0001364923-11-000003.txt : 20110428 0001364923-11-000003.hdr.sgml : 20110428 20110428155537 ACCESSION NUMBER: 0001364923-11-000003 CONFORMED SUBMISSION TYPE: N-CSR PUBLIC DOCUMENT COUNT: 31 CONFORMED PERIOD OF REPORT: 20110228 FILED AS OF DATE: 20110428 DATE AS OF CHANGE: 20110428 EFFECTIVENESS DATE: 20110428 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Fidelity Commonwealth Trust II CENTRAL INDEX KEY: 0001364923 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 0228 FILING VALUES: FORM TYPE: N-CSR SEC ACT: 1940 Act SEC FILE NUMBER: 811-21990 FILM NUMBER: 11788231 BUSINESS ADDRESS: STREET 1: 82 DEVONSHIRE STREET CITY: BOSTON STATE: MA ZIP: 02109 BUSINESS PHONE: 617-563-7000 MAIL ADDRESS: STREET 1: 82 DEVONSHIRE STREET CITY: BOSTON STATE: MA ZIP: 02109 0001364923 S000015909 Fidelity Large Cap Growth Enhanced Index Fund C000043696 Fidelity Large Cap Growth Enhanced Index Fund FLCEX 0001364923 S000015910 Fidelity Large Cap Value Enhanced Index Fund C000043697 Fidelity Large Cap Value Enhanced Index Fund FLGEX 0001364923 S000015911 Fidelity Large Cap Core Enhanced Index Fund C000043698 Fidelity Large Cap Core Enhanced Index Fund FLVEX 0001364923 S000019926 Fidelity International Enhanced Index Fund C000055928 Fidelity International Enhanced Index Fund FIENX 0001364923 S000019927 Fidelity Mid Cap Enhanced Index Fund C000055929 Fidelity Mid Cap Enhanced Index Fund FMEIX 0001364923 S000019928 Fidelity Small Cap Enhanced Index Fund C000055930 Fidelity Small Cap Enhanced Index Fund FCPEX N-CSR 1 main.htm

UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

FORM N-CSR

CERTIFIED SHAREHOLDER REPORT OF REGISTERED

MANAGEMENT INVESTMENT COMPANIES

Investment Company Act file number 811-21990

Fidelity Commonwealth Trust II
(Exact name of registrant as specified in charter)

82 Devonshire St., Boston, Massachusetts 02109
(Address of principal executive offices)       (Zip code)

Marc Bryant, Secretary

82 Devonshire St.

Boston, Massachusetts 02109
(Name and address of agent for service)

Registrant's telephone number, including area code: 617-563-7000

Date of fiscal year end:

February 28

 

 

Date of reporting period:

February 28, 2011

Item 1. Reports to Stockholders

Fidelity® Large Cap Growth Enhanced Index Fund
Fidelity Large Cap Value Enhanced Index Fund
Fidelity Large Cap Core Enhanced Index Fund
Fidelity Mid Cap Enhanced Index Fund
Fidelity Small Cap Enhanced Index Fund
Fidelity International Enhanced Index Fund

Annual Report

(2_fidelity_logos) (Registered_Trademark)

February 28, 2011

Contents

Shareholder Expense Example

<Click Here>

An example of shareholder expenses

 

Fidelity® Large Cap Growth Enhanced Index Fund

<Click Here>

Performance

 

<Click Here>

Management's Discussion

 

<Click Here>

Investment Changes

 

<Click Here>

Investments

 

<Click Here>

Financial Statements

 

Fidelity Large Cap Value Enhanced Index Fund

<Click Here>

Performance

 

<Click Here>

Management's Discussion

 

<Click Here>

Investment Changes

 

<Click Here>

Investments

 

<Click Here>

Financial Statements

 

Fidelity Large Cap Core Enhanced Index Fund

<Click Here>

Performance

 

<Click Here>

Management's Discussion

 

<Click Here>

Investment Changes

 

<Click Here>

Investments

 

<Click Here>

Financial Statements

 

 

 

Fidelity Mid Cap Enhanced Index Fund

<Click Here>

Performance

 

<Click Here>

Management's Discussion

 

<Click Here>

Investment Changes

 

<Click Here>

Investments

 

<Click Here>

Financial Statements

 

Fidelity Small Cap Enhanced Index Fund

<Click Here>

Performance

 

<Click Here>

Management's Discussion

 

<Click Here>

Investment Changes

 

<Click Here>

Investments

 

<Click Here>

Financial Statements

 

Fidelity International Enhanced Index Fund

<Click Here>

Performance

 

<Click Here>

Management's Discussion

 

<Click Here>

Investment Changes

 

<Click Here>

Investments

 

<Click Here>

Financial Statements

 

Notes

<Click Here>

Notes to the Financial Statements

Report of Independent Registered Public Accounting Firm

<Click Here>

 

Trustees and Officers

<Click Here>

 

Distributions

<Click Here>

 

Board Approval of Investment Advisory Contracts

<Click Here>

 

Annual Report

To view a fund's proxy voting guidelines and proxy voting record for the 12-month period ended June 30, visit http://www.fidelity.com/proxyvotingresults or visit the Securities and Exchange Commission's (SEC) web site at http://www.sec.gov. You may also call 1-800-544-8544 to request a free copy of the proxy voting guidelines.

Geode is a registered trademark of Geode Capital Management, LLC.

Standard & Poor's, S&P and S&P 500 are registered service marks of The McGraw-Hill Companies, Inc. and have been licensed for use by Fidelity Distributors Corporation.

Other third party marks appearing herein are the property of their respective owners.

All other marks appearing herein are registered or unregistered trademarks or service marks of FMR LLC or an affiliated company.

This report and the financial statements contained herein are submitted for the general information of the shareholders of the funds. This report is not authorized for distribution to prospective investors in the funds unless preceded or accompanied by an effective prospectus.

A fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q. Forms N-Q are available on the SEC's web site at http://www.sec.gov. A fund's Forms N-Q may be reviewed and copied at the SEC's Public Reference Room in Washington, DC. Information regarding the operation of the SEC's Public Reference Room may be obtained by calling 1-800-SEC-0330. For a complete list of a fund's portfolio holdings, view the most recent holdings listing, semiannual report, or annual report on Fidelity's web site at http://www.fidelity.com, http://www.advisor.fidelity.com, or http://www.401k.com, as applicable.

NOT FDIC INSURED • MAY LOSE VALUE • NO BANK GUARANTEE

Neither the funds nor Fidelity Distributors Corporation is a bank.

Annual Report

Shareholder Expense Example

As a shareholder of a Fund, you incur two types of costs: (1) transaction costs, including redemption fees, and (2) ongoing costs, including management fees and other Fund expenses. This Example is intended to help you understand your ongoing costs (in dollars) of investing in the Funds and to compare these costs with the ongoing costs of investing in other mutual funds.

The Example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period (September 1, 2010 to February 28, 2011).

Actual Expenses

The first line of the accompanying table for each fund provides information about actual account values and actual expenses. You may use the information in this line, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000.00 (for example, an $8,600 account value divided by $1,000.00 = 8.6), then multiply the result by the number in the first line for a fund under the heading entitled "Expenses Paid During Period" to estimate the expenses you paid on your account during this period. An annual index fund fee of $10 that is charged once a year may apply for certain accounts with a value of less than $10,000. This fee is not included in the table below. If it was, the estimate of expenses you paid during the period would be higher, and your ending account value lower, by this amount. In addition, each Fund, as a shareholder in the underlying Fidelity Central Funds, will indirectly bear its pro-rata share of the fees and expenses incurred by the underlying Fidelity Central Funds. These fees and expenses are not included in the Fund's annualized expense ratio used to calculate the expense estimate in the table below.

Hypothetical Example for Comparison Purposes

The second line of the accompanying table for each fund provides information about hypothetical account values and hypothetical expenses based on a fund's actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the Fund's actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in the Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds. An annual index fund fee of $10 that is charged once a year may apply for certain accounts with a value of less than $10,000. This fee is not included in the table below. If it was, the estimate of expenses you paid during the period would be higher, and your ending account value lower, by this amount. In addition, each Fund, as a shareholder in the underlying Fidelity Central Funds, will indirectly bear its pro-rata share of the fees and expenses incurred by the underlying Fidelity Central Funds. These fees and expenses are not included in the Fund's annualized expense ratio used to calculate the expense estimate in the table below.

Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transaction costs. Therefore, the second line of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would have been higher.

 

Annualized Expense Ratio

Beginning
Account Value
September 1, 2010

Ending
Account Value
February 28, 2011

Expenses Paid
During Period
*
September 1, 2010
to February 28, 2011

Fidelity Large Cap Growth Enhanced Index Fund

.45%

 

 

 

Actual

 

$ 1,000.00

$ 1,308.70

$ 2.58

HypotheticalA

 

$ 1,000.00

$ 1,022.56

$ 2.26

Fidelity Large Cap Value Enhanced Index Fund

.45%

 

 

 

Actual

 

$ 1,000.00

$ 1,269.40

$ 2.53

HypotheticalA

 

$ 1,000.00

$ 1,022.56

$ 2.26

Fidelity Large Cap Core Enhanced Index Fund

.45%

 

 

 

Actual

 

$ 1,000.00

$ 1,280.40

$ 2.54

HypotheticalA

 

$ 1,000.00

$ 1,022.56

$ 2.26

Fidelity Mid Cap Enhanced Index Fund

.60%

 

 

 

Actual

 

$ 1,000.00

$ 1,341.30

$ 3.48

HypotheticalA

 

$ 1,000.00

$ 1,021.82

$ 3.01

Fidelity Small Cap Enhanced Index Fund

.67%

 

 

 

Actual

 

$ 1,000.00

$ 1,375.20

$ 3.95

HypotheticalA

 

$ 1,000.00

$ 1,021.47

$ 3.36

Fidelity International Enhanced Index Fund

.62%

 

 

 

Actual

 

$ 1,000.00

$ 1,252.90

$ 3.46

HypotheticalA

 

$ 1,000.00

$ 1,021.72

$ 3.11

A 5% return per year before expenses

* Expenses are equal to each Fund's annualized expense ratio, multiplied by the average account value over the period, multiplied by 181/365 (to reflect the one-half year period).

Annual Report

Fidelity Large Cap Growth Enhanced Index Fund

Performance: The Bottom Line

Average annual total return reflects the change in the value of an investment, assuming reinvestment of the fund's distributions from dividend income and capital gains (the profits earned upon the sale of securities that have grown in value, if any) and assuming a constant rate of performance each year. The $10,000 table and the fund's returns do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. During periods of reimbursement by Fidelity a fund's total returns will be greater than it would be had the reimbursement not occurred. How a fund did yesterday is no guarantee of how it will do tomorrow.

Average Annual Total Returns

Periods ended February 28, 2011

Past 1
year

Life of
fund
A

Fidelity Large Cap Growth Enhanced Index Fund

22.14%

1.59%

A From April 19, 2007.

$10,000 Over Life of Fund

Let's say hypothetically that $10,000 was invested in Fidelity Large Cap Growth Enhanced Index Fund on April 19, 2007, when the fund started. The chart shows how the value of your investment would have changed, and also shows how the Russell 1000® Growth Index performed over the same period.

fid46

Annual Report

Fidelity Large Cap Growth Enhanced Index Fund

Management's Discussion of Fund Performance

Market Recap: Steady economic growth, encouraging monetary policy, improving credit-market conditions, an uptick in merger-and-acquisition activity and better-than-expected corporate earnings propelled U.S. stock markets forward during the 12-month period ending February 28, 2011. Uncertainty over the global effects of the debt crisis in Europe and China's attempt to rein in its economy plagued equities during the spring, but markets reacted positively to the Federal Reserve's second round of stimulative quantitative easing and the Congressional midterm elections in November, followed in December by the extension of Bush-era tax policies. For the full year, the S&P 500® Index advanced 22.57%, with all but one of the 10 major sectors tracked by MSCI® U.S. Investable Market classifications delivering a double-digit gain. While cyclically oriented sectors benefited from an overall improving economy, less economically sensitive sectors fell short of the broad market. Energy and materials stocks performed best, while the health care and consumer staples groups struggled the most.

Comments from Maximilian Kaufmann, member of the Geode Capital Management, LLC, investment management team for Fidelity® Large Cap Growth Enhanced Index Fund: For the 12 months, the fund returned 22.14%, lagging the 24.94% return of the Russell 1000® Growth Index. Weak security selection, most notably in the information technology, health care and industrials sectors, weighed on results. The fund's positioning in consumer discretionary also was challenging. Stock picking in energy helped the fund's relative performance. In terms of individual securities, a position in Amedisys, which provides home health-care services to elderly patients, hampered results. The stock of financial holding company Prosperity Bancshares underperformed, as did that of for-profit post-secondary education provider ITT Educational Services. Other sources of underperformance included Western Digital, which makes computer hard drives; defense contractor L-3 Communications Holdings; underweightings in "name your own price" travel agency Priceline.com and casino and gaming company Las Vegas Sands, both of which gained significant ground; and overweighting computer and peripherals maker Hewlett-Packard, whose shares experienced several big declines during the period. In contrast, Akamai Technologies, whose products facilitate the delivery of Internet content and applications, added the most to the fund's relative performance. Media company CBS was helpful, while energy stocks such as drill rig company Helmerich & Payne benefited from an increasingly favorable market backdrop, given the rising price of oil. Equipment-rental firm United Rentals, mining equipment company Joy Global and electronic-payment solutions provider VeriFone Systems all added to the fund's result. Many of the names I've mentioned were not in the index, and some were no longer held at period end.

The views expressed above reflect those of the portfolio manager(s) only through the end of the period as stated on the cover of this report and do not necessarily represent the views of Fidelity or any other person in the Fidelity organization. Any such views are subject to change at any time based upon market or other conditions and Fidelity disclaims any responsibility to update such views. These views may not be relied on as investment advice and, because investment decisions for a Fidelity fund are based on numerous factors, may not be relied on as an indication of trading intent on behalf of any Fidelity fund.

Annual Report

Fidelity Large Cap Growth Enhanced Index Fund

Investment Changes (Unaudited)

Top Ten Stocks as of February 28, 2011

 

% of fund's
net assets

% of fund's net assets
6 months ago

Exxon Mobil Corp.

5.8

5.2

Apple, Inc.

4.5

4.6

International Business Machines Corp.

3.1

3.4

Microsoft Corp.

2.1

2.7

Google, Inc. Class A

2.0

2.0

Oracle Corp.

1.8

1.7

Philip Morris International, Inc.

1.6

1.6

Schlumberger Ltd.

1.5

1.1

Hewlett-Packard Co.

1.5

2.0

Cisco Systems, Inc.

1.4

2.1

 

25.3

Market Sectors as of February 28, 2011

 

% of fund's
net assets

% of fund's net assets
6 months ago

Information Technology

30.0

31.1

Consumer Discretionary

13.9

14.1

Energy

12.9

10.5

Industrials

12.6

13.3

Health Care

9.3

10.0

Consumer Staples

8.0

9.2

Materials

5.4

5.2

Financials

5.4

4.7

Telecommunication Services

0.7

0.7

Utilities

0.0

0.2

Annual Report

Fidelity Large Cap Growth Enhanced Index Fund

Investments February 28, 2011

Showing Percentage of Net Assets

Common Stocks - 98.2%

Shares

Value

CONSUMER DISCRETIONARY - 13.9%

Auto Components - 1.0%

Autoliv, Inc.

2,810

$ 210,441

Johnson Controls, Inc.

5,002

204,082

Lear Corp.

400

42,320

TRW Automotive Holdings Corp. (a)

3,400

193,120

 

649,963

Automobiles - 0.8%

Ford Motor Co. (a)

31,504

474,135

Harley-Davidson, Inc. (e)

2,400

97,968

 

572,103

Diversified Consumer Services - 0.5%

Apollo Group, Inc. Class A (non-vtg.) (a)

3,800

171,988

Sotheby's Class A (ltd. vtg.)

4,000

196,880

 

368,868

Hotels, Restaurants & Leisure - 3.2%

Brinker International, Inc.

5,000

118,200

Carnival Corp. unit

2,000

85,340

Las Vegas Sands Corp. (a)(e)

909

42,396

Marriott International, Inc. Class A

900

35,289

McDonald's Corp.

9,900

749,232

Panera Bread Co. Class A (a)

1,700

198,475

Starbucks Corp.

9,200

303,416

Starwood Hotels & Resorts Worldwide, Inc. (e)

1,200

73,320

Wyndham Worldwide Corp.

3,000

93,840

Wynn Resorts Ltd. (e)

900

110,637

Yum! Brands, Inc.

7,700

387,541

 

2,197,686

Household Durables - 0.3%

Tempur-Pedic International, Inc. (a)

1,200

56,328

Tupperware Brands Corp.

2,400

128,760

 

185,088

Internet & Catalog Retail - 0.9%

Amazon.com, Inc. (a)

2,728

472,735

Priceline.com, Inc. (a)

350

158,858

 

631,593

Leisure Equipment & Products - 0.3%

Polaris Industries, Inc. (e)

2,669

201,376

Media - 1.3%

CBS Corp. Class B

11,993

286,153

DIRECTV (a)(e)

6,000

275,820

Interpublic Group of Companies, Inc.

11,000

145,200

McGraw-Hill Companies, Inc.

1,900

73,492

News Corp. Class A

4,000

69,480

 

850,145

Multiline Retail - 0.9%

Dollar Tree, Inc. (a)

2,450

123,284

Macy's, Inc.

3,500

83,650

 

Shares

Value

Nordstrom, Inc.

2,100

$ 95,046

Target Corp.

5,663

297,591

 

599,571

Specialty Retail - 3.9%

Advance Auto Parts, Inc. (e)

4,400

275,792

AutoZone, Inc. (a)

750

193,463

Bed Bath & Beyond, Inc. (a)

1,600

77,040

Best Buy Co., Inc. (e)

792

25,534

Gap, Inc. (e)

3,500

78,855

Home Depot, Inc.

13,360

500,599

Limited Brands, Inc.

5,000

160,100

Lowe's Companies, Inc.

6,002

157,072

PetSmart, Inc.

4,600

188,002

Ross Stores, Inc.

4,954

356,886

Signet Jewelers Ltd. (a)

3,400

149,158

Staples, Inc.

3,500

74,550

TJX Companies, Inc.

7,600

379,012

Williams-Sonoma, Inc.

1,600

57,744

 

2,673,807

Textiles, Apparel & Luxury Goods - 0.8%

Coach, Inc.

2,450

134,554

NIKE, Inc. Class B

2,200

195,866

Polo Ralph Lauren Corp. Class A

750

95,033

VF Corp.

1,300

124,371

 

549,824

TOTAL CONSUMER DISCRETIONARY

9,480,024

CONSUMER STAPLES - 8.0%

Beverages - 2.4%

Brown-Forman Corp. Class B (non-vtg.)

1,700

117,555

Dr Pepper Snapple Group, Inc. (e)

3,900

140,634

PepsiCo, Inc.

6,842

433,920

The Coca-Cola Co.

14,453

923,836

 

1,615,945

Food & Staples Retailing - 2.1%

Costco Wholesale Corp.

3,600

269,244

Sysco Corp.

746

20,731

Wal-Mart Stores, Inc.

10,600

550,988

Walgreen Co.

7,270

315,082

Whole Foods Market, Inc.

4,200

245,952

 

1,401,997

Food Products - 0.5%

Corn Products International, Inc.

1,145

55,899

General Mills, Inc.

1,188

44,122

Hershey Co.

2,861

149,688

Tyson Foods, Inc. Class A

6,000

111,780

 

361,489

Household Products - 0.7%

Colgate-Palmolive Co.

3,900

306,228

Common Stocks - continued

Shares

Value

CONSUMER STAPLES - continued

Household Products - continued

Kimberly-Clark Corp.

1,575

$ 103,793

Procter & Gamble Co.

1,100

69,355

 

479,376

Personal Products - 0.1%

Herbalife Ltd.

1,200

94,092

Tobacco - 2.2%

Altria Group, Inc.

9,000

228,330

Lorillard, Inc.

2,405

184,632

Philip Morris International, Inc.

17,500

1,098,650

 

1,511,612

TOTAL CONSUMER STAPLES

5,464,511

ENERGY - 12.9%

Energy Equipment & Services - 4.3%

Cameron International Corp. (a)

1,200

70,956

Complete Production Services, Inc. (a)

4,563

131,460

Core Laboratories NV

2,464

254,654

FMC Technologies, Inc. (a)

1,200

112,860

Halliburton Co.

8,600

403,684

Helmerich & Payne, Inc. (e)

2,942

191,201

McDermott International, Inc. (a)

4,400

100,980

National Oilwell Varco, Inc.

3,400

270,538

Oceaneering International, Inc. (a)

2,700

225,801

Oil States International, Inc. (a)(e)

1,707

124,253

Schlumberger Ltd.

10,982

1,025,938

 

2,912,325

Oil, Gas & Consumable Fuels - 8.6%

Alpha Natural Resources, Inc. (a)

550

29,821

Arch Coal, Inc.

1,800

60,354

Chevron Corp.

1,800

186,750

Cimarex Energy Co.

1,200

139,356

ConocoPhillips

6,600

513,942

CVR Energy, Inc. (a)

4,500

85,050

EOG Resources, Inc.

1,300

146,003

Exxon Mobil Corp.

45,900

3,925,822

Murphy Oil Corp.

1,000

73,530

Occidental Petroleum Corp.

1,377

140,413

Peabody Energy Corp.

3,373

220,898

Valero Energy Corp.

3,400

95,812

W&T Offshore, Inc.

4,000

102,120

Whiting Petroleum Corp. (a)

2,100

137,214

 

5,857,085

TOTAL ENERGY

8,769,410

FINANCIALS - 5.4%

Capital Markets - 1.0%

American Capital Ltd. (a)(e)

10,526

98,313

Ameriprise Financial, Inc.

3,207

203,067

 

Shares

Value

Charles Schwab Corp.

3,465

$ 65,731

Franklin Resources, Inc.

800

100,496

Morgan Stanley

1,239

36,774

T. Rowe Price Group, Inc.

1,900

127,262

Waddell & Reed Financial, Inc. Class A (e)

1,500

60,570

 

692,213

Commercial Banks - 0.6%

East West Bancorp, Inc.

9,000

208,980

Signature Bank, New York (a)(e)

3,600

186,804

 

395,784

Consumer Finance - 1.0%

American Express Co.

8,600

374,702

Credit Acceptance Corp. (a)(e)

2,954

208,552

Discover Financial Services

5,970

129,848

 

713,102

Diversified Financial Services - 0.6%

IntercontinentalExchange, Inc. (a)

700

89,740

Moody's Corp. (e)

6,700

213,730

The NASDAQ Stock Market, Inc. (a)(e)

3,500

100,135

 

403,605

Insurance - 0.7%

AFLAC, Inc.

2,664

156,803

Endurance Specialty Holdings Ltd.

3,500

173,565

Hartford Financial Services Group, Inc.

1,400

41,440

Marsh & McLennan Companies, Inc.

2,500

76,100

 

447,908

Real Estate Investment Trusts - 1.2%

CBL & Associates Properties, Inc. (e)

5,000

89,250

MFA Financial, Inc.

9,000

76,230

Nationwide Health Properties, Inc.

2,655

113,475

Public Storage (e)

1,800

202,050

Rayonier, Inc.

3,002

184,113

Simon Property Group, Inc. (e)

1,500

165,060

 

830,178

Real Estate Management & Development - 0.3%

CB Richard Ellis Group, Inc. Class A (a)

2,400

60,096

Jones Lang LaSalle, Inc.

1,300

127,946

 

188,042

TOTAL FINANCIALS

3,670,832

HEALTH CARE - 9.3%

Biotechnology - 1.1%

Amgen, Inc. (a)

811

41,629

Biogen Idec, Inc. (a)(e)

3,556

243,230

Celgene Corp. (a)

2,414

128,183

Gilead Sciences, Inc. (a)

8,483

330,667

 

743,709

Health Care Equipment & Supplies - 2.3%

Baxter International, Inc.

3,113

165,456

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Health Care Equipment & Supplies - continued

Becton, Dickinson & Co.

2,300

$ 184,000

C. R. Bard, Inc. (e)

1,000

97,760

Cooper Companies, Inc.

3,514

217,235

Covidien PLC

4,900

252,105

Intuitive Surgical, Inc. (a)

325

106,584

Medtronic, Inc.

5,999

239,480

St. Jude Medical, Inc.

750

35,910

Stryker Corp. (e)

2,651

167,702

Varian Medical Systems, Inc. (a)(e)

1,368

94,775

 

1,561,007

Health Care Providers & Services - 2.2%

AmerisourceBergen Corp.

7,895

299,299

Cardinal Health, Inc.

5,964

248,341

Express Scripts, Inc. (a)

3,969

223,137

Health Management Associates, Inc. Class A (a)

5,000

50,000

Humana, Inc. (a)

2,518

163,695

Laboratory Corp. of America Holdings (a)

900

81,117

McKesson Corp.

1,100

87,208

Medco Health Solutions, Inc. (a)

3,043

187,571

UnitedHealth Group, Inc.

3,500

149,030

 

1,489,398

Health Care Technology - 0.2%

SXC Health Solutions Corp. (a)

3,000

147,923

Life Sciences Tools & Services - 1.6%

Agilent Technologies, Inc. (a)

2,200

92,576

Bio-Rad Laboratories, Inc. Class A (a)

1,285

146,696

Illumina, Inc. (a)(e)

1,388

96,327

Life Technologies Corp. (a)(e)

4,780

255,109

Pharmaceutical Product Development, Inc.

7,600

208,772

Thermo Fisher Scientific, Inc. (a)

1,400

78,148

Waters Corp. (a)

2,600

215,930

 

1,093,558

Pharmaceuticals - 1.9%

Abbott Laboratories

10,900

524,290

Allergan, Inc.

2,700

200,259

Eli Lilly & Co.

4,969

171,729

Endo Pharmaceuticals Holdings, Inc. (a)(e)

2,546

90,434

Forest Laboratories, Inc. (a)

3,010

97,524

Johnson & Johnson

3,300

202,752

 

1,286,988

TOTAL HEALTH CARE

6,322,583

INDUSTRIALS - 12.6%

Aerospace & Defense - 3.1%

Honeywell International, Inc.

7,950

460,385

 

Shares

Value

Lockheed Martin Corp.

4,314

$ 341,496

Northrop Grumman Corp.

2,203

146,896

Precision Castparts Corp.

667

94,547

Rockwell Collins, Inc.

700

45,108

The Boeing Co.

3,889

280,047

United Technologies Corp.

8,465

707,166

 

2,075,645

Air Freight & Logistics - 1.0%

C.H. Robinson Worldwide, Inc.

357

25,843

FedEx Corp.

800

72,016

United Parcel Service, Inc. Class B

8,293

612,023

 

709,882

Airlines - 0.4%

Alaska Air Group, Inc. (a)

1,500

89,175

Delta Air Lines, Inc. (a)

13,240

148,818

 

237,993

Commercial Services & Supplies - 0.1%

Stericycle, Inc. (a)(e)

821

70,951

Construction & Engineering - 0.4%

KBR, Inc.

7,300

239,440

Electrical Equipment - 0.7%

Cooper Industries PLC Class A

900

57,915

Emerson Electric Co.

5,331

318,047

Rockwell Automation, Inc.

1,200

105,276

 

481,238

Industrial Conglomerates - 1.9%

3M Co.

6,590

607,796

General Electric Co.

28,500

596,220

Tyco International Ltd.

2,400

108,816

 

1,312,832

Machinery - 4.6%

Caterpillar, Inc.

5,700

586,701

Cummins, Inc.

1,518

153,500

Danaher Corp.

2,952

149,371

Deere & Co.

3,700

333,555

Dover Corp.

3,600

231,300

Eaton Corp.

625

69,238

Gardner Denver, Inc.

1,700

124,338

Illinois Tool Works, Inc.

2,704

146,286

Joy Global, Inc.

2,508

244,229

Navistar International Corp. (a)

1,000

61,980

Oshkosh Co. (a)

5,665

202,071

PACCAR, Inc.

1,800

90,234

Parker Hannifin Corp.

2,800

249,704

Timken Co.

4,900

238,728

Toro Co.

4,205

262,392

 

3,143,627

Common Stocks - continued

Shares

Value

INDUSTRIALS - continued

Road & Rail - 0.4%

AMERCO (a)

800

$ 77,272

Union Pacific Corp.

2,317

221,065

 

298,337

TOTAL INDUSTRIALS

8,569,945

INFORMATION TECHNOLOGY - 30.0%

Communications Equipment - 3.4%

Cisco Systems, Inc. (a)

51,219

950,625

Harris Corp. (e)

3,837

179,034

InterDigital, Inc. (e)

2,200

104,896

Juniper Networks, Inc. (a)

2,638

116,072

Plantronics, Inc.

1,397

48,741

QUALCOMM, Inc.

15,011

894,355

 

2,293,723

Computers & Peripherals - 7.6%

Apple, Inc. (a)

8,625

3,046,436

Dell, Inc. (a)(e)

13,608

215,415

EMC Corp. (a)

17,700

481,617

Hewlett-Packard Co.

22,888

998,603

NetApp, Inc. (a)(e)

2,838

146,611

QLogic Corp. (a)(e)

9,896

178,722

SanDisk Corp. (a)

2,420

120,032

 

5,187,436

Electronic Equipment & Components - 0.9%

Anixter International, Inc. (e)

950

68,039

Corning, Inc.

9,100

209,846

National Instruments Corp.

1,800

56,034

Vishay Intertechnology, Inc. (a)(e)

14,137

246,691

 

580,610

Internet Software & Services - 2.5%

eBay, Inc. (a)

3,500

117,268

Google, Inc. Class A (a)

2,228

1,366,655

IAC/InterActiveCorp (a)

7,200

223,704

 

1,707,627

IT Services - 6.0%

Accenture PLC Class A

8,100

416,988

Automatic Data Processing, Inc.

8,042

402,100

CACI International, Inc. Class A (a)

1,600

94,912

Cognizant Technology Solutions Corp. Class A (a)

2,300

176,801

Fiserv, Inc. (a)

3,400

215,118

International Business Machines Corp.

13,155

2,129,531

MasterCard, Inc. Class A

832

200,146

Paychex, Inc.

3,700

124,431

The Western Union Co.

4,500

98,955

Visa, Inc. Class A

3,500

255,675

 

4,114,657

 

Shares

Value

Office Electronics - 0.1%

Zebra Technologies Corp. Class A (a)

1,619

$ 60,421

Semiconductors & Semiconductor Equipment - 3.6%

Altera Corp.

4,246

177,738

Analog Devices, Inc.

5,900

235,292

Applied Materials, Inc.

7,700

126,511

Broadcom Corp. Class A

2,200

90,684

Intel Corp.

36,110

775,282

Lam Research Corp. (a)

2,800

153,720

Linear Technology Corp.

2,000

69,120

Marvell Technology Group Ltd. (a)

3,933

71,895

Novellus Systems, Inc. (a)

4,900

195,804

NVIDIA Corp. (a)

2,500

56,650

Rambus, Inc. (a)

2,000

41,100

Teradyne, Inc. (a)(e)

7,000

130,410

Texas Instruments, Inc.

5,000

178,050

Veeco Instruments, Inc. (a)

1,429

67,992

Xilinx, Inc.

2,000

66,500

 

2,436,748

Software - 5.9%

Activision Blizzard, Inc.

7,000

77,840

Adobe Systems, Inc. (a)(e)

4,000

138,000

ANSYS, Inc. (a)(e)

2,400

135,168

Autodesk, Inc. (a)

3,300

138,765

BMC Software, Inc. (a)

4,250

210,375

CA, Inc.

10,800

267,624

Citrix Systems, Inc. (a)

1,200

84,192

FactSet Research Systems, Inc.

700

73,416

Intuit, Inc. (a)

5,000

262,900

Microsoft Corp.

54,986

1,461,528

Oracle Corp.

36,523

1,201,607

 

4,051,415

TOTAL INFORMATION TECHNOLOGY

20,432,637

MATERIALS - 5.4%

Chemicals - 2.4%

Air Products & Chemicals, Inc.

827

76,084

Albemarle Corp.

1,200

69,072

E.I. du Pont de Nemours & Co.

4,000

219,480

Lubrizol Corp.

2,503

272,502

Monsanto Co.

3,761

270,378

PPG Industries, Inc.

1,848

163,326

Praxair, Inc.

2,300

228,574

Rockwood Holdings, Inc. (a)(e)

2,707

126,011

Sigma Aldrich Corp.

1,400

89,446

W.R. Grace & Co. (a)

3,600

136,944

 

1,651,817

Containers & Packaging - 0.6%

Ball Corp.

6,200

223,820

Common Stocks - continued

Shares

Value

MATERIALS - continued

Containers & Packaging - continued

Crown Holdings, Inc. (a)

2,495

$ 96,008

Rock-Tenn Co. Class A

829

56,911

 

376,739

Metals & Mining - 1.8%

Cliffs Natural Resources, Inc. (e)

1,276

123,861

Freeport-McMoRan Copper & Gold, Inc.

11,200

593,040

Newmont Mining Corp.

5,100

281,877

Southern Copper Corp.

2,100

88,872

Walter Energy, Inc.

1,050

127,061

 

1,214,711

Paper & Forest Products - 0.6%

Domtar Corp.

3,374

294,888

International Paper Co.

2,800

77,784

MeadWestvaco Corp. (e)

2,000

58,700

 

431,372

TOTAL MATERIALS

3,674,639

TELECOMMUNICATION SERVICES - 0.7%

Diversified Telecommunication Services - 0.6%

AT&T, Inc.

4,295

121,892

Qwest Communications International, Inc.

17,000

115,940

Verizon Communications, Inc.

4,502

166,214

 

404,046

Wireless Telecommunication Services - 0.1%

American Tower Corp. Class A (a)

1,775

95,779

TOTAL TELECOMMUNICATION SERVICES

499,825

TOTAL COMMON STOCKS

(Cost $54,452,875)

66,884,406

Investment Companies - 0.0%

 

 

 

 

Ares Capital Corp.
(Cost $20,886)

1,519

27,084

U.S. Treasury Obligations - 0.4%

 

Principal Amount

 

U.S. Treasury Bills, yield at date of purchase 0.15% to 0.2% 5/5/11 to 7/28/11 (f)
(Cost $249,874)

$ 250,000

249,905

Money Market Funds - 9.2%

Shares

Value

Dreyfus Cash Management Institutional Shares, 0.10% (c)

473,544

$ 473,544

Fidelity Securities Lending Cash Central Fund, 0.21% (b)(d)

5,762,819

5,762,819

TOTAL MONEY MARKET FUNDS

(Cost $6,236,363)

6,236,363

TOTAL INVESTMENT PORTFOLIO - 107.8%

(Cost $60,959,998)

73,397,758

NET OTHER ASSETS (LIABILITIES) - (7.8)%

(5,282,895)

NET ASSETS - 100%

$ 68,114,863

Futures Contracts

Expiration Date

Underlying Face Amount at Value

Unrealized Appreciation/(Depreciation)

Purchased

Equity Index Contracts

17 CME E-mini S&P 500 Index Contracts

March 2011

$ 1,127,185

$ 20,297

 

The face value of futures purchased as a percentage of net assets is 1.7%

Legend

(a) Non-income producing

(b) Affiliated fund that is 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, which are not covered by the Fund's Report of Independent Registered Public Accounting Firm, are available on the SEC's website or upon request.

(c) The rate quoted is the annualized seven-day yield of the fund at period end.

(d) Investment made with cash collateral received from securities on loan.

(e) Security or a portion of the security is on loan at period end.

(f) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At the period end, the value of securities pledged amounted to $219,924.

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

Fidelity Securities Lending Cash Central Fund

$ 14,440

Other Information

The following is a summary of the inputs used, as of February 28, 2011, 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. For more information on valuation inputs, and their aggregation into the levels used in the table below, please refer to the Security Valuation section in the accompanying Notes to Financial Statements.

Valuation Inputs at Reporting Date:

Description

Total

Level 1

Level 2

Level 3

Investments in Securities:

Equities:

Consumer Discretionary

$ 9,480,024

$ 9,480,024

$ -

$ -

Consumer Staples

5,464,511

5,464,511

-

-

Energy

8,769,410

8,769,410

-

-

Financials

3,670,832

3,670,832

-

-

Health Care

6,322,583

6,322,583

-

-

Industrials

8,569,945

8,569,945

-

-

Information Technology

20,432,637

20,432,637

-

-

Materials

3,674,639

3,674,639

-

-

Telecommunication Services

499,825

499,825

-

-

Investment Companies

27,084

27,084

-

-

U.S. Government and Government Agency Obligations

249,905

-

249,905

-

Money Market Funds

6,236,363

6,236,363

-

-

Total Investments in Securities:

$ 73,397,758

$ 73,147,853

$ 249,905

$ -

Derivative Instruments:

Assets

Futures Contracts

$ 20,297

$ 20,297

$ -

$ -

Value of Derivative Instruments

The following table is a summary of the Fund's value of derivative instruments by risk exposure as of February 28, 2011. For additional information on derivative instruments, please refer to the Derivative Instruments section in the accompanying Notes to Financial Statements.

Risk Exposure /
Derivative Type

Value

 

Asset

Liability

Equity Risk

Futures Contracts (a)

$ 20,297

$ -

Total Value of Derivatives

$ 20,297

$ -

(a) Reflects cumulative appreciation/(depreciation) on futures contracts as disclosed on the Schedule of Investments. Only the period end variation margin is separately disclosed on the Statement of Assets and Liabilities.

Income Tax Information

At February 28, 2011, the Fund had a capital loss carryforward of approximately $6,700,751 of which $97,236, $3,305,345 and $3,298,170 will expire in fiscal 2016, 2017 and 2018, respectively. Capital loss carryforwards are only available to offset future capital gains of the Fund to the extent provided by regulations and may be limited.

See accompanying notes which are an integral part of the financial statements.

