0001752724-22-294054.txt : 20221228 0001752724-22-294054.hdr.sgml : 20221228 20221228093347 ACCESSION NUMBER: 0001752724-22-294054 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20221031 FILED AS OF DATE: 20221228 DATE AS OF CHANGE: 20221228 PERIOD START: 20230731 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIDELITY INCOME FUND /MA/ CENTRAL INDEX KEY: 0000751199 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 0731 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-04085 FILM NUMBER: 221491956 BUSINESS ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 BUSINESS PHONE: 617-563-7000 MAIL ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 FORMER COMPANY: FORMER CONFORMED NAME: FIDELITY MORTGAGE SECURITIES FUND DATE OF NAME CHANGE: 19851103 0000751199 S000019923 Fidelity Managed Retirement 2020 Fund C000055912 Fidelity Managed Retirement 2020 Fund FIRVX C000055913 Fidelity Advisor Managed Retirement 2020 Fund: Class A FARVX C000055916 Fidelity Advisor Managed Retirement 2020 Fund: Class I FIIVX C000212307 Class K6 FHRVX C000212308 Class K FKRVX C000213729 Fidelity Advisor Managed Retirement 2020 Fund: Class Z6 FYRVX NPORT-P 1 primary_doc.xml NPORT-P false 0000751199 XXXXXXXX S000019923 C000212308 C000055912 C000055913 C000212307 C000213729 C000055916 Fidelity Income Fund 811-04085 0000751199 D66RCKM57LC8ELZCAY58 245 Summer Street Boston 02210 1-800-FIDELITY Fidelity Managed Retirement 2020 Fund S000019923 549300T747P3O1OJOU87 2023-07-31 2022-10-31 N 8990134.54 3494.04 8986640.50 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 39.65000000 N Fidelity Securities Fund LIUMB3NDWOFJPXVROE85 Fidelity Series Blue Chip Growth Fund 316389386 31240.98900000 NS USD 326155.93000000 3.629342132913 Long EC RF US N 1 N N N Fidelity Hastings Street Trust 5IETULY5BBOQWX17XY97 Fidelity Series Emerging Markets Debt Fund 31617F858 6777.15000000 NS USD 46423.48000000 0.516583254888 Long EC RF US N 1 N N N Fidelity Investment Trust MXNTE4GH7BW81YELH558 Fidelity Series International Small Cap Fund 31618H762 5282.49300000 NS USD 76490.50000000 0.851157893764 Long EC RF US N 1 N N N Fidelity Investment Trust MXNTE4GH7BW81YELH558 Fidelity Series Emerging Markets Opportunities Fund 315910125 43760.13900000 NS USD 620081.17000000 6.900033110259 Long EC RF US N 1 N N N Fidelity Salem Street Trust S4W85DGKOEJ24DPRB829 Fidelity Series 0-5 Year Inflation-Protected Bond Index Fund 31635T666 88500.74800000 NS USD 862882.29000000 9.601833855488 Long EC RF US N 1 N N N Fidelity Investment Trust MXNTE4GH7BW81YELH558 Fidelity Series Emerging Markets Fund 31618H341 9739.53200000 NS USD 67592.35000000 0.752142583204 Long EC RF US N 1 N N N Fidelity Oxford Street Trust Z2ZIGDKL3355UQRAKY22 Fidelity Series Commodity Strategy Fund 316146638 42402.41800000 NS USD 89893.13000000 1.000297385880 Long EC RF US N 1 N N N Fidelity Salem Street Trust S4W85DGKOEJ24DPRB829 Fidelity Series 5+ Year Inflation-Protected Bond Index Fund 31635T658 60002.82100000 NS USD 486022.85000000 5.408281882423 Long EC RF US N 1 N N N Fidelity Salem Street Trust S4W85DGKOEJ24DPRB829 Fidelity Series Large Cap Value Index Fund 31635V406 32611.03300000 NS USD 457532.79000000 5.091255069121 Long EC RF US N 1 N N N Fidelity Advisor Series II EIVUM2R16VT371T5KS40 Fidelity Series Investment Grade Securitized Fund 315807453 69136.39300000 NS USD 595264.34000000 6.623880637041 Long EC RF US N 1 N N N Fidelity School Street Trust WX9R9SUUXPO900BH1D05 Fidelity Series International Developed Markets Bond Index Fund 31638R667 41443.08500000 NS USD 354338.38000000 3.942945976307 Long EC RF US N 1 N N N Fidelity School Street Trust WX9R9SUUXPO900BH1D05 Fidelity Series International Credit Fund 31638R725 220.77100000 NS USD 1710.98000000 0.019039150392 Long EC RF US N 1 N N N Fidelity Summer