0001752724-22-171185.txt : 20220729 0001752724-22-171185.hdr.sgml : 20220729 20220729135035 ACCESSION NUMBER: 0001752724-22-171185 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: 221119696 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 S000062811 Fidelity Series Government Bond Index Fund C000203458 Fidelity Series Government Bond Index Fund FHNFX NPORT-P 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N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.0% 02/15/2025 912828J27 56000.00000000 PA USD 54989.37000000 0.009007106439 Long DBT UST US N 2 2025-02-15 Fixed 0.02000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 2.875% 08/15/2045 912810RN0 66000.00000000 PA USD 61003.59000000 0.009992219011 Long DBT UST US N 2 2045-08-15 Fixed 0.02875000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 3% 02/15/2047 912810RV2 8375000.00000000 PA USD 7952651.35000000 1.302622255692 Long DBT UST US N 2 2047-02-15 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.75% 11/15/2029 912828YS3 839000.00000000 PA USD 778467.46000000 0.127510812947 Long DBT UST US N 2 2029-11-15 Fixed 0.01750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.875% 09/30/2026 91282CCZ2 4216000.00000000 PA USD 3881025.65000000 0.635701247811 Long DBT UST US N 2 2026-09-30 Fixed 0.00875000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 FREDDIE MAC 0.375% 04/20/2023 3137EAEQ8 5430000.00000000 PA USD 5350165.53000000 0.876342289419 Long DBT USGSE US N 2 2023-04-20 Fixed 0.00375000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 FHLMC 6.75 3/15/2031 3134A4AA2 173000.00000000 PA USD 219721.02000000 0.035989694266 Long DBT USGSE US N 2 2031-03-15 Fixed 0.06750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.375% 08/15/2024 91282CCT6 18160000.00000000 PA USD 17303075.00000000 2.834195741136 Long DBT UST US N 2 2024-08-15 Fixed 0.00375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.125% 12/31/2022 912828N30 69000.00000000 PA USD 69164.41000000 0.011328938715 Long DBT UST US N 2 2022-12-31 Fixed 0.02125000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE 0.25% 07/10/2023 3135G05G4 1490000.00000000 PA USD 1457933.26000000 0.238805428304 Long DBT USGSE US N 2 2023-07-10 Fixed 0.00250000 N N N N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 Fidelity Securities Lending Cash Central Fund 31635A303 6800993.66300000 NS USD 6801673.76000000 1.114095315612 Long STIV RF US N 1 N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.125% 02/15/2031 91282CBL4 9389000.00000000 PA USD 8149725.33000000 1.334902427557 Long DBT UST US N 2 2031-02-15 Fixed 0.01125000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 3.0% 05/15/2045 912810RM2 303000.00000000 PA USD 286169.30000000 0.046873738413 Long DBT UST US N 2 2045-05-15 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.5% 02/28/2026 91282CBQ3 8512000.00000000 PA USD 7814415.04000000 1.279979531143 Long DBT UST US N 2 2026-02-28 Fixed 0.00500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 USTB 3% 11/15/2044 912810RJ9 135000.00000000 PA USD 127437.89000000 0.020873973273 Long DBT UST US N 2 2044-11-15 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 USTN 1.625% 11/15/22 912828TY6 211000.00000000 PA USD 211090.66000000 0.034576065211 Long DBT UST US N 2 2022-11-15 Fixed 0.01625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.5% 05/15/2024 912828WJ5 200000.00000000 PA USD 199968.75000000 0.032754327170 Long DBT UST US N 2 2024-05-15 Fixed 0.02500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.125% 09/15/2023 91282CAK7 2365000.00000000 PA USD 2301440.63000000 0.376969598295 Long DBT UST US N 2 2023-09-15 Fixed 0.00125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.25% 05/31/2025 912828ZT0 1615000.00000000 PA USD 1499868.17000000 0.245674250367 Long DBT UST US N 2 2025-05-31 Fixed 0.00250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.75% 06/30/2025 912828XZ8 1403000.00000000 PA USD 1403657.66000000 0.229915235412 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 720000.00000000 PA USD 707653.12000000 0.115911620270 Long DBT UST US N 2 2024-07-31 Fixed 0.01750000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 3% 05/15/2047 912810RX8 808000.00000000 PA USD 767694.69000000 0.125746263071 Long DBT UST US N 2 2047-05-15 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.625% 08/15/2030 91282CAE1 9798000.00000000 PA USD 8208504.17000000 1.344530238683 Long DBT UST US N 2 2030-08-15 Fixed 0.00625000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 1.25% 05/15/2050 912810SN9 5831000.00000000 PA USD 3763044.95000000 0.616376336055 Long DBT UST US N 2 2050-05-15 Fixed 0.01250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.375% 02/15/2023 