U.S. Treasury Bills, yield at date of purchase 5.33% 7/25/24 (b)
(Cost $7,942,049)
7,970,000
7,942,185
Domestic Equity Funds - 20.3%
Shares
Value ($)
Fidelity Series All-Sector Equity Fund (c)
2,796,320
34,422,695
Fidelity Series Blue Chip Growth Fund (c)
4,834,443
95,480,257
Fidelity Series Commodity Strategy Fund (c)
420,837
40,934,780
Fidelity Series Growth Company Fund (c)
7,204,729
177,236,344
Fidelity Series Intrinsic Opportunities Fund (c)
2,754,683
31,761,495
Fidelity Series Large Cap Stock Fund (c)
7,251,789
166,356,038
Fidelity Series Large Cap Value Index Fund (c)
3,331,006
52,196,859
Fidelity Series Opportunistic Insights Fund (c)
4,435,791
105,971,058
Fidelity Series Small Cap Core Fund (c)
377,544
4,349,310
Fidelity Series Small Cap Discovery Fund (c)
1,235,414
13,676,035
Fidelity Series Small Cap Opportunities Fund (c)
3,163,004
47,255,280
Fidelity Series Stock Selector Large Cap Value Fund (c)
8,489,137
116,470,955
Fidelity Series Value Discovery Fund (c)
6,807,508
104,154,877
TOTAL DOMESTIC EQUITY FUNDS
(Cost $580,584,560)
990,265,983
International Equity Funds - 19.8%
Shares
Value ($)
Fidelity Series Canada Fund (c)
3,767,919
56,857,905
Fidelity Series Emerging Markets Fund (c)
7,704,107
70,954,824
Fidelity Series Emerging Markets Opportunities Fund (c)
15,080,577
283,665,651
Fidelity Series International Growth Fund (c)
8,806,431
161,333,814
Fidelity Series International Small Cap Fund (c)
4,114,297
70,148,765
Fidelity Series International Value Fund (c)
12,871,233
162,692,391
Fidelity Series Overseas Fund (c)
11,477,814
161,492,844
TOTAL INTERNATIONAL EQUITY FUNDS
(Cost $661,785,345)
967,146,194
Bond Funds - 54.6%
Shares
Value ($)
Fidelity Series 0-5 Year Inflation-Protected Bond Index Fund (c)
48,724,246
471,650,706
Fidelity Series 5+ Year Inflation-Protected Bond Index Fund (c)
31,136,712
237,573,109
Fidelity Series Emerging Markets Debt Fund (c)
3,237,006
25,281,015
Fidelity Series Emerging Markets Debt Local Currency Fund (c)
891,864
7,892,997
Fidelity Series Floating Rate High Income Fund (c)
444,629
3,992,767
Fidelity Series High Income Fund (c)
3,007,576
25,323,794
Fidelity Series International Credit Fund (c)
699,457
5,672,599
Fidelity Series International Developed Markets Bond Index Fund (c)
21,933,805
187,534,036
Fidelity Series Investment Grade Bond Fund (c)
156,103,156
1,542,299,178
Fidelity Series Long-Term Treasury Bond Index Fund (c)
28,701,019
157,568,594
Fidelity Series Real Estate Income Fund (c)
484,931
4,698,983
TOTAL BOND FUNDS
(Cost $3,015,697,040)
2,669,487,778
Short-Term Funds - 5.2%
Shares
Value ($)
Fidelity Cash Central Fund 5.38% (d)
7,162,580
7,164,013
Fidelity Series Government Money Market Fund 5.42% (c)(e)
205,261,369
205,261,369
Fidelity Series Short-Term Credit Fund (c)
4,227,738
41,727,775
TOTAL SHORT-TERM FUNDS
(Cost $254,398,701)
254,153,157
TOTAL INVESTMENT IN SECURITIES - 100.0%
(Cost $4,520,407,695)
4,888,995,297
NET OTHER ASSETS (LIABILITIES) - 0.0%
(2,278,111)
NET ASSETS - 100.0%
4,886,717,186
Futures Contracts
Number
of contracts
Expiration
Date
Notional
Amount ($)
Value ($)
Unrealized
Appreciation/
(Depreciation) ($)
Purchased
Equity Index Contracts
ICE MSCI EAFE Index Contracts (United States)
8
Sep 2024
937,280
616
616
ICE MSCI Emerging Markets Index Contracts (United States)
205
Sep 2024
11,154,050
(1,052)
(1,052)
TOTAL EQUITY INDEX CONTRACTS
(436)
Treasury Contracts
CBOT 10-Year U.S. Treasury Note Contracts (United States)
1,711
Sep 2024
188,183,266
1,188,916
1,188,916
CBOT 5-Year U.S. Treasury Note Contracts (United States)
1,047
Sep 2024
111,587,297
546,396
546,396
TOTAL TREASURY CONTRACTS
1,735,312
TOTAL PURCHASED
1,734,876
Sold
Equity Index Contracts
CME E-mini S&P 500 Index Contracts (United States)
215
Sep 2024
59,356,125
(133,456)
(133,456)
TOTAL FUTURES CONTRACTS
1,601,420
The notional amount of futures purchased as a percentage of Net Assets is 6.4%
The notional amount of futures sold as a percentage of Net Assets is 1.2%
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 $6,851,006.
(c)
Affiliated Fund
(d)
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
(e)
The rate quoted is the annualized seven-day yield of the fund at period end.
