0001752724-22-171146.txt : 20220729 0001752724-22-171146.hdr.sgml : 20220729 20220729134706 ACCESSION NUMBER: 0001752724-22-171146 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20220531 FILED AS OF DATE: 20220729 DATE AS OF CHANGE: 20220729 PERIOD START: 20220831 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIDELITY INCOME FUND /MA/ CENTRAL INDEX KEY: 0000751199 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 0731 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-04085 FILM NUMBER: 221119646 BUSINESS ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 BUSINESS PHONE: 617-563-7000 MAIL ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 FORMER COMPANY: FORMER CONFORMED NAME: FIDELITY MORTGAGE SECURITIES FUND DATE OF NAME CHANGE: 19851103 0000751199 S000007070 Fidelity Intermediate Government Income Fund C000019284 Fidelity Intermediate Government Income Fund FSTGX NPORT-P 1 primary_doc.xml NPORT-P false 0000751199 XXXXXXXX S000007070 C000019284 Fidelity Income Fund 811-04085 0000751199 D66RCKM57LC8ELZCAY58 245 Summer Street Boston 02210 1-800-FIDELITY Fidelity Intermediate Government Income Fund S000007070 G2GUNF34BXXVYK2PAF03 2022-08-31 2022-05-31 N 383224779.24 20490457.26 362734321.98 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 14043316.90000000 0.00000000 0.00000000 485.78000000 USD N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.5% 01/31/2027 912828Z78 5049000.00000000 PA USD 4755526.88000000 1.311022032335 Long DBT UST US N 2 2027-01-31 Fixed 0.01500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 FHLG 30YR 3.5% 03/01/2052# 3133KNWK5 656500.85000000 PA USD 648079.78000000 0.178665138843 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.875% 11/30/2025 9128285N6 8513000.00000000 PA USD 8538605.49000000 2.353955766686 Long DBT UST US N 2 2025-11-30 Fixed 0.02875000 N N N N N N CHICAGO BOARD OF TRADE N/A US LONG BOND(CBT) FUT SEP22 USU2 N/A -44.00000000 NC USD 66242.88000000 0.018262093214 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE N/A Short UST NOTES UST NOTES 0% 06/30/2040 2022-09-21 -6201492.88000000 USD 66242.88000000 N N N FNMA/FHLG TBA ISSUER N/A UMBS 30YR 4% 06/01/2052 #TBA 01F040669 3500000.00000000 PA USD 3501368.15000000 0.965270705812 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.25% 03/31/2026 9128286L9 3325000.00000000 PA USD 3259279.31000000 0.898530718628 Long DBT UST US N 2 2026-03-31 Fixed 0.02250000 N N N N N N CHICAGO BOARD OF TRADE N/A US 5YR NOTE (CBT) FUT SEP22 FVU2 N/A 93.00000000 NC USD -21253.75000000 -0.00585931595 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE N/A Long UST NOTES UST NOTES 0% 06/30/2040 2022-09-30 10525894.38000000 USD -21253.75000000 N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LN MTG MLT CTF GT SOFR30A+21 08/25/2031 3137H2NB6 1948000.00000000 PA USD 1918788.96000000 0.528979157397 Long ABS-MBS USGSE US N 2 2031-08-25 Variable 0.00487030 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 20YR 1.5% 03/01/2041#MA4286 31418DXQ0 258704.91100000 PA USD 226409.79000000 0.062417526073 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 0.01500000 N N N N N N ISRAEL, STATE OF 213800T8ZHTFZIBYPE21 ISRAEL GLBL 5.5% 12/4/23 46513EGV8 10710000.00000000 PA USD 11170476.66000000 3.079520184091 Long DBT NUSS IL N 2 2023-12-04 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 FHLG 30YR 3.5% 05/01/2051# 3133KLZU4 433275.17700000 PA USD 427142.04000000 0.117756168665 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.75% 02/15/2024 912828B66 18257000.00000000 PA USD 18352564.08000000 5.059505805742 Long DBT UST US N 2 2024-02-15 Fixed 0.02750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 30YR 2.5% 09/01/2051#CB1549 3140QLWK8 529508.37000000 PA USD 490156.90000000 0.135128348848 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 0.02500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.25% 09/30/2025 91282CAM3 1660000.00000000 PA USD 1527070.32000000 0.420988648569 Long DBT UST US N 2 2025-09-30 Fixed 0.00250000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE 0.625% 04/22/2025 3135G03U5 375000.00000000 PA USD 352768.07000000 0.097252465130 Long DBT USGSE US N 2 2025-04-22 Fixed 0.00625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTE 2% 08/15/2025 912828K74 39301000.00000000 PA USD 38381417.91000000 10.58113764931 Long DBT UST US N 2 2025-08-15 Fixed 0.02000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.125% 07/31/2024 9128282N9 