U.S. Government and Government Agency Obligations - 99.1%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
U.S. Government Agency Obligations - 2.8%
|
|||
Fannie Mae:
|
|||
0.5% 6/17/25
|
5,000
|
4,553
|
|
0.625% 4/22/25
|
814,000
|
745,484
|
|
0.875% 12/18/26
|
1,200,000
|
1,048,800
|
|
0.875% 8/5/30
|
1,057,000
|
841,158
|
|
1.625% 1/7/25
|
15,000
|
14,160
|
|
1.875% 9/24/26
|
674,000
|
623,045
|
|
2.125% 4/24/26
|
221,000
|
207,342
|
|
2.5% 2/5/24
|
690,000
|
672,864
|
|
2.625% 9/6/24
|
9,000
|
8,726
|
|
5.625% 7/15/37
|
163,000
|
182,508
|
|
6.25% 5/15/29
|
71,000
|
80,016
|
|
7.125% 1/15/30
|
6,000
|
7,140
|
|
7.25% 5/15/30
|
866,000
|
1,043,869
|
|
Federal Farm Credit Bank:
|
|||
0.72% 10/27/26
|
500,000
|
436,691
|
|
1% 10/7/26
|
1,000,000
|
886,298
|
|
3% 8/3/26
|
1,560,000
|
1,499,313
|
|
4.25% 9/30/25
|
800,000
|
799,009
|
|
Federal Home Loan Bank:
|
|||
1% 12/20/24
|
330,000
|
307,039
|
|
3.25% 11/16/28
|
1,850,000
|
1,789,438
|
|
3.375% 3/8/24
|
2,370,000
|
2,329,317
|
|
5.5% 7/15/36
|
100,000
|
111,358
|
|
Freddie Mac:
|
|||
0.125% 10/16/23
|
1,500,000
|
1,439,744
|
|
2.75% 6/19/23
|
11,000
|
10,878
|
|
6.25% 7/15/32
|
585,000
|
685,592
|
|
6.75% 9/15/29
|
185,000
|
215,059
|
|
6.75% 3/15/31
|
173,000
|
205,299
|
|
Tennessee Valley Authority 4.875% 1/15/48
|
630,000
|
620,994
|
|
TOTAL U.S. GOVERNMENT AGENCY OBLIGATIONS
|
16,815,694
|
||
U.S. Treasury Obligations - 96.3%
|
|||
U.S. Treasury Bonds:
|
|||
1.125% 5/15/40
|
301,000
|
192,616
|
|
1.125% 8/15/40
|
2,054,000
|
1,304,531
|
|
1.25% 5/15/50
|
5,491,000
|
3,062,948
|
|
1.375% 11/15/40
|
12,447,000
|
8,254,403
|
|
1.375% 8/15/50
|
2,035,000
|
1,173,623
|
|
1.625% 11/15/50
|
8,694,000
|
5,369,903
|
|
1.75% 8/15/41
|
2,948,000
|
2,056,691
|
|
1.875% 2/15/41
|
3,726,000
|
2,692,617
|
|
1.875% 2/15/51
|
3,943,000
|
2,599,916
|
|
1.875% 11/15/51
|
5,009,000
|
3,294,005
|
|
2% 11/15/41
|
4,351,000
|
3,168,922
|
|
2% 2/15/50
|
2,973,000
|
2,030,815
|
|
2% 8/15/51
|
5,091,000
|
3,459,891
|
|
2.25% 5/15/41
|
3,180,000
|
2,443,507
|
|
2.25% 8/15/46
|
1,070,000
|
777,046
|
|
2.25% 8/15/49
|
3,614,000
|
2,625,656
|
|
2.25% 2/15/52
|
4,720,000
|
3,408,541
|
|
2.375% 2/15/42
|
9,080,000
|
7,076,996
|
|
2.375% 11/15/49
|
19,000
|
14,201
|
|
2.375% 5/15/51
|
7,199,000
|
5,353,694
|
|
2.5% 2/15/45
|
160,000
|
123,356
|
|
2.75% 8/15/42
|
3,058,000
|
