0001752724-23-014675.txt : 20230126 0001752724-23-014675.hdr.sgml : 20230126 20230126130232 ACCESSION NUMBER: 0001752724-23-014675 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20221130 FILED AS OF DATE: 20230126 DATE AS OF CHANGE: 20230126 PERIOD START: 20230831 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: 23556518 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 1 primary_doc.xml NPORT-P false 0000751199 XXXXXXXX S000062811 C000203458 Fidelity Income Fund 811-04085 0000751199 D66RCKM57LC8ELZCAY58 245 Summer Street Boston 02210 1-800-FIDELITY Fidelity Series Government Bond Index Fund S000062811 5493008OUSCU404XH536 2023-08-31 2022-11-30 N 603345082.88 1048887.66 602296195.22 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 USD N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.125% 02/28/2025 912828ZC7 8407000.00000000 PA USD 7845438.63000000 1.302588110677 Long DBT UST US N 2 2025-02-28 Fixed 0.01125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 3.25% 06/30/2027 91282CEW7 3060000.00000000 PA USD 2980392.20000000 0.494838291135 Long DBT UST US N 2 2027-06-30 Fixed 0.03250000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 3.125% 08/15/2044 912810RH3 233000.00000000 PA USD 201372.07000000 0.033434059786 Long DBT UST US N 2 2044-08-15 Fixed 0.03125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.75% 08/31/2025 9128284Z0 17000.00000000 PA USD 16392.38000000 0.002721647609 Long DBT UST US N 2 2025-08-31 Fixed 0.02750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.5% 01/31/2027 912828Z78 4376000.00000000 PA USD 3971220.00000000 0.659346685487 Long DBT UST US N 2 2027-01-31 Fixed 0.01500000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 FHLMC 6.25% 7/15/32 3134A4KX1 585000.00000000 PA USD 685591.55000000 0.113829633233 Long DBT USGSE US N 2 2032-07-15 Fixed 0.06250000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 FEDERAL HOME LOAN BANKS 1% 12/20/2024 3130AQF40 330000.00000000 PA USD 307039.27000000 0.050978118812 Long DBT USGSE US N 2 2024-12-20 Fixed 0.01000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.375% 03/31/2029 91282CEE7 3930000.00000000 PA USD 3616674.62000000 0.600481067073 Long DBT UST US N 2 2029-03-31 Fixed 0.02375000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE 1.625% 01/07/2025 3135G0X24 15000.00000000 PA USD 14160.27000000 0.002351047559 Long DBT USGSE US N 2 2025-01-07 Fixed 0.01625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.75% 11/15/2023 912828WE6 2000.00000000 PA USD 1962.03000000 0.000325758325 Long DBT UST US N 2 2023-11-15 Fixed 0.02750000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 1.375% 08/15/2050 912810SP4 2035000.00000000 PA USD 1173622.66000000 0.194858056437 Long DBT UST US N 2 2050-08-15 Fixed 0.01375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.875% 11/30/2025 9128285N6 629000.00000000 PA USD 607771.25000000 0.100909030278 Long DBT UST US N 2 2025-11-30 Fixed 0.02875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.5% 11/30/2028 91282CDL2 10436000.00000000 PA USD 9152290.49000000 1.519566379903 Long DBT UST US N 2 2028-11-30 Fixed 0.01500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 3% 10/31/2025 9128285J5 3689000.00000000 PA USD 3578474.09000000 0.594138584702 Long DBT UST US N 2 2025-10-31 Fixed 0.03000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE 0.25% 11/27/2023 3135G06H1 3332000.00000000 PA USD 3183682.78000000 0.528590883566 Long DBT USGSE US N 2 2023-11-27 Fixed 0.00250000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FNMA 7.25% 5/15/30 31359MFP3 866000.00000000 PA USD 1043869.44000000 0.173314965009 Long DBT USGSE US N 2 2030-05-15 Fixed 0.07250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.25% 04/15/2023 912828ZH6 22000.00000000 PA USD 21653.67000000 0.003595186250 Long DBT UST US N 2 2023-04-15 Fixed 0.00250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.875% 04/30/2025 9128284M9 47000.00000000 PA USD 45540.43000000 0.007561135262 Long DBT UST US N 2 2025-04-30 Fixed 0.02875000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 5.5% 08/15/2028 912810FE3 147000.00000000 PA USD 159058.59000000 0.026408699118 Long DBT UST US N 2 2028-08-15 Fixed 0.05500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.375% 07/15/2024 91282CCL3 11356000.00000000 PA USD 10628506.25000000 1.764664351917 Long DBT UST US N 2 2024-07-15 Fixed 0.00375000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 3.125% 05/15/2048 912810SC3 5311000.00000000 PA USD 4587168.80000000 0.761613444747 Long DBT UST US N 2 2048-05-15 Fixed 0.03125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.875% 06/30/2026 91282CCJ8 5006000.00000000 PA USD 4487605.22000000 0.745082777479 Long DBT UST US N 2 2026-06-30 Fixed 0.00875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.875% 11/15/2030 91282CAV3 4569000.00000000 PA USD 3712490.97000000 0.616389576999 Long DBT UST US N 2 2030-11-15 Fixed 0.00875000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 1.875% 02/15/2051 912810SU3 3943000.00000000 PA USD 2599915.63000000 0.431667284408 Long DBT UST US N 2 2051-02-15 Fixed 0.01875000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 3.875% 08/15/2040 912810QK7 1136000.00000000 PA USD 1132893.74000000 0.188095782273 Long DBT UST US N 2 2040-08-15 Fixed 0.03875000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 4.625% 02/15/2040 912810QE1 409000.00000000 PA USD 449995.86000000 0.074713382480 Long DBT UST US N 2 2040-02-15 Fixed 