5667000.00000000 PA USD 5613650.52000000 1.547592874409 Long DBT UST US N 2 2024-07-31 Fixed 0.02125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.25% 12/31/2024 9128283P3 5707000.00000000 PA USD 5646363.13000000 1.556611213181 Long DBT UST US N 2 2024-12-31 Fixed 0.02250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.625% 06/30/2023 9128284U1 11432000.00000000 PA USD 11482015.00000000 3.165406277885 Long DBT UST US N 2 2023-06-30 Fixed 0.02625000 N N N N N N CHICAGO BOARD OF TRADE N/A US 10YR NOTE FUT (CBT)SEP22 TYU2 N/A 115.00000000 NC USD -61336.97000000 -0.01690961298 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE N/A Long UST NOTES UST NOTES 0% 06/30/2040 2022-09-21 13798446.35000000 USD -61336.97000000 N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 FHLG 30YR 2.5% 12/01/2051#RA6496 3133KNGD9 584195.30000000 PA USD 539821.23000000 0.148820003316 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 30YR 3.5% 11/51#MA4468 31418D6E7 3782837.56800000 PA USD 3721902.11000000 1.026068360359 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.03500000 N N N N N N ISRAEL, STATE OF 213800T8ZHTFZIBYPE21 ISRAEL STATE OF 5.5% 04/26/2024 46513EJX1 1100000.00000000 PA USD 1155249.12000000 0.318483542912 Long DBT NUSS IL N 2 2024-04-26 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 FHLG 30YR 3.5% 03/01/2052#RA6987 3133KNXQ1 694126.14000000 PA USD 686090.10000000 0.189143970786 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 FHLG 20YR 2.5% 05/01/2041#SC0167 3132D9FG4 1256659.77800000 PA USD 1179565.96000000 0.325187303357 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 0.02500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.5% 02/28/2026 9128286F2 9441000.00000000 PA USD 9344008.45000000 2.575992367911 Long DBT UST US N 2 2026-02-28 Fixed 0.02500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.25% 12/31/2026 91282CDQ1 4939000.00000000 PA USD 4603881.15000000 1.269215751316 Long DBT UST US N 2 2026-12-31 Fixed 0.01250000 N N N N N N FNMA/FHLG TBA ISSUER N/A UMBS 30YR 4% 06/01/2052 #TBA 01F040669 -1200000.00000000 PA USD -1200469.08000000 -0.33094995627 Short ABS-MBS USGA US N 2 2052-06-01 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.875% 04/30/2029 91282CEM9 600000.00000000 PA USD 599718.75000000 0.165332783158 Long DBT UST US N 2 2029-04-30 Fixed 0.02875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 30YR 3.5% 01/01/2052# 31418EAQ3 194011.93200000 PA USD 190458.51000000 0.052506338236 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 FHLG 20YR 1.5% 03/01/2041#RB5104 3133KYU56 259418.88300000 PA USD 227034.64000000 0.062589787136 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 0.01500000 N N N N N N FNMA/FHLG TBA ISSUER N/A UMBS 30YR 3.5% 06/01/2052 #TBA 01F032666 1975000.00000000 PA USD 1936271.44000000 0.533798795060 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 0.03500000 N N N N N N CHICAGO BOARD OF TRADE N/A US 2YR NOTE (CBT) FUT SEP22 TUU2 N/A 81.00000000 NC USD -9650.95000000 -0.00266061120 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE N/A Long UST NOTES UST NOTES 0% 06/30/2040 2022-09-30 17108877.51000000 USD -9650.95000000 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 30YR 3.5% 03/01/2052#CB3174 3140QNQ47 442081.26600000 PA USD 434338.35000000 0.119740075223 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 15YR 3% 11/01/2034#CA4460 3140QB5W4 968861.63500000 PA USD 962565.39000000 0.265363747424 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 0.03000000 N N N N N N LONDON CLEARING HOUSE N/A LCH OIS SOFRV1.75% MAC 6/15/24 N/A -18000.00000000 NC USD 275.11000000 0.000075843388 N/A DO CORP GB N 2 LONDON CLEARING HOUSE N/A Y 2024-06-15 0.00000000 USD 0.00000000 USD -17963.58000000 USD 275.11000000 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 30YR 2.5% 12/01/2051#CB2320 3140QMSJ4 728067.75700000 PA USD 673448.04000000 0.185658758819 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 30YR 2.5% 12/01/2051#CB2376 3140QMUA0 572363.01100000 PA USD 529245.42000000 0.145904423135 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 FHLG 30YR 3.5% 03/01/2052# 3133KNWJ8 630396.39100000 PA USD 621719.17000000 0.171397943984 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.75% 08/31/2026 91282CCW9 6800000.00000000 PA USD 6236875.00000000 1.719405808073 Long DBT UST US N 2 2026-08-31 Fixed 0.00750000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 20YR 1.5% 