912828Z86 687000.00000000 PA USD 684504.26000000 0.112119901143 Long DBT UST US N 2 2023-02-15 Fixed 0.01375000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 2.875% 05/15/2043 912810RB6 2299000.00000000 PA USD 2138698.64000000 0.350312911263 Long DBT UST US N 2 2043-05-15 Fixed 0.02875000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FNMA 5.625% 7/15/37 31398AFD9 163000.00000000 PA USD 202469.78000000 0.033163988954 Long DBT USGSE US N 2 2037-07-15 Fixed 0.05625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.5% 09/30/2024 912828YH7 1066000.00000000 PA USD 1039183.44000000 0.170215368072 Long DBT UST US N 2 2024-09-30 Fixed 0.01500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.875% 05/15/2032 91282CEP2 990000.00000000 PA USD 991237.50000000 0.162361955950 Long DBT UST US N 2 2032-05-15 Fixed 0.02875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.125% 02/28/2023 91282CBN0 11000.00000000 PA USD 10853.48000000 0.001777769950 Long DBT UST US N 2 2023-02-28 Fixed 0.00125000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 USTB 3.625% 08/15/43 912810RC4 481000.00000000 PA USD 503152.31000000 0.082414954228 Long DBT UST US N 2 2043-08-15 Fixed 0.03625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.5% 03/31/2025 912828ZF0 3222000.00000000 PA USD 3027924.83000000 0.495965697291 Long DBT UST US N 2 2025-03-31 Fixed 0.00500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 USTB 3.125% 11/15/41 912810QT8 1240000.00000000 PA USD 1212245.32000000 0.198562424491 Long DBT UST US N 2 2041-11-15 Fixed 0.03125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.5% 02/15/2030 912828Z94 8582000.00000000 PA USD 7790511.66000000 1.276064223731 Long DBT UST US N 2 2030-02-15 Fixed 0.01500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.375% 04/30/2026 9128286S4 626000.00000000 PA USD 616438.83000000 0.100970972307 Long DBT UST US N 2 2026-04-30 Fixed 0.02375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.75% 06/30/2024 9128286Z8 1098000.00000000 PA USD 1080286.17000000 0.176947881357 Long DBT UST US N 2 2024-06-30 Fixed 0.01750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.25% 04/30/2024 9128286R6 2642000.00000000 PA USD 2629306.01000000 0.430673039080 Long DBT UST US N 2 2024-04-30 Fixed 0.02250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.125% 03/31/2024 912828W71 2417000.00000000 PA USD 2401516.09000000 0.393361681351 Long DBT UST US N 2 2024-03-31 Fixed 0.02125000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 FHLMC 6.75% 9/15/29 3134A3U46 185000.00000000 PA USD 231296.16000000 0.037885670125 Long DBT USGSE US N 2 2029-09-15 Fixed 0.06750000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE 1.875% 09/24/2026 3135G0Q22 674000.00000000 PA USD 646769.57000000 0.105939063478 Long DBT USGSE US N 2 2026-09-24 Fixed 0.01875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.375% 12/31/2025 91282CBC4 10554000.00000000 PA USD 9687005.36000000 1.586704636931 Long DBT UST US N 2 2025-12-31 Fixed 0.00375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.875% 10/31/2023 9128285K2 36000.00000000 PA USD 36289.69000000 0.005944150669 Long DBT UST US N 2 2023-10-31 Fixed 0.02875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.25% 07/31/2023 912828S92 8854000.00000000 PA USD 8754046.66000000 1.433888586940 Long DBT UST US N 2 2023-07-31 Fixed 0.01250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.625% 02/15/2026 912828P46 10000.00000000 PA USD 9584.77000000 0.001569958768 Long DBT UST US N 2 2026-02-15 Fixed 0.01625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.25% 08/31/2024 912828YE4 1913000.00000000 PA USD 1857104.53000000 0.304188576294 Long DBT UST US N 2 2024-08-31 Fixed 0.01250000 N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 3.125% 11/15/2028 9128285M8 7048000.00000000 PA USD 7138577.79000000 1.169279262222 Long DBT UST US N 2 2028-11-15 Fixed 0.03125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.75% 07/31/2023 912828Y61 425000.00000000 PA USD 427639.65000000 0.070046189753 Long DBT UST US N 2 2023-07-31 Fixed 0.02750000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE 2.5% 02/05/2024 3135G0V34 690000.00000000 PA USD 689437.71000000 0.112927986583 Long DBT USGSE US N 2 2024-02-05 Fixed 0.02500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 USTB 2.25% 8/15/46 912810RT7 830000.00000000 PA USD 681248.44000000 0.111586606849 Long DBT UST US N 2 2046-08-15 Fixed 0.02250000 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_3221_20220531.htm 010 - Quarterly Front Cover
Quarterly Holdings Report
for
Fidelity® Series Government Bond Index Fund
May 31, 2022
XGB-NPRT3-0722
1.9891228.103
U.S. Government and Government Agency Obligations - 99.6%
 
