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.
 
Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC or an affiliate.