0001752724-23-034874.txt : 20230223 0001752724-23-034874.hdr.sgml : 20230223 20230223095437 ACCESSION NUMBER: 0001752724-23-034874 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20221231 FILED AS OF DATE: 20230223 DATE AS OF CHANGE: 20230223 PERIOD START: 20230930 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIDELITY CHARLES STREET TRUST CENTRAL INDEX KEY: 0000354046 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 0930 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-03221 FILM NUMBER: 23656944 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 U S GOVERNMENT RESERVES FUND DATE OF NAME CHANGE: 19880201 FORMER COMPANY: FORMER CONFORMED NAME: FIDELITY FEDERAL RESERVES DATE OF NAME CHANGE: 19820215 FORMER COMPANY: FORMER CONFORMED NAME: FIDELITY UNITED STATES TREASURY TRUST DATE OF NAME CHANGE: 19811020 0000354046 S000075297 Fidelity Sustainable Multi-Asset Fund C000234214 Fidelity Advisor Sustainable Multi-Asset Fund: Class I FYMIX C000234215 Fidelity Advisor Sustainable Multi-Asset Fund: Class M FYMMX C000234216 Fidelity Advisor Sustainable Multi-Asset Fund: Class C FYMCX C000234217 Fidelity Sustainable Multi-Asset Fund FYMRX C000234218 Fidelity Advisor Sustainable Multi-Asset Fund: Class A FYMAX NPORT-P 1 primary_doc.xml NPORT-P false 0000354046 XXXXXXXX S000075297 C000234216 C000234217 C000234214 C000234218 C000234215 Fidelity Charles Street Trust 811-03221 0000354046 SG47DUH2I0FYWTB12921 245 Summer Street Boston 02210 1-800-FIDELITY Fidelity Sustainable Multi-Asset Fund S000075297 5493003SYYI4R7SXZ189 2023-09-30 2022-12-31 N 7484976.11 940.22 7484035.89 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 4354.64000000 N Fidelity Salem Street Trust S4W85DGKOEJ24DPRB829 Fidelity Sustainable Core Plus Bond Fund 31635T575 95448.93000000 NS USD 870494.24000000 11.63134774865 Long EC RF US N 1 N N N Fidelity Salem Street Trust S4W85DGKOEJ24DPRB829 Fidelity Sustainability Bond Index Fund 31635T401 31695.94900000 NS USD 289067.05000000 3.862448740875 Long EC RF US N 1 N N N Fidelity Salem Street Trust S4W85DGKOEJ24DPRB829 Fidelity U.S. Sustainability Index Fund 31635V398 116847.74100000 NS USD 1946683.37000000 26.01114423570 Long EC RF US N 1 N N N Fidelity Covington Trust 549300JFYFTF85QAQR28 Fidelity Sustainable U.S. Equity ETF 316092279 45011.00000000 NS USD 814532.56000000 10.88360039919 Long EC RF US N 1 N N N Fidelity Salem Street Trust S4W85DGKOEJ24DPRB829 Fidelity Long-Term Treasury Bond Index Fund 31635V232 35671.96900000 NS USD 361713.77000000 4.833137832533 Long EC RF US N 1 N N N Fidelity Salem Street Trust S4W85DGKOEJ24DPRB829 Fidelity Sustainable Low Duration Bond Fund 31635T492 7553.28800000 NS USD 75381.81000000 1.007234747507 Long EC RF US N 1 N N N Fidelity Salem Street Trust S4W85DGKOEJ24DPRB829 Fidelity International Sustainability Index Fund 31635V349 51175.55800000 NS USD 536319.85000000 7.166184901873 Long EC RF US N 1 N N N Fidelity Investment Trust MXNTE4GH7BW81YELH558 Fidelity Sustainable Emerging Markets Equity Fund 31618Q853 67865.86700000 NS USD 508315.34000000 6.791994953941 Long EC RF US N 1 N N N Fidelity Salem Street Trust S4W85DGKOEJ24DPRB829 Fidelity Inflation-Protected Bond Index Fund 31635T104 75566.41300000 NS USD 681609.05000000 9.107506431265 Long EC RF US N 1 N N N Fidelity Investment Trust MXNTE4GH7BW81YELH558 Fidelity Sustainable International Equity Fund 31618Q606 175838.16800000 NS USD 1396155.05000000 18.65510896153 Long EC RF US N 1 N N N 2023-01-30 Laura M. Del Prato Laura M. Del Prato Laura M. Del Prato President and Treasurer XXXX NPORT-EX 2 QTLY_6477_20221231.htm 010 - Quarterly Front Cover
Quarterly Holdings Report
for
Fidelity® Sustainable Multi-Asset Fund
December 31, 2022
MAF-NPRT1-0323
1.9904618.100
Domestic Equity Funds - 36.9%
 