 
Principal
Amount (a)
 
Value ($)
 
U.S. Government Agency Obligations - 3.8%
 
 
 
Fannie Mae:
 
 
 
 0.25% 7/10/23
 
1,490,000
1,457,933
 0.25% 11/27/23
 
3,952,000
3,830,115
 0.5% 6/17/25
 
3,135,000
2,927,847
 0.625% 4/22/25
 
814,000
765,742
 0.875% 8/5/30
 
727,000
607,837
 1.625% 1/7/25
 
15,000
14,595
 1.875% 9/24/26
 
674,000
646,770
 2% 10/5/22
 
5,000
5,010
 2.125% 4/24/26
 
221,000
215,648
 2.5% 2/5/24
 
690,000
689,438
 2.625% 9/6/24
 
3,319,000
3,322,015
 5.625% 7/15/37
 
163,000
202,470
 6.25% 5/15/29
 
71,000
85,257
 7.125% 1/15/30
 
6,000
7,630
 7.25% 5/15/30
 
866,000
1,114,228
Freddie Mac:
 
 
 
 0.375% 4/20/23
 
5,430,000
5,350,166
 2.75% 6/19/23
 
11,000
11,071
 6.25% 7/15/32
 
585,000
737,281
 6.75% 9/15/29
 
185,000
231,296
 6.75% 3/15/31
 
173,000
219,721
TOTAL U.S. GOVERNMENT AGENCY OBLIGATIONS
 
 
22,442,070
U.S. Treasury Obligations - 95.8%
 
 
 
U.S. Treasury Bonds:
 
 
 
 1.125% 5/15/40
 
301,000
213,440
 1.125% 8/15/40
 
2,654,000
1,870,137
 1.25% 5/15/50
 
5,831,000
3,763,045
 1.375% 11/15/40
 
12,447,000
9,149,031
 1.375% 8/15/50
 
1,935,000
1,292,142
 1.625% 11/15/50
 
8,594,000
6,139,003
 1.75% 8/15/41
 
2,948,000
2,291,840
 1.875% 2/15/41
 
6,716,000
5,381,720
 1.875% 2/15/51
 
3,943,000
3,002,225
 1.875% 11/15/51
 
2,789,000
2,124,869
 2% 11/15/41
 
2,161,000
1,754,800
 2% 2/15/50
 
2,973,000
2,338,102
 2% 8/15/51
 
4,931,000
3,869,101
 2.25% 5/15/41
 
4,860,000
4,134,607
 2.25% 8/15/46
 
830,000
681,248
 2.25% 8/15/49
 
3,514,000
2,928,562
 2.25% 2/15/52 (b)
 
