Close

Form NPORT-P FIDELITY SALEM STREET For: Mar 31

FREE Breaking News Alerts from StreetInsider.com!

E-mail Address

StreetInsider.com Top Tickers, 4/23/2024

1. TSLA
2. SPY
3. GM
4. SPOT
5. AMZN
6. SHW
7. AAPL
8. IBM
9. MINN
10. NVDA


May 25, 2022 12:10 PM EDT 

  
    NPORT-P
    false
    
      
      
        
          0000035315
          XXXXXXXX
        
      
      
      
      
        S000026423
        C000079293
      
      
      
    
  
  
    
      Fidelity Salem Street Trust
      811-02105
      0000035315
      S4W85DGKOEJ24DPRB829
      245 Summer Street
      Boston
      
      02210
      1-800-FIDELITY
      Fidelity Series Inflation-Protected Bond Index Fund
      S000026423
      QQNR172IMSBSGQ5L0Z92
      2022-12-31
      2022-03-31
      N
    
    
      2395762151.33
      26055873.33
      2369706278.00
      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
      0.07000000
      
        
          USD
          
          
        
      
      
      
      
        
      
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.125% 07/15/2030
        912828ZZ6
        
          
        
        96675200.00000000
        PA
        USD
        112478650.47000000
        4.746522871388
        Long
        DBT
        UST
        US
        N
        
        2
        
          2030-07-15
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.875% 01/15/2029
        9128285W6
        
          
        
        66216900.00000000
        PA
        USD
        81055246.47000000
        3.420476504725
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-01-15
          Fixed
          0.00875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.75% 07/15/28
        912828Y38
        
          
        
        65569000.00000000
        PA
        USD
        80161990.74000000
        3.382781717895
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-07-15
          Fixed
          0.00750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTN TII 1.75% 1/15/28
        912810PV4
        
          
        
        31728500.00000000
        PA
        USD
        48571047.53000000
        2.049665310039
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-01-15
          Fixed
          0.01750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.5% 04/15/2024
        9128286N5
        
          
        
        45243100.00000000
        PA
        USD
        52899141.91000000
        2.232307961586
        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
        
          
        
        72744000.00000000
        PA
        USD
        92178500.83000000
        3.889870305268
        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% 01/15/2031
        91282CBF7
        
          
        
        73409100.00000000
        PA
        USD
        83953573.29000000
        3.542783933579
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-01-15
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTN TII 3.875% 4/15/29
        912810FH6
        
          
        
        19701600.00000000
        PA
        USD
        44444272.03000000
        1.875518178882
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-04-15
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.125% 07/15/2031
        91282CCM1
        
          
        
        96914600.00000000
        PA
        USD
        108187980.44000000
        4.565459502065
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-07-15
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.125% 07/15/2024
        912828WU0
        
          
        
        88173000.00000000
        PA
        USD
        109426696.05000000
        4.617732461862
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-07-15
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.25% 07/15/2029
        9128287D6
        
          
        
        57896500.00000000
        PA
        USD
        67738343.40000000
        2.858512214314
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-07-15
          Fixed
          0.00250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.125% 01/15/2032
        91282CDX6
        
          
        
        33660000.00000000
        PA
        USD
        36331137.94000000
        1.533149415068
        Long
        DBT
        UST
        US
        N
        
        2
        
          2032-01-15
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.125% 10/15/2024
        912828YL8
        
          
        
        62823700.00000000
        PA
        USD
        71859563.66000000
        3.032424918106
        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
        
          
        
        94315300.00000000
        PA
        USD
        118255132.75000000
        4.990286511364
        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
        
          
        
        59210200.00000000
        PA
        USD
        72144952.40000000
        3.044468129648
        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
        
          
        
        59738200.00000000
        PA
        USD
        74284003.66000000
        3.134734644105
        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
        
          
        
        54801700.00000000
        PA
        USD
        69015715.57000000
        2.912416454761
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-01-15
          Fixed
          0.00625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTN TII 2.5% 1/15/29
        912810PZ5
        
          
        
        22040100.00000000
        PA
        USD
        35030142.63000000
        1.478248294112
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-01-15
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.125% 01/15/2030
        912828Z37
        
          
        
        61917000.00000000
        PA
        USD
        71198376.88000000
        3.004523283792
        Long
        DBT
        UST
        US
        N
        
        2
        
          2030-01-15
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.375% 01/15/2027
        912828V49
        
          
        
        62194400.00000000
        PA
        USD
        76402088.74000000
        3.224116399965
        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
        
          
        
        63227600.00000000
        PA
        USD
        71626969.36000000
        3.022609596175
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-10-15
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTN TII 3.625 4/15/28
        912810FD5
        
          
        
        13913400.00000000
        PA
        USD
        30556748.21000000
        1.289474079285
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-04-15
          Fixed
          0.03625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fidelity Revere Street Trust
        549300BDV45LJNXBZC55
        Fidelity Cash Central Fund
        31635A105
        
          
        
        4725671.42600000
        NS
        USD
        4726616.56000000
        0.199460017635
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.125% 07/15/2026
        912828S50
        
          
        
        56624200.00000000
        PA
        USD
        69661480.38000000
        2.939667292386
        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
        
          
        
        95477100.00000000
        PA
        USD
        112514845.28000000
        4.748050267856
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-04-15
          Fixed
          0.00625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.5% 01/15/2028
        9128283R9
        
          
        
