0001752724-22-294059.txt : 20221228 0001752724-22-294059.hdr.sgml : 20221228 20221228093352 ACCESSION NUMBER: 0001752724-22-294059 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: 221491961 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 S000018464 Fidelity Managed Retirement 2015 Fund C000051070 Fidelity Managed Retirement 2015 Fund FIRSX C000051071 Fidelity Advisor Managed Retirement 2015 Fund: Class A FARSX C000051074 Fidelity Advisor Managed Retirement 2015 Fund: Class I FRASX C000212299 Class K6 FJRSX C000212300 Class K FKRSX C000213725 Fidelity Advisor Managed Retirement 2015 Fund: Class Z6 FYRSX NPORT-P 1 primary_doc.xml NPORT-P false 0000751199 XXXXXXXX S000018464 C000051074 C000051071 C000212300 C000212299 C000213725 C000051070 Fidelity Income Fund 811-04085 0000751199 D66RCKM57LC8ELZCAY58 245 Summer Street Boston 02210 1-800-FIDELITY Fidelity Managed Retirement 2015 Fund S000018464 549300RR1S7VVBUBBB65 2023-07-31 2022-10-31 N 6329855.69 2564.59 6327291.10 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 4.93000000 N Fidelity Securities Fund LIUMB3NDWOFJPXVROE85 Fidelity Series Blue Chip Growth Fund 316389386 16677.59200000 NS USD 174114.06000000 2.751794681929 Long EC RF US N 1 N N N Fidelity Hastings Street Trust 5IETULY5BBOQWX17XY97 Fidelity Series Emerging Markets Debt Fund 31617F858 4780.25800000 NS USD 32744.77000000 0.517516413935 Long EC RF US N 1 N N N Fidelity Investment Trust MXNTE4GH7BW81YELH558 Fidelity Series International Small Cap Fund 31618H762 3129.72800000 NS USD 45318.46000000 0.716237948969 Long EC RF US N 1 N N N Fidelity Investment Trust MXNTE4GH7BW81YELH558 Fidelity Series Emerging Markets Opportunities Fund 315910125 27952.10100000 NS USD 396081.27000000 6.259886952253 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 88681.90400000 NS USD 864648.56000000 13.66538296301 Long EC RF US N 1 N N N Fidelity Investment Trust MXNTE4GH7BW81YELH558 Fidelity Series Emerging Markets Fund 31618H341 6226.83000000 NS USD 43214.20000000 0.682981062780 Long EC RF US N 1 N N N Fidelity Oxford Street Trust Z2ZIGDKL3355UQRAKY22 Fidelity Series Commodity Strategy Fund 316146638 29917.46300000 NS USD 63425.02000000 1.002404014571 Long EC RF US N 1 N N N Fidelity Salem Street Trust S4W85DGKOEJ24DPRB829 Fidelity Series 5+ Year Inflation-Protected Bond Index Fund 31635T658 27620.03600000 NS USD 223722.29000000 3.535830523112 Long EC RF US N 1 N N N Fidelity Salem Street Trust S4W85DGKOEJ24DPRB829 Fidelity Series Large Cap Value Index Fund 31635V406 17404.61600000 NS USD 244186.76000000 3.859262299469 Long EC RF US N 1 N N N Fidelity Advisor Series II EIVUM2R16VT371T5KS40 Fidelity Series Investment Grade Securitized Fund 315807453 52750.15200000 NS USD 454178.81000000 7.178092533153 Long EC RF US N 1 N N N Fidelity School Street Trust WX9R9SUUXPO900BH1D05 Fidelity Series International Developed Markets Bond Index Fund 31638R667 29261.73400000 NS USD 250187.83000000 3.954106521193 Long EC RF US N 1 N N N Fidelity School Street Trust WX9R9SUUXPO900BH1D05 Fidelity Series International Credit Fund 31638R725 275.53700000 NS USD 2135.41000000 0.033749197978 Long EC RF US N 1 N N N Fidelity Summer Street Trust P1TJ3M056NR1SYX5LY49 Fidelity Series Floating Rate High Income Fund 31641Q409 781.44600000 NS USD 6845.47000000 0.108189585271 Long EC RF US N 1 N N N Fidelity Investment Trust MXNTE4GH7BW81YELH558 Fidelity Series Overseas Fund 31618H176 14888.28200000 NS