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Document/Exhibit Description Pages Size 1: N-Q Quarterly Schedule of Portfolio Holdings of a HTML 334K Management Investment Company 2: EX-99.CERT Miscellaneous Exhibit -- ex99 HTML 14K
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-Q
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY
Investment Company Act file number 811-4085
Fidelity Income Fund
(Exact name of registrant as specified in charter)
245 Summer St., Boston, Massachusetts 02210
(Address of principal executive offices) (Zip code)
Marc Bryant, Secretary
245 Summer St.
(Name and address of agent for service)
Registrant's telephone number, including area code:
617-563-7000
Date of fiscal year end: | July 31 |
Date of reporting period: |
Item 1.
Schedule of Investments
Quarterly Holdings Report
for
Fidelity Managed Retirement 2020 Fund℠
Investments October 31, 2017 (Unaudited)
Showing Percentage of Net Assets
Domestic Equity Funds - 34.0% | |||
Shares | Value | ||
Fidelity Series 100 Index Fund (a) | 2,597 | $44,063 | |
Fidelity Series 1000 Value Index Fund (a) | 4,228 | 53,533 | |
Fidelity Series All-Sector Equity Fund (a) | 6,079 | 83,217 | |
Fidelity Series Blue Chip Growth Fund (a) | 6,234 | 86,025 | |
Fidelity Series Commodity Strategy Fund (a) | 15,437 | 82,434 | |
Fidelity Series Growth & Income Fund (a) | 12,701 | 192,935 | |
Fidelity Series Growth Company Fund (a) | 9,495 | 169,969 | |
Fidelity Series Intrinsic Opportunities Fund (a) | 11,830 | 206,316 | |
Fidelity Series Opportunistic Insights Fund (a) | 4,900 | 93,534 | |
Fidelity Series Real Estate Equity Fund (a) | 1,255 | 16,050 | |
Fidelity Series Small Cap Discovery Fund (a) | 2,045 | 25,213 | |
Fidelity Series Small Cap Opportunities Fund (a) | 5,306 | 75,660 | |
Fidelity Series Stock Selector Large Cap Value Fund (a) | 10,814 | 143,508 | |
Fidelity Series Value Discovery Fund (a) | 7,428 | 100,060 | |
TOTAL DOMESTIC EQUITY FUNDS | |||
(Cost $1,265,247) | 1,372,517 | ||
International Equity Funds - 18.5% | |||
Fidelity Series Canada Fund (a) | 1,997 | 21,287 | |
Fidelity Series Emerging Markets Fund (a) | 11,667 | 249,080 | |
Fidelity Series International Growth Fund (a) | 13,120 | 212,805 | |
Fidelity Series International Small Cap Fund (a) | 2,828 | 51,389 | |
Fidelity Series International Value Fund (a) | 19,601 | 212,870 | |
TOTAL INTERNATIONAL EQUITY FUNDS | |||
(Cost $688,231) | 747,431 | ||
Bond Funds - 36.9% | |||
Fidelity Series Emerging Markets Debt Fund (a) | 2,286 | 23,912 | |
Fidelity Series Floating Rate High Income Fund (a) | 1,032 | 9,821 | |
Fidelity Series High Income Fund (a) | 6,081 | 59,415 | |
Fidelity Series Inflation-Protected Bond Index Fund (a) | 8,565 | 84,879 | |
Fidelity Series International Credit Fund (a) | 233 | 2,351 | |
Fidelity Series Investment Grade Bond Fund (a) | 107,242 | 1,209,694 | |
Fidelity Series Long-Term Treasury Bond Index Fund (a) | 8,967 | 78,551 | |
Fidelity Series Real Estate Income Fund (a) | 1,661 | 18,592 | |
TOTAL BOND FUNDS | |||
(Cost $1,487,437) | 1,487,215 | ||
Short-Term Funds - 10.7% | |||
Fidelity Series Government Money Market Fund 1.10% (a)(b) | 327,324 | 327,324 | |
Fidelity Series Short-Term Credit Fund (a) | 10,599 | 105,884 | |
TOTAL SHORT-TERM FUNDS | |||
(Cost $433,314) | 433,208 | ||
TOTAL INVESTMENT IN SECURITIES - 100.1% | |||
(Cost $3,874,229) | 4,040,371 | ||
NET OTHER ASSETS (LIABILITIES) - (0.1)% | (2,248) | ||
NET ASSETS - 100% | $4,038,123 |
Legend
(a) Affiliated Fund
(b) The rate quoted is the annualized seven-day yield of the fund at period end.
Affiliated Underlying Funds
Information regarding the Fund's fiscal year to date purchases and sales of the affiliated Underlying Funds and income earned by the Fund from investments in affiliated Underlying Funds is as follows:
Affiliate | Value, beginning of period | Purchases | Sales Proceeds | Dividend Income | Realized Gain (loss) | Change in Unrealized appreciation (depreciation) | Value, end of period |
Fidelity Series 100 Index Fund | $51,511 | $2 | $9,573 | $-- | $5,171 | $(3,048) | $44,063 |
Fidelity Series 1000 Value Index Fund | 62,931 | 3 | 10,585 | -- | 185 | 999 | 53,533 |
Fidelity Series All-Sector Equity Fund | 96,829 | 4 | 17,018 | -- | 341 | 3,061 | 83,217 |
Fidelity Series Blue Chip Growth Fund | 98,067 | 7,740 | 18,097 | 173 | 98 | (1,783) | 86,025 |
Fidelity Series Canada Fund | -- | 22,442 | 2,007 | -- | 59 | 793 | 21,287 |
Fidelity Series Commodity Strategy Fund | 96,456 | 137 | 15,812 | 134 | 256 | 1,397 | 82,434 |
Fidelity Series Emerging Markets Debt Fund | 27,467 | 397 | 4,255 | 397 | 15 | 288 | 23,912 |
Fidelity Series Emerging Markets Fund | 331,585 | 12 | 101,537 | -- | 9,165 | 9,855 | 249,080 |
Fidelity Series Floating Rate High Income Fund | 11,471 | 128 | 1,749 | 127 | (7) | (22) | 9,821 |
Fidelity Series Government Money Market Fund 1.10% | 349,035 | 35,226 | 56,937 | 911 | -- | -- | 327,324 |
Fidelity Series Growth & Income Fund | 226,413 | 6,933 | 39,024 | 1,535 | (631) | (756) | 192,935 |
Fidelity Series Growth Company Fund | 196,164 | 8 | 39,099 | -- | 2,297 | 10,599 | 169,969 |
Fidelity Series High Income Fund | 68,921 | 894 | 10,506 | 891 | (66) | 172 | 59,415 |
Fidelity Series Inflation-Protected Bond Index Fund | 95,667 | 3,740 | 14,820 | 37 | 8 | 284 | 84,879 |
Fidelity Series International Credit Fund | 2,318 | 10 | -- | 9 | -- | 23 | 2,351 |
Fidelity Series International Growth Fund | 258,866 | 9 | 55,122 | -- | 1,249 | 7,803 | 212,805 |
Fidelity Series International Small Cap Fund | 59,541 | 2 | 10,072 | -- | 379 | 1,539 | 51,389 |
Fidelity Series International Value Fund | 261,940 | 10 | 55,436 | -- | 1,523 | 4,833 | 212,870 |
Fidelity Series Intrinsic Opportunities Fund | 215,054 | 7,119 | 17,428 | 1,542 | 131 | 1,440 | 206,316 |
Fidelity Series Investment Grade Bond Fund | 1,387,095 | 36,354 | 212,080 | 8,344 | 793 | (2,468) | 1,209,694 |
Fidelity Series Long-Term Treasury Bond Index Fund | 43,079 | 40,799 | 5,133 | 385 | 39 | (233) | 78,551 |
Fidelity Series Opportunistic Insights Fund | 109,875 | 4 | 23,107 | -- | 1,124 | 5,638 | 93,534 |
Fidelity Series Real Estate Equity Fund | 19,662 | 403 | 3,332 | 90 | (3) | (680) | 16,050 |
Fidelity Series Real Estate Income Fund | 21,759 | 432 | 3,333 | 284 | 2 | (268) | 18,592 |
Fidelity Series Short-Term Credit Fund | 146,777 | 527 | 41,324 | 522 | 10 | (106) | 105,884 |
Fidelity Series Small Cap Discovery Fund | 28,987 | 1 | 4,890 | -- | 12 | 1,103 | 25,213 |
Fidelity Series Small Cap Opportunities Fund | 87,465 | 5,724 | 16,441 | 150 | (188) | (900) | 75,660 |
Fidelity Series Stock Selector Large Cap Value Fund | 169,772 | 6 | 28,515 | -- | 573 | 1,672 | 143,508 |
Fidelity Series Value Discovery Fund | 119,608 | 4 | 19,985 | -- | (3) | 436 | 100,060 |
Total | $4,644,315 | $169,070 | $837,217 | $15,531 | $22,532 | $41,671 | $4,040,371 |
Investment Valuation
All investments are categorized as Level 1 under the Fair Value Hierarchy. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. Additional information on valuation inputs is provided later in this section.
Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Security transactions are accounted for as of trade date. The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels: Level 1 – 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 the Fund’s investments by major category are as follows:
Investments in the Underlying Funds are valued at their closing net asset value each business day and are categorized as Level 1 in the hierarchy.
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.
Quarterly Holdings Report
for
Fidelity Simplicity RMD 2005 Fund℠
Investments October 31, 2017 (Unaudited)
Showing Percentage of Net Assets
Domestic Equity Funds - 18.1% | |||
Shares | Value | ||
Fidelity Series 100 Index Fund (a) | 6,332 | $107,458 | |
Fidelity Series 1000 Value Index Fund (a) | 10,333 | 130,816 | |
Fidelity Series All-Sector Equity Fund (a) | 14,825 | 202,948 | |
Fidelity Series Blue Chip Growth Fund (a) | 15,204 | 209,821 | |
Fidelity Series Commodity Strategy Fund (a) | 74,251 | 396,501 | |
Fidelity Series Growth & Income Fund (a) | 30,974 | 470,501 | |
Fidelity Series Growth Company Fund (a) | 23,158 | 414,530 | |
Fidelity Series Intrinsic Opportunities Fund (a) | 27,751 | 483,982 | |
Fidelity Series Opportunistic Insights Fund (a) | 11,949 | 228,112 | |
Fidelity Series Real Estate Equity Fund (a) | 3,257 | 41,661 | |
Fidelity Series Small Cap Discovery Fund (a) | 5,018 | 61,869 | |
Fidelity Series Small Cap Opportunities Fund (a) | 12,940 | 184,526 | |
Fidelity Series Stock Selector Large Cap Value Fund (a) | 26,550 | 352,325 | |
Fidelity Series Value Discovery Fund (a) | 18,492 | 249,093 | |
TOTAL DOMESTIC EQUITY FUNDS | |||
(Cost $3,271,276) | 3,534,143 | ||
International Equity Funds - 11.3% | |||
Fidelity Series Canada Fund (a) | 5,650 | 60,231 | |
Fidelity Series Emerging Markets Fund (a) | 37,350 | 797,415 | |
Fidelity Series International Growth Fund (a) | 37,123 | 602,137 | |
Fidelity Series International Small Cap Fund (a) | 8,003 | 145,411 | |
Fidelity Series International Value Fund (a) | 55,461 | 602,310 | |
TOTAL INTERNATIONAL EQUITY FUNDS | |||
(Cost $2,030,241) | 2,207,504 | ||
Bond Funds - 45.0% | |||
Fidelity Series Emerging Markets Debt Fund (a) | 11,230 | 117,471 | |
Fidelity Series Floating Rate High Income Fund (a) | 5,059 | 48,159 | |
Fidelity Series High Income Fund (a) | 29,862 | 291,751 | |
Fidelity Series Inflation-Protected Bond Index Fund (a) | 71,851 | 712,044 | |
Fidelity Series International Credit Fund (a) | 1,040 | 10,501 | |
Fidelity Series Investment Grade Bond Fund (a) | 628,954 | 7,094,602 | |
Fidelity Series Long-Term Treasury Bond Index Fund (a) | 46,290 | 405,500 | |
Fidelity Series Real Estate Income Fund (a) | 8,163 | 91,343 | |
TOTAL BOND FUNDS | |||
(Cost $8,772,448) | 8,771,371 | ||
Short-Term Funds - 25.6% | |||
Fidelity Series Government Money Market Fund 1.10% (a)(b) | 3,893,297 | 3,893,297 | |
Fidelity Series Short-Term Credit Fund (a) | 110,803 | 1,106,922 | |
TOTAL SHORT-TERM FUNDS | |||
(Cost $5,001,311) | 5,000,219 | ||
TOTAL INVESTMENT IN SECURITIES - 100.0% | |||
(Cost $19,075,276) | 19,513,237 | ||
NET OTHER ASSETS (LIABILITIES) - 0.0% | (8,319) | ||
NET ASSETS - 100% | $19,504,918 |
Legend
(a) Affiliated Fund
(b) The rate quoted is the annualized seven-day yield of the fund at period end.
Affiliated Underlying Funds
Information regarding the Fund's fiscal year to date purchases and sales of the affiliated Underlying Funds and income earned by the Fund from investments in affiliated Underlying Funds is as follows:
Affiliate | Value, beginning of period | Purchases | Sales Proceeds | Dividend Income | Realized Gain (loss) | Change in Unrealized appreciation (depreciation) | Value, end of period |
Fidelity Series 100 Index Fund | $119,243 | $626 | $17,903 | $-- | $7,582 | $(2,090) | $107,458 |
Fidelity Series 1000 Value Index Fund | 145,677 | 762 | 18,999 | -- | 700 | 2,676 | 130,816 |
Fidelity Series All-Sector Equity Fund | 224,142 | 1,176 | 31,358 | -- | 1,239 | 7,749 | 202,948 |
Fidelity Series Blue Chip Growth Fund | 226,996 | 20,525 | 33,909 | 431 | 199 | (3,990) | 209,821 |
Fidelity Series Canada Fund | -- | 64,677 | 5,447 | -- | 71 | 930 | 60,231 |
Fidelity Series Commodity Strategy Fund | 427,033 | 2,907 | 41,635 | 628 | 779 | 7,417 | 396,501 |
Fidelity Series Emerging Markets Debt Fund | 125,284 | 2,594 | 11,838 | 1,914 | 57 | 1,374 | 117,471 |
Fidelity Series Emerging Markets Fund | 1,075,333 | 2,245 | 344,653 | -- | 33,768 | 30,722 | 797,415 |
Fidelity Series Floating Rate High Income Fund | 52,310 | 898 | 4,932 | 615 | (14) | (103) | 48,159 |
Fidelity Series Government Money Market Fund 1.10% | 3,768,240 | 468,992 | 343,935 | 10,447 | -- | -- | 3,893,297 |
Fidelity Series Growth & Income Fund | 524,118 | 19,104 | 71,717 | 3,929 | 295 | (1,299) | 470,501 |
Fidelity Series Growth Company Fund | 450,979 | 2,402 | 71,853 | -- | 5,846 | 27,156 | 414,530 |
Fidelity Series High Income Fund | 314,318 | 5,939 | 29,338 | 4,304 | (35) | 867 | 291,751 |
Fidelity Series Inflation-Protected Bond Index Fund | 756,769 | 18,689 | 65,747 | 310 | 66 | 2,267 | 712,044 |
Fidelity Series International Credit Fund | 10,427 | 40 | 70 | 40 | -- | 104 | 10,501 |
Fidelity Series International Growth Fund | 691,601 | 3,525 | 120,137 | -- | 4,334 | 22,814 | 602,137 |
Fidelity Series International Small Cap Fund | 159,075 | 865 | 20,219 | -- | 1,002 | 4,688 | 145,411 |
Fidelity Series International Value Fund | 699,870 | 3,553 | 120,843 | -- | 4,839 | 14,891 | 602,310 |
Fidelity Series Intrinsic Opportunities Fund | 530,195 | 20,387 | 70,453 | 3,807 | 958 | 2,895 | 483,982 |
Fidelity Series Investment Grade Bond Fund | 7,613,077 | 148,771 | 656,292 | 48,440 | 2,400 | (13,354) | 7,094,602 |
Fidelity Series Long-Term Treasury Bond Index Fund | 191,225 | 235,485 | 19,833 | 1,847 | 31 | (1,408) | 405,500 |
Fidelity Series Opportunistic Insights Fund | 251,280 | 1,326 | 41,521 | -- | 2,705 | 14,322 | 228,112 |
Fidelity Series Real Estate Equity Fund | 45,923 | 1,714 | 4,338 | 225 | 15 | (1,653) | 41,661 |
Fidelity Series Real Estate Income Fund | 99,248 | 2,622 | 9,273 | 1,373 | 12 | (1,266) | 91,343 |
Fidelity Series Short-Term Credit Fund | 1,590,843 | 12,732 | 495,500 | 5,909 | (48) | (1,105) | 1,106,922 |
Fidelity Series Small Cap Discovery Fund | 67,093 | 351 | 8,671 | -- | 289 | 2,807 | 61,869 |
Fidelity Series Small Cap Opportunities Fund | 202,458 | 15,379 | 31,574 | 374 | 147 | (1,884) | 184,526 |
Fidelity Series Stock Selector Large Cap Value Fund | 393,010 | 2,054 | 49,282 | -- | 1,764 | 4,779 | 352,325 |
Fidelity Series Value Discovery Fund | 276,873 | 1,435 | 31,074 | -- | 382 | 1,477 | 249,093 |
Total | $21,032,640 | $1,061,775 | $2,772,344 | $84,593 | $69,383 | $121,783 | $19,513,237 |
Investment Valuation
All investments are categorized as Level 1 under the Fair Value Hierarchy. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. Additional information on valuation inputs is provided later in this section.
Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Security transactions are accounted for as of trade date. The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels: Level 1 - 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 the Fund's investments by major category are as follows:
Investments in the Underlying Funds are valued at their closing net asset value each business day and are categorized as Level 1 in the hierarchy.
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.
Quarterly Holdings Report
for
Fidelity Managed Retirement Income Fund℠
Investments October 31, 2017 (Unaudited)
Showing Percentage of Net Assets
Domestic Equity Funds - 15.7% | |||
Shares | Value | ||
Fidelity Series 100 Index Fund (a) | 3,014 | $51,145 | |
Fidelity Series 1000 Value Index Fund (a) | 4,918 | 62,263 | |
Fidelity Series All-Sector Equity Fund (a) | 7,056 | 96,592 | |
Fidelity Series Blue Chip Growth Fund (a) | 7,236 | 99,859 | |
Fidelity Series Commodity Strategy Fund (a) | 41,674 | 222,538 | |
Fidelity Series Growth & Income Fund (a) | 14,742 | 223,936 | |
Fidelity Series Growth Company Fund (a) | 11,022 | 197,290 | |
Fidelity Series Intrinsic Opportunities Fund (a) | 13,215 | 230,463 | |
Fidelity Series Opportunistic Insights Fund (a) | 5,687 | 108,567 | |
Fidelity Series Real Estate Equity Fund (a) | 1,543 | 19,730 | |
Fidelity Series Small Cap Discovery Fund (a) | 2,388 | 29,445 | |
Fidelity Series Small Cap Opportunities Fund (a) | 6,159 | 87,823 | |
Fidelity Series Stock Selector Large Cap Value Fund (a) | 12,637 | 167,688 | |
Fidelity Series Value Discovery Fund (a) | 8,801 | 118,555 | |
TOTAL DOMESTIC EQUITY FUNDS | |||
(Cost $1,601,100) | 1,715,894 | ||
International Equity Funds - 10.1% | |||
Fidelity Series Canada Fund (a) | 2,824 | 30,102 | |
Fidelity Series Emerging Markets Fund (a) | 19,113 | 408,069 | |
Fidelity Series International Growth Fund (a) | 18,553 | 300,935 | |
Fidelity Series International Small Cap Fund (a) | 4,000 | 72,672 | |
Fidelity Series International Value Fund (a) | 27,718 | 301,022 | |
TOTAL INTERNATIONAL EQUITY FUNDS | |||
(Cost $1,023,106) | 1,112,800 | ||
Bond Funds - 46.3% | |||
Fidelity Series Emerging Markets Debt Fund (a) | 6,322 | 66,133 | |
Fidelity Series Floating Rate High Income Fund (a) | 2,849 | 27,125 | |
Fidelity Series High Income Fund (a) | 16,816 | 164,291 | |
Fidelity Series Inflation-Protected Bond Index Fund (a) | 42,429 | 420,475 | |
Fidelity Series International Credit Fund (a) | 568 | 5,732 | |
Fidelity Series Investment Grade Bond Fund (a) | 363,935 | 4,105,182 | |
Fidelity Series Long-Term Treasury Bond Index Fund (a) | 25,751 | 225,580 | |
Fidelity Series Real Estate Income Fund (a) | 4,597 | 51,435 | |
TOTAL BOND FUNDS | |||
(Cost $5,066,534) | 5,065,953 | ||
Short-Term Funds - 27.9% | |||
Fidelity Series Government Money Market Fund 1.10% (a)(b) | 2,384,388 | 2,384,388 | |
Fidelity Series Short-Term Credit Fund (a) | 67,600 | 675,321 | |
TOTAL SHORT-TERM FUNDS | |||
(Cost $3,060,382) | 3,059,709 | ||
TOTAL INVESTMENT IN SECURITIES - 100.0% | |||
(Cost $10,751,122) | 10,954,356 | ||
NET OTHER ASSETS (LIABILITIES) - 0.0% | (4,384) | ||
NET ASSETS - 100% | $10,949,972 |
Legend
(a) Affiliated Fund
(b) The rate quoted is the annualized seven-day yield of the fund at period end.
Affiliated Underlying Funds
Information regarding the Fund's fiscal year to date purchases and sales of the affiliated Underlying Funds and income earned by the Fund from investments in affiliated Underlying Funds is as follows:
Affiliate | Value, beginning of period | Purchases | Sales Proceeds | Dividend Income | Realized Gain (loss) | Change in Unrealized appreciation (depreciation) | Value, end of period |
Fidelity Series 100 Index Fund | $53,599 | $1 | $5,007 | $-- | $2,163 | $389 | $51,145 |
Fidelity Series 1000 Value Index Fund | 65,482 | 2 | 4,799 | -- | 192 | 1,386 | 62,263 |
Fidelity Series All-Sector Equity Fund | 100,754 | 2 | 8,357 | -- | 365 | 3,828 | 96,592 |
Fidelity Series Blue Chip Growth Fund | 102,044 | 8,933 | 9,460 | 198 | 69 | (1,727) | 99,859 |
Fidelity Series Canada Fund | -- | 31,464 | 1,815 | -- | 24 | 429 | 30,102 |
Fidelity Series Commodity Strategy Fund | 234,136 | 357 | 16,652 | 351 | 448 | 4,249 | 222,538 |
Fidelity Series Emerging Markets Debt Fund | 67,678 | 1,056 | 3,383 | 1,055 | 18 | 764 | 66,133 |
Fidelity Series Emerging Markets Fund | 535,409 | 8 | 160,041 | -- | 16,078 | 16,615 | 408,069 |
Fidelity Series Floating Rate High Income Fund | 28,257 | 340 | 1,410 | 339 | (4) | (58) | 27,125 |
Fidelity Series Government Money Market Fund 1.10% | 2,226,650 | 272,971 | 115,233 | 6,305 | -- | -- | 2,384,388 |
Fidelity Series Growth & Income Fund | 235,591 | 7,404 | 18,816 | 1,819 | 70 | (313) | 223,936 |
Fidelity Series Growth Company Fund | 202,742 | 4 | 20,807 | -- | 1,860 | 13,491 | 197,290 |
Fidelity Series High Income Fund | 169,753 | 2,374 | 8,325 | 2,371 | (4) | 493 | 164,291 |
Fidelity Series Inflation-Protected Bond Index Fund | 430,047 | 10,657 | 21,545 | 180 | 27 | 1,289 | 420,475 |
Fidelity Series International Credit Fund | 5,663 | 22 | 10 | 22 | -- | 57 | 5,732 |
Fidelity Series International Growth Fund | 327,958 | 5 | 40,305 | -- | 1,557 | 11,720 | 300,935 |
Fidelity Series International Small Cap Fund | 75,432 | 1 | 5,552 | -- | 304 | 2,487 | 72,672 |
Fidelity Series International Value Fund | 331,860 | 5 | 40,540 | -- | 1,727 | 7,970 | 301,022 |
Fidelity Series Intrinsic Opportunities Fund | 240,891 | 7,969 | 20,254 | 1,726 | 262 | 1,595 | 230,463 |
Fidelity Series Investment Grade Bond Fund | 4,250,329 | 69,436 | 207,652 | 27,569 | 623 | (7,554) | 4,105,182 |
Fidelity Series Long-Term Treasury Bond Index Fund | 106,209 | 126,896 | 6,789 | 1,024 | (16) | (720) | 225,580 |
Fidelity Series Opportunistic Insights Fund | 112,951 | 2 | 12,328 | -- | 898 | 7,044 | 108,567 |
Fidelity Series Real Estate Equity Fund | 20,423 | 1,198 | 1,127 | 103 | -- | (764) | 19,730 |
Fidelity Series Real Estate Income Fund | 53,628 | 1,157 | 2,650 | 761 | (1) | (699) | 51,435 |
Fidelity Series Short-Term Credit Fund | 947,882 | 3,579 | 275,430 | 3,564 | (35) | (675) | 675,321 |
Fidelity Series Small Cap Discovery Fund | 30,163 | 59 | 2,234 | -- | 77 | 1,380 | 29,445 |
Fidelity Series Small Cap Opportunities Fund | 91,011 | 6,622 | 9,082 | 172 | 45 | (773) | 87,823 |
Fidelity Series Stock Selector Large Cap Value Fund | 176,654 | 2 | 12,002 | -- | 464 | 2,570 | 167,688 |
Fidelity Series Value Discovery Fund | 124,457 | 1,526 | 8,357 | -- | 89 | 840 | 118,555 |
Total | $11,347,653 | $554,052 | $1,039,962 | $47,559 | $27,300 | $65,313 | $10,954,356 |
Investment Valuation
All investments are categorized as Level 1 under the Fair Value Hierarchy. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. Additional information on valuation inputs is provided later in this section.
Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Security transactions are accounted for as of trade date. The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels: Level 1 - 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 the Fund's investments by major category are as follows:
Investments in the Underlying Funds are valued at their closing net asset value each business day and are categorized as Level 1 in the hierarchy.
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.
Quarterly Holdings Report
for
Fidelity Managed Retirement 2025 Fund℠
Investments October 31, 2017 (Unaudited)
Showing Percentage of Net Assets
Domestic Equity Funds - 36.9% | |||
Shares | Value | ||
Fidelity Series 100 Index Fund (a) | 14,697 | $249,410 | |
Fidelity Series 1000 Value Index Fund (a) | 23,984 | 303,636 | |
Fidelity Series All-Sector Equity Fund (a) | 34,407 | 471,026 | |
Fidelity Series Blue Chip Growth Fund (a) | 35,283 | 486,904 | |
Fidelity Series Commodity Strategy Fund (a) | 79,510 | 424,582 | |
Fidelity Series Growth & Income Fund (a) | 71,893 | 1,092,062 | |
Fidelity Series Growth Company Fund (a) | 53,744 | 962,015 | |
Fidelity Series Intrinsic Opportunities Fund (a) | 66,252 | 1,155,440 | |
Fidelity Series Opportunistic Insights Fund (a) | 27,733 | 529,422 | |
Fidelity Series Real Estate Equity Fund (a) | 7,426 | 94,982 | |
Fidelity Series Small Cap Discovery Fund (a) | 11,645 | 143,579 | |
Fidelity Series Small Cap Opportunities Fund (a) | 30,033 | 428,268 | |
Fidelity Series Stock Selector Large Cap Value Fund (a) | 61,208 | 812,230 | |
Fidelity Series Value Discovery Fund (a) | 42,920 | 578,137 | |
TOTAL DOMESTIC EQUITY FUNDS | |||
(Cost $7,144,048) | 7,731,693 | ||
International Equity Funds - 19.8% | |||
Fidelity Series Canada Fund (a) | 11,157 | 118,929 | |
Fidelity Series Emerging Markets Fund (a) | 63,708 | 1,360,167 | |
Fidelity Series International Growth Fund (a) | 73,299 | 1,188,912 | |
Fidelity Series International Small Cap Fund (a) | 15,801 | 287,111 | |
Fidelity Series International Value Fund (a) | 109,508 | 1,189,255 | |
TOTAL INTERNATIONAL EQUITY FUNDS | |||
(Cost $3,818,913) | 4,144,374 | ||
Bond Funds - 35.6% | |||
Fidelity Series Emerging Markets Debt Fund (a) | 11,796 | 123,390 | |
Fidelity Series Floating Rate High Income Fund (a) | 5,321 | 50,654 | |
Fidelity Series High Income Fund (a) | 31,538 | 308,129 | |
Fidelity Series Inflation-Protected Bond Index Fund (a) | 34,918 | 346,036 | |
Fidelity Series International Credit Fund (a) | 1,145 | 11,562 | |
Fidelity Series Investment Grade Bond Fund (a) | 539,395 | 6,084,379 | |
Fidelity Series Long-Term Treasury Bond Index Fund (a) | 48,027 | 420,715 | |
Fidelity Series Real Estate Income Fund (a) | 8,577 | 95,980 | |
TOTAL BOND FUNDS | |||
(Cost $7,441,516) | 7,440,845 | ||
Short-Term Funds - 7.8% | |||
Fidelity Series Government Money Market Fund 1.10% (a)(b) | 1,258,764 | 1,258,764 | |
Fidelity Series Short-Term Credit Fund (a) | 36,331 | 362,951 | |
TOTAL SHORT-TERM FUNDS | |||
(Cost $1,622,075) | 1,621,715 | ||
TOTAL INVESTMENT IN SECURITIES - 100.1% | |||
(Cost $20,026,552) | 20,938,627 | ||
NET OTHER ASSETS (LIABILITIES) - (0.1)% | (12,450) | ||
NET ASSETS - 100% | $20,926,177 |
Legend
(a) Affiliated Fund
(b) The rate quoted is the annualized seven-day yield of the fund at period end.
Affiliated Underlying Funds
Information regarding the Fund's fiscal year to date purchases and sales of the affiliated Underlying Funds and income earned by the Fund from investments in affiliated Underlying Funds is as follows:
Affiliate | Value, beginning of period | Purchases | Sales Proceeds | Dividend Income | Realized Gain (loss) | Change in Unrealized appreciation (depreciation) | Value, end of period |
Fidelity Series 100 Index Fund | $283,878 | $2 | $47,005 | $-- | $24,480 | $(11,945) | $249,410 |
Fidelity Series 1000 Value Index Fund | 346,809 | 2,439 | 53,249 | -- | 1,677 | 5,960 | 303,636 |
Fidelity Series All-Sector Equity Fund | 533,638 | 3,414 | 86,288 | -- | 2,593 | 17,669 | 471,026 |
Fidelity Series Blue Chip Growth Fund | 540,491 | 44,604 | 88,940 | 988 | 488 | (9,739) | 486,904 |
Fidelity Series Canada Fund | -- | 126,931 | 11,015 | -- | 110 | 2,903 | 118,929 |
Fidelity Series Commodity Strategy Fund | 472,418 | 7,050 | 63,583 | 673 | 1,087 | 7,610 | 424,582 |
Fidelity Series Emerging Markets Debt Fund | 138,878 | 2,060 | 19,052 | 2,060 | 29 | 1,475 | 123,390 |
Fidelity Series Emerging Markets Fund | 1,760,859 | 14 | 503,613 | -- | 46,103 | 56,804 | 1,360,167 |
Fidelity Series Floating Rate High Income Fund | 57,981 | 663 | 7,864 | 662 | (14) | (112) | 50,654 |
Fidelity Series Government Money Market Fund 1.10% | 1,285,321 | 157,472 | 184,029 | 3,431 | -- | -- | 1,258,764 |
Fidelity Series Growth & Income Fund | 1,247,824 | 43,239 | 196,442 | 9,052 | 384 | (2,943) | 1,092,062 |
Fidelity Series Growth Company Fund | 1,073,827 | 7 | 186,302 | -- | 12,755 | 61,728 | 962,015 |
Fidelity Series High Income Fund | 348,435 | 4,635 | 45,747 | 4,633 | (102) | 908 | 308,129 |
Fidelity Series Inflation-Protected Bond Index Fund | 380,397 | 16,845 | 52,338 | 152 | (22) | 1,154 | 346,036 |
Fidelity Series International Credit Fund | 11,922 | 44 | 520 | 44 | 2 | 114 | 11,562 |
Fidelity Series International Growth Fund | 1,410,808 | 11 | 273,800 | -- | 7,662 | 44,231 | 1,188,912 |
Fidelity Series International Small Cap Fund | 324,488 | 2 | 48,390 | -- | 2,123 | 8,888 | 287,111 |
Fidelity Series International Value Fund | 1,427,603 | 10 | 275,882 | -- | 9,467 | 28,057 | 1,189,255 |
Fidelity Series Intrinsic Opportunities Fund | 1,224,498 | 40,498 | 118,929 | 8,777 | 1,730 | 7,643 | 1,155,440 |
Fidelity Series Investment Grade Bond Fund | 6,850,449 | 160,754 | 916,641 | 42,362 | 1,917 | (12,100) | 6,084,379 |
Fidelity Series Long-Term Treasury Bond Index Fund | 219,389 | 242,998 | 40,231 | 2,027 | (268) | (1,173) | 420,715 |
Fidelity Series Opportunistic Insights Fund | 598,299 | 5 | 107,662 | -- | 6,059 | 32,721 | 529,422 |
Fidelity Series Real Estate Equity Fund | 108,752 | 6,877 | 16,719 | 511 | (68) | (3,860) | 94,982 |
Fidelity Series Real Estate Income Fund | 110,026 | 2,243 | 14,925 | 1,474 | 11 | (1,375) | 95,980 |
Fidelity Series Short-Term Credit Fund | 526,317 | 1,959 | 164,909 | 1,955 | (54) | (362) | 362,951 |
Fidelity Series Small Cap Discovery Fund | 159,754 | 2,604 | 25,740 | -- | 547 | 6,414 | 143,579 |
Fidelity Series Small Cap Opportunities Fund | 482,038 | 32,729 | 81,811 | 859 | 48 | (4,736) | 428,268 |
Fidelity Series Stock Selector Large Cap Value Fund | 935,649 | 3,619 | 141,648 | -- | 4,434 | 10,176 | 812,230 |
Fidelity Series Value Discovery Fund | 659,173 | 16,328 | 101,276 | -- | 796 | 3,116 | 578,137 |
Total | $23,519,921 | $920,056 | $3,874,550 | $79,660 | $123,974 | $249,226 | $20,938,627 |
Investment Valuation
All investments are categorized as Level 1 under the Fair Value Hierarchy. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. Additional information on valuation inputs is provided later in this section.
Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Security transactions are accounted for as of trade date.The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels: Level 1 - 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 the Fund's investments by major category are as follows:
Investments in the Underlying Funds are valued at their closing net asset value each business day and are categorized as Level 1 in the hierarchy.
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.
Quarterly Holdings Report
for
Fidelity Simplicity RMD 2015 Fund℠
Investments October 31, 2017 (Unaudited)
Showing Percentage of Net Assets
Domestic Equity Funds - 30.3% | |||
Shares | Value | ||
Fidelity Series 100 Index Fund (a) | 5,269 | $89,415 | |
Fidelity Series 1000 Value Index Fund (a) | 8,598 | 108,853 | |
Fidelity Series All-Sector Equity Fund (a) | 12,335 | 168,871 | |
Fidelity Series Blue Chip Growth Fund (a) | 12,651 | 174,580 | |
Fidelity Series Commodity Strategy Fund (a) | 35,077 | 187,314 | |
Fidelity Series Growth & Income Fund (a) | 25,774 | 391,510 | |
Fidelity Series Growth Company Fund (a) | 19,269 | 344,915 | |
Fidelity Series Intrinsic Opportunities Fund (a) | 23,072 | 402,377 | |
Fidelity Series Opportunistic Insights Fund (a) | 9,943 | 189,808 | |
Fidelity Series Real Estate Equity Fund (a) | 2,691 | 34,423 | |
Fidelity Series Small Cap Discovery Fund (a) | 4,175 | 51,479 | |
Fidelity Series Small Cap Opportunities Fund (a) | 10,767 | 153,542 | |
Fidelity Series Stock Selector Large Cap Value Fund (a) | 22,093 | 293,170 | |
Fidelity Series Value Discovery Fund (a) | 15,388 | 207,270 | |
TOTAL DOMESTIC EQUITY FUNDS | |||
(Cost $2,613,925) | 2,797,527 | ||
International Equity Funds - 17.0% | |||
Fidelity Series Canada Fund (a) | 4,137 | 44,099 | |
Fidelity Series Emerging Markets Fund (a) | 24,993 | 533,599 | |
Fidelity Series International Growth Fund (a) | 27,180 | 440,854 | |
Fidelity Series International Small Cap Fund (a) | 5,859 | 106,463 | |
Fidelity Series International Value Fund (a) | 40,606 | 440,981 | |
TOTAL INTERNATIONAL EQUITY FUNDS | |||
(Cost $1,445,259) | 1,565,996 | ||
Bond Funds - 37.2% | |||
Fidelity Series Emerging Markets Debt Fund (a) | 5,248 | 54,895 | |
Fidelity Series Floating Rate High Income Fund (a) | 2,365 | 22,514 | |
Fidelity Series High Income Fund (a) | 13,924 | 136,040 | |
Fidelity Series Inflation-Protected Bond Index Fund (a) | 23,593 | 233,810 | |
Fidelity Series International Credit Fund (a) | 418 | 4,221 | |
Fidelity Series Investment Grade Bond Fund (a) | 243,630 | 2,748,153 | |
Fidelity Series Long-Term Treasury Bond Index Fund (a) | 22,097 | 193,567 | |
Fidelity Series Real Estate Income Fund (a) | 3,821 | 42,758 | |
TOTAL BOND FUNDS | |||
(Cost $3,437,316) | 3,435,958 | ||
Short-Term Funds - 15.6% | |||
Fidelity Series Government Money Market Fund 1.10% (a)(b) | 1,121,939 | 1,121,939 | |
Fidelity Series Short-Term Credit Fund (a) | 32,073 | 320,405 | |
TOTAL SHORT-TERM FUNDS | |||
(Cost $1,442,649) | 1,442,344 | ||
TOTAL INVESTMENT IN SECURITIES - 100.1% | |||
(Cost $8,939,149) | 9,241,825 | ||
NET OTHER ASSETS (LIABILITIES) - (0.1)% | (4,727) | ||
NET ASSETS - 100% | $9,237,098 |
Legend
(a) Affiliated Fund
(b) The rate quoted is the annualized seven-day yield of the fund at period end.
Affiliated Underlying Funds
Information regarding the Fund's fiscal year to date purchases and sales of the affiliated Underlying Funds and income earned by the Fund from investments in affiliated Underlying Funds is as follows:
Affiliate | Value, beginning of period | Purchases | Sales Proceeds | Dividend Income | Realized Gain (loss) | Change in Unrealized appreciation (depreciation) | Value, end of period |
Fidelity Series 100 Index Fund | $81,990 | $11,848 | $8,591 | $-- | $363 | $3,805 | $89,415 |
Fidelity Series 1000 Value Index Fund | 100,176 | 14,340 | 8,170 | -- | (32) | 2,539 | 108,853 |
Fidelity Series All-Sector Equity Fund | 154,130 | 22,139 | 14,312 | -- | 40 | 6,874 | 168,871 |
Fidelity Series Blue Chip Growth Fund | 156,097 | 36,729 | 16,234 | 312 | 23 | (2,035) | 174,580 |
Fidelity Series Canada Fund | -- | 44,424 | 1,862 | -- | 4 | 1,533 | 44,099 |
Fidelity Series Commodity Strategy Fund | 161,221 | 30,972 | 8,579 | 249 | 58 | 3,642 | 187,314 |
Fidelity Series Emerging Markets Debt Fund | 49,186 | 8,009 | 2,870 | 812 | (1) | 571 | 54,895 |
Fidelity Series Emerging Markets Fund | 552,536 | 71,787 | 126,669 | -- | 7,219 | 28,726 | 533,599 |
Fidelity Series Floating Rate High Income Fund | 20,546 | 3,194 | 1,185 | 261 | (2) | (39) | 22,514 |
Fidelity Series Government Money Market Fund 1.10% | 900,350 | 271,748 | 50,159 | 2,691 | -- | -- | 1,121,939 |
Fidelity Series Growth & Income Fund | 360,403 | 63,434 | 31,906 | 3,029 | (375) | (46) | 391,510 |
Fidelity Series Growth Company Fund | 310,145 | 45,182 | 35,697 | -- | 390 | 24,895 | 344,915 |
Fidelity Series High Income Fund | 123,355 | 19,345 | 7,035 | 1,827 | (29) | 404 | 136,040 |
Fidelity Series Inflation-Protected Bond Index Fund | 206,092 | 38,012 | 10,905 | 92 | 6 | 605 | 233,810 |
Fidelity Series International Credit Fund | 4,230 | 16 | 67 | 16 | -- | 42 | 4,221 |
Fidelity Series International Growth Fund | 421,287 | 58,921 | 57,239 | -- | 471 | 17,414 | 440,854 |
Fidelity Series International Small Cap Fund | 96,906 | 14,158 | 8,442 | -- | 20 | 3,821 | 106,463 |
Fidelity Series International Value Fund | 426,358 | 59,185 | 57,357 | -- | 292 | 12,503 | 440,981 |
Fidelity Series Intrinsic Opportunities Fund | 400,447 | 69,221 | 70,754 | 2,989 | 410 | 3,053 | 402,377 |
Fidelity Series Investment Grade Bond Fund | 2,451,457 | 429,138 | 127,076 | 16,879 | (186) | (5,180) | 2,748,153 |
Fidelity Series Long-Term Treasury Bond Index Fund | 71,151 | 127,884 | 4,667 | 783 | (29) | (772) | 193,567 |
Fidelity Series Opportunistic Insights Fund | 172,792 | 24,951 | 21,201 | -- | 326 | 12,940 | 189,808 |
Fidelity Series Real Estate Equity Fund | 31,191 | 6,370 | 1,887 | 160 | (16) | (1,235) | 34,423 |
Fidelity Series Real Estate Income Fund | 39,028 | 6,501 | 2,248 | 567 | (3) | (520) | 42,758 |
Fidelity Series Short-Term Credit Fund | 375,312 | 49,221 | 103,784 | 1,537 | (36) | (308) | 320,405 |
Fidelity Series Small Cap Discovery Fund | 46,135 | 6,599 | 3,697 | -- | (16) | 2,458 | 51,479 |
Fidelity Series Small Cap Opportunities Fund | 139,218 | 30,378 | 15,224 | 271 | (55) | (775) | 153,542 |
Fidelity Series Stock Selector Large Cap Value Fund | 270,245 | 38,585 | 20,258 | -- | (59) | 4,657 | 293,170 |
Fidelity Series Value Discovery Fund | 190,393 | 29,059 | 13,727 | -- | (91) | 1,636 | 207,270 |
Total | $8,312,377 | $1,631,350 | $831,802 | $32,475 | $8,692 | $121,208 | $9,241,825 |
Investment Valuation
All investments are categorized as Level 1 under the Fair Value Hierarchy. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. Additional information on valuation inputs is provided later in this section.
Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Security transactions are accounted for as of trade date. The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels: Level 1 – 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 the Fund’s investments by major category are as follows:
Investments in the Underlying Funds are valued at their closing net asset value each business day and are categorized as Level 1 in the hierarchy.
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.
Quarterly Holdings Report
for
Fidelity Simplicity RMD 2020 Fund℠
Investments October 31, 2017 (Unaudited)
Showing Percentage of Net Assets
Domestic Equity Funds - 36.5% | |||
Shares | Value | ||
Fidelity Series 100 Index Fund (a) | 7,768 | $131,824 | |
Fidelity Series 1000 Value Index Fund (a) | 12,676 | 160,482 | |
Fidelity Series All-Sector Equity Fund (a) | 18,186 | 248,961 | |
Fidelity Series Blue Chip Growth Fund (a) | 18,650 | 257,368 | |
Fidelity Series Commodity Strategy Fund (a) | 42,420 | 226,521 | |
Fidelity Series Growth & Income Fund (a) | 37,999 | 577,199 | |
Fidelity Series Growth Company Fund (a) | 28,407 | 508,487 | |
Fidelity Series Intrinsic Opportunities Fund (a) | 33,698 | 587,693 | |
Fidelity Series Opportunistic Insights Fund (a) | 14,658 | 279,825 | |
Fidelity Series Real Estate Equity Fund (a) | 3,956 | 50,597 | |
Fidelity Series Small Cap Discovery Fund (a) | 6,155 | 75,891 | |
Fidelity Series Small Cap Opportunities Fund (a) | 15,874 | 226,362 | |
Fidelity Series Stock Selector Large Cap Value Fund (a) | 32,571 | 432,214 | |
Fidelity Series Value Discovery Fund (a) | 22,685 | 305,573 | |
TOTAL DOMESTIC EQUITY FUNDS | |||
(Cost $3,824,018) | 4,068,997 | ||
International Equity Funds - 19.7% | |||
Fidelity Series Canada Fund (a) | 5,900 | 62,892 | |
Fidelity Series Emerging Markets Fund (a) | 33,789 | 721,395 | |
Fidelity Series International Growth Fund (a) | 38,762 | 628,725 | |
Fidelity Series International Small Cap Fund (a) | 8,356 | 151,832 | |
Fidelity Series International Value Fund (a) | 57,910 | 628,905 | |
TOTAL INTERNATIONAL EQUITY FUNDS | |||
(Cost $2,035,317) | 2,193,749 | ||
Bond Funds - 32.8% | |||
Fidelity Series Emerging Markets Debt Fund (a) | 6,306 | 65,962 | |
Fidelity Series Floating Rate High Income Fund (a) | 2,848 | 27,109 | |
Fidelity Series High Income Fund (a) | 16,724 | 163,393 | |
Fidelity Series Inflation-Protected Bond Index Fund (a) | 19,053 | 188,810 | |
Fidelity Series International Credit Fund (a) | 424 | 4,283 | |
Fidelity Series Investment Grade Bond Fund (a) | 258,427 | 2,915,052 | |
Fidelity Series Long-Term Treasury Bond Index Fund (a) | 26,788 | 234,659 | |
Fidelity Series Real Estate Income Fund (a) | 4,587 | 51,333 | |
TOTAL BOND FUNDS | |||
(Cost $3,654,007) | 3,650,601 | ||
Short-Term Funds - 11.1% | |||
Fidelity Series Government Money Market Fund 1.10% (a)(b) | 965,564 | 965,564 | |
Fidelity Series Short-Term Credit Fund (a) | 27,674 | 276,463 | |
TOTAL SHORT-TERM FUNDS | |||
(Cost $1,242,275) | 1,242,027 | ||
TOTAL INVESTMENT IN SECURITIES - 100.1% | |||
(Cost $10,755,617) | 11,155,374 | ||
NET OTHER ASSETS (LIABILITIES) - (0.1)% | (5,928) | ||
NET ASSETS - 100% | $11,149,446 |
Legend
(a) Affiliated Fund
(b) The rate quoted is the annualized seven-day yield of the fund at period end.
