Fidelity Series 0-5 Year Inflation-Protected Bond Index Fund (b)
3,581,196
34,594,354
Fidelity Series 5+ Year Inflation-Protected Bond Index Fund (b)
570,904
4,207,564
Fidelity Series Emerging Markets Debt Fund (b)
138,996
1,098,072
Fidelity Series Emerging Markets Debt Local Currency Fund (b)
40,279
344,381
Fidelity Series Floating Rate High Income Fund (b)
17,604
158,437
Fidelity Series High Income Fund (b)
132,007
1,136,584
Fidelity Series International Credit Fund (b)
36,510
301,206
Fidelity Series International Developed Markets Bond Index Fund (b)
1,157,241
10,044,849
Fidelity Series Investment Grade Bond Fund (b)
7,470,803
73,811,534
Fidelity Series Long-Term Treasury Bond Index Fund (b)
1,045,907
5,553,766
Fidelity Series Real Estate Income Fund (b)
21,366
209,810
TOTAL BOND FUNDS
(Cost $142,461,649)
131,460,557
Domestic Equity Funds - 15.4%
Shares
Value ($)
Fidelity Advisor Series Equity Growth Fund (b)
298,961
4,756,465
Fidelity Advisor Series Growth Opportunities Fund (b)
201,936
3,342,036
Fidelity Advisor Series Small Cap Fund (b)
90,048
1,009,436
Fidelity Series All-Sector Equity Fund (b)
171,805
2,151,000
Fidelity Series Commodity Strategy Fund (b)
4,854
418,182
Fidelity Series Intrinsic Opportunities Fund (b)
21,813
231,873
Fidelity Series Large Cap Stock Fund (b)
277,227
6,362,362
Fidelity Series Large Cap Value Index Fund (b)
36,892
601,714
Fidelity Series Opportunistic Insights Fund (b)
169,341
4,096,362
Fidelity Series Small Cap Core Fund (b)
15,147
184,940
Fidelity Series Small Cap Discovery Fund (b)
21,654
235,595
Fidelity Series Small Cap Opportunities Fund (b)
88,411
1,293,451
Fidelity Series Stock Selector Large Cap Value Fund (b)
269,733
3,695,347
Fidelity Series Value Discovery Fund (b)
244,914
3,796,171
TOTAL DOMESTIC EQUITY FUNDS
(Cost $20,765,313)
32,174,934
International Equity Funds - 13.3%
Shares
Value ($)
Fidelity Series Canada Fund (b)
110,152
1,727,187
Fidelity Series Emerging Markets Fund (b)
229,596
1,992,895
Fidelity Series Emerging Markets Opportunities Fund (b)
436,077
7,988,933
Fidelity Series International Growth Fund (b)
251,828
4,389,368
Fidelity Series International Small Cap Fund (b)
176,064
2,852,237
Fidelity Series International Value Fund (b)
371,144
4,424,040
Fidelity Series Overseas Fund (b)
328,960
4,421,217
TOTAL INTERNATIONAL EQUITY FUNDS
(Cost $19,561,998)
27,795,877
Short-Term Funds - 1.4%
Shares
Value ($)
Fidelity Series Short-Term Credit Fund (b)
(Cost $2,916,476)
294,566
2,939,773
U.S. Treasury Obligations - 0.2%
Yield (%) (c)
Principal
Amount (a)
Value ($)
US Treasury Bills 0% 1/16/2025 (d)
4.56
20,000
19,967
US Treasury Bills 0% 1/23/2025 (d)
4.55
330,000
329,183
US Treasury Bills 0% 1/30/2025 (d)
4.45
220,000
219,276
TOTAL U.S. TREASURY OBLIGATIONS
(Cost $568,275)
568,426
Money Market Funds - 6.9%
Yield (%)
Shares
Value ($)
Fidelity Cash Central Fund (e)
4.36
225,186
225,231
Fidelity Series Government Money Market Fund (b)(f)
4.58
14,293,467
14,293,467
TOTAL MONEY MARKET FUNDS
(Cost $14,518,698)
14,518,698
TOTAL INVESTMENT IN SECURITIES - 100.0%