2,290,000
1,915,370
 2.375% 11/15/49
 
19,000
16,278
 2.375% 5/15/51
 
7,199,000
6,180,173
 2.5% 2/15/45
 
160,000
138,194
 2.75% 8/15/42
 
2,238,000
2,046,634
 2.75% 11/15/42
 
550,000
501,918
 2.75% 8/15/47
 
5,261,000
4,785,455
 2.875% 5/15/43
 
2,299,000
2,138,699
 2.875% 8/15/45
 
66,000
61,004
 2.875% 11/15/46
 
2,801,000
2,597,271
 2.875% 5/15/49
 
1,675,000
1,587,128
 3% 5/15/42
 
2,828,000
2,700,630
 3% 11/15/44
 
135,000
127,438
 3% 5/15/45
 
303,000
286,169
 3% 11/15/45
 
732,000
692,626
 3% 2/15/47
 
7,295,000
6,927,115
 3% 5/15/47
 
808,000
767,695
 3% 2/15/48
 
636,000
608,895
 3% 8/15/48
 
519,000
498,990
 3% 2/15/49
 
420,000
406,530
 3.125% 11/15/41
 
1,240,000
1,212,245
 3.125% 2/15/43
 
137,000
132,746
 3.125% 8/15/44
 
233,000
224,827
 3.125% 5/15/48
 
5,311,000
5,222,622
 3.375% 5/15/44
 
1,939,000
1,949,604
 3.375% 11/15/48
 
10,000
10,335
 3.625% 8/15/43
 
481,000
503,152
 3.625% 2/15/44
 
600,000
627,117
 3.75% 8/15/41
 
275,000
293,799
 3.75% 11/15/43
 
6,095,000
6,497,127
 3.875% 8/15/40
 
1,136,000
1,242,500
 4.25% 11/15/40
 
92,000
105,293
 4.375% 11/15/39
 
923,000
1,080,198
 4.5% 2/15/36
 
961,000
1,148,695
 4.625% 2/15/40
 
409,000
493,228
 4.75% 2/15/41
 
12,000
14,627
 5% 5/15/37
 
1,801,000
2,253,853
 5.25% 11/15/28
 
505,000
575,088
 5.25% 2/15/29
 
3,824,000
4,374,447
 5.5% 8/15/28
 
147,000
168,660
 6.125% 8/15/29
 
443,000
537,138
U.S. Treasury Notes:
 
 
 
 0.125% 10/31/22
 
11,000
10,939
 0.125% 11/30/22
 
24,000
23,827
 0.125% 12/31/22
 
11,000
10,901
 0.125% 2/28/23
 
11,000
10,853
 0.125% 5/31/23
 
20,710,000
20,296,608
 0.125% 7/31/23
 
6,140,000
5,993,216
 0.125% 9/15/23
 
2,365,000
2,301,441
 0.125% 12/15/23
 
4,274,000
4,131,088
 0.125% 1/15/24
 
8,513,000
8,208,394
 0.125% 2/15/24 (b)
 
175,000
168,362
 0.25% 4/15/23
 
872,000
858,307
 0.25% 5/15/24
 
17,808,000
17,042,813
 0.25% 6/15/24
 
18,735,000
17,883,875
 0.25% 5/31/25
 
1,615,000
1,499,868
 0.25% 6/30/25
 
4,121,000
3,818,364
 0.25% 7/31/25
 
5,435,000
5,022,704
 0.25% 8/31/25
 
7,120,000
6,563,472
 0.25% 9/30/25
 
448,000
412,125
 0.25% 10/31/25
 
2,642,000
2,425,377
 0.375% 7/15/24 (b)
 