Street Trust P1TJ3M056NR1SYX5LY49 Fidelity Series Floating Rate High Income Fund 31641Q409 1107.86900000 NS USD 9704.93000000 0.107992858955 Long EC RF US N 1 N N N Fidelity Investment Trust MXNTE4GH7BW81YELH558 Fidelity Series Overseas Fund 31618H176 25097.39200000 NS USD 253483.66000000 2.820672085413 Long EC RF US N 1 N N N Fidelity Investment Trust MXNTE4GH7BW81YELH558 Fidelity Series Canada Fund 31618H358 9469.14900000 NS USD 126602.52000000 1.408785852733 Long EC RF US N 1 N N N Fidelity Concord Street Trust EEX0N4ID1C226M44VF22 Fidelity Series International Index Fund 315911644 11440.69200000 NS USD 107771.32000000 1.199239248526 Long EC RF US N 1 N N N Fidelity Devonshire Trust 2YVQGEKVQ2H3HLS69325 Fidelity Series Value Discovery Fund 316128586 11106.02400000 NS USD 169477.93000000 1.885887501564 Long EC RF US N 1 N N N Fidelity Salem Street Trust S4W85DGKOEJ24DPRB829 Fidelity Series Government Money Market Fund 31635V778 101377.67000000 NS USD 101377.67000000 1.128093084395 Long EC RF US N 1 N N N Fidelity Summer Street Trust P1TJ3M056NR1SYX5LY49 Fidelity Series High Income Fund 31641Q607 6096.39800000 NS USD 49502.75000000 0.550848228545 Long EC RF US N 1 N N N Fidelity Investment Trust MXNTE4GH7BW81YELH558 Fidelity Series International Growth Fund 31618H721 18688.82600000 NS USD 256971.36000000 2.859481916518 Long EC RF US N 1 N N N Fidelity Investment Trust MXNTE4GH7BW81YELH558 Fidelity Series International Value Fund 31618H770 27810.61500000 NS USD 256970.08000000 2.859467673153 Long EC RF US N 1 N N N Fidelity Hastings Street Trust 5IETULY5BBOQWX17XY97 FIDELITY SERIES EMERGING MARKETS DEBT LOCAL CURRENCY FUND 31617F783 1920.09800000 NS USD 15245.58000000 0.169647155686 Long EC RF US N 1 N N N Fidelity Hastings Street Trust 5IETULY5BBOQWX17XY97 Fidelity Series Large Cap Stock Fund 31617F833 14329.73100000 NS USD 236727.16000000 2.634211972761 Long EC RF US N 1 N N N Fidelity Salem Street Trust S4W85DGKOEJ24DPRB829 Fidelity Series Short-Term Credit Fund 31635V604 8481.95900000 NS USD 80069.69000000 0.890985791631 Long EC RF US N 1 N N N Fidelity Income Fund D66RCKM57LC8ELZCAY58 Fidelity Series Government Bond Index Fund 31617L756 93596.64300000 NS USD 841433.82000000 9.363163242148 Long EC RF US N 1 N N N Fidelity Salem Street Trust S4W85DGKOEJ24DPRB829 Fidelity Series Large Cap Growth Index Fund 31635V133 14867.71000000 NS USD 209783.39000000 2.334391700658 Long EC RF US N 1 N N N Fidelity Securities Fund LIUMB3NDWOFJPXVROE85 Fidelity Series Small Cap Opportunities Fund 316389691 9563.69500000 NS USD 113903.61000000 1.267477095584 Long EC RF US N 1 N N N Fidelity Securities Fund LIUMB3NDWOFJPXVROE85 Fidelity Series Real Estate Income Fund 316389436 2715.28500000 NS USD 25713.75000000 0.286133066077 Long EC RF US N 1 N N N Fidelity Salem Street Trust S4W85DGKOEJ24DPRB829 Fidelity Series Corporate Bond Fund 31635V141 64737.13900000 NS USD 557386.77000000 6.202393096730 Long EC RF US N 1 N N N Fidelity Salem Street Trust S4W85DGKOEJ24DPRB829 Fidelity Series Investment Grade Bond Fund 316146729 88916.84500000 NS USD 854490.88000000 9.508457359566 Long EC RF US N 1 N N N Fidelity Salem Street Trust S4W85DGKOEJ24DPRB829 Fidelity Series Long-Term Treasury Bond Index Fund 31635V620 72223.49200000 NS USD 406618.26000000 4.524697076732 Long EC RF US N 1 N N N Fidelity Hereford Street Trust 549300KQI5JTFSYJTM18 Fidelity Series Treasury Bill Index Fund 31617H854 32428.55500000 NS USD 322339.84000000 3.586878099774 Long EC RF US N 1 N N N 2022-11-30 Laura M. Del Prato Laura M. Del Prato Laura M. Del Prato President and Treasurer XXXX NPORT-EX 2 QTLY_1995_20221031.htm 010 - Quarterly Front Cover
Quarterly Holdings Report
for
Fidelity Managed Retirement 2020 Fund℠
October 31, 2022
RW38-NPRT1-1222
1.867283.115
Domestic Equity Funds - 16.5%
 