Annual Report

Fidelity Large Cap Growth Enhanced Index Fund

Financial Statements

Statement of Assets and Liabilities

 

February 28, 2011

 

 

 

Assets

Investment in securities, at value (including securities loaned of $5,657,028) - See accompanying schedule:

Unaffiliated issuers (cost $55,197,179)

$ 67,634,939

 

Fidelity Central Funds (cost $5,762,819)

5,762,819

 

Total Investments (cost $60,959,998)

 

$ 73,397,758

Receivable for fund shares sold

453,189

Dividends receivable

121,982

Interest receivable

132

Distributions receivable from Fidelity Central Funds

599

Receivable for daily variation on futures contracts

4,083

Total assets

73,977,743

 

 

 

Liabilities

Payable for fund shares redeemed

75,752

Accrued management fee

16,230

Other affiliated payables

8,079

Collateral on securities loaned, at value

5,762,819

Total liabilities

5,862,880

 

 

 

Net Assets

$ 68,114,863

Net Assets consist of:

 

Paid in capital

$ 62,384,358

Undistributed net investment income

107,902

Accumulated undistributed net realized gain (loss) on investments and foreign currency transactions

(6,835,454)

Net unrealized appreciation (depreciation) on investments

12,458,057

Net Assets, for 6,684,550 shares outstanding

$ 68,114,863

Net Asset Value, offering price and redemption price per share ($68,114,863 ÷ 6,684,550 shares)

$ 10.19

Statement of Operations

 

Year ended February 28, 2011

 

 

 

Investment Income

 

 

Dividends

 

$ 834,161

Interest

 

1,311

Income from Fidelity Central Funds
(including $14,440 from security lending)

 

14,440

Total income

 

849,912

 

 

 

Expenses

Management fee

$ 149,792

Transfer agent fees

75,200

Independent trustees' compensation

607

Miscellaneous

141

Total expenses before reductions

225,740

Expense reductions

(1)

225,739

Net investment income (loss)

624,173

Realized and Unrealized Gain (Loss)

Net realized gain (loss) on:

Investment securities:

 

 

Unaffiliated issuers

55,116

Foreign currency transactions

39

Futures contracts

63,477

Total net realized gain (loss)

 

118,632

Change in net unrealized appreciation (depreciation) on:

Investment securities

9,172,643

Futures contracts

8,356

Total change in net unrealized appreciation (depreciation)

 

9,180,999

Net gain (loss)

9,299,631

Net increase (decrease) in net assets resulting from operations

$ 9,923,804

See accompanying notes which are an integral part of the financial statements.

Annual Report

Statement of Changes in Net Assets

 

Year ended February 28,
2011

Year ended February 28,
2010

Increase (Decrease) in Net Assets

 

 

Operations

 

 

Net investment income (loss)

$ 624,173

$ 547,835

Net realized gain (loss)

118,632

(1,843,372)

Change in net unrealized appreciation (depreciation)

9,180,999

15,270,964

Net increase (decrease) in net assets resulting from operations

9,923,804

13,975,427

Distributions to shareholders from net investment income

(603,819)

(510,338)

Share transactions
Proceeds from sales of shares

32,035,214

31,875,934

Reinvestment of distributions

566,082

480,740

Cost of shares redeemed

(23,618,873)

(18,113,385)

Net increase (decrease) in net assets resulting from share transactions

8,982,423

14,243,289

Total increase (decrease) in net assets

18,302,408

27,708,378

 

 

 

Net Assets

Beginning of period

49,812,455

22,104,077

End of period (including undistributed net investment income of $107,902 and undistributed net investment income of $87,888, respectively)

$ 68,114,863

$ 49,812,455

Other Information

Shares

Sold

3,413,789

4,324,048

Issued in reinvestment of distributions

59,959

59,401

Redeemed

(2,689,220)

(2,428,399)

Net increase (decrease)

784,528

1,955,050

Financial Highlights

Years ended February 28,

2011

2010

2009

2008 G

Selected Per-Share Data

 

 

 

 

Net asset value, beginning of period

$ 8.44

$ 5.60

$ 9.25

$ 10.00

Income from Investment Operations

 

 

 

 

Net investment income (loss) D

  .11

.11

.09

.08

Net realized and unrealized gain (loss)

  1.75

2.83

(3.65)

(.78)

Total from investment operations

  1.86

2.94

(3.56)

(.70)

Distributions from net investment income

  (.11)

(.10)

(.09)

(.05)

Net asset value, end of period

$ 10.19

$ 8.44

$ 5.60

$ 9.25

Total Return B, C

  22.14%

52.50%

(38.61)%

(7.05)%

Ratios to Average Net Assets E, H

 

 

 

 

Expenses before reductions

  .45%

.45%

.45%

.45% A

Expenses net of fee waivers, if any

  .45%

.45%

.45%

.45% A

Expenses net of all reductions

  .45%

.45%

.45%

.45% A

Net investment income (loss)

  1.25%

1.42%

1.14%

.89% A

Supplemental Data

 

 

 

 

Net assets, end of period (000 omitted)

$ 68,115

$ 49,812

$ 22,104

$ 34,942

Portfolio turnover rate F

  80%

35% I

58% I

36% A

A Annualized

B Total returns for periods of less than one year are not annualized.

C Total returns would have been lower had certain expenses not been reduced during the periods shown.

D Calculated based on average shares outstanding during the period.

E Fees and expenses of the underlying Fidelity Central Funds are not included in the Fund's expense ratio. The Fund indirectly bears its proportionate share of the expenses of any underlying Fidelity Central Funds.

F Amount does not include the portfolio activity of any underlying Fidelity Central Funds.

G For the period April 19, 2007 (commencement of operations) to February 29, 2008.

H Expense ratios reflect operating expenses of the Fund. Expenses before reductions do not reflect amounts reimbursed by the investment adviser or reductions from expense offset arrangements and do not represent the amount paid by the Fund during periods when reimbursements or reductions occur. Expenses net of fee waivers reflect expenses after reimbursement by the investment adviser but prior to reductions from expense offset arrangements. Expenses net of all reductions represent the net expenses paid by the Fund.

I Reflects adjustments to exclude transactions in money market mutual funds.

See accompanying notes which are an integral part of the financial statements.

Annual Report

Fidelity Large Cap Value Enhanced Index Fund

Performance: The Bottom Line

Average annual total return reflects the change in the value of an investment, assuming reinvestment of the fund's distributions from dividend income and capital gains (the profits earned upon the sale of securities that have grown in value, if any) and assuming a constant rate of performance each year. The $10,000 table and the fund's returns do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. During periods of reimbursement by Fidelity a fund's total returns will be greater than it would be had the reimbursement not occurred. How a fund did yesterday is no guarantee of how it will do tomorrow.

Average Annual Total Returns

Periods ended February 28, 2011

Past 1
year

Life of
fund
A

Fidelity Large Cap Value Enhanced Index Fund

20.15%

-4.04%

A From April 19, 2007.

$10,000 Over Life of Fund

Let's say hypothetically that $10,000 was invested in Fidelity Large Cap Value Enhanced Index Fund on April 19, 2007, when the fund started. The chart shows how the value of your investment would have changed, and also shows how the Russell 1000 Value Index performed over the same period.

fid48

Annual Report

Fidelity Large Cap Value Enhanced Index Fund

Management's Discussion of Fund Performance

Market Recap: Steady economic growth, encouraging monetary policy, improving credit-market conditions, an uptick in merger-and-acquisition activity and better-than-expected corporate earnings propelled U.S. stock markets forward during the 12-month period ending February 28, 2011. Uncertainty over the global effects of the debt crisis in Europe and China's attempt to rein in its economy plagued equities during the spring, but markets reacted positively to the Federal Reserve's second round of stimulative quantitative easing and the Congressional midterm elections in November, followed in December by the extension of Bush-era tax policies. For the full year, the S&P 500® Index advanced 22.57%, with all but one of the 10 major sectors tracked by MSCI® U.S. Investable Market classifications delivering a double-digit gain. While cyclically oriented sectors benefited from an overall improving economy, less economically sensitive sectors fell short of the broad market. Energy and materials stocks performed best, while the health care and consumer staples groups struggled the most.

Comments from Maximilian Kaufmann, member of the Geode Capital Management, LLC, investment management team for Fidelity® Large Cap Value Enhanced Index Fund: For the 12 months, the fund returned 20.15%, lagging the 22.16% return of the Russell 1000® Value Index. Weak security selection, most notably in the information technology, industrials and utilities sectors, weighed on results. The fund's positioning in financials also was challenging. Stock picking in materials and health care helped the fund's relative performance. Topping the list of detractors was financial holding company Prosperity Bancshares. Several other financials stocks lagged, including insurance provider Axis Capital Holdings and asset manager and financial planning firm Waddell & Reed Financial. In the technology sector, Hewlett-Packard saw its shares lose significant ground last August, following the unexpected resignation of the company's CEO. Also, late in the reporting period, the computer and peripherals company reduced its revenue target for the coming fiscal year. Underweighting strong-performing semiconductor manufacturer Micron Technology also hurt. Elsewhere, for-profit post-secondary education provider ITT Educational Services and apparel retailer Gap disappointed. On the positive side, weight-loss business Weight Watchers International added the most to the fund's result. Energy stocks such as oil-field services company RPC and energy equipment provider National Oilwell Varco benefited from an increasingly favorable market backdrop, given the rising price of oil. Paper company Domtar was helpful, as was media company CBS. Some of the names I've mentioned were not in the index, and some were no longer held at period end.

The views expressed above reflect those of the portfolio manager(s) only through the end of the period as stated on the cover of this report and do not necessarily represent the views of Fidelity or any other person in the Fidelity organization. Any such views are subject to change at any time based upon market or other conditions and Fidelity disclaims any responsibility to update such views. These views may not be relied on as investment advice and, because investment decisions for a Fidelity fund are based on numerous factors, may not be relied on as an indication of trading intent on behalf of any Fidelity fund.

Annual Report

Fidelity Large Cap Value Enhanced Index Fund

Investment Changes (Unaudited)

Top Ten Stocks as of February 28, 2011

 

% of fund's
net assets

% of fund's net assets
6 months ago

Chevron Corp.

2.9

2.8

JPMorgan Chase & Co.

2.9

2.8

General Electric Co.

2.6

2.5

AT&T, Inc.

2.4

3.5

Procter & Gamble Co.

2.3

2.9

Wells Fargo & Co.

2.3

2.2

Pfizer, Inc.

2.2

2.2

Berkshire Hathaway, Inc. Class B

2.2

2.6

Johnson & Johnson

2.0

2.3

Bank of America Corp.

1.8

2.2

 

23.6

Market Sectors as of February 28, 2011

 

% of fund's
net assets

% of fund's net assets
6 months ago

Financials

27.0

26.5

Energy

13.8

11.3

Health Care

13.1

14.1

Industrials

9.3

8.5

Consumer Staples

8.1

10.3

Consumer Discretionary

8.1

7.8

Information Technology

7.0

5.5

Utilities

5.1

6.4

Telecommunication Services

4.4

5.6

Materials

3.3

3.6

Annual Report

Fidelity Large Cap Value Enhanced Index Fund

Investments February 28, 2011

Showing Percentage of Net Assets

Common Stocks - 99.2%

Shares

Value

CONSUMER DISCRETIONARY - 8.1%

Auto Components - 0.4%

Autoliv, Inc.

1,100

$ 82,379

Lear Corp.

800

84,640

TRW Automotive Holdings Corp. (a)

2,300

130,640

 

297,659

Diversified Consumer Services - 0.2%

Apollo Group, Inc. Class A (non-vtg.) (a)

3,700

167,462

Hotels, Restaurants & Leisure - 0.5%

Brinker International, Inc.

5,753

136,001

Carnival Corp. unit

1,500

64,005

Wyndham Worldwide Corp.

6,800

212,704

 

412,710

Household Durables - 0.3%

Stanley Black & Decker, Inc.

1,600

121,328

Tupperware Brands Corp.

2,200

118,030

 

239,358

Internet & Catalog Retail - 0.1%

Liberty Media Corp. Interactive
Series A (a)

6,800

109,208

Leisure Equipment & Products - 0.2%

Polaris Industries, Inc. (d)

2,610

196,925

Media - 5.3%

CBS Corp. Class B

23,001

548,804

Comcast Corp. Class A

35,177

906,160

Gannett Co., Inc.

10,131

167,263

Liberty Global, Inc. Class A (a)

5,940

250,074

News Corp. Class A

22,055

383,095

The Walt Disney Co.

24,455

1,069,662

Time Warner Cable, Inc.

3,664

264,468

Time Warner, Inc.

16,997

649,285

Viacom, Inc. Class B (non-vtg.)

6,529

291,585

 

4,530,396

Multiline Retail - 0.3%

Macy's, Inc.

11,063

264,406

Specialty Retail - 0.5%

Advance Auto Parts, Inc. (d)

3,593

225,209

Foot Locker, Inc.

3,800

75,506

Signet Jewelers Ltd. (a)

3,543

155,431

 

456,146

Textiles, Apparel & Luxury Goods - 0.3%

VF Corp.

2,100

200,907

TOTAL CONSUMER DISCRETIONARY

6,875,177

CONSUMER STAPLES - 8.1%

Beverages - 1.2%

Dr Pepper Snapple Group, Inc. (d)

3,913

141,103

Molson Coors Brewing Co. Class B

1,500

68,595

 

Shares

Value

PepsiCo, Inc.

5,763

$ 365,489

The Coca-Cola Co.

6,726

429,926

 

1,005,113

Food & Staples Retailing - 1.1%

CVS Caremark Corp.

11,008

363,924

Kroger Co.

1,848

42,319

Wal-Mart Stores, Inc.

8,900

462,622

Walgreen Co.

2,800

121,352

 

990,217

Food Products - 2.3%

Archer Daniels Midland Co.

6,850

254,683

ConAgra Foods, Inc.

3,078

71,286

Corn Products International, Inc.

2,400

117,168

Del Monte Foods Co.

8,235

155,889

General Mills, Inc.

3,251

120,742

Hershey Co.

3,700

193,584

Kraft Foods, Inc. Class A (d)

14,144

450,345

Smithfield Foods, Inc. (a)

3,500

81,025

The J.M. Smucker Co.

2,623

180,567

Tyson Foods, Inc. Class A

16,717

311,438

 

1,936,727

Household Products - 2.5%

Energizer Holdings, Inc. (a)

2,200

147,026

Procter & Gamble Co.

31,465

1,983,868

 

2,130,894

Tobacco - 1.0%

Altria Group, Inc.

11,588

293,988

Lorillard, Inc.

1,700

130,509

Philip Morris International, Inc.

6,842

429,541

 

854,038

TOTAL CONSUMER STAPLES

6,916,989

ENERGY - 13.8%

Energy Equipment & Services - 3.3%

Baker Hughes, Inc.

1,611

114,462

Cameron International Corp. (a)

1,300

76,869

Complete Production Services, Inc. (a)

3,100

89,311

Halliburton Co.

2,572

120,730

Helmerich & Payne, Inc. (d)

4,989

324,235

McDermott International, Inc. (a)

10,500

240,975

National Oilwell Varco, Inc.

10,202

811,773

Oceaneering International, Inc. (a)

4,200

351,246

Oil States International, Inc. (a)(d)

5,320

387,243

Schlumberger Ltd.

2,131

199,078

SEACOR Holdings, Inc.

600

56,862

 

2,772,784

Oil, Gas & Consumable Fuels - 10.5%

Alpha Natural Resources, Inc. (a)

1,200

65,064

Anadarko Petroleum Corp.

5,832

477,233

Apache Corp.

3,739

465,954

Arch Coal, Inc.

1,600

53,648

Common Stocks - continued

Shares

Value

ENERGY - continued

Oil, Gas & Consumable Fuels - continued

Chesapeake Energy Corp. (d)

4,986

$ 177,551

Chevron Corp.

24,096

2,499,956

ConocoPhillips

13,300

1,035,671

CVR Energy, Inc. (a)

6,000

113,400

Devon Energy Corp.

5,056

462,321

Exxon Mobil Corp.

6,700

573,051

Hess Corp.

3,292

286,503

Marathon Oil Corp.

3,051

151,330

Murphy Oil Corp.

2,100

154,413

Noble Energy, Inc.

692

64,121

Occidental Petroleum Corp.

7,418

756,413

Peabody Energy Corp.

4,938

323,390

Pioneer Natural Resources Co. (d)

1,200

122,808

Spectra Energy Corp.

7,234

193,510

Valero Energy Corp. (d)

16,500

464,970

W&T Offshore, Inc.

6,000

153,180

Whiting Petroleum Corp. (a)

5,200

339,768

 

8,934,255

TOTAL ENERGY

11,707,039

FINANCIALS - 27.0%

Capital Markets - 3.1%

Ameriprise Financial, Inc.

7,500

474,900

Bank of New York Mellon Corp.

10,375

315,296

BlackRock, Inc. Class A

700

142,793

Goldman Sachs Group, Inc.

5,593

916,022

Invesco Ltd.

4,000

107,360

Morgan Stanley

9,735

288,935

Raymond James Financial, Inc.

2,400

91,968

State Street Corp.

5,956

266,352

 

2,603,626

Commercial Banks - 5.3%

BB&T Corp.

3,700

102,120

CIT Group, Inc. (a)

1,295

56,099

East West Bancorp, Inc.

12,500

290,250

Fifth Third Bancorp

6,800

99,280

Huntington Bancshares, Inc.

8,000

54,720

KeyCorp

26,000

237,640

M&T Bank Corp.

1,800

158,490

PNC Financial Services Group, Inc.

7,185

443,315

Prosperity Bancshares, Inc.

3,000

122,460

Signature Bank, New York (a)(d)

2,400

124,536

SunTrust Banks, Inc.

5,500

165,935

U.S. Bancorp, Delaware

23,886

662,359

Wells Fargo & Co.

60,705

1,958,343

 

4,475,547

Consumer Finance - 1.4%

Capital One Financial Corp. (d)

8,413

418,715

 

Shares

Value

Credit Acceptance Corp. (a)(d)

2,687

$ 189,702

Discover Financial Services

20,271

440,894

SLM Corp. (a)

8,500

125,970

 

1,175,281

Diversified Financial Services - 7.0%

Bank of America Corp.

110,058

1,572,729

Citigroup, Inc. (a)

235,021

1,099,898

CME Group, Inc.

411

127,936

JPMorgan Chase & Co.

52,905

2,470,134

Moody's Corp. (d)

13,010

415,019

The NASDAQ Stock Market, Inc. (a)(d)

10,700

306,127

 

5,991,843

Insurance - 7.1%

ACE Ltd.

3,621

229,028

AFLAC, Inc.

1,500

88,290

Allied World Assurance Co. Holdings Ltd.

1,800

111,078

Allstate Corp.

2,600

82,628

Axis Capital Holdings Ltd.

4,160

151,091

Berkshire Hathaway, Inc. Class B (a)

21,300

1,859,064

Endurance Specialty Holdings Ltd.

4,900

242,991

Hartford Financial Services Group, Inc.

4,800

142,080

Lincoln National Corp.

3,500

111,020

MetLife, Inc.

2,845

134,739

Montpelier Re Holdings Ltd. (d)

12,688

255,917

PartnerRe Ltd.

1,000

79,300

Primerica, Inc.

3,001

77,306

Principal Financial Group, Inc.

3,900

133,614

Progressive Corp.

4,000

83,320

Protective Life Corp.

12,120

344,572

Prudential Financial, Inc. (d)

7,800

513,474

Reinsurance Group of America, Inc.

5,000

301,950

RenaissanceRe Holdings Ltd.

1,861

124,724

Symetra Financial Corp.

17,000

243,100

The Chubb Corp.

3,500

212,380

The Travelers Companies, Inc.

4,282

256,620

Torchmark Corp. (d)

3,429

223,742

Validus Holdings Ltd.

2,786

86,227

 

6,088,255

Real Estate Investment Trusts - 2.8%

Annaly Capital Management, Inc.

4,462

80,004

Boston Properties, Inc. (d)

500

47,960

CBL & Associates Properties, Inc. (d)

12,000

214,200

Equity Residential (SBI)

2,500

137,775

HCP, Inc. (d)

3,500

133,000

Highwoods Properties, Inc. (SBI) (d)

4,000

135,720

Hospitality Properties Trust (SBI)

10,855

249,665

MFA Financial, Inc.

21,000

177,870

Nationwide Health Properties, Inc.

3,800

162,412

Public Storage (d)

1,200

134,700

Rayonier, Inc.

5,100

312,783

Simon Property Group, Inc. (d)

2,095

230,534

Ventas, Inc.

2,200

121,924

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Real Estate Investment Trusts - continued

Vornado Realty Trust

600

$ 55,998

Weyerhaeuser Co.

6,500

158,665

 

2,353,210

Real Estate Management & Development - 0.1%

Jones Lang LaSalle, Inc.

1,200

118,104

Thrifts & Mortgage Finance - 0.2%

New York Community Bancorp, Inc.

6,000

111,960

NewAlliance Bancshares, Inc.

5,500

86,020

 

197,980

TOTAL FINANCIALS

23,003,846

HEALTH CARE - 13.1%

Biotechnology - 1.4%

Amgen, Inc. (a)

9,500

487,635

Biogen Idec, Inc. (a)(d)

7,186

491,522

Myriad Genetics, Inc. (a)(d)

9,000

166,680

 

1,145,837

Health Care Equipment & Supplies - 0.2%

Cooper Companies, Inc.

1,100

68,002

Zimmer Holdings, Inc. (a)

1,800

112,212

 

180,214

Health Care Providers & Services - 3.3%

Aetna, Inc.

7,311

273,139

Cardinal Health, Inc.

12,002

499,763

CIGNA Corp.

6,000

252,420

Health Management Associates, Inc. Class A (a)

9,171

91,710

Humana, Inc. (a)

8,217

534,187

McKesson Corp.

1,600

126,848

UnitedHealth Group, Inc.

17,874

761,075

WellPoint, Inc.

3,863

256,774

 

2,795,916

Life Sciences Tools & Services - 0.4%

Bio-Rad Laboratories, Inc. Class A (a)

600

68,496

Life Technologies Corp. (a)(d)

2,042

108,982

Thermo Fisher Scientific, Inc. (a)

3,200

178,624

 

356,102

Pharmaceuticals - 7.8%

Bristol-Myers Squibb Co.

16,850

434,899

Eli Lilly & Co.

14,365

496,454

Endo Pharmaceuticals Holdings, Inc. (a)(d)

9,779

347,350

Forest Laboratories, Inc. (a)

12,137

393,239

Johnson & Johnson

27,925

1,715,712

King Pharmaceuticals, Inc. (a)

14,000

199,360

 

Shares

Value

Merck & Co., Inc.

37,227

$ 1,212,483

Pfizer, Inc.

97,051

1,867,261

 

6,666,758

TOTAL HEALTH CARE

11,144,827

INDUSTRIALS - 9.3%

Aerospace & Defense - 1.8%

General Dynamics Corp.

3,675

279,741

ITT Corp.

1,500

86,895

L-3 Communications Holdings, Inc.

1,530

121,314

Lockheed Martin Corp.

2,000

158,320

Northrop Grumman Corp.

6,800

453,424

Raytheon Co.

7,026

359,801

Rockwell Collins, Inc.

1,000

64,440

 

1,523,935

Air Freight & Logistics - 0.7%

Atlas Air Worldwide Holdings, Inc. (a)

4,823

329,314

United Parcel Service, Inc. Class B

3,939

290,698

 

620,012

Airlines - 0.1%

Alaska Air Group, Inc. (a)

2,000

118,900

Commercial Services & Supplies - 0.3%

R.R. Donnelley & Sons Co.

10,380

193,276

Waste Management, Inc.

2,546

94,355

 

287,631

Construction & Engineering - 0.8%

KBR, Inc.

12,000

393,600

URS Corp. (a)

5,100

237,303

 

630,903

Industrial Conglomerates - 2.9%

General Electric Co.

106,816

2,234,591

Tyco International Ltd.

5,200

235,768

 

2,470,359

Machinery - 1.4%

AGCO Corp. (a)

1,800

98,604

Eaton Corp.

1,400

155,092

Ingersoll-Rand Co. Ltd.

3,600

163,080

Joy Global, Inc.

2,600

253,188

Oshkosh Co. (a)

5,013

178,814

Parker Hannifin Corp.

2,000

178,360

Timken Co.

2,599

126,623

 

1,153,761

Road & Rail - 1.3%

CSX Corp.

5,024

375,092

Norfolk Southern Corp.

3,764

246,843

Union Pacific Corp.

5,100

486,591

 

1,108,526

TOTAL INDUSTRIALS

7,914,027

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - 7.0%

Communications Equipment - 0.5%

Harris Corp. (d)

3,770

$ 175,908

Motorola Mobility Holdings, Inc.

1,943

58,679

Motorola Solutions, Inc.

2,221

85,819

Plantronics, Inc.

2,090

72,920

 

393,326

Computers & Peripherals - 0.5%

Hewlett-Packard Co.

5,131

223,866

QLogic Corp. (a)(d)

7,400

133,644

Western Digital Corp. (a)

2,100

64,218

 

421,728

Electronic Equipment & Components - 0.9%

Corning, Inc.

17,580

405,395

Vishay Intertechnology, Inc. (a)(d)

22,387

390,653

 

796,048

Internet Software & Services - 0.4%

eBay, Inc. (a)

7,100

237,886

IAC/InterActiveCorp (a)

4,500

139,815

 

377,701

IT Services - 1.0%

Accenture PLC Class A

4,200

216,216

CACI International, Inc. Class A (a)(d)

5,500

326,260

Computer Sciences Corp.

1,329

63,965

Fiserv, Inc. (a)

1,200

75,924

International Business Machines Corp.

1,041

168,517

 

850,882

Office Electronics - 0.2%

Xerox Corp.

5,273

56,685

Zebra Technologies Corp. Class A (a)

2,327

86,844

 

143,529

Semiconductors & Semiconductor Equipment - 1.8%

Advanced Micro Devices, Inc. (a)(d)

10,000

92,100

Fairchild Semiconductor International, Inc. (a)(d)

3,800

66,918

Intel Corp.

25,447

546,347

KLA-Tencor Corp.

3,000

146,460

Micron Technology, Inc. (a)

11,000

122,430

Novellus Systems, Inc. (a)

3,600

143,856

RF Micro Devices, Inc. (a)(d)

12,000

90,000

Texas Instruments, Inc.

8,400

299,124

 

1,507,235

Software - 1.7%

Activision Blizzard, Inc.

8,000

88,960

CA, Inc.

2,300

56,994

Microsoft Corp.

32,500

863,850

 

Shares

Value

Oracle Corp.

3,845

$ 126,501

Symantec Corp. (a)

18,728

337,666

 

1,473,971

TOTAL INFORMATION TECHNOLOGY

5,964,420

MATERIALS - 3.3%

Chemicals - 2.1%

Cabot Corp.

1,800

77,868

Dow Chemical Co.

11,490

426,968

E.I. du Pont de Nemours & Co.

7,146

392,101

Lubrizol Corp.

3,701

402,928

PPG Industries, Inc.

3,995

353,078

Rockwood Holdings, Inc. (a)(d)

2,763

128,618

 

1,781,561

Containers & Packaging - 0.2%

Ball Corp.

3,918

141,440

Rock-Tenn Co. Class A (d)

1,240

85,126

 

226,566

Metals & Mining - 0.3%

Alcoa, Inc. (d)

3,306

55,706

Freeport-McMoRan Copper & Gold, Inc.

2,854

151,119

Walter Energy, Inc.

400

48,404

 

255,229

Paper & Forest Products - 0.7%

Domtar Corp.

4,228

369,527

International Paper Co.

2,500

69,450

MeadWestvaco Corp. (d)

4,500

132,075

 

571,052

TOTAL MATERIALS

2,834,408

TELECOMMUNICATION SERVICES - 4.4%

Diversified Telecommunication Services - 4.2%

AT&T, Inc.

71,696

2,034,732

CenturyLink, Inc.

3,500

144,130

Qwest Communications International, Inc.

18,000

122,760

Verizon Communications, Inc.

35,268

1,302,095

 

3,603,717

Wireless Telecommunication Services - 0.2%

Sprint Nextel Corp. (a)

35,485

155,069

TOTAL TELECOMMUNICATION SERVICES

3,758,786

UTILITIES - 5.1%

Electric Utilities - 3.1%

American Electric Power Co., Inc.

5,770

206,451

DPL, Inc. (d)

7,633

198,611

Duke Energy Corp.

11,500

206,885

Edison International

3,800

141,056

Entergy Corp.

4,057

288,858

Common Stocks - continued

Shares

Value

UTILITIES - continued

Electric Utilities - continued

Exelon Corp. (d)

7,864

$ 328,401

FirstEnergy Corp.

2,100

80,430

NextEra Energy, Inc.

4,622

256,382

Northeast Utilities

2,747

93,508

Portland General Electric Co. (d)

13,070

306,099

PPL Corp. (d)

1,439

36,594

Progress Energy, Inc.

2,943

134,525

Southern Co.

8,984

342,380

 

2,620,180

Gas Utilities - 0.3%

Energen Corp.

4,030

246,233

Multi-Utilities - 1.7%

Ameren Corp.

14,522

406,035

Consolidated Edison, Inc. (d)

1,782

89,064

Dominion Resources, Inc.

5,274

240,653

PG&E Corp.

3,719

171,297

Public Service Enterprise Group, Inc.

9,800

320,460

Sempra Energy

2,900

154,367

Xcel Energy, Inc. (d)

5,400

129,276

 

1,511,152

TOTAL UTILITIES

4,377,565

TOTAL COMMON STOCKS

(Cost $70,948,301)

84,497,084

Investment Companies - 0.1%

 

 

 

 

Ares Capital Corp.
(Cost $75,296)

4,500

80,235

U.S. Treasury Obligations - 0.3%

 

Principal Amount

 

U.S. Treasury Bills, yield at date of purchase 0.19% to 0.2% 7/28/11 (e)
(Cost $229,813)

$ 230,000

229,860

Money Market Funds - 11.2%

Shares

Value

Dreyfus Cash Management Institutional Shares, 0.10% (f)

434,386

$ 434,386

Fidelity Securities Lending Cash Central Fund, 0.21% (b)(c)

9,098,844

9,098,844

TOTAL MONEY MARKET FUNDS

(Cost $9,533,230)

9,533,230

TOTAL INVESTMENT PORTFOLIO - 110.8%

(Cost $80,786,640)

94,340,409

NET OTHER ASSETS (LIABILITIES) - (10.8)%

(9,217,319)

NET ASSETS - 100%

$ 85,123,090

Futures Contracts

Expiration Date

Underlying Face Amount at Value

Unrealized Appreciation/(Depreciation)

Purchased

Equity Index Contracts

9 CME E-mini S&P 500 Index Contracts

March 2011

$ 596,745

$ 21,142

 

The face value of futures purchased as a percentage of net assets is 0.7%

Legend

(a) Non-income producing

(b) Affiliated fund that is 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, which are not covered by the Fund's Report of Independent Registered Public Accounting Firm, are available on the SEC's website or upon request.

(c) Investment made with cash collateral received from securities on loan.

(d) Security or a portion of the security is on loan at period end.

(e) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At the period end, the value of securities pledged amounted to $229,860.

(f) The rate quoted is the annualized seven-day yield at period end.

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

Fidelity Securities Lending Cash Central Fund

$ 13,555

Other Information

The following is a summary of the inputs used, as of February 28, 2011, 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. For more information on valuation inputs, and their aggregation into the levels used in the table below, please refer to the Security Valuation section in the accompanying Notes to Financial Statements.

Valuation Inputs at Reporting Date:

Description

Total

Level 1

Level 2

Level 3

Investments in Securities:

Equities:

Consumer Discretionary

$ 6,875,177

$ 6,875,177

$ -

$ -

Consumer Staples

6,916,989

6,916,989

-

-

Energy

11,707,039

11,707,039

-

-

Financials

23,003,846

23,003,846

-

-

Health Care

11,144,827

11,144,827

-

-

Industrials

7,914,027

7,914,027

-

-

Information Technology

5,964,420

5,964,420

-

-

Materials

2,834,408

2,834,408

-

-

Telecommunication Services

3,758,786

3,758,786

-

-

Utilities

4,377,565

4,377,565

-

-

Investment Companies

80,235

80,235

-

-

U.S. Government and Government Agency Obligations

229,860

-

229,860

-

Money Market Funds

9,533,230

9,533,230

-

-

Total Investments in Securities:

$ 94,340,409

$ 94,110,549

$ 229,860

$ -

Derivative Instruments:

Assets

Futures Contracts

$ 21,142

$ 21,142

$ -

$ -

Value of Derivative Instruments

The following table is a summary of the Fund's value of derivative instruments by risk exposure as of February 28, 2011. For additional information on derivative instruments, please refer to the Derivative Instruments section in the accompanying Notes to Financial Statements.

Risk Exposure /
Derivative Type

Value

 

Asset

Liability

Equity Risk

Futures Contracts (a)

$ 21,142

$ -

Total Value of Derivatives

$ 21,142

$ -

(a) Reflects cumulative appreciation/(depreciation) on futures contracts as disclosed on the Schedule of Investments. Only the period end variation margin is separately disclosed on the Statement of Assets and Liabilities.

Income Tax Information

At February 28, 2011, the Fund had a capital loss carryforward of approximately $187,547 all of which will expire in fiscal 2017. Capital loss carryforwards are only available to offset future capital gains of the Fund to the extent provided by regulations and may be limited.

See accompanying notes which are an integral part of the financial statements.

Annual Report

Fidelity Large Cap Value Enhanced Index Fund

Financial Statements

Statement of Assets and Liabilities

 

February 28, 2011

 

 

 

Assets

Investment in securities, at value (including securities loaned of $8,941,816) - See accompanying schedule:

Unaffiliated issuers (cost $71,687,796)

$ 85,241,565

 

Fidelity Central Funds (cost $9,098,844)

9,098,844

 

Total Investments (cost $80,786,640)

 

$ 94,340,409

Receivable for fund shares sold

69,260

Dividends receivable

181,607

Interest receivable

60

Distributions receivable from Fidelity Central Funds

766

Receivable for daily variation on futures contracts

4,184

Total assets

94,596,286

 

 

 

Liabilities

Payable for fund shares redeemed

342,924

Accrued management fee

20,975

Other affiliated payables

10,453

Collateral on securities loaned, at value

9,098,844

Total liabilities

9,473,196

 

 

 

Net Assets

$ 85,123,090

Net Assets consist of:

 

Paid in capital

$ 71,933,982

Undistributed net investment income

167,330

Accumulated undistributed net realized gain (loss) on investments

(553,133)

Net unrealized appreciation (depreciation) on investments

13,574,911

Net Assets, for 10,743,462 shares outstanding

$ 85,123,090

Net Asset Value, offering price and redemption price per share ($85,123,090 ÷ 10,743,462 shares)

$ 7.92

Statement of Operations

 

Year ended February 28, 2011

 

 

 

Investment Income

 

 

Dividends

 

$ 1,535,859

Interest

 

1,647

Income from Fidelity Central Funds (including $13,555 from security lending)

 

13,555

Total income

 

1,551,061

 

 

 

Expenses

Management fee

$ 210,366

Transfer agent fees

105,612

Independent trustees' compensation

860

Miscellaneous

202

Total expenses before reductions

317,040

Expense reductions

(10)

317,030

Net investment income (loss)

1,234,031

Realized and Unrealized Gain (Loss)

Net realized gain (loss) on:

Investment securities:

 

 

Unaffiliated issuers

1,446,151

Futures contracts

23,654

Total net realized gain (loss)

 

1,469,805

Change in net unrealized appreciation (depreciation) on:

Investment securities

10,747,588

Futures contracts

9,029

Total change in net unrealized appreciation (depreciation)

 

10,756,617

Net gain (loss)

12,226,422

Net increase (decrease) in net assets resulting from operations

$ 13,460,453

See accompanying notes which are an integral part of the financial statements.

Annual Report

Statement of Changes in Net Assets

 

Year ended February 28,
2011

Year ended February 28,
2010

Increase (Decrease) in Net Assets

 

 

Operations

 

 

Net investment income (loss)

$ 1,234,031

$ 1,326,082

Net realized gain (loss)

1,469,805

3,447,132

Change in net unrealized appreciation (depreciation)

10,756,617

17,362,934

Net increase (decrease) in net assets resulting from operations

13,460,453

22,136,148

Distributions to shareholders from net investment income

(1,184,075)

(1,285,327)

Share transactions
Proceeds from sales of shares

22,891,708

60,558,743

Reinvestment of distributions

1,155,878

1,254,502

Cost of shares redeemed

(20,225,202)

(33,801,530)

Net increase (decrease) in net assets resulting from share transactions

3,822,384

28,011,715

Total increase (decrease) in net assets

16,098,762

48,862,536

 

 

 

Net Assets

Beginning of period

69,024,328

20,161,792

End of period (including undistributed net investment income of $167,330 and undistributed net investment income of $203,537, respectively)

$ 85,123,090

$ 69,024,328

Other Information

Shares

Sold

3,182,934

11,338,883

Issued in reinvestment of distributions

158,090

197,134

Redeemed

(2,904,695)

(5,617,182)

Net increase (decrease)

436,329

5,918,835

Financial Highlights

Years ended February 28,

2011

2010

2009

2008 G

Selected Per-Share Data

 

 

 

 

Net asset value, beginning of period

$ 6.70

$ 4.59

$ 8.68

$ 10.00

Income from Investment Operations

 

 

 

 

Net investment income (loss) D

  .12

.13

.20

.18

Net realized and unrealized gain (loss)

  1.22

2.11

(4.14)

(1.37)

Total from investment operations

  1.34

2.24

(3.94)

(1.19)

Distributions from net investment income

  (.12)

(.13)

(.15)

(.13)

Net asset value, end of period

$ 7.92

$ 6.70

$ 4.59

$ 8.68

Total Return B, C

  20.15%

48.83%

(45.82)%

(12.00)%

Ratios to Average Net Assets E, H

 

 

 

 

Expenses before reductions

  .45%

.45%

.45%

.45% A

Expenses net of fee waivers, if any

  .45%

.45%

.45%

.45% A

Expenses net of all reductions

  .45%

.45%

.45%

.45% A

Net investment income (loss)

  1.76%

2.11%

2.81%

2.12% A

Supplemental Data

 

 

 

 

Net assets, end of period (000 omitted)

$ 85,123

$ 69,024

$ 20,162

$ 24,379

Portfolio turnover rate F

  83%

89% I

72% I

65% A

A Annualized

B Total returns for periods of less than one year are not annualized.

C Total returns would have been lower had certain expenses not been reduced during the periods shown.

D Calculated based on average shares outstanding during the period.

E Fees and expenses of the underlying Fidelity Central Funds are not included in the Fund's expense ratio. The Fund indirectly bears its proportionate share of the expenses of any underlying Fidelity Central Funds.

F Amount does not include the portfolio activity of any underlying Fidelity Central Funds.

G For the period April 19, 2007 (commencement of operations) to February 29, 2008.

H Expense ratios reflect operating expenses of the Fund. Expenses before reductions do not reflect amounts reimbursed by the investment adviser or reductions from expense offset arrangements and do not represent the amount paid by the Fund during periods when reimbursements or reductions occur. Expenses net of fee waivers reflect expenses after reimbursement by the investment adviser but prior to reductions from expense offset arrangements. Expenses net of all reductions represent the net expenses paid by the Fund.

I Reflects adjustments to exclude transactions in money market mutual funds.

See accompanying notes which are an integral part of the financial statements.