0.04625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 3% 09/30/2025 9128285C0 2655000.00000000 PA USD 2577113.08000000 0.427881348156 Long DBT UST US N 2 2025-09-30 Fixed 0.03000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 2.25% 02/15/2052 912810TD0 4720000.00000000 PA USD 3408540.64000000 0.565924318807 Long DBT UST US N 2 2052-02-15 Fixed 0.02250000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 2.375% 11/15/2049 912810SK5 19000.00000000 PA USD 14201.02000000 0.002357813333 Long DBT UST US N 2 2049-11-15 Fixed 0.02375000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 FHLMC 2.75% 06/19/2023 3137EAEN5 11000.00000000 PA USD 10877.75000000 0.001806046607 Long DBT USGSE US N 2 2023-06-19 Fixed 0.02750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.375% 08/15/2024 912828D56 200000.00000000 PA USD 192968.75000000 0.032038845925 Long DBT UST US N 2 2024-08-15 Fixed 0.02375000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 1.625% 11/15/2050 912810SS8 8694000.00000000 PA USD 5369903.44000000 0.891571868229 Long DBT UST US N 2 2050-11-15 Fixed 0.01625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.625% 07/31/2026 91282CCP4 3440000.00000000 PA USD 3047490.63000000 0.505978728437 Long DBT UST US N 2 2026-07-31 Fixed 0.00625000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE 0.875% 08/05/2030 3135G05Q2 727000.00000000 PA USD 578545.04000000 0.096056565621 Long DBT USGSE US N 2 2030-08-05 Fixed 0.00875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4.25% 09/30/2024 91282CFN6 4054000.00000000 PA USD 4041806.34000000 0.671066224903 Long DBT UST US N 2 2024-09-30 Fixed 0.04250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.875% 05/15/2028 9128284N7 312000.00000000 PA USD 297180.00000000 0.049341171728 Long DBT UST US N 2 2028-05-15 Fixed 0.02875000 N N N N N N FEDERAL FARM CREDIT BANKS 254900C5LP6DN9OP9V83 FEDERAL FARM CREDIT BANKS 1% 10/07/2026 3133ENAF7 1000000.00000000 PA USD 886297.56000000 0.147153106234 Long DBT USGSE US N 2 2026-10-07 Fixed 0.01000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2% 11/15/2026 912828U24 2652000.00000000 PA USD 2463148.59000000 0.408959679564 Long DBT UST US N 2 2026-11-15 Fixed 0.02000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.125% 10/31/2026 91282CDG3 1350000.00000000 PA USD 1212257.81000000 0.201272699316 Long DBT UST US N 2 2026-10-31 Fixed 0.01125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.625% 12/31/2025 9128285T3 5827000.00000000 PA USD 5586408.65000000 0.927518502413 Long DBT UST US N 2 2025-12-31 Fixed 0.02625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.875% 05/31/2025 9128284R8 104000.00000000 PA USD 100729.69000000 0.016724277988 Long DBT UST US N 2 2025-05-31 Fixed 0.02875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.75% 08/31/2023 9128284X5 23000.00000000 PA USD 22663.98000000 0.003762929299 Long DBT UST US N 2 2023-08-31 Fixed 0.02750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.625% 02/15/2029 9128286B1 2771000.00000000 PA USD 2590452.03000000 0.430096030916 Long DBT UST US N 2 2029-02-15 Fixed 0.02625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.875% 07/31/2025 912828Y79 3667000.00000000 PA USD 3551260.31000000 0.589620246347 Long DBT UST US N 2 2025-07-31 Fixed 0.02875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.25% 06/30/2025 912828ZW3 273000.00000000 PA USD 247470.24000000 0.041087797326 Long DBT UST US N 2 2025-06-30 Fixed 0.00250000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 2.25% 08/15/2049 912810SJ8 3614000.00000000 PA USD 2625655.71000000 0.435940942486 Long DBT UST US N 2 2049-08-15 Fixed 0.02250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.625% 11/30/2027 91282CAY7 4558000.00000000 PA USD 3896021.70000000 0.646861416512 Long DBT UST US N 2 2027-11-30 Fixed 0.00625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.5% 01/31/2024 9128285Z9 7562000.00000000 PA USD 7377971.62000000 1.224973971038 Long DBT UST US N 2 2024-01-31 Fixed 0.02500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 3.125% 08/31/2029 91282CFJ5 2850000.00000000 PA USD 2741455.07000000 0.455167256867 Long DBT UST US N 2 2029-08-31 Fixed 0.03125000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FNMA 7.125% 1/15/30 31359MFJ7 6000.00000000 PA USD 7140.48000000 0.001185542936 Long DBT USGSE US N 2 2030-01-15 Fixed 0.07125000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 5.25% 02/15/2029 912810FG8 3824000.00000000 PA USD 4111696.27000000 0.682670138485 Long DBT UST US N 2 2029-02-15 Fixed 0.05250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.875% 07/31/2026 912828Y95 105000.00000000 PA USD 97490.04000000 0.016186394796 Long DBT UST US N 2 2026-07-31 Fixed 0.01875000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 2.75% 08/15/2042 912810QX9 3058000.00000000 PA USD 2518908.05000000 0.418217493318 Long DBT UST US N 2 2042-08-15 Fixed 0.02750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.75% 12/31/2026 912828YX2 2030000.00000000 PA USD 1865538.29000000 0.309737684681 Long DBT UST US N 2 2026-12-31 Fixed 0.01750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.75% 02/15/2024 912828B66 8459000.00000000 PA USD 8271315.94000000 1.373297059759 Long DBT UST US N 2 2024-02-15 Fixed 0.02750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 3% 07/31/2024 91282CFA4 4110000.00000000 PA USD 4012869.15000000 0.666261746603 Long DBT UST US N 2 2024-07-31 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.75% 01/31/2028 91282CBJ9 2797000.00000000 