N-Q 1 isig.htm

UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY

Investment Company Act file number 811-3737

Fidelity Advisor Series IV
 (Exact name of registrant as specified in charter)

82 Devonshire St., Boston, Massachusetts 02109
 (Address of principal executive offices)       (Zip code)

Scott C. Goebel, Secretary

82 Devonshire St.

Boston, Massachusetts 02109
(Name and address of agent for service)

Registrant's telephone number, including area code: 617-563-7000

Date of fiscal year end:

November 30

 

 

Date of reporting period:

August 31, 2011

Item 1. Schedule of Investments

Quarterly Holdings Report

for

Fidelity ® Institutional
Short-Intermediate Government Fund

August 31, 2011 

1.805749.107

ISIG-QTLY-1011

Investments August 31, 2011 (Unaudited)

Showing Percentage of Net Assets

U.S. Government and Government Agency Obligations - 82.2%

 

Principal Amount

Value

U.S. Government Agency Obligations - 6.3%

Fannie Mae:

0.375% 12/28/12

$ 4,090,000

$ 4,096,777

0.5% 8/9/13

7,845,000

7,864,597

1.125% 6/27/14

1,538,000

1,565,982

Federal Home Loan Bank:

0.5% 8/28/13

4,775,000

4,787,396

0.875% 8/22/12

2,390,000

2,404,132

0.875% 12/27/13

350,000

353,689

Freddie Mac:

0.375% 11/30/12

3,252,000

3,255,636

1% 7/30/14

3,787,000

3,839,723

1% 8/27/14

1,889,000

1,914,809

Overseas Private Investment Corp. U.S. Government guaranteed participation certificates 6.77% 11/15/13

294,229

313,939

TOTAL U.S. GOVERNMENT AGENCY OBLIGATIONS

30,396,680

U.S. Treasury Obligations - 63.6%

U.S. Treasury Notes:

0.375% 6/30/13

71,856,000

72,091,680

0.5% 5/31/13

15,669,000

15,752,234

0.5% 8/15/14

8,193,000

8,235,276

0.625% 7/15/14

49,500,000

49,941,045

0.75% 6/15/14

8,472,000

8,578,561

1% 8/31/16

21,435,000

21,470,153

1.25% 8/31/15

12,000,000

12,300,000

1.25% 10/31/15

5,500,000

5,625,901

1.375% 2/15/13

4,339,000

4,413,917

1.5% 7/31/16 (e)

28,112,000

28,874,116

1.875% 6/30/15

8,900,000

9,336,652

2.125% 11/30/14

5,648,000

5,959,962

2.125% 5/31/15

16,188,000

17,134,027

2.375% 8/31/14

11,687,000

12,393,701

2.375% 9/30/14

11,425,000

12,126,564

2.375% 10/31/14

7,948,000

8,444,130

2.625% 7/31/14

1,487,000

1,585,978

3.375% 6/30/13

10,561,000

11,172,799

TOTAL U.S. TREASURY OBLIGATIONS

305,436,696

U.S. Government and Government Agency Obligations - continued

 

Principal Amount

Value

Other Government Related - 12.3%

Bank of America Corp.:

2.1% 4/30/12 (FDIC Guaranteed) (a)

$ 577,000

$ 583,929

3.125% 6/15/12 (FDIC Guaranteed) (a)

161,000

164,543

Citibank NA:

1.75% 12/28/12 (FDIC Guaranteed) (a)

2,000,000

2,037,306

1.875% 5/7/12 (FDIC Guaranteed) (a)

12,500,000

12,632,225

Citigroup Funding, Inc.:

1.875% 11/15/12 (FDIC Guaranteed) (a)

1,600,000

1,629,893

2% 3/30/12 (FDIC Guaranteed) (a)

5,000,000

5,046,770

2.125% 7/12/12 (FDIC Guaranteed) (a)

934,000

948,070

General Electric Capital Corp.:

2% 9/28/12 (FDIC Guaranteed) (a)

4,000,000

4,075,356

2.625% 12/28/12 (FDIC Guaranteed) (a)

