Fidelity Series 0-5 Year Inflation-Protected Bond Index Fund (b)
51,456,154
497,066,447
Fidelity Series 5+ Year Inflation-Protected Bond Index Fund (b)
155,738
1,147,786
Fidelity Series Emerging Markets Debt Fund (b)
1,601,588
12,652,543
Fidelity Series Emerging Markets Debt Local Currency Fund (b)
447,366
3,824,978
Fidelity Series Floating Rate High Income Fund (b)
209,121
1,882,086
Fidelity Series High Income Fund (b)
1,511,350
13,012,722
Fidelity Series International Credit Fund (b)
319,712
2,637,625
Fidelity Series International Developed Markets Bond Index Fund (b)
13,289,009
115,348,598
Fidelity Series Investment Grade Bond Fund (b)
92,101,088
909,958,752
Fidelity Series Long-Term Treasury Bond Index Fund (b)
11,254,113
59,759,340
Fidelity Series Real Estate Income Fund (b)
244,074
2,396,805
TOTAL BOND FUNDS
(Cost $1,751,366,628)
1,619,687,682
Domestic Equity Funds - 11.5%
Shares
Value ($)
Fidelity Series All-Sector Equity Fund (b)
781,692
9,786,782
Fidelity Series Blue Chip Growth Fund (b)
1,395,596
27,688,625
Fidelity Series Commodity Strategy Fund (b)
55,569
4,787,790
Fidelity Series Growth Company Fund (b)
2,101,524
50,373,538
Fidelity Series Intrinsic Opportunities Fund (b)
759,266
8,071,001
Fidelity Series Large Cap Stock Fund (b)
2,146,519
49,262,621
Fidelity Series Large Cap Value Index Fund (b)
903,605
14,737,799
Fidelity Series Opportunistic Insights Fund (b)
1,246,310
30,148,247
Fidelity Series Small Cap Core Fund (b)
125,058
1,526,953
Fidelity Series Small Cap Discovery Fund (b)
408,104
4,440,170
Fidelity Series Small Cap Opportunities Fund (b)
756,567
11,068,579
Fidelity Series Stock Selector Large Cap Value Fund (b)
2,421,122
33,169,365
Fidelity Series Value Discovery Fund (b)
1,961,903
30,409,491
TOTAL DOMESTIC EQUITY FUNDS
(Cost $184,607,371)
275,470,961
International Equity Funds - 10.6%
Shares
Value ($)
Fidelity Series Canada Fund (b)
929,590
14,575,967
Fidelity Series Emerging Markets Fund (b)
2,176,993
18,896,299
Fidelity Series Emerging Markets Opportunities Fund (b)
4,166,209
76,324,947
Fidelity Series International Growth Fund (b)
2,125,456
37,046,699
Fidelity Series International Small Cap Fund (b)
2,015,740
32,654,991
Fidelity Series International Value Fund (b)
3,132,601
37,340,604
Fidelity Series Overseas Fund (b)
2,776,987
37,322,705
TOTAL INTERNATIONAL EQUITY FUNDS
(Cost $183,555,827)
254,162,212
Short-Term Funds - 2.0%
Shares
Value ($)
Fidelity Series Short-Term Credit Fund (b)
(Cost $47,047,461)
4,738,131
47,286,544
U.S. Treasury Obligations - 0.2%
Yield (%) (c)
Principal
Amount (a)
Value ($)
US Treasury Bills 0% 1/16/2025 (d)
4.58
70,000
69,884
US Treasury Bills 0% 1/2/2025
4.52 to 4.55
110,000
110,000
US Treasury Bills 0% 1/23/2025 (d)
4.55
3,470,000
3,461,408
US Treasury Bills 0% 1/30/2025 (d)
4.45
2,530,000
2,521,676
US Treasury Bills 0% 1/9/2025 (d)
4.58
170,000
169,861
TOTAL U.S. TREASURY OBLIGATIONS
(Cost $6,331,178)
6,332,829
Money Market Funds - 8.2%
Yield (%)
Shares
Value ($)
Fidelity Cash Central Fund (e)
4.36
2,330,736
2,331,202
Fidelity Series Government Money Market Fund (b)(f)
