# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0001752724-23-034846
**Filing Date:** 2023-2
**Character Count:** 22959
**Document Hash:** 9a08e94d17baec59ba28f9e578dd8525
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-034846.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-034846

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY SALEM STREET TRUST
- **CENTRAL INDEX KEY:** 0000035315
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02105
- **FILM NUMBER:** 23656914

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY FIXED INCOME TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY FLEXIBLE BOND FUND
- **DATE OF NAME CHANGE:** 19860904

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY CORPORATE BOND FUND INC
- **DATE OF NAME CHANGE:** 19851225

## Series and Classes Contracts Data

### Fidelity Inflation-Protected Bond Index Fund (Series ID: S000037003)

| Class ID   | Class Name                                   | Ticker Symbol   |
|:---|:---|:---|
| C000113282 | Fidelity Inflation-Protected Bond Index Fund | FIPDX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Fidelity Salem Street Trust

- **b. Investment Company Act file number:** 811-02105

- **c. CIK number of Registrant:** 0000035315

- **d. LEI of Registrant:** S4W85DGKOEJ24DPRB829

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 245 Summer Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1-800-FIDELITY

**Item A.2. Information about the Series.**

- **a. Name of Series:** Fidelity Inflation-Protected Bond Index Fund

- **b. EDGAR series identifier (if any):** S000037003

- **c. LEI of Series:** O3DNMLQNUE6RUU29SM54

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $9584775978.94

**Total Liabilities:** $284836243.94

**Net Assets:** $9299939735.00

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 1284.88406310 | **1-Year:** 587403.65697530 | **5-Year:** 1964436.70249170 | **10-Year:** 2090771.55244730 | **30-Year:** 1666900.76352430

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000113282 | 1.25%                | 1.85%                | -1.15%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-49806227.20            | $166946682.78                              |
| Month 2  | $-39214356.67            | $195162083.16                              |
| Month 3  | $-53331885.80            | $-100021642.90                             |