1,702,000

1,754,037

3% 12/9/11 (FDIC Guaranteed) (a)

420,000

423,036

GMAC, Inc. 1.75% 10/30/12 (FDIC Guaranteed) (a)

6,000,000

6,100,674

Goldman Sachs Group, Inc. 3.25% 6/15/12 (FDIC Guaranteed) (a)

162,000

165,725

JPMorgan Chase & Co.:

2.125% 12/26/12 (FDIC Guaranteed) (a)

7,000,000

7,164,192

2.2% 6/15/12 (FDIC Guaranteed) (a)

2,570,000

2,608,100

3.125% 12/1/11 (FDIC Guaranteed) (a)

70,000

70,493

National Credit Union Administration Guaranteed Notes:

Series 2010-A1 Class A, 0.5556% 12/7/20 (NCUA Guaranteed) (b)

1,025,318

1,026,169

Series 2010-R2 Class 1A, 0.5708% 11/6/17 (NCUA Guaranteed) (b)

1,704,703

1,705,235

Series 2011-C1 Class 1A, 0.5173% 2/28/20 (NCUA Guaranteed) (b)

1,545,053

1,545,053

Series 2011-R1 Class 1A, 0.6508% 1/8/20 (NCUA Guaranteed) (b)

1,580,137

1,579,272

Series 2011-R4 Class 1A, 0.5808% 3/6/20 (NCUA Guaranteed) (b)

1,013,052

1,012,181

U.S. Government and Government Agency Obligations - continued

 

Principal Amount

Value

Other Government Related - continued

National Credit Union Administration Guaranteed Notes Master Trust:

1.4% 6/12/15 (NCUA Guaranteed)

$ 640,000

$ 650,534

2.35% 6/12/17 (NCUA Guaranteed)

5,640,000

5,820,480

TOTAL OTHER GOVERNMENT RELATED

58,743,273

TOTAL U.S. GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS

(Cost $387,999,677)

394,576,649

U.S. Government Agency - Mortgage Securities - 3.0%

 

Fannie Mae - 1.2%

1.918% 2/1/33 (b)

18,028

18,585

1.946% 7/1/35 (b)

8,571

8,899

1.987% 3/1/35 (b)

16,581

17,148

2.032% 12/1/34 (b)

19,586

20,199

2.045% 4/1/33 (b)

198,557

205,744

2.051% 10/1/33 (b)

18,705

19,434

2.175% 3/1/35 (b)

3,459

3,611

2.297% 11/1/33 (b)

41,002

42,356

2.301% 7/1/34 (b)

10,482

10,938

2.303% 6/1/36 (b)

10,779

11,197

2.412% 10/1/35 (b)

20,680

21,359

2.412% 7/1/36 (b)

70,481

73,675

2.457% 3/1/35 (b)

10,735

11,319

2.504% 11/1/36 (b)

99,294

104,327

2.509% 2/1/36 (b)

32,112

33,805

2.518% 1/1/35 (b)

79,086

81,904

2.527% 6/1/47 (b)

44,639

46,820

2.528% 7/1/35 (b)

21,889

22,945

2.536% 3/1/33 (b)

43,200

45,094

2.55% 10/1/33 (b)

17,914

18,864

2.569% 2/1/37 (b)

178,684

187,416

2.603% 5/1/36 (b)

21,909

22,886

2.635% 4/1/36 (b)

144,265

151,854

2.677% 12/1/32 (b)

66,510

70,008

2.841% 9/1/36 (b)

36,306

37,845

3.045% 8/1/35 (b)

221,339

235,318

3.5% 12/1/25

227,924

238,084

3.692% 5/1/40 (b)

535,836

563,852

U.S. Government Agency - Mortgage Securities - continued

 

Principal Amount

Value

Fannie Mae - continued

3.788% 6/1/40 (b)

$ 547,660

$ 575,825

4% 9/1/13

43,895

46,354

5% 2/1/16

11,292

11,872

5.106% 12/1/32 (b)

