NPORT-EX 2 QTLY_6477_20240630.htm 010 - Quarterly Front Cover
Quarterly Holdings Report
for
Fidelity® Sustainable Multi-Asset Fund
June 30, 2024
MAF-NPRT3-0824
1.9904619.102
Domestic Equity Funds - 42.0%
 
 
Shares
Value ($)
 
Fidelity Sustainable U.S. Equity ETF (a)
 
118,063
3,015,329
Fidelity U.S. Sustainability Index Fund (a)
 
295,163
7,266,919
 
TOTAL DOMESTIC EQUITY FUNDS
 (Cost $8,156,220)
 
 
10,282,248
 
 
 
 
International Equity Funds - 33.9%
 
 
Shares
Value ($)
 
Fidelity International Sustainability Index Fund (a)
 
262,981
3,276,743
Fidelity Sustainable Emerging Markets Equity Fund (a)
 
152,342
1,358,890
Fidelity Sustainable International Equity Fund (a)
 
379,084
3,677,115
 
TOTAL INTERNATIONAL EQUITY FUNDS
 (Cost $7,388,683)
 
 
8,312,748
 
 
 
 
Bond Funds - 24.1%
 
 
Shares
Value ($)
 
Fidelity Inflation-Protected Bond Index Fund (a)
 
195,968
1,785,273
Fidelity Long-Term Treasury Bond Index Fund (a)
 
70,561
669,627
Fidelity Sustainable Core Plus Bond Fund (a)
 
344,007
3,147,663
Fidelity Sustainable Low Duration Bond Fund (a)
 
28,058
287,315
 
TOTAL BOND FUNDS
 (Cost $5,942,997)
 
 
5,889,878
 
 
 
 
 
TOTAL INVESTMENT IN SECURITIES - 100.0%
 (Cost $21,487,900)
 
 
 
24,484,874
NET OTHER ASSETS (LIABILITIES) - 0.0%  
3,561
NET ASSETS - 100.0%
24,488,435
 
 
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 5.38%
348
755,840
756,188
297
-
-
-
0.0%
Total
348
755,840
756,188
297
-
-
-
 
 
 
 
 
 
 
 
 
 
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
820,095
1,157,211
211,827
44,419
(1,599)
21,393
1,785,273
Fidelity International Sustainability Index Fund
935,377
2,322,252
311,535
56,458
6,603
324,046
3,276,743
Fidelity Long-Term Treasury Bond Index Fund
673,572
518,101
541,076
20,666
(49,900)
68,930
669,627
Fidelity Sustainability Bond Index Fund
554,310
10,989
551,523
949
(42,189)
28,413
-
Fidelity Sustainable Core Plus Bond Fund
1,653,438
2,214,826
805,732
74,103
(10,194)
95,325
3,147,663
Fidelity Sustainable Emerging Markets Equity Fund
920,216
748,006
450,696
11,771
(9,203)
150,567
1,358,890
Fidelity Sustainable International Equity Fund
2,404,669
1,727,132
933,765
35,485
(31,096)
510,175
3,677,115
Fidelity Sustainable Low Duration Bond Fund
538,331
176,711
430,950
8,694
3,815
(592)
287,315
Fidelity Sustainable U.S. Equity ETF
1,461,100
1,061,119
-
11,827
-
493,110
3,015,329
Fidelity U.S. Sustainability Index Fund
3,485,249
4,152,449
1,646,248
47,113
1,360
1,274,109
7,266,919
 
13,446,357
14,088,796
5,883,352
311,485
(132,403)
2,965,476
24,484,874
 
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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