# EDGAR Filing Document

**Accession Number:** 0000751199
**File Stem:** 0001752724-23-014624
**Filing Date:** 2023-1
**Character Count:** 66338
**Document Hash:** f65080e78faaf9d6a2686ec5eb9da04e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-014624.hdr.sgml**: 20230126

**ACCESSION NUMBER**: 0001752724-23-014624

**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:** 23556464

**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

## Series and Classes Contracts Data

### Fidelity Intermediate Government Income Fund (Series ID: S000007070)

| Class ID   | Class Name                                   | Ticker Symbol   |
|:---|:---|:---|
| C000019284 | Fidelity Intermediate Government Income Fund | FSTGX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity**<sup>®</sup> **Intermediate Government Income Fund**

**November 30, 2022**

SLM-NPRT1-0123

1.809098.118 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Government and Government Agency Obligations - 89.4%** | &nbsp;&nbsp;**U.S. Government and Government Agency Obligations - 89.4%** | &nbsp;&nbsp;**U.S. Government and Government Agency Obligations - 89.4%** |
|  | Principal<br> Amount (a)<br> (000s) <br>| Value ($)<br> (000s) <br>|
| U.S. Government Agency Obligations - 0.6%  |  |  |
| Fannie Mae 0.625% 4/22/25  | 375 | 343 |
| Freddie Mac 4% 11/25/24  | 1700 | 1676 |
| TOTAL U.S. GOVERNMENT AGENCY OBLIGATIONS |  | 2019 |
| U.S. Treasury Obligations - 88.3%  |  |  |
| U.S. Treasury Bonds: |  |  |
|  3% 8/15/52  | 680 | 582 |
|  3.25% 5/15/42  | 600 | 539 |
|  3.375% 8/15/42  | 1100 | 1006 |
| U.S. Treasury Notes: |  |  |
|  0.25% 7/31/25  | 23839 | 21528 |
|  0.25% 9/30/25  | 1660 | 1494 |
|  0.25% 10/31/25  | 3300 | 2958 |
|  0.375% 4/30/25  | 2186 | 1996 |
|  0.375% 12/31/25  | 4210 | 3769 |
|  0.5% 11/30/23  | 12100 | 11600 |
|  0.75% 8/31/26  | 6800 | 6039 |
|  0.875% 9/30/26  | 10000 | 8908 |
|  1.125% 8/31/28 (b) | 68556 | 59118 |
|  1.25% 12/31/26  | 4939 | 4443 |
|  1.25% 9/30/28  | 580 | 503 |
|  1.5% 9/30/24  | 4297 | 4076 |
|  1.5% 1/31/27  | 5049 | 4582 |
|  1.75% 7/31/24  | 220 | 210 |
|  1.875% 2/28/27  | 5600 | 5157 |
|  2% 8/15/25 (b) | 39301 | 37152 |
|  2.125% 7/31/24  | 5667 | 5449 |
|  2.125% 5/15/25 (b)(c) | 593 | 564 |
|  2.25% 4/30/24  | 11454 | 11083 |
|  2.25% 12/31/24  | 807 | 774 |
|  2.25% 3/31/26  | 3325 | 3144 |
|  2.5% 2/28/26  | 9441 | 8997 |
|  2.625% 6/30/23  | 11432 | 11302 |
|  2.625% 7/31/29  | 600 | 560 |
|  2.75% 2/15/24  | 18257 | 17852 |
|  2.75% 6/30/25  | 2770 | 2677 |
|  2.75% 7/31/27  | 4200 | 4002 |
|  2.75% 5/31/29  | 2897 | 2725 |
|  2.75% 8/15/32  | 16153 | 14962 |
|  2.875% 11/30/25  | 8513 | 8226 |
|  2.875% 4/30/29  | 600 | 569 |
|  2.875% 5/15/32  | 3160 | 2962 |
|  3.125% 11/15/28  | 9210 | 8867 |
|  3.875% 11/30/29  | 2940 | 2966 |
|  4% 10/31/29  | 8000 | 8121 |
|  4.375% 10/31/24  | 1600 | 1600 |
| TOTAL U.S. TREASURY OBLIGATIONS |  | 293062 |
| Other Government Related - 0.5%  |  |  |
| Private Export Funding Corp. Secured 1.75% 11/15/24  | 1640 | 1543 |
| <br> **TOTAL U.S. GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS**<br> (Cost $319,718) |  | <br> **296624** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 10.2%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 10.2%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 10.2%** |
|  | Principal<br> Amount (a)<br> (000s) <br>| Value ($)<br> (000s) <br>|
| Fannie Mae - 3.2%  |  |  |
| 1.5% 11/1/40 to 11/1/41  | 3239 | 2644 |
| 2.5% 11/1/36 to 12/1/51  | 2844 | 2477 |