Affiliated Central Funds
Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.
Affiliate
Value,
beginning
of period ($)
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 5.38%
7,983,129
25,276,605
26,095,669
83,582
(52)
-
7,164,013
0.0%
Total
7,983,129
25,276,605
26,095,669
83,582
(52)
-
7,164,013
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
480,305,248
15,826,346
30,689,436
250,502
6,936
6,201,612
471,650,706
Fidelity Series 5+ Year Inflation-Protected Bond Index Fund
255,527,914
103,649
18,768,860
100,475
(5,785,978)
6,496,384
237,573,109
Fidelity Series All-Sector Equity Fund
35,372,713
425
2,335,163
-
195,411
1,189,309
34,422,695
Fidelity Series Blue Chip Growth Fund
97,680,272
1,180
10,466,089
-
4,755,132
3,509,762
95,480,257
Fidelity Series Canada Fund
60,592,022
1,240,256
4,044,843
-
877,081
(1,806,611)
56,857,905
Fidelity Series Commodity Strategy Fund
32,792,809
10,701,454
3,455,390
-
(992,272)
1,888,179
40,934,780
Fidelity Series Emerging Markets Debt Fund
26,761,180
385,635
1,685,823
385,275
(321,534)
141,557
25,281,015
Fidelity Series Emerging Markets Debt Local Currency Fund
8,454,470
88
430,717
-
(67,072)
(63,772)
7,892,997
Fidelity Series Emerging Markets Fund
75,067,461
32,241
7,695,512
-
(87,871)
3,638,505
70,954,824
Fidelity Series Emerging Markets Opportunities Fund
301,306,798
3,694
32,712,545
-
5,055,467
10,012,237
283,665,651
Fidelity Series Floating Rate High Income Fund
4,238,037
92,569
305,970
92,501
(24,582)
(7,287)
3,992,767
Fidelity Series Government Money Market Fund 5.42%
213,421,937
9,635,012
17,795,580
2,726,269
-
-
205,261,369
Fidelity Series Growth Company Fund
182,026,606
1,013,984
21,045,513
-
10,554,277
4,686,990
177,236,344
Fidelity Series High Income Fund
26,714,628
403,203
1,655,613
402,850
(169,962)
31,538
25,323,794
Fidelity Series International Credit Fund
5,636,802
75,295
5,596
75,296
260
(34,162)
5,672,599
Fidelity Series International Developed Markets Bond Index Fund
197,483,486
6,213,853
12,078,421
2,298,161
(1,340,605)
(2,744,277)
187,534,036
Fidelity Series International Growth Fund
171,101,572
6,591,886
13,417,064
-
3,011,306
(5,953,886)
161,333,814
Fidelity Series International Small Cap Fund
76,774,721
936
4,598,369
-
695,567
(2,724,090)
70,148,765
Fidelity Series International Value Fund
171,924,648
3,233,649
12,941,267
-
3,038,535
(2,563,174)
162,692,391
Fidelity Series Intrinsic Opportunities Fund
34,300,987
596,575
2,047,224
-
200,147
(1,288,990)
31,761,495
Fidelity Series Investment Grade Bond Fund
1,629,985,802
26,297,386
101,872,242
16,813,604
(9,643,940)
(2,467,828)
1,542,299,178
Fidelity Series Large Cap Stock Fund
171,462,182
1,134,935
13,652,459
-
6,742,122
669,258
166,356,038
Fidelity Series Large Cap Value Index Fund
53,875,375
2,658,838
3,147,653
-
372,573
(1,562,274)
52,196,859
Fidelity Series Long-Term Treasury Bond Index Fund
194,299,981
5,092,427
36,916,332
1,442,487
(19,339,140)
14,431,658
157,568,594
Fidelity Series Opportunistic Insights Fund
108,622,058
1,346,194
10,931,078
-
5,236,269
1,697,615
105,971,058
Fidelity Series Overseas Fund
171,563,031
4,967,319
14,780,215
-
2,720,460
(2,977,751)
161,492,844
Fidelity Series Real Estate Income Fund
4,927,971
73,831
306,642
73,745
(10,846)
14,669
4,698,983
Fidelity Series Short-Term Credit Fund
41,756,514
2,912,787
3,029,769
412,842
(8,570)
96,813
41,727,775
Fidelity Series Small Cap Core Fund
4,437,810
20,663
4,129
20,664
424
(105,458)
4,349,310
Fidelity Series Small Cap Discovery Fund
14,999,915
1,465,465
880,603
824,051
70,015
(1,978,757)
13,676,035
Fidelity Series Small Cap Opportunities Fund
50,454,057
932,260
2,917,111
-
895,419
(2,109,345)
47,255,280
Fidelity Series Stock Selector Large Cap Value Fund
120,087,756
6,189,614
6,968,825
-
319,483
(3,157,073)
116,470,955
Fidelity Series Value Discovery Fund
107,438,138
6,643,517
6,286,006
-
181,164
(3,821,936)
104,154,877
5,131,394,901
115,887,166
399,868,059
25,918,722
7,135,676
19,339,415
4,873,889,099
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:
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. Treasury Obligations are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.
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):
Equity Risk - Equity risk relates to the fluctuations in the value of financial instruments as a result of changes in market prices (other than those arising from interest rate risk or foreign exchange risk), whether caused by factors specific to an individual investment, its issuer, or all factors affecting all instruments traded in a market or market segment.
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 stock market.
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.
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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