Affiliated Underlying Funds
Information regarding the Fund's fiscal year to date purchases and sales of the affiliated Underlying Funds and income earned by the Fund from investments in affiliated Underlying Funds is as follows:
Affiliate | Value, beginning of period | Purchases | Sales Proceeds | Dividend Income | Realized Gain (loss) | Change in Unrealized appreciation (depreciation) | Value, end of period |
Fidelity Series 100 Index Fund | $101,516 | $38,683 | $14,294 | $-- | $1,047 | $4,872 | $131,824 |
Fidelity Series 1000 Value Index Fund | 124,192 | 47,153 | 14,714 | -- | 83 | 3,768 | 160,482 |
Fidelity Series All-Sector Equity Fund | 191,084 | 72,691 | 24,795 | -- | 193 | 9,788 | 248,961 |
Fidelity Series Blue Chip Growth Fund | 193,535 | 94,569 | 27,468 | 450 | (438) | (2,830) | 257,368 |
Fidelity Series Canada Fund | -- | 62,280 | 2,006 | -- | -- | 2,618 | 62,892 |
Fidelity Series Commodity Strategy Fund | 173,011 | 65,542 | 16,601 | 310 | 61 | 4,508 | 226,521 |
Fidelity Series Emerging Markets Debt Fund | 49,942 | 20,360 | 4,938 | 905 | 3 | 595 | 65,962 |
Fidelity Series Emerging Markets Fund | 623,421 | 232,456 | 179,711 | -- | 2,727 | 42,502 | 721,395 |
Fidelity Series Floating Rate High Income Fund | 20,858 | 8,303 | 2,022 | 292 | (1) | (29) | 27,109 |
Fidelity Series Government Money Market Fund 1.10% | 655,069 | 376,405 | 65,910 | 2,158 | -- | -- | 965,564 |
Fidelity Series Growth & Income Fund | 446,802 | 184,050 | 56,133 | 4249 | 24 | 2,456 | 577,199 |
Fidelity Series Growth Company Fund | 384,039 | 147,904 | 59,253 | -- | 937 | 34,860 | 508,487 |
Fidelity Series High Income Fund | 125,297 | 49,729 | 12,226 | 2,039 | 3 | 590 | 163,393 |
Fidelity Series Inflation-Protected Bond Index Fund | 140,110 | 62,200 | 13,851 | 69 | (10) | 361 | 188,810 |
Fidelity Series International Credit Fund | 4,186 | 55 | -- | 16 | -- | 42 | 4,283 |
Fidelity Series International Growth Fund | 504,629 | 188,457 | 89,210 | -- | 284 | 24,565 | 628,725 |
Fidelity Series International Small Cap Fund | 116,066 | 46,199 | 15,885 | -- | 116 | 5,336 | 151,832 |
Fidelity Series International Value Fund | 510,594 | 185,226 | 85,327 | -- | 296 | 18,116 | 628,905 |
Fidelity Series Intrinsic Opportunities Fund | 450,393 | 186,134 | 53,386 | 3936 | (584) | 5,136 | 587,693 |
Fidelity Series Investment Grade Bond Fund | 2,195,974 | 939,568 | 213,687 | 16592 | (180) | (6,623) | 2,915,052 |
Fidelity Series Long-Term Treasury Bond Index Fund | 77,042 | 165,715 | 7,008 | 908 | (37) | (1,053) | 234,659 |
Fidelity Series Opportunistic Insights Fund | 214,213 | 81,601 | 34,770 | -- | 510 | 18,271 | 279,825 |
Fidelity Series Real Estate Equity Fund | 38,564 | 17,950 | 4,175 | 223 | (10) | (1,732) | 50,597 |
Fidelity Series Real Estate Income Fund | 39,586 | 16,224 | 3,868 | 647 | (22) | (587) | 51,333 |
Fidelity Series Short-Term Credit Fund | 275,847 | 92,291 | 91,347 | 1,234 | (75) | (253) | 276,463 |
Fidelity Series Small Cap Discovery Fund | 57,213 | 22,079 | 7,190 | -- | 42 | 3,747 | 75,891 |
Fidelity Series Small Cap Opportunities Fund | 172,614 | 80,820 | 26,146 | 392 | (134) | (792) | 226,362 |
Fidelity Series Stock Selector Large Cap Value Fund | 334,432 | 126,456 | 35,722 | -- | 257 | 6,791 | 432,214 |
Fidelity Series Value Discovery Fund | 236,033 | 93,955 | 27,515 | -- | 41 | 3,059 | 305,573 |
Total | $8,456,262 | $3,705,055 | $1,189,158 | $34420 | $5,133 | $178,082 | $11,155,374 |
Investment Valuation
All investments are categorized as Level 1 under the Fair Value Hierarchy. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. Additional information on valuation inputs is provided later in this section.
Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Security transactions are accounted for as of trade date. The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels: Level 1 - 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 the Fund's investments by major category are as follows:
Investments in the Underlying Funds are valued at their closing net asset value each business day and are categorized as Level 1 in the hierarchy.
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.
Quarterly Holdings Report
for
Fidelity Simplicity RMD Income Fund℠
Investments October 31, 2017 (Unaudited)
Showing Percentage of Net Assets
Domestic Equity Funds - 15.7% | |||
Shares | Value | ||
Fidelity Series 100 Index Fund (a) | 2,976 | $50,505 | |
Fidelity Series 1000 Value Index Fund (a) | 4,857 | 61,485 | |
Fidelity Series All-Sector Equity Fund (a) | 6,967 | 95,384 | |
Fidelity Series Blue Chip Growth Fund (a) | 7,146 | 98,609 | |
Fidelity Series Commodity Strategy Fund (a) | 41,169 | 219,840 | |
Fidelity Series Growth & Income Fund (a) | 14,558 | 221,137 | |
Fidelity Series Growth Company Fund (a) | 10,884 | 194,823 | |
Fidelity Series Intrinsic Opportunities Fund (a) | 13,110 | 228,633 | |
Fidelity Series Opportunistic Insights Fund (a) | 5,616 | 107,210 | |
Fidelity Series Real Estate Equity Fund (a) | 1,523 | 19,479 | |
Fidelity Series Small Cap Discovery Fund (a) | 2,358 | 29,076 | |
Fidelity Series Small Cap Opportunities Fund (a) | 6,082 | 86,724 | |
Fidelity Series Stock Selector Large Cap Value Fund (a) | 12,479 | 165,592 | |
Fidelity Series Value Discovery Fund (a) | 8,691 | 117,072 | |
TOTAL DOMESTIC EQUITY FUNDS | |||
(Cost $1,582,048) | 1,695,569 | ||
International Equity Funds - 10.2% | |||
Fidelity Series Canada Fund (a) | 2,789 | 29,727 | |
Fidelity Series Emerging Markets Fund (a) | 18,875 | 402,972 | |
Fidelity Series International Growth Fund (a) | 18,322 | 297,182 | |
Fidelity Series International Small Cap Fund (a) | 3,950 | 71,765 | |
Fidelity Series International Value Fund (a) | 27,373 | 297,268 | |
TOTAL INTERNATIONAL EQUITY FUNDS | |||
(Cost $1,010,404) | 1,098,914 | ||
Bond Funds - 46.2% | |||
Fidelity Series Emerging Markets Debt Fund (a) | 6,245 | 65,324 | |
Fidelity Series Floating Rate High Income Fund (a) | 2,817 | 26,816 | |
Fidelity Series High Income Fund (a) | 16,634 | 162,516 | |
Fidelity Series Inflation-Protected Bond Index Fund (a) | 41,904 | 415,273 | |
Fidelity Series International Credit Fund (a) | 505 | 5,096 | |
Fidelity Series Investment Grade Bond Fund (a) | 359,368 | 4,053,671 | |
Fidelity Series Long-Term Treasury Bond Index Fund (a) | 25,382 | 222,346 | |
Fidelity Series Real Estate Income Fund (a) | 4,535 | 50,743 | |
TOTAL BOND FUNDS | |||
(Cost $5,002,240) | 5,001,785 | ||
Short-Term Funds - 27.9% | |||
Fidelity Series Government Money Market Fund 1.10% (a)(b) | 2,354,746 | 2,354,746 | |
Fidelity Series Short-Term Credit Fund (a) | 66,758 | 666,914 | |
TOTAL SHORT-TERM FUNDS | |||
(Cost $3,022,302) | 3,021,660 | ||
TOTAL INVESTMENT IN SECURITIES - 100.0% | |||
(Cost $10,616,994) | 10,817,928 | ||
NET OTHER ASSETS (LIABILITIES) - 0.0% | (4,475) | ||
NET ASSETS - 100% | $10,813,453 |
Legend
(a) Affiliated Fund
(b) The rate quoted is the annualized seven-day yield of the fund at period end.
Affiliated Underlying Funds
Information regarding the Fund's fiscal year to date purchases and sales of the affiliated Underlying Funds and income earned by the Fund from investments in affiliated Underlying Funds is as follows:
Affiliate | Value, beginning of period | Purchases | Sales Proceeds | Dividend Income | Realized Gain (loss) | Change in Unrealized appreciation (depreciation) | Value, end of period |
Fidelity Series 100 Index Fund | $48,809 | $4,671 | $5,487 | $-- | $128 | $2,384 | $50,505 |
Fidelity Series 1000 Value Index Fund | 59,653 | 5,662 | 5,429 | -- | 73 | 1,526 | 61,485 |
Fidelity Series All-Sector Equity Fund | 91,767 | 8,758 | 9,325 | -- | 193 | 3,991 | 95,384 |
Fidelity Series Blue Chip Growth Fund | 92,951 | 17,542 | 10,371 | 192 | (129) | (1,384) | 98,609 |
Fidelity Series Canada Fund | -- | 31,447 | 2,161 | -- | 28 | 413 | 29,727 |
Fidelity Series Commodity Strategy Fund | 211,763 | 20,250 | 16,805 | 336 | 71 | 4,561 | 219,840 |
Fidelity Series Emerging Markets Debt Fund | 61,666 | 7,273 | 4,345 | 1,024 | (3) | 733 | 65,324 |
Fidelity Series Emerging Markets Fund | 490,145 | 33,023 | 151,821 | -- | 12,406 | 19,219 | 402,972 |
Fidelity Series Floating Rate High Income Fund | 25,746 | 2,932 | 1,810 | 329 | (2) | (50) | 26,816 |
Fidelity Series Government Money Market Fund 1.10% | 2,030,693 | 475,571 | 151,518 | 6,132 | -- | -- | 2,354,746 |
Fidelity Series Growth & Income Fund | 214,553 | 27,502 | 20,972 | 1,847 | 14 | 40 | 221,137 |
Fidelity Series Growth Company Fund | 183,716 | 17,814 | 21,763 | -- | 714 | 14,342 | 194,823 |
Fidelity Series High Income Fund | 154,714 | 17,854 | 10,606 | 2,305 | 27 | 527 | 162,516 |
Fidelity Series Inflation-Protected Bond Index Fund | 392,177 | 49,597 | 27,622 | 175 | (52) | 1,173 | 415,273 |
Fidelity Series International Credit Fund | 4,963 | 83 | -- | 20 | -- | 50 | 5,096 |
Fidelity Series International Growth Fund | 298,725 | 26,964 | 41,665 | -- | 955 | 12,203 | 297,182 |
Fidelity Series International Small Cap Fund | 68,692 | 6,642 | 6,325 | -- | 96 | 2,660 | 71,765 |
Fidelity Series International Value Fund | 302,189 | 27,102 | 41,639 | -- | 722 | 8,894 | 297,268 |
Fidelity Series Intrinsic Opportunities Fund | 212,114 | 27,358 | 12,865 | 1,594 | (53) | 2,079 | 228,633 |
Fidelity Series Investment Grade Bond Fund | 3,875,896 | 456,150 | 270,484 | 26,788 | (491) | (7,400) | 4,053,671 |
Fidelity Series Long-Term Treasury Bond Index Fund | 95,279 | 137,216 | 9,301 | 995 | (102) | (746) | 222,346 |
Fidelity Series Opportunistic Insights Fund | 102,882 | 9,842 | 13,365 | -- | 527 | 7,324 | 107,210 |
Fidelity Series Real Estate Equity Fund | 18,859 | 2,721 | 1,377 | 99 | (10) | (714) | 19,479 |
Fidelity Series Real Estate Income Fund | 48,806 | 5,991 | 3,403 | 722 | (19) | (632) | 50,743 |
Fidelity Series Short-Term Credit Fund | 863,477 | 69,812 | 265,651 | 3,459 | (49) | (675) | 666,914 |
Fidelity Series Small Cap Discovery Fund | 27,473 | 2,699 | 2,602 | -- | 69 | 1,437 | 29,076 |
Fidelity Series Small Cap Opportunities Fund | 82,893 | 14,295 | 9,978 | 167 | (10) | (476) | 86,724 |
Fidelity Series Stock Selector Large Cap Value Fund | 160,891 | 15,255 | 13,594 | -- | 127 | 2,913 | 165,592 |
Fidelity Series Value Discovery Fund | 113,333 | 12,500 | 9,824 | -- | 38 | 1,025 | 117,072 |
Total | $10,334,825 | $1,534,526 | $1,142,108 | $46,184 | $15,268 | $75,417 | $10,817,928 |
Investment Valuation
All investments are categorized as Level 1 under the Fair Value Hierarchy. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. Additional information on valuation inputs is provided later in this section.
Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Security transactions are accounted for as of trade date. The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels: Level 1 - 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 the Fund's investments by major category are as follows:
Investments in the Underlying Funds are valued at their closing net asset value each business day and are categorized as Level 1 in the hierarchy.
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.
Quarterly Holdings Report
for
Fidelity Managed Retirement 2015 Fund℠
Investments October 31, 2017 (Unaudited)
Showing Percentage of Net Assets
Domestic Equity Funds - 28.7% | |||
Shares | Value | ||
Fidelity Series 100 Index Fund (a) | 2,615 | $44,383 | |
Fidelity Series 1000 Value Index Fund (a) | 4,268 | 54,032 | |
Fidelity Series All-Sector Equity Fund (a) | 6,123 | 83,823 | |
Fidelity Series Blue Chip Growth Fund (a) | 6,279 | 86,655 | |
Fidelity Series Commodity Strategy Fund (a) | 18,439 | 98,465 | |
Fidelity Series Growth & Income Fund (a) | 12,793 | 194,333 | |
Fidelity Series Growth Company Fund (a) | 9,564 | 171,204 | |
Fidelity Series Intrinsic Opportunities Fund (a) | 11,446 | 199,626 | |
Fidelity Series Opportunistic Insights Fund (a) | 4,935 | 94,214 | |
Fidelity Series Real Estate Equity Fund (a) | 1,336 | 17,087 | |
Fidelity Series Small Cap Discovery Fund (a) | 2,072 | 25,552 | |
Fidelity Series Small Cap Opportunities Fund (a) | 5,345 | 76,214 | |
Fidelity Series Stock Selector Large Cap Value Fund (a) | 10,966 | 145,521 | |
Fidelity Series Value Discovery Fund (a) | 7,638 | 102,883 | |
TOTAL DOMESTIC EQUITY FUNDS | |||
(Cost $1,276,800) | 1,393,992 | ||
International Equity Funds - 16.3% | |||
Fidelity Series Canada Fund (a) | 2,075 | 22,118 | |
Fidelity Series Emerging Markets Fund (a) | 12,714 | 271,449 | |
Fidelity Series International Growth Fund (a) | 13,632 | 221,116 | |
Fidelity Series International Small Cap Fund (a) | 2,939 | 53,395 | |
Fidelity Series International Value Fund (a) | 20,366 | 221,179 | |
TOTAL INTERNATIONAL EQUITY FUNDS | |||
(Cost $726,695) | 789,257 | ||
Bond Funds - 39.7% | |||
Fidelity Series Emerging Markets Debt Fund (a) | 2,760 | 28,868 | |
Fidelity Series Floating Rate High Income Fund (a) | 1,249 | 11,895 | |
Fidelity Series High Income Fund (a) | 7,357 | 71,876 | |
Fidelity Series Inflation-Protected Bond Index Fund (a) | 13,418 | 132,968 | |
Fidelity Series International Credit Fund (a) | 285 | 2,877 | |
Fidelity Series Investment Grade Bond Fund (a) | 137,828 | 1,554,697 | |
Fidelity Series Long-Term Treasury Bond Index Fund (a) | 11,141 | 97,591 | |
Fidelity Series Real Estate Income Fund (a) | 2,005 | 22,435 | |
TOTAL BOND FUNDS | |||
(Cost $1,923,404) | 1,923,207 | ||
Short-Term Funds - 15.4% | |||
Fidelity Series Government Money Market Fund 1.10% (a)(b) | 581,135 | 581,135 | |
Fidelity Series Short-Term Credit Fund (a) | 16,631 | 166,140 | |
TOTAL SHORT-TERM FUNDS | |||
(Cost $747,438) | 747,275 | ||
TOTAL INVESTMENT IN SECURITIES - 100.1% | |||
(Cost $4,674,337) | 4,853,731 | ||
NET OTHER ASSETS (LIABILITIES) - (0.1)% | (2,533) | ||
NET ASSETS - 100% | $4,851,198 |
Legend
(a) Affiliated Fund
(b) The rate quoted is the annualized seven-day yield of the fund at period end.