756,695

806,228

5.5% 10/1/20 to 4/1/21

1,647,999

1,793,228

5.963% 3/1/37 (b)

22,281

24,148

6% 6/1/16 to 10/1/16

29,034

31,254

6.5% 6/1/15 to 5/1/27

172,331

190,012

7% 6/1/12 to 11/1/14

39,533

41,434

9% 5/1/15 to 2/1/20

57,117

64,018

9.5% 11/1/21

256

288

10.5% 8/1/20

10,962

13,093

11.5% 7/15/19

25,861

29,540

12% 4/1/15

7,377

8,343

12.5% 3/1/16

601

675

 

5,961,798

Freddie Mac - 1.7%

1.91% 3/1/35 (b)

49,825

51,175

2.046% 5/1/37 (b)

30,082

31,354

2.075% 3/1/37 (b)

10,855

11,192

2.153% 7/1/35 (b)

413,036

427,973

2.285% 6/1/33 (b)

97,328

102,081

2.435% 6/1/37 (b)

84,947

89,045

2.454% 7/1/35 (b)

102,248

107,224

2.468% 10/1/35 (b)

99,759

103,794

2.474% 12/1/33 (b)

201,471

211,460

2.479% 11/1/35 (b)

82,283

85,287

2.48% 4/1/34 (b)

372,389

392,628

2.5% 5/1/37 (b)

23,864

24,953

2.508% 12/1/36 (b)

330,342

345,427

2.51% 5/1/37 (b)

308,199

326,096

2.51% 5/1/37 (b)

173,542

182,205

2.557% 4/1/37 (b)

34,883

36,554

2.654% 2/1/36 (b)

7,634

8,018

2.709% 10/1/36 (b)

121,515

127,157

2.77% 1/1/35 (b)

262,771

275,413

2.795% 7/1/36 (b)

39,591

41,612

2.798% 7/1/35 (b)

88,330

93,774

2.942% 3/1/33 (b)

3,141

3,318

3.261% 10/1/35 (b)

15,846

16,916

4.822% 2/1/37 (b)

20,935

21,639

U.S. Government Agency - Mortgage Securities - continued

 

Principal Amount

Value

Freddie Mac - continued

5% 9/1/35

$ 7,808

$ 8,418

5.5% 11/1/18 to 11/1/21

4,298,894

4,671,372

5.847% 6/1/37 (b)

11,658

12,208

6.4% 8/1/37 (b)

50,058

52,972

6.5% 12/1/21

163,531

180,955

7.22% 4/1/37 (b)

1,669

1,764

7.5% 11/1/12

16,858

17,402

9% 10/1/16 to 12/1/18

15,210

16,915

9.5% 2/1/17 to 12/1/22

30,608

34,955

10% 6/1/18 to 6/1/20

4,983

5,952

10.5% 9/1/20

108

130

11.5% 10/1/15

2,066

2,260

12% 10/1/13 to 11/1/19

5,478

5,990

12.25% 11/1/14

3,824

4,123

12.5% 1/1/13 to 6/1/19

19,435

21,692

 

8,153,403

Ginnie Mae - 0.1%

4% 9/15/25

205,392

220,012

8% 12/15/23

104,625

120,169

8.5% 1/15/17 to 3/15/17

21,680

24,089

10.5% 1/15/16 to 1/15/18

19,131

22,056

11% 10/20/13

622

664

 

386,990

TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES

(Cost $14,115,972)

14,502,191

Collateralized Mortgage Obligations - 9.6%

 

U.S. Government Agency - 9.6%

Fannie Mae:

floater Series 1994-42 Class FK, 2.47% 4/25/24 (b)

711,648

735,001

sequential payer Series 2009-14 Class EB, 4.5% 3/25/24

690,000

761,716

Series 2010-109 Class IM, 5.5% 9/25/40 (c)

1,924,256

367,803

Fannie Mae subordinate REMIC pass-thru certificates:

floater:

Series 2001-38 Class QF, 1.1984% 8/25/31 (b)

168,219

170,671

Series 2002-49 Class FB, 0.8102% 11/18/31 (b)