2,518,908
|
|
2.75% 11/15/42
|
550,000
|
451,666
|
|
2.75% 8/15/47
|
7,951,000
|
6,379,125
|
|
2.875% 5/15/43
|
2,299,000
|
1,922,269
|
|
2.875% 8/15/45
|
66,000
|
54,339
|
|
2.875% 11/15/46
|
2,801,000
|
2,303,494
|
|
2.875% 5/15/49
|
1,675,000
|
1,388,091
|
|
2.875% 5/15/52
|
2,080,000
|
1,729,000
|
|
3% 5/15/42
|
2,828,000
|
2,439,371
|
|
3% 11/15/44
|
265,000
|
223,966
|
|
3% 5/15/45
|
303,000
|
255,266
|
|
3% 11/15/45
|
732,000
|
616,167
|
|
3% 2/15/47
|
5,955,000
|
5,002,433
|
|
3% 5/15/47
|
808,000
|
679,257
|
|
3% 2/15/48
|
856,000
|
721,147
|
|
3% 8/15/48
|
519,000
|
438,514
|
|
3% 2/15/49
|
420,000
|
356,327
|
|
3% 8/15/52
|
2,490,000
|
2,132,063
|
|
3.125% 11/15/41
|
1,240,000
|
1,096,480
|
|
3.125% 2/15/43
|
137,000
|
119,618
|
|
3.125% 8/15/44
|
233,000
|
201,372
|
|
3.125% 5/15/48
|
5,311,000
|
4,587,169
|
|
3.25% 5/15/42
|
2,120,000
|
1,904,356
|
|
3.375% 8/15/42
|
2,510,000
|
2,296,258
|
|
3.375% 5/15/44
|
1,939,000
|
1,749,493
|
|
3.375% 11/15/48
|
10,000
|
9,074
|
|
3.625% 8/15/43
|
481,000
|
453,361
|
|
3.625% 2/15/44
|
600,000
|
564,305
|
|
3.75% 8/15/41
|
275,000
|
267,491
|
|
3.75% 11/15/43
|
985,000
|
945,215
|
|
3.875% 8/15/40
|
1,136,000
|
1,132,894
|
|
4.25% 11/15/40
|
92,000
|
96,230
|
|
4.375% 2/15/38 (b)
|
410,000
|
440,029
|
|
4.375% 11/15/39
|
523,000
|
558,303
|
|
4.5% 2/15/36
|
1,391,000
|
1,517,331
|
|
4.625% 2/15/40
|
409,000
|
449,996
|
|
4.75% 2/15/41
|
12,000
|
13,364
|
|
5% 5/15/37
|
1,901,000
|
2,171,670
|
|
5.25% 11/15/28
|
505,000
|
541,435
|
|
5.25% 2/15/29
|
3,824,000
|
4,111,696
|
|
5.5% 8/15/28
|
147,000
|
159,059
|
|
6.125% 8/15/29
|
443,000
|
502,874
|
|
7.5% 11/15/24
|
1,230,000
|
1,302,214
|
|
U.S. Treasury Notes:
|
|||
0.125% 12/31/22
|
11,000
|
10,965
|
|
0.125% 2/28/23
|
11,000
|
10,885
|
|
0.125% 5/31/23
|
10,000
|
9,780
|
|
0.125% 1/15/24
|
6,023,000
|
5,726,320
|
|
0.125% 2/15/24
|
175,000
|
165,771
|
|
0.25% 4/15/23
|
22,000
|
21,654
|
|
0.25% 5/15/24
|
17,808,000
|
16,724,912
|
|
0.25% 6/15/24
|
18,735,000
|
17,540,644
|
|
0.25% 5/31/25
|
1,615,000
|
1,465,360
|
|
0.25% 6/30/25
|
273,000
|
247,470
|
|
0.25% 7/31/25
|
5,195,000
|
4,691,329
|
|
0.25% 8/31/25
|
7,120,000
|
6,406,888
|
|
0.25% 9/30/25
|
448,000
|
403,078
|
|
0.25% 10/31/25
|
1,882,000
|
1,686,743
|
|
0.375% 7/15/24
|
11,356,000
|
10,628,506
|
|
0.375% 8/15/24
|
18,160,000
|
16,941,294