Annual Report

Fidelity Large Cap Core Enhanced Index Fund

Performance: The Bottom Line

Average annual total return reflects the change in the value of an investment, assuming reinvestment of the fund's distributions from dividend income and capital gains (the profits earned upon the sale of securities that have grown in value, if any) and assuming a constant rate of performance each year. The $10,000 table and the fund's returns do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. During periods of reimbursement by Fidelity a fund's total returns will be greater than it would be had the reimbursement not occurred. How a fund did yesterday is no guarantee of how it will do tomorrow.

Average Annual Total Returns

Periods ended February 28, 2011

Past 1
year

Life of
fund
A

Fidelity Large Cap Core Enhanced Index Fund

20.25%

-0.91%

A From April 19, 2007.

$10,000 Over Life of Fund

Let's say hypothetically that $10,000 was invested in Fidelity Large Cap Core Enhanced Index Fund on April 19, 2007, when the fund started. The chart shows how the value of your investment would have changed, and also shows how the S&P 500® Index performed over the same period.

fid50

Annual Report

Fidelity Large Cap Core Enhanced Index Fund

Management's Discussion of Fund Performance

Market Recap: Steady economic growth, encouraging monetary policy, improving credit-market conditions, an uptick in merger-and-acquisition activity and better-than-expected corporate earnings propelled U.S. stock markets forward during the 12-month period ending February 28, 2011. Uncertainty over the global effects of the debt crisis in Europe and China's attempt to rein in its economy plagued equities during the spring, but markets reacted positively to the Federal Reserve's second round of stimulative quantitative easing and the Congressional midterm elections in November, followed in December by the extension of Bush-era tax policies. For the full year, the S&P 500® Index advanced 22.57%, with all but one of the 10 major sectors tracked by MSCI U.S. Investable Market classifications delivering a double-digit gain. While cyclically oriented sectors benefited from an overall improving economy, less economically sensitive sectors fell short of the broad market. Energy and materials stocks performed best, while the health care and consumer staples groups struggled the most.

Comments from Maximilian Kaufmann, member of the Geode Capital Management, LLC, investment management team for Fidelity® Large Cap Core Enhanced Index Fund: For the 12 months, the fund returned 20.25%, lagging the S&P 500®. Weak security selection, most notably in the information technology and industrials sectors, weighed on results. The fund's positioning in the consumer discretionary group also was challenging. Stock picking in energy and materials helped the fund's relative performance. The biggest detractor was Hewlett-Packard, whose shares lost significant ground last August following the unexpected resignation of the company's CEO. Also, late in the reporting period, the computer and peripherals company reduced its revenue target for the coming fiscal year. The stock of financial holding company Prosperity Bancshares underperformed, as did for-profit post-secondary education provider ITT Educational Services. Other sources of underperformance included defense contractors L-3 Communications Holdings and Raytheon; software giant Microsoft, which has faced an increasingly challenging competitive environment; SanDisk, a maker of flash memory for electronic devices whose shares we owned at inopportune times; and truck manufacturer Oshkosh. In contrast, energy stocks benefited from an increasingly favorable market backdrop, given the rising price of oil. Companies such as oil and gas equipment maker National Oilwell Varco and energy exploration firm Helmerich & Payne did very well. Paper company Domtar and weight-loss business Weight Watchers International added to the fund's result, as did media company CBS. Many of the names I've mentioned were not in the index, and some were no longer held at period end.

The views expressed above reflect those of the portfolio manager(s) only through the end of the period as stated on the cover of this report and do not necessarily represent the views of Fidelity or any other person in the Fidelity organization. Any such views are subject to change at any time based upon market or other conditions and Fidelity disclaims any responsibility to update such views. These views may not be relied on as investment advice and, because investment decisions for a Fidelity fund are based on numerous factors, may not be relied on as an indication of trading intent on behalf of any Fidelity fund.

Annual Report

Fidelity Large Cap Core Enhanced Index Fund

Investment Changes (Unaudited)

Top Ten Stocks as of February 28, 2011

 

% of fund's
net assets

% of fund's net assets
6 months ago

Exxon Mobil Corp.

3.9

3.2

Apple, Inc.

3.1

2.6

General Electric Co.

2.3

2.1

Chevron Corp.

2.1

1.7

Microsoft Corp.

1.9

2.4

International Business Machines Corp.

1.8

2.0

Google, Inc. Class A

1.6

1.4

AT&T, Inc.

1.5

2.3

Procter & Gamble Co.

1.5

2.0

Wells Fargo & Co.

1.5

1.6

 

21.2

Market Sectors as of February 28, 2011

 

% of fund's
net assets

% of fund's net assets
6 months ago

Information Technology

20.0

18.4

Financials

15.1

14.7

Energy

14.3

12.1

Health Care

11.2

11.6

Consumer Discretionary

11.1

10.8

Industrials

10.3

10.2

Consumer Staples

8.6

11.2

Materials

4.4

3.8

Telecommunication Services

2.8

3.5

Utilities

1.7

2.7

Annual Report

Fidelity Large Cap Core Enhanced Index Fund

Investments February 28, 2011

Showing Percentage of Net Assets

Common Stocks - 99.5%

Shares

Value

CONSUMER DISCRETIONARY - 11.1%

Auto Components - 0.2%

Autoliv, Inc.

21,515

$ 1,611,258

Johnson Controls, Inc.

20,000

816,000

 

2,427,258

Automobiles - 0.4%

Ford Motor Co. (a)

272,144

4,095,767

Diversified Consumer Services - 0.1%

Apollo Group, Inc. Class A (non-vtg.) (a)

21,000

950,460

Hotels, Restaurants & Leisure - 1.7%

Brinker International, Inc.

44,653

1,055,597

Carnival Corp. unit

12,000

512,040

McDonald's Corp.

71,184

5,387,205

Starbucks Corp.

70,000

2,308,600

The Cheesecake Factory, Inc. (a)(e)

76,036

2,208,085

Wyndham Worldwide Corp.

80,000

2,502,400

Wynn Resorts Ltd. (e)

8,000

983,440

Yum! Brands, Inc.

36,600

1,842,078

 

16,799,445

Internet & Catalog Retail - 0.4%

Amazon.com, Inc. (a)

20,499

3,552,272

Leisure Equipment & Products - 0.3%

Polaris Industries, Inc. (e)

37,107

2,799,723

Media - 3.9%

CBS Corp. Class B

271,251

6,472,049

Comcast Corp. Class A

264,897

6,823,747

DIRECTV (a)(e)

42,438

1,950,875

McGraw-Hill Companies, Inc.

37,000

1,431,160

News Corp. Class A

153,646

2,668,831

The Walt Disney Co.

150,967

6,603,297

Time Warner Cable, Inc.

28,477

2,055,470

Time Warner, Inc.

194,722

7,438,380

Viacom, Inc. Class B (non-vtg.)

58,000

2,590,280

 

38,034,089

Multiline Retail - 0.7%

Macy's, Inc.

109,408

2,614,851

Nordstrom, Inc.

25,000

1,131,500

Target Corp.

49,628

2,607,951

 

6,354,302

Specialty Retail - 2.6%

Advance Auto Parts, Inc. (e)

36,044

2,259,238

AutoZone, Inc. (a)

3,800

980,210

Bed Bath & Beyond, Inc. (a)

25,000

1,203,750

Home Depot, Inc.

134,078

5,023,903

Limited Brands, Inc.

106,287

3,403,310

Lowe's Companies, Inc.

43,106

1,128,084

Ross Stores, Inc.

63,809

4,596,800

TJX Companies, Inc.

128,000

6,383,360

 

24,978,655

 

Shares

Value

Textiles, Apparel & Luxury Goods - 0.8%

Coach, Inc.

25,000

$ 1,373,000

NIKE, Inc. Class B

15,074

1,342,038

Polo Ralph Lauren Corp. Class A

9,000

1,140,390

VF Corp.

41,811

4,000,058

 

7,855,486

TOTAL CONSUMER DISCRETIONARY

107,847,457

CONSUMER STAPLES - 8.6%

Beverages - 2.1%

Dr Pepper Snapple Group, Inc. (e)

68,000

2,452,080

PepsiCo, Inc.

96,572

6,124,596

The Coca-Cola Co.

187,240

11,968,381

 

20,545,057

Food & Staples Retailing - 1.7%

Costco Wholesale Corp.

16,568

1,239,121

CVS Caremark Corp.

67,892

2,244,510

Wal-Mart Stores, Inc.

150,155

7,805,057

Walgreen Co.

93,626

4,057,751

Whole Foods Market, Inc.

22,200

1,300,032

 

16,646,471

Food Products - 1.2%

Corn Products International, Inc.

24,174

1,180,175

General Mills, Inc.

21,910

813,737

H.J. Heinz Co.

30,000

1,506,600

Hershey Co.

61,005

3,191,782

Kraft Foods, Inc. Class A (e)

81,662

2,600,118

Tyson Foods, Inc. Class A

130,000

2,421,900

 

11,714,312

Household Products - 1.7%

Colgate-Palmolive Co.

21,087

1,655,751

Kimberly-Clark Corp.

12,598

830,208

Procter & Gamble Co.

228,717

14,420,607

 

16,906,566

Tobacco - 1.9%

Altria Group, Inc.

109,981

2,790,218

Lorillard, Inc.

46,812

3,593,757

Philip Morris International, Inc.

183,656

11,529,924

 

17,913,899

TOTAL CONSUMER STAPLES

83,726,305

ENERGY - 14.3%

Energy Equipment & Services - 3.7%

Baker Hughes, Inc.

16,000

1,136,800

Cameron International Corp. (a)

20,000

1,182,600

Complete Production Services, Inc. (a)

50,000

1,440,500

Core Laboratories NV

14,000

1,446,900

Halliburton Co.

70,245

3,297,300

Helmerich & Payne, Inc.

45,873

2,981,286

McDermott International, Inc. (a)

130,000

2,983,500

Common Stocks - continued

Shares

Value

ENERGY - continued

Energy Equipment & Services - continued

National Oilwell Varco, Inc.

103,114

$ 8,204,781

Oceaneering International, Inc. (a)

38,000

3,177,940

Schlumberger Ltd.

107,503

10,042,930

 

35,894,537

Oil, Gas & Consumable Fuels - 10.6%

Anadarko Petroleum Corp.

39,058

3,196,116

Apache Corp.

14,568

1,815,464

Chevron Corp.

194,104

20,138,290

ConocoPhillips

163,235

12,711,109

Devon Energy Corp.

31,367

2,868,198

Exxon Mobil Corp.

436,579

37,340,599

Hess Corp.

24,000

2,088,720

Marathon Oil Corp.

19,378

961,149

Murphy Oil Corp.

27,000

1,985,310

Occidental Petroleum Corp.

97,009

9,892,008

Peabody Energy Corp.

66,924

4,382,853

Pioneer Natural Resources Co. (e)

9,000

921,060

Spectra Energy Corp.

50,000

1,337,500

Valero Energy Corp. (e)

45,000

1,268,100

Williams Companies, Inc.

45,000

1,366,200

 

102,272,676

TOTAL ENERGY

138,167,213

FINANCIALS - 15.1%

Capital Markets - 2.3%

American Capital Ltd. (a)(e)

100,000

934,000

Ameriprise Financial, Inc.

87,500

5,540,500

Bank of New York Mellon Corp.

50,000

1,519,500

Franklin Resources, Inc.

12,000

1,507,440

Goldman Sachs Group, Inc.

35,712

5,848,911

Invesco Ltd.

38,000

1,019,920

Morgan Stanley

90,000

2,671,200

State Street Corp.

37,107

1,659,425

T. Rowe Price Group, Inc.

20,000

1,339,600

 

22,040,496

Commercial Banks - 2.7%

East West Bancorp, Inc.

145,000

3,366,900

PNC Financial Services Group, Inc.

71,611

4,418,399

U.S. Bancorp, Delaware

137,352

3,808,771

Wells Fargo & Co.

443,891

14,319,924

 

25,913,994

Consumer Finance - 1.3%

American Express Co.

84,043

3,661,754

Capital One Financial Corp. (e)

69,276

3,447,867

Discover Financial Services

128,839

2,802,248

SLM Corp. (a)

205,846

3,050,638

 

12,962,507

Diversified Financial Services - 3.9%

Bank of America Corp.

723,014

10,331,870

 

Shares

Value

Citigroup, Inc. (a)

2,100,000

$ 9,828,000

JPMorgan Chase & Co.

298,661

13,944,482

Moody's Corp. (e)

33,000

1,052,700

The NASDAQ Stock Market, Inc. (a)(e)

100,000

2,861,000

 

38,018,052

Insurance - 3.1%

ACE Ltd.

62,621

3,960,778

AFLAC, Inc.

28,177

1,658,498

Berkshire Hathaway, Inc. Class B (a)

136,545

11,917,648

Hartford Financial Services Group, Inc.

50,000

1,480,000

MetLife, Inc.

41,510

1,965,914

Montpelier Re Holdings Ltd. (e)

76,442

1,541,835

Protective Life Corp.

144,000

4,093,920

Prudential Financial, Inc. (e)

31,588

2,079,438

The Travelers Companies, Inc.

21,022

1,259,848

 

29,957,879

Real Estate Investment Trusts - 1.8%

American Capital Agency Corp. (e)

30,000

883,500

CBL & Associates Properties, Inc. (e)

75,000

1,338,750

MFA Financial, Inc.

175,000

1,482,250

Nationwide Health Properties, Inc.

51,780

2,213,077

Public Storage (e)

25,000

2,806,250

Rayonier, Inc.

64,000

3,925,120

Simon Property Group, Inc. (e)

39,000

4,291,560

 

16,940,507

TOTAL FINANCIALS

145,833,435

HEALTH CARE - 11.2%

Biotechnology - 1.4%

Amgen, Inc. (a)

83,142

4,267,679

Biogen Idec, Inc. (a)(e)

77,187

5,279,591

Celgene Corp. (a)

17,264

916,718

Gilead Sciences, Inc. (a)

84,721

3,302,425

 

13,766,413

Health Care Equipment & Supplies - 0.9%

Baxter International, Inc.

25,699

1,365,902

Becton, Dickinson & Co.

17,166

1,373,280

Covidien PLC

28,000

1,440,600

Kinetic Concepts, Inc. (a)

16,200

793,314

Medtronic, Inc.

48,163

1,922,667

Stryker Corp. (e)

26,000

1,644,760

 

8,540,523

Health Care Providers & Services - 2.9%

Aetna, Inc.

42,000

1,569,120

AmerisourceBergen Corp.

32,000

1,213,120

Cardinal Health, Inc.

147,610

6,146,480

CIGNA Corp.

85,000

3,575,950

Express Scripts, Inc. (a)

17,164

964,960

Humana, Inc. (a)

89,076

5,790,831

McKesson Corp.

12,265

972,369

Medco Health Solutions, Inc. (a)

10,142

625,153

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Health Care Providers & Services - continued

UnitedHealth Group, Inc.

159,220

$ 6,779,588

WellPoint, Inc.

9,000

598,230

 

28,235,801

Life Sciences Tools & Services - 0.6%

Agilent Technologies, Inc. (a)

30,000

1,262,400

Life Technologies Corp. (a)(e)

23,468

1,252,487

Pharmaceutical Product Development, Inc.

50,000

1,373,500

Thermo Fisher Scientific, Inc. (a)

34,678

1,935,726

 

5,824,113

Pharmaceuticals - 5.4%

Abbott Laboratories

145,903

7,017,934

Allergan, Inc.

12,600

934,542

Bristol-Myers Squibb Co.

108,432

2,798,630

Eli Lilly & Co.

116,578

4,028,936

Endo Pharmaceuticals Holdings, Inc. (a)(e)

52,984

1,881,992

Forest Laboratories, Inc. (a)

156,607

5,074,067

Johnson & Johnson

215,111

13,216,420

Merck & Co., Inc.

202,937

6,609,658

Pfizer, Inc.

559,387

10,762,606

 

52,324,785

TOTAL HEALTH CARE

108,691,635

INDUSTRIALS - 10.3%

Aerospace & Defense - 2.5%

General Dynamics Corp.

57,104

4,346,756

Honeywell International, Inc.

61,941

3,587,003

Lockheed Martin Corp.

23,942

1,895,249

Northrop Grumman Corp.

80,000

5,334,400

Raytheon Co.

21,485

1,100,247

The Boeing Co.

29,432

2,119,398

United Technologies Corp.

73,871

6,171,183

 

24,554,236

Air Freight & Logistics - 0.9%

FedEx Corp.

5,545

499,161

United Parcel Service, Inc. Class B

113,647

8,387,149

 

8,886,310

Commercial Services & Supplies - 0.1%

R.R. Donnelley & Sons Co.

63,000

1,173,060

Construction & Engineering - 0.6%

KBR, Inc.

135,000

4,428,000

URS Corp. (a)

27,128

1,262,266

 

5,690,266

Electrical Equipment - 0.2%

Emerson Electric Co.

40,268

2,402,389

Industrial Conglomerates - 3.0%

3M Co.

56,156

5,179,268

 

Shares

Value

General Electric Co.

1,048,892

$ 21,942,821

Tyco International Ltd.

37,000

1,677,580

 

28,799,669

Machinery - 2.1%

Caterpillar, Inc.

44,138

4,543,124

Cummins, Inc.

4,062

410,749

Danaher Corp.

22,070

1,116,742

Deere & Co.

25,000

2,253,750

Eaton Corp.

13,500

1,495,530

Illinois Tool Works, Inc.

16,728

904,985

Joy Global, Inc.

26,247

2,555,933

Oshkosh Co. (a)

44,612

1,591,310

PACCAR, Inc.

7,935

397,782

Parker Hannifin Corp.

35,000

3,121,300

Timken Co.

35,000

1,705,200

 

20,096,405

Road & Rail - 0.9%

CSX Corp.

38,000

2,837,080

Norfolk Southern Corp.

27,000

1,770,660

Union Pacific Corp.

40,543

3,868,208

 

8,475,948

TOTAL INDUSTRIALS

100,078,283

INFORMATION TECHNOLOGY - 20.0%

Communications Equipment - 1.9%

Cisco Systems, Inc. (a)

395,516

7,340,777

Harris Corp. (e)

38,422

1,792,771

Plantronics, Inc.

29,493

1,029,011

QUALCOMM, Inc.

136,077

8,107,468

 

18,270,027

Computers & Peripherals - 5.2%

Apple, Inc. (a)

84,103

29,706,021

Dell, Inc. (a)(e)

133,586

2,114,666

EMC Corp. (a)

114,798

3,123,654

Hewlett-Packard Co.

242,808

10,593,713

QLogic Corp. (a)(e)

215,000

3,882,900

SanDisk Corp. (a)

21,000

1,041,600

 

50,462,554

Electronic Equipment & Components - 0.6%

Corning, Inc.

101,442

2,339,253

Vishay Intertechnology, Inc. (a)(e)

199,020

3,472,899

 

5,812,152

Internet Software & Services - 1.9%

eBay, Inc. (a)

86,050

2,883,105

Google, Inc. Class A (a)

25,788

15,818,359

 

18,701,464

IT Services - 3.5%

Accenture PLC Class A

71,000

3,655,080

Automatic Data Processing, Inc.

97,000

4,850,000

Cognizant Technology Solutions Corp. Class A (a)

18,000

1,383,660

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

IT Services - continued

International Business Machines Corp.

109,789

$ 17,772,643

MasterCard, Inc. Class A

8,000

1,924,480

Paychex, Inc.

25,000

840,750

The Western Union Co. (e)

50,000

1,099,500

Visa, Inc. Class A

35,000

2,556,750

 

34,082,863

Office Electronics - 0.1%

Zebra Technologies Corp. Class A (a)

28,936

1,079,892

Semiconductors & Semiconductor Equipment - 2.3%

Advanced Micro Devices, Inc. (a)(e)

157,704

1,452,454

Analog Devices, Inc.

48,000

1,914,240

Intel Corp.

518,344

11,128,846

KLA-Tencor Corp.

25,000

1,220,500

Lam Research Corp. (a)

32,000

1,756,800

Novellus Systems, Inc. (a)

22,000

879,120

Texas Instruments, Inc.

93,000

3,311,730

 

21,663,690

Software - 4.5%

Activision Blizzard, Inc.

195,000

2,168,400

Adobe Systems, Inc. (a)(e)

52,000

1,794,000

BMC Software, Inc. (a)

22,000

1,089,000

CA, Inc.

190,000

4,708,200

Intuit, Inc. (a)

52,000

2,734,160

Microsoft Corp.

681,751

18,120,942

Oracle Corp.

366,768

12,066,667

Symantec Corp. (a)

32,725

590,032

 

43,271,401

TOTAL INFORMATION TECHNOLOGY

193,344,043

MATERIALS - 4.4%

Chemicals - 2.3%

Dow Chemical Co.

93,572

3,477,136

E.I. du Pont de Nemours & Co.

125,069

6,862,536

Lubrizol Corp.

28,659

3,120,105

Monsanto Co.

23,000

1,653,470

PPG Industries, Inc.

39,503

3,491,275

Praxair, Inc.

12,000

1,192,560

Rockwood Holdings, Inc. (a)(e)

31,131

1,449,148

Sigma Aldrich Corp.

17,000

1,086,130

 

22,332,360

Containers & Packaging - 0.3%

Ball Corp.

86,732

3,131,025

 

Shares

Value

Metals & Mining - 1.1%

Cliffs Natural Resources, Inc. (e)

12,000

$ 1,164,840

Freeport-McMoRan Copper & Gold, Inc.

108,670

5,754,077

Newmont Mining Corp.

61,161

3,380,368

 

10,299,285

Paper & Forest Products - 0.7%

Domtar Corp.

56,006

4,894,924

International Paper Co.

42,000

1,166,760

MeadWestvaco Corp. (e)

30,000

880,500

 

6,942,184

TOTAL MATERIALS

42,704,854

TELECOMMUNICATION SERVICES - 2.8%

Diversified Telecommunication Services - 2.8%

AT&T, Inc.

510,916

14,499,796

CenturyLink, Inc.

25,000

1,029,500

Qwest Communications International, Inc.

570,882

3,893,415

Verizon Communications, Inc.

219,195

8,092,679

 

27,515,390

UTILITIES - 1.7%

Electric Utilities - 1.0%

American Electric Power Co., Inc.

49,771

1,780,806

Duke Energy Corp.

47,989

863,322

Exelon Corp. (e)

48,975

2,045,196

NextEra Energy, Inc.

17,098

948,426

Northeast Utilities

29,220

994,649

Portland General Electric Co.

67,756

1,586,846

Southern Co.

22,509

857,818

 

9,077,063

Multi-Utilities - 0.7%

Ameren Corp.

115,949

3,241,934

Dominion Resources, Inc.

21,000

958,230

Public Service Enterprise Group, Inc.

58,240

1,904,448

Sempra Energy

19,000

1,011,370

 

7,115,982

TOTAL UTILITIES

16,193,045

TOTAL COMMON STOCKS

(Cost $933,067,615)

964,101,660

U.S. Treasury Obligations - 0.3%

 

Principal Amount

 

U.S. Treasury Bills, yield at date of purchase 0.23% to 0.33% 5/5/11 to 6/30/11 (f)
(Cost $2,607,822)

$ 2,610,000

2,608,883

Money Market Funds - 6.6%

Shares

Value

Dreyfus Cash Management Institutional Shares, 0.10% (c)

1,667,242

$ 1,667,242

Fidelity Securities Lending Cash Central Fund, 0.21% (b)(d)

61,993,652

61,993,652

TOTAL MONEY MARKET FUNDS

(Cost $63,660,894)

63,660,894

TOTAL INVESTMENT PORTFOLIO - 106.4%

(Cost $999,336,331)

1,030,371,437

NET OTHER ASSETS (LIABILITIES) - (6.4)%

(61,725,730)

NET ASSETS - 100%

$ 968,645,707

Futures Contracts

Expiration Date

Underlying Face Amount at Value

Unrealized Appreciation/(Depreciation)

Purchased

Equity Index Contracts

70 CME E-mini S&P 500 Index Contracts

March 2011

$ 4,641,350

$ (33,627)

The face value of futures purchased as a percentage of net assets is 0.5%

Legend

(a) Non-income producing

(b) Affiliated fund that is 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, which are not covered by the Fund's Report of Independent Registered Public Accounting Firm, are available on the SEC's website or upon request.

(c) The rate quoted is the annualized seven-day yield of the fund at period end.

(d) Investment made with cash collateral received from securities on loan.

(e) Security or a portion of the security is on loan at period end.

(f) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At the period end, the value of securities pledged amounted to $599,714.

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

Fidelity Securities Lending Cash Central Fund

$ 184,330

Other Information

The following is a summary of the inputs used, as of February 28, 2011, 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. For more information on valuation inputs, and their aggregation into the levels used in the table below, please refer to the Security Valuation section in the accompanying Notes to Financial Statements.

Valuation Inputs at Reporting Date:

Description

Total

Level 1

Level 2

Level 3

Investments in Securities:

Equities:

Consumer Discretionary

$ 107,847,457

$ 107,847,457

$ -

$ -

Consumer Staples

83,726,305

83,726,305

-

-

Energy

138,167,213

138,167,213

-

-

Financials

145,833,435

145,833,435

-

-

Health Care

108,691,635

108,691,635

-

-

Industrials

100,078,283

100,078,283

-

-

Information Technology

193,344,043

193,344,043

-

-

Materials

42,704,854

42,704,854

-

-

Telecommunication Services

27,515,390

27,515,390

-

-

Utilities

16,193,045

16,193,045

-

-

U.S. Government and Government Agency Obligations

2,608,883

-

2,608,883

-

Money Market Funds

63,660,894

63,660,894

-

-

Total Investments in Securities:

$ 1,030,371,437

$ 1,027,762,554

$ 2,608,883

$ -

Derivative Instruments:

Liabilities

Futures Contracts

$ (33,627)

$ (33,627)

$ -

$ -

Value of Derivative Instruments

The following table is a summary of the Fund's value of derivative instruments by risk exposure as of February 28, 2011. For additional information on derivative instruments, please refer to the Derivative Instruments section in the accompanying Notes to Financial Statements.

Risk Exposure /
Derivative Type

Value

 

Asset

Liability

Equity Risk

Futures Contracts (a)

$ -

$ (33,627)

Total Value of Derivatives

$ -

$ (33,627)

(a) Reflects cumulative appreciation/(depreciation) on futures contracts as disclosed on the Schedule of Investments. Only the period end variation margin is separately disclosed on the Statement of Assets and Liabilities.

Income Tax Information

At February 28, 2011, the Fund had a capital loss carryforward of approximately $85,601,774 of which $45,690,051 and $39,911,723 will expire in fiscal 2017 and 2018, respectively. Capital loss carryforwards are only available to offset future capital gains of the Fund to the extent provided by regulations and may be limited.

See accompanying notes which are an integral part of the financial statements.

Annual Report

Fidelity Large Cap Core Enhanced Index Fund

Financial Statements

Statement of Assets and Liabilities

 

February 28, 2011

 

 

 

Assets

Investment in securities, at value (including securities loaned of $61,064,409) - See accompanying schedule:

Unaffiliated issuers (cost $937,342,679)

$ 968,377,785

 

Fidelity Central Funds (cost $61,993,652)

61,993,652

 

Total Investments (cost $999,336,331)

 

$ 1,030,371,437

Receivable for fund shares sold

188,410

Dividends receivable

2,105,544

Interest receivable

1,013

Distributions receivable from Fidelity Central Funds

6,094

Receivable for daily variation on futures contracts

34,609

Total assets

1,032,707,107

 

 

 

Liabilities

Payable for investments purchased

$ 1,440,110

Payable for fund shares redeemed

267,392

Accrued management fee

240,188

Other affiliated payables

120,058

Collateral on securities loaned, at value

61,993,652

Total liabilities

64,061,400

 

 

 

Net Assets

$ 968,645,707

Net Assets consist of:

 

Paid in capital

$ 1,024,813,524

Undistributed net investment income

2,062,802

Accumulated undistributed net realized gain (loss) on investments

(89,232,098)

Net unrealized appreciation (depreciation) on investments

31,001,479

Net Assets, for 106,559,289 shares outstanding

$ 968,645,707

Net Asset Value, offering price and redemption price per share ($968,645,707 ÷ 106,559,289 shares)

$ 9.09

Statement of Operations

 

Year ended February 28, 2011

 

 

 

Investment Income

 

 

Dividends

 

$ 19,087,153

Interest

 

26,622

Income from Fidelity Central Funds
(including $184,330 from security lending)

 

184,330

Total income

 

19,298,105

 

 

 

Expenses

Management fee

$ 2,837,063

Transfer agent fees

1,424,511

Independent trustees' compensation

11,959

Interest

5,019

Miscellaneous

2,825

Total expenses before reductions

4,281,377

Expense reductions

(115)

4,281,262

Net investment income (loss)

15,016,843

Realized and Unrealized Gain (Loss)

Net realized gain (loss) on:

Investment securities:

 

 

Unaffiliated issuers

61,770,966

Futures contracts

2,736,397

Total net realized gain (loss)

 

64,507,363

Change in net unrealized appreciation (depreciation) on:

Investment securities

92,742,402

Futures contracts

127,815

Total change in net unrealized appreciation (depreciation)

 

92,870,217

Net gain (loss)

157,377,580

Net increase (decrease) in net assets resulting from operations

$ 172,394,423

See accompanying notes which are an integral part of the financial statements.

Annual Report

Fidelity Large Cap Core Enhanced Index Fund
Financial Statements - continued

Statement of Changes in Net Assets

 

Year ended February 28,
2011

Year ended February 28,
2010

Increase (Decrease) in Net Assets

 

 

Operations

 

 

Net investment income (loss)

$ 15,016,843

$ 17,726,017

Net realized gain (loss)

64,507,363

16,226,928

Change in net unrealized appreciation (depreciation)

92,870,217

348,621,025

Net increase (decrease) in net assets resulting from operations

172,394,423

382,573,970

Distributions to shareholders from net investment income

(15,976,149)

(17,963,606)

Share transactions
Proceeds from sales of shares

140,360,567

212,649,935

Reinvestment of distributions

15,540,824

17,876,296

Cost of shares redeemed

(349,858,780)

(312,499,917)

Net increase (decrease) in net assets resulting from share transactions

(193,957,389)

(81,973,686)

Total increase (decrease) in net assets

(37,539,115)

282,636,678

 

 

 

Net Assets

Beginning of period

1,006,184,822

723,548,144

End of period (including undistributed net investment income of $2,062,802 and undistributed net investment income of $3,035,848, respectively)

$ 968,645,707

$ 1,006,184,822

Other Information

Shares

Sold

17,443,766

34,181,625

Issued in reinvestment of distributions

1,846,723

2,454,564

Redeemed

(43,600,768)

(43,162,731)

Net increase (decrease)

(24,310,279)

(6,526,542)

Financial Highlights

Years ended February 28,

2011

2010

2009

2008 G

Selected Per-Share Data

 

 

 

 

Net asset value, beginning of period

$ 7.69

$ 5.27

$ 9.20

$ 10.00

Income from Investment Operations

 

 

 

 

Net investment income (loss) D

  .13

.12

.16

.15

Net realized and unrealized gain (loss)

  1.42

2.43

(3.95)

(.90)

Total from investment operations

  1.55

2.55

(3.79)

(.75)

Distributions from net investment income

  (.15)

(.13)

(.14)

(.05)

Net asset value, end of period

$ 9.09

$ 7.69

$ 5.27

$ 9.20

Total Return B, C

  20.25%

48.52%

(41.51)%

(7.59)%

Ratios to Average Net Assets E, H

 

 

 

 

Expenses before reductions

  .45%

.45%

.45%

.45% A

Expenses net of fee waivers, if any

  .45%

.45%

.45%

.45% A

Expenses net of all reductions

  .45%

.45%

.45%

.45% A

Net investment income (loss)

  1.58%

1.76%

2.05%

1.83% A

Supplemental Data

 

 

 

 

Net assets, end of period (000 omitted)

$ 968,646

$ 1,006,185

$ 723,548

$ 834,523

Portfolio turnover rate F

  64%

60% I

45% I

5% A

A Annualized

B Total returns for periods of less than one year are not annualized.

C Total returns would have been lower had certain expenses not been reduced during the periods shown.

D Calculated based on average shares outstanding during the period.

E Fees and expenses of the underlying Fidelity Central Funds are not included in the Fund's expense ratio. The Fund indirectly bears its proportionate share of the expenses of any underlying Fidelity Central Funds.

F Amount does not include the portfolio activity of any underlying Fidelity Central Funds.

G For the period April 19, 2007 (commencement of operations) to February 29, 2008.

H Expense ratios reflect operating expenses of the Fund. Expenses before reductions do not reflect amounts reimbursed by the investment adviser or reductions from expense offset arrangements and do not represent the amount paid by the Fund during periods when reimbursements or reductions occur. Expenses net of fee waivers reflect expenses after reimbursement by the investment adviser but prior to reductions from expense offset arrangements. Expenses net of all reductions represent the net expenses paid by the Fund.

I Reflects adjustments to exclude transactions in money market mutual funds.

See accompanying notes which are an integral part of the financial statements.

Annual Report

Fidelity Mid Cap Enhanced Index Fund

Performance: The Bottom Line

Average annual total return reflects the change in the value of an investment, assuming reinvestment of the fund's distributions from dividend income and capital gains (the profits earned upon the sale of securities that have grown in value, if any) and assuming a constant rate of performance each year. The $10,000 table and the fund's returns do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. During periods of reimbursement by Fidelity a fund's total returns will be greater than it would be had the reimbursement not occurred. How a fund did yesterday is no guarantee of how it will do tomorrow.

Average Annual Total Returns

Periods ended February 28, 2011

Past 1
year

Life of
fund
A

Fidelity Mid Cap Enhanced Index Fund

29.44%

3.12%

A From December 20, 2007.

$10,000 Over Life of Fund

Let's say hypothetically that $10,000 was invested in Fidelity Mid Cap Enhanced Index Fund on December 20, 2007, when the fund started. The chart shows how the value of your investment would have changed, and also shows how the Russell MidCap® Index performed over the same period.

fid52

Annual Report

Fidelity Mid Cap Enhanced Index Fund

Management's Discussion of Fund Performance

Market Recap: Steady economic growth, encouraging monetary policy, improving credit-market conditions, an uptick in merger-and-acquisition activity and better-than-expected corporate earnings propelled U.S. stock markets forward during the 12-month period ending February 28, 2011. Uncertainty over the global effects of the debt crisis in Europe and China's attempt to rein in its economy plagued equities during the spring, but markets reacted positively to the Federal Reserve's second round of stimulative quantitative easing and the Congressional midterm elections in November, followed in December by the extension of Bush-era tax policies. For the full year, the S&P 500® Index advanced 22.57%, with all but one of the 10 major sectors tracked by MSCI U.S. Investable Market classifications delivering a double-digit gain. While cyclically oriented sectors benefited from an overall improving economy, less economically sensitive sectors fell short of the broad market. Energy and materials stocks performed best, while the health care and consumer staples groups struggled the most.

Comments from Maximilian Kaufmann, member of the Geode Capital Management, LLC, investment management team for Fidelity® Mid Cap Enhanced Index Fund: For the 12 months, the fund returned 29.44%, lagging the 31.05% return of the Russell Midcap® Index. Weak security selection, most notably in the financials, information technology, health care and consumer discretionary sectors, weighed on results. On an individual basis, stock picking in materials and energy helped the fund's relative performance. A position in Amedisys, which provides home health-care services to elderly patients, hampered results. The stock of mining company Golden Star Resources lagged, and underweighting strong-performing "name your own price" travel agency Priceline.com also hurt. Other sources of underperformance included for-profit post-secondary education provider ITT Educational Services; defense contractor L-3 Communications Holdings; insurance company Genworth Financial; hard-drive manufacturer Western Digital; and underweighting outperforming sales-oriented software company Salesforce.com. In contrast, the fund's top two contributors, Hecla Mining and CF Industries Holdings, were strong-performing materials stocks. Semiconductor company Fairchild Semiconductor International, wireless-radio manufacturer InterDigital, independent oil and gas company Cimarex, and auto-safety equipment maker TRW Automotive Holdings all added to the fund's result. Some of the names I've mentioned were not in the index, and some were no longer held at period end.

The views expressed above reflect those of the portfolio manager(s) only through the end of the period as stated on the cover of this report and do not necessarily represent the views of Fidelity or any other person in the Fidelity organization. Any such views are subject to change at any time based upon market or other conditions and Fidelity disclaims any responsibility to update such views. These views may not be relied on as investment advice and, because investment decisions for a Fidelity fund are based on numerous factors, may not be relied on as an indication of trading intent on behalf of any Fidelity fund.

Annual Report

Fidelity Mid Cap Enhanced Index Fund

Investment Changes (Unaudited)

Top Ten Stocks as of February 28, 2011

 

% of fund's
net assets

% of fund's net assets
6 months ago

Ameriprise Financial, Inc.

0.8

0.1

Eaton Corp.

0.8

0.7

Peabody Energy Corp.

0.8

0.1

Agilent Technologies, Inc.

0.8

0.2

Altera Corp.

0.8

0.5

Parker Hannifin Corp.

0.8

0.5

Intuit, Inc.

0.7

1.0

Cimarex Energy Co.

0.7

0.7

FMC Technologies, Inc.

0.7

0.8

Cummins, Inc.

0.7

0.2

 

7.6

Market Sectors as of February 28, 2011

 

% of fund's
net assets

% of fund's net assets
6 months ago

Information Technology

15.6

16.1

Financials

15.5

17.3

Industrials

13.1

13.9

Consumer Discretionary

12.1

12.2

Energy

10.6

8.5

Health Care

10.1

8.9

Materials

7.1

7.5

Consumer Staples

4.1

6.9

Utilities

3.5

6.4

Telecommunication Services

1.4

1.5

Annual Report

Fidelity Mid Cap Enhanced Index Fund

Investments February 28, 2011

Showing Percentage of Net Assets

Common Stocks - 93.1%

Shares

Value

CONSUMER DISCRETIONARY - 12.1%

Auto Components - 1.4%

Autoliv, Inc.

4,050

$ 303,305

Dana Holding Corp. (a)

11,432

215,836

TRW Automotive Holdings Corp. (a)

5,957

338,358

 

857,499

Automobiles - 0.4%

Ford Motor Co. (a)

14,590

219,580

Diversified Consumer Services - 0.8%

Apollo Group, Inc. Class A (non-vtg.) (a)

8,270

374,300

ITT Educational Services, Inc. (a)(e)

2,000

151,700

 

526,000

Hotels, Restaurants & Leisure - 1.3%

Brinker International, Inc.

12,640

298,810

MGM Mirage, Inc. (a)

1,736

24,200

Panera Bread Co. Class A (a)

1,300

151,775

Starwood Hotels & Resorts Worldwide, Inc.

569

34,766

Wyndham Worldwide Corp.