1,856,000
1,772,625
 0.375% 8/15/24
 
18,160,000
17,303,075
 0.375% 9/15/24
 
5,316,000
5,052,277
 0.375% 4/30/25
 
7,678,000
7,173,831
 0.375% 11/30/25
 
400,000
367,859
 0.375% 12/31/25
 
10,554,000
9,687,005
 0.375% 7/31/27
 
15,912,000
14,039,232
 0.375% 9/30/27
 
1,530,000
1,343,113
 0.5% 3/15/23
 
95,000
93,939
 0.5% 3/31/25
 
3,222,000
3,027,925
 0.5% 2/28/26
 
8,512,000
7,814,415
 0.5% 4/30/27
 
2,917,000
2,606,385
 0.5% 5/31/27
 
3,605,000
3,212,815
 0.5% 6/30/27
 
2,645,000
2,352,397
 0.5% 8/31/27
 
3,933,000
3,483,931
 0.5% 10/31/27
 
5,860,000
5,165,956
 0.625% 10/15/24
 
1,030,000
982,725
 0.625% 7/31/26
 
2,820,000
2,576,995
 0.625% 3/31/27
 
4,626,000
4,166,833
 0.625% 11/30/27
 
328,000
290,639
 0.625% 12/31/27
 
2,957,000
2,614,404
 0.625% 5/15/30
 
1,227,000
1,034,275
 0.625% 8/15/30
 
6,458,000
5,410,341
 0.75% 3/31/26
 
9,444,000
8,740,127
 0.75% 4/30/26
 
7,936,000
7,333,360
 0.75% 5/31/26
 
640,000
590,075
 0.75% 8/31/26
 
6,342,000
5,816,803
 0.75% 1/31/28
 
2,797,000
2,486,380
 0.875% 6/30/26
 
5,006,000
4,632,114
 0.875% 9/30/26
 
4,216,000
3,881,026
 0.875% 11/15/30
 
3,199,000
2,728,772
 1% 7/31/28
 
2,620,000
2,340,295
 1.125% 2/28/25
 
8,407,000
8,059,226
 1.125% 2/28/27
 
478,000
441,926
 1.125% 8/31/28
 
2,498,000
2,246,151
 1.125% 2/15/31
 
9,389,000
8,149,725
 1.25% 7/31/23
 
8,854,000
8,754,047
 1.25% 8/31/24 (b)
 