|
|
0.375% 9/15/24
|
8,936,000
|
8,317,112
|
|
0.375% 4/30/25
|
7,678,000
|
7,009,174
|
|
0.375% 11/30/25
|
1,170,000
|
1,048,750
|
|
0.375% 12/31/25
|
10,554,000
|
9,448,716
|
|
0.375% 1/31/26
|
5,750,000
|
5,127,158
|
|
0.375% 7/31/27
|
16,032,000
|
13,674,795
|
|
0.375% 9/30/27
|
1,530,000
|
1,297,870
|
|
0.5% 3/15/23
|
95,000
|
93,919
|
|
0.5% 3/31/25
|
3,222,000
|
2,960,338
|
|
0.5% 2/28/26
|
8,512,000
|
7,599,952
|
|
0.5% 4/30/27
|
3,017,000
|
2,608,644
|
|
0.5% 5/31/27
|
3,605,000
|
3,106,074
|
|
0.5% 6/30/27
|
2,645,000
|
2,273,563
|
|
0.5% 8/31/27
|
4,183,000
|
3,577,445
|
|
0.5% 10/31/27
|
5,860,000
|
4,988,783
|
|
0.625% 10/15/24
|
2,810,000
|
2,621,093
|
|
0.625% 7/31/26
|
3,440,000
|
3,047,491
|
|
0.625% 3/31/27
|
4,626,000
|
4,027,692
|
|
0.625% 11/30/27
|
4,558,000
|
3,896,022
|
|
0.625% 12/31/27
|
2,957,000
|
2,521,651
|
|
0.625% 5/15/30
|
1,227,000
|
986,201
|
|
0.625% 8/15/30
|
8,848,000
|
7,068,031
|
|
0.75% 3/31/26
|
9,444,000
|
8,492,591
|
|
0.75% 4/30/26
|
7,936,000
|
7,113,260
|
|
0.75% 5/31/26
|
640,000
|
572,100
|
|
0.75% 8/31/26
|
6,342,000
|
5,632,489
|
|
0.75% 1/31/28
|
2,797,000
|
2,395,478
|
|
0.875% 6/30/26
|
5,006,000
|
4,487,605
|
|
0.875% 9/30/26
|
5,616,000
|
5,002,847
|
|
0.875% 11/15/30
|
4,569,000
|
3,712,491
|
|
1% 7/31/28
|
310,000
|
265,813
|
|
1.125% 2/28/25
|
8,407,000
|
7,845,439
|
|
1.125% 10/31/26
|
1,350,000
|
1,212,258
|
|
1.125% 2/28/27
|
478,000
|
426,671
|
|
1.125% 8/31/28
|
1,748,000
|
1,507,309
|
|
1.125% 2/15/31
|
7,389,000
|
6,120,747
|
|
1.25% 8/31/24
|
953,000
|
901,516
|
|
1.25% 12/31/26
|
1,130,000
|
1,016,470
|
|
1.25% 3/31/28
|
520,000
|
455,894
|
|
1.25% 4/30/28
|
573,000
|
501,442
|
|
1.25% 6/30/28
|
5,360,000
|
4,671,994
|
|
1.25% 9/30/28
|
1,080,000
|
936,394
|
|
1.25% 8/15/31
|
3,684,000
|
3,032,680
|
|
1.375% 2/15/23
|
7,000
|
6,957
|
|
1.375% 1/31/25
|
66,000
|
62,066
|
|
1.375% 8/31/26
|
5,158,000
|
4,692,370
|
|
1.375% 10/31/28
|
2,290,000
|
1,996,236
|
|
1.375% 12/31/28
|
1,541,000
|
1,341,994
|
|
1.375% 11/15/31
|
9,853,000
|
8,149,124
|
|
1.5% 1/15/23
|
16,000
|
15,948
|
|
1.5% 9/30/24
|
1,066,000
|
1,011,243
|
|
1.5% 10/31/24
|
641,000
|
607,297
|
|
1.5% 11/30/24
|
4,023,000
|
3,803,935
|
|
1.5% 8/15/26
|
192,000
|
175,605
|
|
1.5% 1/31/27
|
4,376,000
|
3,971,220
|
|
1.5% 11/30/28
|
10,436,000
|
9,152,290
|
|
1.5% 2/15/30
|
8,802,000