PA USD 2395477.53000000 0.397724167778 Long DBT UST US N 2 2028-01-31 Fixed 0.00750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.25% 09/30/2025 91282CAM3 448000.00000000 PA USD 403077.50000000 0.066923467755 Long DBT UST US N 2 2025-09-30 Fixed 0.00250000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 2.5% 02/15/2045 912810RK6 160000.00000000 PA USD 123356.25000000 0.020480994397 Long DBT UST US N 2 2045-02-15 Fixed 0.02500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 2.75% 11/15/2042 912810QY7 550000.00000000 PA USD 451666.02000000 0.074990681260 Long DBT UST US N 2 2042-11-15 Fixed 0.02750000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 1.875% 11/15/2051 912810TB4 5009000.00000000 PA USD 3294004.50000000 0.546907738442 Long DBT UST US N 2 2051-11-15 Fixed 0.01875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.625% 12/31/2027 91282CBB6 2957000.00000000 PA USD 2521651.06000000 0.418672918742 Long DBT UST US N 2 2027-12-31 Fixed 0.00625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.75% 03/31/2026 91282CBT7 9444000.00000000 PA USD 8492590.76000000 1.410035598331 Long DBT UST US N 2 2026-03-31 Fixed 0.00750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.25% 06/15/2024 91282CCG4 18735000.00000000 PA USD 17540643.75000000 2.912295294110 Long DBT UST US N 2 2024-06-15 Fixed 0.00250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.75% 05/31/2026 91282CCF6 640000.00000000 PA USD 572100.00000000 0.094986487469 Long DBT UST US N 2 2026-05-31 Fixed 0.00750000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 2% 02/15/2050 912810SL3 2973000.00000000 PA USD 2030814.50000000 0.337178703122 Long DBT UST US N 2 2050-02-15 Fixed 0.02000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.5% 05/31/2027 912828ZS2 3605000.00000000 PA USD 3106073.62000000 0.515705336452 Long DBT UST US N 2 2027-05-31 Fixed 0.00500000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE 0.625% 04/22/2025 3135G03U5 814000.00000000 PA USD 745483.76000000 0.123773612703 Long DBT USGSE US N 2 2025-04-22 Fixed 0.00625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.75% 08/15/2032 91282CFF3 6760000.00000000 PA USD 6261450.00000000 1.039596472581 Long DBT UST US N 2 2032-08-15 Fixed 0.02750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2% 08/15/2025 912828K74 422000.00000000 PA USD 398921.88000000 0.066233504904 Long DBT UST US N 2 2025-08-15 Fixed 0.02000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 3% 02/15/2048 912810SA7 856000.00000000 PA USD 721146.56000000 0.119732876568 Long DBT UST US N 2 2048-02-15 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.375% 07/31/2027 91282CAD3 16032000.00000000 PA USD 13674795.00000000 2.270443530695 Long DBT UST US N 2 2027-07-31 Fixed 0.00375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.375% 12/31/2028 91282CDP3 1541000.00000000 PA USD 1341994.30000000 0.222813013040 Long DBT UST US N 2 2028-12-31 Fixed 0.01375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.25% 12/31/2024 9128283P3 894000.00000000 PA USD 857227.27000000 0.142326529173 Long DBT UST US N 2 2024-12-31 Fixed 0.02250000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 3.125% 02/15/2043 912810QZ4 137000.00000000 PA USD 119618.13000000 0.019860349600 Long DBT UST US N 2 2043-02-15 Fixed 0.03125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.625% 05/15/2031 91282CCB5 6273000.00000000 PA USD 5361944.73000000 0.890250473530 Long DBT UST US N 2 2031-05-15 Fixed 0.01625000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 2.25% 05/15/2041 912810SY5 3180000.00000000 PA USD 2443507.04000000 0.405698568145 Long DBT UST US N 2 2041-05-15 Fixed 0.02250000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 2.875% 05/15/2049 912810SH2 1675000.00000000 PA USD 1388090.82000000 0.230466476629 Long DBT UST US N 2 2049-05-15 Fixed 0.02875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.5% 01/15/2023 912828Z29 16000.00000000 PA USD 15948.25000000 0.002647908143 Long DBT UST US N 2 2023-01-15 Fixed 0.01500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 3.75% 11/15/2043 912810RD2 985000.00000000 PA USD 945215.24000000 0.156935283254 Long DBT UST US N 2 2043-11-15 Fixed 0.03750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.125% 02/15/2024 91282CBM2 175000.00000000 PA USD 165771.48000000 0.027523248746 Long DBT UST US N 2 2024-02-15 Fixed 0.00125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1% 07/31/2028 91282CCR0 310000.00000000 PA USD 265812.89000000 0.044133250734 Long DBT UST US N 2 2028-07-31 Fixed 0.01000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.125% 12/15/2023 91282CBA8 1354000.00000000 PA USD 1290901.49000000 0.214330009096 Long DBT UST US N 2 2023-12-15 Fixed 0.00125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.25% 05/15/2024 91282CCC3 17808000.00000000 PA USD 16724911.92000000 2.776858305387 Long DBT UST US N 2 2024-05-15 Fixed 0.00250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.5% 11/30/2024 912828YV6 4023000.00000000 PA USD 3803935.10000000 0.631572161702 Long DBT UST US N 2 2024-11-30 Fixed 0.01500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.375% 11/15/2031 91282CDJ7 9853000.00000000 PA USD 8149123.76000000 1.353009337378 Long DBT UST US N 2 2031-11-15 Fixed 0.01375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.375% 10/31/2028 91282CDF5 2290000.00000000 PA USD 1996235.94000000 0.331437581017 Long DBT UST US N 2 2028-10-31 Fixed 0.01375000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 