U.S. Government and Government Agency Obligations - 99.3%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
U.S. Treasury Obligations - 99.3%
|
|||
U.S. Treasury Bonds:
|
|||
1.125% 5/15/40
|
21,884,000
|
13,250,078
|
|
1.125% 8/15/40
|
121,437,000
|
72,833,738
|
|
1.25% 5/15/50
|
12,672,000
|
6,169,680
|
|
1.375% 11/15/40
|
60,934,300
|
37,922,081
|
|
1.375% 8/15/50
|
4,170,000
|
2,097,054
|
|
1.625% 11/15/50
|
92,037,500
|
49,520,490
|
|
1.75% 8/15/41
|
142,327,000
|
92,829,450
|
|
1.875% 2/15/41
|
14,329,000
|
9,677,113
|
|
1.875% 2/15/51
|
158,731,000
|
91,127,715
|
|
1.875% 11/15/51
|
90,363,000
|
51,524,559
|
|
2% 11/15/41
|
95,700,000
|
64,866,656
|
|
2% 2/15/50
|
94,678,000
|
56,618,183
|
|
2% 8/15/51
|
140,345,000
|
82,858,372
|
|
2.25% 5/15/41
|
75,633,000
|
54,065,777
|
|
2.25% 8/15/46
|
1,600,000
|
1,053,875
|
|
2.25% 8/15/49
|
43,180,000
|
27,508,696
|
|
2.25% 2/15/52
|
138,800,000
|
86,918,078
|
|
2.375% 2/15/42
|
97,200,000
|
69,877,692
|
|
2.375% 11/15/49
|
35,960,000
|
23,528,516
|
|
2.375% 5/15/51
|
189,037,000
|
122,541,759
|
|
2.5% 2/15/45
|
4,601,000
|
3,241,908
|
|
2.5% 2/15/46
|
15,623,000
|
10,880,565
|
|
2.5% 5/15/46
|
24,683,000
|
17,140,222
|
|
2.75% 8/15/42
|
59,738,000
|
45,370,544
|
|
2.75% 11/15/42
|
32,626,000
|
24,693,804
|
|
2.75% 8/15/47
|
12,031,000
|
8,659,030
|
|
2.75% 11/15/47
|
318,000
|
228,376
|
|
2.875% 5/15/43
|
56,884,000
|
43,682,912
|
|
2.875% 8/15/45
|
45,054,000
|
33,818,659
|
|
2.875% 11/15/46
|
4,289,000
|
3,182,405
|
|
2.875% 5/15/49
|
34,911,000
|
25,437,300
|
|
2.875% 5/15/52
|
33,900,000
|
24,462,293
|
|
3% 5/15/42
|
33,338,000
|
26,417,761
|
|
3% 11/15/44
|
40,600,000
|
31,334,953
|
|
3% 5/15/45
|
39,700,000
|
30,510,070
|
|
3% 11/15/45
|
57,800,000
|
44,264,414
|
|
3% 2/15/47
|
77,389,000
|
58,619,145
|
|
3% 5/15/47
|
82,292,000
|
62,214,037
|
|
3% 2/15/48
|
23,859,000
|
17,931,530
|
|
3% 8/15/48
|
106,508,000
|
79,826,914
|
|
3% 2/15/49
|
83,411,000
|
62,362,755
|
|
3% 8/15/52
|
101,400,000
|
75,107,296
|
|
3.125% 11/15/41
|
50,864,000
|
41,388,593
|
|
3.125% 2/15/42
|
11,800,000
|
9,563,531
|
|
3.125% 2/15/43
|
67,701,000
|
54,224,270
|
|
3.125% 5/15/48
|
99,204,500
|
76,197,582
|
|
3.25% 5/15/42
|
172,000,000
|
141,476,718
|
|
3.375% 8/15/42
|
70,200,000
|
58,647,164
|
|
3.375% 5/15/44
|
61,800,000
|
50,898,094
|
|
3.375% 11/15/48
|
8,391,300
|
6,730,085
|
|
3.5% 2/15/39
|
315,000
|
280,325
|
|
3.625% 8/15/43
|
33,301,000
|
28,620,648
|
|
3.625% 2/15/44
|
38,656,000
|
33,127,890
|
|
