U.S. Treasury Bills, yield at date of purchase 5.28% to 5.33% 7/5/24 to 9/26/24 (b)
(Cost $39,493,836)
39,640,000
39,494,522
Domestic Equity Funds - 40.9%
Shares
Value ($)
Fidelity Series All-Sector Equity Fund (c)
33,824,342
416,377,653
Fidelity Series Blue Chip Growth Fund (c)
57,739,816
1,140,361,362
Fidelity Series Commodity Strategy Fund (c)
2,450,321
238,342,713
Fidelity Series Growth Company Fund (c)
86,239,448
2,121,490,427
Fidelity Series Intrinsic Opportunities Fund (c)
33,151,342
382,234,971
Fidelity Series Large Cap Stock Fund (c)
87,683,988
2,011,470,686
Fidelity Series Large Cap Value Index Fund (c)
39,976,170
626,426,582
Fidelity Series Opportunistic Insights Fund (c)
53,003,293
1,266,248,658
Fidelity Series Small Cap Core Fund (c)
4,800,372
55,300,291
Fidelity Series Small Cap Discovery Fund (c)
15,087,467
167,018,264
Fidelity Series Small Cap Opportunities Fund (c)
38,676,598
577,828,380
Fidelity Series Stock Selector Large Cap Value Fund (c)
101,880,232
1,397,796,790
Fidelity Series Value Discovery Fund (c)
81,698,014
1,249,979,607
TOTAL DOMESTIC EQUITY FUNDS
(Cost $7,535,298,828)
11,650,876,384
International Equity Funds - 33.5%
Shares
Value ($)
Fidelity Series Canada Fund (c)
41,306,777
623,319,270
Fidelity Series Emerging Markets Fund (c)
69,561,288
640,659,466
Fidelity Series Emerging Markets Opportunities Fund (c)
136,117,469
2,560,369,595
Fidelity Series International Growth Fund (c)
96,547,047
1,768,741,897
Fidelity Series International Small Cap Fund (c)
24,009,043
409,354,175
Fidelity Series International Value Fund (c)
141,092,652
1,783,411,115
Fidelity Series Overseas Fund (c)
125,831,691
1,770,451,893
TOTAL INTERNATIONAL EQUITY FUNDS
(Cost $7,362,853,279)
9,556,307,411
Bond Funds - 25.3%
Shares
Value ($)
Fidelity Series 0-5 Year Inflation-Protected Bond Index Fund (c)
951,306
9,208,643
Fidelity Series 5+ Year Inflation-Protected Bond Index Fund (c)
31,342,465
239,143,004
Fidelity Series Emerging Markets Debt Fund (c)
18,345,490
143,278,276
Fidelity Series Emerging Markets Debt Local Currency Fund (c)
4,862,990
43,037,462
Fidelity Series Floating Rate High Income Fund (c)
2,587,014
23,231,386
Fidelity Series High Income Fund (c)
17,078,281
143,799,127
Fidelity Series International Credit Fund (c)
1,279,869
10,379,736
Fidelity Series International Developed Markets Bond Index Fund (c)
103,555,113
885,396,216
Fidelity Series Investment Grade Bond Fund (c)
441,114,474
4,358,211,002
Fidelity Series Long-Term Treasury Bond Index Fund (c)
243,462,470
1,336,608,962
Fidelity Series Real Estate Income Fund (c)
2,786,657
27,002,703
TOTAL BOND FUNDS
(Cost $8,250,467,086)
7,219,296,517
Short-Term Funds - 0.2%
Shares
Value ($)
Fidelity Cash Central Fund 5.38% (d)
(Cost $43,726,282)
43,717,538
43,726,282
TOTAL INVESTMENT IN SECURITIES - 100.1%
(Cost $23,231,839,311)
28,509,701,116
NET OTHER ASSETS (LIABILITIES) - (0.1)%
(15,669,832)
NET ASSETS - 100.0%
28,494,031,284
Futures Contracts
Number
of contracts
Expiration
Date
Notional
Amount ($)
Value ($)
Unrealized
Appreciation/
(Depreciation) ($)
Purchased
Equity Index Contracts
ICE MSCI EAFE Index Contracts (United States)
42
Sep 2024
4,920,720
3,231
3,231
ICE MSCI Emerging Markets Index Contracts (United States)
1,224
Sep 2024
66,597,840
101,642
101,642
TOTAL EQUITY INDEX CONTRACTS
104,873
Treasury Contracts
CBOT 10-Year U.S. Treasury Note Contracts (United States)
9,975
Sep 2024
1,097,094,141
6,970,663
6,970,663
CBOT 5-Year U.S. Treasury Note Contracts (United States)
6,104
Sep 2024
650,552,875
3,191,024
3,191,024
TOTAL TREASURY CONTRACTS
10,161,687
TOTAL PURCHASED
10,266,560
Sold
Equity Index Contracts
CME E-mini S&P 500 Index Contracts (United States)
1,302
Sep 2024
359,449,650
(795,810)
(795,810)
TOTAL FUTURES CONTRACTS
9,470,750
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 1.3%
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 $39,494,522.
(c)
Affiliated Fund
(d)
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
Affiliated Central Funds
Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.