02/01/2041#MA4266 31418DW40 254226.55800000 PA USD 222490.49000000 0.061337038299 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.01500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.25% 09/30/2028 91282CCY5 580000.00000000 PA USD 524990.63000000 0.144731446181 Long DBT UST US N 2 2028-09-30 Fixed 0.01250000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 GNII II 2% 06/01/2052 #TBA 21H020667 -250000.00000000 PA USD -227402.35000000 -0.06269115885 Short ABS-MBS USGA US N 2 2052-06-01 Fixed 0.02000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.875% 02/28/2027 91282CEC1 5600000.00000000 PA USD 5364625.00000000 1.478940556470 Long DBT UST US N 2 2027-02-28 Fixed 0.01875000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 GNII II 4% 06/01/2052 #TBA 21H040665 3200000.00000000 PA USD 3231600.96000000 0.890900244112 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 GNII II 3% 06/01/2052 #TBA 21H030666 2950000.00000000 PA USD 2845828.13000000 0.784548899168 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 0.03000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LN MTG MLT CTF GT 2.154% 10/25/2031 3137H4R36 1400000.00000000 PA USD 1257134.62000000 0.346571731381 Long ABS-MBS USGSE US N 2 2031-10-25 Fixed 0.02154000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.375% 04/30/2025 912828ZL7 2186000.00000000 PA USD 2042458.36000000 0.563072815621 Long DBT UST US N 2 2025-04-30 Fixed 0.00375000 N N N N N N FNMA/FHLG TBA ISSUER N/A UMBS 30YR 4% 07/01/2052 #TBA 01F040677 1200000.00000000 PA USD 1197328.44000000 0.330084132503 Long ABS-MBS USGA US N 2 2052-07-01 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 30YR 2.5% 12/01/2051#CB2321 3140QMSK1 640854.90200000 PA USD 592177.10000000 0.163253671934 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.125% 08/31/2028 91282CCV1 68556000.00000000 PA USD 61644162.83000000 16.99430108888 Long DBT UST US N 2 2028-08-31 Fixed 0.01125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 30YR 3% 02/01/2052#FS0631 3140XFVZ1 392204.35600000 PA USD 374834.25000000 0.103335754927 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 GNII II 3.5% 06/01/2052 #TBA 21H032662 150000.00000000 PA USD 148593.75000000 0.040964899375 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 0.03500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LN MTG MLT CTF GT K-F114 AS VAR 05/25/2031 3137H13Y0 400000.00000000 PA USD 393999.88000000 0.108619409889 Long ABS-MBS USGSE US N 2 2031-05-25 Variable 0.00507030 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.125% 05/15/2025 912828XB1 593000.00000000 PA USD 583016.29000000 0.160728184423 Long DBT UST US N 2 2025-05-15 Fixed 0.02125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.25% 10/31/2025 91282CAT8 3300000.00000000 PA USD 3029425.77000000 0.835163806243 Long DBT UST US N 2 2025-10-31 Fixed 0.00250000 N N N N N N LONDON CLEARING HOUSE N/A LCH OIS SOFRV1.75% MAC 06/15/29 N/A 27000.00000000 NC USD -1348.95000000 -0.00037188375 N/A DO CORP GB N 2 LONDON CLEARING HOUSE N/A Y 2029-06-15 0.00000000 USD 0.00000000 USD 26853.09000000 USD -1348.95000000 N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 20YR 1.5% 11/01/2041#MA4473 31418D6K3 2121925.89000000 PA USD 1849213.22000000 0.509798248455 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 0.01500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.25% 07/31/2025 91282CAB7 23839000.00000000 PA USD 22030588.24000000 6.073477723239 Long DBT UST US N 2 2025-07-31 Fixed 0.00250000 N N N N N N FNMA/FHLG TBA ISSUER N/A UMBS 30YR 3.5% 06/01/2052 #TBA 01F032666 -1250000.00000000 PA USD -1225488.25000000 -0.33784733777 Short ABS-MBS USGA US N 2 2052-06-01 Fixed 0.03500000 N N N N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 Fidelity Cash Central Fund 31635A105 37057817.13400000 NS USD 37065228.70000000 10.21828552028 Long STIV RF US N 1 N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 FHLG 20YR 1.5% 12/01/2040#RB5089 3133KYUN7 150563.52100000 PA USD 131768.10000000 0.036326339145 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 20YR 1.5% 01/01/2041#MA4231 31418DVZ2 250737.13200000 PA USD 219436.66000000 0.060495146641 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 0.01500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 20YR 1.5% 12/01/2040#MA4202 31418DU42 245499.67100000 PA USD 214853.01000000 0.059231508291 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 0.01500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.875% 