0001752724-24-166816.txt : 20240726 0001752724-24-166816.hdr.sgml : 20240726 20240726161156 ACCESSION NUMBER: 0001752724-24-166816 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20240531 FILED AS OF DATE: 20240726 DATE AS OF CHANGE: 20240726 PERIOD START: 20240831 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIDELITY INCOME FUND /MA/ CENTRAL INDEX KEY: 0000751199 ORGANIZATION NAME: 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: 241146970 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 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NOTES 0.25% 05/31/2025 912828ZT0 16515000.00000000 PA USD 15731182.58000000 1.843056979184 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 1368052.88000000 0.160280347364 Long DBT UST US N 2 2025-06-30 Fixed 0.02750000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 3% 05/15/2047 912810RX8 8000.00000000 PA USD 6048.12000000 0.000708594520 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 11548000.00000000 PA USD 9149985.63000000 1.072007446931 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 5591000.00000000 PA USD 2722118.13000000 0.318921911442 Long DBT UST US N 2 2050-05-15 Fixed 0.01250000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 2.875% 05/15/2043 912810RB6 4159000.00000000 PA USD 3193819.58000000 0.374186202292 Long DBT UST US N 2 2043-05-15 Fixed 0.02875000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE 5.625% 07/15/2037 31398AFD9 163000.00000000 PA USD 176352.99000000 0.020661422456 Long DBT USGSE US N 2 2037-07-15 Fixed 0.05625000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 4.375% 08/15/2043 912810TU2 1570000.00000000 PA USD 1499288.68000000 0.175655863850 Long DBT UST US N 2 2043-08-15 Fixed 0.04375000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 FEDERAL HOME LOAN BANKS 5.5% 07/15/2036 3133XGAY0 100000.00000000 PA USD 107423.76000000 0.012585710552 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 7910000.00000000 PA USD 7055349.18000000 0.826600955182 Long DBT UST US N 2 2032-05-15 Fixed 0.02875000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 3.625% 08/15/2043 912810RC4 2541000.00000000 PA USD 2183870.38000000 0.255861091499 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 3100797.41000000 0.363287774359 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 500000.00000000 PA USD 406855.47000000 0.047666970343 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 7882000.00000000 PA USD 6701547.38000000 0.785149724582 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 597512.11000000 0.070004200821 Long DBT UST US N 2 2026-04-30 Fixed 0.02375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4.25% 01/31/2026 91282CJV4 5050000.00000000 PA USD 4992003.88000000 0.584860517914 Long DBT UST US N 2 2026-01-31 Fixed 0.04250000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 FREDDIE MAC 6.75% 09/15/2029 3134A3U46 185000.00000000 PA USD 203865.78000000 0.023884806290 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 1536342.07000000 0.179997019304 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 630861.15000000 0.073911356599 Long DBT USGSE US N 2 2026-09-24 Fixed 0.01875000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 3.25% 05/15/2042 912810TH1 3260000.00000000 PA USD 2681477.34000000 0.314160458114 Long DBT UST US N 2 2042-05-15 Fixed 0.03250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4.25% 10/15/2025 91282CFP1 830000.00000000 PA USD 821051.56000000 0.096193963818 Long DBT UST US N 2 2025-10-15 Fixed 0.04250000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 2.5% 02/15/2046 912810RQ3 2660000.00000000 PA USD 1852544.52000000 0.217043130068 Long DBT UST US N 2 2046-02-15 Fixed 0.02500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4.875% 10/31/2028 91282CJF9 2030000.00000000 PA USD 2056167.96000000 0.240899543933 Long DBT UST US N 2 2028-10-31 Fixed 0.04875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 0.375% 12/31/2025 91282CBC4 12964000.00000000 PA USD 12063103.25000000 1.413306756975 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 9280000.00000000 PA USD 6671450.46000000 0.781623585452 Long DBT UST US N 2 2042-02-15 Fixed 0.02375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.625% 02/15/2026 912828P46 10000.00000000 PA USD 9459.38000000 0.001108255926 Long DBT UST US N 2 2026-02-15 Fixed 0.01625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 3.125% 11/15/2028 9128285M8 4238000.00000000 PA USD 3997957.05000000 0.468398520327 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 791730.84000000 0.092758763867 Long DBT USGSE US N 2 2025-09-30 Fixed 0.04250000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 FEDERAL HOME LOAN BANKS 1.25% 10/26/2026 3130APJ55 1060000.00000000 PA USD 972945.54000000 0.113989781680 Long DBT USGSE US N 2 2026-10-26 Fixed 0.01250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 3.125% 08/31/2027 91282CFH9 4070000.00000000 PA USD 3885260.18000000 0.455195015014 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 1700000.00000000 PA USD 1119742.20000000 0.131188400242 Long DBT UST US N 2 2046-08-15 Fixed 0.02250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 3.875% 08/15/2033 91282CHT1 6030000.00000000 PA USD 5746401.56000000 0.673245348624 Long DBT UST US N 2 2033-08-15 Fixed 0.03875000 N N N N N N 2024-06-30 Laura M. Del Prato Laura M. Del Prato Laura M. Del Prato President and Treasurer XXXX NPORT-EX 2 QTLY_3221_20240531.htm 010 - Quarterly Front Cover
Quarterly Holdings Report
for
Fidelity® Series Government Bond Index Fund
May 31, 2024
XGB-NPRT3-0724
1.9891228.105
U.S. Government and Government Agency Obligations - 99.6%
 