1,913,000
1,857,105
 1.25% 3/31/28
 
520,000
474,419
 1.25% 4/30/28
 
783,000
713,417
 1.25% 6/30/28
 
5,550,000
5,042,695
 1.25% 9/30/28
 
800,000
724,125
 1.25% 8/15/31
 
4,514,000
3,929,120
 1.375% 2/15/23
 
687,000
684,504
 1.375% 1/31/25
 
66,000
63,773
 1.375% 8/31/26
 
3,658,000
3,447,665
 1.375% 10/31/28
 
2,290,000
2,086,315
 1.375% 12/31/28
 
4,360,000
3,969,814
 1.375% 11/15/31
 
10,583,000
9,283,275
 1.5% 1/15/23
 
16,000
15,973
 1.5% 9/30/24
 
1,066,000
1,039,183
 1.5% 10/31/24
 
641,000
623,948
 1.5% 11/30/24
 
4,023,000
3,909,696
 1.5% 8/15/26
 
192,000
181,845
 1.5% 1/31/27
 
4,376,000
4,121,645
 1.5% 11/30/28
 
10,436,000
9,575,438
 1.5% 2/15/30
 
8,582,000
7,790,512
 1.625% 11/15/22
 
211,000
211,091
 1.625% 12/15/22
 
16,000
16,005
 1.625% 2/15/26
 
10,000
9,585
 1.625% 5/15/26
 
222,000
212,192
 1.625% 9/30/26
 
199,000
189,299
 1.625% 10/31/26
 
3,500,000
3,325,000
 1.625% 8/15/29
 
808,000
744,118
 1.625% 5/15/31
 
6,273,000
5,665,793
 1.75% 1/31/23
 
11,000
10,997
 1.75% 6/30/24
 
1,098,000
1,080,286
 1.75% 7/31/24
 
720,000
707,653
 1.75% 12/31/24
 
1,000
977
 1.75% 12/31/26
 
2,030,000
1,936,509
 1.75% 11/15/29
 
839,000
778,467
 1.875% 7/31/26
 
105,000
101,173
 1.875% 2/15/32
 
3,480,000
3,191,541
 2% 11/30/22
 
242,000
242,473
 2% 5/31/24
 
1,618,000
1,601,504
 2% 2/15/25
 
56,000
54,989
 2% 8/15/25
 
422,000
412,126
 2% 11/15/26
 
2,382,000
2,297,420
 2.125% 12/31/22
 
69,000
69,164
 2.125% 3/31/24
 
2,417,000
2,401,516
 2.125% 5/15/25
 
734,000
721,642
 2.25% 4/30/24
 
2,642,000
2,629,306
 2.25% 11/15/24
 
196,000
194,040
 2.25% 12/31/24
 
894,000
884,501
 2.25% 2/15/27
 
1,829,000
1,780,774
 2.25% 8/15/27
 
1,597,000
1,549,464
 2.25% 11/15/27
 
1,713,000
1,659,603
 2.375% 1/31/23
 
92,000
92,356
 2.375% 2/29/24
 
6,467,000
6,460,179
 2.375% 8/15/24
 
200,000
198,992
 2.375% 4/30/26
 
626,000
616,439
 2.375% 5/15/27
 
2,224,000
2,175,263
 2.375% 3/31/29
 
3,930,000
3,805,345
 2.375% 5/15/29
 
1,495,000
1,447,697
 2.5% 3/31/23
 
67,000
67,280
 2.5% 1/31/24
 
7,562,000
7,570,566
 2.5% 5/15/24
 
200,000
199,969
 2.5% 2/28/26
 
1,670,000
1,652,843
 2.625% 2/28/23
 
122,000
122,624
 2.625% 6/30/23
 
4,568,000
4,587,985
 2.625% 3/31/25
 
1,463,000
1,459,857
 2.625% 12/31/25
 
5,827,000
5,795,589
 2.625% 1/31/26
 
998,000
992,113
 2.625% 2/15/29
 
2,771,000
2,726,296
 2.75% 5/31/23
 
237,000
238,444
 2.75% 7/31/23
 
425,000
427,640
 2.75% 8/31/23
 
23,000
23,147
 2.75% 11/15/23
 
202,000
203,215
 2.75% 2/15/24
 
207,000
208,084
 2.75% 2/28/25
 
971,000
972,100
 2.75% 6/30/25
 
1,403,000
1,403,658
 2.75% 8/31/25
 
17,000
16,994
 2.75% 2/15/28
 
1,629,000
1,618,437
 2.875% 9/30/23 (b)
 
2,531,000
2,550,971
 2.875% 10/31/23
 
36,000
36,290
 2.875% 11/30/23
 
870,000
876,865
 2.875% 4/30/25
 
4,817,000
4,836,381
 2.875% 5/31/25
 
104,000
104,431
 2.875% 7/31/25
 
3,667,000
3,681,611
 2.875% 11/30/25
 
629,000
630,892
 2.875% 5/15/28
 
312,000
311,756
 2.875% 8/15/28
 
16,622,000
16,594,080
 2.875% 5/15/32
 
990,000
991,238
 3% 9/30/25
 
2,655,000
2,674,809
 3% 10/31/25
 
3,689,000
3,715,803
 3.125% 11/15/28
 
7,048,000
7,138,578
TOTAL U.S. TREASURY OBLIGATIONS
 
 
562,481,430
 
TOTAL U.S. GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS
 (Cost $636,326,852)
 
 
 
584,923,500
 
 
 
 
Money Market Funds - 1.3%
 
 
Shares
Value ($)
 
Fidelity Cash Central Fund 0.82% (c)
 
828,302
828,467
Fidelity Securities Lending Cash Central Fund 0.82% (c)(d)
 
6,805,571
6,806,251
 
TOTAL MONEY MARKET FUNDS
 (Cost $7,634,718)
 
 
7,634,718
 
 
 
 
 
TOTAL INVESTMENT IN SECURITIES - 100.9%
 (Cost $643,961,570)
 
 
 
592,558,218
NET OTHER ASSETS (LIABILITIES) - (0.9)%  
(5,031,927)
NET ASSETS - 100.0%
587,526,291
 
 
Legend
 
(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.
 
 
 
 
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
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%
1,571,790
51,775,976
52,519,299
3,020
-
-
828,467
0.0%
Fidelity Securities Lending Cash Central Fund 0.82%
17,396,089
105,039,467
115,629,305
10,850
-
-
6,806,251
0.0%
Total
18,967,879
156,815,443
168,148,604
13,870
-
-
7,634,718
 
 
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 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. 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.
 
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.
 
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.
 
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