(Cost $200,792,409)
209,458,265
NET OTHER ASSETS (LIABILITIES) - 0.0%
19,840
NET ASSETS - 100.0%
209,478,105
Futures Contracts
Number
of contracts
Expiration
Date
Notional
Amount ($)
Value ($)
Unrealized
Appreciation/
(Depreciation) ($)
Purchased
Equity Contracts
ICE MSCI EAFE Index Contracts (United States)
16
Mar 2025
1,814,000
(60,113)
(60,113)
ICE MSCI Emerging Markets Index Contracts (United States)
49
Mar 2025
2,630,810
(91,175)
(91,175)
TOTAL EQUITY CONTRACTS
(151,288)
Interest Rate Contracts
CBOT 10-Year U.S. Treasury Note Contracts (United States)
52
Mar 2025
5,655,000
(48,013)
(48,013)
CBOT 5-Year U.S. Treasury Note Contracts (United States)
9
Mar 2025
956,742
(3,739)
(3,739)
CBOT Long Term U.S. Treasury Bond Contracts (United States)
17
Mar 2025
1,935,344
(47,797)
(47,797)
TOTAL INTEREST RATE CONTRACTS
(99,549)
TOTAL PURCHASED
(250,837)
Sold
Equity Contracts
CME E-mini S&P 500 Index Contracts (United States)
13
Mar 2025
3,858,238
125,256
125,256
TOTAL FUTURES CONTRACTS
(125,581)
The notional amount of futures purchased as a percentage of Net Assets is 6.3%
The notional amount of futures sold as a percentage of Net Assets is 1.8%
Legend
(a)
Amount is stated in United States dollars unless otherwise noted.
(b)
Affiliated Fund
(c)
Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.
(d)
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 $568,426.
(e)
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
(f)
The rate quoted is the annualized seven-day yield of the fund at period end.
Affiliated Central Funds
Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.
Affiliate
Value,
beginning
of period ($)
Purchases ($)
Sales
Proceeds ($)
Dividend
Income ($)
Realized
Gain (loss) ($)
Change in
Unrealized
appreciation
(depreciation) ($)
Value,
end
of period ($)
Shares,
end
of period
% ownership,
end
of period
Fidelity Cash Central Fund
338,875
3,795,387
3,909,028
12,158
(3)
-
225,231
225,186
0.0%
Total
338,875
3,795,387
3,909,028
12,158
(3)
-
225,231
225,186
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 ($)
Shares,
end
of period
Fidelity Advisor Series Equity Growth Fund
4,940,174
1,719,007
1,415,689
1,085,492
306,990
(794,017)
4,756,465
298,961
Fidelity Advisor Series Growth Opportunities Fund
3,478,461
656,867
1,183,296
284,152
212,299
177,705
3,342,036
201,936
Fidelity Advisor Series Small Cap Fund
1,700,741
271,056
803,546
239,595
128,041
(286,856)
1,009,436
90,048
Fidelity Series 0-5 Year Inflation-Protected Bond Index Fund
36,610,065
5,049,114
7,486,695
974,111
(89,056)
510,926
34,594,354
3,581,196
Fidelity Series 5+ Year Inflation-Protected Bond Index Fund
5,900,987
224,413
1,801,651
162,650
(487,794)
371,609
4,207,564
570,904
Fidelity Series All-Sector Equity Fund
1,627,828
839,726
401,945
140,359
24,920
60,471
2,151,000
171,805
Fidelity Series Canada Fund
2,205,404
192,802
740,814
51,405
214,499
(144,704)
1,727,187
110,152
Fidelity Series Commodity Strategy Fund
1,592,492
549,692
1,648,078
53,693
(799,583)
723,659
418,182
4,854
Fidelity Series Emerging Markets Debt Fund
