Your 1099-r for your pension. It is trying to find out if you rolled it over into another type of tax deferred account like an IRA. If your pension was paid out to you say "I did something else with it" If part of the money went into a Fidelity IRA it will allow you to show that in the followup questions.
Disclaimer: Not a tax professional. Information gathered from internet links. Anything dated in June 2019 was posted in prior years and is before the 2019 limits and changes.