USD 150371.65000000 2.376556533016 Long EC RF US N 1 N N N Fidelity Investment Trust MXNTE4GH7BW81YELH558 Fidelity Series Canada Fund 31618H358 5635.65200000 NS USD 75348.67000000 1.190851958747 Long EC RF US N 1 N N N Fidelity Concord Street Trust EEX0N4ID1C226M44VF22 Fidelity Series International Index Fund 315911644 6790.38000000 NS USD 63965.38000000 1.010944162186 Long EC RF US N 1 N N N Fidelity Devonshire Trust 2YVQGEKVQ2H3HLS69325 Fidelity Series Value Discovery Fund 316128586 5895.36200000 NS USD 89963.22000000 1.421828371386 Long EC RF US N 1 N N N Fidelity Salem Street Trust S4W85DGKOEJ24DPRB829 Fidelity Series Government Money Market Fund 31635V778 108136.89000000 NS USD 108136.89000000 1.709055080459 Long EC RF US N 1 N N N Fidelity Summer Street Trust P1TJ3M056NR1SYX5LY49 Fidelity Series High Income Fund 31641Q607 4306.64400000 NS USD 34969.95000000 0.552684386529 Long EC RF US N 1 N N N Fidelity Investment Trust MXNTE4GH7BW81YELH558 Fidelity Series International Growth Fund 31618H721 11086.46200000 NS USD 152438.85000000 2.409227702515 Long EC RF US N 1 N N N Fidelity Investment Trust MXNTE4GH7BW81YELH558 Fidelity Series International Value Fund 31618H770 16497.65200000 NS USD 152438.30000000 2.409219010012 Long EC RF US N 1 N N N Fidelity Hastings Street Trust 5IETULY5BBOQWX17XY97 FIDELITY SERIES EMERGING MARKETS DEBT LOCAL CURRENCY FUND 31617F783 1356.36500000 NS USD 10769.54000000 0.170207752888 Long EC RF US N 1 N N N Fidelity Hastings Street Trust 5IETULY5BBOQWX17XY97 Fidelity Series Large Cap Stock Fund 31617F833 7645.81100000 NS USD 126308.80000000 1.996253973521 Long EC RF US N 1 N N N Fidelity Salem Street Trust S4W85DGKOEJ24DPRB829 Fidelity Series Short-Term Credit Fund 31635V604 8710.50700000 NS USD 82227.19000000 1.299563884456 Long EC RF US N 1 N N N Fidelity Income Fund D66RCKM57LC8ELZCAY58 Fidelity Series Government Bond Index Fund 31617L756 71417.96900000 NS USD 642047.54000000 10.14727360971 Long EC RF US N 1 N N N Fidelity Salem Street Trust S4W85DGKOEJ24DPRB829 Fidelity Series Large Cap Growth Index Fund 31635V133 7935.29700000 NS USD 111967.04000000 1.769588884570 Long EC RF US N 1 N N N Fidelity Securities Fund LIUMB3NDWOFJPXVROE85 Fidelity Series Small Cap Opportunities Fund 316389691 5082.96040000 NS USD 60538.06000000 0.956776905680 Long EC RF US N 1 N N N Fidelity Securities Fund LIUMB3NDWOFJPXVROE85 Fidelity Series Real Estate Income Fund 316389436 1889.24800000 NS USD 17891.18000000 0.282762081232 Long EC RF US N 1 N N N Fidelity Salem Street Trust S4W85DGKOEJ24DPRB829 Fidelity Series Corporate Bond Fund 31635V141 49393.71300000 NS USD 425279.87000000 6.721357738701 Long EC RF US N 1 N N N Fidelity Salem Street Trust S4W85DGKOEJ24DPRB829 Fidelity Series Investment Grade Bond Fund 316146729 67846.21700000 NS USD 652002.15000000 10.30460175919 Long EC RF US N 1 N N N Fidelity Salem Street Trust S4W85DGKOEJ24DPRB829 Fidelity Series Long-Term Treasury Bond Index Fund 31635V620 49247.20000000 NS USD 277261.74000000 4.381997534458 Long EC RF US N 1 N N N Fidelity Hereford Street Trust 549300KQI5JTFSYJTM18 Fidelity Series Treasury Bill Index Fund 31617H854 28917.37900000 NS USD 287438.75000000 4.542840616263 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_1893_20221031.htm 010 - Quarterly Front Cover
Quarterly Holdings Report
for
Fidelity Managed Retirement 2015 Fund℠
October 31, 2022
RW34-NPRT1-1222
1.858597.116
Domestic Equity Funds - 12.6%
 