223,727

224,126

Series 2002-60 Class FV, 1.2184% 4/25/32 (b)

49,099

49,929

Series 2002-74 Class FV, 0.6684% 11/25/32 (b)

1,057,262

1,060,917

Collateralized Mortgage Obligations - continued

 

Principal Amount

Value

U.S. Government Agency - continued

Fannie Mae subordinate REMIC pass-thru certificates: - continued

floater:

Series 2002-75 Class FA, 1.2184% 11/25/32 (b)

$ 100,580

$ 102,279

Series 2008-76 Class EF, 0.7184% 9/25/23 (b)

465,067

465,701

Series 2010-86 Class FE, 0.6684% 8/25/25 (b)

681,404

683,386

planned amortization class:

Series 2002-16 Class PG, 6% 4/25/17

245,767

265,630

Series 2002-9 Class PC, 6% 3/25/17

365,348

395,202

Series 2005-52 Class PB, 6.5% 12/25/34

185,729

199,430

sequential payer:

Series 2002-56 Class MC, 5.5% 9/25/17

56,849

61,345

Series 2002-57 Class BD, 5.5% 9/25/17

58,802

64,072

Series 2004-95 Class AN, 5.5% 1/25/25

210,003

224,882

Series 2005-47 Class HK, 4.5% 6/25/20

680,000

749,562

Series 2008-27 Class KB, 4.5% 4/25/23

390,000

435,573

Series 2010-139 Class NI, 4.5% 2/25/40 (c)

1,087,536

192,801

Federal HMLC Multi-class participation certificates guaranteed floater Series 3835, 0.5572% 5/15/38 (b)

2,738,306

2,734,566

Federal National Mtg Association Gtd PT:

floater Series 2011-63 Class FL, 0.6184% 7/25/41 (b)

3,190,894

3,191,598

Series 2011-67 Class AI, 4% 7/25/26 (c)

459,251

43,561

FHLMC Multifamily Structured pass-thru Certificates planned amortization class:

Series 3867, 0.5572% 4/15/40 (b)

3,340,261

3,346,252

0.6572% 5/15/41 (b)

1,970,568

1,966,550

Freddie Mac Multi-class participation certificates guaranteed:

floater:

Series 2448 Class FT, 1.2072% 3/15/32 (b)

229,357

233,103

Series 2526 Class FC, 0.6072% 11/15/32 (b)

156,278

156,406

Series 2530 Class FE, 0.8072% 2/15/32 (b)

124,402

125,235

Series 2630 Class FL, 0.7072% 6/15/18 (b)

19,423

19,587

Series 3346 Class FA, 0.4372% 2/15/19 (b)

2,182,742

2,186,012

planned amortization class:

Series 2356 Class GD, 6% 9/15/16

59,010

63,634

Series 2363 Class PF, 6% 9/15/16

75,187

81,053

Series 2376 Class JE, 5.5% 11/15/16

63,698

68,430

Series 2381 Class OG, 5.5% 11/15/16

41,901

44,887

Series 2425 Class JH, 6% 3/15/17

79,505

86,417

Series 2628 Class OE, 4.5% 6/15/18

335,000

361,581

Collateralized Mortgage Obligations - continued

 

Principal Amount

Value

U.S. Government Agency - continued

Freddie Mac Multi-class participation certificates guaranteed: - continued

Series 2684 Class FP, 0.7072% 1/15/33 (b)

$ 1,710,000

$ 1,718,781

Series 2695 Class DG, 4% 10/15/18

805,000

867,376

Series 3147 Class PF, 0.5072% 4/15/36 (b)

1,019,159

1,014,182

sequential payer:

Series 1929 Class EZ, 7.5% 2/17/27

605,965

678,935

Series 2570 Class CU, 4.5% 7/15/17

14,262

14,550

Series 2572 Class HK, 4% 2/15/17

4,563

4,555

Series 2645, Class BY, 4.5% 7/15/18

420,000

469,309

Series 2668 Class AZ, 4% 9/15/18

1,893,115

2,008,075

Series 2672 Class HA, 4% 9/15/16

106,378

107,480

Series 2729 Class GB, 5% 1/15/19

354,976

381,764

Series 2930 Class KT, 4.5% 2/15/20

590,000

654,769

Series 3013 Class VJ, 5% 1/15/14

433,492

453,019

Series 3578, Class B, 4.5% 9/15/24

700,000

774,552

Ginnie Mae guaranteed REMIC pass-thru certificates:

floater:

Series 2010-H17 Class FA, 0.5173% 7/20/60 (b)(d)

1,452,612

1,430,823

Series 2010-H18 Class AF, 0.4904% 9/20/60 (b)(d)

1,505,467

1,481,199

Series 2010-H19 Class FG, 0.4851% 8/20/60 (b)(d)

1,903,781

1,869,132

Series 2010-H27 Series FA, 0.5651% 12/20/60 (b)(d)

418,117

411,887

Series 2011-H03 Class FA, 0.6851% 1/20/61 (b)(d)

1,463,853

1,453,313

Series 2011-H05 Class FA, 0.6851% 12/20/60 (b)(d)

982,546

975,570

Series 2011-H07 Class FA, 0.713% 2/20/61 (b)(d)

1,498,639

1,491,146

Series 2011-H12 Class FA, 0.703% 2/20/61 (b)(d)

1,961,907

1,952,098

Series 2011-H13 Class FA, 0.6851% 4/20/61 (b)(d)

852,699

846,816

Series 2011-H14:

Class FB, 0.6851% 5/20/61 (b)(d)

907,322

901,370

Class FC, 0.6851% 5/20/61 (b)(d)

944,631

938,878

Series 2011-H17 Class FA, 0.743% 6/20/61 (b)(d)

1,177,660

1,171,654

Series 2004-79 Class FA, 0.513% 1/20/31 (b)

163,195

163,232

TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS

(Cost $45,864,954)

46,153,363

Foreign Government and Government Agency Obligations - 0.1%

 

Principal Amount

Value

Israeli State (guaranteed by U.S. Government through Agency for International Development) 6.8% 2/15/12
(Cost $353,979)

$ 350,266

$ 355,920

Cash Equivalents - 5.4%

Maturity Amount

 

Investments in repurchase agreements in a joint trading account at 0.07%, dated 8/31/11 due 9/1/11 (Collateralized by U.S. Government Obligations) #
(Cost $25,881,000)

$ 25,881,049


25,881,000

TOTAL INVESTMENT PORTFOLIO - 100.3%

(Cost $474,215,582)

481,469,123

NET OTHER ASSETS (LIABILITIES) - (0.3)%

(1,255,183)

NET ASSETS - 100%

$ 480,213,940

Futures Contracts

Expiration Date

Underlying Face Amount at Value

Unrealized Appreciation/
(Depreciation)

Purchased

Treasury Contracts

182 CBOT 2 Year U.S. Treasury Notes Contracts

Jan. 2012

$ 40,131,000

$ 3,056

 

The face value of futures purchased as a percentage of net assets is 8.4%

Legend

(a) Under the Temporary Liquidity Guarantee Program, the Federal Deposit Insurance Corporation guarantees principal and interest in the event of payment default or bankruptcy until the earlier of maturity date of the debt or until June 30, 2012. At the end of the period these securities amounted to $45,404,349 or 9.5% of net assets.

(b) Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.

(c) Security represents right to receive monthly interest payments on an underlying pool of mortgages or assets. Principal shown is the outstanding par amount of the pool held as of the end of the period.

(d) Represents an investment in an underlying pool of reverse mortgages which typically do not require regular principal and interest payments as repayment is deferred until a maturity event.

(e) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At the period end, the value of securities pledged amounted to $133,524.

# Additional information on each counterparty to the repurchase agreement is as follows:

Repurchase Agreement / Counterparty

Value

$25,881,000 due 9/01/11 at 0.07%

Barclays Capital, Inc.

$ 6,163,472

HSBC Securities (USA), Inc.