3.625% 2/15/53
|
63,100,000
|
52,848,715
|
|
3.625% 5/15/53
|
95,300,000
|
79,828,641
|
|
3.75% 11/15/43
|
12,484,000
|
10,912,772
|
|
3.875% 2/15/43
|
57,200,000
|
51,131,438
|
|
4% 11/15/42
|
109,500,000
|
99,811,817
|
|
4% 11/15/52
|
138,800,000
|
124,638,063
|
|
4.125% 8/15/53
|
79,800,000
|
73,191,563
|
|
4.25% 5/15/39
|
1,598,000
|
1,544,130
|
|
4.25% 11/15/40
|
17,780,000
|
16,991,707
|
|
4.25% 2/15/54
|
44,600,000
|
41,833,406
|
|
4.375% 2/15/38
|
6,284,000
|
6,207,905
|
|
4.375% 11/15/39
|
4,140,000
|
4,044,424
|
|
4.375% 5/15/41
|
7,517,000
|
7,276,515
|
|
4.375% 8/15/43
|
6,500,000
|
6,207,246
|
|
4.5% 2/15/36 (b)
|
24,732,200
|
24,934,115
|
|
4.5% 5/15/38
|
24,300,000
|
24,285,762
|
|
4.5% 8/15/39
|
3,831,000
|
3,800,921
|
|
4.5% 2/15/44
|
4,200,000
|
4,075,969
|
|
4.625% 2/15/40
|
4,405,000
|
4,421,519
|
|
4.625% 5/15/54
|
16,300,000
|
16,279,625
|
|
4.75% 2/15/37
|
13,000
|
13,377
|
|
4.75% 2/15/41
|
33,300,000
|
33,751,371
|
|
4.75% 11/15/53
|
37,400,000
|
38,101,250
|
|
5% 5/15/37
|
1,967,000
|
2,070,882
|
|
5.25% 11/15/28
|
31,601,000
|
32,513,232
|
|
5.25% 2/15/29
|
10,374,000
|
10,705,887
|
|
5.375% 2/15/31
|
3,562,000
|
3,758,467
|
|
5.5% 8/15/28
|
154,965,000
|
160,963,841
|
|
6% 2/15/26
|
3,771,000
|
3,844,800
|
|
6.125% 11/15/27
|
139,604,000
|
146,393,335
|
|
6.25% 5/15/30
|
116,378,000
|
126,870,204
|
|
6.375% 8/15/27
|
21,500,000
|
22,619,512
|
|
6.5% 11/15/26
|
39,000
|
40,834
|
|
6.625% 2/15/27
|
9,550,000
|
10,045,779
|
|
6.75% 8/15/26
|
2,423,000
|
2,525,504
|
|
6.875% 8/15/25
|
91,000
|
93,197
|
|
U.S. Treasury Notes:
|
|||
0.25% 6/30/25
|
115,476,400
|
109,633,791
|
|
0.25% 7/31/25
|
157,226,000
|
148,713,687
|
|
0.25% 8/31/25
|
124,344,000
|
117,145,649
|
|
0.25% 9/30/25
|
150,380,000
|
141,175,099
|
|
0.25% 10/31/25
|
50,021,300
|
46,787,501
|
|
0.375% 11/30/25
|
32,600,000
|
30,442,797
|
|
0.375% 12/31/25
|
86,183,100
|
80,194,048
|
|
0.375% 1/31/26
|
123,905,000
|
114,897,688
|
|
0.375% 7/31/27
|
141,814,000
|
124,198,042
|
|
0.375% 9/30/27
|
61,826,000
|
53,800,695
|
|
0.5% 2/28/26
|
156,611,000
|
145,097,645
|
|
0.5% 4/30/27
|
119,444,000
|
106,034,545
|
|
0.5% 5/31/27
|
38,920,000
|
34,435,078
|
|
0.5% 6/30/27
|
25,881,000
|
22,837,961
|
|
0.5% 8/31/27
|
76,109,000
|
66,705,376
|
|
0.625% 7/31/26
|
129,205,000
|
118,207,433
|
|
0.625% 3/31/27
|
17,704,000
|
15,820,875
|
|
0.625% 11/30/27
|
28,200,700
|
24,606,212
|
|
0.625% 12/31/27
|
15,039,900
|
13,083,538
|
|
0.625% 5/15/30
|
154,627,000
|
123,641,200
|
|