 
Principal
Amount (a)
 
Value ($)
 
U.S. Government Agency Obligations - 2.3%
 
 
 
Fannie Mae:
 
 
 
 0.5% 6/17/25
 
5,000
4,768
 0.625% 4/22/25
 
814,000
781,819
 0.875% 12/18/26
 
1,200,000
1,087,336
 0.875% 8/5/30
 
1,057,000
846,252
 1.625% 1/7/25
 
15,000
14,681
 1.875% 9/24/26
 
674,000
630,861
 2.125% 4/24/26
 
221,000
210,011
 2.625% 9/6/24
 
9,000
8,938
 5.625% 7/15/37
 
163,000
176,353
 6.25% 5/15/29
 
71,000
76,310
 7.125% 1/15/30
 
6,000
6,743
 7.25% 5/15/30
 
866,000
984,506
Federal Farm Credit Bank:
 
 
 
 0.72% 10/27/26
 
500,000
453,634
 1% 10/7/26
 
1,000,000
913,488
 1.3% 3/30/27
 
130,000
118,104
 3% 8/3/26
 
1,560,000
1,502,592
 4.25% 9/30/25
 
800,000
791,731
Federal Home Loan Bank:
 
 
 
 1% 12/20/24
 
330,000
322,509
 1% 3/23/26
 
994,500
926,286
 1.25% 10/26/26
 
1,060,000
972,946
 3.25% 11/16/28
 
1,850,000
1,756,224
 5.5% 7/15/36
 
100,000
107,424
Freddie Mac:
 
 
 
 0.375% 9/23/25
 
3,210,000
3,020,171
 6.25% 7/15/32
 
585,000
650,390
 6.75% 9/15/29
 
185,000
203,866
 6.75% 3/15/31
 
173,000
194,483
Tennessee Valley Authority:
 
 
 
 4.625% 9/15/60
 
2,440,000
2,187,624
 4.875% 1/15/48
 
630,000
612,172
TOTAL U.S. GOVERNMENT AGENCY OBLIGATIONS
 
 
19,562,222
U.S. Treasury Obligations - 97.3%
 
 
 
U.S. Treasury Bonds:
 
 
 
