You find that information using appropriate selections at the following Fidelity web-page (perhaps bookmark that page for use next year(s) too):
Fidelity Mutual Fund Tax Information - Fidelity
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1) You are not "required" to do the breakout, you can just assign all $$ to "Multiple States" (at the end of the list of states in the pop-up)
2) If the amount from your own state is small, just doing #1 is easiest.
3) IL residents are not allowed to do the breakdown for Mutual Bond funds...box 11 on a 1099-DIV. (But can do so for individual bonds they actually own with $$ in box 8 on a 1099-INT.
4) CA and MN residents have bond-fund minimum limits on whether they are allowed to break out their $$ for box 11 on a 1099-DIV. [[ And UT residents can include $$ from bonds in any states taht do not tax UT bonds...essentially the non-income taxing states....there is a special "Utah Residents (PDF)" selection that just lists the total allowed for UT so you don't have to do the math]]
5) fi you do the breakdown, Remember that you only need to break out the $$ from yoru own state, and the US territories....as below for an NC resident:
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