Identity of Issue or Borrower
| | Description
| | Market Value
|
---|
| | | |
---|
* Fidelity Income Fund: | | | | | |
** Ohio National Life Insurance, 5.88%, due 9/2/03 | | Guaranteed Investment Contract | | $ 3,625,043 | |
** United of Omaha Life Insurance Co., 5.50%, due 7/31/03 | | Guaranteed Investment Contract | | 3,069,616 | |
** Monumental Life Insurance Co, 6.37%, due 2/28/02 | | Guaranteed Investment Contract | | 2,597,919 | |
** New York Life Insurance, 6.03%, due 4/30/03 | | Guaranteed Investment Contract | | 2,453,111 | |
** Principal Mutual Life Insurance, 6.03%, due 7/31/02 | | Guaranteed Investment Contract | | 2,453,111 | |
** American International Life Assurance Co., 5.70% due 3/31/03 | | Guaranteed Investment Contract | | 2,404,574 | |
** Safeco Life Insurance Co., 5.85%, due 12/16/02 | | Guaranteed Investment Contract | | 2,377,112 | |
** Allstate Life Insurance Co. 5.29%, due 10/15/03 | | Guaranteed Investment Contract | | 2,358,013 | |
** Sunamerica National Life Insurance Co., 6.18%, due 4/30/02 | | Guaranteed Investment Contract | | 1,909,118 | |
** Combined Insurance Co. of American, 6.31%, due 2/28/03 | | Guaranteed Investment Contract | | 1,893,931 | |
** John Hancock Mutual Life Insurance Co., 6.12%, due 3/29/02 | | Guaranteed Investment Contract | | 1,873,121 | |
Chase Manhattan Bank | | Synthetic Contracts | | 20,727,660 | |
Morgan Guaranty | | Synthetic Contracts | | 20,727,660 | |
UBS AG | | Synthetic Contracts | | 20,727,660 | |
Westdeutsche Landesbank | | Synthetic Contracts | | 20,727,660 | |
Union Bank of Switzerland, 6.85%, due 7/25/06 | | Synthetic Contracts | | 3,224,826 | |
Transamerica Life Insurance Co., 6.40%, due 3/28/05 | | Synthetic Contracts | | 3,135,290 | |
Monumental Life Insurance Co., 5.82%, due 5/15/03 | | Synthetic Contracts | | 2,597,241 | |
Monumental Life Insurance Co., 7.03%, due 4/15/08 | | Synthetic Contracts | | 2,582,292 | |
Chase Manhattan, 7.24%, due 4/15/05 | | Synthetic Contracts | | 2,290,840 | |
Transamerica Life Insurance Co., 5.85%, due 11/17/08 | | Synthetic Contracts | | 2,278,364 | |
State Street, 6.20%, due 7/25/03 | | Synthetic Contracts | | 2,076,185 | |
CDC Financial Products, 6.70%, due 4/25/08 | | Synthetic Contracts | | 1,671,409 | |
State Street, 5.97%, due 5/15/03 | | Synthetic Contracts | | 1,558,344 | |
AIG Financial Products, 5.94%, due 9/16/02 | | Synthetic Contracts | | 1,546,092 | |
CDC Financial Products, 8.76%, due 8/17/06 | | Synthetic Contracts | | 1,087,945 | |
AIG Financial Products, 5.93%, due 10/15/02 | | Synthetic Contracts | | 424,205 | |
Union Bank of Switzerland, 6.56%, due 12/15/03 | | Synthetic Contracts | | 403,965 | |
State Street, 5.98%, due 6/6/02 | | Synthetic Contracts | | 395,614 | |
Union Bank of Switzerland, 6.88%, due 6/17/02 | | Synthetic Contracts | | 198,022 | |
Chase Manhattan Bank | | Wrapper | | (684,164 | ) |
Morgan Guaranty | | Wrapper | | (684,393 | ) |
UBS AG | | Wrapper | | (685,060 | ) |
Westdeutsche Landesbank | | Wrapper | | (685,021 | ) |
Union Bank of Switzerland, 6.85%, due 7/25/06 | | Wrapper | | (190,154 | ) |
Transamerica Life Insurance Co., 6.40%, due 3/28/05 | | Wrapper | | (117,781 | ) |
Monumental Life Insurance Co., 5.82%, due 5/15/03 | | Wrapper | | (84,875 | ) |
Monumental Life Insurance Co., 7.03%, due 4/15/08 | | Wrapper | | (94,943 | ) |
Chase Manhattan, 7.24%, due 4/15/05 | | Wrapper | | (105,168 | ) |
Transamerica Life Insurance Co., 5.85%, due 11/17/08 | | Wrapper | | (61,557 | ) |
State Street, 6.20%, due 7/25/03 | | Wrapper | | (80,624 | ) |
CDC Financial Products, 6.70%, due 4/25/08 | | Wrapper | | (60,380 | ) |
State Street, 5.97%, due 5/15/03 | | Wrapper | | (54,429 | ) |
AIG Financial Products, 5.94%, due 9/16/02 | | Wrapper | | (36,498 | ) |
CDC Financial Products, 8.76%, due 8/17/06 | | Wrapper | | (105,438 | ) |
AIG Financial Products, 5.93%, due 10/15/02 | | Wrapper | | (633 | ) |
Union Bank of Switzerland, 6.56%, due 12/15/03 | | Wrapper | | (10,745 | ) |
State Street, 5.98%, due 6/6/02 | | Wrapper | | (1,333 | ) |
Union Bank of Switzerland, 6.88%, due 6/17/02 | | Wrapper | | (615 | ) |
Other | | Money Market Fund | | 5,385,772 | |
| |
| |
Fidelity Income Fund | | | | 137,037,904 | |