9,228,914

ING Financial Markets LLC

106,086

Mizuho Securities USA, Inc.

10,382,528

 

$ 25,881,000

Other Information

The following is a summary of the inputs used, as of August 31, 2011, involving the Fund's assets and liabilities carried at fair value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, and their aggregation into the levels used in the table below, please refer to the Investment Valuation section at the end of this listing.

Valuation Inputs at Reporting Date:

Description

Total

Level 1

Level 2

Level 3

Investments in Securities:

U.S. Government and Government Agency Obligations

$ 394,576,649

$ -

$ 394,576,649

$ -

U.S. Government Agency - Mortgage Securities

14,502,191

-

14,502,191

-

Collateralized Mortgage Obligations

46,153,363

-

46,153,363

-

Foreign Government and Government Agency Obligations

355,920

-

355,920

-

Cash Equivalents

25,881,000

-

25,881,000

-

Total Investments in Securities:

$ 481,469,123

$ -

$ 481,469,123

$ -

Derivative Instruments:

Assets

Futures Contracts

$ 3,056

$ 3,056

$ -

$ -

Income Tax Information

At August 31, 2011, the cost of investment securities for income tax purposes was $474,178,443. Net unrealized appreciation aggregated $7,290,680, of which $7,455,007 related to appreciated investment securities and $164,327 related to depreciated investment securities.

Investment Valuation

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Security transactions are accounted for as of trade date. The Fund uses independent pricing services approved by the Board of Trustees to value its investments. When current market prices or quotations are not readily available or reliable, valuations may be determined in good faith in accordance with procedures adopted by the Board of Trustees. Factors used in determining value may include market or security specific events, changes in interest rates and credit quality. The frequency with which these procedures are used cannot be predicted and they may be utilized to a significant extent. The value used for net asset value calculation under these procedures may differ from published prices for the same securities. The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels: Level 1 - 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). Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy. Valuation techniques used to value the Fund's investments by major category are as follows:

Debt securities, including restricted securities, are valued based on evaluated prices received from independent pricing services or from dealers who make markets in such securities. For foreign government and government agency obligations and U.S. government and government agency obligations, pricing services utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type as well as dealer supplied prices and are generally categorized as Level 2 in the hierarchy.

For collateralized mortgage obligations and U.S. government agency mortgage securities, pricing services utilize matrix pricing which considers prepayment speed assumptions, attributes of the collateral, yield or price of bonds of comparable quality, coupon, maturity and type as well as dealer supplied prices and, accordingly, such securities are generally categorized as Level 2 in the hierarchy. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing matrices which consider similar factors that would be used by independent pricing services. These are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

Short-term securities with remaining maturities of sixty days or less may be valued at amortized cost, which approximates fair value, and are categorized as Level 2 in the hierarchy.

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.

For additional information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.

Quarterly 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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or an affiliate.

Quarterly Report

Item 2. Controls and Procedures

(a)(i) The President and Treasurer and the Chief Financial Officer have concluded that the Fidelity Advisor Series IV's (the "Trust") disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act) provide reasonable assurances that material information relating to the Trust is made known to them by the appropriate persons, based on their evaluation of these controls and procedures as of a date within 90 days of the filing date of this report.

(a)(ii) There was no change in the Trust's internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act) that occurred during the Trust's last fiscal quarter that has materially affected, or is reasonably likely to materially affect, the Trust's internal control over financial reporting.

Item 3. Exhibits

Certification pursuant to Rule 30a-2(a) under the Investment Company Act of 1940 (17 CFR 270.30a-2(a)) is filed and attached hereto as Exhibit 99.CERT.

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

Fidelity Advisor Series IV

By:

/s/John R. Hebble

 

John R. Hebble

 

President and Treasurer

 

 

Date:

October 31, 2011

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

By:

/s/John R. Hebble

 

John R. Hebble

 

President and Treasurer

 

 

Date:

October 31, 2011

By:

/s/Christine Reynolds

 

Christine Reynolds

 

Chief Financial Officer

 

 

Date:

October 31, 2011