Affiliated Underlying Funds
Information regarding the Fund's fiscal year to date purchases and sales of the affiliated Underlying Funds and income earned by the Fund from investments in affiliated Underlying Funds is as follows:
Affiliate | Value, beginning of period | Purchases | Sales Proceeds | Dividend Income | Realized Gain (loss) | Change in Unrealized appreciation (depreciation) | Value, end of period |
Fidelity Series 100 Index Fund | $52,269 | $2 | $10,221 | $-- | $6,687 | $(4,354) | $44,383 |
Fidelity Series 1000 Value Index Fund | 63,856 | 4 | 11,288 | -- | 463 | 997 | 54,032 |
Fidelity Series All-Sector Equity Fund | 98,245 | 3 | 18,196 | -- | 704 | 3,067 | 83,823 |
Fidelity Series Blue Chip Growth Fund | 99,489 | 8,784 | 19,307 | 196 | (333) | (1,978) | 86,655 |
Fidelity Series Canada Fund | -- | 26,203 | 4,490 | -- | 40 | 365 | 22,118 |
Fidelity Series Commodity Strategy Fund | 113,961 | 176 | 17,784 | 173 | 434 | 1,678 | 98,465 |
Fidelity Series Emerging Markets Debt Fund | 33,243 | 499 | 5,262 | 498 | 40 | 348 | 28,868 |
Fidelity Series Emerging Markets Fund | 370,928 | 11 | 121,595 | -- | 11,939 | 10,166 | 271,449 |
Fidelity Series Floating Rate High Income Fund | 13,880 | 161 | 2,111 | 160 | (8) | (27) | 11,895 |
Fidelity Series Government Money Market Fund 1.10% | 604,340 | 76,071 | 99,276 | 1,636 | -- | -- | 581,135 |
Fidelity Series Growth & Income Fund | 229,739 | 7,062 | 42,099 | 1,591 | 358 | (727) | 194,333 |
Fidelity Series Growth Company Fund | 197,669 | 5 | 40,361 | -- | 3,218 | 10,673 | 171,204 |
Fidelity Series High Income Fund | 83,398 | 1,124 | 12,863 | 1,121 | 9 | 208 | 71,876 |
Fidelity Series Inflation-Protected Bond Index Fund | 150,836 | 5,190 | 23,542 | 61 | 33 | 451 | 132,968 |
Fidelity Series International Credit Fund | 2,837 | 12 | -- | 11 | -- | 28 | 2,877 |
Fidelity Series International Growth Fund | 271,259 | 9 | 60,429 | -- | 2,211 | 8,066 | 221,116 |
Fidelity Series International Small Cap Fund | 62,394 | 3 | 11,147 | -- | 565 | 1,580 | 53,395 |
Fidelity Series International Value Fund | 274,515 | 8 | 60,950 | -- | 2,653 | 4,953 | 221,179 |
Fidelity Series Intrinsic Opportunities Fund | 226,932 | 7,510 | 36,014 | 1,626 | 197 | 1,001 | 199,626 |
Fidelity Series Investment Grade Bond Fund | 1,787,242 | 48,239 | 278,609 | 11,160 | 984 | (3,159) | 1,554,697 |
Fidelity Series Long-Term Treasury Bond Index Fund | 51,804 | 52,698 | 6,625 | 481 | (2) | (284) | 97,591 |
Fidelity Series Opportunistic Insights Fund | 110,142 | 3 | 23,007 | -- | 1,379 | 5,697 | 94,214 |
Fidelity Series Real Estate Equity Fund | 20,045 | 967 | 3,196 | 102 | (20) | (709) | 17,087 |
Fidelity Series Real Estate Income Fund | 26,338 | 573 | 4,122 | 376 | (28) | (326) | 22,435 |
Fidelity Series Short-Term Credit Fund | 252,449 | 943 | 87,064 | 935 | (22) | (166) | 166,140 |
Fidelity Series Small Cap Discovery Fund | 29,410 | 1 | 5,145 | -- | 169 | 1,117 | 25,552 |
Fidelity Series Small Cap Opportunities Fund | 88,740 | 6,515 | 17,883 | 171 | (266) | (892) | 76,214 |
Fidelity Series Stock Selector Large Cap Value Fund | 172,272 | 5 | 29,703 | -- | 1,255 | 1,692 | 145,521 |
Fidelity Series Value Discovery Fund | 121,363 | 790 | 20,041 | -- | 292 | 479 | 102,883 |
Total | $5,609,595 | $243,571 | $1,072,330 | $20,298 | $32,951 | $39,944 | $4,853,731 |
Investment Valuation
All investments are categorized as Level 1 under the Fair Value Hierarchy. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. Additional information on valuation inputs is provided later in this section.
Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Security transactions are accounted for as of trade date. The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels: Level 1 – quoted prices in active markets for identical investments: Level 2 – other significant observable inputs (including quoted prices for similar investments, interest rates, prepaymentspeeds etc.): Level 3 – unobservable inputs (including the Fund’s own assumptions based on the best information available). Valuation techniques used to valuethe Fund’s investments by major category are as follows:
Investments in the Underlying Funds are valued at their closing net asset value each business day and are categorized as Level 1 in the hierarchy.
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.
Quarterly Holdings Report
for
Fidelity® GNMA Fund
Investments October 31, 2017 (Unaudited)
Showing Percentage of Net Assets
U.S. Government and Government Agency Obligations - 0.0% | |||
Principal Amount (000s) | Value (000s) | ||
U.S. Treasury Obligations - 0.0% | |||
U.S. Treasury Notes 0.75% 7/15/19 (a)(b) | |||
(Cost $303) | 303 | 299 | |
TOTAL U.S. GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS | |||
(Cost $303) | 299 | ||
U.S. Government Agency - Mortgage Securities - 90.5% | |||
Fannie Mae - 0.6% | |||
12 month U.S. LIBOR + 1.480% 3.312% 7/1/34 (c)(d) | 47 | 49 | |
12 month U.S. LIBOR + 1.495% 2.962% 1/1/35 (c)(d) | 173 | 178 | |
12 month U.S. LIBOR + 1.523% 3.218% 3/1/36 (c)(d) | 161 | 168 | |
12 month U.S. LIBOR + 1.617% 3.189% 3/1/33 (c)(d) | 113 | 118 | |
12 month U.S. LIBOR + 1.645% 3.31% 6/1/47 (c)(d) | 120 | 127 | |
12 month U.S. LIBOR + 1.690% 3.498% 8/1/35 (c)(d) | 369 | 390 | |
12 month U.S. LIBOR + 1.718% 3.45% 5/1/35 (c)(d) | 345 | 363 | |
12 month U.S. LIBOR + 1.728% 3.381% 11/1/36 (c)(d) | 222 | 234 | |
12 month U.S. LIBOR + 2.176% 3.788% 8/1/35 (c)(d) | 406 | 424 | |
6 month U.S. LIBOR + 1.510% 2.915% 2/1/33 (c)(d) | 25 | 26 | |
6 month U.S. LIBOR + 1.535% 2.91% 12/1/34 (c)(d) | 52 | 54 | |
6 month U.S. LIBOR + 1.535% 2.91% 3/1/35 (c)(d) | 30 | 31 | |
6 month U.S. LIBOR + 1.550% 2.972% 9/1/33 (c)(d) | 503 | 521 | |
6 month U.S. LIBOR + 1.556% 2.958% 10/1/33 (c)(d) | 21 | 22 | |
6 month U.S. LIBOR + 1.565% 2.94% 7/1/35 (c)(d) | 29 | 30 | |
U.S. TREASURY 1 YEAR INDEX + 2.146% 2.96% 7/1/36 (c)(d) | 140 | 147 | |
U.S. TREASURY 1 YEAR INDEX + 2.295% 2.812% 10/1/33 (c)(d) | 55 | 58 | |
U.S. TREASURY 1 YEAR INDEX + 2.447% 3.326% 7/1/34 (c)(d) | 679 | 721 | |
U.S. TREASURY 1 YEAR INDEX + 2.460% 3.295% 9/1/34 (c)(d) | 424 | 450 | |
2.5% 11/1/32 (e) | 900 | 904 | |
2.5% 11/1/32 (e) | 2,000 | 2,008 | |
3.5% 11/1/47 (e) | 200 | 206 | |
3.5% 11/1/47 (e) | 200 | 206 | |
3.525% 7/1/42 | 104 | 107 | |
4% 3/1/46 to 11/1/46 | 15,676 | 16,526 | |
4% 11/1/47 (e) | 3,700 | 3,883 | |
5.5% 3/1/18 to 3/1/20 | 135 | 140 | |
8.5% 12/1/27 | 45 | 52 | |
9.5% 9/1/30 | 12 | 14 | |
28,157 | |||
Freddie Mac - 0.1% | |||
12 month U.S. LIBOR + 1.325% 2.95% 3/1/37 (c)(d) | 32 | 33 | |
12 month U.S. LIBOR + 1.515% 2.93% 11/1/35 (c)(d) | 186 | 195 | |
12 month U.S. LIBOR + 1.600% 3.35% 7/1/35 (c)(d) | 197 | 203 | |
12 month U.S. LIBOR + 1.860% 3.61% 8/1/34 (c)(d) | 127 | 134 | |
12 month U.S. LIBOR + 1.864% 3.614% 4/1/36 (c)(d) | 145 | 154 | |
12 month U.S. LIBOR + 1.961% 3.807% 6/1/33 (c)(d) | 883 | 935 | |
12 month U.S. LIBOR + 2.197% 3.772% 3/1/33 (c)(d) | 3 | 3 | |
6 month U.S. LIBOR + 1.608% 2.955% 12/1/35 (c)(d) | 124 | 128 | |
6 month U.S. LIBOR + 1.932% 3.265% 10/1/36 (c)(d) | 338 | 349 | |
6 month U.S. LIBOR + 1.976% 3.373% 10/1/35 (c)(d) | 227 | 238 | |
U.S. TREASURY 1 YEAR INDEX + 2.035% 2.889% 6/1/33 (c)(d) | 317 | 330 | |
U.S. TREASURY 1 YEAR INDEX + 2.229% 2.903% 12/1/35 (c)(d) | 2,032 | 2,152 | |
U.S. TREASURY 1 YEAR INDEX + 2.267% 3.215% 6/1/33 (c)(d) | 720 | 761 | |
U.S. TREASURY 1 YEAR INDEX + 2.418% 3.168% 3/1/35 (c)(d) | 1,340 | 1,414 | |
8.5% 6/1/25 | 14 | 15 | |
9.5% 7/1/30 | 15 | 16 | |
7,060 | |||
Ginnie Mae - 89.8% | |||
3% 5/15/27 to 10/20/47 (e) | 1,225,812 | 1,243,654 | |
3.7% 10/15/42 | 12,031 | 12,605 | |
4% 5/15/44 | 3,198 | 3,398 | |
4.5% 7/15/33 to 9/15/41 | 160,272 | 173,341 | |
4.75% 7/15/40 | 1,372 | 1,490 | |
4.875% 9/15/39 to 12/15/39 | 8,135 | 8,872 | |
5.09% 4/15/36 to 11/15/36 | 6,809 | 7,519 | |
5.15% 2/15/36 to 4/15/36 | 867 | 944 | |
5.2% 7/15/36 | 66 | 72 | |
5.25% 4/15/36 to 4/15/37 | 943 | 1,029 | |
5.39% 5/15/36 | 356 | 390 | |
5.4% 8/15/36 | 93 | 103 | |
5.45% 2/15/37 | 869 | 957 | |
5.5% 12/20/18 to 2/20/42 | 10,777 | 12,050 | |
5.6% 11/15/36 | 479 | 529 | |
5.65% 4/15/37 | 214 | 237 | |
5.85% 1/15/37 | 117 | 130 | |
6.45% 1/15/32 to 8/15/32 | 375 | 440 | |
6.5% 5/15/23 to 1/15/39 | 9,800 | 11,194 | |
7% 4/15/22 to 9/20/34 | 18,859 | 21,885 | |
7.25% 9/15/27 | 42 | 48 | |
7.5% 9/15/21 to 9/20/32 | 7,578 | 8,768 | |
8% 1/15/20 to 9/15/31 | 2,081 | 2,430 | |
8.5% 9/15/21 to 2/15/31 | 171 | 206 | |
9% 9/15/19 to 5/15/30 | 134 | 146 | |
10.5% 10/15/18 | 0 | 0 | |
2.5% 2/20/41 to 3/20/43 | 50,813 | 50,272 | |
3% 11/1/47 (e) | 50,000 | 50,582 | |
3% 11/1/47 (e) | 42,600 | 43,096 | |
3% 11/1/47 (e) | 74,400 | 75,266 | |
3% 11/1/47 (e) | 11,200 | 11,330 | |
3.25% 2/20/41 to 7/20/46 | 2,759 | 2,830 | |
3.5% 9/15/26 to 11/20/46 (a)(b)(f) | 1,466,296 | 1,528,095 | |
3.5% 11/1/47 (e) | 26,300 | 27,279 | |
3.5% 11/1/47 (e) | 26,000 | 26,968 | |
3.74% 7/20/42 to 8/20/42 | 1,582 | 1,656 | |
3.75% 10/20/41 to 7/20/47 | 31,753 | 33,166 | |
4% 2/20/33 to 4/20/47 | 693,493 | 735,284 | |
4% 11/1/47 (e) | 175,800 | 184,593 | |
4% 11/1/47 (e) | 126,680 | 133,016 | |
4.25% 1/20/46 | 684 | 726 | |
5% 8/15/18 to 4/15/41 | 122,995 | 135,542 | |
5.35% 4/20/29 to 12/20/30 | 11,508 | 12,547 | |
6% 12/15/23 to 3/15/39 | 16,218 | 18,541 | |
7.395% 6/20/25 to 2/20/27 | 546 | 610 | |
4,583,836 | |||
TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES | |||
(Cost $4,613,268) | 4,619,053 | ||
Collateralized Mortgage Obligations - 19.0% | |||
U.S. Government Agency - 19.0% | |||
Fannie Mae planned amortization class Series G93-32 Class PJ, 6.75% 9/25/23 | 1,788 | 1,926 | |
Fannie Mae Stripped Mortgage-Backed Securities: | |||
Series 331 Class 12, 6.5% 2/25/33 (c)(g) | $293 | $61 | |
Series 339 Class 5, 5.5% 7/25/33 (g) | 368 | 72 | |
Series 343 Class 16, 5.5% 5/25/34 (g) | 318 | 57 | |
Freddie Mac: | |||
planned amortization class: | |||
Series 2220 Class PD, 8% 3/15/30 | 685 | 810 | |
Series 40 Class K, 6.5% 8/17/24 | 192 | 210 | |
sequential payer Series 2204 Class N, 7.5% 12/20/29 | 1,457 | 1,703 | |
Ginnie Mae guaranteed Multi-family REMIC pass-thru securities sequential payer Series 2002-71 Class Z, 5.5% 10/20/32 | 6,138 | 6,813 | |
Ginnie Mae guaranteed REMIC pass-thru certificates: | |||
floater: | |||
Series 2001-22 Class FM, 1 month U.S. LIBOR + 0.350% 1.5889% 5/20/31 (c)(d) | 132 | 132 | |
Series 2002-41 Class HF, 1 month U.S. LIBOR + 0.400% 1.6389% 6/16/32 (c)(d) | 155 | 156 | |
Series 2007-37 Class TS, 6.690% - 1 month U.S. LIBOR 5.4511% 6/16/37 (c)(g)(h) | 1,781 | 355 | |
Series 2008-51 Class FE, 1 month U.S. LIBOR + 0.750% 1.9889% 6/16/38 (c)(d) | 371 | 375 | |
Series 2008-57 Class AF, 1 month U.S. LIBOR + 0.580% 1.8189% 7/20/38 (c)(d) | 1,209 | 1,220 | |
Series 2010-130 Class KF, 1 month U.S. LIBOR + 0.650% 1.8889% 10/16/40 (c)(d) | 2,666 | 2,704 | |
Series 2010-H03 Class FA, 1 month U.S. LIBOR + 0.550% 1.7867% 3/20/60 (c)(d)(i) | 23,659 | 23,693 | |
Series 2010-H17 Class FA, 1 month U.S. LIBOR + 0.330% 1.5656% 7/20/60 (c)(d)(i) | 13,487 | 13,393 | |
Series 2010-H18 Class AF, 1 month U.S. LIBOR + 0.300% 1.5306% 9/20/60 (c)(d)(i) | 16,501 | 16,375 | |
Series 2010-H19 Class FG, 1 month U.S. LIBOR + 0.300% 1.5306% 8/20/60 (c)(d)(i) | 18,364 | 18,253 | |
Series 2010-H27 Series FA, 1 month U.S. LIBOR + 0.380% 1.6106% 12/20/60 (c)(d)(i) | 5,564 | 5,534 | |
