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Form NPORT-P FIDELITY SALEM STREET For: Mar 31

May 25, 2022 12:10 PM EDT

  
    NPORT-P
    false
    
      
      
        
          0000035315
          XXXXXXXX
        
      
      
      
      
        S000072688
        C000229123
      
      
      
    
  
  
    
      Fidelity Salem Street Trust
      811-02105
      0000035315
      S4W85DGKOEJ24DPRB829
      245 Summer Street
      Boston
      
      02210
      1-800-FIDELITY
      Fidelity Series 0-5 Year Inflation-Protected Bond Index Fund
      S000072688
      54930032XRG8USUFLO83
      2022-12-31
      2022-03-31
      N
    
    
      5338669420.61
      95594.93
      5338573825.68
      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
      0.00000000
      
        
          USD
          
          
        
      
      
      
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII .125 1/15/23
        912828UH1
        
          
        
        300383500.00000000
        PA
        USD
        378566862.90000000
        7.091160959112
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-01-15
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.5% 04/15/2024
        9128286N5
        
          
        
        138830900.00000000
        PA
        USD
        162323878.78000000
        3.040585071600
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-04-15
          Fixed
          0.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.625% 01/15/2024
        912828B25
        
          
        
        267952000.00000000
        PA
        USD
        339538843.83000000
        6.360103932565
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-01-15
          Fixed
          0.00625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.125% 04/15/2022
        912828X39
        
          
        
        159916000.00000000
        PA
        USD
        185531158.42000000
        3.475294422782
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-04-15
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.125% 07/15/2024
        912828WU0
        
          
        
        259404000.00000000
        PA
        USD
        321932140.94000000
        6.030302313914
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-07-15
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII .125% 7/15/22
        912828TE0
        
          
        
        203801000.00000000
        PA
        USD
        255924341.60000000
        4.793870984211
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-07-15
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.125% 10/15/2024
        912828YL8
        
          
        
        218652300.00000000
        PA
        USD
        250100819.79000000
        4.684787135226
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-10-15
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.375% 07/15/2025
        912828XL9
        
          
        
        242301700.00000000
        PA
        USD
        303804575.71000000
        5.690744113130
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-07-15
          Fixed
          0.00375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.375% 07/15/2027
        9128282L3
        
          
        
        1670000.00000000
        PA
        USD
        2034819.52000000
        0.038115414087
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-07-15
          Fixed
          0.00375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.25% 01/15/2025
        912828H45
        
          
        
        229602800.00000000
        PA
        USD
        285509359.78000000
        5.348045547419
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-01-15
          Fixed
          0.00250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.625% 01/15/2026
        912828N71
        
          
        
        193359300.00000000
        PA
        USD
        243511249.69000000
        4.561353980320
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-01-15
          Fixed
          0.00625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.375% 01/15/2027
        912828V49
        
          
        
        189560000.00000000
        PA
        USD
        232863086.40000000
        4.361896903623
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-01-15
          Fixed
          0.00375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.125% 10/15/2025
        91282CAQ4
        
          
        
        245498400.00000000
        PA
        USD
        278111242.15000000
        5.209467008065
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-10-15
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fidelity Revere Street Trust
        549300BDV45LJNXBZC55
        Fidelity Cash Central Fund
        31635A105
        
          
        
        83832926.78000000
        NS
        USD
        83849693.37000000
        1.570638453413
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.125% 07/15/2026
        912828S50
        
          
        
        226698800.00000000
        PA
        USD
        278894430.45000000
        5.224137373701
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-07-15
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.625% 04/15/2023
        9128284H0
        
          
        
        260172900.00000000
        PA
        USD
        306600363.75000000
        5.743113680945
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-04-15
          Fixed
          0.00625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTN TII 2.375% 1/15/27
        912810PS1
        
          
        
        91920000.00000000
        PA
        USD
        148328629.13000000
        2.778431730521
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-01-15
          Fixed
          0.02375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.125% 04/15/2026
        91282CCA7
        
          
        
        201280100.00000000
        PA
        USD
        224725789.76000000
        4.209472362806
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-04-15
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.125% 10/15/2026
        91282CDC2
        
          
        
        209074000.00000000
        PA
        USD
        225212965.65000000
        4.218597944017
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-10-15
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII .375% 07/15/2023
        912828VM9
        
          
        
        257080500.00000000
        PA
        USD
        325570884.20000000
        6.098461777074
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-07-15
          Fixed
          0.00375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTN TII 2% 1/15/26
        912810FS2
        