8,845

276,672

 

786,223

Household Durables - 0.4%

Jarden Corp.

2,113

69,454

Stanley Black & Decker, Inc.

215

16,303

Tupperware Brands Corp.

3,172

170,178

 

255,935

Internet & Catalog Retail - 0.9%

Liberty Media Corp. Interactive Series A (a)

24,163

388,058

Priceline.com, Inc. (a)

323

146,603

 

534,661

Leisure Equipment & Products - 0.3%

Mattel, Inc.

7,581

189,980

Media - 1.7%

CBS Corp. Class B

17,366

414,353

Discovery Communications, Inc. (a)

662

28,539

Interpublic Group of Companies, Inc.

24,200

319,440

John Wiley & Sons, Inc. Class A

5,500

262,955

McGraw-Hill Companies, Inc.

741

28,662

 

1,053,949

Multiline Retail - 0.8%

Dollar Tree, Inc. (a)

3,688

185,580

Macy's, Inc.

11,984

286,418

Nordstrom, Inc.

185

8,373

 

480,371

Specialty Retail - 2.9%

Advance Auto Parts, Inc.

2,000

125,360

AutoZone, Inc. (a)

1,418

365,773

Bed Bath & Beyond, Inc. (a)

880

42,372

Limited Brands, Inc.

9,813

314,212

Ross Stores, Inc.

4,000

288,160

 

Shares

Value

Signet Jewelers Ltd. (a)

7,596

$ 333,237

Tiffany & Co., Inc.

2,000

123,100

TJX Companies, Inc.

4,338

216,336

 

1,808,550

Textiles, Apparel & Luxury Goods - 1.2%

Coach, Inc.

5,620

308,650

Crocs, Inc. (a)

6,000

105,900

VF Corp.

3,686

352,640

 

767,190

TOTAL CONSUMER DISCRETIONARY

7,479,938

CONSUMER STAPLES - 4.1%

Beverages - 0.3%

Brown-Forman Corp. Class B (non-vtg.)

800

55,320

Dr Pepper Snapple Group, Inc.

3,500

126,210

 

181,530

Food & Staples Retailing - 0.8%

Andersons, Inc.

5,000

240,200

PriceSmart, Inc.

6,813

242,475

 

482,675

Food Products - 2.1%

Bunge Ltd.

3,000

216,510

Corn Products International, Inc.

5,960

290,967

Del Monte Foods Co.

4,468

84,579

H.J. Heinz Co.

5,180

260,140

Hershey Co.

5,035

263,431

Mead Johnson Nutrition Co. Class A

451

26,992

Sara Lee Corp.

9,677

165,670

 

1,308,289

Household Products - 0.4%

Energizer Holdings, Inc. (a)

3,400

227,222

Personal Products - 0.1%

Avon Products, Inc.

1,245

34,623

Herbalife Ltd.

505

39,597

 

74,220

Tobacco - 0.4%

Lorillard, Inc.

3,258

250,117

TOTAL CONSUMER STAPLES

2,524,053

ENERGY - 10.6%

Energy Equipment & Services - 5.6%

Atwood Oceanics, Inc. (a)

6,800

309,536

Cameron International Corp. (a)

4,866

287,727

Core Laboratories NV (e)

3,613

373,404

Diamond Offshore Drilling, Inc. (e)

3,000

234,690

Dril-Quip, Inc. (a)

2,346

179,938

FMC Technologies, Inc. (a)

4,599

432,536

Helmerich & Payne, Inc.

4,045

262,885

McDermott International, Inc. (a)

15,000

344,250

Oceaneering International, Inc. (a)

4,061

339,621

Common Stocks - continued

Shares

Value

ENERGY - continued

Energy Equipment & Services - continued

Oil States International, Inc. (a)

4,382

$ 318,966

Schlumberger Ltd.

515

48,111

SEACOR Holdings, Inc.

2,648

250,951

Weatherford International Ltd. (a)

3,624

87,628

 

3,470,243

Oil, Gas & Consumable Fuels - 5.0%

Alpha Natural Resources, Inc. (a)

2,168

117,549

Cimarex Energy Co.

3,840

445,939

Cloud Peak Energy, Inc. (a)

5,300

108,650

Energy Partners Ltd. (a)

6,542

107,093

Murphy Oil Corp.

3,749

275,664

Noble Energy, Inc.

885

82,004

Peabody Energy Corp.

7,522

492,616

Spectra Energy Corp.

13,694

366,315

Stone Energy Corp. (a)

5,800

175,624

Valero Energy Corp.

11,791

332,270

W&T Offshore, Inc.

13,945

356,016

Whiting Petroleum Corp. (a)

4,000

261,360

 

3,121,100

TOTAL ENERGY

6,591,343

FINANCIALS - 15.5%

Capital Markets - 1.7%

Ameriprise Financial, Inc.

8,091

512,308

Invesco Ltd.

860

23,082

Raymond James Financial, Inc.

1,783

68,325

T. Rowe Price Group, Inc.

1,454

97,389

Waddell & Reed Financial, Inc. Class A

8,067

325,745

 

1,026,849

Commercial Banks - 3.9%

Banco Latin Americano de Exporaciones SA (BLADEX) Series E

15,588

261,878

Bank of the Ozarks, Inc. (e)

6,500

279,825

CIT Group, Inc. (a)

7,943

344,091

East West Bancorp, Inc.

15,199

352,921

Fifth Third Bancorp

2,932

42,807

First Citizen Bancshares, Inc.

500

101,000

International Bancshares Corp.

12,459

237,842

KeyCorp

41,004

374,777

M&T Bank Corp.

4,091

360,213

SunTrust Banks, Inc.

2,580

77,839

 

2,433,193

Consumer Finance - 1.5%

Credit Acceptance Corp. (a)

2,783

196,480

Discover Financial Services

17,329

376,906

SLM Corp. (a)

24,000

355,680

 

929,066

 

Shares

Value

Diversified Financial Services - 1.3%

Moody's Corp.

11,030

$ 351,857

NYSE Euronext

4,053

149,961

The NASDAQ Stock Market, Inc. (a)

11,414

326,555

 

828,373

Insurance - 2.2%

American International Group, Inc. (a)(e)

1,105

40,951

American International Group, Inc. warrants 1/19/21 (a)

589

6,832

Aon Corp.

1,461

76,907

Aspen Insurance Holdings Ltd.

3,817

112,792

Axis Capital Holdings Ltd.

4,610

167,435

Endurance Specialty Holdings Ltd.

6,277

311,276

Hartford Financial Services Group, Inc.

758

22,437

Marsh & McLennan Companies, Inc.

2,048

62,341

PartnerRe Ltd.

2,462

195,237

Progressive Corp.

2,546

53,033

Reinsurance Group of America, Inc.

2,951

178,211

Symetra Financial Corp.

9,105

130,202

 

1,357,654

Real Estate Investment Trusts - 4.1%

Annaly Capital Management, Inc.

13,135

235,511

Apartment Investment & Management Co. Class A

2,444

62,689

Boston Properties, Inc.

424

40,670

CommonWealth REIT

2,944

84,522

Equity Lifestyle Properties, Inc.

3,400

197,336

Equity Residential (SBI)

1,091

60,125

HCP, Inc.

10,463

397,594

Hospitality Properties Trust (SBI)

7,885

181,355

Host Hotels & Resorts, Inc.

1,226

22,558

Liberty Property Trust (SBI)

1,200

40,524

MFA Financial, Inc.

27,044

229,063

Public Storage

2,253

252,899

Rayonier, Inc.

5,630

345,288

Ventas, Inc.

5,332

295,499

Vornado Realty Trust

635

59,265

Weyerhaeuser Co.

1,288

31,440

 

2,536,338

Real Estate Management & Development - 0.8%

CB Richard Ellis Group, Inc. Class A (a)

6,190

154,998

Jones Lang LaSalle, Inc.

3,640

358,249

 

513,247

TOTAL FINANCIALS

9,624,720

HEALTH CARE - 10.1%

Biotechnology - 0.8%

Biogen Idec, Inc. (a)

3,401

232,628

Cephalon, Inc. (a)

2,298

129,400

United Therapeutics Corp. (a)

2,000

134,860

 

496,888

Common Stocks - continued

Shares

Value

HEALTH CARE - continued

Health Care Equipment & Supplies - 1.2%

C. R. Bard, Inc.

78

$ 7,625

Hill-Rom Holdings, Inc.

6,013

228,915

Intuitive Surgical, Inc. (a)

118

38,698

Kinetic Concepts, Inc. (a)

2,640

129,281

Varian Medical Systems, Inc. (a)

4,500

311,760

 

716,279

Health Care Providers & Services - 2.1%

AmerisourceBergen Corp.

8,839

335,086

CIGNA Corp.

3,605

151,662

Coventry Health Care, Inc. (a)

3,000

90,600

Humana, Inc. (a)

6,294

409,173

Laboratory Corp. of America Holdings (a)(e)

1,590

143,307

Quest Diagnostics, Inc.

3,202

181,714

 

1,311,542

Life Sciences Tools & Services - 3.7%

Agilent Technologies, Inc. (a)

11,216

471,969

Bio-Rad Laboratories, Inc. Class A (a)

2,742

313,027

Bruker BioSciences Corp. (a)

10,572

202,877

Life Technologies Corp. (a)

7,469

398,621

Mettler-Toledo International, Inc. (a)

937

160,574

PerkinElmer, Inc.

3,000

79,500

Pharmaceutical Product Development, Inc.

10,499

288,408

Waters Corp. (a)

4,771

396,232

 

2,311,208

Pharmaceuticals - 2.3%

Allergan, Inc.

1,552

115,112

Endo Pharmaceuticals Holdings, Inc. (a)

6,500

230,880

Forest Laboratories, Inc. (a)

12,211

395,636

Mylan, Inc. (a)

17,542

401,186

Perrigo Co.

3,964

302,969

 

1,445,783

TOTAL HEALTH CARE

6,281,700

INDUSTRIALS - 13.1%

Aerospace & Defense - 0.6%

Goodrich Corp.

148

12,762

L-3 Communications Holdings, Inc.

1,997

158,342

Rockwell Collins, Inc.

3,209

206,788

 

377,892

Air Freight & Logistics - 0.7%

Atlas Air Worldwide Holdings, Inc. (a)

4,032

275,305

C.H. Robinson Worldwide, Inc.

364

26,350

Expeditors International of Washington, Inc.

2,820

134,796

 

436,451

 

Shares

Value

Airlines - 0.8%

Alaska Air Group, Inc. (a)

4,486

$ 266,693

Delta Air Lines, Inc. (a)

18,635

209,457

 

476,150

Commercial Services & Supplies - 0.9%

Avery Dennison Corp.

6,791

271,097

Cintas Corp.

3,875

108,965

R.R. Donnelley & Sons Co.

9,174

170,820

 

550,882

Construction & Engineering - 1.4%

Chicago Bridge & Iron Co. NV unit

8,000

284,160

Fluor Corp.

784

55,476

KBR, Inc.

10,617

348,238

URS Corp. (a)

3,977

185,050

 

872,924

Electrical Equipment - 1.2%

Cooper Industries PLC Class A

3,467

223,101

Franklin Electric Co., Inc.

5,563

236,428

Hubbell, Inc. Class B

3,280

221,433

Rockwell Automation, Inc.

300

26,319

Roper Industries, Inc.

870

73,193

 

780,474

Machinery - 6.6%

AGCO Corp. (a)

5,918

324,188

CNH Global NV (a)

5,317

257,609

Cummins, Inc.

4,197

424,401

Dover Corp.

5,355

344,059

Eaton Corp.

4,617

511,471

Ingersoll-Rand Co. Ltd.

1,422

64,417

Joy Global, Inc.

3,817

371,699

Lindsay Corp. (e)

3,000

211,830

Oshkosh Co. (a)

7,082

252,615

Pall Corp.

3,446

187,325

Parker Hannifin Corp.

5,237

467,036

SPX Corp.

1,000

79,760

Timken Co.

6,069

295,682

Toro Co.

4,834

301,642

 

4,093,734

Professional Services - 0.4%

Dun & Bradstreet Corp.

3,105

250,884

Trading Companies & Distributors - 0.5%

TAL International Group, Inc.

5,697

198,711

W.W. Grainger, Inc.

885

117,891

 

316,602

TOTAL INDUSTRIALS

8,155,993

INFORMATION TECHNOLOGY - 15.6%

Communications Equipment - 0.7%

Comtech Telecommunications Corp.

6,000

162,300

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Communications Equipment - continued

F5 Networks, Inc. (a)

200

$ 23,602

InterDigital, Inc. (e)

5,911

281,836

 

467,738

Computers & Peripherals - 2.2%

NetApp, Inc. (a)

2,128

109,932

QLogic Corp. (a)

16,598

299,760

SanDisk Corp. (a)

8,000

396,800

Synaptics, Inc. (a)(e)

7,600

224,200

Western Digital Corp. (a)

10,973

335,554

 

1,366,246

Electronic Equipment & Components - 1.7%

AVX Corp.

13,500

215,325

Multi-Fineline Electronix, Inc. (a)

7,417

212,275

National Instruments Corp.

4,500

140,085

Power-One, Inc. (a)(e)

14,835

122,092

Vishay Intertechnology, Inc. (a)

19,331

337,326

 

1,027,103

Internet Software & Services - 0.2%

IAC/InterActiveCorp (a)

3,553

110,392

IT Services - 1.9%

Computer Sciences Corp.

4,655

224,045

DST Systems, Inc.

1,000

51,000

Fidelity National Information Services, Inc.

4,675

151,423

Fiserv, Inc. (a)

5,630

356,210

Lender Processing Services, Inc.

851

28,994

NeuStar, Inc. Class A (a)

2,630

66,408

Teradata Corp. (a)

3,001

143,508

The Western Union Co.

7,994

175,788

 

1,197,376

Office Electronics - 0.1%

Xerox Corp.

6,537

70,273

Semiconductors & Semiconductor Equipment - 5.6%

Advanced Micro Devices, Inc. (a)(e)

37,848

348,580

Altera Corp.

11,218

469,585

Analog Devices, Inc.

10,186

406,218

Cabot Microelectronics Corp. (a)

1,497

73,084

Fairchild Semiconductor International, Inc. (a)

20,700

364,527

Lam Research Corp. (a)

6,000

329,400

Lattice Semiconductor Corp. (a)

11,769

78,146

Linear Technology Corp.

6,220

214,963

Marvell Technology Group Ltd. (a)

13,133

240,071

Micron Technology, Inc. (a)

11,411

127,004

Novellus Systems, Inc. (a)

9,005

359,840

NVIDIA Corp. (a)

2,052

46,498

 

Shares

Value

Skyworks Solutions, Inc. (a)

2,054

$ 73,821

Teradyne, Inc. (a)

17,500

326,025

 

3,457,762

Software - 3.2%

Autodesk, Inc. (a)

4,000

168,200

BMC Software, Inc. (a)

5,217

258,242

CA, Inc.

15,037

372,617

Citrix Systems, Inc. (a)

428

30,028

Intuit, Inc. (a)

8,551

449,612

MICROS Systems, Inc. (a)

6,000

285,840

salesforce.com, Inc. (a)

592

78,304

Take-Two Interactive Software, Inc. (a)

21,586

346,887

 

1,989,730

TOTAL INFORMATION TECHNOLOGY

9,686,620

MATERIALS - 7.1%

Chemicals - 3.6%

Albemarle Corp.

6,048

348,123

Cabot Corp.

7,201

311,515

Celanese Corp. Class A

1,150

47,668

CF Industries Holdings, Inc.

2,534

358,004

Ecolab, Inc.

700

34,048

International Flavors & Fragrances, Inc.

2,901

165,212

Lubrizol Corp.

2,988

325,304

Nalco Holding Co.

2,000

51,140

OM Group, Inc. (a)

4,667

164,232

PPG Industries, Inc.

3,964

350,338

Sigma Aldrich Corp.

894

57,118

 

2,212,702

Containers & Packaging - 0.9%

Ball Corp.

6,000

216,600

Crown Holdings, Inc. (a)

9,022

347,167

Sealed Air Corp.

600

16,512

 

580,279

Metals & Mining - 1.6%

Cliffs Natural Resources, Inc.

3,000

291,210

Golden Star Resources Ltd. (a)

26,194

82,796

Hecla Mining Co. (a)(e)

25,695

260,804

Walter Energy, Inc.

2,831

342,579

 

977,389

Paper & Forest Products - 1.0%

Domtar Corp.

3,874

338,588

International Paper Co.

3,400

94,452

MeadWestvaco Corp.

7,266

213,257

 

646,297

TOTAL MATERIALS

4,416,667

TELECOMMUNICATION SERVICES - 1.4%

Diversified Telecommunication Services - 0.8%

CenturyLink, Inc.

726

29,897

Common Stocks - continued

Shares

Value

TELECOMMUNICATION SERVICES - continued

Diversified Telecommunication Services - continued

Qwest Communications International, Inc.

52,951

$ 361,126

Windstream Corp.

6,400

80,256

 

471,279

Wireless Telecommunication Services - 0.6%

Crown Castle International Corp. (a)

972

40,970

NII Holdings, Inc. (a)

8,565

350,822

 

391,792

TOTAL TELECOMMUNICATION SERVICES

863,071

UTILITIES - 3.5%

Electric Utilities - 1.3%

DPL, Inc.

6,105

158,852

Edison International

5,689

211,176

FirstEnergy Corp. (e)

2,454

93,988

IDACORP, Inc.

2,393

90,312

Northeast Utilities

4,188

142,560

NV Energy, Inc.

3,400

49,946

PPL Corp.

1,870

47,554

Progress Energy, Inc.

870

39,768

 

834,156

Gas Utilities - 0.6%

Energen Corp.

3,737

228,331

UGI Corp.

4,122

131,451

 

359,782

Independent Power Producers & Energy Traders - 0.2%

AES Corp. (a)

11,281

139,546

Multi-Utilities - 0.9%

CMS Energy Corp.

4,250

81,855

Consolidated Edison, Inc.

5,718

285,786

NiSource, Inc.

8,300

159,028

Sempra Energy

745

39,656

Xcel Energy, Inc.

751

17,979

 

584,304

Water Utilities - 0.5%

American Water Works Co., Inc.

10,000

277,400

TOTAL UTILITIES

2,195,188

TOTAL COMMON STOCKS

(Cost $45,627,864)

57,819,293

Investment Companies - 0.3%

 

 

 

 

Ares Capital Corp.
(Cost $173,863)

9,758

173,985

U.S. Treasury Obligations - 0.4%

 

Principal Amount

Value

U.S. Treasury Bills, yield at date of purchase 0.15% to 0.31% 5/5/11 to 8/4/11 (f)
(Cost $279,822)

$ 280,000

$ 279,865

Money Market Funds - 9.0%

Shares

 

Dreyfus Cash Management Institutional Shares, 0.10% (c)

3,591,468

3,591,468

Fidelity Securities Lending Cash Central Fund, 0.21% (b)(d)

1,991,857

1,991,857

TOTAL MONEY MARKET FUNDS

(Cost $5,583,325)

5,583,325

TOTAL INVESTMENT PORTFOLIO - 102.8%

(Cost $51,664,874)

63,856,468

NET OTHER ASSETS (LIABILITIES) - (2.8)%

(1,752,507)

NET ASSETS - 100%

$ 62,103,961

Futures Contracts

Expiration Date

Underlying Face Amount at Value

Unrealized Appreciation/(Depreciation)

Purchased

Equity Index Contracts

41 CME E-mini S&P Midcap 400 Index Contracts

March 2011

$ 3,960,190

$ 88,106

 

The face value of futures purchased as a percentage of net assets is 6.4%

Legend

(a) Non-income producing

(b) Affiliated fund that is 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, which are not covered by the Fund's Report of Independent Registered Public Accounting Firm, are available on the SEC's website or upon request.

(c) The rate quoted is the annualized seven-day yield of the fund at period end.

(d) Investment made with cash collateral received from securities on loan.

(e) Security or a portion of the security is on loan at period end.

(f) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At the period end, the value of securities pledged amounted to $279,865.

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

Fidelity Securities Lending Cash Central Fund

$ 13,761

Other Information

The following is a summary of the inputs used, as of February 28, 2011, 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. For more information on valuation inputs, and their aggregation into the levels used in the table below, please refer to the Security Valuation section in the accompanying Notes to Financial Statements.

Valuation Inputs at Reporting Date:

Description

Total

Level 1

Level 2

Level 3

Investments in Securities:

Equities:

Consumer Discretionary

$ 7,479,938

$ 7,479,938

$ -

$ -

Consumer Staples

2,524,053

2,524,053

-

-

Energy

6,591,343

6,591,343

-

-

Financials

9,624,720

9,624,720

-

-

Health Care

6,281,700

6,281,700

-

-

Industrials

8,155,993

8,155,993

-

-

Information Technology

9,686,620

9,686,620

-

-

Materials

4,416,667

4,416,667

-

-

Telecommunication Services

863,071

863,071

-

-

Utilities

2,195,188

2,195,188

-

-

Investment Companies

173,985

173,985

-

-

U.S. Government and Government Agency Obligations

279,865

-

279,865

-

Money Market Funds

5,583,325

5,583,325

-

-

Total Investments in Securities:

$ 63,856,468

$ 63,576,603

$ 279,865

$ -

Derivative Instruments:

Assets

Futures Contracts

$ 88,106

$ 88,106

$ -

$ -

Value of Derivative Instruments

The following table is a summary of the Fund's value of derivative instruments by risk exposure as of February 28, 2011. For additional information on derivative instruments, please refer to the Derivative Instruments section in the accompanying Notes to Financial Statements.

Risk Exposure /
Derivative Type

Value

 

Asset

Liability

Equity Risk

Futures Contracts (a)

$ 88,106

$ -

Total Value of Derivatives

$ 88,106

$ -

(a) Reflects cumulative appreciation/(depreciation) on futures contracts as disclosed on the Schedule of Investments. Only the period end variation margin is separately disclosed on the Statement of Assets and Liabilities.

Income Tax Information

At February 28, 2011, the fund had a capital loss carryforward of approximately $2,108,052 of which $320,881, $1,278,726, and $508,445 will expire in fiscal 2017, 2018, and 2019, respectively. Capital loss carryforwards are only available to offset future capital gains of the Fund to the extent provided by regulations and may be limited.

See accompanying notes which are an integral part of the financial statements.

Annual Report

Fidelity Mid Cap Enhanced Index Fund

Financial Statements

Statement of Assets and Liabilities

 

February 28, 2011

 

 

 

Assets

Investment in securities, at value (including securities loaned of $1,905,711) - See accompanying schedule:

Unaffiliated issuers (cost $49,673,017)

$ 61,864,611

 

Fidelity Central Funds (cost $1,991,857)

1,991,857

 

Total Investments (cost $51,664,874)

 

$ 63,856,468

Receivable for fund shares sold

236,061

Dividends receivable

64,609

Interest receivable

247

Distributions receivable from Fidelity Central Funds

1,039

Receivable for daily variation on futures contracts

11,268

Total assets

64,169,692

 

 

 

Liabilities

Payable for fund shares redeemed

44,231

Accrued management fee

22,232

Other affiliated payables

7,411

Collateral on securities loaned, at value

1,991,857

Total liabilities

2,065,731

 

 

 

Net Assets

$ 62,103,961

Net Assets consist of:

 

Paid in capital

$ 50,543,162

Undistributed net investment income

43,832

Accumulated undistributed net realized gain (loss) on investments

(762,733)

Net unrealized appreciation (depreciation) on investments

12,279,700

Net Assets, for 6,043,289 shares outstanding

$ 62,103,961

Net Asset Value, offering price and redemption price per share ($62,103,961 ÷ 6,043,289 shares)

$ 10.28

Statement of Operations

 

Year ended February 28, 2011

 

 

 

Investment Income

 

 

Dividends

 

$ 731,693

Interest

 

2,043

Income from Fidelity Central Funds
(including $13,761 from security lending)

 

13,761

Total income

 

747,497

 

 

 

Expenses

Management fee

$ 190,899

Transfer agent fees

63,798

Independent trustees' compensation

497

Miscellaneous

117

Total expenses before reductions

255,311

Expense reductions

(3)

255,308

Net investment income (loss)

492,189

Realized and Unrealized Gain (Loss)

Net realized gain (loss) on:

Investment securities:

 

 

Unaffiliated issuers

1,852,325

Futures contracts

142,619

Total net realized gain (loss)

 

1,994,944

Change in net unrealized appreciation (depreciation) on:

Investment securities

8,638,686

Futures contracts

44,891

Total change in net unrealized appreciation (depreciation)

 

8,683,577

Net gain (loss)

10,678,521

Net increase (decrease) in net assets resulting from operations

$ 11,170,710

See accompanying notes which are an integral part of the financial statements.

Annual Report

Fidelity Mid Cap Enhanced Index Fund
Financial Statements - continued

Statement of Changes in Net Assets

 

Year ended February 28,
2011

Year ended February 28,
2010

Increase (Decrease) in Net Assets

 

 

Operations

 

 

Net investment income (loss)

$ 492,189

$ 298,703

Net realized gain (loss)

1,994,944

815,083

Change in net unrealized appreciation (depreciation)

8,683,577

9,222,441

Net increase (decrease) in net assets resulting from operations

11,170,710

10,336,227

Distributions to shareholders from net investment income

(484,592)

(290,636)

Distributions to shareholders from net realized gain

(1,597,001)

-

Total distributions

(2,081,593)

(290,636)

Share transactions
Proceeds from sales of shares

33,715,367

21,915,812

Reinvestment of distributions

2,003,001

272,697

Cost of shares redeemed

(16,323,316)

(12,855,104)

Net increase (decrease) in net assets resulting from share transactions

19,395,052

9,333,405

Redemption fees

2,930

2,474

Total increase (decrease) in net assets

28,487,099

19,381,470

 

 

 

Net Assets

Beginning of period

33,616,862

14,235,392

End of period (including undistributed net investment income of $43,832 and undistributed net investment income of $38,166, respectively)

$ 62,103,961

$ 33,616,862

Other Information

Shares

Sold

3,640,627

3,090,781

Issued in reinvestment of distributions

217,027

34,827

Redeemed

(1,848,838)

(1,869,024)

Net increase (decrease)

2,008,816

1,256,584

Financial Highlights

Years ended February 28,

2011

2010

2009

2008G

Selected Per-Share Data

 

 

 

 

Net asset value, beginning of period

$ 8.33

$ 5.12

$ 9.16

$ 10.00

Income from Investment Operations

 

 

 

 

Net investment income (loss)D

  .10

.09

.10

.02

Net realized and unrealized gain (loss)

  2.30

3.20

(4.07)

(.86)

Total from investment operations

  2.40

3.29

(3.97)

(.84)

Distributions from net investment income

  (.10)

(.08)

(.08)

-

Distributions from net realized gain

  (.35)

-

-

-

Total distributions

  (.45)

(.08)

(.08)

-

Redemption fees added to paid in capitalD

  -I

-I

.01

-I

Net asset value, end of period

$ 10.28

$ 8.33

$ 5.12

$ 9.16

Total ReturnB,C

  29.44%

64.37%

(43.40)%

(8.40)%

Ratios to Average Net AssetsE,H

 

 

 

 

Expenses before reductions

  .60%

.60%

.60%

.60% A

Expenses net of fee waivers, if any

  .60%

.60%

.60%

.60%A

Expenses net of all reductions

  .60%

.60%

.60%

.60%A

Net investment income (loss)

  1.16%

1.21%

1.39%

1.25%A

Supplemental Data

 

 

 

 

Net assets, end of period (000 omitted)

$ 62,104

$ 33,617

$ 14,235

$ 5,967

Portfolio turnover rate F

  59%

80%J

58%J

16%

A Annualized

B Total returns for periods of less than one year are not annualized.

C Total returns would have been lower had certain expenses not been reduced during the periods shown.

D Calculated based on average shares outstanding during the period.

E Fees and expenses of the underlying Fidelity Central Funds are not included in the Fund's expense ratio. The Fund indirectly bears its proportionate share of the expenses of any underlying Fidelity Central Funds.

F Amount does not include the portfolio activity of any underlying Fidelity Central Funds.

G For the period December 20, 2007 (commencement of operations) to February 29, 2008.

H Expense ratios reflect operating expenses of the Fund. Expenses before reductions do not reflect amounts reimbursed by the investment adviser or reductions from expense offset arrangements and do not represent the amount paid by the Fund during periods when reimbursements or reductions occur. Expenses net of fee waivers reflect expenses after reimbursement by the investment adviser but prior to reductions from expense offset arrangements. Expenses net of all reductions represent the net expenses paid by the Fund.

I Amount represents less than $.01 per share.

J Reflects adjustments to exclude transactions in money market mutual funds.

See accompanying notes which are an integral part of the financial statements.

Annual Report

Fidelity Small Cap Enhanced Index Fund

Performance: The Bottom Line

Average annual total return reflects the change in the value of an investment, assuming reinvestment of the fund's distributions from dividend income and capital gains (the profits earned upon the sale of securities that have grown in value, if any) and assuming a constant rate of performance each year. The $10,000 table and the fund's returns do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. During periods of reimbursement by Fidelity a fund's total returns will be greater than it would be had the reimbursement not occurred. How a fund did yesterday is no guarantee of how it will do tomorrow.

Average Annual Total Returns

Periods ended February 28, 2011

Past 1
year

Life of
fund
A

Fidelity Small Cap Enhanced Index Fund

34.01%

2.90%

A From December 20, 2007.

$10,000 Over Life of Fund

Let's say hypothetically that $10,000 was invested in Fidelity Small Cap Enhanced Index Fund on December 20, 2007, when the fund started. The chart shows how the value of your investment would have changed, and also shows how the Russell 2000® Index performed over the same period.

fid54

Annual Report

Fidelity Small Cap Enhanced Index Fund

Management's Discussion of Fund Performance

Market Recap: Steady economic growth, encouraging monetary policy, improving credit-market conditions, an uptick in merger-and-acquisition activity and better-than-expected corporate earnings propelled U.S. stock markets forward during the 12-month period ending February 28, 2011. Uncertainty over the global effects of the debt crisis in Europe and China's attempt to rein in its economy plagued equities during the spring, but markets reacted positively to the Federal Reserve's second round of stimulative quantitative easing and the Congressional midterm elections in November, followed in December by the extension of Bush-era tax policies. For the full year, the S&P 500® Index advanced 22.57%, with all but one of the 10 major sectors tracked by MSCI U.S. Investable Market classifications delivering a double-digit gain. While cyclically oriented sectors benefited from an overall improving economy, less economically sensitive sectors fell short of the broad market. Energy and materials stocks performed best, while the health care and consumer staples groups struggled the most.

Comments from Maximilian Kaufmann, member of the Geode Capital Management, LLC, investment management team for Fidelity® Small Cap Enhanced Index Fund: For the 12 months ending February 28, 2011, the fund returned 34.01%, beating the 32.60% return of the Russell 2000® Index. Strong security selection in financials and favorable positioning in energy were helpful factors. Within consumer discretionary, good stock picking in retailing and media outweighed the negative impact of the fund's choices in automobiles/components and consumer services. Stock selection in materials and, in health care, the equipment/services industry was disappointing. In the information technology sector, the picture for stock picking was mixed - we had success in the semiconductor industry but disappointing results among hardware and equipment names. In terms of individual securities, Skyworks Solutions, a supplier of semiconductors for wireless phones, was the fund's top contributor, benefiting from timely ownership. Another chip maker, Lattice Semiconductor, did well, as did Powerwave Technologies, whose products enhance wireless-network performance. Energy-related stocks benefited from an increasingly favorable market backdrop, given the rising price of oil. This led to the outperformance of ION Geophysical and OYO Geospace, both of which provide seismic data services, and offshore driller Hercules Offshore, which the fund owned at opportune times. Newcastle Investment, a real estate investment trust, also outperformed. In contrast, mining company Golden Star Resources lagged, as did Net 1 UEPS Technologies, which makes smart payment cards. An underweighting in wireless-network solutions provider Riverbed Technology also hampered performance, as did the fund's position in Amedisys, a provider of home health-care services to elderly patients. Not owning benchmark component Acme Packet, which offers interactive communications services, also hurt. Some of the names I've mentioned were no longer held at period end.

The views expressed above reflect those of the portfolio manager(s) only through the end of the period as stated on the cover of this report and do not necessarily represent the views of Fidelity or any other person in the Fidelity organization. Any such views are subject to change at any time based upon market or other conditions and Fidelity disclaims any responsibility to update such views. These views may not be relied on as investment advice and, because investment decisions for a Fidelity fund are based on numerous factors, may not be relied on as an indication of trading intent on behalf of any Fidelity fund.

Annual Report

Fidelity Small Cap Enhanced Index Fund

Investment Changes (Unaudited)

Top Ten Stocks as of February 28, 2011

 

% of fund's
net assets

% of fund's net assets
6 months ago

TIBCO Software, Inc.

0.8

0.2

Atlas Air Worldwide Holdings, Inc.

0.8

0.5

Hecla Mining Co.

0.7

0.2

Dana Holding Corp.

0.7

0.2

ION Geophysical Corp.

0.7

0.3

Nordson Corp.

0.7

0.5

InterDigital, Inc.

0.7

0.6

W&T Offshore, Inc.

0.7

0.0

Hercules Offshore, Inc.

0.7

0.0

Stone Energy Corp.

0.6

0.2

 

7.1

Market Sectors as of February 28, 2011

 

% of fund's
net assets

% of fund's net assets
6 months ago

Information Technology

20.6

19.2

Financials

15.8

18.8

Industrials

14.8

14.4

Consumer Discretionary

12.1

13.4

Energy

9.1

6.4

Health Care

8.4

11.3

Materials

7.3

6.6

Consumer Staples

3.2

4.4

Utilities

1.0

2.1

Telecommunication Services

0.7

0.6

Annual Report

Fidelity Small Cap Enhanced Index Fund

Investments February 28, 2011

Showing Percentage of Net Assets

Common Stocks - 93.0%

Shares

Value

CONSUMER DISCRETIONARY - 12.1%

Auto Components - 1.9%

American Axle & Manufacturing Holdings, Inc. (a)(e)

38,144

$ 509,985

Amerigon, Inc. (a)

2,505

34,168

Cooper Tire & Rubber Co.

16,112

377,988

Dana Holding Corp. (a)

41,160

777,101

Fuel Systems Solutions, Inc. (a)(e)

9,692

282,231

Superior Industries International, Inc.

8,189

162,797

 

2,144,270

Diversified Consumer Services - 1.0%

Capella Education Co. (a)

3,846

221,799

Corinthian Colleges, Inc. (a)(e)

19,213

100,676

Mac-Gray Corp.

1,777

28,361

Pre-Paid Legal Services, Inc. (a)(e)

4,327

285,322

Sotheby's Class A (ltd. vtg.)

9,405

462,914

 

1,099,072

Hotels, Restaurants & Leisure - 1.5%

AFC Enterprises, Inc. (a)

7,067

104,521

Cracker Barrel Old Country Store, Inc.

7,672

382,372

DineEquity, Inc. (a)

7,857

449,499

Domino's Pizza, Inc. (a)

33,104

558,464

Ruth's Hospitality Group, Inc. (a)

18,847

94,423

Shuffle Master, Inc. (a)

13,343

125,558

 

1,714,837

Household Durables - 2.2%

American Greetings Corp. Class A

12,259

265,407

Blyth, Inc.

6,096

209,520

Helen of Troy Ltd. (a)

16,991

474,559

iRobot Corp. (a)(e)

13,119

376,778

Libbey, Inc. (a)

12,518

215,184

Standard Pacific Corp. (a)(e)

55,572

222,288

Tempur-Pedic International, Inc. (a)

11,241

527,653

Tupperware Brands Corp.

3,798

203,763

 

2,495,152

Internet & Catalog Retail - 0.2%

Shutterfly, Inc. (a)

5,215

222,681

Leisure Equipment & Products - 0.6%

Arctic Cat, Inc. (a)

20,328

258,369

Polaris Industries, Inc.

5,637

425,312

 

683,681

Media - 1.0%

Cinemark Holdings, Inc.

5,357

107,569

Global Sources Ltd. (a)

56,493

649,670

Journal Communications, Inc. Class A (a)

10,612

65,158

Valassis Communications, Inc. (a)

9,654

272,436

 

1,094,833

Specialty Retail - 2.2%

Finish Line, Inc. Class A

19,341

337,694

Jo-Ann Stores, Inc. (a)

9,167

556,437

Pier 1 Imports, Inc. (a)

48,177

485,624

 

Shares

Value

Rent-A-Center, Inc.

16,247

$ 537,126

Select Comfort Corp. (a)

10,692

119,002

The Cato Corp. Class A (sub. vtg.)

10,943

265,368

Tractor Supply Co.

4,437

231,035

 

2,532,286

Textiles, Apparel & Luxury Goods - 1.5%

Crocs, Inc. (a)

30,126

531,724

Fossil, Inc. (a)

4,775

366,434

Liz Claiborne, Inc. (a)

26,179

134,560

Maidenform Brands, Inc. (a)

8,969

243,419

Movado Group, Inc. (a)

10,925

153,715

Warnaco Group, Inc. (a)

2,753

161,629

Wolverine World Wide, Inc.

4,614

169,611

 

1,761,092

TOTAL CONSUMER DISCRETIONARY

13,747,904

CONSUMER STAPLES - 3.2%

Beverages - 0.1%

MGP Ingredients, Inc.

5,910

53,722

National Beverage Corp.

2,141

27,169

 

80,891

Food & Staples Retailing - 1.2%

Andersons, Inc.

5,993

287,904

Casey's General Stores, Inc.

6,582

270,323

Nash-Finch Co.

8,592

346,859

PriceSmart, Inc.

14,090

501,463

 

1,406,549

Food Products - 0.7%

B&G Foods, Inc. Class A

5,854

87,810

Chiquita Brands International, Inc. (a)

16,485

283,377

TreeHouse Foods, Inc. (a)

7,234

377,398

 

748,585

Personal Products - 1.1%

Elizabeth Arden, Inc. (a)

12,968

377,239

Inter Parfums, Inc.

9,751

176,201

Nu Skin Enterprises, Inc. Class A

20,712

661,127

USANA Health Sciences, Inc. (a)

2,036

70,894

 

1,285,461

Tobacco - 0.1%

Universal Corp.

3,775

157,871

TOTAL CONSUMER STAPLES

3,679,357

ENERGY - 9.1%

Energy Equipment & Services - 4.4%

Bristow Group, Inc. (a)

8,606

412,400

Cal Dive International, Inc. (a)

26,522

182,471

Carbo Ceramics, Inc.

473

58,638

Complete Production Services, Inc. (a)

23,933

689,510

Dril-Quip, Inc. (a)

5,899

452,453

Gulf Island Fabrication, Inc.

