U.S. Treasury Bills, yield at date of purchase 5.3% to 5.33% 7/25/24 to 9/26/24 (b)
(Cost $2,119,126)
2,130,000
2,119,156
Domestic Equity Funds - 52.6%
Shares
Value ($)
Fidelity Series All-Sector Equity Fund (c)
2,412,488
29,697,729
Fidelity Series Blue Chip Growth Fund (c)
4,124,853
81,465,851
Fidelity Series Commodity Strategy Fund (c)
135,350
13,165,473
Fidelity Series Growth Company Fund (c)
6,159,893
151,533,363
Fidelity Series Intrinsic Opportunities Fund (c)
2,363,648
27,252,864
Fidelity Series Large Cap Stock Fund (c)
6,263,418
143,682,810
Fidelity Series Large Cap Value Index Fund (c)
2,854,777
44,734,348
Fidelity Series Opportunistic Insights Fund (c)
3,786,383
90,456,679
Fidelity Series Small Cap Core Fund (c)
315,288
3,632,117
Fidelity Series Small Cap Discovery Fund (c)
1,075,337
11,903,982
Fidelity Series Small Cap Opportunities Fund (c)
2,780,462
41,540,099
Fidelity Series Stock Selector Large Cap Value Fund (c)
7,275,435
99,818,972
Fidelity Series Value Discovery Fund (c)
5,834,230
89,263,725
TOTAL DOMESTIC EQUITY FUNDS
(Cost $695,824,128)
828,148,012
International Equity Funds - 41.4%
Shares
Value ($)
Fidelity Series Canada Fund (c)
2,893,107
43,656,992
Fidelity Series Emerging Markets Fund (c)
4,578,676
42,169,604
Fidelity Series Emerging Markets Opportunities Fund (c)
9,042,704
170,093,258
Fidelity Series International Growth Fund (c)
6,766,310
123,958,798
Fidelity Series International Small Cap Fund (c)
1,313,059
22,387,648
Fidelity Series International Value Fund (c)
9,887,113
124,973,106
Fidelity Series Overseas Fund (c)
8,852,391
124,553,137
TOTAL INTERNATIONAL EQUITY FUNDS
(Cost $594,044,848)
651,792,543
Bond Funds - 5.7%
Shares
Value ($)
Fidelity Series 0-5 Year Inflation-Protected Bond Index Fund (c)
76,187
737,494
Fidelity Series 5+ Year Inflation-Protected Bond Index Fund (c)
99,353
758,060
Fidelity Series Emerging Markets Debt Fund (c)
1,037,238
8,100,828
Fidelity Series Emerging Markets Debt Local Currency Fund (c)
272,889
2,415,072
Fidelity Series Floating Rate High Income Fund (c)
167,543
1,504,532
Fidelity Series High Income Fund (c)
980,959
8,259,674
Fidelity Series International Credit Fund (c)
4,817
39,069
Fidelity Series Long-Term Treasury Bond Index Fund (c)
12,168,439
66,804,733
Fidelity Series Real Estate Income Fund (c)
155,845
1,510,139
TOTAL BOND FUNDS
(Cost $100,048,138)
90,129,601
Short-Term Funds - 0.2%
Shares
Value ($)
Fidelity Cash Central Fund 5.38% (d)
(Cost $2,385,337)
2,384,860
2,385,337
TOTAL INVESTMENT IN SECURITIES - 100.1%
(Cost $1,394,421,577)
1,574,574,649
NET OTHER ASSETS (LIABILITIES) - (0.1)%
(946,095)
NET ASSETS - 100.0%
1,573,628,554
Futures Contracts
Number
of contracts
Expiration
Date
Notional
Amount ($)
Value ($)
Unrealized
Appreciation/
(Depreciation) ($)
Purchased
Equity Index Contracts
ICE MSCI EAFE Index Contracts (United States)
15
Sep 2024
1,757,400
1,154
1,154
ICE MSCI Emerging Markets Index Contracts (United States)
92
Sep 2024
5,005,720
10,087
10,087
TOTAL EQUITY INDEX CONTRACTS
11,241
Treasury Contracts
CBOT 10-Year U.S. Treasury Note Contracts (United States)
528
Sep 2024
58,071,750
354,932
354,932
CBOT 5-Year U.S. Treasury Note Contracts (United States)
295
Sep 2024
31,440,547
143,232
143,232
CBOT Long Term U.S. Treasury Bond Contracts (United States)
58
Sep 2024
6,862,125
60,094
60,094
TOTAL TREASURY CONTRACTS
558,258
TOTAL PURCHASED
569,499
Sold
Equity Index Contracts
CME E-mini S&P 500 Index Contracts (United States)
53
Sep 2024
14,631,975
(27,082)
(27,082)
TOTAL FUTURES CONTRACTS
542,417
The notional amount of futures purchased as a percentage of Net Assets is 6.5%
The notional amount of futures sold as a percentage of Net Assets is 0.9%
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 $2,119,156.