0.625% 8/15/30
|
182,194,900
|
144,360,990
|
|
0.75% 3/31/26 (b)
|
114,616,000
|
106,364,543
|
|
0.75% 4/30/26
|
79,288,000
|
73,369,274
|
|
0.75% 5/31/26
|
144,299,000
|
133,121,464
|
|
0.75% 8/31/26
|
57,499,000
|
52,589,125
|
|
0.75% 1/31/28
|
122,528,000
|
106,781,238
|
|
0.875% 6/30/26
|
32,001,000
|
29,527,173
|
|
0.875% 9/30/26
|
199,077,000
|
182,171,007
|
|
0.875% 11/15/30
|
64,580,900
|
51,631,925
|
|
1% 7/31/28
|
142,409,000
|
123,384,048
|
|
1.125% 10/31/26
|
107,215,000
|
98,390,703
|
|
1.125% 2/28/27
|
89,038,000
|
80,937,629
|
|
1.125% 2/29/28
|
29,970,000
|
26,427,452
|
|
1.125% 8/31/28
|
190,807,000
|
165,793,395
|
|
1.125% 2/15/31
|
30,498,000
|
24,658,109
|
|
1.25% 11/30/26
|
76,047,000
|
69,844,417
|
|
1.25% 12/31/26
|
85,700,000
|
78,552,754
|
|
1.25% 3/31/28
|
39,508,000
|
34,916,738
|
|
1.25% 4/30/28
|
44,999,000
|
39,685,251
|
|
1.25% 5/31/28
|
85,074,000
|
74,848,504
|
|
1.25% 6/30/28
|
147,635,000
|
129,584,315
|
|
1.25% 9/30/28
|
131,538,000
|
114,659,003
|
|
1.25% 8/15/31
|
235,666,000
|
189,085,142
|
|
1.375% 8/31/26
|
132,600,000
|
122,991,679
|
|
1.375% 10/31/28
|
131,200,000
|
114,733,375
|
|
1.375% 12/31/28
|
23,700,000
|
20,636,590
|
|
1.375% 11/15/31
|
85,946,000
|
69,105,956
|
|
1.5% 8/15/26
|
102,770,000
|
95,716,606
|
|
1.5% 1/31/27
|
129,900,000
|
119,533,371
|
|
1.5% 11/30/28
|
67,400,000
|
59,154,031
|
|
1.5% 2/15/30
|
30,793,000
|
26,181,267
|
|
1.625% 2/15/26
|
29,244,000
|
27,662,996
|
|
1.625% 9/30/26
|
75,600,000
|
70,414,313
|
|
1.625% 10/31/26
|
87,777,000
|
81,553,748
|
|
1.625% 11/30/26
|
9,625,000
|
8,925,308
|
|
1.625% 8/15/29
|
116,062,000
|
100,792,593
|
|
1.625% 5/15/31
|
276,993,000
|
230,055,664
|
|
1.75% 12/31/26
|
39,400,000
|
36,581,976
|
|
1.75% 1/31/29
|
76,700,000
|
67,828,567
|
|
1.75% 11/15/29
|
21,907,000
|
19,067,647
|
|
1.875% 8/31/24
|
1,000
|
991
|
|
1.875% 6/30/26
|
30,005,000
|
28,263,303
|
|
1.875% 7/31/26
|
63,142,000
|
59,360,880
|
|
1.875% 2/28/27
|
71,600,000
|
66,428,578
|
|
1.875% 2/28/29
|
2,900,000
|
2,575,563
|
|
1.875% 2/15/32
|
128,600,000
|
106,778,188
|
|
2% 8/15/25
|
54,627,000
|
52,663,842
|
|
2% 11/15/26
|
30,050,000
|
28,150,746
|
|
2.125% 5/15/25
|
5,400,000
|
5,247,439
|
|
2.125% 5/31/26
|
37,900,000
|
35,936,898
|
|
2.25% 11/15/25
|
54,523,000
|
52,405,974
|
|
2.25% 2/15/27
|
44,880,000
|
42,111,816
|
|
2.25% 8/15/27
|
15,984,000
|
14,854,506
|
|
2.25% 11/15/27
|
43,000,000
|
39,780,039
|
|
2.375% 4/30/26
|
9,000
|
8,590
|
|
2.375% 5/15/27
|
7,901,000
|