  
Shares
Value ($)
 
Fidelity Series Blue Chip Growth Fund (a)
  
15,441
161,205
Fidelity Series Commodity Strategy Fund (a)
  
29,907
63,403
Fidelity Series Large Cap Growth Index Fund (a)
  
7,273
102,618
Fidelity Series Large Cap Stock Fund (a)
  
6,880
113,662
Fidelity Series Large Cap Value Index Fund (a)
  
15,528
217,859
Fidelity Series Small Cap Opportunities Fund (a)
  
4,991
59,444
Fidelity Series Value Discovery Fund (a)
  
5,273
80,472
 
TOTAL DOMESTIC EQUITY FUNDS
 (Cost $767,428)
  
  
798,663
 
  
  
  
International Equity Funds - 16.8%
 
  
Shares
Value ($)
 
Fidelity Series Canada Fund (a)
  
5,465
73,074
Fidelity Series Emerging Markets Fund (a)
  
6,259
43,436
Fidelity Series Emerging Markets Opportunities Fund (a)
  
27,997
396,720
Fidelity Series International Growth Fund (a)
  
10,771
148,099
Fidelity Series International Index Fund (a)
  
6,586
62,044
Fidelity Series International Small Cap Fund (a)
  
3,129
45,304
Fidelity Series International Value Fund (a)
  
15,992
147,763
Fidelity Series Overseas Fund (a)
  
14,573
147,183
 
TOTAL INTERNATIONAL EQUITY FUNDS
 (Cost $1,172,661)
  
  
1,063,623
 
  
  
  
Bond Funds - 62.9%
 
  
Shares
Value ($)
 
Fidelity Series 0-5 Year Inflation-Protected Bond Index Fund (a)
  
89,510
872,716
Fidelity Series 5+ Year Inflation-Protected Bond Index Fund (a)
  
27,425
222,143
Fidelity Series Corporate Bond Fund (a)
  
50,868
437,974
Fidelity Series Emerging Markets Debt Fund (a)
  
4,793
32,829
Fidelity Series Emerging Markets Debt Local Currency Fund (a)
  
1,366
10,843
Fidelity Series Floating Rate High Income Fund (a)
  
734
6,426
Fidelity Series Government Bond Index Fund (a)
  
73,516
660,908
Fidelity Series High Income Fund (a)
  
4,246
34,474
Fidelity Series International Credit Fund (a)
  
276
2,135
Fidelity Series International Developed Markets Bond Index Fund (a)
  
29,258
250,158
Fidelity Series Investment Grade Bond Fund (a)
  
69,943
672,151
Fidelity Series Investment Grade Securitized Fund (a)
  
54,258
467,163
Fidelity Series Long-Term Treasury Bond Index Fund (a)
  
52,245
294,142
Fidelity Series Real Estate Income Fund (a)
  
1,676
15,876
 
TOTAL BOND FUNDS
 (Cost $4,586,799)
  
  
3,979,938
 
  
  
  
Short-Term Funds - 7.7%
 
  
Shares
Value ($)
 
Fidelity Series Government Money Market Fund 3.25% (a)(b)
  
108,391
108,391
Fidelity Series Short-Term Credit Fund (a)
  
8,722
82,335
Fidelity Series Treasury Bill Index Fund (a)
  
29,672
294,940
 
TOTAL SHORT-TERM FUNDS
 (Cost $491,281)
  
  
485,666
 
  
  
  
 