12,409

384,307

Common Stocks - continued

Shares

Value

ENERGY - continued

Energy Equipment & Services - continued

Hercules Offshore, Inc. (a)

153,898

$ 760,256

ION Geophysical Corp. (a)(e)

60,538

776,097

Newpark Resources, Inc. (a)

52,504

366,478

OYO Geospace Corp. (a)

6,493

660,208

Tesco Corp. (a)(e)

13,146

241,755

 

4,984,573

Oil, Gas & Consumable Fuels - 4.7%

Bill Barrett Corp. (a)

8,558

332,735

Callon Petroleum Co. (a)

15,639

131,055

CAMAC Energy, Inc. (a)(e)

47,184

81,628

Cloud Peak Energy, Inc. (a)

27,053

554,587

Contango Oil & Gas Co. (a)

4,760

291,693

CVR Energy, Inc. (a)

39,146

739,859

DHT Holdings, Inc. (e)

38,992

181,313

Energy Partners Ltd. (a)

13,552

221,846

Petroquest Energy, Inc. (a)(e)

51,060

440,137

Ship Finance International Ltd. (NY Shares)

8,297

172,495

Stone Energy Corp. (a)

24,567

743,889

Vaalco Energy, Inc. (a)

72,899

584,650

W&T Offshore, Inc. (e)

29,931

764,138

Warren Resources, Inc. (a)

31,805

156,481

 

5,396,506

TOTAL ENERGY

10,381,079

FINANCIALS - 15.8%

Capital Markets - 0.5%

PennantPark Investment Corp.

4,405

55,944

Prospect Capital Corp. (e)

7,082

85,975

TICC Capital Corp.

33,250

419,615

 

561,534

Commercial Banks - 4.3%

Alliance Financial Corp. (e)

2,608

82,752

American National Bankshares, Inc.

3,303

71,906

BancFirst Corp.

1,979

83,197

Banco Latin Americano de Exporaciones SA (BLADEX) Series E

25,952

435,994

Bank of Marin Bancorp

506

18,343

Bank of the Ozarks, Inc. (e)

11,675

502,609

Cardinal Financial Corp.

1,709

19,021

Citizens & Northern Corp.

4,631

72,753

Community Bank System, Inc.

15,113

380,243

Community Trust Bancorp, Inc.

593

16,966

Eagle Bancorp, Inc., Maryland (a)

5,939

87,897

Financial Institutions, Inc.

10,835

209,007

First Financial Bancorp, Ohio

18,927

320,434

First Financial Bankshares, Inc. (e)

738

37,048

Independent Bank Corp., Massachusetts

1,645

44,728

International Bancshares Corp.

22,114

422,156

Merchants Bancshares, Inc.

13,253

337,952

 

Shares

Value

NBT Bancorp, Inc.

1,583

$ 35,222

Prosperity Bancshares, Inc.

15,894

648,793

Renasant Corp. (e)

5,952

95,649

Republic Bancorp, Inc., Kentucky Class A

10,271

176,045

S&T Bancorp, Inc.

6,019

134,224

Signature Bank, New York (a)

3,690

191,474

Southside Bancshares, Inc.

803

18,316

Trustmark Corp.

6

141

UMB Financial Corp.

4,689

186,997

Washington Trust Bancorp, Inc.

6,192

142,292

WesBanco, Inc.

9,414

196,188

 

4,968,347

Consumer Finance - 1.7%

Credit Acceptance Corp. (a)

3,273

231,074

EZCORP, Inc. (non-vtg.) Class A (a)

21,822

625,855

First Cash Financial Services, Inc. (a)

4,953

162,161

Nelnet, Inc. Class A

21,143

472,123

World Acceptance Corp. (a)(e)

7,877

471,123

 

1,962,336

Diversified Financial Services - 0.6%

Encore Capital Group, Inc. (a)

10,028

273,062

MarketAxess Holdings, Inc.

5,281

112,961

NewStar Financial, Inc. (a)

30,073

318,473

 

704,496

Insurance - 1.5%

Amtrust Financial Services, Inc.

13,467

258,970

Aspen Insurance Holdings Ltd.

8,052

237,937

FBL Financial Group, Inc. Class A

16,924

528,706

Flagstone Reinsurance Holdings Ltd.

33,710

384,294

Horace Mann Educators Corp.

8,122

137,668

Platinum Underwriters Holdings Ltd.

3,204

133,607

 

1,681,182

Real Estate Investment Trusts - 6.5%

Anworth Mortgage Asset Corp.

7,134

50,937

CapLease, Inc.

8,020

43,067

Capstead Mortgage Corp.

44,541

585,269

CBL & Associates Properties, Inc.

41,219

735,759

Chesapeake Lodging Trust

17,276

321,334

Colonial Properties Trust (SBI)

6,827

134,560

Colony Financial, Inc.

11,715

248,944

Crexus Investment Corp.

6,571

86,737

Dynex Capital, Inc.

21,296

225,099

Extra Space Storage, Inc.

15,113

298,482

First Industrial Realty Trust, Inc. (a)(e)

31,256

350,380

Hatteras Financial Corp.

2,797

82,735

Highwoods Properties, Inc. (SBI)

4,115

139,622

Home Properties, Inc.

758

44,661

MFA Financial, Inc.

87,533

741,405

Mid-America Apartment Communities, Inc.

4,915

319,328

Mission West Properties, Inc.

8,631

59,122

National Health Investors, Inc.

5,324

252,996

Common Stocks - continued

Shares

Value

FINANCIALS - continued

Real Estate Investment Trusts - continued

Nationwide Health Properties, Inc.

4,350

$ 185,919

Newcastle Investment Corp. (a)(e)

75,895

640,554

NorthStar Realty Finance Corp.

16,657

99,775

Omega Healthcare Investors, Inc.

19,186

459,888

One Liberty Properties, Inc.

9,574

142,461

Parkway Properties, Inc.

1,952

31,642

Pennymac Mortgage Investment Trust

12,102

228,123

PS Business Parks, Inc.

6,155

388,011

Resource Capital Corp.

9,944

73,685

Sabra Health Care REIT, Inc.

4,599

84,714

Saul Centers, Inc.

6,925

318,550

 

7,373,759

Thrifts & Mortgage Finance - 0.7%

BofI Holding, Inc. (a)(e)

26,269

397,187

Dime Community Bancshares, Inc.

8,653

134,295

Flushing Financial Corp.

12,740

182,437

Meridian Interstate Bancorp, Inc. (a)

3,856

50,128

NASB Financial, Inc. (e)

705

10,631

 

774,678

TOTAL FINANCIALS

18,026,332

HEALTH CARE - 8.4%

Biotechnology - 2.1%

Alkermes, Inc. (a)

2,700

38,691

Alnylam Pharmaceuticals, Inc. (a)

743

8,158

ArQule, Inc. (a)

24,580

156,575

Array Biopharma, Inc. (a)

39,576

110,813

Celldex Therapeutics, Inc. (a)

9,311

36,592

Cepheid, Inc. (a)

1,507

39,951

Cubist Pharmaceuticals, Inc. (a)

7,478

163,993

Enzon Pharmaceuticals, Inc. (a)

9,919

105,935

Exelixis, Inc. (a)

21,139

263,181

Incyte Corp. (a)(e)

10,567

144,557

Inovio Pharmaceuticals, Inc. (a)(e)

28,906

34,109

InterMune, Inc. (a)(e)

1,164

42,614

Ligand Pharmaceuticals, Inc. Class B (a)

6,342

68,747

Medivation, Inc. (a)

5,262

90,927

Micromet, Inc. (a)

13,210

82,298

Nabi Biopharmaceuticals (a)

28,349

160,455

Neurocrine Biosciences, Inc. (a)

22,691

153,164

ONYX Pharmaceuticals, Inc. (a)

1,105

38,940

Osiris Therapeutics, Inc. (a)(e)

19,191

127,236

PDL BioPharma, Inc.

15,915

88,328

Regeneron Pharmaceuticals, Inc. (a)

2,662

96,551

SciClone Pharmaceuticals, Inc. (a)

38,516

171,011

Targacept, Inc. (a)

3,295

94,468

Theravance, Inc. (a)

541

12,324

Vanda Pharmaceuticals, Inc. (a)

14,948

110,017

 

2,439,635

 

Shares

Value

Health Care Equipment & Supplies - 2.6%

American Medical Systems Holdings, Inc. (a)(e)

18,669

$ 409,038

Cantel Medical Corp.

9,552

208,711

Greatbatch, Inc. (a)

9,099

226,383

Haemonetics Corp. (a)

1,724

106,285

Invacare Corp. (e)

14,055

415,606

Kensey Nash Corp. (a)

11,402

299,417

Orthofix International NV (a)

4,587

144,949

Sirona Dental Systems, Inc. (a)

10,872

548,601

Steris Corp.

9,567

323,843

Thoratec Corp. (a)

3,360

93,677

Young Innovations, Inc.

6,722

212,886

 

2,989,396

Health Care Providers & Services - 2.6%

Amedisys, Inc. (a)(e)

6,093

218,861

American Dental Partners, Inc. (a)

5,624

72,268

AmSurg Corp. (a)

7,381

174,413

Chemed Corp.

5,129

335,642

Chindex International, Inc. (a)(e)

14,178

253,077

Continucare Corp. (a)

21,370

120,954

Cross Country Healthcare, Inc. (a)

4,729

39,345

Emergency Medical Services Corp.
Class A (a)

1,917

121,059

Hanger Orthopedic Group, Inc. (a)

7,728

207,883

Healthspring, Inc. (a)

8,253

310,643

Magellan Health Services, Inc. (a)

2,197

105,412

Owens & Minor, Inc.

7,724

240,989

PharMerica Corp. (a)

29,298

344,252

Providence Service Corp. (a)

8,990

147,526

Sun Healthcare Group, Inc. (a)

13,127

192,967

U.S. Physical Therapy, Inc. (a)

966

19,098

 

2,904,389

Life Sciences Tools & Services - 0.1%

Affymetrix, Inc. (a)

6,100

29,951

Caliper Life Sciences, Inc. (a)

5,039

33,711

Dionex Corp. (a)

236

27,806

 

91,468

Pharmaceuticals - 1.0%

Hi-Tech Pharmacal Co., Inc. (a)

3,290

75,966

Inspire Pharmaceuticals, Inc. (a)

12,045

48,421

Medicis Pharmaceutical Corp. Class A

8,488

272,380

Par Pharmaceutical Companies, Inc. (a)

3,297

101,811

Questcor Pharmaceuticals, Inc. (a)

5,281

68,442

Salix Pharmaceuticals Ltd. (a)

1,212

40,408

Santarus, Inc. (a)

11,833

37,747

SuperGen, Inc. (a)

55,975

166,246

ViroPharma, Inc. (a)

16,161

289,767

 

1,101,188

TOTAL HEALTH CARE

9,526,076

Common Stocks - continued

Shares

Value

INDUSTRIALS - 14.8%

Aerospace & Defense - 1.8%

AAR Corp. (a)(e)

11,274

$ 307,667

American Science & Engineering, Inc.

4,952

465,488

Ceradyne, Inc. (a)

17,600

672,848

Cubic Corp.

6,179

310,865

Esterline Technologies Corp. (a)

4,209

301,238

Global Defense Technology & Systems, Inc. (a)

877

14,339

 

2,072,445

Air Freight & Logistics - 1.1%

Atlas Air Worldwide Holdings, Inc. (a)

12,138

828,783

Hub Group, Inc. Class A (a)

7,198

251,642

Park-Ohio Holdings Corp. (a)

5,616

124,001

 

1,204,426

Airlines - 0.5%

Alaska Air Group, Inc. (a)

9,781

581,480

Building Products - 0.4%

A.O. Smith Corp.

6,560

265,024

Ameron International Corp.

576

40,700

Gibraltar Industries, Inc. (a)

11,172

120,993

 

426,717

Commercial Services & Supplies - 1.4%

American Reprographics Co. (a)

4,633

41,234

Consolidated Graphics, Inc. (a)

6,820

371,963

G&K Services, Inc. Class A

8,509

275,862

Interface, Inc. Class A

6,439

107,338

Multi-Color Corp.

3,614

67,040

Schawk, Inc. Class A

10,245

185,127

Steelcase, Inc. Class A

20,964

203,560

Tetra Tech, Inc. (a)

10,152

238,572

The Brink's Co.

5,299

163,580

 

1,654,276

Construction & Engineering - 0.7%

EMCOR Group, Inc. (a)

8,464

269,663

Great Lakes Dredge & Dock Corp.

66,286

521,671

 

791,334

Electrical Equipment - 2.1%

AZZ, Inc.

3

128

Belden, Inc.

7,446

272,747

Brady Corp. Class A

14,970

535,028

Franklin Electric Co., Inc.

14,088

598,740

Lihua International, Inc. (a)

14,171

153,330

Polypore International, Inc. (a)

4,626

270,343

Preformed Line Products Co.

1,149

81,556

Regal-Beloit Corp. (e)

5,993

437,189

 

2,349,061

Industrial Conglomerates - 0.1%

Standex International Corp.

1,466

50,240

Tredegar Corp.

1,411

27,543

 

77,783

 

Shares

Value

Machinery - 4.8%

Actuant Corp. Class A

5,933

$ 167,904

ArvinMeritor, Inc. (a)

9,885

177,139

Barnes Group, Inc.

3,153

67,096

Blount International, Inc. (a)

6,580

100,016

Briggs & Stratton Corp.

17,217

346,578

Colfax Corp. (a)

20,018

443,999

Graham Corp.

21,450

455,384

Kadant, Inc. (a)

17,967

467,501

L.B. Foster Co. Class A (a)

6,299

264,558

Lindsay Corp. (e)

7,528

531,552

NACCO Industries, Inc. Class A

4,229

526,722

Nordson Corp.

7,058

768,687

Robbins & Myers, Inc.

15,630

666,307

Tennant Co.

7,820

317,883

Twin Disc, Inc.

5,146

166,525

 

5,467,851

Professional Services - 0.8%

CBIZ, Inc. (a)(e)

20,881

147,837

Huron Consulting Group, Inc. (a)

16,417

456,721

Kelly Services, Inc. Class A (non-vtg.) (a)

12,649

265,882

SFN Group, Inc. (a)

1,198

16,568

 

887,008

Road & Rail - 0.3%

AMERCO (a)

3,605

348,207

Trading Companies & Distributors - 0.8%

Aircastle Ltd.

3,626

43,802

Applied Industrial Technologies, Inc.

11,556

370,254

DXP Enterprises, Inc. (a)

1,962

41,712

TAL International Group, Inc.

14,534

506,946

 

962,714

TOTAL INDUSTRIALS

16,823,302

INFORMATION TECHNOLOGY - 20.6%

Communications Equipment - 2.5%

Anaren, Inc. (a)

20,538

435,816

Arris Group, Inc. (a)

20,078

265,030

Aviat Networks, Inc. (a)

38,727

236,622

Bel Fuse, Inc. Class B (non-vtg.)

3,194

69,949

InterDigital, Inc. (e)

16,061

765,788

Plantronics, Inc.

7,720

269,351

Powerwave Technologies, Inc. (a)

180,352

665,499

Riverbed Technology, Inc. (a)

3,465

143,070

 

2,851,125

Computers & Peripherals - 0.8%

Cray, Inc. (a)

12,971

95,726

Hutchinson Technology, Inc. (a)(e)

58,585

183,957

Synaptics, Inc. (a)(e)

20,632

608,644

 

888,327

Electronic Equipment & Components - 4.3%

Anixter International, Inc.

4,733

338,977

Common Stocks - continued

Shares

Value

INFORMATION TECHNOLOGY - continued

Electronic Equipment & Components - continued

Brightpoint, Inc. (a)

9,001

$ 113,413

Coherent, Inc. (a)

9,634

594,900

Insight Enterprises, Inc. (a)

6,829

124,902

Littelfuse, Inc.

11,722

619,273

Measurement Specialties, Inc. (a)

14,242

440,647

MTS Systems Corp.

2,585

119,711

Multi-Fineline Electronix, Inc. (a)

16,161

462,528

Newport Corp. (a)

32,107

534,582

OSI Systems, Inc. (a)

6,671

250,963

Power-One, Inc. (a)(e)

53,813

442,881

Pulse Electronics Corp. (e)

79,198

478,356

Rofin-Sinar Technologies, Inc. (a)

904

35,057

Rogers Corp. (a)

4,594

216,653

TTM Technologies, Inc. (a)

5,180

90,857

Zygo Corp. (a)

2,410

34,897

 

4,898,597

Internet Software & Services - 0.8%

EarthLink, Inc.

13,454

110,726

j2 Global Communications, Inc. (a)

8,179

237,927

Mercadolibre, Inc.

2,630

173,001

Rackspace Hosting, Inc. (a)

1,091

40,269

ValueClick, Inc. (a)

20,967

313,037

 

874,960

IT Services - 2.4%

Acxiom Corp. (a)

19,200

329,088

CACI International, Inc. Class A (a)

4,330

256,856

CSG Systems International, Inc. (a)

8,355

163,340

Euronet Worldwide, Inc. (a)

9,201

166,262

Jack Henry & Associates, Inc.

9,923

316,643

Maximus, Inc.

1,485

109,890

Teletech Holdings, Inc. (a)

20,191

459,951

Unisys Corp. (a)

2,273

84,465

VeriFone Systems, Inc. (a)

16,016

727,767

Wright Express Corp. (a)

1,455

74,205

 

2,688,467

Semiconductors & Semiconductor Equipment - 5.7%

ATMI, Inc. (a)

3,372

61,505

Cabot Microelectronics Corp. (a)

12,360

603,415

Diodes, Inc. (a)

6,333

183,404

DSP Group, Inc. (a)

4,657

36,744

Entegris, Inc. (a)

77,920

679,462

GT Solar International, Inc. (a)

45,891

490,575

Kulicke & Soffa Industries, Inc. (a)

25,685

246,319

Lattice Semiconductor Corp. (a)

97,899

650,049

Nanometrics, Inc. (a)

5,764

103,867

Omnivision Technologies, Inc. (a)

6,596

201,970

Photronics, Inc. (a)

69,196

618,612

PMC-Sierra, Inc. (a)

37,224

294,070

RF Micro Devices, Inc. (a)

88,495

663,713

 

Shares

Value

Sigma Designs, Inc. (a)

19,766

$ 270,399

Skyworks Solutions, Inc. (a)

20,054

720,741

Tessera Technologies, Inc. (a)

2,398

41,749

Veeco Instruments, Inc. (a)(e)

14,460

688,007

 

6,554,601

Software - 4.1%

AsiaInfo Holdings, Inc. (a)

6,220

126,577

Fair Isaac Corp.

17,198

480,684

Lawson Software, Inc. (a)

17,305

175,473

Manhattan Associates, Inc. (a)

6,719

216,352

Monotype Imaging Holdings, Inc. (a)

43,624

583,689

Net 1 UEPS Technologies, Inc. (a)

30,004

306,041

NetScout Systems, Inc. (a)

4,182

104,508

Opnet Technologies, Inc.

11,270

384,082

QAD, Inc.:

Class A (a)

10,828

98,427

Class B

3,690

32,989

Quest Software, Inc. (a)

16,992

455,216

Renaissance Learning, Inc.

5,670

60,896

Take-Two Interactive Software, Inc. (a)

40,542

651,510

TIBCO Software, Inc. (a)

38,441

946,405

VirnetX Holding Corp.

1,915

22,980

 

4,645,829

TOTAL INFORMATION TECHNOLOGY

23,401,906

MATERIALS - 7.3%

Chemicals - 3.0%

Arch Chemicals, Inc.

10,319

370,968

Ferro Corp. (a)

16,685

265,625

OM Group, Inc. (a)

10,873

382,621

Quaker Chemical Corp.

6,563

254,185

Rockwood Holdings, Inc. (a)

6,561

305,415

Senomyx, Inc. (a)(e)

34,822

252,460

Sensient Technologies Corp.

3,614

120,635

ShengdaTech, Inc. (a)(e)

32,867

136,398

Solutia, Inc. (a)

14,382

333,806

TPC Group, Inc. (a)

6,574

190,975

W.R. Grace & Co. (a)

14,185

539,597

Westlake Chemical Corp.

4,562

218,109

 

3,370,794

Containers & Packaging - 0.9%

Boise, Inc. (e)

23,117

207,591

Rock-Tenn Co. Class A (e)

6,523

447,804

Silgan Holdings, Inc.

9,419

343,605

 

999,000

Metals & Mining - 1.3%

Golden Star Resources Ltd. (a)

142,699

451,054

Hecla Mining Co. (a)(e)

78,117

792,888

Noranda Aluminium Holding Corp. (a)

15,298

241,249

 

1,485,191

Common Stocks - continued

Shares

Value

MATERIALS - continued

Paper & Forest Products - 2.1%

Buckeye Technologies, Inc.

27,529

$ 721,260

Clearwater Paper Corp. (a)

5,742

455,341

Domtar Corp.

6,803

594,582

Glatfelter

11,047

135,989

Kapstone Paper & Packaging Corp. (a)

32,066

549,932

 

2,457,104

TOTAL MATERIALS

8,312,089

TELECOMMUNICATION SERVICES - 0.7%

Diversified Telecommunication Services - 0.5%

Consolidated Communications Holdings, Inc.

10,748

196,581

Vonage Holdings Corp. (a)(e)

77,002

340,349

 

536,930

Wireless Telecommunication Services - 0.2%

USA Mobility, Inc.

19,627

292,835

TOTAL TELECOMMUNICATION SERVICES

829,765

UTILITIES - 1.0%

Electric Utilities - 0.4%

El Paso Electric Co. (a)

11,438

321,408

IDACORP, Inc.

970

36,608

Portland General Electric Co.

4,195

98,247

 

456,263

Gas Utilities - 0.3%

Chesapeake Utilities Corp.

2,888

117,946

Piedmont Natural Gas Co., Inc.

1,164

34,105

Southwest Gas Corp.

4,389

170,600

 

322,651

Independent Power Producers & Energy Traders - 0.2%

Black Hills Corp.

6,032

185,906

Multi-Utilities - 0.1%

Avista Corp.

4,723

105,417

TOTAL UTILITIES

1,070,237

TOTAL COMMON STOCKS

(Cost $80,574,719)

105,798,047

U.S. Treasury Obligations - 0.5%

 

Principal Amount

 

U.S. Treasury Bills, yield at date of purchase 0.13% to 0.19% 5/5/11 to 7/28/11 (f)
(Cost $569,629)

$ 570,000

569,711

Money Market Funds - 18.0%

Shares

Value

Dreyfus Cash Management Institutional Shares, 0.10% (c)

7,012,825

$ 7,012,825

Fidelity Securities Lending Cash Central Fund, 0.21% (b)(d)

13,504,271

13,504,271

TOTAL MONEY MARKET FUNDS

(Cost $20,517,096)

20,517,096

TOTAL INVESTMENT PORTFOLIO - 111.5%

(Cost $101,661,444)

126,884,854

NET OTHER ASSETS (LIABILITIES) - (11.5)%

(13,055,685)

NET ASSETS - 100%

$ 113,829,169

Futures Contracts

Expiration Date

Underlying Face Amount at Value

Unrealized Appreciation/(Depreciation)

Purchased

Equity Index Contracts

97 NYFE Russell Mini Index Contracts

March 2011

$ 7,982,130

$ 261,128

 

The face value of futures purchased as a percentage of net assets is 7.0%

Legend

(a) Non-income producing

(b) Affiliated fund that is 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, which are not covered by the Fund's Report of Independent Registered Public Accounting Firm, are available on the SEC's website or upon request.

(c) The rate quoted is the annualized seven-day yield of the fund at period end.

(d) Investment made with cash collateral received from securities on loan.

(e) Security or a portion of the security is on loan at period end.

(f) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At the period end, the value of securities pledged amounted to $519,742.

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

Fidelity Securities Lending Cash Central Fund

$ 110,147

Other Information

The following is a summary of the inputs used, as of February 28, 2011, 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. For more information on valuation inputs, and their aggregation into the levels used in the table below, please refer to the Security Valuation section in the accompanying Notes to Financial Statements.

Valuation Inputs at Reporting Date:

Description

Total

Level 1

Level 2

Level 3

Investments in Securities:

Equities:

Consumer Discretionary

$ 13,747,904

$ 13,747,904

$ -

$ -

Consumer Staples

3,679,357

3,679,357

-

-

Energy

10,381,079

10,381,079

-

-

Financials

18,026,332

18,026,332

-

-

Health Care

9,526,076

9,526,076

-

-

Industrials

16,823,302

16,823,302

-

-

Information Technology

23,401,906

23,401,906

-

-

Materials

8,312,089

8,312,089

-

-

Telecommunication Services

829,765

829,765

-

-

Utilities

1,070,237

1,070,237

-

-

U.S. Government and Government Agency Obligations

569,711

-

569,711

-

Money Market Funds

20,517,096

20,517,096

-

-

Total Investments in Securities:

$ 126,884,854

$ 126,315,143

$ 569,711

$ -

Derivative Instruments:

Assets

Futures Contracts

$ 261,128

$ 261,128

$ -

$ -

Value of Derivative Instruments

The following table is a summary of the Fund's value of derivative instruments by risk exposure as of February 28, 2011. For additional information on derivative instruments, please refer to the Derivative Instruments section in the accompanying Notes to Financial Statements.

Risk Exposure /
Derivative Type

Value

 

Asset

Liability

Equity Risk

Futures Contracts (a)

$ 261,128

$ -

Total Value of Derivatives

$ 261,128

$ -

(a) Reflects cumulative appreciation/(depreciation) on futures contracts as disclosed on the Schedule of Investments. Only the period end variation margin is separately disclosed on the Statement of Assets and Liabilities.

See accompanying notes which are an integral part of the financial statements.

Annual Report

Fidelity Small Cap Enhanced Index Fund

Financial Statements

Statement of Assets and Liabilities

 

February 28, 2011

 

 

 

Assets

Investment in securities, at value (including securities loaned of $13,026,093) - See accompanying schedule:

Unaffiliated issuers (cost $88,157,173)

$ 113,380,583

 

Fidelity Central Funds (cost $13,504,271)

13,504,271

 

Total Investments (cost $101,661,444)

 

$ 126,884,854

Receivable for investments sold

241,384

Receivable for fund shares sold

275,690

Dividends receivable

39,160

Interest receivable

453

Distributions receivable from Fidelity Central Funds

5,851

Receivable for daily variation on futures contracts

7,996

Other receivables

293

Total assets

127,455,681

 

 

 

Liabilities

Payable for fund shares redeemed

60,824

Accrued management fee

47,667

Other affiliated payables

13,750

Collateral on securities loaned, at value

13,504,271

Total liabilities

13,626,512

 

 

 

Net Assets

$ 113,829,169

Net Assets consist of:

 

Paid in capital

$ 85,337,518

Accumulated undistributed net realized gain (loss) on investments and foreign currency transactions

3,007,113

Net unrealized appreciation (depreciation) on investments

25,484,538

Net Assets, for 10,621,623 shares outstanding

$ 113,829,169

Net Asset Value, offering price and redemption price per share ($113,829,169 ÷ 10,621,623 shares)

$ 10.72

Statement of Operations

 

Year ended February 28, 2011

 

 

 

Investment Income

 

 

Dividends

 

$ 1,213,342

Interest

 

6,004

Income from Fidelity Central Funds (including $110,147 from security lending)

 

110,147

Total income

 

1,329,493

 

 

 

Expenses

Management fee

$ 531,952

Transfer agent fees

153,807

Independent trustees' compensation

1,243

Interest

2,188

Miscellaneous

294

Total expenses before reductions

689,484

Expense reductions

(14)

689,470

Net investment income (loss)

640,023

Realized and Unrealized Gain (Loss)

Net realized gain (loss) on:

Investment securities:

 

 

Unaffiliated issuers

11,417,839

Foreign currency transactions

5,400

Futures contracts

415,189

Total net realized gain (loss)

 

11,838,428

Change in net unrealized appreciation (depreciation) on:

Investment securities

17,289,555

Futures contracts

188,406

Total change in net unrealized appreciation (depreciation)

 

17,477,961

Net gain (loss)

29,316,389

Net increase (decrease) in net assets resulting from operations

$ 29,956,412

See accompanying notes which are an integral part of the financial statements.

Annual Report

Statement of Changes in Net Assets

 

Year ended February 28,
2011

Year ended February 28,
2010

Increase (Decrease) in Net Assets

 

 

Operations

 

 

Net investment income (loss)

$ 640,023

$ 563,933

Net realized gain (loss)

11,838,428

(3,276,533)

Change in net unrealized appreciation (depreciation)

17,477,961

33,214,854

Net increase (decrease) in net assets resulting from operations

29,956,412

30,502,254

Distributions to shareholders from net investment income

(740,549)

(554,929)

Share transactions
Proceeds from sales of shares

62,154,022

39,570,131

Reinvestment of distributions

708,498

525,603

Cost of shares redeemed

(63,524,536)

(42,285,209)

Net increase (decrease) in net assets resulting from share transactions

(662,016)

(2,189,475)

Redemption fees

32,519

41,898

Total increase (decrease) in net assets

28,586,366

27,799,748

 

 

 

Net Assets

Beginning of period

85,242,803

57,443,055

End of period (including undistributed net investment income of $0 and undistributed net investment income of $29,153, respectively)

$ 113,829,169

$ 85,242,803

Other Information

Shares

Sold

6,638,981

5,764,326

Issued in reinvestment of distributions

71,090

69,527

Redeemed

(6,671,411)

(6,294,661)

Net increase (decrease)

38,660

(460,808)

Financial Highlights

Years ended February 28,

2011

2010

2009

2008 G

Selected Per-Share Data

 

 

 

 

Net asset value, beginning of period

$ 8.05

$ 5.20

$ 9.03

$ 10.00

Income from Investment Operations

 

 

 

 

Net investment income (loss) D

  .06

.05

.09

.02

Net realized and unrealized gain (loss)

  2.67

2.86

(3.87)

(.99)

Total from investment operations

  2.73

2.91

(3.78)

(.97)

Distributions from net investment income

  (.06)

(.06)

(.06)

-

Redemption fees added to paid in capital D

  - I

- I

.01

- I

Net asset value, end of period

$ 10.72

$ 8.05

$ 5.20

$ 9.03

Total Return B, C

  34.01%

55.93%

(41.94)%

(9.70)%

Ratios to Average Net Assets E, H

 

 

 

 

Expenses before reductions

  .67%

.67%

.67%

.67% A

Expenses net of fee waivers, if any

  .67%

.67%

.67%

.67% A

Expenses net of all reductions

  .67%

.67%

.67%

.67% A

Net investment income (loss)

  .63%

.77%

1.29%

1.19% A

Supplemental Data

 

 

 

 

Net assets, end of period (000 omitted)

$ 113,829

$ 85,243

$ 57,443

$ 6,343

Portfolio turnover rate F

  90%

98% J

36% J

16%

A Annualized

B Total returns for periods of less than one year are not annualized.

C Total returns would have been lower had certain expenses not been reduced during the periods shown.

D Calculated based on average shares outstanding during the period.

E Fees and expenses of the underlying Fidelity Central Funds are not included in the Fund's expense ratio. The Fund indirectly bears its proportionate share of the expenses of any underlying Fidelity Central Funds.

F Amount does not include the portfolio activity of any underlying Fidelity Central Funds.

G For the period December 20, 2007 (commencement of operations) to February 29, 2008.

H Expense ratios reflect operating expenses of the Fund. Expenses before reductions do not reflect amounts reimbursed by the investment adviser or reductions from expense offset arrangements and do not represent the amount paid by the Fund during periods when reimbursements or reductions occur. Expenses net of fee waivers reflect expenses after reimbursement by the investment adviser but prior to reductions from expense offset arrangements. Expenses net of all reductions represent the net expenses paid by the Fund.

I Amount represents less than $.01 per share.

J Reflects adjustments to exclude transactions in money market mutual funds.

See accompanying notes which are an integral part of the financial statements.

Annual Report

Fidelity International Enhanced Index Fund

Performance: The Bottom Line

Average annual total return reflects the change in the value of an investment, assuming reinvestment of the fund's distributions from dividend income and capital gains (the profits earned upon the sale of securities that have grown in value, if any) and assuming a constant rate of performance each year. The $10,000 table and the fund's returns do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. During periods of reimbursement by Fidelity a fund's total returns will be greater than it would be had the reimbursement not occurred. How a fund did yesterday is no guarantee of how it will do tomorrow.

Average Annual Total Returns

Periods ended February 28, 2011

Past 1
year

Life of
fund
A

Fidelity International Enhanced Index Fund

20.95%

-5.46%

A From December 20, 2007.

$10,000 Over Life of Fund

Let's say hypothetically that $10,000 was invested in Fidelity International Enhanced Index Fund on December 20, 2007, when the fund started. The chart shows how the value of your investment would have changed, and also shows how the MSCI® EAFE® (Europe, Australasia, Far East) Index performed over the same period.

fid56

Annual Report

Fidelity International Enhanced Index Fund

Management's Discussion of Fund Performance

Market Recap: International equities delivered strong performance for the 12-month period ending February 28, 2011, after overcoming a precipitous decline early in the period due to concern about sovereign debt problems in Europe. Investor sentiment brightened substantially in the latter half, when signs of economic growth and subsiding debt fears helped propel stocks forward. For the full 12 months, the MSCI® EAFE® (Europe, Australasia, Far East) Index gained 20.16%, boosted in part by a falling U.S. dollar. The roughly 22% return for Europe was marginally ahead of the index, led by Sweden (+39%), Denmark (+38%), Germany (+32%) and the United Kingdom (+24%). Large European index components that underperformed included Switzerland and France, both returning around 18%. Concern regarding sovereign debt issues lingered into the latter part of 2010, as evident in the negative returns of debt-burdened Greece (-21%) and Ireland (-2%), both small index components. Italy and Spain, which also struggled with debt, fared better but still underperformed, gaining about 14% and 10%, respectively. Countries in the Asia-Pacific region rose by 20%. Hong Kong (+24%) and Australia (+22%) had the highest returns, while the roughly 17% advance of Japan trailed the MSCI® EAFE®, despite the positive impact of a weakening U.S. dollar relative to the Japanese yen.

Comments from Maximilian Kaufmann, member of the Geode Capital Management, LLC, investment management team for Fidelity® International Enhanced Index Fund: For the 12 months ending February 28, 2011, the fund gained 20.95%, outperforming the 20.16% result of the MSCI EAFE. Good results in the information technology, financials, materials and industrials groups proved especially helpful, as did favorable stock picking in Australia and Singapore. In contrast, the consumer discretionary and consumer staples sectors were sources of weakness, and stock selection in the U.K. and Sweden also hurt. Of final note, currency movements provided a healthy performance boost, as a weaker dollar overall lifted the fund's return for U.S. investors in foreign securities. (The fund's performance relative to the index can be affected by Fidelity's methodologies for valuing certain foreign stocks and for incorporating foreign exchange rates, which differ from those used by the index.) Relative to the index, the fund's top two individual contributors were Swiss semiconductor manufacturers, Infineon Technologies and STMicroElectronics. Sulzer, an out-of-benchmark company that makes pumps for industrial applications, also outperformed, as did Sacyr Vallehermoso, a leading Spanish construction business. Several Japanese firms also outperformed, including gaming company Sega Sammy Holdings; Hitachi, maker of a variety of consumer and business electronics; and Nitto Denko, which manufacturers optical film for liquid crystal display (LCD) panels. On the negative side, Resona Holdings, a Japanese bank, stood out. Not owning index components Automaker Bayerische Motoren Werke - better known as BMW - and Volvo and underweighting another vehicle maker, Volkswagen, hurt. Elsewhere, positions in Netherland-based energy giant Royal Dutch Shell and U.K.-based natural gas producer BG Group also detracted. Some of the names I've mentioned were no longer held at period end.

The views expressed above reflect those of the portfolio manager(s) only through the end of the period as stated on the cover of this report and do not necessarily represent the views of Fidelity or any other person in the Fidelity organization. Any such views are subject to change at any time based upon market or other conditions and Fidelity disclaims any responsibility to update such views. These views may not be relied on as investment advice and, because investment decisions for a Fidelity fund are based on numerous factors, may not be relied on as an indication of trading intent on behalf of any Fidelity fund.

Annual Report

Fidelity International Enhanced Index Fund

Investment Changes (Unaudited)

Geographic Diversification (% of fund's net assets)

As of February 28, 2011

fid58

Japan

20.6%

 

fid60

United Kingdom

18.6%

 

fid62

Australia

9.3%

 

fid64

Germany

8.7%

 

fid66

France

7.9%

 

fid68

United States of America

6.7%

 

fid70

Switzerland

5.7%

 

fid72

Netherlands

2.6%

 

fid74

Sweden

2.6%

 

fid76

Other

17.3%

 

fid78

Percentages are adjusted for the effect of futures contracts, if applicable.

As of August 31, 2010

fid58

Japan

21.6%

 

fid60

United Kingdom

19.9%

 

fid62

Australia

9.3%

 

fid64

France

8.3%

 

fid66

Germany

7.9%

 

fid68

Switzerland

7.4%

 

fid70

United States of America

3.6%

 

fid72

Hong Kong

2.8%

 

fid74

Spain

2.6%

 

fid76

Other

16.6%

 

fid90

Percentages are adjusted for the effect of futures contracts, if applicable.

Asset Allocation

 

% of fund's
net assets

% of fund's net assets
6 months ago

Stocks and Equity Futures

98.7

99.3

Short-Term Investments and Net Other Assets

1.3

0.7

Top Ten Stocks as of February 28, 2011

 

% of fund's
net assets

% of fund's net assets
6 months ago

BHP Billiton Ltd. (Australia, Metals & Mining)

1.6

1.5

BP PLC (United Kingdom, Oil, Gas & Consumable Fuels)

1.5

1.4

Nestle SA (Switzerland, Food Products)

1.2

2.3

Siemens AG (Germany, Industrial Conglomerates)

1.2

1.1

Roche Holding AG (participation certificate) (Switzerland, Pharmaceuticals)

1.2

1.5

Rio Tinto PLC (United Kingdom, Metals & Mining)

1.1

1.0

Total SA (France, Oil, Gas & Consumable Fuels)

1.1

1.1

HSBC Holdings PLC (United Kingdom) (United Kingdom, Commercial Banks)

1.5

1.7

Vodafone Group PLC (United Kingdom, Wireless Telecommunication Services)

1.0

1.1

Commonwealth Bank of Australia (Australia, Commercial Banks)

1.0

1.1

 

12.4

Market Sectors as of February 28, 2011

 

% of fund's
net assets

% of fund's net assets
6 months ago

Financials

22.8

22.7

Industrials

12.3

11.0

Consumer Discretionary

11.3

10.4

Materials

10.4

10.1

Consumer Staples

8.2

11.4

Health Care

8.2

9.6

Energy

7.1

7.1

Utilities

4.8

5.0

Telecommunication Services

4.1

4.9

Information Technology

4.3

4.2

Annual Report

Fidelity International Enhanced Index Fund

Investments February 28, 2011

Showing Percentage of Net Assets

Common Stocks - 93.5%

Shares

Value

Australia - 9.3%

AGL Energy Ltd.