### Schedule of Portfolio Investments

| Name                         | Title                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UST NOTES                    | USTN TII 0.125% 07/15/2030                    | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 292119000 | PA      | $304149626.56 | 3.27%             | 2030-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | USTN TII 0.625% 07/15/2032                    | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 353400000 | PA      | $332218069.48 | 3.57%             | 2032-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | USTN TII 3.375% 4/15/32                       | CUSIP: 912810FQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  51946000 | PA      | $99655372.55  | 1.07%             | 2032-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | USTN TII 0.25% 02/15/2050                     | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 113296000 | PA      | $88664138.54  | 0.95%             | 2050-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | USTN TII 0.875% 01/15/2029                    | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 196642000 | PA      | $221167468.88 | 2.38%             | 2029-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | USTN TII 0.75% 07/15/28                       | CUSIP: 912828Y38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 227877000 | PA      | $257771986.06 | 2.77%             | 2028-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | USTN TII 1.75% 1/15/28                        | CUSIP: 912810PV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 118389000 | PA      | $168331118.12 | 1.81%             | 2028-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | USTN TII 1% 02/15/2049                        | CUSIP: 912810SG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24444000 | PA      | $24220345.71  | 0.26%             | 2049-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | USTN TII 0.5% 04/15/2024                      | CUSIP: 9128286N5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 197605000 | PA      | $227024481.60 | 2.44%             | 2024-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | USTN TII 0.625% 02/15/2043                    | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 103088000 | PA      | $107897761.04 | 1.16%             | 2043-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | USTN TII 2.125% 2/15/41                       | CUSIP: 912810QP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  64010000 | PA      | $92080273.30  | 0.99%             | 2041-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | USTN TII 0.625% 01/15/2024                    | CUSIP: 912828B25<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 186565000 | PA      | $233183812.39 | 2.51%             | 2024-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | USTN TII 0.875% 2/15/47                       | CUSIP: 912810RW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 117009000 | PA      | $118532990.74 | 1.27%             | 2047-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | USTN TII 0.125% 01/15/2031                    | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 307394000 | PA      | $312681273.63 | 3.36%             | 2031-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | USTN TII 3.875% 4/15/29                       | CUSIP: 912810FH6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  53864000 | PA      | $109743939.81 | 1.18%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | USTN TII 0.125% 07/15/2031                    | CUSIP: 91282CCM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 247311000 | PA      | $243107920.37 | 2.61%             | 2031-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | USTN TII 0.125% 07/15/2024                    | CUSIP: 912828WU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 266630000 | PA      | $323808486.21 | 3.48%             | 2024-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | USTN TII 0.25% 07/15/2029                     | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 242933000 | PA      | $259196153.57 | 2.79%             | 2029-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | USTN TII 0.125% 01/15/2032                    | CUSIP: 91282CDX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 346000000 | PA      | $326007586.47 | 3.51%             | 2032-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | USTN TII 0.125% 10/15/2024                    | CUSIP: 912828YL8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 264729000 | PA      | $296091388.51 | 3.18%             | 2024-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | USTN TII 1% 2/15/46                           | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  85413000 | PA      | $91317093.85  | 0.98%             | 2046-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | USTN TII 0.375% 07/15/2025                    | CUSIP: 912828XL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 264752000 | PA      | $319522057.70 | 3.44%             | 2025-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | USTN TII 0.375% 07/15/2027                    | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 268743000 | PA      | $308610874.63 | 3.32%             | 2027-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | USTN TII 2.125% 2/15/40                       | CUSIP: 912810QF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  61386000 | PA      | $89643012.98  | 0.96%             | 2040-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | USTN TII 0.75% 2/15/42                        | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  94292000 | PA      | $104169687.55 | 1.12%             | 2042-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | USTN TII 0.25% 01/15/2025                     | CUSIP: 912828H45<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 218739000 | PA      | $263979251.17 | 2.84%             | 2025-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | USTN TII 0.625% 01/15/2026                    | CUSIP: 912828N71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 223377000 | PA      | $268929106.48 | 2.89%             | 2026-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | USTN TII 2.5% 1/15/29                         | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  71224000 | PA      | $103103276.87 | 1.11%             | 2029-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | USTN TII 0.125% 01/15/2030                    | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 230444000 | PA      | $239860813.61 | 2.58%             | 2030-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | USTN TII 0.375% 01/15/2027                    | CUSIP: 912828V49<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 224651000 | PA      | $261381886.00 | 2.81%             | 2027-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | USTN TII 0.125% 02/15/2052                    | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 119600000 | PA      | $83027288.16  | 0.89%             | 2052-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: —       |
| UST NOTES                    | USTN TII 1.625% 10/15/2027                    | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28600000 | PA      | $28744176.98  | 0.31%             | 2027-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| UST NOTES                    | USTN TII 0.125% 10/15/2025                    | CUSIP: 91282CAQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 218820000 | PA      | $238845594.36 | 2.57%             | 2025-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | USTN TII 3.625 4/15/28                        | CUSIP: 912810FD5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  62536000 | PA      | $125601681.42 | 1.35%             | 2028-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust | Fidelity Cash Central Fund                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  37614788 | NS      | $37622310.74  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| UST NOTES                    | USTN TII 0.125% 07/15/2026                    | CUSIP: 912828S50<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 276654000 | PA      | $324127538.68 | 3.49%             | 2026-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | USTN TII 0.75% 02/15/2045                     | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 154068000 | PA      | $157823703.62 | 1.70%             | 2045-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | USTN TII 1% 02/15/2048                        | CUSIP: 912810SB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  64686000 | PA      | $65858029.92  | 0.71%             | 2048-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | USTN TII 0.5% 01/15/2028                      | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 286404000 | PA      | $325452546.47 | 3.50%             | 2028-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | USTN TII 0.125% 04/15/2027                    | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 262600000 | PA      | $258337337.88 | 2.78%             | 2027-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: —       |
| UNITED STATES TREASURY BOND  | USTN TII 2.375% 1/15/27                       | CUSIP: 912810PS1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  63323000 | PA      | $95458297.69  | 1.03%             | 2027-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust | Fidelity Securities Lending Cash Central Fund | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        | 284521548 | NS      | $284550000.01 | 3.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UST NOTES                    | USTN TII 0.125% 04/15/2026                    | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 165773000 | PA      | $177108707.60 | 1.90%             | 2026-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | USTN TII 0.125% 02/15/2051                    | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 128978000 | PA      | $95200675.66  | 1.02%             | 2051-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | USTN TII 0.125% 10/15/2026                    | CUSIP: 91282CDC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 313379000 | PA      | $320380586.64 | 3.44%             | 2026-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | USTN TII .375% 07/15/2023                     | CUSIP: 912828VM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     85000 | PA      | $107533.81    | 0.00%             | 2023-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | USTN TII 2% 1/15/26                           | CUSIP: 912810FS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 104887000 | PA      | $157293453.91 | 1.69%             | 2026-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | USTN TII 0.125% 04/15/2025                    | CUSIP: 912828ZJ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 190208000 | PA      | $209127803.17 | 2.25%             | 2025-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | USTN TII 2.375% 1/15/25                       | CUSIP: 912810FR4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 144016000 | PA      | $227856490.37 | 2.45%             | 2025-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | USTN TII 1.375% 02/15/2044                    | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 127621000 | PA      | $151666105.28 | 1.63%             | 2044-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** Laura M. Del Prato

**Signature:** Laura M. Del Prato

**Name of Signer:** Laura M. Del Prato

**Title:** President and Treasurer