  
Shares
Value ($)
 
Fidelity Series Blue Chip Growth Fund (a)
  
29,304
305,932
Fidelity Series Commodity Strategy Fund (a)
  
42,326
89,731
Fidelity Series Large Cap Growth Index Fund (a)
  
13,802
194,742
Fidelity Series Large Cap Stock Fund (a)
  
13,056
215,690
Fidelity Series Large Cap Value Index Fund (a)
  
29,466
413,413
Fidelity Series Small Cap Opportunities Fund (a)
  
9,273
110,445
Fidelity Series Value Discovery Fund (a)
  
10,007
152,700
 
TOTAL DOMESTIC EQUITY FUNDS
 (Cost $1,481,663)
  
  
1,482,653
 
  
  
  
International Equity Funds - 19.4%
 
  
Shares
Value ($)
 
Fidelity Series Canada Fund (a)
  
9,229
123,395
Fidelity Series Emerging Markets Fund (a)
  
9,810
68,084
Fidelity Series Emerging Markets Opportunities Fund (a)
  
43,837
621,176
Fidelity Series International Growth Fund (a)
  
18,188
250,081
Fidelity Series International Index Fund (a)
  
11,122
104,770
Fidelity Series International Small Cap Fund (a)
  
5,274
76,361
Fidelity Series International Value Fund (a)
  
27,004
249,515
Fidelity Series Overseas Fund (a)
  
24,608
248,536
 
TOTAL INTERNATIONAL EQUITY FUNDS
 (Cost $1,995,667)
  
  
1,741,918
 
  
  
  
Bond Funds - 58.4%
 
  
Shares
Value ($)
 
Fidelity Series 0-5 Year Inflation-Protected Bond Index Fund (a)
  
89,528
872,900
Fidelity Series 5+ Year Inflation-Protected Bond Index Fund (a)
  
59,865
484,909
Fidelity Series Corporate Bond Fund (a)
  
66,927
576,244
Fidelity Series Emerging Markets Debt Fund (a)
  
6,801
46,584
Fidelity Series Emerging Markets Debt Local Currency Fund (a)
  
1,917
15,224
Fidelity Series Floating Rate High Income Fund (a)
  
1,040
9,107
Fidelity Series Government Bond Index Fund (a)
  
96,724
869,551
Fidelity Series High Income Fund (a)
  
6,024
48,918
Fidelity Series International Credit Fund (a)
  
221
1,711
Fidelity Series International Developed Markets Bond Index Fund (a)
  
41,666
356,243
Fidelity Series Investment Grade Bond Fund (a)
  
92,026
884,369
Fidelity Series Investment Grade Securitized Fund (a)
  
71,388
614,648
Fidelity Series Long-Term Treasury Bond Index Fund (a)
  
76,835
432,579
Fidelity Series Real Estate Income Fund (a)
  
2,377
22,509
 
TOTAL BOND FUNDS
 (Cost $6,121,376)
  
  
5,235,496
 
  
  
  
Short-Term Funds - 5.7%
 
  
Shares
Value ($)
 
Fidelity Series Government Money Market Fund 3.25% (a)(b)
  
111,396
111,396
Fidelity Series Short-Term Credit Fund (a)
  
8,477
80,026
Fidelity Series Treasury Bill Index Fund (a)
  
32,465
322,700
 
TOTAL SHORT-TERM FUNDS
 (Cost $519,555)
  
  
514,122
 
  
  
  
 
TOTAL INVESTMENT IN SECURITIES - 100.0%
 (Cost $10,118,261)
 
  
 
8,974,189
NET OTHER ASSETS (LIABILITIES) - 0.0%  
(219)
NET ASSETS - 100.0%
8,973,970
 
  
Legend
 
(a)
Affiliated Fund
 
(b)
The rate quoted is the annualized seven-day yield of the fund at period end.
 