02/15/2032 91282CDY4 20952000.00000000 PA USD 19215276.15000000 5.297341603935 Long DBT UST US N 2 2032-02-15 Fixed 0.01875000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LN MTG MLT CTF GT SOFR30A+18 08/25/2028 3137H2NK6 2612000.00000000 PA USD 2582462.46000000 0.711943233246 Long ABS-MBS USGSE US N 2 2028-08-25 Variable 0.00467030 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 GNII II 2% 06/01/2052 #TBA 21H020667 600000.00000000 PA USD 545765.64000000 0.150458781242 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 0.02000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.875% 09/30/2026 91282CCZ2 10000000.00000000 PA USD 9205468.80000000 2.537799221686 Long DBT UST US N 2 2026-09-30 Fixed 0.00875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.5% 11/30/2023 91282CDM0 13200000.00000000 PA USD 12842156.18000000 3.540375255889 Long DBT UST US N 2 2023-11-30 Fixed 0.00500000 N N N N N N FNMA/FHLG TBA ISSUER N/A UMBS 30YR 3.5% 07/01/2052 #TBA 01F032674 350000.00000000 PA USD 342398.42000000 0.094393719935 Long ABS-MBS USGA US N 2 2052-07-01 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.75% 06/30/2025 912828XZ8 2770000.00000000 PA USD 2771298.44000000 0.764002266141 Long DBT UST US N 2 2025-06-30 Fixed 0.02750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.75% 07/31/2024 912828Y87 220000.00000000 PA USD 216227.34000000 0.059610388898 Long DBT UST US N 2 2024-07-31 Fixed 0.01750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 FHLG 30YR 3.5% 03/01/2052#RA6986 3133KNXP3 297406.44000000 PA USD 293498.61000000 0.080912831297 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 20YR 1.5% 11/01/2040#MA4175 31418DT93 243303.50300000 PA USD 212931.00000000 0.058701641145 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 0.01500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.5% 09/30/2024 912828YH7 4297000.00000000 PA USD 4188903.59000000 1.154813133517 Long DBT UST US N 2 2024-09-30 Fixed 0.01500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 FHLG 20YR 1.5% 02/01/2041#RB5099 3133KYUY3 254945.47900000 PA USD 223119.67000000 0.061510493074 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 0.01500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.25% 04/30/2024 9128286R6 11454000.00000000 PA USD 11398967.08000000 3.142511306285 Long DBT UST US N 2 2024-04-30 Fixed 0.02250000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 3.25% 05/15/2042 912810TH1 500000.00000000 PA USD 498359.38000000 0.137389640241 Long DBT UST US N 2 2042-05-15 Fixed 0.03250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.375% 12/31/2025 91282CBC4 4210000.00000000 PA USD 3864155.07000000 1.065285206237 Long DBT UST US N 2 2025-12-31 Fixed 0.00375000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 GNII II 2% 07/01/2052 #TBA 21H020675 450000.00000000 PA USD 408726.54000000 0.112679312442 Long ABS-MBS USGA US N 2 2052-07-01 Fixed 0.02000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 FHLG 20YR 1.5% 04/01/2041#RB5107 3133KYU80 262556.47200000 PA USD 229780.55000000 0.063346790219 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 0.01500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 GNII II 4% 06/01/2052 #TBA 21H040665 -3200000.00000000 PA USD -3231600.96000000 -0.89090024411 Short ABS-MBS USGA US N 2 2052-06-01 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 3.125% 11/15/2028 9128285M8 9210000.00000000 PA USD 9328362.87000000 2.571679133940 Long DBT UST US N 2 2028-11-15 Fixed 0.03125000 N N N N N N PRIVATE EXPORT FUNDING CORP CYQE6SAYPFKNQJ6FMH60 PRIVATE EXPORT FUNDING CORP 1.75% 11/15/2024 742651DX7 1640000.00000000 PA USD 1587937.54000000 0.437768759055 Long DBT USGSE US N 2 2024-11-15 Fixed 0.01750000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 GNII II 3.5% 11/20/2050#MA6997 36179VX21 532666.88200000 PA USD 530442.52000000 0.146234444290 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 FHLG 15YR 3% 09/01/2034#SB0072 3132CWCH5 431415.59500000 PA USD 428612.00000000 0.118161412920 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 0.03000000 N N N N N N 2022-06-30 Laura M. Del Prato Laura M. Del Prato Laura M. Del Prato President and Treasurer XXXX NPORT-EX 2 QTLY_452_20220531.htm 010 - Quarterly Front Cover
Quarterly Holdings Report
for
Fidelity® Intermediate Government Income Fund
May 31, 2022
SLM-NPRT3-0722
1.800340.118
U.S. Government and Government Agency Obligations - 81.7%
 