 1.125% 5/15/40
 
2,031,000
1,229,707
 1.125% 8/15/40
 
1,674,000
1,004,008
 1.25% 5/15/50
 
5,591,000
2,722,118
 1.375% 11/15/40
 
12,447,000
7,746,313
 1.375% 8/15/50
 
645,000
324,364
 1.625% 11/15/50
 
10,384,000
5,587,079
 1.75% 8/15/41
 
6,178,000
4,029,456
 1.875% 2/15/41
 
3,726,000
2,516,360
 1.875% 2/15/51
 
5,003,000
2,872,230
 1.875% 11/15/51
 
4,779,000
2,724,963
 2% 11/15/41
 
5,551,000
3,762,537
 2% 2/15/50
 
5,143,000
3,075,554
 2% 8/15/51
 
9,531,000
5,627,013
 2.25% 5/15/41
 
3,180,000
2,273,203
 2.25% 8/15/46
 
1,700,000
1,119,742
 2.25% 8/15/49
 
3,614,000
2,302,372
 2.25% 2/15/52
 
8,250,000
5,166,240
 2.375% 2/15/42
 
9,280,000
6,671,450
 2.375% 11/15/49
 
259,000
169,463
 2.375% 5/15/51
 
5,419,000
3,512,824
 2.5% 2/15/45
 
930,000
655,287
 2.5% 2/15/46
 
2,660,000
1,852,545
 2.75% 8/15/42
 
3,058,000
2,322,527
 2.75% 11/15/42
 
370,000
280,044
 2.75% 8/15/47
 
9,501,000
6,838,122
 2.75% 11/15/47
 
450,000
323,174
 2.875% 5/15/43
 
4,159,000
3,193,820
 2.875% 8/15/45
 
66,000
49,541
 2.875% 11/15/46
 
3,491,000
2,590,295
 2.875% 5/15/49
 
1,225,000
892,575
 2.875% 5/15/52
 
6,670,000
4,813,082
 3% 5/15/42
 
3,938,000
3,120,557
 3% 11/15/44
 
2,025,000
1,562,889
 3% 5/15/45
 
303,000
232,860
 3% 11/15/45
 
3,672,000
2,812,092
 3% 2/15/47
 
5,615,000
4,253,143
 3% 5/15/47
 
8,000
6,048
 3% 2/15/48
 
1,326,000
996,572
 3% 8/15/48
 
519,000
388,986
 3% 8/15/52
 
8,700,000
6,444,117
 3.125% 11/15/41
 
500,000
406,855
 3.125% 2/15/42
 
860,000
697,003
 3.125% 2/15/43
 
137,000
109,728
 3.125% 8/15/44
 
1,743,000
1,377,515
 3.125% 5/15/48
 
5,311,000
4,079,304
 3.25% 5/15/42
 
3,260,000
2,681,477
 3.375% 8/15/42
 
3,690,000
3,082,736
 3.375% 5/15/44
 
3,819,000
3,145,305
 3.375% 11/15/48
 
710,000
569,442
 3.625% 8/15/43
 
2,541,000
2,183,870
 3.625% 2/15/44
 
2,000,000
1,713,984
 3.625% 2/15/53
 
1,480,000
1,239,558
 3.625% 5/15/53
 
1,040,000
871,163
 3.75% 8/15/41
 
275,000
245,352
 3.75% 11/15/43
 
4,495,000
3,929,262
 3.875% 8/15/40
 
2,366,000
2,163,689
 3.875% 2/15/43
 
480,000
429,075
 4% 11/15/42
 
1,710,000
1,558,705
 4% 11/15/52
 
7,560,000
6,788,644
 4.125% 8/15/53
 
1,340,000
1,229,031
 4.25% 11/15/40
 
92,000
87,921
 4.25% 2/15/54
 
3,770,000
3,536,142
 4.375% 2/15/38
 
410,000
405,035
 4.375% 11/15/39
 
523,000
510,926
 4.375% 8/15/43
 
1,570,000
1,499,289
 4.5% 2/15/36
 
1,391,000
1,402,356
 4.5% 2/15/44
 
1,040,000
1,009,288
 4.625% 2/15/40
 
1,569,000
1,574,884
 4.75% 2/15/41
 
432,000
437,856
 4.75% 11/15/53
 
3,000,000
3,056,250
 5% 5/15/37
 
1,471,000
1,548,687
 5.25% 11/15/28
 
2,005,000
2,062,879
 5.25% 2/15/29
 
8,264,000
8,528,383
 5.375% 2/15/31
 
3,320,000
3,503,119
 5.5% 8/15/28
 
4,147,000
4,307,534
 6.25% 5/15/30
 
6,070,000
6,617,248
 6.5% 11/15/26
 
980,000
1,026,091
U.S. Treasury Notes:
 
 
 