          
        
        71472000.00000000
        PA
        USD
        113286050.35000000
        2.122028355308
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-01-15
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.125% 04/15/2025
        912828ZJ2
        
          
        
        158989700.00000000
        PA
        USD
        180348694.28000000
        3.378218606109
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-04-15
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTN TII 2.375% 1/15/25
        912810FR4
        
          
        
        124741700.00000000
        PA
        USD
        206286796.29000000
        3.864080614521
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-01-15
          Fixed
          0.02375000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      2022-04-30
      Laura M. Del Prato
      Laura M. Del Prato
      Laura M. Del Prato
      President and Treasurer
    
  
  XXXX



Quarterly Holdings Report
for
Fidelity® Series 0-5 Year Inflation-Protected Bond Index Fund
March 31, 2022
SYI-NPRT1-0522
1.9901941.100
U.S. Treasury Inflation-Protected Obligations - 99.5%
 
 
Principal
Amount (a)
 
Value ($)
 
U.S. Treasury Inflation-Indexed Bonds:
 
 
 
 2% 1/15/26
 
71,472,000
113,286,050
 2.375% 1/15/25
 
124,741,700
206,286,796
 2.375% 1/15/27
 
91,920,000
148,328,629
U.S. Treasury Inflation-Indexed Notes:
 
 
 
 0.125% 4/15/22
 
159,916,000
185,531,158
 0.125% 7/15/22
 
357,851,000
449,373,563
 0.125% 1/15/23
 
300,383,500
378,566,863
 0.125% 7/15/24
 
259,404,000
321,932,141
 0.125% 10/15/24
 
218,652,300
250,100,820
 0.125% 4/15/25
 
158,989,700
180,348,694
 0.125% 10/15/25
 
245,498,400
278,111,242
 0.125% 4/15/26
 
201,280,100
224,725,790
 0.125% 7/15/26
 
278,698,800
342,867,025
 0.125% 10/15/26
 
209,074,000
225,212,966
 0.25% 1/15/25
 
229,602,800
285,509,360
 0.375% 7/15/23
 
257,080,500
325,570,884
 0.375% 7/15/25
 
338,801,700
424,798,946
 0.375% 1/15/27
 
189,560,000
232,863,086
 0.375% 7/15/27
 
1,670,000
2,034,820
 0.5% 4/15/24
 
138,830,900
162,323,879
 0.625% 4/15/23
 
260,172,900
306,600,364
 0.625% 1/15/24
 
267,952,000
339,538,844
 0.625% 1/15/26
 
193,359,300
243,511,250
 
TOTAL U.S. TREASURY INFLATION-PROTECTED OBLIGATIONS
 (Cost $5,686,972,201)
 
 
5,627,423,170
 
 
 
 
Money Market Funds - 1.5%
 
 
Shares
Value ($)
 
Fidelity Cash Central Fund 0.31% (b)
 
 (Cost $83,849,693)
 
 
83,832,927
83,849,693
 
 
 
 
 
TOTAL INVESTMENT IN SECURITIES - 101.0%
 (Cost $5,770,821,894)
 
 
 
5,711,272,863
NET OTHER ASSETS (LIABILITIES) - (1.0)%  
(54,872,728)
NET ASSETS - 100.0%
5,656,400,135
 
 
Legend
 
(a)
Amount is stated in United States dollars unless otherwise noted.
 
(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 0.31%
25,579,301
379,220,909
320,950,517
27,247
-
-
83,849,693
0.2%
Total
25,579,301
379,220,909
320,950,517
27,247
-
-
83,849,693
 
 
Amounts in the 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. Security transactions are accounted for as of trade date. The Board of Trustees (the Board) has delegated the day to day responsibility for the valuation of the Fund's investments to the Fair Value Committee (the Committee) established by the Fund's investment adviser. In accordance with valuation policies and procedures approved by the Board, the Fund attempts to obtain prices from one or more third party pricing vendors 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 procedures adopted by the Board. Factors used in determining fair value vary by investment type and may include market or investment specific events, changes in interest rates and credit quality. The frequency with which these procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee oversees the Fund's valuation policies and procedures and reports to the Board on the Committee's activities and fair value determinations. The Board monitors the appropriateness of the procedures used in valuing the Fund's investments and ratifies the fair value determinations of the Committee.   
 
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:
Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing vendors or from brokers who make markets in such securities. U.S. Treasury Inflation-Protected Obligations are valued by pricing vendors who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing vendors. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.
 
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 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.


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