  
Shares
Value ($)
 
Fidelity Sustainable U.S. Equity ETF (a)
  
45,011
814,533
Fidelity U.S. Sustainability Index Fund (a)
  
117,614
1,959,448
 
TOTAL DOMESTIC EQUITY FUNDS
 (Cost $2,860,972)
  
  
2,773,981
 
  
  
  
International Equity Funds - 32.6%
 
  
Shares
Value ($)
 
Fidelity International Sustainability Index Fund (a)
  
51,399
538,665
Fidelity Sustainable Emerging Markets Equity Fund (a)
  
68,163
510,540
Fidelity Sustainable International Equity Fund (a)
  
176,609
1,402,273
 
TOTAL INTERNATIONAL EQUITY FUNDS
 (Cost $2,479,065)
  
  
2,451,478
 
  
  
  
Bond Funds - 30.4%
 
  
Shares
Value ($)
 
Fidelity Inflation-Protected Bond Index Fund (a)
  
75,901
684,625
Fidelity Long-Term Treasury Bond Index Fund (a)
  
35,921
364,243
Fidelity Sustainability Bond Index Fund (a)
  
31,901
290,934
Fidelity Sustainable Core Plus Bond Fund (a)
  
96,133
876,730
Fidelity Sustainable Low Duration Bond Fund (a)
  
7,600
75,844
 
TOTAL BOND FUNDS
 (Cost $2,426,662)
  
  
2,292,376
 
  
  
  
 
TOTAL INVESTMENT IN SECURITIES - 99.9%
 (Cost $7,766,699)
 
  
 
7,517,835
NET OTHER ASSETS (LIABILITIES) - 0.1%  
5,235
NET ASSETS - 100.0%
7,523,070
 
  
Security Type Abbreviations
ETF
-
EXCHANGE-TRADED FUND
 
Legend
 
(a)
Affiliated Fund
 
 
 
 
 
Affiliated Central Funds
 
Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.
 
 
Affiliate
Value,
beginning
of period ($)
Purchases ($)
Sales
Proceeds ($)
Dividend
Income ($)
Realized
Gain (loss) ($)
Change in
Unrealized
appreciation
(depreciation) ($)
Value,
end
of period ($)
% ownership,
end
of period
Fidelity Cash Central Fund 4.37%
464
61,585
62,049
8
-
-
-
0.0%
Total
464
61,585
62,049
8
-
-
-
  
 
  
  
  
  
  
  
  
  
Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds.
 
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 Inflation-Protected Bond Index Fund
442,310
309,105
21,326
55,302
(918)
(44,546)
684,625
Fidelity International Sustainability Index Fund
330,703
192,497
35,901
11,780
(3,933)
55,299
538,665
Fidelity Long-Term Treasury Bond Index Fund
247,345
183,223
66,741
2,286
(12,786)
13,202
364,243
Fidelity Sustainability Bond Index Fund
165,311
131,923
8,813
1,436
(385)
2,898
290,934
Fidelity Sustainable Core Plus Bond Fund
497,093
403,844
26,488
9,567
(573)
2,854
876,730
Fidelity Sustainable Emerging Markets Equity Fund
319,811
174,786
24,924
3,459
(1,074)
41,941
510,540
Fidelity Sustainable International Equity Fund
876,458
464,821
90,004
7,257
(13,051)
164,049
1,402,273
Fidelity Sustainable Low Duration Bond Fund
70,084
32,155
26,603
390
(47)
255
75,844
Fidelity Sustainable U.S. Equity ETF
569,900
205,589
13,656
3,818
(625)
53,325
814,533
Fidelity U.S. Sustainability Index Fund
1,349,419
925,496
404,079
27,536
(46,577)
135,189
1,959,448
 
4,868,434
3,023,439
718,535
122,831
(79,969)
424,466
7,517,835
 
Amounts in the dividend 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:
Exchange-Traded Funds (ETFs) and Exchange-Traded Notes (ETNs) are valued at their last sale price or official closing price as reported by a third party 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 but the exchange reports a closing bid level, ETFs and ETNs are valued at the closing bid and would be categorized as Level 1 in the hierarchy. In the event there was no closing bid, ETFs and ETNs may be valued by another method that the Board believes reflects fair value in accordance with the Board's fair value pricing policies and may be categorized as Level 2 in the hierarchy.
 
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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