Series 2011-H05 Class FA, 1 month U.S. LIBOR + 0.500% 1.7306% 12/20/60 (c)(d)(i) | 9,428 | 9,428 | |
Series 2011-H07 Class FA, 1 month U.S. LIBOR + 0.500% 1.7306% 2/20/61 (c)(d)(i) | 4,175 | 4,175 | |
Series 2011-H12 Class FA, 1 month U.S. LIBOR + 0.490% 1.7206% 2/20/61 (c)(d)(i) | 22,500 | 22,495 | |
Series 2011-H13 Class FA, 1 month U.S. LIBOR + 0.500% 1.7306% 4/20/61 (c)(d)(i) | 7,768 | 7,768 | |
Series 2011-H14: | |||
Class FB, 1 month U.S. LIBOR + 0.500% 1.7306% 5/20/61 (c)(d)(i) | 9,221 | 9,208 | |
Class FC, 1 month U.S. LIBOR + 0.500% 1.7306% 5/20/61 (c)(d)(i) | 8,384 | 8,378 | |
Series 2011-H17 Class FA, 1 month U.S. LIBOR + 0.530% 1.7606% 6/20/61 (c)(d)(i) | 11,379 | 11,389 | |
Series 2011-H21 Class FA, 1 month U.S. LIBOR + 0.600% 1.8306% 10/20/61 (c)(d)(i) | 12,870 | 12,907 | |
Series 2012-48 Class FA, 1 month U.S. LIBOR + 0.350% 1.5889% 4/16/42 (c)(d) | 844 | 846 | |
Series 2012-76 Class GF 1 month U.S. LIBOR + 0.300% 1.5389% 6/16/42 (c)(d) | 914 | 915 | |
Series 2012-H01 Class FA, 1 month U.S. LIBOR + 0.700% 1.9306% 11/20/61 (c)(d)(i) | 11,196 | 11,254 | |
Series 2012-H03 Class FA, 1 month U.S. LIBOR + 0.700% 1.9306% 1/20/62 (c)(d)(i) | 7,537 | 7,576 | |
Series 2012-H06 Class FA, 1 month U.S. LIBOR + 0.630% 1.8606% 1/20/62 (c)(d)(i) | 11,143 | 11,176 | |
Series 2012-H07 Class FA, 1 month U.S. LIBOR + 0.630% 1.8606% 3/20/62 (c)(d)(i) | 7,129 | 7,155 | |
Series 2012-H21 Class DF, 1 month U.S. LIBOR + 0.650% 1.8806% 5/20/61 (c)(d)(i) | 4,303 | 4,311 | |
Series 2012-H26, Class CA, 1 month U.S. LIBOR + 0.530% 1.7606% 7/20/60 (c)(d)(i) | 23,654 | 23,700 | |
Series 2015-H13 Class FL, 1 month U.S. LIBOR + 0.280% 1.5106% 5/20/63 (c)(d)(i) | 10,030 | 10,026 | |
Series 2015-H19 Class FA, 1 month U.S. LIBOR + 0.200% 1.4306% 4/20/63 (c)(d)(i) | 12,861 | 12,847 | |
Series 2016-12 Class FA, 1 month U.S. LIBOR + 0.350% 1.5889% 1/20/46 (c)(d) | 3,889 | 3,893 | |
planned amortization class: | |||
Series 1993-13 Class PD, 6% 5/20/29 | 2,267 | 2,531 | |
Series 2002-50 Class PE, 6% 7/20/32 | 2,712 | 3,061 | |
Series 2003-74 Class PZ, 5.5% 8/20/33 | 3,808 | 4,407 | |
Series 2004-19 Class DP, 5.5% 3/20/34 | 90 | 94 | |
Series 2005-24 Class TC, 5.5% 3/20/35 | 5,403 | 5,922 | |
Series 2005-57 Class PB, 5.5% 7/20/35 | 5,673 | 6,408 | |
Series 2006-50 Class JC, 5% 6/20/36 | 3,208 | 3,429 | |
Series 2010-117 Class E, 3% 10/20/39 | 10,076 | 10,228 | |
Series 2010-158 Class MS, 0.100% x 1 month U.S. LIBOR 7.5222% 12/20/40 (c)(d) | 5,627 | 6,361 | |
Series 2010-160 Class MX, 4.5% 8/20/39 | 5,414 | 5,709 | |
Series 2011-136 Class WI, 4.5% 5/20/40 (g) | 2,773 | 322 | |
Series 2015-24 Class PI, 3.5% 2/20/45 (g) | 29,403 | 4,806 | |
sequential payer: | |||
Series 2001-40 Class Z, 6% 8/20/31 | 1,068 | 1,185 | |
Series 2001-49 Class Z, 7% 10/16/31 | 585 | 683 | |
Series 2002-18 Class ZB, 6% 3/20/32 | 1,002 | 1,121 | |
Series 2002-24 Class SK, 7.950% - 1 month U.S. LIBOR 6.7111% 4/16/32 (c)(g)(h) | 740 | 140 | |
Series 2002-29: | |||
Class SK, 43.200% - 1 month U.S. LIBOR 8.25% 5/20/32(c)(h) | 90 | 109 | |
Class Z, 6.5% 5/16/32 | 1,508 | 1,730 | |
Series 2002-33 Class ZJ, 6.5% 5/20/32 | 1,034 | 1,181 | |
Series 2002-42 Class ZA, 6% 6/20/32 | 704 | 789 | |
Series 2002-45 Class Z, 6% 6/20/32 | 421 | 474 | |
Series 2003-75 Class ZA, 5.5% 9/20/33 | 2,554 | 2,840 | |
Series 2004-24 Class ZM, 5% 4/20/34 | 5,543 | 6,010 | |
Series 2004-46 Class BZ, 6% 6/20/34 | 3,111 | 3,530 | |
Series 2004-86 Class G, 6% 10/20/34 | 6,273 | 7,666 | |
Series 2005-26 Class ZA, 5.5% 1/20/35 | 19,369 | 21,471 | |
Series 2005-28 Class AJ, 5.5% 4/20/35 | 4,920 | 5,080 | |
Series 2005-47 Class ZY, 6% 6/20/35 | 8,368 | 9,676 | |
Series 2005-6 Class EX, 5.5% 11/20/34 | 1,001 | 1,174 | |
Series 2005-82 Class JV, 5% 6/20/35 | 3,500 | 3,878 | |
Series 2006-2 Class Z, 5.5% 1/20/36 | 10,731 | 11,757 | |
Series 2008-17 Class BN, 5% 2/20/38 | 4,470 | 4,805 | |
Series 2010-160 Class DY, 4% 12/20/40 | 57,935 | 61,296 | |
Series 2010-168 Class BG, 4% 4/20/40 | 9,185 | 9,768 | |
Series 2010-170 Class B, 4% 12/20/40 | 9,297 | 9,836 | |
Series 2011-21 Class SB, 9.500% - 1 month U.S. LIBOR 7.0222% 2/16/41 (c)(h) | 15,000 | 16,198 | |
Series 2011-29 Class BV, 5% 5/20/40 | 10,483 | 11,397 | |
Series 2011-72 Class SE, 7.420% - 1 month U.S. LIBOR 5.6856% 5/16/41 (c)(h) | 35,735 | 37,611 | |
Series 2016-H04 Class FE, 1 month U.S. LIBOR + 0.650% 1.8806% 11/20/65 (c)(d)(i) | 6,601 | 6,621 | |
Series 2000-35 Class SA, 7.950% - 1 month U.S. LIBOR 6.7111% 12/16/26 (c)(g)(h) | 1,622 | 289 | |
Series 2000-36 Class S, 7.950% - 1 month U.S. LIBOR 6.7111% 11/16/30(c)(g)(h) | 1,159 | 189 | |
Series 2001-3 Class S, 8.100% - 1 month U.S. LIBOR 6.8611% 2/16/31(c)(g)(h) | 211 | 34 | |
Series 2001-36: | |||
Class SB, 8.100% - 1 month U.S. LIBOR 6.8611% 12/16/23 (c)(g)(h) | 532 | 69 | |
Class SP, 8.750% - 1 month U.S. LIBOR 7.5111% 9/16/26(c)(g)(h) | 298 | 34 | |
Series 2001-38 Class SB, 7.580% - 1 month U.S. LIBOR 6.3411% 8/16/31 (c)(g)(h) | 362 | 58 | |
Series 2001-49: | |||
Class SC, 7.600% - 1 month U.S. LIBOR 6.3611% 12/16/25 (c)(g)(h) | 707 | 89 | |
Class SL, 7.600% - 1 month U.S. LIBOR 6.3611% 5/16/30 (c)(g)(h) | 1,046 | 168 | |
Class SV, 8.250% - 1 month U.S. LIBOR 7.0111% 12/16/28 (c)(g)(h) | 87 | 10 | |
Series 2001-50: | |||
Class SD, 8.200% - 1 month U.S. LIBOR 6.9611% 11/20/31 (c)(g)(h) | 596 | 126 | |
Class ST, 7.700% - 1 month U.S. LIBOR 6.4611% 8/16/27 (c)(g)(h) | 247 | 41 | |
Class SV, 9.300% - 1 month U.S. LIBOR 8.0611% 9/16/27(c)(g)(h) | 584 | 68 | |
Series 2001-65 Class SV, 8.100% - 1 month U.S. LIBOR 6.8611% 2/20/29 (c)(g)(h) | 1,412 | 307 | |
Series 2002-21 Class SV, 8.100% - 1 month U.S. LIBOR 6.8611% 3/16/32 (c)(g)(h) | 1,808 | 349 | |
Series 2002-5 Class SP, 7.450% - 1 month U.S. LIBOR 6.2111% 1/16/32 (c)(g)(h) | 374 | 53 | |
Series 2003-23 Class S, 6.550% - 1 month U.S. LIBOR 5.3111% 12/16/29 (c)(g)(h) | 1,825 | 285 | |
Series 2003-42 Class SH, 6.550% - 1 month U.S. LIBOR 5.3111% 5/20/33 (c)(g)(h) | 762 | 148 | |
Series 2004-32: | |||
Class GS, 6.500% - 1 month U.S. LIBOR 5.2611% 5/16/34 (c)(g)(h) | 540 | 94 | |
Class SG, 6.500% - 1 month U.S. LIBOR 5.2639% 3/20/33 (c)(g)(h) | 8,337 | 1,346 | |
Series 2004-59 Class SC, 7.200% - 1 month U.S. LIBOR 5.9611% 8/16/34(c)(g)(h) | 3,215 | 686 | |
Series 2004-73 Class AL, 7.200% - 1 month U.S. LIBOR 5.9611% 8/17/34 (c)(g)(h) | 1,167 | 254 | |
Series 2005-13 Class SA, 6.800% - 1 month U.S. LIBOR 5.5639% 2/20/35 (c)(g)(h) | 6,211 | 1,210 | |
Series 2005-6 Class EY, 5.5% 11/20/33 | 1,016 | 1,159 | |
Series 2005-82 Class NS, 6.300% - 1 month U.S. LIBOR 5.0639% 7/20/34(c)(g)(h) | 6,335 | 1,083 | |
Series 2006-13 Class DS, 11.100% - 1 month U.S. LIBOR 9.2417% 3/20/36(c)(h) | 6,065 | 7,252 | |
Series 2007-35 Class SC, 40.200% - 1 month U.S. LIBOR 32.7667% 6/16/37 (c)(h) | 1,890 | 3,380 | |
Series 2008-15 Class CI, 6.490% - 1 month U.S. LIBOR 5.2539% 2/20/38(c)(g)(h) | 2,722 | 471 | |
Series 2009-13 Class E, 4.5% 3/16/39 | 5,158 | 5,376 | |
Series 2009-42 Class AY, 5% 6/16/37 | 3,460 | 3,706 | |
Series 2010-14 Class SN, 5.950% - 1 month U.S. LIBOR 4.7111% 2/16/40 (c)(g)(h) | 4,387 | 656 | |
Series 2010-H10 Class FA, 1 month U.S. LIBOR + 0.330% 1.5667% 5/20/60 (c)(d)(i) | 9,425 | 9,360 | |
Series 2011-52 Class HI, 7% 4/16/41 (g) | 794 | 184 | |
Series 2011-54 Class SA, 6.000% - 1 month U.S. LIBOR 4.7639% 4/20/41 (c)(g)(h) | 11,698 | 1,865 | |
Series 2012-103 Class IL, 3% 8/20/27 (g) | 43,918 | 4,003 | |
Series 2012-64 Class KI, 3.5% 11/20/36 (g) | 2,076 | 148 | |
Series 2012-76 Class GS, 6.700% - 1 month U.S. LIBOR 5.4611% 6/16/42 (c)(g)(h) | 2,775 | 507 | |
Series 2013-124: | |||
Class ES, 8.667% - 1 month U.S. LIBOR 7.0185% 4/20/39 (c)(h) | 7,065 | 7,377 | |
Class ST, 8.800% - 1 month U.S. LIBOR 7.1519% 8/20/39 (c)(h) | 17,393 | 18,462 | |
Series 2013-149 Class MA, 2.5% 5/20/40 | 65,952 | 65,756 | |
Series 2013-182 Class IQ, 4.5% 12/16/43 (g) | 10,816 | 2,154 | |
Series 2013-39 Class GS, 9.500% - 1 month U.S. LIBOR 7.0278% 3/20/41(c)(h) | 49,828 | 54,819 | |
Series 2015-H13 Class HA, 2.5% 8/20/64 (i) | 60,894 | 61,167 | |
Series 2015-H17 Class HA, 2.5% 5/20/65 (i) | 24,681 | 24,793 | |
Series 2015-H21: | |||
Class HZ, 4.5614% 6/20/63 (c)(i) | 5,498 | 5,828 | |
Class JZ, 4.6608% 6/20/65 (c)(i) | 1,103 | 1,187 | |
Series 2016-146 Class AL, 5.9136% 5/20/40 (c) | 5,952 | 6,779 | |
Series 2016-17 Class A, 3% 2/16/46 | 38,993 | 39,560 | |
Series 2017-75 Class PT, 5.7098% 4/20/47 (c) | 32,801 | 36,466 | |
Series 2017-H06 Class FA, U.S. TREASURY 1 YEAR INDEX + 0.350% 1.58% 8/20/66 (c)(d)(i) | 32,723 | 32,817 | |
966,815 | |||
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS | |||
(Cost $961,260) | 966,815 | ||
Commercial Mortgage Securities - 0.0% | |||
Ginnie Mae guaranteed Multi-family REMIC pass-thru securities: | |||
sequential payer Series 2001-58 Class X, 0.4902% 9/16/41 (c)(g) | 4,432 | 25 | |
Series 2001-12 Class X, 0.643% 7/16/40 (c)(g) | 1,244 | 1 | |
Ginnie Mae guaranteed REMIC pass-thru certificates: | |||
sequential payer Series 2002-81 Class IO, 0.6386% 9/16/42 (c)(g) | 4,062 | 102 | |
Series 2002-62 Class IO, 1.0884% 8/16/42 (c)(g) | 2,202 | 30 | |
TOTAL COMMERCIAL MORTGAGE SECURITIES | |||
(Cost $6,449) | 158 | ||
Shares | Value (000s) | ||
Money Market Funds - 0.5% | |||
Fidelity Cash Central Fund, 1.10% (j) | |||
(Cost $25,200) | 25,196,600 | 25,202 | |
TOTAL INVESTMENT IN SECURITIES - 110.0% | |||
(Cost $5,606,480) | 5,611,527 | ||
NET OTHER ASSETS (LIABILITIES) - (10.0)% | (509,789) | ||
NET ASSETS - 100% | $5,101,738 |
TBA Sale Commitments | ||
Principal Amount (000s) | Value (000s) | |
Ginnie Mae | ||
3% 11/1/47 | $(10,500) | $(10,622) |
3% 11/1/47 | (38,300) | (38,746) |
3% 11/1/47 | (19,450) | (19,676) |
3% 11/1/47 | (2,000) | (2,023) |
3.5% 11/1/47 | (7,000) | (7,261) |
3.5% 11/1/47 | (1,800) | (1,867) |
3.5% 11/1/47 | (2,500) | (2,593) |
3.5% 11/1/47 | (1,600) | (1,660) |
3.5% 11/1/47 | (3,500) | (3,630) |
3.5% 11/1/47 | (1,000) | (1,037) |
3.5% 11/1/47 | (5,000) | (5,186) |
4% 11/1/47 | (88,800) | (93,242) |
4% 11/1/47 | (36,500) | (38,326) |
4% 11/1/47 | (2,000) | (2,100) |
TOTAL TBA SALE COMMITMENTS | ||
(Proceeds $228,158) | $(227,969) |
Futures Contracts | |||||
Number of contracts | Expiration Date | Notional Amount (000s) | Value (000s) | Unrealized Appreciation/(Depreciation) (000s) | |
Sold | |||||
Treasury Contracts | |||||
CBOT 10-Year U.S. Treasury Note Contracts (United States) | 638 | Dec. 2017 | $79,710 | $1,283 | $1,283 |
CBOT 2-Year U.S. Treasury Note Contracts (United States) | 175 | Dec. 2017 | 37,688 | 156 | 156 |
CBOT 5-Year U.S. Treasury Note Contracts (United States) | 780 | Dec. 2017 | 91,406 | 827 | 827 |
CBOT Long Term U.S. Treasury Bond Contracts (United States) | 36 | Dec. 2017 | 5,489 | 89 | 89 |
TOTAL FUTURES CONTRACTS | $2,355 |
The notional amount of futures sold as a percentage of Net Assets is 4.2%
Swaps
Swaps
Payment Received | Payment Frequency | Payment Paid | Payment Frequency | Clearinghouse / Counterparty(1) | Maturity Date | Notional Amount (000s) | Value (000s) | Upfront Premium Received/(Paid) (000s)(2) | Unrealized Appreciation/(Depreciation) (000s) |
Interest Rate Swaps | |||||||||
3-month LIBOR (3) | Quarterly | 2.5% | Semi - annual | LCH | Dec. 2027 | $69,400 | $1,022 | $0 | $1,022 |
(1) Swaps with LCH Clearnet Group (LCH) are centrally cleared over-the-counter (OTC) swaps.