 0.25% 5/31/25
 
5,645,000
5,377,083
 0.25% 6/30/25
 
273,000
259,187
 0.25% 7/31/25
 
5,195,000
4,913,739
 0.25% 8/31/25
 
18,360,000
17,297,128
 0.25% 9/30/25
 
7,888,000
7,405,168
 0.25% 10/31/25
 
1,882,000
1,760,332
 0.375% 4/30/25
 
7,678,000
7,351,835
 0.375% 11/30/25
 
1,170,000
1,092,579
 0.375% 12/31/25
 
12,964,000
12,063,103
 0.375% 1/31/26
 
10,300,000
9,551,238
 0.375% 7/31/27
 
23,102,000
20,232,302
 0.375% 9/30/27
 
1,530,000
1,331,399
 0.5% 3/31/25
 
3,222,000
3,100,797
 0.5% 2/28/26
 
8,512,000
7,886,235
 0.5% 4/30/27
 
8,887,000
7,889,295
 0.5% 5/31/27
 
5,115,000
4,525,576
 0.5% 6/30/27
 
4,825,000
4,257,686
 0.5% 8/31/27
 
4,183,000
3,666,171
 0.5% 10/31/27
 
5,860,000
5,105,754
 0.625% 7/31/26
 
8,550,000
7,822,248
 0.625% 3/31/27
 
4,626,000
4,133,945
 0.625% 11/30/27
 
6,368,000
5,556,329
 0.625% 12/31/27
 
2,957,000
2,572,359
 0.625% 5/15/30
 
3,797,000
3,036,117
 0.625% 8/15/30
 
11,548,000
9,149,986
 0.75% 3/31/26 (b)
 