| 3% 11/1/34 to 2/1/52  | 1253 | 1169 |
| 3.5% 11/1/51 to 3/1/52  | 4042 | 3719 |
| 5% 11/1/52  | 499 | 504 |
| TOTAL FANNIE MAE |  | 10513 |
| Freddie Mac - 1.8%  |  |  |
| 1.5% 12/1/40 to 4/1/41  | 888 | 727 |
| 2.5% 5/1/41 to 12/1/51  | 1775 | 1558 |
| 3% 9/1/34  | 399 | 380 |
| 3.5% 5/1/51 to 3/1/52  | 2591 | 2389 |
| 5% 11/1/52 to 12/1/52  | 1000 | 1009 |
| TOTAL FREDDIE MAC |  | 6063 |
| Ginnie Mae - 1.8%  |  |  |
| 2% 12/1/52 (d) | 150 | 127 |
| 2% 12/1/52 (d) | 250 | 212 |
| 2% 12/1/52 (d) | 2150 | 1826 |
| 2% 12/1/52 (d) | 50 | 42 |
| 2% 12/1/52 (d) | 100 | 85 |
| 2% 12/1/52 (d) | 100 | 85 |
| 2% 12/1/52 (d) | 250 | 212 |
| 2% 12/1/52 (d) | 750 | 637 |
| 2% 1/1/53 (d) | 950 | 807 |
| 2% 1/1/53 (d) | 300 | 255 |
| 2% 1/1/53 (d) | 325 | 276 |
| 2% 1/1/53 (d) | 50 | 42 |
| 2% 1/1/53 (d) | 450 | 382 |
| 2% 1/1/53 (d) | 300 | 255 |
| 2% 1/1/53 (d) | 250 | 212 |
| 3.5% 11/20/50  | 487 | 456 |
| TOTAL GINNIE MAE |  | 5911 |
| Uniform Mortgage Backed Securities - 3.4%  |  |  |
| 2% 12/1/52 (d) | 50 | 41 |
| 2% 12/1/52 (d) | 50 | 41 |
| 2% 12/1/52 (d) | 50 | 41 |
| 2% 12/1/52 (d) | 50 | 41 |
| 2% 12/1/52 (d) | 25 | 21 |
| 2% 12/1/52 (d) | 25 | 21 |
| 2% 12/1/52 (d) | 25 | 21 |
| 2% 12/1/52 (d) | 75 | 62 |
| 2% 12/1/52 (d) | 50 | 41 |
| 2.5% 12/1/37 (d) | 600 | 554 |
| 2.5% 12/1/37 (d) | 600 | 554 |
| 3% 12/1/52 (d) | 800 | 708 |
| 3% 12/1/52 (d) | 1750 | 1549 |
| 3% 12/1/52 (d) | 1200 | 1062 |
| 3.5% 12/1/52 (d) | 400 | 367 |
| 3.5% 12/1/52 (d) | 250 | 229 |
| 3.5% 12/1/52 (d) | 150 | 137 |
| 3.5% 1/1/53 (d) | 100 | 92 |
| 4% 12/1/52 (d) | 1400 | 1325 |
| 4.5% 12/1/52 (d) | 450 | 438 |
| 4.5% 12/1/52 (d) | 450 | 438 |
| 4.5% 1/1/53 (d) | 400 | 389 |
| 5% 12/1/52 (d) | 1650 | 1643 |
| 5% 12/1/52 (d) | 850 | 846 |
| 5% 12/1/52 (d) | 550 | 548 |
| 5% 12/1/52 (d) | 150 | 149 |
| TOTAL UNIFORM MORTGAGE BACKED SECURITIES |  | 11358 |
| <br> **TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES**<br> (Cost $35,301) |  | <br> **33845** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage Securities - 0.2%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 0.2%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 0.2%** |
|  | Principal<br> Amount (a)<br> (000s) <br>| Value ($)<br> (000s) <br>|
| Freddie Mac: |  |  |
|  sequential payer Series 2022-K142 Class A2, 2.4% 3/25/32  | 700 | 595 |
|  Series 2022-K150 Class A2, 3.71% 11/25/32  | 200 | 188 |
| <br> **TOTAL COMMERCIAL MORTGAGE SECURITIES**<br> (Cost $773) |  | **783** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 3.6%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 3.6%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 3.6%** |
|  | Principal<br> Amount (a)<br> (000s) <br>| Value ($)<br> (000s) <br>|
| Israeli State: |  |  |
|  (guaranteed by U.S. Government through Agency for International Development) 5.5% 12/4/23  | 10710 | 10775 |
|  5.5% 4/26/24  | 1100 | 1111 |
| <br> **TOTAL FOREIGN GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS**<br> (Cost $11,995) |  | **11886** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 2.5%** | &nbsp;&nbsp;**Money Market Funds - 2.5%** | &nbsp;&nbsp;**Money Market Funds - 2.5%** |
|  | Shares | Value ($)<br> (000s) <br>|
| Fidelity Cash Central Fund 3.86% (e) <br>(Cost $8,235) <br>| 8233828 | **8235** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 105.9%**<br> (Cost $376,022)<br>| <br>**351373** |
| **NET OTHER ASSETS (LIABILITIES) - (5.9)%**  | **(19669)** |
| **NET ASSETS - 100.0%** | **331704** |

