0001752724-24-194512.txt : 20240827 0001752724-24-194512.hdr.sgml : 20240827 20240827134759 ACCESSION NUMBER: 0001752724-24-194512 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20240630 FILED AS OF DATE: 20240827 DATE AS OF CHANGE: 20240827 PERIOD START: 20240930 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIDELITY CHARLES STREET TRUST CENTRAL INDEX KEY: 0000354046 ORGANIZATION NAME: 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: 241247139 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 S000067947 Fidelity Health Savings Index Fund C000217847 Fidelity Health Savings Index Fund FHSNX NPORT-P 1 primary_doc.xml NPORT-P false 0000354046 XXXXXXXX S000067947 C000217847 Fidelity Charles Street Trust 811-03221 0000354046 SG47DUH2I0FYWTB12921 245 Summer Street Boston 02210 1-800-FIDELITY Fidelity Health Savings Index Fund S000067947 549300K1V6HRFSOSFG66 2024-09-30 2024-06-30 N 27218510.52 3409.81 27215100.71 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 9134.61000000 N Fidelity Concord Street Trust EEX0N4ID1C226M44VF22 FIDELITY TOTAL MARKET INDEX FUNDFIDELITY ADV 315911693 34519.36800000 NS USD 5157538.77000000 18.95101849872 Long EC RF US N 1 N N N Fidelity Concord Street Trust EEX0N4ID1C226M44VF22 Fidelity International Index Fund 315911727 55467.65700000 NS USD 2760625.29000000 10.14372615929 Long EC RF US N 1 N N N Fidelity Central Investment Portfolios II LLC 0VPAEPVECBYQ0ULYZJ60 Fidelity Inflation-Protected Bond Index Central Fund 31607D103 40075.54500000 NS USD 3582753.72000000 13.16458005493 Long EC RF US N 1 N N N Fidelity Salem Street Trust S4W85DGKOEJ24DPRB829 Fidelity Emerging Markets Index Fund 316146331 116015.32700000 NS USD 1248324.92000000 4.586883338415 Long EC RF US N 1 N N N Fidelity Salem Street Trust S4W85DGKOEJ24DPRB829 Fidelity U.S. Bond Index Fund 316146356 438221.35000000 NS USD 4469857.77000000 16.42418235974 Long EC RF US N 1 N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 Fidelity Cash Central Fund 31635A105 257995.87700000 NS USD 258047.48000000 0.948177567849 Long STIV RF US N 1 N N N ISHARES TR 549300G3FWQPUM47D181 iShares JP Morgan USD Em Mkts Bd ETF 464288281 27405.00000000 NS USD 2424794.40000000 8.909738846231 Long EC RF US N 1 N N N ISHARES TR 549300G3FWQPUM47D181 ISHARES IBOXX HIGH YLD CORP ETF 464288513 872.00000000 NS USD 67266.08000000 0.247164545583 Long EC RF US N 1 N N N Fidelity Oxford Street Trust Z2ZIGDKL3355UQRAKY22 Fidelity Commodity Strategy Fund 31634R307 693.35600000 NS USD 65868.82000000 0.242030410623 Long EC RF US N 1 N N N Fidelity Salem Street Trust S4W85DGKOEJ24DPRB829 Fidelity Long-Term Treasury Bond Index Fund 31635V232 153254.13000000 NS USD 1454381.69000000 5.344024648292 Long EC RF US N 1 N N N Fidelity Salem Street Trust S4W85DGKOEJ24DPRB829 FIDELITY INTERNATIONAL BOND INDEX FUND 31635T732 623778.17100000 NS USD 5701332.48000000 20.94915077020 Long EC RF US N 1 N N N 2024-07-30 Laura M. Del Prato Laura M. Del Prato Laura M. Del Prato President and Treasurer XXXX NPORT-EX 2 QTLY_6047_20240630.htm 010 - Quarterly Front Cover
Quarterly Holdings Report
for
Fidelity® Health Savings Index Fund
June 30, 2024
HSI-NPRT3-0824
1.9897518.104
Equity Funds - 33.9%
 
  
Shares
Value ($)
 
Fidelity Commodity Strategy Fund (a)
  