(c)
Affiliated Fund
(d)
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
Affiliated Central Funds
Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.
Affiliate
Value,
beginning
of period ($)
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%
1,208,983
9,053,891
7,877,515
22,075
(22)
-
2,385,337
0.0%
Total
1,208,983
9,053,891
7,877,515
22,075
(22)
-
2,385,337
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
669,102
68,662
9,861
353
30
9,561
737,494
Fidelity Series 5+ Year Inflation-Protected Bond Index Fund
696,040
68,585
9,926
277
(54)
3,415
758,060
Fidelity Series All-Sector Equity Fund
26,357,130
2,509,061
367,025
-
33,376
1,165,187
29,697,729
Fidelity Series Blue Chip Growth Fund
72,972,492
6,848,968
5,360,462
-
237,401
6,767,452
81,465,851
Fidelity Series Canada Fund
39,812,784
5,038,846
570,866
-
88,621
(712,393)
43,656,992
Fidelity Series Commodity Strategy Fund
9,435,381
3,729,828
238,060
-
15,088
223,236
13,165,473
Fidelity Series Emerging Markets Debt Fund
7,204,815
1,046,438
106,268
113,365
(4,407)
(39,750)
8,100,828
Fidelity Series Emerging Markets Debt Local Currency Fund
2,291,403
191,261
30,206
-
537
(37,923)
2,415,072
Fidelity Series Emerging Markets Fund
37,464,657
3,626,497
875,866
-
35,710
1,918,606
42,169,604
Fidelity Series Emerging Markets Opportunities Fund
151,238,252
15,910,192
5,291,783
-
(460,244)
8,696,841
170,093,258
Fidelity Series Floating Rate High Income Fund
1,366,564
169,055
19,885
32,444
232
(11,434)
1,504,532
Fidelity Series Government Money Market Fund 5.42%
20,866
-
20,866
34
-
-
-
Fidelity Series Growth Company Fund
136,208,097
13,241,143
10,897,146
-
980,481
12,000,788
151,533,363
Fidelity Series High Income Fund
7,360,094
1,038,771
106,348
120,972
1,323
(34,166)
8,259,674
Fidelity Series International Credit Fund
39,061
522
275
522
-
(239)
39,069
Fidelity Series International Growth Fund
113,179,201
14,225,126
1,588,937
-
183,617
(2,040,209)
123,958,798
Fidelity Series International Small Cap Fund
21,208,492
2,065,101
296,008
-
12,725
(602,662)
22,387,648
Fidelity Series International Value Fund
114,099,564
12,998,574
2,532,484
-
188,767
218,685
124,973,106
Fidelity Series Intrinsic Opportunities Fund
25,630,608
2,808,876
354,998
-
(34,656)
(796,966)
27,252,864
Fidelity Series Large Cap Stock Fund
128,364,889
13,148,857
4,045,129
-
219,223
5,994,970
143,682,810
Fidelity Series Large Cap Value Index Fund
40,291,648
5,877,417
560,998
-
45,184
(918,903)
44,734,348
Fidelity Series Long-Term Treasury Bond Index Fund
68,495,613
8,763,065
8,814,221
567,110
(1,997,062)
357,338
66,804,733
Fidelity Series Opportunistic Insights Fund
81,169,030
8,151,965
4,714,947
-
171,544
5,679,087
90,456,679
Fidelity Series Overseas Fund
113,475,605
12,680,739
1,644,830
-
146,780
(105,157)
124,553,137
Fidelity Series Real Estate Income Fund
1,369,138
159,563
19,824
22,949
204
1,058
1,510,139
Fidelity Series Short-Term Credit Fund
440,720
-
438,483
506
9,390
(11,627)
-
Fidelity Series Small Cap Core Fund
3,495,154
234,926
23,025
17,256
2,362
(77,300)
3,632,117
Fidelity Series Small Cap Discovery Fund
11,111,956
2,475,578
153,180
700,252
10,379
(1,540,751)
11,903,982
Fidelity Series Small Cap Opportunities Fund
37,626,465
5,278,412
516,889
-
24,363
(872,252)
41,540,099
Fidelity Series Stock Selector Large Cap Value Fund
89,882,231
13,259,208
1,251,696
-
48,739
(2,119,510)
99,818,972
Fidelity Series Value Discovery Fund
80,276,092
12,899,926
1,124,478
-
16,950
(2,804,765)
89,263,725
1,423,253,144
168,515,162
51,984,970
1,576,040
(23,397)
30,310,217
1,570,070,156
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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