---

---

| | | |
|:---|:---|:---|
| **TBA Sale Commitments**  | **TBA Sale Commitments**  | **TBA Sale Commitments**  |
|  | Principal<br> Amount (a)<br> (000s) | Value ($) <br>(000s) <br>|
| Ginnie Mae |  |  |
| 2% 12/1/52 | (950) | (807) |
| 2% 12/1/52 | (300) | (255) |
| 2% 12/1/52 | (325) | (276) |
| 2% 12/1/52 | (450) | (382) |
| 2% 12/1/52 | (100) | (85) |
| 2% 12/1/52 | (750) | (637) |
| 2% 12/1/52 | (250) | (212) |
| 2% 12/1/52 | (300) | (255) |
| 2% 12/1/52 | (250) | (212) |
| TOTAL GINNIE MAE  |  | (3121) |
| Uniform Mortgage Backed Securities |  |  |
| 2% 12/1/52 | (250) | (206) |
| 2% 12/1/52 | (25) | (21) |
| 2% 12/1/52 | (75) | (62) |
| 2% 12/1/52 | (50) | (41) |
| 2.5% 12/1/37 | (600) | (554) |
| 2.5% 12/1/37 | (600) | (554) |
| 3% 12/1/52 | (3750) | (3320) |
| 3.5% 12/1/52 | (100) | (92) |
| 4% 12/1/52 | (100) | (95) |
| 4.5% 12/1/52 | (400) | (389) |
| 5% 12/1/52 | (300) | (299) |
| 5% 12/1/52 | (700) | (697) |
| 5% 12/1/52 | (500) | (498) |
| 5% 12/1/52 | (550) | (548) |
| 5% 12/1/52 | (150) | (149) |
| TOTAL UNIFORM MORTGAGE BACKED SECURITIES  |  | (7525) |
| **TOTAL TBA SALE COMMITMENTS**<br> (Proceeds $10,425) |  | <br> **(10646)** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br> (000s) <br>| Value ($)<br> (000s) <br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br> (000s) <br>|
| Purchased |  |  |  |  |  |
| Treasury Contracts |  |  |  |  |  |
| CBOT 10-Year U.S. Treasury Note Contracts (United States) | 20 | Mar 2023 | 2270 | 18 | 18 |
| CBOT 2-Year U.S. Treasury Note Contracts (United States) | 160 | Mar 2023 | 32858 | 81 | 81 |
| CBOT 5-Year U.S. Treasury Note Contracts (United States) | 109 | Mar 2023 | 11834 | 71 | 71 |
| TOTAL PURCHASED |  |  |  |  | 170 |
| Sold |  |  |  |  |  |
| Treasury Contracts |  |  |  |  |  |
| CBOT Long Term U.S. Treasury Bond Contracts (United States) | 41 | Mar 2023 | 5207 | (44) | (44) |
| **TOTAL FUTURES CONTRACTS** |  |  |  |  | **126** |
| The notional amount of futures purchased as a percentage of Net Assets is 14.2% | The notional amount of futures purchased as a percentage of Net Assets is 14.2% | The notional amount of futures purchased as a percentage of Net Assets is 14.2% | The notional amount of futures purchased as a percentage of Net Assets is 14.2% | The notional amount of futures purchased as a percentage of Net Assets is 14.2% | The notional amount of futures purchased as a percentage of Net Assets is 14.2% |
| The notional amount of futures sold as a percentage of Net Assets is 1.6% | The notional amount of futures sold as a percentage of Net Assets is 1.6% | The notional amount of futures sold as a percentage of Net Assets is 1.6% | The notional amount of futures sold as a percentage of Net Assets is 1.6% | The notional amount of futures sold as a percentage of Net Assets is 1.6% | The notional amount of futures sold as a percentage of Net Assets is 1.6% |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** |
| Payment Received | Payment<br> Frequency | Payment Paid | Payment<br> Frequency<br> Clearinghouse /<br> Counterparty<sup>(1)</sup> | Maturity<br> Date | Notional<br> Amount (000s)<sup>(2)</sup> | Value ($)<br> (000s) | Upfront<br> Premium<br> Received/<br> (Paid) ($) (000s)<sup>(3)</sup> | Unrealized <br> Appreciation/<br> (Depreciation) ($)<br> (000s) <br>|
| 2.5% | Annual | U.S. Secured Overnight Fin. Rate (SOFR) Index<sup>(4)</sup> | Annual<br> LCH | Dec 2029 | 27 | 0 | 0 | 0 |
| **TOTAL INTEREST RATE SWAPS** |  |  |  |  |  | **0** | **0** | **0** |