674
64,064
Fidelity Emerging Markets Index Fund (a)
  
116,005
1,248,209
Fidelity International Index Fund (a)
  
55,463
2,760,404
Fidelity Total Market Index Fund (a)
  
34,517
5,157,144
 
TOTAL EQUITY FUNDS
 (Cost $7,437,600)
  
  
9,229,821
 
  
  
  
Fixed-Income Central Funds - 13.2%
 
  
Shares
Value ($)
 
Investment Grade Fixed-Income Funds - 13.2%
 
  
  
Fidelity Inflation-Protected Bond Index Central Fund (b)
  (Cost $3,881,044)
  
40,072
3,582,473
 
  
  
  
Money Market Central Funds - 0.9%
 
  
Shares
Value ($)
 
Fidelity Cash Central Fund 5.38% (c)
 
 (Cost $258,047)
 
  
257,996
258,047
 
  
  
  
Investment Companies - 9.2%
 
  
Shares
Value ($)
 
iShares iBoxx $ High Yield Corporate Bond ETF
 
872
67,266
iShares JPMorgan USD Emerging Markets Bond ETF
 
27,405
2,424,794
 
TOTAL INVESTMENT COMPANIES
 (Cost $2,833,659)
  
  
2,492,060
 
  
  
  
Fixed-Income Funds - 42.8%
 
  
Shares
Value ($)
 
Fidelity International Bond Index Fund (a)
  
623,729
5,700,888
Fidelity Long-Term Treasury Bond Index Fund (a)
  
153,699
1,458,604
Fidelity U.S. Bond Index Fund (a)
  
439,401
4,481,889
 
TOTAL FIXED-INCOME FUNDS
 (Cost $12,261,373)
  
  
11,641,381
 
  
  
  
 
TOTAL INVESTMENT IN SECURITIES - 100.0%
 (Cost $26,671,723)
 
  
 
27,203,782
NET OTHER ASSETS (LIABILITIES) - 0.0%  
10,517
NET ASSETS - 100.0%
27,214,299
 
  
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. A complete unaudited schedule of portfolio holdings for each Fidelity Central Fund is filed with the SEC for the first and third quarters of each fiscal year on Form N-PORT and is available upon request or at the SEC's website at www.sec.gov. An unaudited holdings listing for the Fund, which presents direct holdings as well as the pro-rata share of securities and other investments held indirectly through its investment in underlying non-money market Fidelity Central Funds, is available at fidelity.com and/or institutional.fidelity.com, as applicable. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
 
(c)
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 5.38%
529,971
645,614
917,538
14,146
-
-
258,047
0.0%
Fidelity Hedged Equity Central Fund
177,145
107,960
289,745
-
4,682
(42)
-
0.0%
Fidelity Inflation-Protected Bond Index Central Fund
2,867,552
1,017,847
351,181
126,757
(7,941)
56,196
3,582,473
0.8%
Total
3,574,668
1,771,421
1,558,464
140,903
(3,259)
56,154
3,840,520
  
 
  
  
  
  
  
  
  
  
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 Commodity Strategy Fund
61,833
57,288
55,275
1,013
(962)
1,180
64,064
Fidelity Emerging Markets Index Fund
1,147,545
279,458
322,285
30,588
(9,171)
152,662
1,248,209
Fidelity International Bond Index Fund
4,376,158
1,508,906
334,407
147,028
1,367
148,864
5,700,888
Fidelity International Index Fund
2,482,920
529,763
594,083
87,311
24,753
317,051
2,760,404
Fidelity Long-Term Treasury Bond Index Fund
2,353,871
249,496
1,196,946
40,630
(334,599)
386,782
1,458,604
Fidelity Real Estate Index Fund
57,059
28,089
88,407
-
(2,172)
5,431
-
Fidelity Total Market Index Fund
3,525,792
1,855,012
1,285,868
66,365
32,833
1,029,375
5,157,144
Fidelity U.S. Bond Index Fund
3,668,520
1,094,860
407,966
103,898
(24,121)
150,596
4,481,889
 
17,673,698
5,602,872
4,285,237
476,833
(312,072)
2,191,941
20,871,202
 
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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