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Super Investors Fidelity Series Inflation-Protected Bond Index Fund

Fidelity Series Inflation-Protected Bond Index Fund

Fidelity Salem Street Trust · net assets $2.37B · 34 holdings as of March 31, 2022. Monthly N-PORT disclosure: the full book, not just equities.

Asset mix

DBT: 98.7% · STIV: 1.3%

Financial position

Total assets
$2.4B
Total liabilities
$26.1M
Net assets
$2.37B
Assets attributable to miscellaneous securities
$0
Assets invested in controlled foreign corporations
$0
Borrowings payable within one year
$0
Payable to controlled companies within one year
$0
Payable to other affiliates within one year
$0
Other liabilities payable within one year
$0
Borrowings payable after one year
$0
Payable to controlled companies after one year
$0
Payable to other affiliates after one year
$0
Other liabilities payable after one year
$0
Payables for delayed-delivery investments
$0
Payables for standby commitments
$0
Liquidation preference of outstanding preferred stock
$0
Cash not reported in Parts C or D
$0.07

Monthly flows and gains

Month 1 Month 2 Month 3
Sales $28.5M $13.7M $12.2M
Reinvestment $0.43 $100M $0
Redemptions $1.1B $1.09B $972M
Net realized gain (non-derivative) $48.8M $46.3M $32M
Net unrealized appreciation (non-derivative) $-138M $-20.9M $-98.4M

The three months of the reporting period, as filed; month 3 ends March 31, 2022.

Credit spread risk (change in value per 1bp spread move)

Tenor Investment grade Non-investment grade
3 months $21K $0
1 year $167K $0
5 years $591K $0
10 years $355K $0
30 years $0 $0

Filing details

Registrant
Fidelity Salem Street Trust
Registrant CIK
35315
Registrant LEI
S4W85DGKOEJ24DPRB829
Series
Fidelity Series Inflation-Protected Bond Index Fund
Series ID
S000026423
Series LEI
QQNR172IMSBSGQ5L0Z92
SEC file number
811-02105
Address
245 Summer Street, Boston, US-MA, 02210, US
Phone
1-800-FIDELITY
Form
NPORT-P
Filed
May 25, 2022
Report period ends
December 31, 2022
Report month ends
March 31, 2022
Accession number
000175272422120194
Holding Value % of net assets
Ust Notes DBT $118M 4.99%
Ust Notes DBT $113M 4.75%
Ust Notes DBT $112M 4.75%
Ust Notes DBT $109M 4.62%
Ust Notes DBT $108M 4.57%
Ust Notes DBT $97.1M 4.10%
Ust Notes DBT $95.7M 4.04%
Ust Notes DBT $92.2M 3.89%
Ust Notes DBT $84M 3.54%
Ust Notes DBT $81.1M 3.42%
Ust Notes DBT $80.2M 3.38%
Ust Notes DBT $79.3M 3.35%
Ust Notes DBT $76.4M 3.22%
Ust Notes DBT $74.3M 3.13%
Ust Notes DBT $72.8M 3.07%
Ust Notes DBT $72.1M 3.04%
Ust Notes DBT $71.9M 3.03%
Ust Notes DBT $71.6M 3.02%
Ust Notes DBT $71.2M 3.00%
Ust Notes DBT $69.7M 2.94%
Ust Notes DBT $69M 2.91%
Ust Notes DBT $67.7M 2.86%
Ust Notes DBT $66.6M 2.81%
United States Treasury Bond DBT $64.8M 2.73%
Ust Notes DBT $52.9M 2.23%
United States Treasury Bond DBT $49.2M 2.08%
United States Treasury Bond DBT $48.6M 2.05%
United States Treasury Bond DBT $45.9M 1.94%
United States Treasury Bond DBT $44.4M 1.88%
Ust Notes DBT $36.3M 1.53%
United States Treasury Bond DBT $35M 1.48%
United States Treasury Bond DBT $30.6M 1.29%
Fidelity Revere Street Trust STIV $26M 1.10%
Fidelity Revere Street Trust STIV $4.73M 0.20%

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