---

(1)Swaps with LCH Clearnet Group (LCH) are centrally cleared over-the-counter (OTC) swaps.

(2)Notional amount is stated in U.S. Dollars unless otherwise noted.

(3)Any premiums for centrally cleared over-the-counter (OTC) swaps are recorded periodically throughout the term of the swap to variation margin and included in unrealized appreciation (depreciation).

(4)Represents floating rate.

*Any values shown as $0 in the Schedule of Investments may reflect amounts less than $500.*

**Legend**

(a) Amount is stated in United States dollars unless otherwise noted.

(b) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $285,000.

(c) Security or a portion of the security was pledged to cover margin requirements for centrally cleared OTC swaps. At period end, the value of securities pledged amounted to $10,000.

(d) Security or a portion of the security purchased on a delayed delivery or when-issued basis.

(e) 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 (Amounts in thousands) | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund 3.86% | 17468 | 14295 | 23528 | 103 | - | - | 8235 | 0.0% |
| Fidelity Securities Lending Cash Central Fund 3.86% | 17759 | 60204 | 77963 | 4 | - | - | - | 0.0% |
| Total | 35227 | 74499 | 101491 | 107 | - | - | 8235 |  |

---

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 and Foreign 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. U.S. Government Agency - Mortgage Securities and Commercial Mortgage Securities are valued by pricing services who utilize matrix pricing which considers prepayment speed assumptions, attributes of the collateral, 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.

Swaps are marked-to-market daily based on valuations from third party pricing services, registered derivatives clearing organizations (clearinghouses) or broker-supplied valuations. These pricing sources may utilize inputs such as interest rate curves, credit spread curves, default possibilities and recovery rates. When independent prices are unavailable or unreliable, swaps may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Swaps are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy.

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.

**Derivative Instruments**

Risk Exposures and the Use of Derivative Instruments: The Fund's investment objectives allow the Fund to enter into various types of derivative contracts. Derivatives are investments whose value is primarily derived from underlying assets, indices or reference rates and may be transacted on an exchange or over-the-counter (OTC). Derivatives may involve a future commitment to buy or sell a specified asset based on specified terms, to exchange future cash flows at periodic intervals based on a notional principal amount, or for one party to make one or more payments upon the occurrence of specified events in exchange for periodic payments from the other party.

The Fund used derivatives to increase returns, to gain exposure to certain types of assets and/or to manage exposure to certain risks as defined below. The success of any strategy involving derivatives depends on analysis of numerous economic factors, and if the strategies for investment do not work as intended, the Fund may not achieve its objectives.

The Fund's use of derivatives increased or decreased its exposure to the following risk(s):

Interest Rate Risk - Interest rate risk relates to the fluctuations in the value of interest-bearing securities due to changes in the prevailing levels of market interest rates.

Investing in derivatives may involve greater risks than investing in the underlying assets directly and, to varying degrees, may involve risk of loss in excess of any initial investment and collateral received. In addition, there may be the risk that the change in value of the derivative contract does not correspond to the change in value of the underlying instrument.

Futures Contracts: A futures contract is an agreement between two parties to buy or sell a specified underlying instrument for a specified price at a specified future date.

The Fund used futures contracts to manage its exposure to the bond market and fluctuations in interest rates.

Open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The underlying face amount at value reflects each contract's exposure to the underlying instrument or index at period end. Any securities and/or cash deposited to meet initial margin requirements are identified in the Schedule of Investments.

Swaps: A swap is a contract between two parties to exchange future cash flows at periodic intervals based on a notional principal amount.

A centrally cleared OTC swap is a transaction executed between a fund and a dealer counterparty, then cleared by a futures commission merchant (FCM) through a clearinghouse. Once cleared, the clearinghouse serves as a central counterparty, with whom a fund exchanges cash flows for the life of the transaction, similar to transactions in futures contracts.

Interest Rate Swaps: Interest rate swaps are agreements between counterparties to exchange cash flows, one based on a fixed rate, and the other on a floating rate. The Fund entered into interest rate swaps to manage its exposure to interest rate changes. Changes in interest rates can have an effect on both the value of bond holdings as well as the amount of interest income earned. In general, the value of bonds can fall when interest rates rise and can rise when interest rates fall.