1.875% 02/15/2041 912810SW9 3726000.00000000 PA USD 2692617.19000000 0.447058641806 Long DBT UST US N 2 2041-02-15 Fixed 0.01875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.75% 05/31/2029 91282CES6 880000.00000000 PA USD 827612.50000000 0.137409551408 Long DBT UST US N 2 2029-05-31 Fixed 0.02750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.5% 08/31/2027 91282CAH4 4183000.00000000 PA USD 3577445.41000000 0.593967791659 Long DBT UST US N 2 2027-08-31 Fixed 0.00500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 5% 05/15/2037 912810PU6 1901000.00000000 PA USD 2171669.72000000 0.360565073668 Long DBT UST US N 2 2037-05-15 Fixed 0.05000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 2.75% 08/15/2047 912810RY6 7951000.00000000 PA USD 6379124.59000000 1.059134133774 Long DBT UST US N 2 2047-08-15 Fixed 0.02750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.5% 02/28/2026 9128286F2 1670000.00000000 PA USD 1591457.81000000 0.264231755510 Long DBT UST US N 2 2026-02-28 Fixed 0.02500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.875% 08/15/2028 9128284V9 11872000.00000000 PA USD 11290921.28000000 1.874645958186 Long DBT UST US N 2 2028-08-15 Fixed 0.02875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.25% 12/31/2026 91282CDQ1 1130000.00000000 PA USD 1016470.31000000 0.168765852759 Long DBT UST US N 2 2026-12-31 Fixed 0.01250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.375% 09/30/2027 91282CAL5 1530000.00000000 PA USD 1297870.31000000 0.215487051105 Long DBT UST US N 2 2027-09-30 Fixed 0.00375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.375% 08/31/2026 912828YD6 5158000.00000000 PA USD 4692369.60000000 0.779080066791 Long DBT UST US N 2 2026-08-31 Fixed 0.01375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.875% 04/30/2029 91282CEM9 100000.00000000 PA USD 94765.63000000 0.015734057553 Long DBT UST US N 2 2029-04-30 Fixed 0.02875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4.375% 10/31/2024 91282CFQ9 4760000.00000000 PA USD 4758884.35000000 0.790123594963 Long DBT UST US N 2 2024-10-31 Fixed 0.04375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.25% 02/15/2027 912828V98 1829000.00000000 PA USD 1710829.44000000 0.284051178403 Long DBT UST US N 2 2027-02-15 Fixed 0.02250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.625% 03/31/2027 912828ZE3 4626000.00000000 PA USD 4027691.94000000 0.668722793197 Long DBT UST US N 2 2027-03-31 Fixed 0.00625000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 3.375% 08/15/2042 912810TK4 2510000.00000000 PA USD 2296257.81000000 0.381250592021 Long DBT UST US N 2 2042-08-15 Fixed 0.03375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.75% 05/31/2023 9128284S6 237000.00000000 PA USD 234842.93000000 0.038991269057 Long DBT UST US N 2 2023-05-31 Fixed 0.02750000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 2% 08/15/2051 912810SZ2 5091000.00000000 PA USD 3459891.35000000 0.574450142215 Long DBT UST US N 2 2051-08-15 Fixed 0.02000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.125% 01/15/2024 91282CBE0 8513000.00000000 PA USD 8093668.26000000 1.343801990488 Long DBT UST US N 2 2024-01-15 Fixed 0.00125000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 3% 08/15/2048 912810SD1 519000.00000000 PA USD 438514.46000000 0.072807111099 Long DBT UST US N 2 2048-08-15 Fixed 0.03000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 4.5% 02/15/2036 912810FT0 1391000.00000000 PA USD 1517331.05000000 0.251924395678 Long DBT UST US N 2 2036-02-15 Fixed 0.04500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.5% 03/31/2023 9128284D9 67000.00000000 PA USD 66549.67000000 0.011049325984 Long DBT UST US N 2 2023-03-31 Fixed 0.02500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.625% 01/31/2026 9128286A3 998000.00000000 PA USD 955896.88000000 0.158708769470 Long DBT UST US N 2 2026-01-31 Fixed 0.02625000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 2.875% 11/15/2046 912810RU4 2801000.00000000 PA USD 2303494.25000000 0.382452067318 Long DBT UST US N 2 2046-11-15 Fixed 0.02875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.125% 02/28/2027 912828ZB9 478000.00000000 PA USD 426671.02000000 0.070840729758 Long DBT UST US N 2 2027-02-28 Fixed 0.01125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.75% 02/15/2028 9128283W8 1089000.00000000 PA USD 1032720.82000000 0.171463945513 Long DBT UST US N 2 2028-02-15 Fixed 0.02750000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 4.25% 11/15/2040 912810QL5 92000.00000000 PA USD 96229.84000000 0.015977162194 Long DBT UST US N 2 2040-11-15 Fixed 0.04250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.375% 01/31/2025 912828Z52 66000.00000000 PA USD 62065.78000000 0.010304860049 Long DBT UST US N 2 2025-01-31 Fixed 0.01375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.75% 12/31/2024 912828YY0 1000.00000000 PA USD 949.49000000 0.000157645027 Long DBT UST US N 2 2024-12-31 Fixed 0.01750000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 3.375% 11/15/2048 912810SE9 10000.00000000 PA USD 9073.83000000 0.001506539485 Long DBT UST US N 2 2048-11-15 Fixed 0.03375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.75% 01/31/2023 912828P38 11000.00000000 PA USD 10954.90000000 0.001818855919 Long DBT UST US N 2 2023-01-31 Fixed 0.01750000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FNMA 6.25% 5/15/29 31359MEU3 71000.00000000 PA USD 80016.29000000 0.013285205955 Long DBT USGSE US N 2 2029-05-15 Fixed 