3,600

$ 53,413

ASX Ltd.

829

30,891

Australia & New Zealand Banking Group Ltd.

3,440

85,029

Bendigo & Adelaide Bank Ltd.

5,400

51,672

BHP Billiton Ltd.

8,640

408,314

Caltex Australia Ltd.

7,331

119,023

Coca-Cola Amatil Ltd.

2,647

32,025

Commonwealth Bank of Australia

4,690

254,962

Crown Ltd.

7,400

63,192

CSL Ltd.

2,370

86,105

DuluxGroup Ltd.

2,500

7,118

Fortescue Metals Group Ltd.

16,000

109,206

Fosters Group Ltd.

13,957

81,371

Incitec Pivot Ltd.

10,999

49,631

Insurance Australia Group Ltd.

18,100

67,395

MAp Group unit

8,600

27,230

Metcash Ltd.

13,213

54,736

National Australia Bank Ltd.

2,950

78,002

Orica Ltd.

2,500

66,088

QBE Insurance Group Ltd.

2,245

41,594

Rio Tinto Ltd.

1,935

168,972

Telstra Corp. Ltd.

22,400

63,789

Wesfarmers Ltd.

3,000

101,633

Westfield Group unit

6,049

60,315

Westfield Retail Trust unit

7,479

20,435

Westpac Banking Corp.

4,051

97,782

Woolworths Ltd.

3,482

95,537

TOTAL AUSTRALIA

2,375,460

Austria - 0.6%

OMV AG

1,320

56,105

Telekom Austria AG

700

9,998

Voestalpine AG

2,039

94,193

TOTAL AUSTRIA

160,296

Bailiwick of Guernsey - 0.0%

Resolution Ltd.

1,537

7,227

Bailiwick of Jersey - 0.8%

Experian PLC

8,662

109,848

Petrofac Ltd.

4,090

92,631

TOTAL BAILIWICK OF JERSEY

202,479

Belgium - 1.3%

Anheuser-Busch InBev SA NV

2,829

157,999

Bekaert SA

868

94,114

Delhaize Group SA

645

49,890

Mobistar SA

580

37,059

Umicore SA

51

2,569

TOTAL BELGIUM

341,631

 

Shares

Value

Bermuda - 0.2%

Noble Group Ltd.

545

$ 878

Yue Yuen Industrial (Holdings) Ltd.

15,500

48,761

TOTAL BERMUDA

49,639

Denmark - 1.1%

Coloplast AS Series B

621

87,477

Novo Nordisk AS Series B

1,505

189,716

Novozymes AS Series B

45

6,293

TOTAL DENMARK

283,486

Finland - 2.0%

Fortum Corp.

3,400

105,335

KCI Konecranes Oyj

1,875

84,042

Kone Oyj (B Shares)

1,920

104,792

Nokia Corp.

8,713

75,123

Stora Enso Oyj (R Shares)

8,332

93,882

Wartsila Corp.

563

43,276

TOTAL FINLAND

506,450

France - 7.9%

Air Liquide SA

22

2,848

AXA SA

2,102

44,150

BNP Paribas SA

1,600

124,929

Bouygues SA

702

32,458

Carrefour SA

844

41,441

CNP Assurances

1,600

35,483

Compagnie de St. Gobain

1,858

111,087

Credit Agricole SA

6,644

116,626

Danone

370

23,197

Eutelsat Communications

1,830

73,022

France Telecom SA

5,170

114,410

GDF Suez

2,623

106,330

Gecina SA

684

88,606

Hermes International SA

399

86,860

Legrand SA

1,200

50,334

LVMH Moet Hennessy - Louis Vuitton

85

13,402

PagesJaunes Groupe SA (e)

4,270

41,643

Sanofi-Aventis

1,420

98,194

Schneider Electric SA

249

41,200

Societe Generale Series A

1,800

126,560

Technip SA

995

98,232

Total SA

4,620

283,216

Unibail-Rodamco

490

98,522

VINCI SA

1,400

84,274

Vivendi

2,340

66,715

TOTAL FRANCE

2,003,739

Germany - 8.7%

Allianz AG

1,110

159,920

BASF AG

2,834

235,672

Bayer AG

2,785

215,917

Commerzbank AG (a)

10,473

90,272

Daimler AG (Germany)

2,028

142,871

Common Stocks - continued

Shares

Value

Germany - continued

Deutsche Bank AG

2,820

$ 181,271

Deutsche Boerse AG

677

51,982

Deutsche Telekom AG

5,892

79,236

E.ON AG

3,722

122,117

Infineon Technologies AG

9,805

107,273

Kabel Deutschland Holding AG

1,494

81,397

Linde AG

865

132,023

Munich Re Group

189

31,546

RWE AG

196

13,229

SAP AG

1,560

94,120

Siemens AG

2,270

305,710

TUI AG (a)

6,486

85,005

Volkswagen AG

97

14,725

Wacker Chemie AG

446

82,290

TOTAL GERMANY

2,226,576

Greece - 0.7%

Coca-Cola Hellenic Bottling Co. SA

554

15,092

Greek Organization of Football Prognostics SA

3,229

67,420

Public Power Corp. of Greece

5,294

81,897

TOTAL GREECE

164,409

Hong Kong - 2.5%

ASM Pacific Technology Ltd.

4,600

60,955

Bank of East Asia Ltd.

80

347

BOC Hong Kong (Holdings) Ltd.

16,000

49,615

Cheung Kong Holdings Ltd.

2,000

31,125

CLP Holdings Ltd.

10,000

81,472

Hang Seng Bank Ltd.

2,000

31,895

Henderson Land Development Co. Ltd.

4,024

25,499

Henderson Land Development Co. Ltd. warrants 6/1/11 (a)

800

58

Hutchison Whampoa Ltd.

5,000

58,873

Hysan Development Co. Ltd.

5,000

22,470

Kerry Properties Ltd.

8,000

38,726

New World Development Co. Ltd.

21,389

38,450

Power Assets Holdings Ltd.

3,500

22,852

Sun Hung Kai Properties Ltd.

4,495

72,608

Wheelock and Co. Ltd.

25,000

90,845

TOTAL HONG KONG

625,790

Ireland - 0.1%

CRH PLC

27

624

Kerry Group PLC Class A

680

24,680

TOTAL IRELAND

25,304

Israel - 0.7%

Israel Chemicals Ltd.

6,004

99,708

Teva Pharmaceutical Industries Ltd.

1,406

70,604

TOTAL ISRAEL

170,312

Italy - 1.9%

Assicurazioni Generali SpA

1,101

24,903

 

Shares

Value

Enel SpA

3,784

$ 22,548

ENI SpA

1,850

45,109

EXOR SpA

2,813

85,830

Finmeccanica SpA

4,420

55,323

Intesa Sanpaolo SpA

20,964

70,706

Mediobanca SpA

3,747

39,661

Mediobanca SpA warrants 3/18/11 (a)

3,569

10

Pirelli & C SpA

10,799

87,031

Telecom Italia SpA

19,506

30,454

UniCredit SpA

9,662

24,840

TOTAL ITALY

486,415

Japan - 20.6%

Aeon Mall Co. Ltd.

3,800

100,946

Asahi Glass Co. Ltd.

4,000

55,933

Astellas Pharma, Inc.

2,200

86,512

Bank of Yokohama Ltd.

7,000

37,788

Canon, Inc.

2,000

96,725

Central Japan Railway Co.

14

125,485

Chiba Bank Ltd.

4,000

27,449

Chubu Electric Power Co., Inc.

4,200

110,863

Daito Trust Construction Co. Ltd.

1,400

114,156

DeNA Co. Ltd.

3,300

127,280

Dentsu, Inc.

1,800

57,469

East Japan Railway Co.

1,700

118,547

Eisai Co. Ltd.

1,000

37,464

Electric Power Development Co. Ltd.

900

28,397

Elpida Memory, Inc. (a)

3,700

55,455

Fuji Heavy Industries Ltd.

14,000

120,646

Fujifilm Holdings Corp.

2,000

70,420

Hino Motors Ltd.

19,000

105,531

Hitachi Ltd.

29,000

176,517

Honda Motor Co. Ltd.

5,300

231,318

INPEX Corp.

12

84,328

Isetan Mitsukoshi Holdings Ltd.

1,400

16,962

JFE Holdings, Inc.

2,500

79,178

JGC Corp.

3,000

68,126

Jupiter Telecommunications Co.

40

43,032

Kansai Electric Power Co., Inc.

1,900

49,903

Kao Corp.

1,300

35,116

KDDI Corp.

13

84,428

Kinden Corp.

10,000

90,465

Kirin Holdings Co. Ltd.

2,000

28,637

Kuraray Co. Ltd.

2,000

28,408

Lawson, Inc.

700

34,444

Marubeni Corp.

8,000

61,408

Minebea Ltd.

16,000

95,190

Mitsubishi Corp.

1,000

27,824

Mitsubishi UFJ Financial Group, Inc.

7,400

41,110

Mitsui & Co. Ltd.

5,500

100,546

Mitsui Engineering & Shipbuilding Co.

24,000

66,331

Mitsui OSK Lines Ltd.

6,000

39,899

Mizuho Financial Group, Inc.

20,000

41,229

Nintendo Co. Ltd.

50

14,652

Common Stocks - continued

Shares

Value

Japan - continued

Nippon Electric Glass Co. Ltd.

4,000

$ 67,105

Nippon Telegraph & Telephone Corp.

400

19,568

Nissan Motor Co. Ltd.

14,300

146,943

Nisshin Seifun Group, Inc.

3,500

46,175

Nitori Holdings Co. Ltd.

800

70,807

Nitto Denko Corp.

2,100

126,436

Nomura Holdings, Inc.

4,200

26,636

NTT Data Corp.

16

57,186

ORIX Corp.

380

42,506

Osaka Gas Co. Ltd.

13,000

49,508

Panasonic Corp.

2,000

27,018

Resona Holdings, Inc.

11,700

63,922

Sega Sammy Holdings, Inc.

5,900

133,940

Seven & i Holdings Co., Ltd.

1,400

39,081

Sony Corp.

2,700

99,416

Sony Financial Holdings, Inc.

18

76,467

Sumitomo Corp.

4,300

63,890

Sumitomo Heavy Industries Ltd.

6,000

42,329

Sumitomo Mitsui Financial Group, Inc.

3,100

117,316

Sumitomo Realty & Development Co. Ltd.

4,000

107,880

Takeda Pharmaceutical Co. Ltd.

2,700

134,522

Tokio Marine Holdings, Inc.

2,600

85,492

Tokyo Electric Power Co.

2,000

51,773

Tokyo Gas Co. Ltd.

11,000

49,179

Tokyu Land Corp.

19,000

109,278

Toyo Suisan Kaisha Ltd.

1,500

33,906

Toyoda Gosei Co. Ltd.

2,300

53,873

Toyota Motor Corp.

3,200

149,537

Yamada Denki Co. Ltd.

720

54,836

Yamaguchi Financial Group, Inc.

3,000

31,027

Yamazaki Baking Co. Ltd.

5,000

60,758

TOTAL JAPAN

5,254,427

Luxembourg - 0.4%

Aperam

47

1,944

Tenaris SA

3,940

88,953

TOTAL LUXEMBOURG

90,897

Netherlands - 2.6%

Akzo Nobel NV

372

25,293

ING Groep NV (Certificaten Van Aandelen) unit (a)

13,820

173,372

Koninklijke Ahold NV

7,745

103,974

Koninklijke KPN NV

2,705

43,824

Koninklijke Philips Electronics NV

2,398

78,362

STMicroelectronics NV

7,741

99,453

Unilever NV (Certificaten Van Aandelen) (Bearer) unit

4,740

142,973

TOTAL NETHERLANDS

667,251

 

Shares

Value

New Zealand - 0.6%

Fletcher Building Ltd.

8,805

$ 58,100

Sky City Entertainment Group Ltd.

41,148

100,619

TOTAL NEW ZEALAND

158,719

Norway - 0.5%

StatoilHydro ASA

2,800

73,943

Telenor ASA

3,400

56,380

TOTAL NORWAY

130,323

Singapore - 1.4%

Ascendas Real Estate Investment Trust (A-REIT)

13,000

20,443

ComfortDelgro Corp. Ltd.

20,000

24,375

Jardine Cycle & Carriage Ltd.

2,000

52,964

Oversea-Chinese Banking Corp. Ltd.

9,171

66,414

SembCorp Marine Ltd.

27,000

113,579

Yangzijiang Shipbuilding Holdings Ltd.

60,000

84,447

TOTAL SINGAPORE

362,222

Spain - 2.5%

Banco Bilbao Vizcaya Argentaria SA

6,241

76,939

Banco Santander SA

14,442

177,813

Iberdrola SA

10,216

89,142

Repsol YPF SA

2,174

72,982

Telefonica SA

5,095

129,541

Vallehermoso SA (a)

7,432

82,511

TOTAL SPAIN

628,928

Sweden - 2.6%

Alfa Laval AB

1,600

32,668

Getinge AB (B Shares)

362

8,843

H&M Hennes & Mauritz AB (B Shares)

2,570

84,005

Nordea Bank AB

1,287

14,632

Scania AB (B Shares)

3,067

68,383

Svenska Cellulosa AB (SCA) (B Shares)

5,000

82,664

Swedbank AB (A Shares)

4,685

82,487

Swedish Match Co.

3,230

102,008

Tele2 AB (B Shares)

2,729

62,269

Telefonaktiebolaget LM Ericsson
(B Shares)

7,561

97,125

Volvo AB (B Shares)

1,787

30,927

TOTAL SWEDEN

666,011

Switzerland - 5.7%

ABB Ltd. (Reg.)

1,048

25,665

Credit Suisse Group

2,031

93,945

Nestle SA

5,538

313,579

Novartis AG

3,740

210,209

Pargesa Holding SA

913

84,229

Roche Holding AG (participation certificate)

1,957

295,146

Straumann Holding AG

170

41,779

Sulzer AG (Reg.)

553

85,782

Swiss Reinsurance Co.

1,720

105,353

Common Stocks - continued

Shares

Value

Switzerland - continued

The Swatch Group AG (Bearer)

100

$ 42,575

UBS AG (a)

6,080

120,664

Zurich Financial Services AG

86

24,968

TOTAL SWITZERLAND

1,443,894

United Kingdom - 18.6%

3i Group PLC

18,197

92,396

Anglo American PLC (United Kingdom)

3,270

177,227

AstraZeneca PLC:

(United Kingdom)

1,320

64,599

sponsored ADR (e)

3,188

156,754

Aviva PLC

5,824

44,212

BAE Systems PLC

18,290

97,804

Barclays PLC

34,970

181,504

BG Group PLC

3,414

83,066

BHP Billiton PLC

4,530

179,589

BP PLC

46,580

375,559

British American Tobacco PLC (United Kingdom)

1,781

71,363

BT Group PLC

25,000

74,265

Cable & Wireless PLC

14,975

11,687

Centrica PLC

16,449

90,955

Compass Group PLC

11,708

105,361

Diageo PLC

4,000

78,212

EnQuest PLC (a)

4,000

9,254

GlaxoSmithKline PLC

2,172

41,700

GlaxoSmithKline PLC sponsored ADR

5,929

228,919

HSBC Holdings PLC:

(United Kingdom)

24,715

272,224

sponsored ADR

1,973

108,693

Imperial Tobacco Group PLC

2,110

67,719

ITV PLC (a)

55,731

79,012

Land Securities Group PLC

1,809

22,544

Legal & General Group PLC

53,160

102,679

Lloyds Banking Group PLC (a)

112,759

113,886

National Grid PLC

8,020

74,535

Next PLC

2,789

89,602

Pearson PLC

3,305

56,378

Reckitt Benckiser Group PLC

1,213

62,517

Rio Tinto PLC

4,109

289,378

Royal Dutch Shell PLC:

Class A (United Kingdom)

5,601

201,388

Class B

3,129

111,870

Serco Group PLC

7,550

66,838

Standard Chartered PLC (United Kingdom)

5,675

150,118

Tesco PLC

10,024

65,875

Thomas Cook Group PLC

13,000

39,968

Unilever PLC

5,187

153,807

Vedanta Resources PLC

1,480

57,967

Vodafone Group PLC

90,000

255,550

 

Shares

Value

Wolseley PLC (a)

2,952

$ 102,757

Xstrata PLC

1,200

27,412

TOTAL UNITED KINGDOM

4,737,143

United States of America - 0.2%

Synthes, Inc.

306

41,999

TOTAL COMMON STOCKS

(Cost $20,370,964)

23,811,027

Nonconvertible Preferred Stocks - 0.0%

 

 

 

 

Germany - 0.0%

Volkswagen AG
(Cost $1,060)

12

2,035

Government Obligations - 0.8%

 

Principal Amount

 

United States of America - 0.8%

U.S. Treasury Bills, yield at date of purchase 0.15% to 0.22% 6/9/11 to 8/4/11 (f)
(Cost $199,865)

$ 200,000

199,893

Money Market Funds - 5.4%

Shares

 

Dreyfus Cash Management Institutional Shares, 0.10% (c)

1,201,445

1,201,445

Fidelity Securities Lending Cash Central Fund, 0.21% (b)(d)

188,750

188,750

TOTAL MONEY MARKET FUNDS

(Cost $1,390,195)

1,390,195

TOTAL INVESTMENT PORTFOLIO - 99.7%

(Cost $21,962,084)

25,403,150

NET OTHER ASSETS (LIABILITIES) - 0.3%

71,917

NET ASSETS - 100%

$ 25,475,067

Futures Contracts

Expiration Date

Underlying Face Amount at Value

Unrealized Appreciation/(Depreciation)

Purchased

Equity Index Contracts

15 CME E-mini MSCI EAFE Index Contracts

March 2011

$ 1,318,575

$ 74,937

 

The face value of futures purchased as a percentage of net assets is 5.2%

Legend

(a) Non-income producing

(b) Affiliated fund that is 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, which are not covered by the Fund's Report of Independent Registered Public Accounting Firm, are available on the SEC's website or upon request.

(c) The rate quoted is the annualized seven-day yield of the fund at period end.

(d) Investment made with cash collateral received from securities on loan.

(e) Security or a portion of the security is on loan at period end.

(f) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At the period end, the value of securities pledged amounted to $199,893.

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

Fidelity Securities Lending Cash Central Fund

$ 2,013

Other Information

The following is a summary of the inputs used, as of February 28, 2011, 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. For more information on valuation inputs, and their aggregation into the levels used in the table below, please refer to the Security Valuation section in the accompanying Notes to Financial Statements.

Valuation Inputs at Reporting Date:

Description

Total

Level 1

Level 2

Level 3

Investments in Securities:

Equities:

Japan

$ 5,254,427

$ 1,293,383

$ 3,961,044

$ -

United Kingdom

4,737,143

2,298,512

2,438,631

-

Australia

2,375,460

-

2,375,460

-

Germany

2,228,611

2,228,611

-

-

France

2,003,739

1,507,919

495,820

-

Switzerland

1,443,894

993,411

450,483

-

Netherlands

667,251

173,091

494,160

-

Sweden

666,011

568,886

97,125

-

Spain

628,928

171,653

457,275

-

Other

3,807,598

3,164,026

643,572

-

Government Obligations

199,893

-

199,893

-

Money Market Funds

1,390,195

1,390,195

-

-

Total Investments in Securities:

$ 25,403,150

$ 13,789,687

$ 11,613,463

$ -

Derivative Instruments:

Assets

Futures Contracts

$ 74,937

$ 74,937

$ -

$ -

Value of Derivative Instruments

The following table is a summary of the Fund's value of derivative instruments by risk exposure as of February 28, 2011. For additional information on derivative instruments, please refer to the Derivative Instruments section in the accompanying Notes to Financial Statements.

Risk Exposure /
Derivative Type

Value

 

Asset

Liability

Equity Risk

Futures Contracts (a)

$ 74,937

$ -

Total Value of Derivatives

$ 74,937

$ -

(a) Reflects cumulative appreciation/(depreciation) on futures contracts as disclosed on the Schedule of Investments. Only the period end variation margin is separately disclosed on the Statement of Assets and Liabilities.

Income Tax Information

At February 28, 2011, the Fund had a capital loss carryforward of approximately $3,656,500 of which $1,011,502, $1,890,764 and $754,234 will expire in fiscal 2017, 2018 and 2019, respectively. Capital loss carryforwards are only available to offset future capital gains of the Fund to the extent provided by regulations and may be limited.

See accompanying notes which are an integral part of the financial statements.

Annual Report

Fidelity International Enhanced Index Fund

Financial Statements

Statement of Assets and Liabilities

 

February 28, 2011

 

 

 

Assets

Investment in securities, at value (including securities loaned of $186,554) - See accompanying schedule:

Unaffiliated issuers (cost $21,773,334)

$ 25,214,400

 

Fidelity Central Funds (cost $188,750)

188,750

 

Total Investments (cost $21,962,084)

 

$ 25,403,150

Foreign currency held at value (cost $353,899)

364,204

Receivable for investments sold

717,149

Receivable for fund shares sold

133,547

Dividends receivable

78,702

Interest receivable

91

Distributions receivable from Fidelity Central Funds

93

Receivable for daily variation on futures contracts

16,022

Other receivables

1

Total assets

26,712,959

 

 

 

Liabilities

Payable for investments purchased

$ 1,020,995

Payable for fund shares redeemed

15,333

Accrued management fee

9,715

Other affiliated payables

3,099

Collateral on securities loaned, at value

188,750

Total liabilities

1,237,892

 

 

 

Net Assets

$ 25,475,067

Net Assets consist of:

 

Paid in capital

$ 25,687,318

Undistributed net investment income

49,936

Accumulated undistributed net realized gain (loss) on investments and foreign currency transactions

(3,790,639)

Net unrealized appreciation (depreciation) on investments and assets and liabilities in foreign currencies

3,528,452

Net Assets, for 3,279,963 shares outstanding

$ 25,475,067

Net Asset Value, offering price and redemption price per share ($25,475,067 ÷ 3,279,963 shares)

$ 7.77

Statement of Operations

 

Year ended February 28, 2011

 

 

 

Investment Income

 

 

Dividends

 

$ 742,790

Interest

 

1,319

Income from Fidelity Central Funds (including $2,013 from security lending)

 

2,013

Income before foreign taxes withheld

 

746,122

Less foreign taxes withheld

 

(56,414)

Total income

 

689,708

 

 

 

Expenses

Management fee

$ 103,919

Transfer agent fees

33,252

Independent trustees' compensation

272

Miscellaneous

64

Total expenses before reductions

137,507

Expense reductions

(2)

137,505

Net investment income (loss)

552,203

Realized and Unrealized Gain (Loss)

Net realized gain (loss) on:

Investment securities:

 

 

Unaffiliated issuers

(829,975)

Foreign currency transactions

(8,577)

Futures contracts

4,519

Total net realized gain (loss)

 

(834,033)

Change in net unrealized appreciation (depreciation) on:

Investment securities

3,719,810

Assets and liabilities in foreign currencies

12,636

Futures contracts

140,416

Total change in net unrealized appreciation (depreciation)

 

3,872,862

Net gain (loss)

3,038,829

Net increase (decrease) in net assets resulting from operations

$ 3,591,032

See accompanying notes which are an integral part of the financial statements.

Annual Report

Statement of Changes in Net Assets

 

Year ended February 28,
2011

Year ended February 28,
2010

Increase (Decrease) in Net Assets

 

 

Operations

 

 

Net investment income (loss)

$ 552,203

$ 421,189

Net realized gain (loss)

(834,033)

(362,231)

Change in net unrealized appreciation (depreciation)

3,872,862

6,388,004

Net increase (decrease) in net assets resulting from operations

3,591,032

6,446,962

Distributions to shareholders from net investment income

(534,394)

(401,370)

Distributions to shareholders from net realized gain

-

(57,303)

Total distributions

(534,394)

(458,673)

Share transactions
Proceeds from sales of shares

14,443,401

12,786,877

Reinvestment of distributions

507,651

432,668

Cost of shares redeemed

(12,491,341)

(12,200,610)

Net increase (decrease) in net assets resulting from share transactions

2,459,711

1,018,935

Redemption fees

1,042

895

Total increase (decrease) in net assets

5,517,391

7,008,119

 

 

 

Net Assets

Beginning of period

19,957,676

12,949,557

End of period (including undistributed net investment income of $49,936 and undistributed net investment income of $32,123, respectively)

$ 25,475,067

$ 19,957,676

Other Information

Shares

Sold

2,066,221

2,054,145

Issued in reinvestment of distributions

70,971

64,721

Redeemed

(1,891,969)

(2,014,584)

Net increase (decrease)

245,223

104,282

Financial Highlights

Years ended February 28,

2011

2010

2009

2008 G

Selected Per-Share Data

 

 

 

 

Net asset value, beginning of period

$ 6.58

$ 4.42

$ 9.35

$ 10.00

Income from Investment Operations

 

 

 

 

Net investment income (loss) D

  .17

.15

.18

.03

Net realized and unrealized gain (loss)

  1.19

2.17

(4.96)

(.68)

Total from investment operations

  1.36

2.32

(4.78)

(.65)

Distributions from net investment income

  (.17)

(.14)

(.14)

-

Distributions from net realized gain

  -

(.02)

(.01)

-

Total distributions

  (.17)

(.16)

(.15)

-

Redemption fees added to paid in capital D, I

  -

-

-

-

Net asset value, end of period

$ 7.77

$ 6.58

$ 4.42

$ 9.35

Total Return B, C

  20.95%

52.44%

(51.52)%

(6.50)%

Ratios to Average Net Assets E, H

 

 

 

 

Expenses before reductions

  .62%

.62%

.62%

.62% A

Expenses net of fee waivers, if any

  .62%

.62%

.62%

.62% A

Expenses net of all reductions

  .62%

.62%

.62%

.62% A

Net investment income (loss)

  2.50%

2.39%

2.69%

1.58% A

Supplemental Data

 

 

 

 

Net assets, end of period (000 omitted)

$ 25,475

$ 19,958

$ 12,950

$ 7,273

Portfolio turnover rate F

  32%

22% J

42% J

15%

A Annualized

B Total returns for periods of less than one year are not annualized.

C Total returns would have been lower had certain expenses not been reduced during the periods shown.

D Calculated based on average shares outstanding during the period.

E Fees and expenses of the underlying Fidelity Central Funds are not included in the Fund's expense ratio. The Fund indirectly bears its proportionate share of the expenses of any underlying Fidelity Central Funds.

F Amount does not include the portfolio activity of any underlying Fidelity Central Funds.

G For the period December 20, 2007 (commencement of operations) to February 29, 2008.

H Expense ratios reflect operating expenses of the Fund. Expenses before reductions do not reflect amounts reimbursed by the investment adviser or reductions from expense offset arrangements and do not represent the amount paid by the Fund during periods when reimbursements or reductions occur. Expenses net of fee waivers reflect expenses after reimbursement by the investment adviser but prior to reductions from expense offset arrangements. Expenses net of all reductions represent the net expenses paid by the Fund.

I Amount represents less than $.01 per share.

J Reflects adjustments to exclude transactions in money market mutual funds.

See accompanying notes which are an integral part of the financial statements.

Annual Report

Notes to Financial Statements

For the period ended February 28, 2011

1. Organization.

Fidelity Large Cap Growth Enhanced Index Fund, Fidelity Large Cap Value Enhanced Index Fund, Fidelity Large Cap Core Enhanced Index Fund, Fidelity Mid Cap Enhanced Index Fund, Fidelity Small Cap Enhanced Index Fund and Fidelity International Enhanced Index Fund (the Funds) are funds of Fidelity Commonwealth Trust II (the Trust) and are authorized to issue an unlimited number of shares. The Trust is registered under the Investment Company Act of 1940, as amended (the 1940 Act), as an open-end management investment company organized as a Delaware statutory trust.

2. Significant Accounting Policies.

The financial statements have been prepared in conformity with accounting principles generally accepted in the United States of America (GAAP), which require management to make certain estimates and assumptions at the date of the financial statements. Actual results could differ from those estimates. Subsequent events, if any, through the date that the financial statements were issued have been evaluated in the preparation of the financial statements. The following summarizes the significant accounting policies of the Funds:

Security Valuation. Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Each Fund uses independent pricing services approved by the Board of Trustees to value their investments. When current market prices or quotations are not readily available or reliable, valuations may be determined in good faith in accordance with procedures adopted by the Board of Trustees. Factors used in determining value may include market or security specific events. The frequency with which these procedures are used cannot be predicted and they may be utilized to a significant extent. The value used for net asset value (NAV) calculation under these procedures may differ from published prices for the same securities.

Each Fund categorizes the inputs to valuation techniques used to value their investments into a disclosure hierarchy consisting of three levels as shown below.

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. The aggregate value of investments by input level, as of February 28, 2011, is included at the end of each Fund's Schedule of Investments. Valuation techniques used to value each Fund's investments by major category are as follows.

Equity securities, including restricted securities, for which market quotations are readily available, are valued at the last reported sale price or official closing price as reported by an independent pricing service on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day or closing prices are not available, securities are valued at the last quoted bid price or may be valued using the last available price and are generally categorized as Level 2 in the hierarchy. For foreign equity securities, when significant market or security specific events arise, comparisons to the valuation of American Depositary Receipts (ADRs), futures contracts, Exchange-traded funds (ETFs) and certain indexes as well as quoted prices for similar securities are used and are categorized as Level 2 in the hierarchy in these circumstances. Utilizing these techniques may result in significant transfers between Level 1 and Level 2 for Fidelity International Enhanced Index Fund. For restricted equity securities and private placements where observable inputs are limited, assumptions about market activity and risk are used and are categorized as Level 3 in the hierarchy.

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. Short-term securities with remaining maturities of sixty days or less for which quotations are not readily available are valued at amortized cost, which approximates fair value, and are categorized as Level 2 in the hierarchy.

Foreign Currency. Certain Funds may use foreign currency contracts to facilitate transactions in foreign-denominated securities. Gains and losses from these transactions may arise from changes in the value of the foreign currency or if the counterparties do not perform under the contracts' terms.

Foreign-denominated assets, including investment securities, and liabilities are translated into U.S. dollars at the exchange rate at period end. Purchases and sales of investment securities, income and dividends received and expenses denominated in foreign currencies are translated into U.S. dollars at the exchange rate in effect on the transaction date.

The effects of exchange rate fluctuations on investments are included with the net realized and unrealized gain (loss) on investment securities. Other foreign currency transactions resulting in realized and unrealized gain (loss) are disclosed separately.

Annual Report

2. Significant Accounting Policies - continued

Investment Transactions and Income. For financial reporting purposes, the Funds' investment holdings and NAV include trades executed through the end of the last business day of the period. The NAV per share for processing shareholder transactions is calculated as of the close of business of the New York Stock Exchange (NYSE), normally 4:00 p.m. Eastern time and includes trades executed through the end of the prior business day. Gains and losses on securities sold are determined on the basis of identified cost and may include proceeds received from litigation. Dividend income is recorded on the ex-dividend date, except for certain dividends from foreign securities where the ex-dividend date may have passed, which are recorded as soon as the Funds are informed of the ex-dividend date. Non-cash dividends included in dividend income, if any, are recorded at the fair market value of the securities received. Distributions received on securities that represent a return of capital or capital gain are recorded as a reduction of cost of investments and/or as a realized gain. The Funds estimate the components of distributions received that may be considered return of capital distributions or capital gain distributions. Interest income and distributions from the Fidelity Central Funds are accrued as earned. Interest income includes coupon interest and amortization of premium and accretion of discount on debt securities. Investment income is recorded net of foreign taxes withheld where recovery of such taxes is uncertain.

Expenses. Expenses directly attributable to a fund are charged to that fund. Expenses attributable to more than one fund are allocated among the respective funds on the basis of relative net assets or other appropriate methods. Expense estimates are accrued in the period to which they relate and adjustments are made when actual amounts are known.

Income Tax Information and Distributions to Shareholders. Each year each Fund intends to qualify as a regulated investment company, including distributing substantially all of its taxable income and realized gains under Subchapter M of the Internal Revenue Code and filing its U.S. federal tax return. As a result, no provision for income taxes is required. As of February 28, 2011, each Fund did not have any unrecognized tax benefits in the accompanying financial statements. A fund's federal tax return is subject to examination by the Internal Revenue Service (IRS) for a period of three years. Foreign taxes are provided for based on each Fund's understanding of the tax rules and rates that exist in the foreign markets in which it invests.

Distributions are declared and recorded on the ex-dividend date. Income and capital gain distributions are determined in accordance with income tax regulations, which may differ from GAAP. In addition, certain Funds claimed a portion of the payment made to redeeming shareholders as a distribution for income tax purposes.

Capital accounts within the financial statements are adjusted for permanent book-tax differences. These adjustments have no impact on net assets or the results of operations. Temporary book-tax differences will reverse in a subsequent period.

Book-tax differences are primarily due to futures transactions, foreign currency transactions, passive foreign investment companies (PFIC), market discount, capital loss carryforwards, losses deferred due to wash sales and excise tax regulations.

The federal tax cost of investment securities and unrealized appreciation (depreciation) as of period end were as follows for each Fund:

 

Tax cost

Gross unrealized
appreciation

Gross unrealized
depreciation

Net unrealized
appreciation
(depreciation) on
securities and
other investments

Fidelity Large Cap Growth Enhanced Index Fund

$ 61,074,404

$ 13,148,198

$ (824,844)

$ 12,323,354

Fidelity Large Cap Value Enhanced Index Fund

81,131,083

15,712,353

(2,503,027)

13,209,326

Fidelity Large Cap Core Enhanced Index Fund

1,003,000,284

122,718,138

(95,346,985)

27,371,153

Fidelity Mid Cap Enhanced Index Fund

51,670,365

12,781,219

(595,116)

12,186,103

Fidelity Small Cap Enhanced Index Fund

101,798,737

27,140,266

(2,054,149)

25,086,117

Fidelity International Enhanced Index Fund

22,036,907

4,658,384

(1,292,141)

3,366,243

The tax-based components of distributable earnings as of period end were as follows for each Fund:

February 28, 2011

Undistributed
ordinary
income

Undistributed
long-term
capital gain

Capital loss
carryforward

Net unrealized
appreciation
(depreciation)

Fidelity Large Cap Growth Enhanced Index Fund

$ 107,902

$ -

$ (6,700,751)

$ 12,323,354

Fidelity Large Cap Value Enhanced Index Fund

167,330

-

(187,547)

13,209,326

Fidelity Large Cap Core Enhanced Index Fund

2,062,802

-

(85,601,774)

27,337,526

Fidelity Mid Cap Enhanced Index Fund

395,525

1,085,768

(2,108,052)

12,186,103

Fidelity Small Cap Enhanced Index Fund

-

3,405,534

-

25,086,117

Fidelity International Enhanced Index Fund

65,556

-

(3,656,500)

3,378,692

Annual Report

Notes to Financial Statements - continued

2. Significant Accounting Policies - continued

Income Tax Information and Distributions to Shareholders - continued

The tax character of distributions paid was as follows:

February 28, 2011

Ordinary
Income

Long-term
Capital Gains

Total

Fidelity Large Cap Growth Enhanced Index Fund

$ 603,819

$ -

$ 603,819

Fidelity Large Cap Value Enhanced Index Fund

1,184,075

-

1,184,075

Fidelity Large Cap Core Enhanced Index Fund

15,976,149

-

15,976,149

Fidelity Mid Cap Enhanced Index Fund

1,446,233

635,360

2,081,593

Fidelity Small Cap Enhanced Index Fund

740,549

-

740,549

Fidelity International Enhanced Index Fund

534,394

-

534,394

February 28, 2010

Ordinary
Income

Long-term
Capital Gains

Total

Fidelity Large Cap Growth Enhanced Index Fund

$ 510,338

$ -

$ 510,338

Fidelity Large Cap Value Enhanced Index Fund

1,285,327

-

1,285,327

Fidelity Large Cap Core Enhanced Index Fund

17,963,606

-

17,963,606

Fidelity Mid Cap Enhanced Index Fund

290,636

-

290,636

Fidelity Small Cap Enhanced Index Fund

554,929

-

554,929

Fidelity International Enhanced Index Fund

458,673

-

458,673

Short Term Trading (Redemption) Fees. Shares held by investors of Fidelity Small Cap Enhanced Index Fund less than 90 days are subject to a redemption fee equal to 1.50% of the net asset value of shares redeemed. Shares held by investors of Fidelity Mid Cap Enhanced Index Fund and Fidelity International Enhanced Index Fund less than 30 days are subject to a redemption fee equal to 0.75% and 1.00%, respectively, of the net asset value of shares redeemed. All redemption fees, which reduce the proceeds of the shareholder redemption, are retained by the Funds and accounted for as an addition to paid in capital.

3. Derivative Instruments.

Risk Exposures and the Use of Derivative Instruments. The Funds used derivative instruments (derivatives), including futures contracts in order to meet their investment objectives. The strategy is to use derivatives to increase returns, and to manage exposure to certain risks as defined below. The success of any strategy involving derivatives depends on analysis of numerous economic factors, and if the strategies for investment do not work as intended, the Funds may not achieve their objectives.

The Funds' use of derivatives increased or decreased their exposure to the following risks:

Equity Risk

Equity risk relates to the fluctuations in the value of financial instruments as a result of changes in market prices (other than those arising from interest rate risk or foreign exchange risk), whether caused by factors specific to an individual investment, its issuer, or all factors affecting all instruments traded in a market or market segment.

The Funds are also exposed to additional risks from investing in derivatives, such as liquidity risk and counterparty credit risk. Liquidity risk is the risk that the Funds will be unable to sell the derivative in the open market in a timely manner. Counterparty credit risk is the risk that the counterparty will not be able to fulfill its obligation to the Funds. The Funds' maximum risk of loss from counterparty credit risk is generally the aggregate unrealized appreciation and unpaid counterparty payments in excess of any collateral pledged by the counterparty to the Funds. Counterparty risk related to exchange-traded futures contracts is minimal because of the protection provided by the exchange on which they trade. Derivatives involve, to varying degrees, risk of loss in excess of the amounts recognized in the Statement of Assets and Liabilities.

Annual Report

3. Derivative Instruments - continued

Net Realized Gain (Loss) and Change in Net Unrealized Appreciation (Depreciation) on Derivatives. The table below, which reflects the impacts of derivatives on the financial performance of the applicable Funds, summarizes the net realized gain (loss) and change in net unrealized appreciation (depreciation) for derivatives during the period.