10,784,000
10,007,636
 0.75% 4/30/26
 
15,816,000
14,635,360
 0.75% 5/31/26
 
10,550,000
9,732,787
 0.75% 8/31/26
 
9,102,000
8,324,775
 0.75% 1/31/28
 
2,797,000
2,437,542
 0.875% 6/30/26
 
17,336,000
15,995,846
 0.875% 9/30/26
 
256,000
234,260
 0.875% 11/15/30
 
16,129,000
12,895,010
 1% 7/31/28
 
1,010,000
875,070
 1.125% 2/28/25
 
8,117,000
7,876,106
 1.125% 10/31/26
 
6,850,000
6,286,213
 1.125% 2/28/27
 
5,768,000
5,243,247
 1.125% 8/31/28
 
1,748,000
1,518,848
 1.125% 2/15/31
 
14,889,000
12,037,989
 1.25% 11/30/26
 
5,578,000
5,123,044
 1.25% 12/31/26
 
1,130,000
1,035,760
 1.25% 3/31/28
 
1,660,000
1,467,090
 1.25% 4/30/28
 
7,533,000
6,643,459
 1.25% 5/31/28
 
9,250,000
8,138,193
 1.25% 6/30/28
 
14,120,000
12,393,609
 1.25% 9/30/28
 
2,220,000
1,935,129
 1.25% 8/15/31
 
8,264,000
6,630,569
 1.375% 8/31/26
 
5,158,000
4,784,246
 1.375% 10/31/28
 
3,480,000
3,043,233
 1.375% 12/31/28
 
8,811,000
7,672,109
 1.375% 11/15/31
 
10,563,000
8,493,312
 1.5% 8/15/26
 
192,000
178,823
 1.5% 1/31/27
 
4,376,000
4,026,775
 1.5% 11/30/28
 
14,516,000
12,740,058
 1.5% 2/15/30
 
7,882,000
6,701,547
 1.625% 2/15/26
 
10,000
9,459
 1.625% 5/15/26
 
12,822,000
12,051,177
 1.625% 9/30/26
 
2,159,000
2,010,906
 1.625% 10/31/26
 
3,500,000
3,251,855
 1.625% 8/15/29
 
2,428,000
2,108,566
 1.625% 5/15/31
 
14,413,000
11,970,672
 1.75% 1/31/29
 
1,050,000
928,553
 1.75% 11/15/29
 
2,449,000
2,131,587
 1.875% 7/31/26
 
105,000
98,712
 1.875% 2/28/27
 
4,800,000
4,453,313
 1.875% 2/28/29
 
5,390,000
4,786,994
 1.875% 2/15/32
 
7,440,000
6,177,525
 2% 2/15/25
 
56,000
54,737
 2% 8/15/25
 
6,432,000
6,200,850
 2% 11/15/26
 
2,652,000
2,484,385
 2.125% 5/15/25
 
734,000
713,263
 2.25% 2/15/27
 
1,829,000
1,716,188
 2.25% 8/15/27
 
1,597,000
1,484,150
 2.25% 11/15/27
 
4,563,000
4,221,310
 2.375% 4/30/26
 
626,000
597,512
 2.375% 5/15/27
 
4,000
3,749
 2.375% 3/31/29
 
3,930,000
3,567,550
 2.375% 5/15/29
 
3,505,000
3,175,448
 2.5% 2/28/26
 
1,670,000
1,602,221
 2.625% 12/31/25
 
10,697,000
10,313,412
 2.625% 1/31/26
 
4,318,000
4,156,244
 2.625% 5/31/27
 
3,380,000
3,188,423
 2.625% 2/15/29
 
4,831,000
4,445,086
 2.625% 7/31/29
 
1,681,000
1,536,342
 2.75% 2/28/25
 
971,000
953,391
 2.75% 6/30/25
 
1,403,000
1,368,053
 2.75% 8/31/25
 
17,000
16,520
 2.75% 7/31/27
 
4,416,000
4,171,050
 2.75% 2/15/28
 
1,089,000
1,020,767
 2.75% 5/31/29
 
880,000
811,147
 2.75% 8/15/32
 
6,420,000
5,654,866
 2.875% 4/30/25
 
47,000
46,031
 2.875% 5/31/25
 
104,000
101,671
 2.875% 7/31/25
 
3,667,000
3,575,325
 2.875% 11/30/25
 
629,000
609,589
 2.875% 5/15/28
 
5,922,000
5,562,516
 2.875% 8/15/28
 
13,312,000
12,463,360
 2.875% 4/30/29
 
13,630,000
12,651,409
 2.875% 5/15/32
 
7,910,000
7,055,349
 3% 9/30/25
 
2,655,000
2,584,891
 3% 10/31/25
 
9,000
8,751
 3.125% 8/15/25
 
270,000
263,788
 3.125% 8/31/27
 
4,070,000
3,885,260
 3.125% 11/15/28
 
4,238,000
3,997,957
 3.125% 8/31/29
 
7,290,000
6,821,845
 3.25% 6/30/27
 
3,060,000
2,938,317
 3.25% 6/30/29
 
8,430,000
7,948,568
 3.375% 5/15/33
 
8,390,000
7,700,447
 3.5% 9/15/25
 
4,690,000
4,597,482
 3.5% 1/31/30
 
1,560,000
1,481,208
 3.5% 2/15/33
 
8,820,000
8,189,163
 3.625% 3/31/30
 
4,420,000
4,220,237
 3.75% 6/30/30
 
2,020,000
1,938,490
 3.875% 11/30/27
 
1,690,000
1,649,796
 3.875% 12/31/27
 
5,820,000
5,680,793
 3.875% 9/30/29
 
2,070,000
2,007,334
 3.875% 11/30/29
 
930,000
901,192
 3.875% 12/31/29
 
1,410,000
1,365,497
 3.875% 8/15/33
 
6,030,000
5,746,402
 4% 2/15/26
 
5,430,000
5,344,944
 4% 2/29/28
 
2,430,000
2,380,736
 4% 10/31/29
 
5,800,000
5,656,359
 4% 2/28/30
 
1,500,000
1,461,094
 4% 2/15/34
 
13,190,000
12,680,948
 4.125% 10/31/27
 
10,520,000
10,352,748
 4.125% 8/31/30
 
1,700,000
1,664,008
 4.125% 11/15/32
 
6,120,000
5,959,828
 4.25% 10/15/25
 
830,000
821,052
 4.25% 1/31/26
 
5,050,000
4,992,004
 4.25% 2/28/31
 
2,280,000
2,247,136
 4.375% 8/31/28
 
2,290,000
2,273,988
 4.5% 11/15/33
 
8,960,000
8,961,400
 4.625% 9/30/30
 
70,000
70,413
 4.875% 10/31/28
 
2,030,000
2,056,168
 4.875% 10/31/30
 
770,000
785,280
TOTAL U.S. TREASURY OBLIGATIONS
 
 
841,262,851
 
TOTAL U.S. GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS
 (Cost $942,741,668)
 
 
 
860,825,073
 
 
 
 
Money Market Funds - 1.1%
 
 
Shares
Value ($)
 
Fidelity Cash Central Fund 5.39% (c)
 
1,032,824
1,033,031
Fidelity Securities Lending Cash Central Fund 5.39% (c)(d)
 
8,173,265
8,174,083
 
TOTAL MONEY MARKET FUNDS
 (Cost $9,207,114)
 
 
9,207,114
 
 
 
 
 
TOTAL INVESTMENT IN SECURITIES - 100.7%
 (Cost $951,948,782)
 
 
 
870,032,187
NET OTHER ASSETS (LIABILITIES) - (0.7)%  
(5,890,972)
NET ASSETS - 100.0%
864,141,215
 
 
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 5.39%
2,506,491
61,675,842
63,149,491
100,016
189
-
1,033,031
0.0%
Fidelity Securities Lending Cash Central Fund 5.39%
204,375
69,916,889
61,947,181
5,473
-
-
8,174,083
0.0%
Total
2,710,866
131,592,731
125,096,672
105,489
189
-
9,207,114
 
 
 
 
 
 
 
 
 
 
Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds.
 
 
Amounts in the dividend income column 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.
 
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