 
Principal
Amount (a)
(000s)
 
Value ($)
(000s)
 
U.S. Government Agency Obligations - 0.1%
 
 
 
Fannie Mae 0.625% 4/22/25
 
375
353
U.S. Treasury Obligations - 81.1%
 
 
 
U.S. Treasury Bonds 3.25% 5/15/42
 
500
498
U.S. Treasury Notes:
 
 
 
 0.25% 7/31/25
 
23,839
22,031
 0.25% 9/30/25
 
1,660
1,527
 0.25% 10/31/25
 
3,300
3,029
 0.375% 4/30/25
 
2,186
2,042
 0.375% 12/31/25
 
4,210
3,864
 0.5% 11/30/23
 
13,200
12,842
 0.75% 8/31/26
 
6,800
6,237
 0.875% 9/30/26
 
10,000
9,205
 1.125% 8/31/28 (b)
 
68,556
61,650
 1.25% 12/31/26
 
4,939
4,604
 1.25% 9/30/28
 
580
525
 1.5% 9/30/24
 
4,297
4,189
 1.5% 1/31/27
 
5,049
4,756
 1.75% 7/31/24
 
220
216
 1.875% 2/28/27
 
5,600
5,365
 1.875% 2/15/32
 
20,952
19,215
 2% 8/15/25 (b)
 
39,301
38,381
 2.125% 7/31/24
 
5,667
5,614
 2.125% 5/15/25 (b)(c)
 
593
583
 2.25% 4/30/24
 
11,454
11,399
 2.25% 12/31/24
 
5,707
5,646
 2.25% 3/31/26
 
3,325
3,259
 2.5% 2/28/26
 
9,441
9,344
 2.625% 6/30/23
 
11,432
11,482
 2.75% 2/15/24
 
18,257
18,353
 2.75% 6/30/25 (b)
 
2,770
2,771
 2.75% 5/31/29
 
3,480
3,448
 2.875% 11/30/25
 
8,513
8,539
 2.875% 4/30/29
 
600
600
 2.875% 5/15/32
 
3,960
3,965
 3.125% 11/15/28
 
9,210
9,328
TOTAL U.S. TREASURY OBLIGATIONS
 
 
294,507
Other Government Related - 0.5%
 
 
 
Private Export Funding Corp. Secured 1.75% 11/15/24
 
1,640
1,588
 
TOTAL U.S. GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS
 (Cost $309,770)
 
 
 
296,448
 
 
 
 
U.S. Government Agency - Mortgage Securities - 9.0%
 
 
Principal
Amount (a)
(000s)
 
Value ($)
(000s)
 
Fannie Mae - 3.0%
 
 
 
1.5% 11/1/40 to 11/1/41
 
3,374
2,945
2.5% 9/1/51 to 12/1/51
 
2,471
2,285
3% 11/1/34 to 2/1/52
 
1,361
1,337
3.5% 11/1/51 to 3/1/52
 
4,419
4,347
TOTAL FANNIE MAE
 
 
10,914
Freddie Mac - 1.6%
 
 
 