|
7,603,759
|
|
1.625% 12/15/22
|
16,000
|
15,988
|
|
1.625% 2/15/26
|
10,000
|
9,270
|
|
1.625% 5/15/26
|
222,000
|
204,899
|
|
1.625% 9/30/26
|
199,000
|
182,699
|
|
1.625% 10/31/26
|
3,500,000
|
3,205,781
|
|
1.625% 8/15/29
|
908,000
|
797,373
|
|
1.625% 5/15/31
|
6,273,000
|
5,361,945
|
|
1.75% 1/31/23
|
11,000
|
10,955
|
|
1.75% 6/30/24
|
1,098,000
|
1,051,850
|
|
1.75% 7/31/24
|
720,000
|
688,134
|
|
1.75% 12/31/24
|
1,000
|
949
|
|
1.75% 12/31/26
|
2,030,000
|
1,865,538
|
|
1.75% 11/15/29
|
2,449,000
|
2,169,757
|
|
1.875% 7/31/26
|
105,000
|
97,490
|
|
1.875% 2/15/32
|
5,020,000
|
4,330,142
|
|
2% 5/31/24
|
928,000
|
893,418
|
|
2% 2/15/25
|
56,000
|
53,303
|
|
2% 8/15/25
|
422,000
|
398,922
|
|
2% 11/15/26
|
2,652,000
|
2,463,149
|
|
2.125% 12/31/22
|
69,000
|
68,892
|
|
2.125% 3/31/24
|
2,417,000
|
2,339,014
|
|
2.125% 5/15/25
|
734,000
|
698,390
|
|
2.25% 4/30/24
|
2,642,000
|
2,556,445
|
|
2.25% 11/15/24
|
196,000
|
188,229
|
|
2.25% 12/31/24
|
894,000
|
857,227
|
|
2.25% 2/15/27
|
1,829,000
|
1,710,829
|
|
2.25% 8/15/27
|
1,597,000
|
1,487,331
|
|
2.25% 11/15/27
|
1,113,000
|
1,033,003
|
|
2.375% 1/31/23
|
92,000
|
91,716
|
|
2.375% 2/29/24
|
6,467,000
|
6,291,431
|
|
2.375% 8/15/24
|
200,000
|
192,969
|
|
2.375% 4/30/26
|
626,000
|
593,306
|
|
2.375% 5/15/27
|
2,224,000
|
2,086,651
|
|
2.375% 3/31/29
|
3,930,000
|
3,616,675
|
|
2.375% 5/15/29
|
3,505,000
|
3,224,737
|
|
2.5% 3/31/23
|
67,000
|
66,550
|
|
2.5% 1/31/24
|
5,342,000
|
5,211,997
|
|
2.5% 5/15/24
|
200,000
|
194,086
|
|
2.5% 2/28/26
|
1,670,000
|
1,591,458
|
|
2.625% 2/28/23
|
2,000
|
1,991
|
|
2.625% 3/31/25
|
1,463,000
|
1,413,052
|
|
2.625% 12/31/25
|
5,827,000
|
5,586,409
|
|
2.625% 1/31/26
|
998,000
|
955,897
|
|
2.625% 5/31/27
|
1,000,000
|
949,102
|
|
2.625% 2/15/29
|
2,771,000
|
2,590,452
|
|
2.625% 7/31/29
|
1,681,000
|
1,568,320
|
|
2.75% 5/31/23
|
237,000
|
234,843
|
|
2.75% 8/31/23
|
23,000
|
22,664
|
|
2.75% 11/15/23
|
2,000
|
1,962
|
|
2.75% 2/15/24
|
8,459,000
|
8,271,316
|
|
2.75% 2/28/25
|
971,000
|
939,632
|
|
2.75% 6/30/25
|
1,403,000
|
1,355,923
|
|
2.75% 8/31/25
|
17,000
|
16,392
|
|
2.75% 7/31/27
|
4,416,000
|
4,207,620
|
|
2.75% 2/15/28
|
1,089,000
|
1,032,721
|
|
2.75% 5/31/29
|
880,000
|
827,613
|
|
2.75% 8/15/32
|
6,760,000
|
6,261,450
|
|
2.875% 10/31/23
|
36,000
|
35,409
|
|
2.875% 11/30/23
|
310,000
