0001752724-23-189166.txt : 20230824 0001752724-23-189166.hdr.sgml : 20230824 20230824151327 ACCESSION NUMBER: 0001752724-23-189166 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230630 FILED AS OF DATE: 20230824 DATE AS OF CHANGE: 20230824 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: 231201809 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 2023-06-30 N 12272685.58 1383.03 12271302.55 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 7557.06000000 N Fidelity Salem Street Trust S4W85DGKOEJ24DPRB829 Fidelity Sustainable Core Plus Bond Fund 31635T575 153758.47500000 NS USD 1417653.14000000 11.55258893034 Long EC RF US N 1 N N N Fidelity Salem Street Trust S4W85DGKOEJ24DPRB829 Fidelity Sustainability Bond Index Fund 31635T401 51355.30700000 NS USD 471955.27000000 3.846007936622 Long EC RF US N 1 N N N Fidelity Salem Street Trust S4W85DGKOEJ24DPRB829 Fidelity U.S. Sustainability Index Fund 31635V398 169179.81400000 NS USD 3314232.56000000 27.00799321421 Long EC RF US N 1 N N N Fidelity Covington Trust 549300JFYFTF85QAQR28 Fidelity Sustainable U.S. Equity ETF 316092279 67084.00000000 NS USD 1412695.12000000 11.51218555849 Long EC RF US N 1 N N N Fidelity Salem Street Trust S4W85DGKOEJ24DPRB829 Fidelity Long-Term Treasury Bond Index Fund 31635V232 58536.27600000 NS USD 609948.00000000 4.970523687397 Long EC RF US N 1 N N N Fidelity Salem Street Trust S4W85DGKOEJ24DPRB829 Fidelity Sustainable Low Duration Bond Fund 31635T492 49643.81600000 NS USD 500409.67000000 4.077885521614 Long EC RF US N 1 N N N Fidelity Salem Street Trust S4W85DGKOEJ24DPRB829 Fidelity International Sustainability Index Fund 31635V349 74324.93500000 NS USD 856966.50000000 6.983500704250 Long EC RF US N 1 N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 Fidelity Cash Central Fund 31635A105 5684.60500000 NS USD 5685.74000000 0.046333630654 Long STIV RF US N 1 N N N Fidelity Investment Trust MXNTE4GH7BW81YELH558 Fidelity Sustainable Emerging Markets Equity Fund 31618Q853 99982.82200000 NS USD 809860.86000000 6.599632408215 Long EC RF US N 1 N N N Fidelity Salem Street Trust S4W85DGKOEJ24DPRB829 Fidelity Inflation-Protected Bond Index Fund 31635T104 67492.60400000 NS USD 620931.96000000 5.060033011735 Long EC RF US N 1 N N N Fidelity Investment Trust MXNTE4GH7BW81YELH558 FIDELITY SUSTAINABLE INTERNATIONAL EQUITY FUND 31618Q606 257050.49200000 NS USD 2244050.80000000 18.28698127893 Long EC RF US N 1 N N N 2023-07-30 Laura M. Del Prato Laura M. Del Prato Laura M. Del Prato President and Treasurer XXXX NPORT-EX 2 QTLY_6477_20230630.htm 010 - Quarterly Front Cover
Quarterly Holdings Report
for
Fidelity® Sustainable Multi-Asset Fund
June 30, 2023
MAF-NPRT3-0823
1.9904619.101
Domestic Equity Funds - 38.5%
 
  
Shares
Value ($)
 
Fidelity Sustainable U.S. Equity ETF (a)
  
67,084
1,412,695
Fidelity U.S. Sustainability Index Fund (a)
  
170,115
3,332,561
 
TOTAL DOMESTIC EQUITY FUNDS
 (Cost $4,231,646)
  
  
4,745,256
 
  
  
  
International Equity Funds - 31.9%
 
  
Shares
Value ($)
 
Fidelity International Sustainability Index Fund (a)
  
74,623
860,398
Fidelity Sustainable Emerging Markets Equity Fund (a)
  
100,381
813,087
Fidelity Sustainable International Equity Fund (a)
  
258,079
2,253,032
 
TOTAL INTERNATIONAL EQUITY FUNDS
 (Cost $3,689,334)
  
  
3,926,517
 
  
  
  
Bond Funds - 29.6%
 
  
Shares
Value ($)
 
Fidelity Inflation-Protected Bond Index Fund (a)
  
67,778
623,554
Fidelity Long-Term Treasury Bond Index Fund (a)
  
58,923
613,973
Fidelity Sustainability Bond Index Fund (a)
  
51,686
474,994
Fidelity Sustainable Core Plus Bond Fund (a)
  
154,847
1,427,690
Fidelity Sustainable Low Duration Bond Fund (a)
  
49,953
503,522
 
TOTAL BOND FUNDS
 (Cost $3,720,367)
  
  
3,643,733
 
  
  
  
Short-Term Funds - 0.0%
 
  
Shares
Value ($)
 
Fidelity Cash Central Fund 5.14% (b)
 
 (Cost $5,686)
 
  
5,685
5,686
 
  
  
  
 
TOTAL INVESTMENT IN SECURITIES - 100.0%
 (Cost $11,647,033)
 
  
 
12,321,192
NET OTHER ASSETS (LIABILITIES) - 0.0%  
244
NET ASSETS - 100.0%
12,321,436
 
  
Security Type Abbreviations
ETF
-
EXCHANGE-TRADED FUND
 
Legend
 
(a)
Affiliated Fund
 
(b)
Affiliated fund that is generally 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 are available on the SEC's website or upon request.
 
 
 
 
 
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 5.14%
464
229,916
224,694
104
-
-
5,686
0.0%
Total
464
229,916
224,694
104
-
-
5,686
  
 
  
  
  
  
  
  
  
  
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
640,902
427,919
54,403
(26,567)
(5,172)
623,554
Fidelity International Sustainability Index Fund
330,703
564,835
145,064
11,780
(7,076)
117,000
860,398
Fidelity Long-Term Treasury Bond Index Fund
247,345
552,878
193,308
9,070
(16,261)
23,319
613,973
Fidelity Sustainability Bond Index Fund
165,311
408,806
100,956
6,922
(964)
2,797
474,994
Fidelity Sustainable Core Plus Bond Fund
497,093
1,234,547
307,243
30,420
(5,417)
8,710
1,427,690
Fidelity Sustainable Emerging Markets Equity Fund
319,811
684,682
276,361
3,459
(616)
85,571
813,087
Fidelity Sustainable International Equity Fund
876,458
1,445,633
372,947
7,257
(19,599)
323,487
2,253,032
Fidelity Sustainable Low Duration Bond Fund
70,084
489,317
58,494
3,725
(46)
2,661
503,522
Fidelity Sustainable U.S. Equity ETF
569,900
634,245
13,656
8,173
(625)
222,831
1,412,695
Fidelity U.S. Sustainability Index Fund
1,349,419
2,743,543
1,283,012
27,536
(43,676)
566,287
3,332,561
 
4,868,434
9,399,388
3,178,960
162,745
(120,847)
1,347,491
12,315,506
 
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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