1.5% 12/1/40 to 4/1/41
 
927
812
2.5% 5/1/41 to 12/1/51
 
1,841
1,719
3% 9/1/34
 
431
429
3.5% 5/1/51 to 3/1/52
 
2,712
2,677
TOTAL FREDDIE MAC
 
 
5,637
Ginnie Mae - 2.1%
 
 
 
2% 6/1/52 (d)
 
100
91
2% 6/1/52 (d)
 
100
91
2% 6/1/52 (d)
 
200
182
2% 6/1/52 (d)
 
50
45
2% 6/1/52 (d)
 
50
45
2% 6/1/52 (d)
 
100
91
2% 7/1/52 (d)
 
200
182
2% 7/1/52 (d)
 
50
45
2% 7/1/52 (d)
 
50
45
2% 7/1/52 (d)
 
50
45
2% 7/1/52 (d)
 
100
91
2% 7/1/52 (d)
 
50
45
2% 7/1/52 (d)
 
50
45
3% 6/1/52 (d)
 
950
916
3% 6/1/52 (d)
 
750
724
3% 6/1/52 (d)
 
625
603
3% 6/1/52 (d)
 
625
603
3.5% 11/20/50
 
533
530
3.5% 6/1/52 (d)
 
50
50
3.5% 6/1/52 (d)
 
25
25
3.5% 6/1/52 (d)
 
50
50
3.5% 6/1/52 (d)
 
25
25
4% 6/1/52 (d)
 
1,150
1,161
4% 6/1/52 (d)
 
1,150
1,161
4% 6/1/52 (d)
 
900
909
TOTAL GINNIE MAE
 
 
7,800
Uniform Mortgage Backed Securities - 2.3%
 
 
 
3.5% 6/1/52 (d)
 
975
956
3.5% 6/1/52 (d)
 
600
588
3.5% 6/1/52 (d)
 
350
343
3.5% 6/1/52 (d)
 
50
49
3.5% 6/1/52 (d)
 
350
343
3.5% 7/1/52 (d)
 
350
342
4% 6/1/52 (d)
 
900
900
4% 6/1/52 (d)
 
2,600
2,601
4% 6/1/52 (d)
 
1,200
1,200
4% 7/1/52 (d)
 
1,200
1,197
TOTAL UNIFORM MORTGAGE BACKED SECURITIES
 
 
8,519
 
TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES
 (Cost $33,730)
 
 
 
32,870
 
 
 
 
Commercial Mortgage Securities - 1.7%
 
 
Principal
Amount (a)
(000s)
 
Value ($)
(000s)
 
Freddie Mac:
 
 
 
 floater:
 
 
 
Series 2021-F114 Class A/S, 0.507% 5/25/31 (e)
 
 
400
394
Series 2021-F120 Class A/S, U.S. 30-Day Avg. Secured Overnight Fin. Rate (SOFR) Indx + 0.210% 0.487% 8/25/31 (e)(f)
 
 
1,948
1,919
Series 2021-F121 Class A/S, U.S. 30-Day Avg. Secured Overnight Fin. Rate (SOFR) Indx + 0.180% 0.467% 8/25/28 (e)(f)
 
 
2,612
2,582
 sequential payer Series 2021-K135 Class A2, 2.154% 10/25/31
 
1,400
1,257
 
TOTAL COMMERCIAL MORTGAGE SECURITIES
 (Cost $6,401)
 
 
6,152
 
 
 
 
Foreign Government and Government Agency Obligations - 3.4%
 
 
Principal
Amount (a)
(000s)
 
Value ($)
(000s)
 
Israeli State:
 
 
 
 (guaranteed by U.S. Government through Agency for International Development) 5.5% 12/4/23
 
10,710
11,170
 5.5% 4/26/24
 
1,100
1,155
 
TOTAL FOREIGN GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS
 (Cost $12,079)
 
 
12,325
 
 
 
 
Money Market Funds - 10.2%
 
 
Shares
Value ($)
(000s)
 
Fidelity Cash Central Fund 0.82% (g)
 
 (Cost $37,065)
 
 
37,057,817
37,065
 
 
 
 
 
TOTAL INVESTMENT IN SECURITIES - 106.0%
 (Cost $399,045)
 
 
 
384,860
NET OTHER ASSETS (LIABILITIES) - (6.0)%  
(21,827)
NET ASSETS - 100.0%
363,033
 
 
 TBA Sale Commitments
 
Principal
Amount (a)
(000s)
Value ($)
 
(000s)
 