TOTAL INVESTMENT IN SECURITIES - 100.0%
 (Cost $7,018,169)
 
  
 
6,327,890
NET OTHER ASSETS (LIABILITIES) - 0.0%  
(339)
NET ASSETS - 100.0%
6,327,551
 
  
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
994,376
12,722
103,115
-
(1,554)
(29,713)
872,716
Fidelity Series 5+ Year Inflation-Protected Bond Index Fund
229,067
38,982
21,308
-
(1,446)
(23,152)
222,143
Fidelity Series Blue Chip Growth Fund
209,150
14,450
36,653
5,931
(11,538)
(14,204)
161,205
Fidelity Series Canada Fund
85,646
2,071
10,523
-
1,088
(5,208)
73,074
Fidelity Series Commodity Strategy Fund
110,544
57,343
42,110
55,436
(27,714)
(34,660)
63,403
Fidelity Series Corporate Bond Fund
505,723
19,163
40,644
4,209
(2,650)
(43,618)
437,974
Fidelity Series Emerging Markets Debt Fund
38,274
891
3,659
524
(1,271)
(1,406)
32,829
Fidelity Series Emerging Markets Debt Local Currency Fund
12,707
127
1,371
-
(278)
(342)
10,843
Fidelity Series Emerging Markets Fund
55,240
976
4,986
-
(348)
(7,446)
43,436
Fidelity Series Emerging Markets Opportunities Fund
499,014
12,413
52,705
-
(7,258)
(54,744)
396,720
Fidelity Series Floating Rate High Income Fund
7,347
148
1,007
116
(58)
(4)
6,426
Fidelity Series Government Bond Index Fund
742,814
38,892
67,574
3,153
(3,047)
(50,177)
660,908
Fidelity Series Government Money Market Fund 3.25%
91,044
32,368
15,021
627
-
-
108,391
Fidelity Series High Income Fund
39,670
689
4,320
519
(740)
(825)
34,474
Fidelity Series International Credit Fund
2,343
19
-
19
-
(227)
2,135
Fidelity Series International Developed Markets Bond Index Fund
293,341
2,959
28,654
383
(2,713)
(14,775)
250,158
Fidelity Series International Growth Fund
178,276
6,835
19,614
-
(2,003)
(15,395)
148,099
Fidelity Series International Index Fund
74,651
1,706
7,466
-
(283)
(6,564)
62,044
Fidelity Series International Small Cap Fund
54,975
215
3,894
-
80
(6,072)
45,304
Fidelity Series International Value Fund
176,756
1,183
20,167
-
(1,115)
(8,894)
147,763
Fidelity Series Investment Grade Bond Fund
767,790
34,390
67,611
5,881
(3,072)
(59,346)
672,151
Fidelity Series Investment Grade Securitized Fund
543,101
22,509
46,537
3,198
(2,634)
(49,276)
467,163
Fidelity Series Large Cap Growth Index Fund
132,345
3,204
21,766
-
1,065
(12,230)
102,618
Fidelity Series Large Cap Stock Fund
144,986
9,643
31,225
7,242
347
(10,089)
113,662
Fidelity Series Large Cap Value Index Fund
276,852
5,850
57,581
-
3,962
(11,224)
217,859
Fidelity Series Long-Term Treasury Bond Index Fund
343,883
32,839
24,875
2,127
(1,263)
(56,442)
294,142
Fidelity Series Overseas Fund
179,321
6,424
20,058
-
(937)
(17,567)
147,183
Fidelity Series Real Estate Income Fund
22,362
1,065
5,067
982
(565)
(1,919)
15,876
Fidelity Series Short-Term Credit Fund
90,832
848
7,213
380
(164)
(1,968)
82,335
Fidelity Series Small Cap Opportunities Fund
70,833
3,043
10,703
2,716
(93)
(3,636)
59,444
Fidelity Series Treasury Bill Index Fund
273,248
46,219
23,687
1,915
(43)
(797)
294,940
Fidelity Series Value Discovery Fund
102,106
531
21,905
-
1,215
(1,475)
80,472
 
7,348,617
410,717
823,019
95,358
(65,030)
(543,395)
6,327,890
 
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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