(2) Any premiums for centrally cleared over-the-counter (OTC) swaps are recorded periodically throughout the term of the swap to variation margin and included in unrealized appreciation (depreciation).
(3) Represents floating rate.
Values shown as $0 may reflect amounts less than $500.
Legend
(a) 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 $1,531,000.
(b) Security or a portion of the security has been segregated as collateral for mortgage-backed or asset-backed securities purchased on a delayed delivery or when-issued basis. At period end, the value of securities pledged amounted to $705,000.
(c) Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.
(d) Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.
(e) Security or a portion of the security purchased on a delayed delivery or when-issued basis.
(f) Security or a portion of the security was pledged to cover margin requirements for centrally cleared OTC swaps. At period end, the value of securities pledged amounted to $4,180,000.
(g) Security represents right to receive monthly interest payments on an underlying pool of mortgages or assets. Principal shown is the outstanding par amount of the pool as of the end of the period.
(h) Coupon is inversely indexed to a floating interest rate multiplied by a specified factor. The price may be considerably more volatile than the price of a comparable fixed rate security.
(i) Represents an investment in an underlying pool of reverse mortgages which typically do not require regular principal and interest payments as repayment is deferred until a maturity event.
(j) 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
Information regarding fiscal year to date income earned by the Fund from investments in Fidelity Central Funds is as follows:
Fund | Income earned |
(Amounts in thousands) | |
Fidelity Cash Central Fund | $361 |
Total | $361 |
Investment Valuation
The following is a summary of the inputs used, as of October 31, 2017, involving the Fund's assets and liabilities carried at fair value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. Additional information on valuation inputs, and their aggregation into the levels used below, is provided later in this section.
Valuation Inputs at Reporting Date: | ||||
Description | Total | Level 1 | Level 2 | Level 3 |
(Amounts in thousands) | ||||
Investments in Securities: | ||||
U.S. Government and Government Agency Obligations | $299 | $-- | $299 | $-- |
U.S. Government Agency - Mortgage Securities | 4,619,053 | -- | 4,619,053 | -- |
Collateralized Mortgage Obligations | 966,815 | -- | 966,815 | -- |
Commercial Mortgage Securities | 158 | -- | 158 | -- |
Money Market Funds | 25,202 | 25,202 | -- | -- |
Total Investments in Securities: | $5,611,527 | $25,202 | $5,586,325 | $-- |
Derivative Instruments: | ||||
Assets | ||||
Futures Contracts | $2,355 | $2,355 | $-- | $-- |
Swaps | 1,022 | -- | 1,022 | -- |
Total Assets | $3,377 | $2,355 | $1,022 | $-- |
Total Derivative Instruments: | $3,377 | $2,355 | $1,022 | $-- |
Other Financial Instruments: | ||||
TBA Sale Commitments | $(227,969) | $-- | $(227,969) | $-- |
Total Other Financial Instruments: | $(227,969) | $-- | $(227,969) | $-- |
Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Security transactions are accounted for as of trade date. The Board of Trustees (the Board) has delegated the day to day responsibility for the valuation of the Fund's investments to the Fair Value Committee (the Committee) established by the Fund's investment adviser. In accordance with valuation policies and procedures approved by the Board, the Fund attempts to obtain prices from one or more third party pricing vendors 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 procedures adopted by the Board. Factors used in determining fair value vary by investment type and may include market or investment specific events, changes in interest rates and credit quality. The frequency with which these procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee oversees the Fund’s valuation policies and procedures and reports to the Board on the Committee's activities and fair value determinations. The Board monitors the appropriateness of the procedures used in valuing the Fund's investments and ratifies the fair value determinations of the Committee. The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels: Level 1 - 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). Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy. Valuation techniques used to value the Fund's investments by major category are as follows:
Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing vendors or from brokers who make markets in such securities. U.S. government and government agency obligations are valued by pricing vendors who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker supplied prices. Collateralized mortgage obligations, commercial mortgage securities and U.S. government agency mortgage securities are valued by pricing vendors who utilize matrix pricing which considers prepayment speed assumptions, attributes of the collateral, yield or price of bonds of comparable quality, coupon, maturity and type or by broker supplied prices.
Swaps are marked-to-market daily based on valuations from third party pricing vendors, registered derivatives clearing organizations (clearinghouses) or broker-supplied valuations. These pricing sources may utilize inputs such as interest rate curves, credit spread curves, default possibilities and recovery rates.
When independent prices are unavailable or unreliable, debt securities and swaps may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing vendors. Debt securities and swaps 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 open-end mutual funds, including the Fidelity Central Funds, are valued at their closing net asset value each business day and are categorized as Level 1 in the hierarchy.
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.
Quarterly Holdings Report
for
Fidelity Managed Retirement 2010 Fund℠
Investments October 31, 2017 (Unaudited)
Showing Percentage of Net Assets
Domestic Equity Funds - 23.4% | |||
Shares | Value | ||
Fidelity Series 100 Index Fund (a) | 4,716 | $80,026 | |
Fidelity Series 1000 Value Index Fund (a) | 7,695 | 97,422 | |
Fidelity Series All-Sector Equity Fund (a) | 11,040 | 151,137 | |
Fidelity Series Blue Chip Growth Fund (a) | 11,323 | 156,252 | |
Fidelity Series Commodity Strategy Fund (a) | 41,672 | 222,531 | |
Fidelity Series Growth & Income Fund (a) | 23,067 | 350,391 | |
Fidelity Series Growth Company Fund (a) | 17,246 | 308,699 | |
Fidelity Series Intrinsic Opportunities Fund (a) | 20,672 | 360,511 | |
Fidelity Series Opportunistic Insights Fund (a) | 8,899 | 169,876 | |
Fidelity Series Real Estate Equity Fund (a) | 2,416 | 30,897 | |
Fidelity Series Small Cap Discovery Fund (a) | 3,737 | 46,075 | |
Fidelity Series Small Cap Opportunities Fund (a) | 9,637 | 137,419 | |
Fidelity Series Stock Selector Large Cap Value Fund (a) | 19,773 | 262,382 | |
Fidelity Series Value Discovery Fund (a) | 13,772 | 185,503 | |
TOTAL DOMESTIC EQUITY FUNDS | |||
(Cost $2,365,896) | 2,559,121 | ||
International Equity Funds - 13.7% | |||
Fidelity Series Canada Fund (a) | 3,921 | 41,796 | |
Fidelity Series Emerging Markets Fund (a) | 24,705 | 527,447 | |
Fidelity Series International Growth Fund (a) | 25,761 | 417,841 | |
Fidelity Series International Small Cap Fund (a) | 5,553 | 100,906 | |
Fidelity Series International Value Fund (a) | 38,486 | 417,961 | |
TOTAL INTERNATIONAL EQUITY FUNDS | |||
(Cost $1,385,719) | 1,505,951 | ||
Bond Funds - 42.5% | |||
Fidelity Series Emerging Markets Debt Fund (a) | 6,272 | 65,604 | |
Fidelity Series Floating Rate High Income Fund (a) | 2,826 | 26,902 | |
Fidelity Series High Income Fund (a) | 16,684 | 163,002 | |
Fidelity Series Inflation-Protected Bond Index Fund (a) | 36,510 | 361,813 | |
Fidelity Series International Credit Fund (a) | 577 | 5,825 | |
Fidelity Series Investment Grade Bond Fund (a) | 333,114 | 3,757,524 | |
Fidelity Series Long-Term Treasury Bond Index Fund (a) | 26,165 | 229,203 | |
Fidelity Series Real Estate Income Fund (a) | 4,563 | 51,058 | |
TOTAL BOND FUNDS | |||
(Cost $4,661,447) | 4,660,931 | ||
Short-Term Funds - 20.4% | |||
Fidelity Series Government Money Market Fund 1.10% (a)(b) | 1,744,131 | 1,744,131 | |
Fidelity Series Short-Term Credit Fund (a) | 49,732 | 496,820 | |
TOTAL SHORT-TERM FUNDS | |||
(Cost $2,241,446) | 2,240,951 | ||
TOTAL INVESTMENT IN SECURITIES - 100.0% | |||
(Cost $10,654,508) | 10,966,954 | ||
NET OTHER ASSETS (LIABILITIES) - 0.0% | (5,042) | ||
NET ASSETS - 100% | $10,961,912 |
Legend
(a) Affiliated Fund
(b) The rate quoted is the annualized seven-day yield of the fund at period end.
Affiliated Underlying Funds
Information regarding the Fund's fiscal year to date purchases and sales of the affiliated Underlying Funds and income earned by the Fund from investments in affiliated Underlying Funds is as follows:
Affiliate | Value, beginning of period | Purchases | Sales Proceeds | Dividend Income | Realized Gain (loss) | Change in Unrealized appreciation (depreciation) | Value, end of period |
Fidelity Series 100 Index Fund | $85,581 | $1 | $9,640 | $-- | $5,088 | $(1,004) | $80,026 |
Fidelity Series 1000 Value Index Fund | 104,555 | 2 | 9,681 | -- | 438 | 2,108 | 97,422 |
Fidelity Series All-Sector Equity Fund | 160,873 | 3 | 16,442 | -- | 789 | 5,914 | 151,137 |
Fidelity Series Blue Chip Growth Fund | 162,928 | 14,407 | 18,188 | 322 | (148) | (2,747) | 156,252 |
Fidelity Series Canada Fund | -- | 44,533 | 3,784 | -- | 80 | 967 | 41,796 |
Fidelity Series Commodity Strategy Fund | 223,293 | 7,939 | 13,286 | 340 | 267 | 4,318 | 222,531 |
Fidelity Series Emerging Markets Debt Fund | 67,994 | 1,063 | 4,246 | 1,061 | 32 | 761 | 65,604 |
Fidelity Series Emerging Markets Fund | 658,745 | 10 | 172,136 | -- | 17,356 | 23,472 | 527,447 |
Fidelity Series Floating Rate High Income Fund | 28,393 | 341 | 1,769 | 341 | (5) | (58) | 26,902 |
Fidelity Series Government Money Market Fund 1.10% | 1,633,490 | 211,584 | 100,943 | 4,615 | -- | -- | 1,744,131 |
Fidelity Series Growth & Income Fund | 376,168 | 11,883 | 37,305 | 2,909 | 274 | (629) | 350,391 |
Fidelity Series Growth Company Fund | 323,699 | 5 | 39,617 | -- | 3,810 | 20,802 | 308,699 |
Fidelity Series High Income Fund | 170,506 | 2,389 | 10,387 | 2,386 | 4 | 490 | 163,002 |
Fidelity Series Inflation-Protected Bond Index Fund | 371,207 | 11,530 | 22,059 | 156 | 19 | 1,116 | 361,813 |
Fidelity Series International Credit Fund | 5,750 | 22 | 5 | 22 | -- | 58 | 5,825 |
Fidelity Series International Growth Fund | 463,530 | 7 | 64,281 | -- | 2,459 | 16,126 | 417,841 |
Fidelity Series International Small Cap Fund | 106,614 | 2 | 9,665 | -- | 568 | 3,387 | 100,906 |
Fidelity Series International Value Fund | 469,054 | 7 | 64,361 | -- | 2,439 | 10,822 | 417,961 |
Fidelity Series Intrinsic Opportunities Fund | 406,502 | 13,446 | 62,159 | 2,914 | 845 | 1,877 | 360,511 |
Fidelity Series Investment Grade Bond Fund | 3,905,037 | 86,525 | 227,755 | 25,390 | 614 | (6,897) | 3,757,524 |
Fidelity Series Long-Term Treasury Bond Index Fund | 100,842 | 134,545 | 5,384 | 1,013 | (12) | (788) | 229,203 |
Fidelity Series Opportunistic Insights Fund | 180,350 | 3 | 23,146 | -- | 1,771 | 10,898 | 169,876 |
Fidelity Series Real Estate Equity Fund | 32,781 | 1,349 | 2,026 | 167 | (7) | (1,200) | 30,897 |
Fidelity Series Real Estate Income Fund | 53,920 | 1,174 | 3,326 | 771 | (10) | (700) | 51,058 |
Fidelity Series Short-Term Credit Fund | 683,122 | 2,630 | 188,392 | 2,620 | (44) | (496) | 496,820 |
Fidelity Series Small Cap Discovery Fund | 48,158 | 1 | 4,407 | -- | 188 | 2,135 | 46,075 |
Fidelity Series Small Cap Opportunities Fund | 145,314 | 10,685 | 17,267 | 280 | (22) | (1,291) | 137,419 |
Fidelity Series Stock Selector Large Cap Value Fund | 282,066 | 4 | 24,618 | -- | 1,070 | 3,860 | 262,382 |
Fidelity Series Value Discovery Fund | 198,719 | 7 | 14,730 | -- | 268 | 1,239 | 185,503 |
Total | $11,449,191 | $556,097 | $1,171,005 | $45,307 | $38,131 | $94,540 | $10,966,954 |
Investment Valuation
All investments are categorized as Level 1 under the Fair Value Hierarchy. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. Additional information on valuation inputs is provided later in this section.
Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Security transactions are accounted for as of trade date. The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels: Level 1 - 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 the Fund's investments by major category are as follows:
Investments in the Underlying Funds are valued at their closing net asset value each business day and are categorized as Level 1 in the hierarchy.
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.
Quarterly Holdings Report
for
Fidelity Managed Retirement 2005 Fund℠
Investments October 31, 2017 (Unaudited)
Showing Percentage of Net Assets
Domestic Equity Funds - 18.0% | |||
Shares | Value | ||
Fidelity Series 100 Index Fund (a) | 2,781 | $47,190 | |
Fidelity Series 1000 Value Index Fund (a) | 4,535 | 57,419 | |
Fidelity Series All-Sector Equity Fund (a) | 6,508 | 89,091 | |
Fidelity Series Blue Chip Growth Fund (a) | 6,677 | 92,145 | |
Fidelity Series Commodity Strategy Fund (a) | 33,142 | 176,977 | |
Fidelity Series Growth & Income Fund (a) | 13,598 | 206,558 | |
Fidelity Series Growth Company Fund (a) | 10,169 | 182,023 | |
Fidelity Series Intrinsic Opportunities Fund (a) | 12,832 | 223,792 | |
Fidelity Series Opportunistic Insights Fund (a) | 5,247 | 100,165 | |
Fidelity Series Real Estate Equity Fund (a) | 1,426 | 18,242 | |
Fidelity Series Small Cap Discovery Fund (a) | 2,203 | 27,159 | |
Fidelity Series Small Cap Opportunities Fund (a) | 5,681 | 81,007 | |
Fidelity Series Stock Selector Large Cap Value Fund (a) | 11,657 | 154,687 | |
Fidelity Series Value Discovery Fund (a) | 8,119 | 109,368 | |
TOTAL DOMESTIC EQUITY FUNDS | |||
(Cost $1,458,735) | 1,565,823 | ||
International Equity Funds - 11.2% | |||
Fidelity Series Canada Fund (a) | 2,503 | 26,681 | |
Fidelity Series Emerging Markets Fund (a) | 16,542 | 353,178 | |
Fidelity Series International Growth Fund (a) | 16,450 | 266,821 | |
Fidelity Series International Small Cap Fund (a) | 3,547 | 64,447 | |
Fidelity Series International Value Fund (a) | 24,577 | 266,901 | |
TOTAL INTERNATIONAL EQUITY FUNDS | |||
(Cost $899,504) | 978,028 | ||
Bond Funds - 45.2% | |||
Fidelity Series Emerging Markets Debt Fund (a) | 5,012 | 52,429 | |
Fidelity Series Floating Rate High Income Fund (a) | 2,256 | 21,481 | |
Fidelity Series High Income Fund (a) | 13,400 | 130,918 | |
Fidelity Series Inflation-Protected Bond Index Fund (a) | 32,224 | 319,335 | |
Fidelity Series International Credit Fund (a) | 504 | 5,093 | |
Fidelity Series Investment Grade Bond Fund (a) | 282,351 | 3,184,918 | |
Fidelity Series Long-Term Treasury Bond Index Fund (a) | 20,657 | 180,952 | |
Fidelity Series Real Estate Income Fund (a) | 3,644 | 40,774 | |
TOTAL BOND FUNDS | |||
(Cost $3,936,220) | 3,935,900 | ||
Short-Term Funds - 25.6% | |||
Fidelity Series Government Money Market Fund 1.10% (a)(b) | 1,733,277 | 1,733,277 | |
Fidelity Series Short-Term Credit Fund (a) | 49,398 | 493,484 | |
TOTAL SHORT-TERM FUNDS | |||
(Cost $2,227,253) | 2,226,761 | ||
TOTAL INVESTMENT IN SECURITIES - 100.0% | |||
(Cost $8,521,712) | 8,706,512 | ||
NET OTHER ASSETS (LIABILITIES) - 0.0% | (4,037) | ||
NET ASSETS - 100% | $8,702,475 |
Legend
(a) Affiliated Fund
(b) The rate quoted is the annualized seven-day yield of the fund at period end.