Ginnie Mae
 
 
2% 6/1/52
(50)
(45)
2% 6/1/52
(50)
(45)
2% 6/1/52
(50)
(45)
2% 6/1/52
(50)
(45)
2% 6/1/52
(100)
(91)
2% 6/1/52
(50)
(45)
4% 6/1/52
(2,600)
(2,626)
4% 6/1/52
(600)
(606)
 
 
 
TOTAL GINNIE MAE
 
(3,548)
 
 
 
Uniform Mortgage Backed Securities
 
 
3.5% 6/1/52
(900)
(882)
3.5% 6/1/52
(350)
(343)
3.5% 6/1/52
(1,075)
(1,054)
3.5% 7/1/52
(350)
(342)
4% 6/1/52
(1,200)
(1,200)
4% 6/1/52
(3,500)
(3,501)
4% 7/1/52
(1,200)
(1,197)
 
 
 
TOTAL UNIFORM MORTGAGE BACKED SECURITIES
 
(8,519)
 
 
 
TOTAL TBA SALE COMMITMENTS
 (Proceeds $12,031)
 
 
(12,067)
 
 
 
Futures Contracts 
 
Number
of contracts
Expiration
Date
Notional
Amount ($)
(000s)
 
Value ($)
(000s)
 
Unrealized
Appreciation/
(Depreciation) ($)
(000s)
 
Purchased
 
 
 
 
 
 
 
 
 
 
 
Treasury Contracts
 
 
 
 
 
CBOT 10-Year U.S. Treasury Note Contracts (United States)
115
Sep 2022
13,737
(61)
(61)
CBOT 2-Year U.S. Treasury Note Contracts (United States)
81
Sep 2022
17,099
(10)
(10)
CBOT 5-Year U.S. Treasury Note Contracts (United States)
93
Sep 2022
10,505
(21)
(21)
 
 
 
 
 
 
TOTAL PURCHASED
 
 
 
 
(92)
 
 
 
 
 
 
Sold
 
 
 
 
 
 
 
 
 
 
 
Treasury Contracts
 
 
 
 
 
CBOT Long Term U.S. Treasury Bond Contracts (United States)
44
Sep 2022
6,135
66
66
 
 
 
 
 
 
TOTAL FUTURES CONTRACTS
 
 
 
 
(26)
The notional amount of futures purchased as a percentage of Net Assets is 11.4%
The notional amount of futures sold as a percentage of Net Assets is 1.7%
 
 Interest Rate Swaps
Payment Received
Payment
Frequency
Payment Paid
Payment
Frequency
Clearinghouse /
Counterparty(1)
Maturity
Date
Notional
Amount  (000s)(2)
Value ($)
 (000s)
Upfront
Premium
Received/
(Paid) ($)  (000s)(3)
Unrealized
Appreciation/
(Depreciation) ($)
 (000s)
 
U.S. Secured Overnight Fin. Rate (SOFR) Indx(4)
Annual
1.75%
Annual
LCH
Jun 2024
 
18
0
0
0
1.75%
Annual
U.S. Secured Overnight Fin. Rate (SOFR) Indx(4)
Annual
LCH
Jun 2029
 
27
(1)
0
(1)
TOTAL INTEREST RATE SWAPS
 
 
 
 
 
 
 
(1)
0
(1)
 
(1)Swaps with LCH Clearnet Group (LCH) are centrally cleared over-the-counter (OTC) swaps.
 
 
(2)Notional amount is stated in U.S. Dollars unless otherwise noted
 
 
(3)Any premiums for centrally cleared over-the-counter (OTC) swaps are recorded periodically throughout the term of the swap to variation margin and included in unrealized appreciation (depreciation).
 
 
(4)Represents floating rate.
 
 
 
 
Any values shown as $0 in the Schedule of Investments may reflect amounts less than $500.
 
Legend
 
(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 $292,000.
 
(c)
Security or a portion of the security was pledged to cover margin requirements for centrally cleared OTC swaps. At period end, the value of securities pledged amounted to $10,000.
 
(d)
Security or a portion of the security purchased on a delayed delivery or when-issued basis.
 
(e)
Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.
 
(f)
Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.
 
(g)
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.
 
 
 
 
Affiliated Central Funds
 
Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.
 
 
Affiliate (Amounts in thousands)
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 0.82%
33,854
118,487
115,276
33
-
-
37,065
0.1%
Fidelity Mortgage Backed Securities Central Fund
2
-
2
-
-
-
-
0.0%
Fidelity Securities Lending Cash Central Fund 0.82%
-
213,869
213,869
18
-
-
-
0.0%
Total
33,856
332,356
329,147
51
-
-
37,065
 
 
Amounts in the income column in the above table include any capital gain distributions from underlying funds.
 