Risk Exposure / Derivative Type

Net Realized Gain
(Loss)

Change in Net
Unrealized
Appreciation
(Depreciation)

Fidelity Large Cap Growth Enhanced Index Fund

 

 

Equity Risk

 

 

Futures Contracts

$ 63,477

$ 8,356

Total (a)

$ 63,477

$ 8,356

 

 

 

Fidelity Large Cap Value Enhanced Index Fund

 

 

Equity Risk

 

 

Futures Contracts

$ 23,654

$ 9,029

Total (a)

$ 23,654

$ 9,029

 

 

 

Fidelity Large Cap Core Enhanced Index Fund

 

 

Equity Risk

 

 

Futures Contracts

$ 2,736,397

$ 127,815

Total (a)

$ 2,736,397

$ 127,815

 

 

 

Fidelity Mid Cap Enhanced Index Fund

 

 

Equity Risk

 

 

Futures Contracts

$ 142,619

$ 44,891

Total  (a)

$ 142,619

$ 44,891

 

 

 

Fidelity Small Cap Enhanced Index Fund

 

 

Equity Risk

 

 

Futures Contracts

$ 415,189

$ 188,406

Total  (a)

$ 415,189

$ 188,406

 

 

 

Fidelity International Enhanced Index Fund

 

 

Equity Risk

 

 

Futures Contracts

$ 4,519

$ 140,416

Total  (a)

$ 4,519

$ 140,416

(a) A summary of the value of derivatives by risk exposure as of period end is included at the end of the Schedule of Investments and is representative of activity for the period.

Futures Contracts. A futures contract is an agreement between two parties to buy or sell a specified underlying instrument for a fixed price at a specified future date. The Funds used futures contracts to manage their exposure to the stock market.

Upon entering into a futures contract, a fund is required to deposit either cash or securities (initial margin) with a clearing broker in an amount equal to a certain percentage of the face value of the contract. Futures contracts are marked-to-market daily and subsequent payments (variation margin) are made or received by a fund depending on the daily fluctuations in the value of the futures contracts and are recorded as unrealized appreciation or (depreciation). Realized gain or (loss) is recorded upon the expiration or closing of a futures contract. The net realized gain (loss) and change in net unrealized appreciation (depreciation) on futures contracts during the period is included in the Statement of Operations.

The underlying face amount at value of open futures contracts at period end is shown in the Schedule of Investments under the caption "Futures Contracts." This amount reflects each contract's exposure to the underlying instrument at period end. Securities deposited to meet initial margin requirements are identified in the Schedule of Investments. The receivable and/or payable for the variation margin are reflected in the Statement of Assets and Liabilities.

Certain risks arise upon entering into futures contracts, including the risk that an illiquid market limits the ability to close out a futures contract prior to settlement date.

Annual Report

Notes to Financial Statements - continued

4. Purchases and Sales of Investments.

Purchases and sales of securities other than short-term securities, are noted in the table below.

 

Purchases ($)

Sales ($)

Fidelity Large Cap Growth Enhanced Index Fund

47,961,246

39,439,045

Fidelity Large Cap Value Enhanced Index Fund

61,425,902

57,153,330

Fidelity Large Cap Core Enhanced Index Fund

586,736,118

754,702,058

Fidelity Mid Cap Enhanced Index Fund

39,409,192

24,572,287

Fidelity Small Cap Enhanced Index Fund

86,619,336

93,084,179

Fidelity International Enhanced Index Fund

8,918,996

6,651,426

5. Fees and Other Transactions with Affiliates.

Management Fee and Expense Contract. Strategic Advisers, Inc. (Strategic Advisers), an affiliate of Fidelity Management & Research Company (FMR), provides the Funds with investment management related services. For these services, the Funds pay a monthly management fee to Strategic Advisers. The management fee is based on an annual rate of 0.30% of average net assets for Fidelity Large Cap Growth Enhanced Index, Fidelity Large Cap Value Enhanced Index and Fidelity Large Cap Core Enhanced Index, 0.45% of average net assets for Fidelity Mid Cap Enhanced Index, 0.52% of average net assets for Fidelity Small Cap Enhanced Index and 0.47% of average net assets for Fidelity International Enhanced Index. Under the management contract, Strategic Advisers pays all other ordinary fund-wide operating expenses (such as custody, audit, legal and pricing and bookkeeping fees), except the compensation of the independent Trustees and certain other expenses such as interest expense. The management fee paid to Strategic Advisers by the Funds is reduced by an amount equal to the fees and expenses paid by the Funds to the independent Trustees.

In addition, under the expense contract, Strategic Advisers pays other expenses such as those listed above for each of the Funds so that the total expenses do not exceed certain amounts of each Fund's average net assets with certain exceptions, as noted in the following table:

Fidelity Large Cap Growth Enhanced Index Fund

.45%

Fidelity Large Cap Value Enhanced Index Fund

.45%

Fidelity Large Cap Core Enhanced Index Fund

.45%

Fidelity Mid Cap Enhanced Index Fund

.60%

Fidelity Small Cap Enhanced Index Fund

.67%

Fidelity International Enhanced Index Fund

.62%

Sub-Adviser. Geode Capital Management, LLC (Geode), serves as sub-adviser for the Funds. Geode provides discretionary investment advisory services to the Funds and is paid by Strategic Advisers for providing these services.

Transfer Agent Fees. Fidelity Investments Institutional Operations Company, Inc. (FIIOC), an affiliate of FMR, is the Funds' transfer, dividend disbursing and shareholder servicing agent. FIIOC receives account fees and asset-based fees that vary according to type of account. FIIOC pays for typesetting, printing and mailing of shareholder reports, except proxy statements. Under the expense contract, each fund paid transfer agent fees at the following annual rates of 0.15% of average net assets.

6. Investments in Fidelity Central Funds.

The Funds invest in Fidelity Central Funds, which are open-end investment companies available only to other investment companies and accounts managed by FMR and its affiliates. The Funds' Schedules of Investments list each of the Fidelity Central Funds held as of period end, if any, as an investment of each Fund, but does not include the underlying holdings of each Fidelity Central Fund. As an Investing Fund, the Funds indirectly bear their proportionate share of the expenses of the underlying Fidelity Central Funds.

The Fidelity Securities Lending Cash Central Fund seeks preservation of capital and current income and is managed by Fidelity Investments Money Management, Inc. (FIMM), an affiliate of FMR.

A complete unaudited list of holdings for each Fidelity Central Fund is available upon request or at the Securities and Exchange Commission (the SEC) web site at www.sec.gov. In addition, the financial statements of the Fidelity Central Funds, which are not covered by the Funds' Report of Independent Registered Public Accounting Firm are available on the SEC web site or upon request.

Annual Report

6. Investments in Fidelity Central Funds - continued

Interfund Lending Program. Pursuant to an Exemptive Order issued by the SEC, the Funds, along with other registered investment companies having management contracts with FMR, may participate in an interfund lending program. This program provides an alternative credit facility allowing the funds to borrow from, or lend money to, other participating affiliated funds. At period end, there were no interfund loans outstanding. Each applicable fund's activity in this program during the period for which loans were outstanding was as follows:

 

Borrower or
Lender

Average Daily
Loan Balance

Weighted
Average
Interest Rate

Interest
Expense

Fidelity Large Cap Core Enhanced Index Fund

Borrower

$ 24,741,188

.46%

$ 5,019

Fidelity Small Cap Enhanced Index Fund

Borrower

9,761,250

.43%

463

7. Committed Line of Credit.

Certain Funds participate with other funds managed by FMR or an affiliate in a $3.75 billion credit facility (the "line of credit") to be utilized for temporary or emergency purposes to fund shareholder redemptions or for other short-term liquidity purposes. The participating funds have agreed to pay commitment fees on their pro-rata portion of the line of credit, which are reflected in Miscellaneous expenses on the Statement of Operations, and are as follows:

Fidelity Large Cap Growth Enhanced Index Fund

$ 141

Fidelity Large Cap Value Enhanced Index Fund

202

Fidelity Large Cap Core Enhanced Index Fund

2,825

Fidelity Mid Cap Enhanced Index Fund

117

Fidelity Small Cap Enhanced Index Fund

294

Fidelity International Enhanced Index Fund

64

During the period, there were no borrowings on this line of credit.

8. Security Lending.

Certain Funds lend portfolio securities through a lending agent from time to time in order to earn additional income. On the settlement date of the loan, each applicable Fund receives collateral (in the form of U.S. Treasury obligations, letters of credit and/or cash) against the loaned securities and maintains collateral in an amount not less than 100% of the market value of the loaned securities during the period of the loan. The market value of the loaned securities is determined at the close of business of the Funds and any additional required collateral is delivered to the Funds on the next business day. If the borrower defaults on its obligation to return the securities loaned because of insolvency or other reasons, a fund could experience delays and costs in recovering the securities loaned or in gaining access to the collateral. Any cash collateral received is invested in the Fidelity Securities Lending Cash Central Fund. The value of loaned securities and cash collateral at period end are disclosed on each applicable Fund's Statement of Assets and Liabilities. Security lending income represents the income earned on investing cash collateral, less rebates paid to borrowers and lending agent fees associated with the loan, plus any premium payments received for lending certain types of securities. Security lending income is presented on each applicable Fund's Statement of Operations as a component of income from Fidelity Central Funds.

9. Bank Borrowings.

Each Fund is permitted to have bank borrowings for temporary or emergency purposes to fund shareholder redemptions. Each Fund has established borrowing arrangements with certain banks. The interest rate on the borrowings is the bank's base rate, as revised from time to time. At period end, there were no bank borrowings outstanding. Each applicable Fund's activity in this program during the period for which loans were outstanding was as follows:

 

Average Daily
Loan Balance

Weighted
Average
Interest Rate

Interest
Expense

Fidelity Small Cap Enhanced Index Fund

$ 12,322,750

1.26%

$ 1,725

Annual Report

Notes to Financial Statements - continued

10. Expense Reductions.

Through arrangements with each applicable Fund's custodian, credits realized as a result of uninvested cash balances were used to reduce each applicable Fund's expenses. All of the applicable expense reductions are noted in the table below.

 

Expense
reduction

Fidelity Large Cap Growth Enhanced Index Fund

$ 1

Fidelity Large Cap Value Enhanced Index Fund

10

Fidelity Large Cap Core Enhanced Index Fund

115

Fidelity Mid Cap Enhanced Index Fund

3

Fidelity Small Cap Enhanced Index Fund

14

Fidelity International Enhanced Index Fund

2

11. Other.

The Funds' organizational documents provide former and current trustees and officers with a limited indemnification against liabilities arising in connection with the performance of their duties to the Funds. In the normal course of business, the Funds may also enter into contracts that provide general indemnifications. The Funds' maximum exposure under these arrangements is unknown as this would be dependent on future claims that may be made against the Funds. The risk of material loss from such claims is considered remote.

Annual Report

Report of Independent Registered Public Accounting Firm

To the Trustees of Fidelity Commonwealth Trust II and the Shareholders of Fidelity Large Cap Growth Enhanced Index Fund, Fidelity Large Cap Value Enhanced Index Fund, Fidelity Large Cap Core Enhanced Index Fund, Fidelity Mid Cap Enhanced Index Fund, Fidelity Small Cap Enhanced Index Fund and Fidelity International Enhanced Index Fund:

In our opinion, the accompanying statements of assets and liabilities, including the schedules of investments, and the related statements of operations and of changes in net assets and the financial highlights present fairly, in all material respects, the financial positions of Fidelity Large Cap Growth Enhanced Index Fund, Fidelity Large Cap Value Enhanced Index Fund, Fidelity Large Cap Core Enhanced Index Fund, Fidelity Mid Cap Enhanced Index Fund, Fidelity Small Cap Enhanced Index Fund and Fidelity International Enhanced Index Fund (funds of Fidelity Commonwealth Trust II) at February 28, 2011, the results of each of their operations for the year then ended, the changes in each of their net assets for each of the two years in the period then ended and the financial highlights for each of the periods indicated, in conformity with accounting principles generally accepted in the United States of America. These financial statements and financial highlights (hereafter referred to as "financial statements") are the responsibility of the Fidelity Commonwealth Trust II's management. Our responsibility is to express an opinion on these financial statements based on our audits. We conducted our audits of these financial statements in accordance with the standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement. An audit includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation. We believe that our audits, which included confirmation of securities at February 28, 2011 by correspondence with the custodian and brokers, provide a reasonable basis for our opinion.

/s/ PricewaterhouseCoopers LLP

PricewaterhouseCoopers LLP

Boston, Massachusetts

April 18, 2011

Annual Report

Trustees and Officers

The Trustees, Member of the Advisory Board, and executive officers of the trust and funds, as applicable, are listed below. The Board of Trustees governs each fund and is responsible for protecting the interests of shareholders. The Trustees are experienced executives who meet periodically throughout the year to oversee each fund's activities, review contractual arrangements with companies that provide services to each fund, oversee management of the risks associated with such activities and contractual arrangements, and review each fund's performance. Except for Boyce I. Greer, each of the Trustees oversees 17 funds advised by Strategic Advisers or an affiliate. Mr. Greer oversees 19 funds advised by Strategic Advisers or an affiliate.

The Trustees hold office without limit in time except that (a) any Trustee may resign; (b) any Trustee may be removed by written instrument, signed by at least two-thirds of the number of Trustees prior to such removal; (c) any Trustee who requests to be retired or who has become incapacitated by illness or injury may be retired by written instrument signed by a majority of the other Trustees; and (d) any Trustee may be removed at any special meeting of shareholders by a two-thirds vote of the outstanding voting securities of the trust. The executive officers and Advisory Board Member hold office without limit in time, except that any officer and Advisory Board Member may resign or may be removed by a vote of a majority of the Trustees at any regular meeting or any special meeting of the Trustees. Except as indicated, each individual has held the office shown or other offices in the same company for the past five years.

Experience, Skills, Attributes, and Qualifications of the Funds' Trustees. The Governance and Nominating Committee has adopted a statement of policy that describes the experience, qualifications, attributes, and skills that are necessary and desirable for potential Independent Trustee candidates (Statement of Policy). The Board believes that each Trustee satisfied at the time he or she was initially elected or appointed a Trustee, and continues to satisfy, the standards contemplated by the Statement of Policy. The Governance and Nominating Committee may also engage professional search firms to help identify potential Independent Trustee candidates with experience, qualifications, attributes, and skills consistent with the Statement of Policy. Additional criteria based on the composition and skills of the current Independent Trustees, as well as experience or skills that may be appropriate in light of future changes to board composition, business conditions, and regulatory or other developments, may be considered by the professional search firms and the Governance and Nominating Committee. In addition, the Board takes into account the Trustees' commitment and participation in Board and committee meetings, as well as their leadership of standing and ad hoc committees throughout their tenure.

In determining that a particular Trustee was and continues to be qualified to serve as a Trustee, the Board has considered a variety of criteria, none of which, in isolation, was controlling. The Board believes that, collectively, the Trustees have balanced and diverse experience, qualifications, attributes, and skills, which allow the Board to operate effectively in governing each fund and protecting the interests of shareholders. Information about the specific experience, skills, attributes, and qualifications of each Trustee, which in each case led to the Board's conclusion that the Trustee should serve (or continue to serve) as a trustee of the funds, is provided below.

Board Structure and Oversight Function. Roger T. Servison is an interested person (as defined in the 1940 Act) and currently serves as Chairman. The Trustees have determined that an interested Chairman is appropriate and benefits shareholders because an interested Chairman has a personal and professional stake in the quality and continuity of services provided to the funds. Independent Trustees exercise their informed business judgment to appoint an individual of their choosing to serve as Chairman, regardless of whether the Trustee happens to be independent or a member of management. The Independent Trustees have determined that they can act independently and effectively without having an Independent Trustee serve as Chairman and that a key structural component for assuring that they are in a position to do so is for the Independent Trustees to constitute a substantial majority for the Board. The Independent Trustees also regularly meet in executive session. Ralph F. Cox serves as the lead Independent Trustee and as such (i) acts as a liaison between the Independent Trustees and management with respect to matters important to the Independent Trustees and (ii) with management prepares agendas for Board meetings.

Fidelity funds are overseen by different Boards of Trustees. The funds' Board oversees asset allocation funds dedicated to Strategic Advisers' discretionary asset management programs, as well as the Fidelity enhanced index funds. Other boards oversee Fidelity's investment-grade bond, money market, and asset allocation funds and Fidelity's equity and high income funds. The funds may invest in Fidelity funds overseen by such other Boards. The use of separate Boards, each with its own committee structure, allows the Trustees of each group of Fidelity funds to focus on the unique issues of the funds they oversee, including common research, investment, and operational issues.

The Trustees primarily operate as a full Board, but also operate in committees, to facilitate the timely and efficient consideration of all matters of importance to the Trustees, each fund, and fund shareholders and to facilitate compliance with legal and regulatory requirements and oversight of the funds' activities and associated risks. The Board has charged Strategic Advisers and its affiliates with (i) identifying events or circumstances the occurrence of which could have demonstrably adverse effects on the funds' business and/or reputation; (ii) implementing processes and controls to lessen the possibility that such events or circumstances occur or to mitigate the effects of such events or circumstances if they do occur; and (iii) creating and maintaining a system designed to evaluate continuously business and market conditions in order to facilitate the identification and implementation processes described in (i) and (ii) above. Because the day-to-day operations and activities of the funds are carried out by or through Strategic Advisers, its affiliates and other service providers, the funds' exposure to risks is mitigated but not eliminated by the processes overseen by the Trustees. Board oversight of different aspects of the funds' activities is exercised primarily through the full Board, but also through the Audit Committee. Appropriate personnel, including but not limited to the funds' Chief Compliance Officer (CCO), FMR's internal auditor, the independent accountants, the funds' Treasurer and portfolio management personnel, make periodic reports to the Board's committees, as appropriate. The responsibilities of each committee, including their oversight responsibilities, are described further under "Standing Committees of the Funds' Trustees."

Annual Report

Trustees and Officers - continued

The fund's Statement of Additional Information (SAI) includes more information about the Trustees. To request a free copy, call Fidelity at 1-800-544-8544.

Interested Trustees*:

Correspondence intended for each Trustee who is an interested person may be sent to Fidelity Investments, 82 Devonshire Street, Boston, Massachusetts 02109.

Name, Age; Principal Occupations and Other Relevant Experience+

Roger T. Servison (65)

 

Year of Election or Appointment: 2006

Mr. Servison is Chairman of the Board of Trustees. Mr. Servison serves as President of Strategic New Business Development for Fidelity Investments and serves as a Director of Strategic Advisers. Previously, Mr. Servison oversaw Fidelity Investments Life Insurance Company (2005-2006) and Strategic Advisers (2005-2007). Mr. Servison also served as President and a Director of Fidelity Brokerage Services (Japan), LLC (1994-2004).

Boyce I. Greer (55)

 

Year of Election or Appointment: 2009

Mr. Greer is head of Institutional Investments for Fidelity Asset Management and Vice Chairman of Pyramis Global Advisors, LLC (2011-present), President and a Director of Strategic Advisers, Inc. and Global Asset Allocation (2008-present), Director of Ballyrock Investment Advisors LLC (2006-present), and serves as Vice President of a number of Fidelity funds (2005-present). Mr. Greer is also a Trustee of other investment companies advised by FMR. Mr. Greer is President of The North Carolina Capital Management Trust: Cash and Term Portfolios (2003-present), President of the Asset Allocation Division (2008-present), President of FIMM 130/30 LLC (2008-present), and an Executive Vice President of FMR (2005-present). Previously, Mr. Greer served as Executive Vice President of FMR Co., Inc. (2005-2009), President and Director of Fidelity Investments Money Management, Inc. (2007-2009), and as a Director and Managing Director of Strategic Advisers, Inc. (2002-2005).

* Trustees have been determined to be "Interested Trustees" by virtue of, among other things, their affiliation with the trust or various entities under common control with Strategic Advisers.

+ The information above includes each Trustee's principal occupation during the last five years and other information relating to the experience, attributes, and skills relevant to each Trustee's qualifications to serve as a Trustee, which led to the conclusion that each Trustee should serve as a Trustee for each fund.

Independent Trustees:

Correspondence intended for each Independent Trustee (that is, the Trustees other than the Interested Trustees) may be sent to Fidelity Investments, P.O. Box 55235, Boston, Massachusetts 02205-5235.

Name, Age; Principal Occupations and Other Relevant Experience+

Peter C. Aldrich (66)

 

Year of Election or Appointment: 2006

Mr. Aldrich is a Director of the National Bureau of Economic Research and a Director of the funds of BlackRock Realty Group (2006-present). Previously, Mr. Aldrich served as a Trustee for Fidelity Rutland Square Trust (2005-2010), Managing Member of Poseidon, LLC (foreign private investment, 1998-2004), and Chairman and Managing Member of AEGIS, LLC (foreign private investment, 1997-2004). Mr. Aldrich also served as Faculty Chairman of The Research Council on Global Investment of The Conference Board (business and professional education non-profit, 1999-2004). Mr. Aldrich is a Member of the Boards of Trustees of the Museum of Fine Arts Boston and Massachusetts Eye and Ear Infirmary.

Ralph F. Cox (78)

 

Year of Election or Appointment: 2006

Mr. Cox is President of RABAR Enterprises (management consulting for the petroleum industry). Mr. Cox is a Director of Abraxas Petroleum (exploration and production). Mr. Cox is a member of the Advisory Boards of the Business and Engineering Schools of Texas A&M University and the Engineering School of University of Texas at Austin, and is an Advisory Director of CH2M Hill Companies (engineering). Previously, Mr. Cox served as a Trustee for Fidelity Rutland Square Trust (2005-2010). Mr. Ralph F. Cox and Mr. Howard E. Cox, Jr. are not related.

Karen Kaplan (51)

 

Year of Election or Appointment: 2007

Ms. Kaplan is President of Hill Holliday (advertising and specialized marketing, 2007-present). Ms. Kaplan is a Director of DSM (dba Delta Dental, Doral, and DentaQuest) (2004-present), Member of the board of Governors of the Chief Executives' Club of Boston (2010-present), Member of the board of the Massachusetts Conference for Women (2008-present), and Director of the Executive Committee of the Greater Boston Chamber of Commerce (2006-present). She is also a member of the Clinton Global Initiative, an action oriented community of the most effective CEOs, heads of state, Nobel Prize winners, and non-governmental leaders in the world. Previously, Ms. Kaplan served as an Advisory Board Member of Fidelity Rutland Square Trust (2006-2010), President of the Massachusetts Women's Forum (2008-2010), Treasurer of the Massachusetts Women's Forum (2002-2006), Vice Chair of the Board of the Massachusetts Society for the Prevention of Cruelty to Children (2003-2010), Director of United Way of Massachusetts Bay (2004-2006), Director of ADVO (direct mail marketing, 2003-2007), and Director of Tweeter Home Entertainment Group (2006-2007).

+ The information above includes each Trustee's principal occupation during the last five years and other information relating to the experience, attributes, and skills relevant to each Trustee's qualifications to serve as a Trustee, which led to the conclusion that each Trustee should serve as a Trustee for each fund.

Advisory Board Member and Executive Officers:

Correspondence intended for each executive officer and Howard E. Cox, Jr. may be sent to Fidelity Investments, 82 Devonshire Street, Boston, Massachusetts 02109.

Name, Age; Principal Occupation

Howard E. Cox, Jr. (67)

 

Year of Election or Appointment: 2009

Member of the Advisory Board of Fidelity Commonwealth Trust II. Mr. Cox is a Member of the Advisory Board of Devonshire Investors (2009-present). Mr. Cox serves as an Advisory Partner of Greylock (venture capital) and a Director of Stryker Corporation (medical products and services). Previously, Mr. Cox served as an Advisory Board Member of Fidelity Rutland Square Trust (2006-2010) and a Member of the Secretary of Defense's Business Board of Directors (2008-2010). Mr. Howard E. Cox, Jr. and Mr. Ralph F. Cox are not related.

Kenneth B. Robins (41)

 

Year of Election or Appointment: 2010

President and Treasurer of each fund. Mr. Robins also serves as President and Treasurer of other Fidelity Equity and High Income Funds (2008-present) and Assistant Treasurer of other Fidelity Fixed Income and Asset Allocation Funds (2009-present). Mr. Robins is an employee of Fidelity Investments (2004-present). Previously, Mr. Robins served as Deputy Treasurer of the Fidelity funds (2005-2008) and Treasurer and Chief Financial Officer of The North Carolina Capital Management Trust: Cash and Term Portfolios (2006-2008).

Marc Bryant (45)

 

Year of Election or Appointment: 2010

Secretary and Chief Legal Officer of each fund. Senior Vice President and Deputy General Counsel of Fidelity Investments. Prior to joining Fidelity Investments, Mr. Bryant served as a Senior Vice President and the Head of Global Retail Legal for AllianceBernstein L.P. (2006-2010), and as the General Counsel for ProFund Advisors LLC (2001-2006).

Holly C. Laurent (56)

 

Year of Election or Appointment: 2008

Anti-Money Laundering (AML) Officer of each fund. Ms. Laurent also serves as AML Officer of the Fidelity funds (2008-present) and The North Carolina Capital Management Trust: Cash and Term Portfolios (2008-present). Ms. Laurent is an employee of Fidelity Investments. Previously, Ms. Laurent was Senior Vice President and Head of Legal for Fidelity Business Services India Pvt. Ltd. (2006-2008), and Senior Vice President, Deputy General Counsel and Group Head for FMR LLC (2005-2006).

Nicholas E. Steck (46)

 

Year of Election or Appointment: 2009

Chief Financial Officer of each fund. Mr. Steck serves as Senior Vice President of Fidelity Pricing and Cash Management Services (2008-present) and is an employee of Fidelity Investments. During the period 2002 to 2009, Mr. Steck served as a Compliance Officer of FMR, Fidelity Investments Money Management, Inc., FMR LLC, Fidelity Research & Analysis (U.K.) Inc., Fidelity Management & Research (Hong Kong) Limited, and Fidelity Management & Research (Japan) Inc.

Laura M. Doherty (41)

 

Year of Election or Appointment: 2009

Chief Compliance Officer of each fund. Ms. Doherty also serves as Senior Vice President of the Office of the Chief Compliance Officer (2008-present). Previously, Ms. Doherty served as a Vice President in Fidelity's Corporate Audit department (1998-2008).

James R. Rooney (52)

 

Year of Election or Appointment: 2007

Assistant Treasurer of each fund. Mr. Rooney is an employee of FMR and also serves as Assistant Treasurer of other Strategic Advisers funds (2007-present). Previously, Mr. Rooney was a Vice President with Wellington Management Company, LLP (2001-2007) and an employee of Strategic Advisers (2007-2009).

Margaret A. Carey (37)

 

Year of Election or Appointment: 2009

Assistant Secretary of each fund. Ms. Carey is also Assistant Secretary of The North Carolina Capital Management Trust: Cash and Term Portfolios (2008-present) and is an employee of Fidelity Investments (2004-present).

Annual Report

Distributions (Unaudited)

The Board of Trustees of each fund voted to pay to shareholders of record at the opening of business on record date, the following distributions per share derived from capital gains realized from sales of portfolio securities and dividends derived from net investment income:

 

Pay Date

Record Date

Dividends

Capital Gains

Fidelity Large Cap Growth Enhanced Index Fund

04/18/11

04/15/11

$0.017

$0.000

Fidelity Large Cap Value Enhanced Index Fund

04/18/11

04/15/11

$0.017

$0.000

Fidelity Large Cap Core Enhanced Index Fund

04/18/11

04/15/11

$0.025

$0.000

Fidelity Mid Cap Enhanced Index Fund

04/18/11

04/15/11

$0.005

$0.220

Fidelity Small Cap Enhanced Index Fund

04/18/11

04/15/11

$0.000

$0.307

Fidelity International Enhanced Index Fund

04/18/11

04/15/11

$0.015

$0.005

The funds hereby designate as capital gain dividend the amounts noted below for the taxable year ended February 28, 2011, or, if subsequently determined to be different, the net capital gain of such year.

Fidelity Mid Cap Enhanced Index Fund

$1,721,127

Fidelity Small Cap Enhanced Index Fund

$3,720,872

A percentage of the dividends distributed during the fiscal year for the following funds qualify for the dividends-received deduction for corporate shareholders:

 

April 2010

December 2010

Fidelity Large Cap Growth Enhanced Index Fund

100%

100%

Fidelity Large Cap Value Enhanced Index Fund

100%

100%

Fidelity Large Cap Core Enhanced Index Fund

100%

100%

Fidelity Mid Cap Enhanced Index Fund

11%

100%

Fidelity Small Cap Enhanced Index Fund

100%

100%

A percentage of the dividends distributed during the fiscal year for the following funds may be taken into account as a dividend for purposes of the maximum rate under section 1(h)(11) of the Internal Revenue Code.

 

April 2010

December 2010

Fidelity Large Cap Growth Enhanced Index Fund

100%

100%

Fidelity Large Cap Value Enhanced Index Fund

100%

100%

Fidelity Large Cap Core Enhanced Index Fund

100%

100%

Fidelity Mid Cap Enhanced Index Fund

13%

100%

Fidelity Small Cap Enhanced Index Fund

100%

100%

Fidelity International Enhanced Index Fund

100%

100%

The amounts per share which represent income derived from sources within, and taxes paid to, foreign countries or possession of the United States are as follows:

 

Pay Date

Income

Taxes

Fidelity International Enhanced Index Fund

04/19/10

$0.007

$0.0012

Fidelity International Enhanced Index Fund

12/13/10

$0.094

$0.0166

The funds will notify shareholders in January 2012 of amounts for use in preparing 2011 income tax returns.

Annual Report

Board Approval of Investment Advisory Contracts and Management Fees

Fidelity Large Cap Core Enhanced Index Fund, Fidelity Large Cap Growth Enhanced Index Fund, Fidelity Large Cap Value Enhanced Index Fund, Fidelity Mid Cap Enhanced Index Fund, Fidelity Small Cap Enhanced Index Fund, and Fidelity International Enhanced Index Fund

Each year the Board of Trustees, including the Independent Trustees (together, the Board), votes at an in-person meeting on the renewal of the management contract with Strategic Advisers, Inc. (Strategic Advisers) and the sub-advisory agreement with Geode Capital Management, LLC (Geode) (together, the Advisory Contracts) for each fund. The Board, assisted by the advice of fund counsel and Independent Trustees' counsel, requests and considers a broad range of information relevant to the renewal of the Advisory Contracts throughout the year.

The Board meets regularly four times per year and considers at each of its meetings factors that it believes are relevant to its annual consideration of the renewal of each fund's Advisory Contracts, including the services and support provided to each fund and its shareholders. While the full Board or the Independent Trustees, as appropriate, act on all major matters, a portion of the activities of the Board (including certain of those described herein) may be conducted through committees.

At its September 2010 meeting, the Board of Trustees, including the Independent Trustees, unanimously determined to renew each fund's Advisory Contracts. In reaching its determination, the Board considered all factors it believed relevant, including, but not limited to, (i) the nature, extent, and quality of the services to be provided to each fund and its shareholders (including the investment performance of each fund); (ii) the competitiveness of each fund's management fee and total expenses; (iii) the total costs of the services to be provided and the profits, if any, to be realized by Strategic Advisers from its relationship with each fund; (iv) the extent to which economies of scale would be realized as each fund grows; and (v) whether fee levels reflect these economies of scale, if any, for the benefit of fund shareholders.

In considering whether to renew the Advisory Contracts for each fund, the Board reached a determination, with the assistance of fund counsel and Independent Trustees' counsel and through the exercise of its business judgment, that the renewal of the Advisory Contracts is in the best interests of each fund and its shareholders and that the compensation to be received by Strategic Advisers and Geode under the Advisory Contracts is fair and reasonable. The Board's decision to renew the Advisory Contracts was not based on any single factor, but rather was based on a comprehensive consideration of all the information provided to the Board at its meetings throughout the year. The Board, in reaching its determination to renew the Advisory Contracts, is aware that shareholders in each fund have a broad range of investment choices available to them, including a wide choice among mutual funds offered by competitors to Fidelity, and that each fund's shareholders, with the opportunity to review and weigh the disclosure provided by the fund in its prospectus and other public disclosures, have chosen to invest in that fund, managed by Strategic Advisers.

In its deliberations, the Board did not identify any particular information that was all-important or controlling.

Nature, Extent, and Quality of Services Provided. The Board considered the staffing within the investment adviser, Strategic Advisers, and the sub-adviser, Geode (together, the Investment Advisers), including the backgrounds of the Investment Advisers' investment personnel, and also took into consideration the funds' investment objectives and disciplines. The Independent Trustees also had discussions with senior management of Strategic Advisers' investment operations group and the members of the investment groups of the Investment Advisers. The Board considered the structure of each Investment Adviser's portfolio manager compensation program and whether such structures provide appropriate incentives to act in the best interest of each fund.

Resources Dedicated to Investment Management and Support Services. The Board reviewed the size, education, and experience of the Investment Advisers' investment staff, their use of technology, and the Investment Advisers' approach to recruiting, training, and retaining portfolio managers and other research, advisory, and management personnel. The Board noted that the Investment Advisers' analysts have access to a variety of technological tools and market and securities data that enable them to perform quantitative analysis and to specialize in various disciplines.

Shareholder and Administrative Services. The Board considered (i) the nature, extent, quality, and cost of advisory, administrative, distribution, and shareholder services performed by the Investment Advisers and their affiliates under the Advisory Contracts and under separate agreements covering transfer agency, pricing and bookkeeping services, and securities lending services for each fund; (ii) the nature and extent of Strategic Advisers' supervision of third party service providers, including Geode; and (iii) the resources devoted to, and the record of compliance with, each fund's compliance policies and procedures.

Investment Performance. The Board considered whether each fund has operated in accordance with its investment objective, as well as its record of compliance with its investment restrictions. It also reviewed each fund's absolute investment performance, as well as each fund's relative investment performance measured against (i) a broad-based securities market index, and (ii) a peer group of mutual funds. Because each fund had been in existence less than three years, for each fund the following table, which reflects information considered by the Board, shows, for the one-year period and the three-month period ended March 31, 2010, the fund's total return, the total return of a broad-based securities market index ("benchmark"), and how the fund's total returns ranked relative to a peer group of mutual funds identified by Lipper Inc. as having an investment objective similar to that of the fund.

Annual Report

Fund-specific performance results reviewed by the Board are discussed below, though due to the passage of time, they are likely to differ from performance results for more recent periods, including those shown elsewhere in this report.

Fidelity Large Cap Core Enhanced Index Fund

Total Return % for the One-Year and Three-month (Year to Date) Periods Ended March 31, 2010 vs. S&P 500 Index and Lipper Large-Cap Core Peer Group 

 

Year To Date Cumulative

Variance to Index

1 Year
AA

Variance to Index

Large Cap Core Enhanced Index Fund (net)

4.77

-0.61

45.76

-4.01

Large Cap Core Enhanced Index Fund (gross)

4.89

-0.50

46.40

-3.37

 

 

 

 

 

S&P 500

5.39

 

49.77

 

LIPPER PEER GROUP RESULTS:

 

 

 

 

LA Large-Cap Core Average/Total

4.94

 

48.45

 

LA Large-Cap Core Median

4.95

 

47.66

 

LA Large-Cap Core Rank/Count

540 / 970

596/ 930

Quartile

3

 

3

 

Percent Beaten

44%

 

36%

 

The Board reviewed the relative investment performance of the fund against the Lipper Large-Cap Core peer group and observed that for the one-year period ended March 31, 2010, the fund under-performed 64% of its peers and was in the third quartile for the period. The Board also observed the cumulative return from January 1, 2010 to March 31, 2010, and noted that the fund under-performed 56% of its peers and was in the third quartile for the period. The Board also noted that the investment performance of the fund was lower than the fund's benchmark, the S&P 500 Index, for the one-year and three-month periods shown.

Fidelity Large Cap Growth Enhanced Index Fund

Total Return % for the One-Year and Three-month (Year to Date) Periods Ended March 31, 2010 vs. Russell 1000 Growth Index and Lipper Large-Cap Growth Peer Group

 

Year To Date Cumulative

Variance to Index

1 Year
AA

Variance to Index

Large Cap Growth Enhanced Index Fund (net)

4.22

-0.42

48.19

-1.56

Large Cap Growth Enhanced Index Fund (gross)

4.34

-0.31

48.84

-0.91

 

 

 

 

 

Russell 1000 Growth

4.65

 

49.75

 

LIPPER PEER GROUP RESULTS:

 

 

 

 

LA Large-Cap Growth Average/Total

4.20

 

46.16

 

LA Large-Cap Growth Median

4.23

 

46.09

 

LA Large-Cap Growth Rank/Count

458 / 909

265/ 834

Quartile

3

 

2

 

Percent Beaten

50%

 

68%

 

The Board reviewed the relative investment performance of the fund against the Lipper Large-Cap Growth peer group and observed that for the one-year period ended March 31, 2010, the fund out-performed 68% of its peers and was in the second quartile for the period. The Board also observed the cumulative return from January 1, 2010 to March 31, 2010, and noted that the fund under-performed 50% of its peers and was in the third quartile for the period. The Board also noted that the investment performance of the fund was lower than the fund's benchmark, the Russell 1000 Growth Index, for the one-year and three-month periods shown.

Annual Report

Board Approval of Investment Advisory Contracts and Management Fees - continued

Fidelity Large Cap Value Enhanced Index Fund

Total Return % for the One-Year and Three-month (Year to Date) Periods Ended March 31, 2010 vs. Russell 1000 Value Index and Lipper Large-Cap Value Peer Group

 

Year To Date Cumulative

Variance to Index

1 Year
AA

Variance to Index

Large Cap Value Enhanced Index Fund (net)

5.97

-0.81

46.84

-6.72

Large Cap Value Enhanced Index Fund (gross)

6.09

-0.69

47.48

-6.08

 

 

 

 

 

Russell 1000 Value

6.78

 

53.56

 

LIPPER PEER GROUP RESULTS:

 

 

 

 

LA Large-Cap Value Average/Total

5.79

 

49.90

 

LA Large-Cap Value Median

5.80

 

49.39

 

LA Large-Cap Value Rank/Count

255 / 568

363/ 542

Quartile

2

 

3

 

Percent Beaten

55%

 

33%

 

The Board reviewed the relative investment performance of the fund against the Lipper Large-Cap Value peer group and observed that for the one-year period ended March 31, 2010, the fund under-performed 67% of its peers and was in the third quartile for the period. The Board also observed the cumulative return from January 1, 2010 to March 31, 2010, and noted that the fund out-performed 55% of its peers and was in the second quartile for the period. The Board also noted that the investment performance of the fund was lower than the fund's benchmark, the Russell 1000 Value Index, for the one-year and three-month periods shown.