Affiliate
Value,
beginning
of period ($)
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%
28,994,318
155,570,323
140,838,052
442,342
(307)
-
43,726,282
0.1%
Total
28,994,318
155,570,323
140,838,052
442,342
(307)
-
43,726,282
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
9,148,038
74,191
137,230
4,790
424
123,220
9,208,643
Fidelity Series 5+ Year Inflation-Protected Bond Index Fund
182,170,440
57,739,324
2,158,098
71,917
(84,610)
1,475,948
239,143,004
Fidelity Series All-Sector Equity Fund
405,558,501
1,774,272
8,066,520
-
382,479
16,728,921
416,377,653
Fidelity Series Blue Chip Growth Fund
1,119,636,150
5,192,758
85,298,905
-
30,619,882
70,211,477
1,140,361,362
Fidelity Series Canada Fund
629,057,822
10,671,855
6,860,986
-
426,374
(9,975,795)
623,319,270
Fidelity Series Commodity Strategy Fund
184,517,603
54,605,253
5,690,287
-
(106,636)
5,016,780
238,342,713
Fidelity Series Emerging Markets Debt Fund
141,913,296
3,842,638
1,576,272
2,118,028
17,616
(919,002)
143,278,276
Fidelity Series Emerging Markets Debt Local Currency Fund
43,943,406
194,321
414,444
-
(19,434)
(666,387)
43,037,462
Fidelity Series Emerging Markets Fund
627,718,827
3,037,635
21,283,124
-
712,638
30,473,490
640,659,466
Fidelity Series Emerging Markets Opportunities Fund
2,516,853,758
12,331,028
100,710,982
-
(5,975,735)
137,871,526
2,560,369,595
Fidelity Series Floating Rate High Income Fund
23,030,938
662,364
282,557
523,563
(196)
(179,163)
23,231,386
Fidelity Series Government Money Market Fund 5.42%
595,405
1,342
596,747
1,342
-
-
-
Fidelity Series Growth Company Fund
2,087,329,706
18,192,147
170,217,048
-
48,443,880
137,741,742
2,121,490,427
Fidelity Series High Income Fund
143,019,320
3,011,673
1,553,991
2,234,033
1,623
(679,498)
143,799,127
Fidelity Series International Credit Fund
10,321,866
137,878
17,777
137,878
447
(62,678)
10,379,736
Fidelity Series International Developed Markets Bond Index Fund
851,754,326
60,128,884
9,068,234
9,952,803
(66,563)
(17,352,197)
885,396,216
Fidelity Series International Growth Fund
1,776,615,414
49,834,666
28,752,931
-
1,087,539
(30,042,791)
1,768,741,897
Fidelity Series International Small Cap Fund
421,096,590
3,702,727
4,334,754
-
366,220
(11,476,608)
409,354,175
Fidelity Series International Value Fund
1,785,085,926
34,405,283
42,389,248
-
2,923,021
3,386,133
1,783,411,115
Fidelity Series Intrinsic Opportunities Fund
392,847,717
6,392,144
4,608,472
-
101,389
(12,497,807)
382,234,971
Fidelity Series Investment Grade Bond Fund
4,260,934,485
170,445,594
44,403,397
45,741,008
(181,382)
(28,584,298)
4,358,211,002
Fidelity Series Large Cap Stock Fund
1,965,684,002
20,490,076
64,620,580
-
10,027,435
79,889,753
2,011,470,686
Fidelity Series Large Cap Value Index Fund
617,306,678
28,811,777
6,373,770
-
405,019
(13,723,122)
626,426,582
Fidelity Series Long-Term Treasury Bond Index Fund
1,478,393,697
52,095,905
157,882,827
11,898,976
(65,486,924)
29,489,111
1,336,608,962
Fidelity Series Opportunistic Insights Fund
1,245,106,534
19,373,958
82,509,506
-
19,040,456
65,237,216
1,266,248,658
Fidelity Series Overseas Fund
1,781,368,629
38,399,782
48,706,037
-
1,678,861
(2,289,342)
1,770,451,893
Fidelity Series Real Estate Income Fund
26,705,154
558,589
288,586
419,768
(6,050)
33,596
27,002,703
Fidelity Series Short-Term Credit Fund
920,112
-
915,442
1,056
21,199
(25,869)
-
Fidelity Series Small Cap Core Fund
55,007,130
1,630,184
88,784
262,736
9,106
(1,257,345)
55,300,291
Fidelity Series Small Cap Discovery Fund
171,682,705
19,550,595
1,747,358
9,982,931
97,518
(22,565,196)
167,018,264
Fidelity Series Small Cap Opportunities Fund
578,069,350
19,540,045
6,637,993
-
622,587
(13,765,609)
577,828,380
Fidelity Series Stock Selector Large Cap Value Fund
1,376,563,488
67,109,590
14,076,111
-
603,590
(32,403,767)
1,397,796,790
Fidelity Series Value Discovery Fund
1,231,511,871
74,721,103
14,307,524
-
676,893
(42,622,736)
1,249,979,607
28,141,468,884
838,659,581
936,576,522
83,350,829
46,338,666
336,589,703
28,426,480,312
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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