1,282,088
65,268
257,227
50,099
(51,142)
59,085
1,098,072
138,996
Fidelity Series Emerging Markets Debt Local Currency Fund
412,874
19,808
72,209
15,927
(8,209)
(7,883)
344,381
40,279
Fidelity Series Emerging Markets Fund
3,085,671
616,690
1,760,795
55,416
61,042
(9,713)
1,992,895
229,596
Fidelity Series Emerging Markets Opportunities Fund
12,385,571
441,527
5,321,251
164,078
1,063,546
(580,460)
7,988,933
436,077
Fidelity Series Floating Rate High Income Fund
191,425
14,811
46,739
12,054
(738)
(322)
158,437
17,604
Fidelity Series Government Money Market Fund
15,772,122
2,456,074
3,934,729
589,585
-
-
14,293,467
14,293,467
Fidelity Series High Income Fund
1,312,979
77,359
276,344
62,464
(11,511)
34,101
1,136,584
132,007
Fidelity Series International Credit Fund
284,136
14,068
205
14,069
20
3,187
301,206
36,510
Fidelity Series International Developed Markets Bond Index Fund
9,380,910
2,650,220
1,896,881
340,588
(152,276)
62,876
10,044,849
1,157,241
Fidelity Series International Growth Fund
6,227,636
615,880
2,168,045
181,827
865,877
(1,151,980)
4,389,368
251,828
Fidelity Series International Small Cap Fund
3,661,724
308,247
918,966
267,308
161,713
(360,481)
2,852,237
176,064
Fidelity Series International Value Fund
6,257,632
438,578
2,071,839
199,270
602,204
(802,535)
4,424,040
371,144
Fidelity Series Intrinsic Opportunities Fund
-
237,874
-
1,296
-
(6,001)
231,873
21,813
Fidelity Series Investment Grade Bond Fund
86,485,738
4,908,820
17,168,624
2,665,827
(1,125,749)
711,349
73,811,534
7,470,803
Fidelity Series Large Cap Stock Fund
6,650,862
1,132,824
1,751,134
504,706
263,991
65,819
6,362,362
277,227
Fidelity Series Large Cap Value Index Fund
656,560
107,534
177,548
18,443
18,562
(3,394)
601,714
36,892
Fidelity Series Long-Term Treasury Bond Index Fund
8,677,172
413,611
3,171,247
180,814
(1,510,213)
1,144,443
5,553,766
1,045,907
Fidelity Series Opportunistic Insights Fund
3,913,295
942,244
1,060,751
260,174
232,338
69,236
4,096,362
169,341
Fidelity Series Overseas Fund
6,244,450
399,931
2,039,862
98,045
547,465
(730,767)
4,421,217
328,960
Fidelity Series Real Estate Income Fund
239,016
14,363
47,445
11,598
(318)
4,194
209,810
21,366
Fidelity Series Short-Term Credit Fund
3,416,546
229,719
751,622
101,580
2,962
42,168
2,939,773
294,566
Fidelity Series Small Cap Core Fund
161,852
65,728
47,253
2,491
2,345
2,268
184,940
15,147
Fidelity Series Small Cap Discovery Fund
-
242,576
-
1,229
-
(6,981)
235,595
21,654
Fidelity Series Small Cap Opportunities Fund
2,158,665
280,364
1,079,504
169,412
324,877
(390,951)
1,293,451
88,411
Fidelity Series Stock Selector Large Cap Value Fund
3,873,432
1,048,638
1,168,143
344,918
90,074
(148,654)
3,695,347
269,733
Fidelity Series Value Discovery Fund
3,951,079
1,063,532
1,158,005
149,583
57,538
(117,973)
3,796,171
244,914
244,739,587
28,308,965
63,828,082
9,454,258
944,714
(1,500,576)
208,664,608
32,617,403
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.
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.
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