0.06250000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 3% 02/15/2049 912810SF6 420000.00000000 PA USD 356327.34000000 0.059161479489 Long DBT UST US N 2 2049-02-15 Fixed 0.03000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 4.75% 02/15/2041 912810QN1 12000.00000000 PA USD 13364.06000000 0.002218851805 Long DBT UST US N 2 2041-02-15 Fixed 0.04750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.25% 03/31/2028 91282CBS9 520000.00000000 PA USD 455893.75000000 0.075692616625 Long DBT UST US N 2 2028-03-31 Fixed 0.01250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.25% 11/15/2027 9128283F5 1113000.00000000 PA USD 1033003.13000000 0.171510817799 Long DBT UST US N 2 2027-11-15 Fixed 0.02250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4% 10/31/2029 91282CFT3 3230000.00000000 PA USD 3278954.69000000 0.544408999429 Long DBT UST US N 2 2029-10-31 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.625% 09/30/2026 912828YG9 199000.00000000 PA USD 182699.10000000 0.030333762930 Long DBT UST US N 2 2026-09-30 Fixed 0.01625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.625% 10/31/2026 912828YQ7 3500000.00000000 PA USD 3205781.25000000 0.532259920524 Long DBT UST US N 2 2026-10-31 Fixed 0.01625000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 2.375% 05/15/2051 912810SX7 7199000.00000000 PA USD 5353693.86000000 0.888880571135 Long DBT UST US N 2 2051-05-15 Fixed 0.02375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.625% 03/31/2025 9128284F4 1463000.00000000 PA USD 1413052.27000000 0.234610857782 Long DBT UST US N 2 2025-03-31 Fixed 0.02625000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 1.125% 05/15/2040 912810SR0 301000.00000000 PA USD 192616.49000000 0.031980359751 Long DBT UST US N 2 2040-05-15 Fixed 0.01125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.625% 05/15/2026 912828R36 222000.00000000 PA USD 204899.06000000 0.034019650402 Long DBT UST US N 2 2026-05-15 Fixed 0.01625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.625% 12/15/2022 912828YW4 16000.00000000 PA USD 15988.44000000 0.002654580939 Long DBT UST US N 2 2022-12-15 Fixed 0.01625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.25% 08/15/2027 9128282R0 1597000.00000000 PA USD 1487331.01000000 0.246943451046 Long DBT UST US N 2 2027-08-15 Fixed 0.02250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.125% 05/31/2023 91282CCD1 10000.00000000 PA USD 9780.47000000 0.001623863819 Long DBT UST US N 2 2023-05-31 Fixed 0.00125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.375% 05/15/2027 912828X88 2224000.00000000 PA USD 2086650.63000000 0.346449246493 Long DBT UST US N 2 2027-05-15 Fixed 0.02375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.375% 11/30/2025 91282CAZ4 1170000.00000000 PA USD 1048749.61000000 0.174125225814 Long DBT UST US N 2 2025-11-30 Fixed 0.00375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2% 05/31/2024 912828XT2 928000.00000000 PA USD 893417.50000000 0.148335238889 Long DBT UST US N 2 2024-05-31 Fixed 0.02000000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 1.375% 11/15/2040 912810ST6 12447000.00000000 PA USD 8254403.05000000 1.370488991215 Long DBT UST US N 2 2040-11-15 Fixed 0.01375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.25% 04/30/2028 91282CBZ3 573000.00000000 PA USD 501442.15000000 0.083255075157 Long DBT UST US N 2 2028-04-30 Fixed 0.01250000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 3% 05/15/2042 912810QW1 2828000.00000000 PA USD 2439370.92000000 0.405011842903 Long DBT UST US N 2 2042-05-15 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.75% 08/31/2026 91282CCW9 6342000.00000000 PA USD 5632488.75000000 0.935169239769 Long DBT UST US N 2 2026-08-31 Fixed 0.00750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.625% 05/15/2030 912828ZQ6 1227000.00000000 PA USD 986201.25000000 0.163740242396 Long DBT UST US N 2 2030-05-15 Fixed 0.00625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.25% 09/30/2028 91282CCY5 1080000.00000000 PA USD 936393.75000000 0.155470640098 Long DBT UST US N 2 2028-09-30 Fixed 0.01250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 3.125% 08/15/2025 91282CFE6 270000.00000000 PA USD 263007.42000000 0.043667454997 Long DBT UST US N 2 2025-08-15 Fixed 0.03125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.5% 04/30/2027 912828ZN3 3017000.00000000 PA USD 2608644.34000000 0.433116523182 Long DBT UST US N 2 2027-04-30 Fixed 0.00500000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE 2.625% 09/06/2024 3135G0ZR7 9000.00000000 PA USD 8725.61000000 0.001448724077 Long DBT USGSE US N 2 2024-09-06 Fixed 0.02625000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 4.375% 11/15/2039 912810QD3 523000.00000000 PA USD 558302.50000000 0.092695671071 Long DBT UST US N 2 2039-11-15 Fixed 0.04375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.5% 03/15/2023 912828ZD5 95000.00000000 PA USD 93919.06000000 0.015593500464 Long DBT UST US N 2 2023-03-15 Fixed 0.00500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.25% 08/31/2025 91282CAJ0 7120000.00000000 PA USD 6406887.50000000 1.063743644878 Long DBT UST US N 2 2025-08-31 Fixed 0.00250000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 4.375% 02/15/2038 912810PW2 410000.00000000 PA USD 440029.30000000 0.073058621902 Long DBT UST US N 2 2038-02-15 Fixed 0.04375000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 FEDERAL HOME LOAN BANKS 3.25% 11/16/2028 3130AFFX0 1850000.00000000 PA USD 1789438.44000000 