Fidelity Mid Cap Enhanced Index Fund

Total Return % for the One-Year and Three-month (Year to Date) Periods Ended March 31, 2010 vs. Russell MidCap Index and Lipper Mid-Cap Core Peer Group

 

Year To Date Cumulative

Variance to Index

1 Year
AA

Variance to Index

Mid Cap Enhanced Index Fund (net)

6.76

-1.91

61.79

-5.92

Mid Cap Enhanced Index Fund (gross)

6.92

-1.75

62.73

-4.99

 

 

 

 

 

Russell MidCap

8.67

 

67.71

 

LIPPER PEER GROUP RESULTS:

 

 

 

 

LA Mid-Cap Core Average/Total

7.85

 

62.22

 

LA Mid-Cap Core Median

7.93

 

59.62

 

LA Mid-Cap Core Rank/Count

295 / 428

154/ 404

Quartile

3

 

2

 

Percent Beaten

31%

 

62%

 

The Board reviewed the relative investment performance of the fund against the Lipper Mid-Cap Core peer group and observed that for the one-year period ended March 31, 2010, the fund out-performed 62% of its peers and was in the second quartile for the period. The Board also observed the cumulative return from January 1, 2010 to March 31, 2010, and noted that the fund under-performed 69% of its peers and was in the third quartile for the period. The Board also noted that the investment performance of the fund was lower than the fund's benchmark, the Russell MidCap Index, for the one-year and three-month periods shown.

Fidelity Small Cap Enhanced Index Fund

Total Return % for the One-Year and Three-month (Year to Date) Periods Ended March 31, 2010 vs. Russell 2000 Index and Lipper Small-Cap Core Peer Group

 

Year To Date Cumulative

Variance to Index

1 Year
AA

Variance to Index

Small Cap Enhanced Index Fund (net)

7.45

-1.40

55.86

-6.90

Small Cap Enhanced Index Fund (gross)

7.63

-1.22

56.87

-5.89

 

 

 

 

 

Russell 2000

8.85

 

62.76

 

LIPPER PEER GROUP RESULTS:

 

 

 

 

LA Small-Cap Core Average/Total

8.03

 

63.07

 

LA Small-Cap Core Median

8.08

 

61.26

 

LA Small-Cap Core Rank/Count

499 / 753

535/ 733

Quartile

3

 

3

 

Percent Beaten

34%

 

27%

 

Annual Report

The Board reviewed the relative investment performance of the fund against the Lipper Small-Cap Core peer group and observed that for the one-year period ended March 31, 2010, the fund under-performed 73% of its peers and was in the third quartile for the period. The Board also observed the cumulative return from January 1, 2010 to March 31, 2010, and noted that the fund under-performed 66% of its peers and was in the third quartile for the period. The Board also noted that the investment performance of the fund was lower than the fund's benchmark, the Russell 2000 Index, for the one-year and three-month periods shown.

Fidelity International Enhanced Index Fund

Total Return % for the One-Year and Three-month (Year to Date) Periods Ended March 31, 2010 vs. MSCI EAFE Index and Lipper International Large-Cap Core Peer Group 

 

Year To Date Cumulative

Variance to Index

1 Year
AA

Variance to Index

International Enhanced Index Fund (net)

1.01

0.15

51.85

-2.77

International Enhanced Index Fund (gross)

1.17

0.31

52.76

-1.86

 

 

 

 

 

MSCI EAFE (Net MA)

0.86

 

54.63

 

LIPPER PEER GROUP RESULTS:

 

 

 

 

LA International Large-Cap Core Average/Total

1.00

 

51.26

 

LA International Large-Cap Core Median

0.78

 

51.19

 

LA International Large-Cap Core Rank/Count

160 / 411

184/ 401

Quartile

2

 

2

 

Percent Beaten

61%

 

54%

 

The Board reviewed the relative investment performance of the fund against the Lipper International Large-Cap Core peer group and observed that for the one-year period ended March 31, 2010, the fund out-performed 54% of its peers and was in the second quartile for the period. The Board also observed the cumulative return from January 1, 2010 to March 31, 2010, and noted that the fund out-performed 61% of its peers and was in the second quartile for the period. The Board also noted that the investment performance of the fund was lower than the fund's benchmark, the MSCI EAFE Index, for the one-year period and higher for the three-month period shown.

Based on its review, and giving particular weight to the nature and quality of the resources dedicated by the Investment Advisers to maintain and improve relative performance and factoring in the unprecedented market events in recent years, the Board concluded that the nature, extent, and quality of Investment Management and support services and of shareholder and administrative services provided to each fund will continue to benefit each fund's shareholders.

Competitiveness of Management Fee and Total Fund Expenses. The Board considered the amount and nature of fees paid by shareholders to the Investment Advisers. The Board considered information comparing the management fees and total expenses of the funds to those of other registered investment companies with investment objectives similar to those of the funds. The Board also considered expense contracts currently in effect between the funds and Strategic Advisers, which limit the total annual operating expenses (excluding interest, taxes, securities lending costs, brokerage commissions and certain other expenses) for Fidelity Large Cap Core Enhanced Index Fund, Fidelity Large Cap Growth Enhanced Index Fund, Fidelity Large Cap Value Enhanced Index Fund, Fidelity Mid Cap Enhanced Index Fund, Fidelity Small Cap Enhanced Index Fund, and Fidelity International Enhanced Index Fund to 0.45%, 0.45%, 0.45%, 0.60%, 0.67%, and 0.62%, respectively.

The Board noted that each fund's management fee and total expenses were compared to "mapped groups" of competitive funds. For comparison purposes, Strategic Advisers uses "mapped groups," which are created by combining similar Lipper investment objective categories that have comparable management fee characteristics. Combining Lipper investment objective categories aids the Board's management fee and total expense comparisons by broadening the competitive group used for comparison and by reducing the number of universes to which Strategic Advisers' funds are compared.

The Board considered two proprietary management fee comparisons. The group of funds used by the Board for management fee comparisons is referred to as the "Total Mapped Group." The comparison of management fees to Total Mapped Groups is intended to show a fund's standing relative to the total universe of funds available to investors, in terms of gross management fees before expense reimbursements or caps. Strategic Advisers then compared each fund to an "Asset-Size Peer Group" (ASPG), which is a sub-set of the competitive funds in the Total Mapped Group. The ASPG comparison focuses on a fund's standing relative to non-Fidelity funds similar in size to the fund within the Total Mapped Group. The ASPG represents at least 15% of the funds in the Total Mapped Group with comparable asset size and management fee characteristics, subject to a minimum of 50 funds (or all funds in the Total Mapped Group if fewer than 50). The Board also noted that the management fee paid by each fund was below the median of each fund's respective Total Mapped Group and ASPG.

Annual Report

Board Approval of Investment Advisory Contracts and Management Fees - continued

The Board further noted that each fund's total expenses were compared to competitive funds and classes having similar load types. This comparison, which is a proxy for comparing funds by distribution channel, showed each fund's position relative to competitive funds with the same load type. The Board also noted that each fund's total expenses paid (giving effect to each fund's expense contract with Strategic Advisers) were below the median of each fund's respective Total Mapped Group.

Based on its review, the Board concluded that each fund's management fee and total expenses were fair and reasonable in light of the services that each fund and its shareholders receive and the other factors considered.

Costs of the Services and Profitability. The Board considered information regarding the revenues earned and expenses incurred by Strategic Advisers and its affiliates attributable to the business of developing, marketing, distributing, managing, administering and servicing each fund and its shareholders.

Strategic Advisers presented information to the Board on its profitability for managing the funds. Strategic Advisers calculates the profitability for each fund using a series of detailed revenue and cost allocation methodologies. Strategic Advisers noted that, to the extent possible, it employs the same corporate reporting of revenues and expenses as those used by other Fidelity funds.

The Board concluded that the costs of the services provided by and the profits realized by Strategic Advisers and its affiliates in connection with the operation of each fund were reasonable.

Potential Fall-Out Benefits. The Board considered information regarding the potential of direct and indirect benefits to Strategic Advisers and its affiliates from their relationships with the funds, including non-advisory fee compensation paid to affiliates of Strategic Advisers, if any. The Board considered the receipt of these benefits in light of Strategic Advisers' and its affiliates' profitability and other considerations described above. The Board noted that Strategic Advisers did not calculate potential fall-out benefit revenue because Strategic Advisers did not believe that the management of the funds has resulted in significant quantifiable fall-out benefits to the businesses of Strategic Advisers and its affiliates when compared with all of Fidelity Management & Research Co.'s Funds.

Possible Economies of Scale. The Board considered whether there have been economies of scale in respect of the management of the funds. The Board considered that Fidelity Large Cap Core Enhanced Index Fund's, Fidelity Large Cap Growth Enhanced Index Fund's, Fidelity Large Cap Value Enhanced Index Fund's, Fidelity Mid Cap Enhanced Index Fund's, and Fidelity International Enhanced Index Fund's sub-advisory contracts provide for breakpoints as the respective funds' assets grow and noted that any potential decline in sub-advisory fees will accrue directly to Strategic Advisers. The Board also reviewed each fund's expense contract with Strategic Advisers, which limits the total annual expenses for Fidelity Large Cap Core Enhanced Index Fund, Fidelity Large Cap Growth Enhanced Index Fund, Fidelity Large Cap Value Enhanced Index Fund, Fidelity Mid Cap Enhanced Index Fund, Fidelity Small Cap Enhanced Index Fund, and Fidelity International Enhanced Index Fund to 0.45%, 0.45%, 0.45%, 0.60%, 0.67%, and 0.62%, respectively. The Board noted that each fund has not generated sufficient revenue to cover its expenses. The Board noted that as fund assets increase, it will continue to monitor whether management fee breakpoints are appropriate.

Conclusion. Based on its evaluation of all of the considerations noted above, and after considering all factors it believed relevant, the Board ultimately concluded that the advisory fee structures are fair and reasonable and that each fund's Advisory Contracts should be renewed.

Annual Report

Managing Your Investments

Fidelity offers several ways to conveniently manage your personal investments via your telephone or PC. You can access your account information, conduct trades and research your investments 24 hours a day.

By Phone

Fidelity Automated Service Telephone provides a single toll-free number to access account balances, positions, quotes and trading. It's easy to navigate the service, and on your first call, the system will help you create a personal identification number (PIN) for security.

(phone_graphic)

Fidelity Automated Service Telephone (FAST®)
1-800-544-5555

Press

fid92For mutual fund and brokerage trading.

fid94For quotes.*

fid96For account balances and holdings.

fid98To review orders and mutual fund activity.

fid100To change your PIN.

fid102fid104To speak to a Fidelity representative.

By PC

Fidelity's web site on the Internet provides a wide range of information, including daily financial news, fund performance, interactive planning tools and news about Fidelity products and services.

(computer_graphic)

Fidelity's Web Site
www.fidelity.com

* When you call the quotes line, please remember that a fund's yield and return will vary and, except for money market funds, share price will also vary. This means that you may have a gain or loss when you sell your shares. There is no assurance that money market funds will be able to maintain a stable $1 share price; an investment in a money market fund is not insured or guaranteed by the U.S. government. Total returns are historical and include changes in share price, reinvestment of dividends and capital gains distributions, and the effects of any sales charges.

Annual Report

To Write Fidelity

We'll give your correspondence immediate attention and send you written confirmation upon completion of your request.

(letter_graphic)

Making Changes
To Your Account

(such as changing name, address, bank, etc.)

Fidelity Investments
P.O. Box 770001
Cincinnati, OH 45277-0002

(letter_graphic)

For Non-Retirement
Accounts

Buying shares

Fidelity Investments
P.O. Box 770001
Cincinnati, OH 45277-0003

Overnight Express
Fidelity Investments
Attn: Distribution Services
100 Crosby Parkway - KC1H
Covington, KY 41015

Selling shares

Fidelity Investments
P.O. Box 770001
Cincinnati, OH 45277-0035

Overnight Express
Fidelity Investments
Attn: Distribution Services
100 Crosby Parkway - KC1H
Covington, KY 41015

General Correspondence

Fidelity Investments
P.O. Box 500
Merrimack, NH 03054-0500

(letter_graphic)

For Retirement
Accounts

Buying shares

Fidelity Investments
P.O. Box 770001
Cincinnati, OH 45277-0003

Selling shares

Fidelity Investments
P.O. Box 770001
Cincinnati, OH 45277-0035

Overnight Express
Fidelity Investments
Attn: Distribution Services
100 Crosby Parkway - KC1H
Covington, KY 41015

General Correspondence

Fidelity Investments
P.O. Box 500
Merrimack, NH 03054-0500

Annual Report

To Visit Fidelity

For directions and hours, 
please call 1-800-544-9797.

Arizona

7001 West Ray Road
Chandler, AZ

15445 N. Scottsdale Road
Scottsdale, AZ

17550 North 75th Avenue
Glendale, AZ

5330 E. Broadway Blvd
Tucson, AZ

California

815 East Birch Street
Brea, CA

1411 Chapin Avenue
Burlingame, CA

851 East Hamilton Avenue
Campbell, CA

601 Larkspur Landing Circle
Larkspur, CA

2000 Avenue of the Stars
Los Angeles, CA

27101 Puerta Real
Mission Viejo, CA

73575 El Paseo
Palm Desert, CA

251 University Avenue
Palo Alto, CA

123 South Lake Avenue
Pasadena, CA

16656 Bernardo Ctr. Drive
Rancho Bernardo, CA

1220 Roseville Parkway
Roseville, CA

1740 Arden Way
Sacramento, CA

7676 Hazard Center Drive
San Diego, CA

11943 El Camino Real
San Diego, CA

8 Montgomery Street
San Francisco, CA

3793 State Street
Santa Barbara, CA

1200 Wilshire Boulevard
Santa Monica, CA

398 West El Camino Real
Sunnyvale, CA

111 South Westlake Blvd
Thousand Oaks, CA

21701 Hawthorne Boulevard
Torrance, CA

2001 North Main Street
Walnut Creek, CA

6326 Canoga Avenue
Woodland Hills, CA

2211 Michelson Drive
Irvine, CA

Colorado

281 East Flatiron Circle
Broomfield, CO

1625 Broadway
Denver, CO

9185 Westview Road
Lone Tree, CO

Connecticut

48 West Putnam Avenue
Greenwich, CT

265 Church Street
New Haven, CT

300 Atlantic Street
Stamford, CT

29 South Main Street
West Hartford, CT

1261 Post Road
Fairfield, CT

Delaware

400 Delaware Avenue
Wilmington, DE

Florida

175 East Altamonte Drive
Altamonte Springs, FL

1400 Glades Road
Boca Raton, FL

121 Alhambra Plaza
Coral Gables, FL

2948 N. Federal Highway
Ft. Lauderdale, FL

4671 Town Center Parkway
Jacksonville, FL

8880 Tamiami Trail, North
Naples, FL

230 Royal Palm Way
Palm Beach, FL

3501 PGA Boulevard
Palm Beach Gardens, FL

3550 Tamiami Trail, South
Sarasota, FL

1502 N. Westshore Blvd.
Tampa, FL

2465 State Road 7
Wellington, FL

Georgia

3242 Peachtree Road
Atlanta, GA

1000 Abernathy Road
Atlanta, GA

Illinois

One North LaSalle Street
Chicago, IL

401 North Michigan Avenue
Chicago, IL

One Skokie Valley Road
Highland Park, IL

1415 West 22nd Street
Oak Brook, IL

15105 S LaGrange Road
Orland Park, IL

1572 East Golf Road
Schaumburg, IL

1823 Freedom Drive
Naperville, IL

Indiana

8480 Keystone Crossing
Indianapolis, IN

Kansas

5400 College Boulevard
Overland Park, KS

Maine

Three Canal Plaza
Portland, ME

Maryland

7315 Wisconsin Avenue
Bethesda, MD

610 York Road
Towson, MD

Massachusetts

801 Boylston Street
Boston, MA

155 Congress Street
Boston, MA

300 Granite Street
Braintree, MA

44 Mall Road
Burlington, MA

238 Main Street
Cambridge, MA

200 Endicott Street
Danvers, MA

405 Cochituate Road
Framingham, MA

551 Boston Turnpike
Shrewsbury, MA

Michigan

500 E. Eisenhower Pkwy.
Ann Arbor, MI

280 N. Old Woodward Ave.
Birmingham, MI

30200 Northwestern Hwy.
Farmington Hills, MI

43420 Grand River Avenue
Novi, MI

3480 28th Street
Grand Rapids, MI

2425 S. Linden Road STE E
Flint, MI

Minnesota

7740 France Avenue South
Edina, MN

8342 3rd Street North
Oakdale, MN

Missouri

1524 South Lindbergh Blvd.
St. Louis, MO

Nevada

2225 Village Walk Drive
Henderson, NV

New Jersey

501 Route 73 South
Marlton, NJ

150 Essex Street
Millburn, NJ

35 Morris Street
Morristown, NJ

396 Route 17, North
Paramus, NJ

3518 Route 1 North
Princeton, NJ

530 Broad Street
Shrewsbury, NJ

New Mexico

2261 Q Street NE
Albuquerque, NM

New York

1130 Franklin Avenue
Garden City, NY

37 West Jericho Turnpike
Huntington Station, NY

1271 Avenue of the Americas
New York, NY

980 Madison Avenue
New York, NY

61 Broadway
New York, NY

350 Park Avenue
New York, NY

200 Fifth Avenue
New York, NY

733 Third Avenue
New York, NY

2070 Broadway
New York, NY

1075 Northern Blvd.
Roslyn, NY

799 Central Park Avenue
Scarsdale, NY

3349 Monroe Avenue
Rochester, NY

North Carolina

4611 Sharon Road
Charlotte, NC

7011 Fayetteville Road
Durham, NC

Ohio

3805 Edwards Road
Cincinnati, OH

1324 Polaris Parkway
Columbus, OH

1800 Crocker Road
Westlake, OH

28699 Chagrin Boulevard
Woodmere Village, OH

Oregon

7493 SW Bridgeport Road
Tigard, OR

Pennsylvania

600 West DeKalb Pike
King of Prussia, PA

1735 Market Street
Philadelphia, PA

12001 Perry Highway
Wexford, PA

Rhode Island

10 Memorial Boulevard
Providence, RI

Tennessee

3018 Peoples Street
Johnson City, TN

7628 West Farmington Blvd.
Germantown, TN

2035 Mallory Lane
Franklin, TN

Texas

10000 Research Boulevard
Austin, TX

4001 Northwest Parkway
Dallas, TX

12532 Memorial Drive
Houston, TX

2701 Drexel Drive
Houston, TX

6560 Fannin Street
Houston, TX

1701 Lake Robbins Drive
The Woodlands, TX

6500 N. MacArthur Blvd.
Irving, TX

6005 West Park Boulevard
Plano, TX

1576 East Southlake Blvd.
Southlake, TX

15600 Southwest Freeway
Sugar Land, TX

139 N. Loop 1604 East
San Antonio, TX

Utah

279 West South Temple
Salt Lake City, UT

Virginia

1861 International Drive
McLean, VA

11957 Democracy Drive
Reston, VA

Washington

10500 NE 8th Street
Bellevue, WA

1518 6th Avenue
Seattle, WA

304 Strander Blvd
Tukwila, WA

Washington, DC

1900 K Street, N.W.
Washington, DC

Wisconsin

16020 West Bluemound Road
Brookfield, WI

Fidelity Brokerage Services, Inc., 100 Summer St., Boston, MA 02110 Member NYSE/SIPC

Annual Report

Investment Adviser

Strategic Advisers, Inc.
Boston, MA

Investment Sub-Adviser

Geode Capital Management, LLC
Boston, MA

General Distributor

Fidelity Distributors Corporation
Boston, MA

Transfer and Service Agents

Fidelity Investments Institutional Operations Company, Inc.
Boston, MA 

Fidelity Service Company, Inc.
Boston, MA 

Custodian

The Bank of New York Mellon
New York, NY

The Fidelity Telephone Connection

Mutual Fund 24-Hour Service

Exchanges/Redemptions
and Account Assistance 1-800-544-6666

Product Information 1-800-544-6666

Retirement Accounts 1-800-544-4774
(8 a.m. - 9 p.m.)

TDD Service 1-800-544-0118
for the deaf and hearing impaired
(9 a.m. - 9 p.m. Eastern time)

Fidelity Automated Service
Telephone (FAST®) fid106
1-800-544-5555

fid106
Automated line for quickest service

GEI-UANN-0411
1.855137.103

fid109

Item 2. Code of Ethics

As of the end of the period, February 28, 2011, Fidelity Commonwealth Trust II (the "trust") has adopted a code of ethics, as defined in Item 2 of Form N-CSR, that applies to its President and Treasurer and its Chief Financial Officer. A copy of the code of ethics is filed as an exhibit to this Form N-CSR.

Item 3. Audit Committee Financial Expert

The Board of Trustees of the trust has determined that the trust does not have an audit committee financial expert serving on the trust's Audit Committee.  The registrant has concluded that the services of a financial expert are not required at this point. Some of the reasons for determining that an audit committee financial expert is not necessary are the following: (i) the Audit Committee's expected access to the Fund's Treasurer, Chief Financial Officer, independent accountants and legal counsel; (ii) the Audit Committee's expected authority under its Charter to engage independent accounting and other experts without seeking approval from the full Board of Trustees; and (iii) the small number of Funds currently offered by the trust.

Item 4. Principal Accountant Fees and Services

Fees and Services

The following table presents fees billed by PricewaterhouseCoopers LLP ("PwC") in each of the last two fiscal years for services rendered to Fidelity International Enhanced Index Fund, Fidelity Large Cap Core Enhanced Index Fund, Fidelity Large Cap Growth Enhanced Index Fund, Fidelity Large Cap Value Enhanced Index Fund, Fidelity Mid Cap Enhanced Index Fund, and Fidelity Small Cap Enhanced Index Fund (the "Funds"):

Services Billed by PwC

February 28, 2011 FeesA

 

Audit Fees

Audit-Related Fees

Tax Fees

All Other Fees

Fidelity International Enhanced Index Fund

$44,000

$-

$4,000

$-

Fidelity Large Cap Core Enhanced Index Fund

$45,000

$-

$4,000

$-

Fidelity Large Cap Growth Enhanced Index Fund

$44,000

$-

$4,000

$-

Fidelity Large Cap Value Enhanced Index Fund

$44,000

$-

$4,000

$-

Fidelity Mid Cap Enhanced Index Fund

$44,000

$-

$4,000

$-

Fidelity Small Cap Enhanced Index Fund

$44,000

$-

$4,000

$-

February 28, 2010 FeesA

 

Audit Fees

Audit-Related Fees

Tax Fees

All Other Fees

Fidelity International Enhanced Index Fund

$44,000

$-

$3,500

$-

Fidelity Large Cap Core Enhanced Index Fund

$46,000

$-

$3,500

$-

Fidelity Large Cap Growth Enhanced Index Fund

$44,000

$-

$3,500

$-

Fidelity Large Cap Value Enhanced Index Fund

$44,000

$-

$3,500

$-

Fidelity Mid Cap Enhanced Index Fund

$44,000

$-

$3,500

$-

Fidelity Small Cap Enhanced Index Fund

$44,000

$-

$3,500

$-

A Amounts may reflect rounding.

The following table presents fees billed by PwC that were required to be approved by the Audit Committee for services that relate directly to the operations and financial reporting of the Funds and that are rendered on behalf of Strategic Advisers, Inc. ("Strategic Advisers") and entities controlling, controlled by, or under common control with Strategic Advisers (not including any sub-adviser whose role is primarily portfolio management and is subcontracted with or overseen by another investment adviser) that provide ongoing services to the Funds ("Fund Service Providers"):

Services Billed by PwC

 

February 28, 2011A

February 28, 2010A

Audit-Related Fees

$2,550,000

$2,250,000

Tax Fees

$-

$-

All Other Fees

$510,000

$-

A Amounts may reflect rounding.

"Audit-Related Fees" represent fees billed for assurance and related services that are reasonably related to the performance of the Fund audit or the review of the Fund's financial statements and that are not reported under Audit Fees.

"Tax Fees" represent fees billed for tax compliance, tax advice or tax planning that relate directly to the operations and financial reporting of the Fund.

"All Other Fees" represent fees billed for services provided to the fund or Fund Service Provider, a significant portion of which are assurance related, that relate directly to the operations and financial reporting of the fund, excluding those services that are reported under Audit Fees, Audit-Related Fees or Tax Fees.

Assurance services must be performed by an independent public accountant.

* * *

The aggregate non-audit fees billed by PwC for services rendered to the Funds, Strategic Advisers (not including any sub-adviser whose role is primarily portfolio management and is subcontracted with or overseen by another investment adviser), and any Fund Service Provider relating to Covered Services and Non-Covered Services (each as defined below) for each of the last two fiscal years of the Funds are as follows:

Billed By

February 28, 2011 A

February 28, 2010 A

PwC

$4,975,000

$2,870,000

A Amounts may reflect rounding.

The trust's Audit Committee has considered non-audit services that were not pre-approved that were provided by PwC to Fund Service Providers to be compatible with maintaining the independence of PwC in its audit of the Funds, taking into account representations from PwC, in accordance with Public Company Accounting Oversight Board rules, regarding its independence from the Funds and their related entities and Strategic Advisers' review of the appropriateness and permissibility under applicable law of such non-audit services prior to their provision to the Fund Service Providers.

Audit Committee Pre-Approval Policies and Procedures

The trust's Audit Committee must pre-approve all audit and non-audit services provided by the independent registered public accounting firm relating to the operations or financial reporting of the funds. Prior to the commencement of any audit or non-audit services to a fund, the Audit Committee reviews the services to determine whether they are appropriate and permissible under applicable law.

The trust's Audit Committee has adopted policies and procedures to, among other purposes, provide a framework for the Committee's consideration of non-audit services by the audit firms that audit the Fidelity funds. The policies and procedures require that any non-audit service provided by a fund audit firm to the trust and any non-audit service provided by a fund auditor to a Fund Service Provider that relates directly to the operations and financial reporting of the trust ("Covered Service") are subject to approval by the Audit Committee before such service is provided.

All Covered Services must be approved in advance of provision of the service either: (i) by formal resolution of the Audit Committee, or (ii) by oral or written approval of the service by the Chair of the Audit Committee (or if the Chair is unavailable, such other member of the Audit Committee as may be designated by the Chair to act in the Chair's absence). The approval contemplated by (ii) above is permitted where the Treasurer determines that action on such an engagement is necessary before the next meeting of the Audit Committee.

Non-audit services provided by a fund audit firm to a Fund Service Provider that do not relate directly to the operations and financial reporting of the trust ("Non-Covered Service") are not required to be approved, but are reported to the Audit Committee annually.

Non-Audit Services Approved Pursuant to Rule 2-01(c)(7)(i)(C) and (ii) of Regulation S-X ("De Minimis Exception")

There were no non-audit services approved or required to be approved by the Audit Committee pursuant to the De Minimis Exception during the Funds' last two fiscal years relating to services provided to (i) the Funds or (ii) any Fund Service Provider that relate directly to the operations and financial reporting of the Funds.

Item 5. Audit Committee of Listed Registrants

Not applicable.

Item 6. Investments

(a) Not applicable.

(b) Not applicable

Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies

Not applicable.

Item 8. Portfolio Managers of Closed-End Management Investment Companies

Not applicable.

Item 9. Purchase of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers

Not applicable.

Item 10. Submission of Matters to a Vote of Security Holders

Not applicable.

Item 11. Controls and Procedures

(a)(i) The President and Treasurer and the Chief Financial Officer have concluded that the trust's 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 second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the trust's internal control over financial reporting.

Item 12. Exhibits

(a)

(1)

Code of Ethics pursuant to Item 2 of Form N-CSR is filed and attached hereto as EX-99.CODE ETH.

(a)

(2)

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.

(a)

(3)

Not applicable.

(b)

 

Certification pursuant to Rule 30a-2(b) under the Investment Company Act of 1940 (17 CFR 270.30a-2(b)) is furnished and attached hereto as Exhibit 99.906CERT.

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 Commonwealth Trust II

By:

/s/Kenneth B. Robins

 

Kenneth B. Robins

 

President and Treasurer

 

 

Date:

April 28, 2011

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:

/s/Kenneth B. Robins

 

Kenneth B. Robins

 

President and Treasurer

 

 

Date:

April 28, 2011

By:

/s/Nicholas E. Steck

 

Nicholas E. Steck

 

Chief Financial Officer

 

 

Date:

April 28, 2011

EX-99.CERT 2 common299cert.htm

Exhibit EX-99.CERT

I, Kenneth B. Robins, certify that:

1. I have reviewed this report on Form N-CSR of Fidelity Commonwealth Trust II;

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in this report;

4. The registrant's other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

a. Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

b. Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

c. Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based upon such evaluation; and

d. Disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; and

5. The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and the audit committee of the registrant's board of directors (or persons performing the equivalent functions):

a. All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and

b. Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal control over financial reporting.

Date: April 28, 2011

/s/Kenneth B. Robins

Kenneth B. Robins

President and Treasurer

I, Nicholas E. Steck, certify that:

1. I have reviewed this report on Form N-CSR of Fidelity Commonwealth Trust II;

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in this report;

4. The registrant's other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

a. Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

b. Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

c. Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based upon such evaluation; and

d. Disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; and

5. The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and the audit committee of the registrant's board of directors (or persons performing the equivalent functions):

a. All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and

b. Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal control over financial reporting.

Date: April 28, 2011

/s/Nicholas E. Steck

Nicholas E. Steck

Chief Financial Officer

EX-99.906 CERT 3 common2906cert.htm

Exhibit EX-99.906CERT

Certification Pursuant to Section 906 of the Sarbanes-Oxley Act of 2002 (subsections (a) and (b) of section 1350, chapter 63 of title 18, United States Code)

In connection with the attached Report of Fidelity Commonwealth Trust II (the "Trust") on Form N-CSR to be filed with the Securities and Exchange Commission (the "Report"), each of the undersigned officers of the Trust does hereby certify that, to the best of such officer's knowledge:

1. The Report fully complies with the requirements of 13(a) or 15(d) of the Securities Exchange Act of 1934; and

2. The information contained in the Report fairly presents, in all material respects, the financial condition and results of operations of the Trust as of, and for, the periods presented in the Report.

Dated: April 28, 2011

/s/Kenneth B. Robins

Kenneth B. Robins

President and Treasurer

Dated: April 28, 2011

/s/Nicholas E. Steck

Nicholas E. Steck

Chief Financial Officer

A signed original of this written statement required by Section 906, or other document authenticating, acknowledging, or otherwise adopting the signature that appears in typed form within the electronic version of this written statement required by Section 906, has been provided to the Trust and will be retained by the Trust and furnished to the Securities and Exchange Commission or its staff upon request.

EX-99.CODE ETH 4 common2cdeths.htm

EXHIBIT EX-99.CODE ETH

FIDELITY RUTLAND SQUARE TRUST II

FIDELITY COMMONWEALTH TRUST II

CODE OF ETHICS FOR PRESIDENT, TREASURER
AND CHIEF FINANCIAL OFFICER

I. Purpose of the Code/Covered Officers

This document constitutes the Code of Ethics (the "Code") adopted by Fidelity Rutland Square Trust II and Fidelity Commonwealth Trust II (each referred to herein as the "Trust") pursuant to the provisions of Rule 30b2-1(a) under the Investment Company Act of 1940 which Rule implements Sections 406 of the Sarbanes-Oxley Act of 2002 with respect to registered investment companies. The Code applies to the Trust's President and Treasurer, and Chief Financial Officer (the "Covered Officers"). Fidelity's Ethics Office (the "Ethics Office"), a part of Fidelity Enterprise Compliance within Risk Oversight, administers the Code.

The purposes of the Code are to deter wrongdoing and to promote, on the part of the Covered Officers:

  • honest and ethical conduct, including the ethical handling of actual or apparent conflicts of interest between personal and professional relationships;
  • full, fair, accurate, timely and understandable disclosure in reports and documents that the funds of the Trust submit to the Securities and Exchange Commission ("SEC"), and in other public communications by the funds of the Trust;
  • compliance with applicable laws and governmental rules and regulations;
  • the prompt internal reporting to an appropriate person or persons identified in the Code of violations of the Code; and
  • accountability for adherence to the Code.

Each Covered Officer should adhere to a high standard of business ethics and should be sensitive to situations that may give rise to actual as well as apparent conflicts of interest.

II. Covered Officers Should Handle Ethically Actual and Apparent Conflicts of Interest

Overview. A "conflict of interest" occurs when a Covered Officer's private interest interferes with the interests of, or his service to, the Trust. For example, a conflict of interest would arise if a Covered Officer, or a member of his family, receives improper personal benefits as a result of his position with the Trust.

Certain conflicts of interest arise out of the relationships between Covered Officers and the Trust and already are subject to conflict of interest provisions in the Investment Company Act of 1940 (the "Investment Company Act") and the Investment Advisers Act of 1940 (the "Investment Advisers Act"). For example, Covered Officers may not individually engage in certain transactions (such as the purchase or sale of securities or other property) with a fund of the Trust because of their status as "affiliated persons" of the Trust. Separate compliance programs and procedures of the Trust, Strategic Advisers, Inc. ("Strategic") and the other Fidelity companies are designed to prevent, or identify and correct, violations of these provisions. This Code does not, and is not intended to, repeat or replace these programs and procedures, and such conflicts fall outside of the parameters of this Code.

Although typically not presenting an opportunity for improper personal benefit, conflicts arise from, or as a result of, the contractual relationship between the Trust and Strategic (or another Fidelity company) of which the Covered Officers are also officers or employees. As a result, this Code recognizes that the Covered Officers will, in the normal course of their duties (whether formally for the Trust, Strategic or another Fidelity company), be involved in establishing policies and implementing decisions that have different effects on the Trust, Strategic and other Fidelity companies. The participation of the Covered Officers in such activities is inherent in the contractual relationship between the Trust and Strategic (or another Fidelity company), and is consistent with the performance by the Covered Officers of their duties as officers of the Trust. Thus, if performed in conformity with the provisions of the Investment Company Act and the Investment Advisers Act, such activities will be deemed to have been handled ethically. In addition, it is recognized by the Trust's Board of Trustees ("Board") that the Covered Officers also may be officers or employees of one or more other Trusts covered by this Code.

Other conflicts of interest are covered by the Code, even if such conflicts of interest are not subject to provisions in the Investment Company Act and the Investment Advisers Act. The following list provides examples of conflicts of interest under the Code, but Covered Officers should keep in mind that these examples are not exhaustive. The overarching principle is that the personal interest of a Covered Officer should not be placed improperly before the interest of the Trust.

* * *

Each Covered Officer must:

    not use his or her personal influence or personal relationships improperly to influence investment decisions or financial reporting by any fund of the Trust whereby the Covered Officer would benefit personally to the detriment of the Trust;
  • not cause a fund of the Trust to take action, or fail to take action, for the individual personal benefit of the Covered Officer rather than the benefit of the Trust;
  • not engage in any outside business activity, including serving as a director or trustee, that prevents the Covered Officer from devoting appropriate time and attention to the Covered Officer's responsibilities with the Trust;
  • not have a consulting or employment relationship with any of the Trust's service providers that are not affiliated with Fidelity; and
  • not retaliate against any employee or Covered Officer for reports of actual or potential misconduct, which are made in good faith.

With respect to other fact patterns, if a Covered Officer is in doubt, other potential conflict of interest situations should be described immediately to the Ethics Office for resolution. Similarly, any questions a Covered Officer has generally regarding the application or interpretation of the Code should be directed to the Ethics Office immediately.

III. Disclosure and Compliance

  • Each Covered Officer should familiarize himself with the disclosure requirements generally applicable to the Trust.
  • Each Covered Officer should not knowingly misrepresent, or cause others to misrepresent, facts about any fund of the Trust to others, whether within or outside Fidelity, including to the Trust's Board of Trustees (the "Board") and auditors, and to governmental regulators and self-regulatory organizations;
  • Each Covered Officer should, to the extent appropriate within his area of responsibility, consult with other officers and employees of the Trust, Strategic and the Fidelity service providers, and with the Board's Audit Committee, with the goal of promoting full, fair, accurate, timely and understandable disclosure in the reports and documents the funds of the Trust file with, or submit to, the SEC and in other public communications made by the funds of the Trust; and
  • It is the responsibility of each Covered Officer to promote compliance with the standards and restrictions imposed by applicable laws, rules and regulations.

IV. Reporting and Accountability

Each Covered Officer must:

    upon receipt of the Code, and annually thereafter, submit to the Ethics Office an acknowledgement stating that he or she has received, read, and understands the Code; and
  • notify the Ethics Office promptly if he or she knows of any violation of the Code. Failure to do so is itself a violation of this Code.

The Ethics Office shall take all action it considers appropriate to investigate any actual or potential violations reported to it. Upon completion of the investigation, if necessary, the matter will be reviewed with senior management or other appropriate parties, and a determination will be made as to whether any action should be taken as detailed below. The Covered Officer will be informed of any action determined to be appropriate. The Ethics Office will inform the Ethics Oversight Committee of all Code violations and actions taken in response. Without implied limitation, appropriate remedial, disciplinary or preventive action may include a written warning, a letter of censure, suspension, dismissal or, in the event of criminal or other serious violations of law, notification of the SEC or other appropriate law enforcement authorities. Additionally, other legal remedies may be pursued.

The policies and procedures described in the Code do not create any obligations to any person or entity other than the Trust. The Code is intended solely for the internal use by the Trust and does not constitute a promise, contract or an admission by, or on behalf of, the Trust as to any fact, circumstance, or legal conclusion. The Trust, the Fidelity companies and the Fidelity Ethics Officer retain the discretion to decide whether the Code applies to a specific situation, and how it should be interpreted.

V. Oversight

Material violations of this Code will be reported promptly by Strategic to the Board's Audit Committee. In addition, at least once each year, Strategic will provide a written report to the Board, which describes any issues arising under the Code since the last report to the Board, including, but not limited to, information about material violations of the Code and action taken in response to the material violations.

VI. Other Policies and Procedures

This Code shall be the sole code of ethics adopted by the Trust for purposes of Section 406 of the Sarbanes-Oxley Act and the rules and forms applicable to registered investment companies thereunder. Other Fidelity policies or procedures that cover the behavior or activities of Covered Officers are separate requirements applying to the Covered Officers (and others), and are not part of this Code.

VII. Amendments

Any material amendments or changes to this Code must be approved or ratified by a majority vote of the Board, including a majority of the Trustees who are not interested persons of the Trust.

VIII. Records and Confidentiality

Records of any violation of the Code and of the actions taken as a result of such violations will be kept by the Ethics Office. All reports and records prepared or maintained pursuant to this Code will be considered confidential and shall be maintained and protected accordingly. Except as otherwise required by law or this Code, such matters shall not be disclosed to anyone other than the Ethics Office, the Ethics Oversight Committee, the Board, appropriate personnel at the relevant Fidelity company or companies and the legal counsel of any or all of the foregoing.

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