7,405,644
|
|
2.375% 3/31/29
|
113,600,000
|
103,123,063
|
|
2.375% 5/15/29
|
93,199,000
|
84,436,109
|
|
2.5% 2/28/26
|
2,000
|
1,919
|
|
2.625% 12/31/25
|
83,200,000
|
80,216,500
|
|
2.625% 1/31/26
|
28,504,000
|
27,436,213
|
|
2.625% 5/31/27
|
40,400,000
|
38,110,141
|
|
2.625% 2/15/29
|
76,744,000
|
70,613,474
|
|
2.625% 7/31/29
|
29,600,000
|
27,052,781
|
|
2.75% 6/30/25
|
89,960,000
|
87,719,200
|
|
2.75% 8/31/25
|
17,437,000
|
16,944,541
|
|
2.75% 4/30/27
|
83,900,000
|
79,531,301
|
|
2.75% 7/31/27
|
12,400,000
|
11,712,188
|
|
2.75% 2/15/28
|
86,418,200
|
81,003,560
|
|
2.75% 5/31/29
|
158,100,000
|
145,729,910
|
|
2.75% 8/15/32
|
118,900,000
|
104,729,535
|
|
2.875% 4/30/25
|
6,286,000
|
6,156,413
|
|
2.875% 5/31/25
|
5,889,000
|
5,757,130
|
|
2.875% 6/15/25
|
56,500,000
|
55,196,196
|
|
2.875% 7/31/25
|
120,897,000
|
117,874,575
|
|
2.875% 11/30/25
|
93,000,000
|
90,130,078
|
|
2.875% 5/15/28
|
52,785,000
|
49,580,786
|
|
2.875% 8/15/28
|
92,876,000
|
86,955,155
|
|
2.875% 4/30/29
|
74,400,000
|
69,058,312
|
|
2.875% 5/15/32
|
183,300,000
|
163,495,007
|
|
3% 7/15/25
|
28,400,000
|
27,745,469
|
|
3% 9/30/25
|
81,060,000
|
78,919,509
|
|
3% 10/31/25
|
72,984,000
|
70,965,536
|
|
3.125% 8/15/25
|
31,000,000
|
30,286,758
|
|
3.125% 8/31/27
|
9,600,000
|
9,164,250
|
|
3.125% 11/15/28
|
26,503,000
|
25,001,854
|
|
3.125% 8/31/29
|
63,333,900
|
59,266,676
|
|
3.25% 6/30/27
|
46,500,000
|
44,650,899
|
|
3.25% 6/30/29
|
51,100,000
|
48,181,711
|
|
3.375% 5/15/33
|
131,200,000
|
120,417,000
|
|
3.5% 2/15/33
|
151,300,000
|
140,478,504
|
|
3.625% 3/31/28
|
35,900,000
|
34,698,192
|
|
3.75% 12/31/28
|
182,200,000
|
176,349,671
|
|
3.75% 6/30/30
|
76,200,000
|
73,125,211
|
|
3.75% 12/31/30
|
64,200,000
|
61,456,453
|
|
3.875% 1/15/26
|
34,100,000
|
33,509,910
|
|
3.875% 11/30/27
|
6,500,000
|
6,345,371
|
|
3.875% 12/31/27
|
35,600,000
|
34,748,494
|
|
3.875% 9/30/29
|
4,900,000
|
4,751,660
|
|
3.875% 11/30/29
|
32,200,000
|
31,202,555
|
|
3.875% 12/31/29
|
69,900,000
|
67,693,781
|
|
3.875% 8/15/33
|
152,600,000
|
145,423,031
|
|
4% 12/15/25
|
53,800,000
|
52,993,000
|
|
4% 2/15/26
|
82,200,000
|
80,912,414
|
|
4% 1/15/27
|
132,200,000
|
129,840,024
|
|
4% 1/31/29
|
65,200,000
|
63,771,203
|
|
4% 10/31/29
|
16,600,000
|
16,188,891
|
|
4% 2/28/30
|
25,900,000
|
25,228,219
|
|
4% 7/31/30
|
96,800,000
|
94,153,125
|
|
4% 1/31/31
|
130,300,000
|
126,533,516
|
|
4% 2/15/34
|
166,800,000
|
160,362,563
|
|
4.125% 2/15/27
|
40,600,000
|
40,000,516
|
|
4.125% 9/30/27