0.297102730218 Long DBT USGSE US N 2 2028-11-16 Fixed 0.03250000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 1.125% 08/15/2040 912810SQ2 2054000.00000000 PA USD 1304530.71000000 0.216592885751 Long DBT UST US N 2 2040-08-15 Fixed 0.01125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.875% 11/30/2023 9128285P1 310000.00000000 PA USD 304235.94000000 0.050512678382 Long DBT UST US N 2 2023-11-30 Fixed 0.02875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.375% 04/30/2025 912828ZL7 7678000.00000000 PA USD 7009174.18000000 1.163742065054 Long DBT UST US N 2 2025-04-30 Fixed 0.00375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.75% 04/30/2026 91282CBW0 7936000.00000000 PA USD 7113259.96000000 1.181023558915 Long DBT UST US N 2 2026-04-30 Fixed 0.00750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.5% 10/31/2027 91282CAU5 5860000.00000000 PA USD 4988782.78000000 0.828293922424 Long DBT UST US N 2 2027-10-31 Fixed 0.00500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 3.375% 05/15/2044 912810RG5 1939000.00000000 PA USD 1749493.04000000 0.290470544872 Long DBT UST US N 2 2044-05-15 Fixed 0.03375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.25% 11/15/2024 912828G38 196000.00000000 PA USD 188228.91000000 0.031251884287 Long DBT UST US N 2 2024-11-15 Fixed 0.02250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.375% 02/29/2024 9128286G0 6467000.00000000 PA USD 6291431.04000000 1.044574262618 Long DBT UST US N 2 2024-02-29 Fixed 0.02375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.125% 08/31/2028 91282CCV1 1748000.00000000 PA USD 1507308.60000000 0.250260355612 Long DBT UST US N 2 2028-08-31 Fixed 0.01125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.375% 09/15/2024 91282CCX7 8936000.00000000 PA USD 8317112.21000000 1.380900672461 Long DBT UST US N 2 2024-09-15 Fixed 0.00375000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 5.25% 11/15/2028 912810FF0 505000.00000000 PA USD 541434.96000000 0.089895132045 Long DBT UST US N 2 2028-11-15 Fixed 0.05250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.125% 12/31/2022 91282CBD2 11000.00000000 PA USD 10965.19000000 0.001820564381 Long DBT UST US N 2 2022-12-31 Fixed 0.00125000 N N N N N N TENNESSEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 TVA 4.875% 1/15/48 880591EB4 630000.00000000 PA USD 620994.16000000 0.103104446770 Long DBT USGSE US N 2 2048-01-15 Fixed 0.04875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.25% 08/15/2031 91282CCS8 3684000.00000000 PA USD 3032680.29000000 0.503519748932 Long DBT UST US N 2 2031-08-15 Fixed 0.01250000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 3% 08/15/2052 912810TJ7 2490000.00000000 PA USD 2132062.50000000 0.353989036776 Long DBT UST US N 2 2052-08-15 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.125% 05/15/2025 912828XB1 734000.00000000 PA USD 698389.53000000 0.115954498059 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 1882000.00000000 PA USD 1686742.50000000 0.280051993252 Long DBT UST US N 2 2025-10-31 Fixed 0.00250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.5% 08/15/2026 9128282A7 192000.00000000 PA USD 175605.00000000 0.029155920524 Long DBT UST US N 2 2026-08-15 Fixed 0.01500000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE 2.125% 04/24/2026 3135G0K36 221000.00000000 PA USD 207342.17000000 0.034425283049 Long DBT USGSE US N 2 2026-04-24 Fixed 0.02125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.5% 10/31/2024 912828YM6 641000.00000000 PA USD 607297.43000000 0.100830361343 Long DBT UST US N 2 2024-10-31 Fixed 0.01500000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 FREDDIE MAC 0.125% 10/16/2023 3137EAEY1 3450000.00000000 PA USD 3311412.02000000 0.549797931031 Long DBT USGSE US N 2 2023-10-16 Fixed 0.00125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.375% 05/15/2029 9128286T2 3505000.00000000 PA USD 3224736.91000000 0.535407152758 Long DBT UST US N 2 2029-05-15 Fixed 0.02375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 3% 06/30/2024 91282CEX5 3430000.00000000 PA USD 3349073.44000000 0.556050904285 Long DBT UST US N 2 2024-06-30 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.375% 01/31/2023 9128283U2 92000.00000000 PA USD 91716.13000000 0.015227745207 Long DBT UST US N 2 2023-01-31 Fixed 0.02375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.25% 07/31/2025 91282CAB7 5195000.00000000 PA USD 4691328.54000000 0.778907218280 Long DBT UST US N 2 2025-07-31 Fixed 0.00250000 N N N N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 Fidelity Cash Central Fund 31635A105 5968091.05300000 NS USD 5969284.67000000 0.991087892863 Long STIV RF US N 1 N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.75% 02/28/2025 9128283Z1 971000.00000000 PA USD 939632.15000000 0.156008315751 Long DBT UST US N 2 2025-02-28 Fixed 0.02750000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 3.75% 08/15/2041 912810QS0 275000.00000000 PA USD 267491.21000000 0.044411904329 Long DBT UST US N 2 2041-08-15 Fixed 0.03750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.625% 08/15/2029 912828YB0 908000.00000000 PA USD 797372.97000000 0.132388843948 Long DBT UST US N 2 2029-08-15 Fixed 0.01625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.5% 06/30/2027 912828ZV5 2645000.00000000 PA USD 2273563.47000000 0.377482622012 Long DBT UST US N 2 2027-06-30 Fixed 0.00500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 3.25% 06/30/2029 91282CEV9 3680000.00000000 PA USD 3565287.48000000 