Affiliated Underlying Funds
Information regarding the Fund's fiscal year to date purchases and sales of the affiliated Underlying Funds and income earned by the Fund from investments in affiliated Underlying Funds is as follows:
Affiliate | Value, beginning of period | Purchases | Sales Proceeds | Dividend Income | Realized Gain (loss) | Change in Unrealized appreciation (depreciation) | Value, end of period |
Fidelity Series 100 Index Fund | $56,868 | $1,419 | $13,541 | $-- | $5,247 | $(2,803) | $47,190 |
Fidelity Series 1000 Value Index Fund | 69,477 | 1,729 | 15,200 | -- | 399 | 1,014 | 57,419 |
Fidelity Series All-Sector Equity Fund | 106,903 | 2,658 | 24,404 | -- | 733 | 3,201 | 89,091 |
Fidelity Series Blue Chip Growth Fund | 108,267 | 11,302 | 25,726 | 192 | 196 | (1,894) | 92,145 |
Fidelity Series Canada Fund | -- | 29,942 | 3,715 | -- | 43 | 411 | 26,681 |
Fidelity Series Commodity Strategy Fund | 206,740 | 5,550 | 38,862 | 287 | 553 | 2,996 | 176,977 |
Fidelity Series Emerging Markets Debt Fund | 60,536 | 2,437 | 11,204 | 889 | 26 | 634 | 52,429 |
Fidelity Series Emerging Markets Fund | 517,918 | 13,261 | 207,462 | -- | 18,353 | 11,108 | 353,178 |
Fidelity Series Floating Rate High Income Fund | 25,278 | 930 | 4,668 | 285 | (12) | (47) | 21,481 |
Fidelity Series Government Money Market Fund 1.10% | 1,821,465 | 266,361 | 354,549 | 4,846 | -- | -- | 1,733,277 |
Fidelity Series Growth & Income Fund | 249,973 | 13,926 | 56,105 | 1,780 | (265) | (971) | 206,558 |
Fidelity Series Growth Company Fund | 215,087 | 5,471 | 53,145 | -- | 3,498 | 11,112 | 182,023 |
Fidelity Series High Income Fund | 151,884 | 5,816 | 27,083 | 1,998 | (79) | 380 | 130,918 |
Fidelity Series Inflation-Protected Bond Index Fund | 367,711 | 18,863 | 68,361 | 145 | 6 | 1,116 | 319,335 |
Fidelity Series International Credit Fund | 5,101 | 20 | 78 | 20 | -- | 50 | 5,093 |
Fidelity Series International Growth Fund | 331,436 | 8,024 | 84,775 | -- | 2,476 | 9,660 | 266,821 |
Fidelity Series International Small Cap Fund | 76,229 | 1,934 | 16,216 | -- | 625 | 1,875 | 64,447 |
Fidelity Series International Value Fund | 335,403 | 8,205 | 85,338 | -- | 2,776 | 5,855 | 266,901 |
Fidelity Series Intrinsic Opportunities Fund | 249,469 | 15,266 | 42,753 | 1,788 | 585 | 1,225 | 223,792 |
Fidelity Series Investment Grade Bond Fund | 3,707,152 | 153,547 | 671,166 | 22,662 | 1,933 | (6,548) | 3,184,918 |
Fidelity Series Long-Term Treasury Bond Index Fund | 93,409 | 110,346 | 22,299 | 857 | (34) | (470) | 180,952 |
Fidelity Series Opportunistic Insights Fund | 119,844 | 3,019 | 30,313 | -- | 1,652 | 5,963 | 100,165 |
Fidelity Series Real Estate Equity Fund | 21,952 | 1,521 | 4,467 | 101 | 1 | (765) | 18,242 |
Fidelity Series Real Estate Income Fund | 47,956 | 2,168 | 8,776 | 628 | 15 | (589) | 40,774 |
Fidelity Series Short-Term Credit Fund | 768,230 | 19,130 | 293,373 | 2,744 | (10) | (493) | 493,484 |
Fidelity Series Small Cap Discovery Fund | 32,002 | 1,029 | 7,190 | -- | 149 | 1,169 | 27,159 |
Fidelity Series Small Cap Opportunities Fund | 96,562 | 8,736 | 23,300 | 167 | 3 | (994) | 81,007 |
Fidelity Series Stock Selector Large Cap Value Fund | 187,439 | 4,645 | 40,100 | -- | 1,027 | 1,676 | 154,687 |
Fidelity Series Value Discovery Fund | 132,047 | 5,421 | 28,728 | -- | 176 | 452 | 109,368 |
Total | $10,162,338 | $722,676 | $2,262,897 | $39,389 | $40,072 | $44,323 | $8,706,512 |
Investment Valuation
All investments are categorized as Level 1 under the Fair Value Hierarchy. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. Additional information on valuation inputs is provided later in this section.
Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Security transactions are accounted for as of trade date. The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels: Level 1 - 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 the Fund's investments by major category are as follows:
Investments in the Underlying Funds are valued at their closing net asset value each business day and are categorized as Level 1 in the hierarchy.
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.
Quarterly Holdings Report
for
Fidelity Simplicity RMD 2010 Fund℠
Investments October 31, 2017 (Unaudited)
Showing Percentage of Net Assets
Domestic Equity Funds - 24.1% | |||
Shares | Value | ||
Fidelity Series 100 Index Fund (a) | 2,783 | $47,227 | |
Fidelity Series 1000 Value Index Fund (a) | 4,541 | 57,493 | |
Fidelity Series All-Sector Equity Fund (a) | 6,515 | 89,194 | |
Fidelity Series Blue Chip Growth Fund (a) | 6,682 | 92,212 | |
Fidelity Series Commodity Strategy Fund (a) | 23,849 | 127,355 | |
Fidelity Series Growth & Income Fund (a) | 13,613 | 206,783 | |
Fidelity Series Growth Company Fund (a) | 10,178 | 182,177 | |
Fidelity Series Intrinsic Opportunities Fund (a) | 12,221 | 213,126 | |
Fidelity Series Opportunistic Insights Fund (a) | 5,252 | 100,254 | |
Fidelity Series Real Estate Equity Fund (a) | 1,395 | 17,836 | |
Fidelity Series Small Cap Discovery Fund (a) | 2,205 | 27,190 | |
Fidelity Series Small Cap Opportunities Fund (a) | 5,687 | 81,098 | |
Fidelity Series Stock Selector Large Cap Value Fund (a) | 11,669 | 154,843 | |
Fidelity Series Value Discovery Fund (a) | 8,127 | 109,476 | |
TOTAL DOMESTIC EQUITY FUNDS | |||
(Cost $1,397,656) | 1,506,264 | ||
International Equity Funds - 14.1% | |||
Fidelity Series Canada Fund (a) | 2,298 | 24,493 | |
Fidelity Series Emerging Markets Fund (a) | 14,392 | 307,262 | |
Fidelity Series International Growth Fund (a) | 15,096 | 244,855 | |
Fidelity Series International Small Cap Fund (a) | 3,254 | 59,131 | |
Fidelity Series International Value Fund (a) | 22,553 | 244,927 | |
TOTAL INTERNATIONAL EQUITY FUNDS | |||
(Cost $811,142) | 880,668 | ||
Bond Funds - 41.3% | |||
Fidelity Series Emerging Markets Debt Fund (a) | 3,580 | 37,451 | |
Fidelity Series Floating Rate High Income Fund (a) | 1,612 | 15,351 | |
Fidelity Series High Income Fund (a) | 9,496 | 92,779 | |
Fidelity Series Inflation-Protected Bond Index Fund (a) | 20,314 | 201,316 | |
Fidelity Series International Credit Fund (a) | 315 | 3,187 | |
Fidelity Series Investment Grade Bond Fund (a) | 184,215 | 2,077,942 | |
Fidelity Series Long-Term Treasury Bond Index Fund (a) | 14,950 | 130,962 | |
Fidelity Series Real Estate Income Fund (a) | 2,598 | 29,072 | |
TOTAL BOND FUNDS | |||
(Cost $2,588,083) | 2,588,060 | ||
Short-Term Funds - 20.5% | |||
Fidelity Series Government Money Market Fund 1.10% (a)(b) | 998,111 | 998,111 | |
Fidelity Series Short-Term Credit Fund (a) | 28,458 | 284,295 | |
TOTAL SHORT-TERM FUNDS | |||
(Cost $1,282,636) | 1,282,406 | ||
TOTAL INVESTMENT IN SECURITIES - 100.0% | |||
(Cost $6,079,517) | 6,257,398 | ||
NET OTHER ASSETS (LIABILITIES) - 0.0% | (2,878) | ||
NET ASSETS - 100% | $6,254,520 |
Legend
(a) Affiliated Fund
(b) The rate quoted is the annualized seven-day yield of the fund at period end.
Affiliated Underlying Funds
Information regarding the Fund's fiscal year to date purchases and sales of the affiliated Underlying Funds and income earned by the Fund from investments in affiliated Underlying Funds is as follows:
Affiliate | Value, beginning of period | Purchases | Sales Proceeds | Dividend Income | Realized Gain (loss) | Change in Unrealized appreciation (depreciation) | Value, end of period |
Fidelity Series 100 Index Fund | $49,634 | $1,695 | $6,402 | $-- | $1,667 | $633 | $47,227 |
Fidelity Series 1000 Value Index Fund | 60,636 | 2,528 | 7,077 | -- | 158 | 1,248 | 57,493 |
Fidelity Series All-Sector Equity Fund | 93,299 | 3,849 | 11,720 | -- | 254 | 3,512 | 89,194 |
Fidelity Series Blue Chip Growth Fund | 94,489 | 11,327 | 12,147 | 179 | 120 | (1,577) | 92,212 |
Fidelity Series Canada Fund | -- | 25,937 | 1,836 | -- | 20 | 372 | 24,493 |
Fidelity Series Commodity Strategy Fund | 131,506 | 5,607 | 12,290 | 192 | 189 | 2,343 | 127,355 |
Fidelity Series Emerging Markets Debt Fund | 38,145 | 2,517 | 3,648 | 585 | 15 | 422 | 37,451 |
Fidelity Series Emerging Markets Fund | 382,026 | 9,970 | 107,681 | -- | 9,514 | 13,433 | 307,262 |
Fidelity Series Floating Rate High Income Fund | 15,913 | 993 | 1,520 | 188 | (4) | (31) | 15,351 |
Fidelity Series Government Money Market Fund 1.10% | 920,772 | 169,018 | 91,679 | 2,558 | -- | -- | 998,111 |
Fidelity Series Growth & Income Fund | 218,168 | 15,235 | 26,309 | 1,643 | (12) | (299) | 206,783 |
Fidelity Series Growth Company Fund | 183,536 | 9,323 | 24,242 | -- | 1,126 | 12,434 | 182,177 |
Fidelity Series High Income Fund | 95,711 | 5,825 | 9,008 | 1,315 | (17) | 268 | 92,779 |
Fidelity Series Inflation-Protected Bond Index Fund | 203,297 | 16,839 | 19,445 | 84 | 15 | 610 | 201,316 |
Fidelity Series International Credit Fund | 3,225 | 12 | 82 | 12 | -- | 32 | 3,187 |
Fidelity Series International Growth Fund | 267,017 | 8,755 | 41,376 | -- | 1,029 | 9,430 | 244,855 |
Fidelity Series International Small Cap Fund | 61,417 | 2,121 | 6,616 | -- | 204 | 2,005 | 59,131 |
Fidelity Series International Value Fund | 270,207 | 8,789 | 41,725 | -- | 1,335 | 6,321 | 244,927 |
Fidelity Series Intrinsic Opportunities Fund | 216,949 | 14,654 | 20,187 | 1,562 | 275 | 1,435 | 213,126 |
Fidelity Series Investment Grade Bond Fund | 2,121,176 | 158,579 | 198,447 | 13,551 | 398 | (3,764) | 2,077,942 |
Fidelity Series Long-Term Treasury Bond Index Fund | 59,329 | 75,804 | 3,732 | 573 | 13 | (452) | 130,962 |
Fidelity Series Opportunistic Insights Fund | 104,597 | 3,830 | 15,348 | -- | 631 | 6,544 | 100,254 |
Fidelity Series Real Estate Equity Fund | 19,148 | 1,378 | 1,993 | 95 | (4) | (693) | 17,836 |
Fidelity Series Real Estate Income Fund | 30,168 | 2,155 | 2,856 | 422 | (6) | (389) | 29,072 |
Fidelity Series Short-Term Credit Fund | 386,675 | 11,757 | 113,839 | 1,449 | (20) | (278) | 284,295 |
Fidelity Series Small Cap Discovery Fund | 27,927 | 1,372 | 3,410 | -- | 53 | 1,248 | 27,190 |
Fidelity Series Small Cap Opportunities Fund | 84,277 | 8,794 | 11,298 | 155 | 20 | (695) | 81,098 |
Fidelity Series Stock Selector Large Cap Value Fund | 163,592 | 7,083 | 18,539 | -- | 438 | 2,269 | 154,843 |
Fidelity Series Value Discovery Fund | 115,248 | 5,644 | 12,201 | -- | 113 | 672 | 109,476 |
Total | $6,418,084 | $591,390 | $826,653 | $24,563 | $17,524 | $57,053 | $6,257,398 |
Investment Valuation
All investments are categorized as Level 1 under the Fair Value Hierarchy. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. Additional information on valuation inputs is provided later in this section.
Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Security transactions are accounted for as of trade date. The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels: Level 1 - 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 the Fund's investments by major category are as follows:
Investments in the Underlying Funds are valued at their closing net asset value each business day and are categorized as Level 1 in the hierarchy.
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.
Item 2.
Controls and Procedures
(a)(i) The President and Treasurer and the Chief Financial Officer have concluded that the Fidelity Income Fund’s (the “Trust”) disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act) provide reasonable assurances that material information relating to the Trust is made known to them by the appropriate persons, based on their evaluation of these controls and procedures as of a date within 90 days of the filing date of this report.
(a)(ii) There was no change in the Trust’s internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act) that occurred during the Trust’s last fiscal quarter that has materially affected, or is reasonably likely to materially affect, the Trust’s internal control over financial reporting.
Item 3.
Exhibits
Certification pursuant to Rule 30a-2(a) under the Investment Company Act of 1940 (17 CFR 270.30a-2(a)) is filed and attached hereto as Exhibit 99.CERT. |
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
Fidelity Income Fund
By: | |
President and Treasurer | |
Date: |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By: | |
President and Treasurer | |
Date: |
By: | |
Chief Financial Officer | |
Date: |
This ‘N-Q’ Filing | Date | Other Filings | ||
---|---|---|---|---|
Filed on / Effective on: | 12/28/17 | |||
For Period End: | 10/31/17 | 497J, CORRESP | ||
List all Filings |