Fidelity Series International Developed Markets Bond Index Fund (a)
41,569,822
363,320,247
Fidelity Series Long-Term Treasury Bond Index Fund (a)
46,905,353
274,865,367
TOTAL BOND FUNDS
(Cost $3,406,809,035)
3,026,315,888
Inflation-Protected Bond Funds - 11.1%
Shares
Value ($)
Fidelity Series 0-5 Year Inflation-Protected Bond Index Fund (a)
26,589,098
251,798,753
Fidelity Series 5+ Year Inflation-Protected Bond Index Fund (a)
73,434,863
562,511,049
TOTAL INFLATION-PROTECTED BOND FUNDS
(Cost $958,064,322)
814,309,802
Short-Term Funds - 1.9%
Shares
Value ($)
Fidelity Cash Central Fund 5.40% (b)
10,063
10,065
Fidelity Series Treasury Bill Index Fund (a)
14,002,261
139,182,479
TOTAL SHORT-TERM FUNDS
(Cost $139,637,277)
139,192,544
TOTAL INVESTMENT IN SECURITIES - 100.0%
(Cost $6,860,085,125)
7,332,347,239
NET OTHER ASSETS (LIABILITIES) - 0.0%
(20,658)
NET ASSETS - 100.0%
7,332,326,581
Legend
(a)
Affiliated Fund
(b)
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
Affiliated Central Funds
Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.
Affiliate
Value,
beginning
of period ($)
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 5.40%
-
2,233,090
2,223,025
630
-
-
10,065
0.0%
Total
-
2,233,090
2,223,025
630
-
-
10,065
Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds.
Affiliated Underlying Funds
Fiscal year to date information regarding the Fund's investments in affiliated Underlying Funds is presented below. Exchanges between classes of the same affiliated Underlying Funds may occur. If an Underlying Funds changes its name, the name presented below is the name in effect at period end.
Affiliate
Value,
beginning
of period ($)
Purchases ($)
Sales
Proceeds ($)
Dividend
Income ($)
Realized
Gain (loss) ($)
Change in
Unrealized
appreciation
(depreciation) ($)
Value,
end
of period ($)
Fidelity Series 0-5 Year Inflation-Protected Bond Index Fund
186,476,885
83,933,347
18,036,968
5,932,992
(199,646)
(374,865)
251,798,753
Fidelity Series 5+ Year Inflation-Protected Bond Index Fund
598,310,612
52,845,835
57,917,498
18,242,643
(9,896,888)
(20,831,012)
562,511,049
Fidelity Series Bond Index Fund
2,348,292,923
282,939,452
238,606,963
56,416,852
(21,850,466)
17,355,328
2,388,130,274
Fidelity Series Global ex U.S. Index Fund
1,378,165,680
130,538,751
233,224,344
38,633,869
9,924,990
56,851,139
1,342,256,216
Fidelity Series International Developed Markets Bond Index Fund
371,055,933
38,643,324
47,670,244
13,969,830
(3,027,551)
4,318,785
363,320,247
Fidelity Series Long-Term Treasury Bond Index Fund
280,245,675
44,820,728
35,928,578
6,508,877
(8,010,515)
(6,261,943)
274,865,367
Fidelity Series Total Market Index Fund
2,081,170,138
97,591,469
471,952,881
30,502,379
116,459,972
187,004,091
2,010,272,789
Fidelity Series Treasury Bill Index Fund
106,839,634
42,661,252
10,213,534
4,764,283
(5,938)
(98,935)
139,182,479
7,350,557,480
773,974,158
1,113,551,010
174,971,725
83,393,958
237,962,588
7,332,337,174
Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds.
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:
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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