0.591949195146 Long DBT UST US N 2 2029-06-30 Fixed 0.03250000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 FEDERAL HOME LOAN BANKS 3.375% 03/08/2024 3130AT3H8 2370000.00000000 PA USD 2329316.98000000 0.386739447880 Long DBT USGSE US N 2 2024-03-08 Fixed 0.03375000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 6.125% 08/15/2029 912810FJ2 443000.00000000 PA USD 502874.22000000 0.083492843552 Long DBT UST US N 2 2029-08-15 Fixed 0.06125000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 3.625% 02/15/2044 912810RE0 600000.00000000 PA USD 564304.69000000 0.093692222278 Long DBT UST US N 2 2044-02-15 Fixed 0.03625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.625% 05/31/2027 91282CET4 1000000.00000000 PA USD 949101.56000000 0.157580533885 Long DBT UST US N 2 2027-05-31 Fixed 0.02625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4.125% 10/31/2027 91282CFU0 5900000.00000000 PA USD 5975132.84000000 0.992058871933 Long DBT UST US N 2 2027-10-31 Fixed 0.04125000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 2% 11/15/2041 912810TC2 4351000.00000000 PA USD 3168921.67000000 0.526140077780 Long DBT UST US N 2 2041-11-15 Fixed 0.02000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.25% 06/30/2028 91282CCH2 5360000.00000000 PA USD 4671993.72000000 0.775697033632 Long DBT UST US N 2 2028-06-30 Fixed 0.01250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.875% 02/15/2032 91282CDY4 5020000.00000000 PA USD 4330142.06000000 0.718938969624 Long DBT UST US N 2 2032-02-15 Fixed 0.01875000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 3% 11/15/2045 912810RP5 732000.00000000 PA USD 616166.72000000 0.102302940793 Long DBT UST US N 2 2045-11-15 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.375% 01/31/2026 91282CBH3 5750000.00000000 PA USD 5127158.22000000 0.851268571956 Long DBT UST US N 2 2026-01-31 Fixed 0.00375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.625% 02/28/2023 9128284A5 2000.00000000 PA USD 1991.07000000 0.000330579873 Long DBT UST US N 2 2023-02-28 Fixed 0.02625000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 1.75% 08/15/2041 912810TA6 2948000.00000000 PA USD 2056690.63000000 0.341474949754 Long DBT UST US N 2 2041-08-15 Fixed 0.01750000 N N N N N N FEDERAL FARM CREDIT BANKS 254900C5LP6DN9OP9V83 FEDERAL FARM CREDIT BANKS 0.72% 10/27/2026 3133EMES7 500000.00000000 PA USD 436690.94000000 0.072504349764 Long DBT USGSE US N 2 2026-10-27 Fixed 0.00720000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FNMA 0.5% 06/17/2025 3135G04Z3 5000.00000000 PA USD 4553.44000000 0.000756013409 Long DBT USGSE US N 2 2025-06-17 Fixed 0.00500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.625% 10/15/2024 91282CDB4 2810000.00000000 PA USD 2621093.37000000 0.435183451398 Long DBT UST US N 2 2024-10-15 Fixed 0.00625000 N N N N N N FEDERAL FARM CREDIT BANKS 254900C5LP6DN9OP9V83 FEDERAL FARM CREDIT BANKS 3% 08/03/2026 3133END80 1560000.00000000 PA USD 1499313.29000000 0.248932884168 Long DBT USGSE US N 2 2026-08-03 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2% 02/15/2025 912828J27 56000.00000000 PA USD 53302.81000000 0.008849933043 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 54339.14000000 0.009021996225 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 5955000.00000000 PA USD 5002432.60000000 0.830560219324 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 2449000.00000000 PA USD 2169756.60000000 0.360247435932 Long DBT UST US N 2 2029-11-15 Fixed 0.01750000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 7.5% 11/15/2024 912810ES3 1230000.00000000 PA USD 1302214.46000000 0.216208315831 Long DBT UST US N 2 2024-11-15 Fixed 0.07500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.875% 09/30/2026 91282CCZ2 5616000.00000000 PA USD 5002846.86000000 0.830628999436 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 FHLMC 6.75 3/15/2031 3134A4AA2 173000.00000000 PA USD 205299.07000000 0.034086064569 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 16941293.66000000 2.812784439691 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 68891.92000000 0.011438212717 Long DBT UST US N 2 2022-12-31 Fixed 0.02125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.125% 02/15/2031 91282CBL4 7389000.00000000 PA USD 6120747.46000000 1.016235451689 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% 05/15/2045 912810RM2 303000.00000000 PA USD 255265.66000000 0.042382080781 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 7599952.48000000 1.261829734325 Long DBT UST US N 2 2026-02-28 Fixed 0.00500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.75% 07/31/2027 91282CFB2 4416000.00000000 PA USD 4207620.00000000 0.698596476848 Long DBT UST US N 2 2027-07-31 Fixed 0.02750000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 3% 11/15/2044 912810RJ9 265000.00000000 PA USD 223966.41000000 0.037185426668 Long DBT UST US N 2 2044-11-15 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.5% 05/15/2024 912828WJ5 200000.00000000 PA USD 194085.94000000 0.032224334395 Long DBT UST US N 2 2024-05-15 Fixed 0.02500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.25% 05/31/2025 912828ZT0 1615000.00000000 PA USD 1465360.16000000 0.243295602998 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 1355922.77000000 0.225125574553 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 688134.38000000 0.114251822518 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 679256.56000000 0.112777826821 