4.58
193,324,640
193,324,641
TOTAL MONEY MARKET FUNDS
(Cost $195,655,843)
195,655,843
TOTAL INVESTMENT IN SECURITIES - 100.0%
(Cost $2,368,564,308)
2,398,596,071
NET OTHER ASSETS (LIABILITIES) - 0.0%
953,935
NET ASSETS - 100.0%
2,399,550,006
Futures Contracts
Number
of contracts
Expiration
Date
Notional
Amount ($)
Value ($)
Unrealized
Appreciation/
(Depreciation) ($)
Purchased
Equity Contracts
ICE MSCI EAFE Index Contracts (United States)
174
Mar 2025
19,727,250
(653,885)
(653,885)
ICE MSCI Emerging Markets Index Contracts (United States)
559
Mar 2025
30,012,710
(1,039,319)
(1,039,319)
TOTAL EQUITY CONTRACTS
(1,693,204)
Interest Rate Contracts
CBOT 10-Year U.S. Treasury Note Contracts (United States)
598
Mar 2025
65,032,500
(574,563)
(574,563)
CBOT 5-Year U.S. Treasury Note Contracts (United States)
104
Mar 2025
11,055,688
(43,204)
(43,204)
CBOT Long Term U.S. Treasury Bond Contracts (United States)
194
Mar 2025
22,085,688
(547,807)
(547,807)
TOTAL INTEREST RATE CONTRACTS
(1,165,574)
TOTAL PURCHASED
(2,858,778)
Sold
Equity Contracts
CME E-mini S&P 500 Index Contracts (United States)
156
Mar 2025
46,298,850
1,503,073
1,503,073
TOTAL FUTURES CONTRACTS
(1,355,705)
The notional amount of futures purchased as a percentage of Net Assets is 6.2%
The notional amount of futures sold as a percentage of Net Assets is 1.9%
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 $5,953,498.
(e)
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
(f)
The rate quoted is the annualized seven-day yield of the fund at period end.
Affiliated Central Funds
Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.
Affiliate
Value,
beginning
of period ($)
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
2,981,401
46,296,895
46,947,072
130,837
(22)
-
2,331,202
2,330,736
0.0%
Total
2,981,401
46,296,895
46,947,072
130,837
(22)
-
2,331,202
2,330,736
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 Series 0-5 Year Inflation-Protected Bond Index Fund
417,930,885
171,975,382
93,609,990
14,070,525
(1,725,982)
2,496,152
497,066,447
51,456,154
Fidelity Series 5+ Year Inflation-Protected Bond Index Fund
1,033,326
371,361
196,128
41,842
(26,212)
(34,561)
1,147,786
155,738
Fidelity Series All-Sector Equity Fund
6,551,072
3,722,402
1,373,691
635,360
103,599
783,400
9,786,782
781,692
Fidelity Series Blue Chip Growth Fund
18,257,568
10,000,972
5,424,959
2,256,474
470,581
4,384,463
27,688,625
1,395,596
Fidelity Series Canada Fund
13,788,134
3,951,358
5,523,974
434,854
1,610,608
749,841
14,575,967
929,590
Fidelity Series Commodity Strategy Fund
13,870,055
11,334,767
17,760,010
605,373
(8,801,135)
6,144,113
4,787,790
55,569
Fidelity Series Emerging Markets Debt Fund
10,964,427
4,309,809
2,145,515
520,582
(328,150)
(148,028)
12,652,543
1,601,588
Fidelity Series Emerging Markets Debt Local Currency Fund
3,547,246
1,339,104
764,498
177,009
(68,732)
(228,142)
3,824,978
447,366
Fidelity Series Emerging Markets Fund
22,692,589
6,672,602
11,224,450
529,319
487,473
268,085
18,896,299
2,176,993
Fidelity Series Emerging Markets Opportunities Fund