|
94,400,000
|
92,936,063
|
|
4.125% 7/31/28
|
112,000,000
|
110,166,875
|
|
4.125% 8/31/30
|
74,800,000
|
73,216,343
|
|
4.125% 3/31/31
|
49,300,000
|
48,221,563
|
|
4.125% 11/15/32
|
112,900,000
|
109,945,195
|
|
4.25% 10/15/25
|
7,500,000
|
7,419,141
|
|
4.25% 12/31/25
|
137,800,000
|
136,225,635
|
|
4.25% 2/28/29
|
15,600,000
|
15,426,328
|
|
4.25% 2/28/31
|
3,100,000
|
3,055,316
|
|
4.375% 8/15/26
|
125,600,000
|
124,417,594
|
|
4.375% 12/15/26
|
152,300,000
|
150,949,527
|
|
4.375% 8/31/28
|
121,300,000
|
120,451,847
|
|
4.375% 11/30/28
|
75,100,000
|
74,621,824
|
|
4.375% 11/30/30
|
35,900,000
|
35,626,543
|
|
4.375% 5/15/34
|
46,700,000
|
46,284,078
|
|
4.5% 11/15/25
|
13,300,000
|
13,198,172
|
|
4.5% 7/15/26
|
107,600,000
|
106,860,250
|
|
4.5% 4/15/27
|
134,900,000
|
134,246,578
|
|
4.5% 5/15/27
|
107,700,000
|
107,195,156
|
|
4.5% 11/15/33
|
147,200,000
|
147,223,000
|
|
4.625% 10/15/26
|
118,500,000
|
118,074,141
|
|
4.625% 4/30/29 (b)
|
120,100,000
|
120,681,734
|
|
4.625% 9/30/30
|
95,600,000
|
96,163,891
|
|
4.625% 4/30/31
|
13,600,000
|
13,699,875
|
|
4.875% 10/31/28
|
84,100,000
|
85,184,101
|
|
4.875% 10/31/30
|
68,000,000
|
69,349,375
|
|
5% 10/31/25
|
133,700,000
|
133,590,286
|
|
TOTAL U.S. GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS
(Cost $16,250,895,032)
|
15,088,321,307
|
||
Money Market Funds - 1.3%
|
|||
Shares
|
Value ($)
|
||
Fidelity Cash Central Fund 5.39% (c)
|
35,811,122
|
35,818,284
|
|
Fidelity Securities Lending Cash Central Fund 5.39% (c)(d)
|
158,309,314
|
158,325,145
|
|
TOTAL MONEY MARKET FUNDS
(Cost $194,143,429)
|
194,143,429
|
||
TOTAL INVESTMENT IN SECURITIES - 100.6%
(Cost $16,445,038,461)
|
15,282,464,736
|
NET OTHER ASSETS (LIABILITIES) - (0.6)%
|
(85,802,928)
|
NET ASSETS - 100.0%
|
15,196,661,808
|
(a)
|
Amount is stated in United States dollars unless otherwise noted.
|
(b)
|
Security or a portion of the security is on loan at period end.
|
(c)
|
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
|
(d)
|
Investment made with cash collateral received from securities on loan.
|
Affiliate
|
Value,
beginning
of period ($)
|
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%
|
202,074,752
|
263,868,956
|
430,125,399
|
656,066
|
(25)
|
-
|
35,818,284
|
0.1%
|
Fidelity Securities Lending Cash Central Fund 5.39%
|
117,899,759
|
900,660,236
|
860,234,850
|
28,470
|
-
|
-
|
158,325,145
|
0.6%
|
Total
|
319,974,511
|
1,164,529,192
|
1,290,360,249
|
684,536
|
(25)
|
-
|
194,143,429
|
|