|
|
0.5% 4/30/27
|
48,000
|
42,611
|
|
0.5% 6/30/27
|
26,000
|
22,943
|
|
0.5% 10/31/27
|
38,000
|
33,109
|
|
0.625% 11/30/27
|
115,000
|
100,342
|
|
0.625% 12/31/27
|
2,000
|
1,740
|
|
0.625% 5/15/30
|
279,105,000
|
223,174,976
|
|
0.625% 8/15/30
|
491,822,000
|
389,692,088
|
|
0.875% 11/15/30
|
577,791,000
|
461,939,392
|
|
1% 7/31/28
|
43,000
|
37,255
|
|
1.125% 2/15/31
|
247,938,000
|
200,461,746
|
|
1.25% 3/31/28
|
77,000
|
68,052
|
|
1.25% 5/31/28
|
34,000
|
29,913
|
|
1.25% 8/15/31
|
465,608,000
|
373,577,669
|
|
1.375% 11/15/31
|
357,485,000
|
287,440,283
|
|
1.5% 2/15/30
|
317,987,000
|
270,363,480
|
|
1.625% 8/15/29
|
190,126,000
|
165,112,548
|
|
1.625% 5/15/31
|
241,616,000
|
200,673,415
|
|
1.75% 11/15/29
|
253,086,000
|
220,283,680
|
|
1.875% 2/15/32
|
306,022,000
|
254,093,892
|
|
2.625% 7/31/29
|
82,150,000
|
75,080,607
|
|
2.75% 8/15/32
|
328,300,000
|
289,173,308
|
|
2.875% 5/15/28
|
20,000
|
18,786
|
|
2.875% 5/15/32
|
381,050,000
|
339,878,736
|
|
3.125% 8/31/29
|
388,759,000
|
363,793,383
|
|
3.25% 6/30/29
|
42,450,000
|
40,025,707
|
|
3.375% 5/15/33
|
389,600,000
|
357,579,750
|
|
3.5% 4/30/30
|
73,950,000
|
70,093,623
|
|
3.5% 2/15/33
|
350,100,000
|
325,059,644
|
|
3.625% 3/31/30
|
120,200,000
|
114,767,524
|
|
3.875% 9/30/29
|
46,800,000
|
45,383,203
|
|
3.875% 11/30/29
|
79,350,000
|
76,892,010
|
|
3.875% 12/31/29
|
26,700,000
|
25,857,281
|
|
3.875% 8/15/33
|
273,600,000
|
260,732,250
|
|
4% 10/31/29
|
50,800,000
|
49,541,907
|
|
4% 2/28/30
|
32,650,000
|
31,803,141
|
|
4% 7/31/30
|
235,000,000
|
228,574,219
|
|
4% 1/31/31
|
225,850,000
|
219,321,523
|
|
4% 2/15/34
|
396,050,000
|
380,764,945
|
|
4.125% 8/31/30
|
37,850,000
|
37,048,644
|
|
4.125% 3/31/31
|
126,250,000
|
123,488,281
|
|
4.125% 11/15/32
|
243,700,000
|
237,321,913
|
|
4.25% 2/28/31
|
215,500,000
|
212,393,770
|
|
4.375% 11/30/30
|
113,600,000
|
112,734,687
|
|
4.375% 5/15/34
|
147,900,000
|
146,582,766
|
|
4.5% 11/15/33
|
408,900,000
|
408,963,891
|
|
4.625% 4/30/31
|
102,800,000
|
103,554,938
|
|
4.625% 5/31/31
|
151,250,000
|
152,343,017
|
|
4.875% 10/31/30
|
186,900,000
|
190,608,797
|
|
TOTAL U.S. GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS
(Cost $8,683,966,493)
|
8,274,939,412
|
||
Money Market Funds - 0.8%
|
|||
Shares
|
Value ($)
|
||
Fidelity Cash Central Fund 5.39% (b)
(Cost $70,594,772)
|
70,580,656
|
70,594,772
|
|
TOTAL INVESTMENT IN SECURITIES - 99.9%
(Cost $8,754,561,265)
|
8,345,534,184
|
NET OTHER ASSETS (LIABILITIES) - 0.1%
|
7,759,077
|
NET ASSETS - 100.0%
|
8,353,293,261
|
(a)
|
Amount is stated in United States dollars unless otherwise noted.
|
(b)
|
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
|
Affiliate
|
Value,
beginning
of period ($)
|
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 5.39%
|
66,409,718
|
266,503,080
|
262,317,531
|
339,393
|
(495)
|
-
|
70,594,772
|
0.1%
|
Fidelity Securities Lending Cash Central Fund 5.39%
|
-
|
733,133,906
|
733,133,906
|
53,913
|
-
|
-
|
-
|
0.0%
|
Total
|
66,409,718
|
999,636,986
|
995,451,437
|
393,306
|
(495)
|
-
|
70,594,772
|
|