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 8848000.00000000 PA USD 7068031.21000000 1.173514172278 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 5491000.00000000 PA USD 3062948.44000000 0.508545208206 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 7000.00000000 PA USD 6957.38000000 0.001155142611 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 1922269.33000000 0.319156811093 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 182508.30000000 0.030302084165 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 1011242.58000000 0.167897886127 Long DBT UST US N 2 2024-09-30 Fixed 0.01500000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 FHLB 5.5% 7/15/36 3133XGAY0 100000.00000000 PA USD 111357.69000000 0.018488858286 Long DBT USGSE US N 2 2036-07-15 Fixed 0.05500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.875% 05/15/2032 91282CEP2 5770000.00000000 PA USD 5408473.44000000 0.897975694172 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 10884.74000000 0.001807207165 Long DBT UST US N 2 2023-02-28 Fixed 0.00125000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 3.625% 08/15/2043 912810RC4 481000.00000000 PA USD 453361.29000000 0.075272149085 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 2960338.35000000 0.491508725025 Long DBT UST US N 2 2025-03-31 Fixed 0.00500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 3.125% 11/15/2041 912810QT8 1240000.00000000 PA USD 1096479.68000000 0.182049909778 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 8802000.00000000 PA USD 7603759.01000000 1.262461737322 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 593306.17000000 0.098507374728 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 1051849.69000000 0.174639936022 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 2556444.62000000 0.424449737569 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 2339014.00000000 0.388349456390 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 215059.37000000 0.035706579537 Long DBT USGSE US N 2 2029-09-15 Fixed 0.06750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.625% 07/31/2029 91282CFC0 1681000.00000000 PA USD 1568320.47000000 0.260390233650 Long DBT UST US N 2 2029-07-31 Fixed 0.02625000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE 1.875% 09/24/2026 3135G0Q22 674000.00000000 PA USD 623045.30000000 0.103445000141 Long DBT USGSE US N 2 2026-09-24 Fixed 0.01875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4.25% 10/15/2025 91282CFP1 830000.00000000 PA USD 833047.66000000 0.138311957905 Long DBT UST US N 2 2025-10-15 Fixed 0.04250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.375% 12/31/2025 91282CBC4 10554000.00000000 PA USD 9448715.89000000 1.568782264438 Long DBT UST US N 2 2025-12-31 Fixed 0.00375000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 2.375% 02/15/2042 912810TF5 9080000.00000000 PA USD 7076996.49000000 1.175002689069 Long DBT UST US N 2 2042-02-15 Fixed 0.02375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.875% 10/31/2023 9128285K2 36000.00000000 PA USD 35409.38000000 0.005879064201 Long DBT UST US N 2 2023-10-31 Fixed 0.02875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.625% 02/15/2026 912828P46 10000.00000000 PA USD 9269.53000000 0.001539031804 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 953000.00000000 PA USD 901515.66000000 0.149679786648 Long DBT UST US N 2 2024-08-31 Fixed 0.01250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 3.125% 11/15/2028 9128285M8 7048000.00000000 PA USD 6785627.21000000 1.126626278540 Long DBT UST US N 2 2028-11-15 Fixed 0.03125000 N N N N N N FEDERAL FARM CREDIT BANKS 254900C5LP6DN9OP9V83 FEDERAL FARM CREDIT BANKS 4.25% 09/30/2025 3133ENP95 800000.00000000 PA USD 799008.67000000 0.132660421291 Long DBT USGSE US N 2 2025-09-30 Fixed 0.04250000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE 2.5% 02/05/2024 3135G0V34 690000.00000000 PA USD 672864.27000000 0.111716506818 Long DBT USGSE US N 2 2024-02-05 Fixed 0.02500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 3.125% 08/31/2027 91282CFH9 1610000.00000000 PA USD 1560819.52000000 0.259144841423 Long DBT UST US N 2 2027-08-31 Fixed 0.03125000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 2.25% 08/15/2046 912810RT7 1070000.00000000 PA USD 777045.71000000 0.129013883230 Long DBT UST US N 2 2046-08-15 Fixed 0.02250000 N N N N N N 2022-12-30 Laura M. Del Prato Laura M. Del Prato Laura M. Del Prato President and Treasurer XXXX NPORT-EX 2 QTLY_3221_20221130.htm 010 - Quarterly Front Cover
Quarterly Holdings Report
for
Fidelity® Series Government Bond Index Fund
November 30, 2022
XGB-NPRT1-0123
1.9891227.104
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
 
 
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 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
 
 
 
 
 
 
 
 
 
 
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. Securities transactions are accounted for as of trade date. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services 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 the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.   
 
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 services or from brokers who make markets in such securities. U.S. Government and Government Agency Obligations are valued by pricing services 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 services. 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.
 
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.