        65237000.00000000
        PA
        USD
        79314381.33000000
        3.347013174853
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-01-15
          Fixed
          0.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTN TII 2.375% 1/15/27
        912810PS1
        
          
        
        28454900.00000000
        PA
        USD
        45916844.09000000
        1.937659722484
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-01-15
          Fixed
          0.02375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fidelity Revere Street Trust
        549300BDV45LJNXBZC55
        Fidelity Securities Lending Cash Central Fund
        31635A303
        
          
        
        26014798.52400000
        NS
        USD
        26017400.00000000
        1.097916659188
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.125% 04/15/2026
        91282CCA7
        
          
        
        59636900.00000000
        PA
        USD
        66583579.06000000
        2.809781941253
        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
        
          
        
        88825000.00000000
        PA
        USD
        95681632.70000000
        4.037700097615
        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
        
          
        
        76694500.00000000
        PA
        USD
        97127149.58000000
        4.098699930945
        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
        
          
        
        31045000.00000000
        PA
        USD
        49207597.85000000
        2.076527302427
        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
        
          
        
        64185300.00000000
        PA
        USD
        72808081.57000000
        3.072451731505
        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
        
          
        
        39163300.00000000
        PA
        USD
        64764803.50000000
        2.733030844424
        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 Inflation-Protected Bond Index Fund
March 31, 2022
SIB-S-NPRT1-0522
1.899335.112
U.S. Treasury Inflation-Protected Obligations - 99.8%
 
  
Principal
Amount (a)
 
Value ($)
 
U.S. Treasury Inflation-Indexed Bonds:
  
  
  
 1.75% 1/15/28
 
17,828,500
27,292,463
 2% 1/15/26
 
14,745,000
23,371,430
 2.375% 1/15/25
 
39,163,300
64,764,804
 2.375% 1/15/27
 
14,554,900
23,486,819
 2.5% 1/15/29
 
22,040,100
35,030,143
 3.625% 4/15/28
 
13,913,400
30,556,748
 3.875% 4/15/29
 
16,601,600
37,451,071
U.S. Treasury Inflation-Indexed Notes:
  
  
  
 0.125% 7/15/24
 
54,373,000
67,479,362
 0.125% 10/15/24
 
62,823,700
71,859,564
 0.125% 4/15/25
 
40,885,300
46,377,913
 0.125% 10/15/25
 
63,227,600
71,626,969
 0.125% 4/15/26
 
38,436,900
42,914,142
 0.125% 7/15/26
 
56,624,200
69,661,480
 0.125% 10/15/26
 
88,825,000
95,681,633
 0.125% 1/15/30
 
61,917,000
71,198,377
 0.125% 7/15/30
 
61,275,200
71,291,829
 0.125% 1/15/31
 
73,409,100
83,953,573
 0.125% 7/15/31
 
68,014,600
75,926,251
 0.125% 1/15/32 (b)
  
56,360,000
60,832,529
 0.25% 1/15/25
 
59,738,200
74,284,004
 0.25% 7/15/29
 
57,896,500
67,738,343
 0.375% 7/15/23
 
76,694,500
97,127,146
 0.375% 7/15/25
 
54,515,300
68,352,792
 0.375% 1/15/27
 
41,694,400
51,219,069
 0.375% 7/15/27
 
59,210,200
72,144,952
 0.5% 4/15/24
 
45,243,100
52,899,142
 0.5% 1/15/28
 
49,037,000
59,618,611
 0.625% 4/15/23
 
58,677,100
69,147,940
 0.625% 1/15/24
 
72,744,000
92,178,501
 0.625% 1/15/26
 
54,801,700
69,015,716
 0.75% 7/15/28
 
65,569,000
80,161,991
 0.875% 1/15/29
 
35,616,900
43,598,184
 
TOTAL U.S. TREASURY INFLATION-PROTECTED OBLIGATIONS
 (Cost $1,918,249,970)
  
  
1,968,243,491
 
  
  
  
Money Market Funds - 1.6%
 
  
Shares
Value ($)
 
Fidelity Cash Central Fund 0.31% (c)
  
4,725,671
4,726,617
Fidelity Securities Lending Cash Central Fund 0.31% (c)(d)
  
26,136,559
26,139,173
 
TOTAL MONEY MARKET FUNDS
 (Cost $30,865,790)
  
  
30,865,790
 
  
  
  
 
TOTAL INVESTMENT IN SECURITIES - 101.4%
 (Cost $1,949,115,760)
 
  
 
1,999,109,281
NET OTHER ASSETS (LIABILITIES) - (1.4)%  
(27,663,148)
NET ASSETS - 100.0%
1,971,446,133
 
  
Legend
 
(a)
Amount is stated in United States dollars unless otherwise noted.
 
(b)
Security or a portion of the security is on loan at period end.
 
(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.
 
(d)
Investment made with cash collateral received from securities on loan.
 
 
 
 
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%
27,059,739
68,434,140
90,767,262
1,496
-
-
4,726,617
0.0%
Fidelity Securities Lending Cash Central Fund 0.31%
-
94,260,895
68,121,722
12,437
-
-
26,139,173
0.1%
Total
27,059,739
162,695,035
158,888,984
13,933
-
-
30,865,790
  
 
Amounts in the income column in the above table include any capital gain distributions from underlying funds.
 
Amount for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium payments received for lending certain types of securities.
 
 
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 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.

Serious News for Serious Traders! Try StreetInsider.com Premium Free!

You May Also Be Interested In





Related Categories

SEC Filings