|
304,236
|
|
2.875% 4/30/25
|
47,000
|
45,540
|
|
2.875% 5/31/25
|
104,000
|
100,730
|
|
2.875% 7/31/25
|
3,667,000
|
3,551,260
|
|
2.875% 11/30/25
|
629,000
|
607,771
|
|
2.875% 5/15/28
|
312,000
|
297,180
|
|
2.875% 8/15/28
|
11,872,000
|
11,290,921
|
|
2.875% 4/30/29
|
100,000
|
94,766
|
|
2.875% 5/15/32
|
7,710,000
|
7,226,920
|
|
3% 6/30/24
|
3,430,000
|
3,349,073
|
|
3% 7/31/24
|
4,110,000
|
4,012,869
|
|
3% 9/30/25
|
2,655,000
|
2,577,113
|
|
3% 10/31/25
|
3,689,000
|
3,578,474
|
|
3.125% 8/15/25
|
270,000
|
263,007
|
|
3.125% 8/31/27
|
1,610,000
|
1,560,820
|
|
3.125% 11/15/28
|
7,048,000
|
6,785,627
|
|
3.125% 8/31/29
|
2,850,000
|
2,741,455
|
|
3.25% 6/30/27
|
3,060,000
|
2,980,392
|
|
3.25% 6/30/29
|
3,680,000
|
3,565,287
|
|
3.875% 11/30/27
|
2,240,000
|
2,248,400
|
|
4% 10/31/29
|
4,770,000
|
4,842,295
|
|
4.125% 10/31/27
|
8,060,000
|
8,162,639
|
|
4.125% 11/15/32
|
1,720,000
|
1,787,188
|
|
4.25% 9/30/24
|
6,464,000
|
6,444,558
|
|
4.25% 10/15/25
|
830,000
|
833,048
|
|
4.375% 10/31/24
|
7,380,000
|
7,378,270
|
|
4.5% 11/30/24
|
3,580,000
|
3,590,628
|
|
TOTAL U.S. TREASURY OBLIGATIONS
|
590,557,906
|
||
TOTAL U.S. GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS
(Cost $679,025,426)
|
607,373,600
|
||
Money Market Funds - 1.0%
|
|||
Shares
|
Value ($)
|
||
Fidelity Cash Central Fund 3.86% (c)
|
5,968,091
|
5,969,285
|
|
Fidelity Securities Lending Cash Central Fund 3.86% (c)(d)
|
359,255
|
359,291
|
|
TOTAL MONEY MARKET FUNDS
(Cost $6,328,576)
|
6,328,576
|
||
TOTAL INVESTMENT IN SECURITIES - 100.1%
(Cost $685,354,002)
|
613,702,176
|
NET OTHER ASSETS (LIABILITIES) - (0.1)%
|
(484,060)
|
NET ASSETS - 100.0%
|
613,218,116
|
(a)
|
Amount is stated in United States dollars unless otherwise noted.
|
(b)
|
Security or a portion of the security is on loan at period end.
|
(c)
|
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
|
(d)
|
Investment made with cash collateral received from securities on loan.
|
Affiliate
|
Value,
beginning
of period ($)
|
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 3.86%
|
6,007,393
|
21,372,502
|
21,410,610
|
11,770
|
-
|
-
|
5,969,285
|
0.0%
|
Fidelity Securities Lending Cash Central Fund 3.86%
|
4,008,675
|
37,277,541
|
40,926,925
|
2,441
|
-
|
-
|
359,291
|
0.0%
|
Total
|
10,016,068
|
58,650,043
|
62,337,535
|
14,211
|
-
|
-
|
6,328,576
|
|