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.*

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Fidelity Income Fund

- **b. Investment Company Act file number:** 811-04085

- **c. CIK number of Registrant:** 0000751199

- **d. LEI of Registrant:** D66RCKM57LC8ELZCAY58

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 245 Summer Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1-800-FIDELITY

**Item A.2. Information about the Series.**

- **a. Name of Series:** Fidelity Intermediate Government Income Fund

- **b. EDGAR series identifier (if any):** S000007070

- **c. LEI of Series:** G2GUNF34BXXVYK2PAF03

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-08-31

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $360159761.36

**Total Liabilities:** $28624529.29

**Net Assets:** $331535232.07

**Delayed Delivery Securities:** $16133950.20

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 681.82459767 | **1-Year:** 27393.97470515 | **5-Year:** 62602.54756326 | **10-Year:** 25690.47196947 | **30-Year:** 2730.84037537

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 6.67360000 | **1-Year:** 142.33280000 | **5-Year:** 3115.26240000 | **10-Year:** 1718.70880000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000019284 | -2.64%               | -0.61%               | 1.82%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-471758.81              | $-8237774.88                               |
| Month 2  | $-508033.77              | $-1703376.89                               |
| Month 3  | $-274543.65              | $5771324.99                                |

**Designated Index Information**

- **Index Name:** Bloomberg US Intermediate Government Bond Index

- **Index Identifier:** 19808149

### Schedule of Portfolio Investments

| Name                                                  | Title                                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UST NOTES                                             | UST NOTES 1.5% 01/31/2027                      | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5049000 | PA      | $4581967.50   | 1.38%             | 2027-01-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER             | GNII II 2% 12/01/2052 #TBA                     | CUSIP: 21H0206C4<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -3425000 | PA      | $-2908193.87  | -0.88%            | 2052-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                         | FHLG 30YR 3.5% 03/01/2052#                     | CUSIP: 3133KNWK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    628793 | PA      | $579990.62    | 0.17%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                             | UST NOTES 2.875% 11/30/2025                    | CUSIP: 9128285N6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8513000 | PA      | $8225686.25   | 2.48%             | 2025-11-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                             | UST NOTES 2.25% 03/31/2026                     | CUSIP: 9128286L9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3325000 | PA      | $3143813.47   | 0.95%             | 2026-03-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                            | FNMA 20YR 1.5% 03/01/2041#MA4286               | CUSIP: 31418DXQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    248366 | PA      | $203600.91    | 0.06%             | 2041-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                      | ISRAEL STATE OF 5.5% 12/04/2023                | CUSIP: 46513EGV8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |  10710000 | PA      | $10775298.12  | 3.25%             | 2023-12-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                 | LCH OIS SOFRV2.5% MAC 12/21/29                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               | CORP              | GB        |     27000 | NC      | $-247.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                  | UMBS 30YR 3.5% 12/01/2052 #TBA                 | CUSIP: 01F0326C3<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -100000 | PA      | $-91625.00    | -0.03%            | 2052-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                         | FHLG 30YR 3.5% 05/01/2051#                     | CUSIP: 3133KLZU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    406501 | PA      | $374982.74    | 0.11%             | 2051-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                             | UST NOTES 2.75% 02/15/2024                     | CUSIP: 912828B66<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18257000 | PA      | $17851922.81  | 5.38%             | 2024-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                            | FNMA 30YR 2.5% 09/01/2051#CB1549               | CUSIP: 3140QLWK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    507905 | PA      | $437640.73    | 0.13%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                  | UMBS 30YR 2% 12/01/2052 #TBA                   | CUSIP: 01F0206C8<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -400000 | PA      | $-328975.00   | -0.10%            | 2052-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                             | UST NOTES 0.25% 09/30/2025                     | CUSIP: 91282CAM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1660000 | PA      | $1493546.09   | 0.45%             | 2025-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER             | GNII II 2% 12/01/2052 #TBA                     | CUSIP: 21H0206C4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3800000 | PA      | $3226609.26   | 0.97%             | 2052-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                         | FHLG 30YR 5% 11/01/2052#SD1862                 | CUSIP: 3132DPB72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    300061 | PA      | $303282.39    | 0.09%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                            | FANNIE MAE 0.625% 04/22/2025                   | CUSIP: 3135G03U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    375000 | PA      | $343435.40    | 0.10%             | 2025-04-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                             | UST NOTES 2.75% 08/15/2032                     | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16153000 | PA      | $14961716.25  | 4.51%             | 2032-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                             | UST NOTES 2% 08/15/2025                        | CUSIP: 912828K74<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39301000 | PA      | $37151726.56  | 11.21%            | 2025-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                             | UST NOTES 2.125% 07/31/2024                    | CUSIP: 9128282N9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5667000 | PA      | $5448731.98   | 1.64%             | 2024-07-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                             | UST NOTES 2.25% 12/31/2024                     | CUSIP: 9128283P3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    807000 | PA      | $773805.82    | 0.23%             | 2024-12-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                             | UST NOTES 2.625% 06/30/2023                    | CUSIP: 9128284U1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11432000 | PA      | $11302050.28  | 3.41%             | 2023-06-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD | WI 2022-K150 A2 3.71% 11/32                    | CUSIP: 3137H8U41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $188463.10    | 0.06%             | 2032-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                         | FHLG 30YR 2.5% 12/01/2051#RA6496               | CUSIP: 3133KNGD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    568418 | PA      | $487916.35    | 0.15%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                            | FNMA 30YR 3.5% 11/51#MA4468                    | CUSIP: 31418D6E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3442403 | PA      | $3167695.43   | 0.96%             | 2051-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                            | FNMA 30YR 5% 11/01/2052#CB5128                 | CUSIP: 3140QQVW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    499350 | PA      | $504242.36    | 0.15%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                      | ISRAEL STATE OF 5.5% 04/26/2024                | CUSIP: 46513EJX1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1100000 | PA      | $1111176.76   | 0.34%             | 2024-04-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                         | FHLG 30YR 3.5% 03/01/2052#RA6987               | CUSIP: 3133KNXQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    672182 | PA      | $619801.72    | 0.19%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                         | FHLG 20YR 2.5% 05/01/2041#SC0167               | CUSIP: 3132D9FG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1206188 | PA      | $1070229.62   | 0.32%             | 2041-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                             | UST NOTES 2.75% 05/31/2029                     | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2897000 | PA      | $2724537.97   | 0.82%             | 2029-05-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                             | UST NOTES 2.5% 02/28/2026                      | CUSIP: 9128286F2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9441000 | PA      | $8996977.97   | 2.71%             | 2026-02-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                             | UST NOTES 1.25% 12/31/2026                     | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4939000 | PA      | $4442784.84   | 1.34%             | 2026-12-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                  | UMBS 30YR 3.5% 12/01/2052 #TBA                 | CUSIP: 01F0326C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    800000 | PA      | $733000.00    | 0.22%             | 2052-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                             | UST NOTES 2.875% 04/30/2029                    | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $568593.75    | 0.17%             | 2029-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                             | UST NOTES 4.375% 10/31/2024                    | CUSIP: 91282CFQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $1599624.99   | 0.48%             | 2024-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                            | FNMA 30YR 3.5% 01/01/2052#                     | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    176428 | PA      | $161944.77    | 0.05%             | 2052-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                           | UNITED STATES TREASURY BOND 3.375% 08/15/2042  | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $1006328.13   | 0.30%             | 2042-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                         | FHLG 20YR 1.5% 03/01/2041#RB5104               | CUSIP: 3133KYU56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    247765 | PA      | $203108.61    | 0.06%             | 2041-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                            | FNMA 30YR 3.5% 03/01/2052#CB3174               | CUSIP: 3140QNQ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    423517 | PA      | $389455.51    | 0.12%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                            | FNMA 15YR 3% 11/01/2034#CA4460                 | CUSIP: 3140QB5W4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    877475 | PA      | $835195.85    | 0.25%             | 2034-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                            | FNMA 30YR 2.5% 12/01/2051#CB2320               | CUSIP: 3140QMSJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    704758 | PA      | $606269.32    | 0.18%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                             | UST NOTES 4% 10/31/2029                        | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $8121250.00   | 2.45%             | 2029-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                            | FNMA 30YR 2.5% 12/01/2051#CB2376               | CUSIP: 3140QMUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    546765 | PA      | $470013.62    | 0.14%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                         | FHLG 30YR 3.5% 03/01/2052#                     | CUSIP: 3133KNWJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    599225 | PA      | $552155.57    | 0.17%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                             | UST NOTES 0.75% 08/31/2026                     | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6800000 | PA      | $6039250.00   | 1.82%             | 2026-08-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                            | FNMA 20YR 1.5% 02/01/2041#MA4266               | CUSIP: 31418DW40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243342 | PA      | $199482.64    | 0.06%             | 2041-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                | US 2YR NOTE (CBT) FUT MAR23 TUH3               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       160 | NC      | $81393.53     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UST NOTES                                             | UST NOTES 1.25% 09/30/2028                     | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    580000 | PA      | $502878.13    | 0.15%             | 2028-09-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                  | UMBS 30YR 3% 12/01/2052 #TBA                   | CUSIP: 01F0306C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3750000 | PA      | $3319629.00   | 1.00%             | 2052-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                  | UMBS 30YR 4% 12/01/2052 #TBA                   | CUSIP: 01F0406C6<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -100000 | PA      | $-94625.00    | -0.03%            | 2052-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                             | UST NOTES 1.875% 02/28/2027                    | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5600000 | PA      | $5157250.00   | 1.56%             | 2027-02-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                             | UST NOTES 0.375% 04/30/2025                    | CUSIP: 912828ZL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2186000 | PA      | $1995578.90   | 0.60%             | 2025-04-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                            | FNMA 30YR 2.5% 12/01/2051#CB2321               | CUSIP: 3140QMSK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    621317 | PA      | $533323.93    | 0.16%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                             | UST NOTES 1.125% 08/31/2028                    | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  68556000 | PA      | $59116160.33  | 17.83%            | 2028-08-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                  | UMBS 30YR 4.5% 01/01/2053 #TBA                 | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    400000 | PA      | $389375.20    | 0.12%             | 2053-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                            | FNMA 30YR 3% 02/01/2052#FS0631                 | CUSIP: 3140XFVZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    375878 | PA      | $333964.59    | 0.10%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                           | UNITED STATES TREASURY BOND 3% 08/15/2052      | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    680000 | PA      | $582250.00    | 0.18%             | 2052-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                             | UST NOTES 2.125% 05/15/2025                    | CUSIP: 912828XB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    593000 | PA      | $564230.24    | 0.17%             | 2025-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                  | UMBS 30YR 3% 12/01/2052 #TBA                   | CUSIP: 01F0306C7<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -3750000 | PA      | $-3319629.00  | -1.00%            | 2052-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                             | UST NOTES 0.25% 10/31/2025                     | CUSIP: 91282CAT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3300000 | PA      | $2957625.00   | 0.89%             | 2025-10-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                            | FNMA 15YR 2.5% 11/01/2036#FS1970               | CUSIP: 3140XHFL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    462831 | PA      | $429507.79    | 0.13%             | 2036-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                            | FNMA 20YR 1.5% 11/01/2041#MA4473               | CUSIP: 31418D6K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2038590 | PA      | $1659693.10   | 0.50%             | 2041-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                             | UST NOTES 0.25% 07/31/2025                     | CUSIP: 91282CAB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23839000 | PA      | $21527734.57  | 6.49%             | 2025-07-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                          | Fidelity Cash Central Fund                     | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   8233828 | NS      | $8235474.30   | 2.48%             |  |  |  | No            |                  1 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                         | FHLG 20YR 1.5% 12/01/2040#RB5089               | CUSIP: 3133KYUN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    143888 | PA      | $117954.07    | 0.04%             | 2040-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                            | FNMA 20YR 1.5% 01/01/2041#MA4231               | CUSIP: 31418DVZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239900 | PA      | $196660.72    | 0.06%             | 2041-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                            | FNMA 20YR 1.5% 12/01/2040#MA4202               | CUSIP: 31418DU42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    235391 | PA      | $192965.04    | 0.06%             | 2040-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                | US 5YR NOTE (CBT) FUT MAR23 FVH3               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       109 | NC      | $71312.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                  | UMBS 30YR 2% 12/01/2052 #TBA                   | CUSIP: 01F0206C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    400000 | PA      | $328975.00    | 0.10%             | 2052-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                  | UMBS 30YR 4.5% 12/01/2052 #TBA                 | CUSIP: 01F0426C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    900000 | PA      | $876094.20    | 0.26%             | 2052-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                  | UMBS 15YR 2.5% 12/01/2037 #TBA                 | CUSIP: 01F0224C6<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -1200000 | PA      | $-1108312.56  | -0.33%            | 2037-12-01      | Fixed         | 0.03%                 | No            |                  1 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                  | UMBS 30YR 5% 12/01/2052 #TBA                   | CUSIP: 01F0506C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3200000 | PA      | $3185998.40   | 0.96%             | 2052-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                  | UMBS 15YR 2.5% 12/01/2037 #TBA                 | CUSIP: 01F0224C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1200000 | PA      | $1108312.56   | 0.33%             | 2037-12-01      | Fixed         | 0.03%                 | No            |                  1 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                  | UMBS 30YR 5% 12/01/2052 #TBA                   | CUSIP: 01F0506C5<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -2200000 | PA      | $-2190373.90  | -0.66%            | 2052-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                | US LONG BOND(CBT) FUT MAR23 USH3               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       -41 | NC      | $-44483.45    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                  | UMBS 30YR 4% 12/01/2052 #TBA                   | CUSIP: 01F0406C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1400000 | PA      | $1324750.00   | 0.40%             | 2052-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                             | UST NOTES 0.875% 09/30/2026                    | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $8908203.10   | 2.69%             | 2026-09-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                             | UST NOTES 0.5% 11/30/2023                      | CUSIP: 91282CDM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12100000 | PA      | $11600402.37  | 3.50%             | 2023-11-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER             | GNII II 2% 01/01/2053 #TBA                     | CUSIP: 21H020618<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2375000 | PA      | $2018486.14   | 0.61%             | 2053-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                         | FHLG 30YR 5% 12/01/2052#SD1924                 | CUSIP: 3132DPD54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    699864 | PA      | $705409.23    | 0.21%             | 2052-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                             | UST NOTES 2.75% 07/31/2027                     | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4200000 | PA      | $4001812.50   | 1.21%             | 2027-07-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                             | UST NOTES 2.75% 06/30/2025                     | CUSIP: 912828XZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2770000 | PA      | $2677053.51   | 0.81%             | 2025-06-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                  | UMBS 30YR 4.5% 12/01/2052 #TBA                 | CUSIP: 01F0426C2<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -400000 | PA      | $-389375.20   | -0.12%            | 2052-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                             | UST NOTES 1.75% 07/31/2024                     | CUSIP: 912828Y87<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    220000 | PA      | $210263.28    | 0.06%             | 2024-07-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                         | FHLG 30YR 3.5% 03/01/2052#RA6986               | CUSIP: 3133KNXP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    284429 | PA      | $262086.45    | 0.08%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                            | FNMA 20YR 1.5% 11/01/2040#MA4175               | CUSIP: 31418DT93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    233230 | PA      | $191193.35    | 0.06%             | 2040-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                             | UST NOTES 1.5% 09/30/2024                      | CUSIP: 912828YH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4297000 | PA      | $4076275.18   | 1.23%             | 2024-09-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                         | FHLG 20YR 1.5% 02/01/2041#RB5099               | CUSIP: 3133KYUY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    244061 | PA      | $200072.23    | 0.06%             | 2041-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                             | UST NOTES 2.875% 05/15/2032                    | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3160000 | PA      | $2962006.25   | 0.89%             | 2032-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                             | UST NOTES 2.25% 04/30/2024                     | CUSIP: 9128286R6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11454000 | PA      | $11083087.29  | 3.34%             | 2024-04-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                             | UST NOTES 2.625% 07/31/2029                    | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $559781.25    | 0.17%             | 2029-07-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                           | UNITED STATES TREASURY BOND 3.25% 05/15/2042   | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $538968.75    | 0.16%             | 2042-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LN MTG CORP MTN                              | FED HOME LN MTG CORP 4% 11/25/2024             | CUSIP: 3134GXR71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   1700000 | PA      | $1676175.06   | 0.51%             | 2024-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                             | UST NOTES 0.375% 12/31/2025                    | CUSIP: 91282CBC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4210000 | PA      | $3769101.18   | 1.14%             | 2025-12-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                         | FHLG 20YR 1.5% 04/01/2041#RB5107               | CUSIP: 3133KYU80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    251921 | PA      | $205885.69    | 0.06%             | 2041-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                             | UST NOTES 3.125% 11/15/2028                    | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9210000 | PA      | $8867143.38   | 2.67%             | 2028-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD | FEDERAL HOME LN MTG MLT CTF GT 2.4% 03/25/2032 | CUSIP: 3137H73P6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $594741.70    | 0.18%             | 2032-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PRIVATE EXPORT FUNDING CORP                           | PRIVATE EXPORT FUNDING CORP 1.75% 11/15/2024   | CUSIP: 742651DX7<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | USGSE             | US        |   1640000 | PA      | $1543443.47   | 0.47%             | 2024-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER             | GNII II 3.5% 11/20/2050#MA6997                 | CUSIP: 36179VX21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    486543 | PA      | $455882.35    | 0.14%             | 2050-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                         | FHLG 15YR 3% 09/01/2034#SB0072                 | CUSIP: 3132CWCH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    399020 | PA      | $379794.47    | 0.11%             | 2034-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                | US 10YR NOTE FUT (CBT)MAR23 TYH3               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        20 | NC      | $17926.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                  | UMBS 30YR 3.5% 01/01/2053 #TBA                 | CUSIP: 01F032617<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    100000 | PA      | $91671.88     | 0.03%             | 2053-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-30

**Name of Applicant:** Laura M. Del Prato

**Signature:** Laura M. Del Prato

**Name of Signer:** Laura M. Del Prato

**Title:** President and Treasurer