Amount for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium payments received for lending certain types of securities.
 
 
Investment Valuation
Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Security transactions are accounted for as of trade date. The Board of Trustees (the Board) has delegated the day to day responsibility for the valuation of the Fund's investments to the Fair Value Committee (the Committee) established by the Fund's investment adviser. In accordance with valuation policies and procedures approved by the Board, the Fund attempts to obtain prices from one or more third party pricing vendors or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with procedures adopted by the Board. Factors used in determining fair value vary by investment type and may include market or investment specific events, changes in interest rates and credit quality. The frequency with which these procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee oversees the Fund's valuation policies and procedures and reports to the Board on the Committee's activities and fair value determinations. The Board monitors the appropriateness of the procedures used in valuing the Fund's investments and ratifies the fair value determinations of the Committee.   
 
The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:
 
Level 1 - Unadjusted quoted prices in active markets for identical investments
Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)
Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)
 
Valuation techniques used to value investments by major category are as follows:
Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing vendors or from brokers who make markets in such securities. U.S. Government and Government Agency Obligations and Foreign Government and Government Agency Obligations are valued by pricing vendors who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. U.S. Government Agency - Mortgage Securities and Commercial Mortgage Securities are valued by pricing vendors who utilize matrix pricing which considers prepayment speed assumptions, attributes of the collateral, yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing vendors. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.
 
Swaps are marked-to-market daily based on valuations from third party pricing vendors, registered derivatives clearing organizations (clearinghouses) or broker-supplied valuations. These pricing sources may utilize inputs such as interest rate curves, credit spread curves, default possibilities and recovery rates. When independent prices are unavailable or unreliable, swaps may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing vendors. Swaps are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.
 
Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy.
 
Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.
 
Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.
 
Derivative Instruments
Risk Exposures and the Use of Derivative Instruments: The Fund's investment objectives allow the Fund to enter into various types of derivative contracts. Derivatives are investments whose value is primarily derived from underlying assets, indices or reference rates and may be transacted on an exchange or over-the-counter (OTC). Derivatives may involve a future commitment to buy or sell a specified asset based on specified terms, to exchange future cash flows at periodic intervals based on a notional principal amount, or for one party to make one or more payments upon the occurrence of specified events in exchange for periodic payments from the other party.
 
The Fund used derivatives to increase returns, to gain exposure to certain types of assets and/or to manage exposure to certain risks as defined below. The success of any strategy involving derivatives depends on analysis of numerous economic factors, and if the strategies for investment do not work as intended, the Fund may not achieve its objectives.  
 
The Fund's use of derivatives increased or decreased its exposure to the following risk(s):
 
Interest Rate Risk - Interest rate risk relates to the fluctuations in the value of interest-bearing securities due to changes in the prevailing levels of market interest rates.
 
Investing in derivatives may involve greater risks than investing in the underlying assets directly and, to varying degrees, may involve risk of loss in excess of any initial investment and collateral received. In addition, there may be the risk that the change in value of the derivative contract does not correspond to the change in value of the underlying instrument.  
 
Futures Contracts: A futures contract is an agreement between two parties to buy or sell a specified underlying instrument for a specified price at a specified future date.
 
The Fund used futures contracts to manage its exposure to the bond market and fluctuations in interest rates.
 
Open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The underlying face amount at value reflects each contract's exposure to the underlying instrument or index at period end. Any securities and/or cash deposited to meet initial margin requirements are identified in the Schedule of Investments.
 
Swaps: A swap is a contract between two parties to exchange future cash flows at periodic intervals based on a notional principal amount.
 
A centrally cleared OTC swap is a transaction executed between a fund and a dealer counterparty, then cleared by a futures commission merchant (FCM) through a clearinghouse. Once cleared, the clearinghouse serves as a central counterparty, with whom a fund exchanges cash flows for the life of the transaction, similar to transactions in futures contracts.
 
Interest Rate Swaps: Interest rate swaps are agreements between counterparties to exchange cash flows, one based on a fixed rate, and the other on a floating rate. The Fund entered into interest rate swaps to manage its exposure to interest rate changes. Changes in interest rates can have an effect on both the value of bond holdings as well as the amount of interest income earned. In general, the value of bonds can fall when interest rates rise and can rise when interest rates fall.
 
For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.
 
The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.
 
Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC or an affiliate.