 
 
 
Affiliated Underlying Funds
Fiscal year to date information regarding the Fund's investments in affiliated Underlying Funds is presented below. Exchanges between classes of the same affiliated Underlying Funds may occur. If an Underlying Funds changes its name, the name presented below is the name in effect at period end.
Affiliate
Value,
beginning
of period ($)
Purchases ($)
Sales
Proceeds ($)
Dividend
Income ($)
Realized
Gain (loss) ($)
Change in
Unrealized
appreciation
(depreciation) ($)
Value,
end
of period ($)
Fidelity Series 0-5 Year Inflation-Protected Bond Index Fund
973,591
29,645
98,134
-
(3,236)
(28,966)
872,900
Fidelity Series 5+ Year Inflation-Protected Bond Index Fund
515,293
70,621
42,072
-
(4,704)
(54,229)
484,909
Fidelity Series Blue Chip Growth Fund
382,544
28,614
54,744
11,391
(13,510)
(36,972)
305,932
Fidelity Series Canada Fund
141,395
6,173
16,871
-
(645)
(6,657)
123,395
Fidelity Series Commodity Strategy Fund
154,277
87,665
60,719
81,581
(47,608)
(43,884)
89,731
Fidelity Series Corporate Bond Fund
653,761
35,064
49,386
5,689
(7,274)
(55,921)
576,244
Fidelity Series Emerging Markets Debt Fund
53,422
1,868
4,719
766
(1,062)
(2,925)
46,584
Fidelity Series Emerging Markets Debt Local Currency Fund
17,731
316
1,902
-
(246)
(675)
15,224
Fidelity Series Emerging Markets Fund
84,756
2,752
6,835
-
(2,040)
(10,549)
68,084
Fidelity Series Emerging Markets Opportunities Fund
765,590
25,742
69,580
-
(19,210)
(81,366)
621,176
Fidelity Series Floating Rate High Income Fund
10,170
354
1,324
169
(61)
(32)
9,107
Fidelity Series Government Bond Index Fund
960,216
63,435
81,713
4,261
(6,353)
(66,034)
869,551
Fidelity Series Government Money Market Fund 3.25%
87,618
30,854
7,076
616
-
-
111,396
Fidelity Series High Income Fund
55,379
1,760
5,825
758
(948)
(1,448)
48,918
Fidelity Series International Credit Fund
1,877
16
-
15
-
(182)
1,711
Fidelity Series International Developed Markets Bond Index Fund
409,032
12,919
39,692
565
(5,333)
(20,683)
356,243
Fidelity Series International Growth Fund
294,302
16,537
30,033
-
(3,882)
(26,843)
250,081
Fidelity Series International Index Fund
123,237
4,553
10,957
-
(1,254)
(10,809)
104,770
Fidelity Series International Small Cap Fund
90,920
1,598
5,608
-
(892)
(9,657)
76,361
Fidelity Series International Value Fund
291,606
5,917
30,170
-
(5,132)
(12,706)
249,515
Fidelity Series Investment Grade Bond Fund
992,561
58,159
81,238
7,949
(10,237)
(74,876)
884,369
Fidelity Series Investment Grade Securitized Fund
702,080
38,844
55,765
4,324
(6,812)
(63,699)
614,648
Fidelity Series Large Cap Growth Index Fund
242,075
8,141
33,468
-
1,271
(23,277)
194,742
Fidelity Series Large Cap Stock Fund
265,195
22,187
52,760
13,826
140
(19,072)
215,690
Fidelity Series Large Cap Value Index Fund
506,406
12,746
91,020
-
9,148
(23,867)
413,413
Fidelity Series Long-Term Treasury Bond Index Fund
496,350
54,899
30,705
3,215
(2,526)
(85,439)
432,579
Fidelity Series Overseas Fund
296,030
15,927
30,810
-
(2,574)
(30,037)
248,536
Fidelity Series Real Estate Income Fund
31,887
2,083
7,776
1,435
(999)
(2,686)
22,509
Fidelity Series Short-Term Credit Fund
87,414
2,075
7,299
384
(254)
(1,910)
80,026
Fidelity Series Small Cap Opportunities Fund
130,081
7,547
19,934
5,196
(1,806)
(5,443)
110,445
Fidelity Series Treasury Bill Index Fund
263,033
105,218
44,626
2,049
(38)
(887)
322,700
Fidelity Series Value Discovery Fund
186,766
3,463
36,789
-
2,433
(3,173)
152,700
 
10,266,595
757,692
1,109,550
144,189
(135,644)
(804,904)
8,974,189
 
Amounts in the income column in the above table include any capital gain distributions from underlying funds.
 
Investment Valuation
Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Securities transactions are accounted for as of trade date. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.   
 
The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:
 
Level 1 - Unadjusted quoted prices in active markets for identical investments
Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)
Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)
 
Valuation techniques used to value investments by major category are as follows:
Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.
 
Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.
 
For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.
The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.
 
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