# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0001752724-23-034856
**Filing Date:** 2023-2
**Character Count:** 12583
**Document Hash:** bfea4b3ccbd2597ff79f800e133adf52
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-034856.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-034856

**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:** 23656923

**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 Series 0-5 Year Inflation-Protected Bond Index Fund (Series ID: S000072688)

| Class ID   | Class Name                                                   | Ticker Symbol   |
|:---|:---|:---|
| C000229123 | Fidelity Series 0-5 Year Inflation-Protected Bond Index Fund | FSTZX           |

## 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 Series 0-5 Year Inflation-Protected Bond Index Fund

- **b. EDGAR series identifier (if any):** S000072688

- **c. LEI of Series:** 54930032XRG8USUFLO83

**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:** $6525218595.89

**Total Liabilities:** $51244.78

**Net Assets:** $6532569962.14

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 24763.73624848 | **1-Year:** 662868.28348760 | **5-Year:** 880943.80996519 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**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 C000229123 | 1.04%                | 0.51%                | -0.36%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-13458348.69            | $84667237.85                               |
| Month 2  | $-15423037.07            | $41362590.09                               |
| Month 3  | $-2989211.60             | $-34996265.80                              |

### 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 .125 1/15/23      | CUSIP: 912828UH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 300383500 | PA      | $387221468.15 | 5.93%             | 2023-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | USTN TII 0.5% 04/15/2024   | CUSIP: 9128286N5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 187320900 | PA      | $215209282.23 | 3.29%             | 2024-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | USTN TII 0.625% 01/15/2024 | CUSIP: 912828B25<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 347192000 | PA      | $433948244.26 | 6.64%             | 2024-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | USTN TII 0.125% 07/15/2024 | CUSIP: 912828WU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 304564000 | PA      | $369877387.37 | 5.66%             | 2024-07-15      | 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        | 251192300 | PA      | $280950998.53 | 4.30%             | 2024-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | USTN TII 0.375% 07/15/2025 | CUSIP: 912828XL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 267921700 | PA      | $323347483.26 | 4.95%             | 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        | 303050000 | PA      | $348007299.00 | 5.33%             | 2027-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | USTN TII 0.25% 01/15/2025  | CUSIP: 912828H45<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 342352800 | PA      | $413159225.28 | 6.32%             | 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        | 122599300 | PA      | $147600335.77 | 2.26%             | 2026-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | USTN TII 0.375% 01/15/2027 | CUSIP: 912828V49<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 250340000 | PA      | $291271088.68 | 4.46%             | 2027-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | USTN TII 1.625% 10/15/2027 | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  67150000 | PA      | $67488513.42  | 1.03%             | 2027-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | USTN TII 0.125% 10/15/2025 | CUSIP: 91282CAQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 390028400 | PA      | $425722351.77 | 6.52%             | 2025-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust | Fidelity Cash Central Fund | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  44109526 | NS      | $44118348.26  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| UST NOTES                    | USTN TII 0.125% 07/15/2026 | CUSIP: 912828S50<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 323538800 | PA      | $379057721.60 | 5.80%             | 2026-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | USTN TII 0.625% 04/15/2023 | CUSIP: 9128284H0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 281072900 | PA      | $333698382.28 | 5.11%             | 2023-04-15      | 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        | 435400000 | PA      | $428332356.87 | 6.56%             | 2027-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND  | USTN TII 2.375% 1/15/27    | CUSIP: 912810PS1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  84940000 | PA      | $128045541.21 | 1.96%             | 2027-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                    | USTN TII 0.125% 04/15/2026 | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 231130100 | PA      | $246934985.18 | 3.78%             | 2026-04-15      | 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        | 323794000 | PA      | $331028280.99 | 5.07%             | 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        | 327160500 | PA      | $413891945.30 | 6.34%             | 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        |  72732000 | PA      | $109072311.06 | 1.67%             | 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        | 188779700 | PA      | $207557431.57 | 3.18%             | 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        | 123401700 | PA      | $195241350.04 | 2.99%             | 2025-01-15      | Fixed         | 0.02%                 | 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