91,083,847
24,654,602
49,137,040
1,567,419
10,175,042
(451,504)
76,324,947
4,166,209
Fidelity Series Floating Rate High Income Fund
1,684,651
594,371
378,414
128,683
(19,866)
1,344
1,882,086
209,121
Fidelity Series Government Money Market Fund
167,620,084
70,332,512
44,627,955
7,501,406
-
-
193,324,641
193,324,640
Fidelity Series Growth Company Fund
34,137,435
19,305,588
10,682,476
5,872,289
820,584
6,792,407
50,373,538
2,101,524
Fidelity Series High Income Fund
11,328,355
4,295,628
2,548,473
657,213
(146,814)
84,026
13,012,722
1,511,350
Fidelity Series International Credit Fund
2,002,635
786,741
65,901
117,465
4,460
(90,310)
2,637,625
319,712
Fidelity Series International Developed Markets Bond Index Fund
80,419,898
53,914,845
16,022,683
3,594,054
(1,154,102)
(1,809,360)
115,348,598
13,289,009
Fidelity Series International Growth Fund
38,941,967
11,095,140
16,163,815
1,538,223
5,940,174
(2,766,767)
37,046,699
2,125,456
Fidelity Series International Small Cap Fund
31,243,162
9,863,018
8,471,031
3,059,512
1,820,225
(1,800,383)
32,654,991
2,015,740
Fidelity Series International Value Fund
39,127,191
11,362,156
15,494,704
1,684,979
4,480,820
(2,134,859)
37,340,604
3,132,601
Fidelity Series Intrinsic Opportunities Fund
6,334,345
3,757,514
1,432,711
943,051
39,712
(627,859)
8,071,001
759,266
Fidelity Series Investment Grade Bond Fund
804,983,532
310,217,072
170,706,277
30,095,906
(15,198,503)
(19,337,072)
909,958,752
92,101,088
Fidelity Series Large Cap Stock Fund
32,132,965
18,847,853
8,281,400
3,562,574
708,822
5,854,381
49,262,621
2,146,519
Fidelity Series Large Cap Value Index Fund
10,015,460
6,221,349
2,714,289
432,706
207,388
1,007,891
14,737,799
903,605
Fidelity Series Long-Term Treasury Bond Index Fund
69,633,219
27,492,045
27,528,909
1,750,719
(12,470,019)
2,633,004
59,759,340
11,254,113
Fidelity Series Opportunistic Insights Fund
20,315,830
9,677,055
4,950,448
1,899,611
573,431
4,532,379
30,148,247
1,246,310
Fidelity Series Overseas Fund
39,045,927
11,111,408
15,244,767
829,602
4,049,963
(1,639,826)
37,322,705
2,776,987
Fidelity Series Real Estate Income Fund
2,039,392
741,407
410,698
121,692
(792)
27,496
2,396,805
244,074
Fidelity Series Short-Term Credit Fund
42,548,718
13,130,414
8,980,221
1,479,082
7,355
580,278
47,286,544
4,738,131
Fidelity Series Small Cap Core Fund
723,127
862,944
76,454
17,692
5,035
12,301
1,526,953
125,058
Fidelity Series Small Cap Discovery Fund
2,710,952
2,720,015
583,078
339,612
9,123
(416,842)
4,440,170
408,104
Fidelity Series Small Cap Opportunities Fund
9,371,026
5,597,317
4,635,551
1,060,359
305,907
429,880
11,068,579
756,567
Fidelity Series Stock Selector Large Cap Value Fund
22,467,682
17,474,694
7,649,469
3,063,286
469,603
406,855
33,169,365
2,421,122
Fidelity Series Value Discovery Fund
20,089,162
15,727,385
6,609,731
1,186,590
369,369
833,306
30,409,491
1,961,903
2,088,635,864
863,460,830
561,419,710
91,775,063
(7,281,033)
6,536,089
2,389,932,040
403,038,495
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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