Fidelity Inflation-Protected Bond Index Fund

Fidelity Salem Street Trust · Series S000037003 · 1 share classes

Bond fund · 99% debt· rate + credit risk filed
One fund, 1 share classes:FIPDX
$11.32B NAV
50 positions · as of 2026-03-31 · filed 2026-05-26
data updated 2026-08-10

Fund profile

As filed in the prospectus · 2026 Q1

Fidelity Inflation-Protected Bond Index Fund seeks to provide investment results that correspond to the total return of the inflation-protected sector of the United States Treasury market.

Strategy · summarised

The fund tracks the Bloomberg U.S. Treasury Inflation-Protected Securities Index using statistical sampling techniques, holding a subset of TIPS selected to replicate index returns across duration, maturity, and interest rate sensitivity. Because the fund samples rather than holds all index constituents, its returns may diverge from the index. The fund may use derivatives including swaps and futures to adjust risk exposure.

Expenses
0.05%one share class
Share classExpense ratio
FIPDX0.05%

Portfolio turnover 19.00% · as of 2026 Q1

Allocation

Asset groups · long / short shown separately, never netted · 2026 Q1

100.74%
of net assets
Bonds99.09%
Cash & short-term1.65%

Latest quarter

What changed since the fund's previous filing

vs 2025Q4: 3 new2 exited

New: UST NOTES, Fidelity Revere Street Trust, UNITED STATES TREASURY BOND

Exited: UST NOTES, UNITED STATES TREASURY BOND

Return profile

Total return as filed — price change plus distributions reinvested · trailing figures to Feb 2026

1-year
3-year
5-year
Volatility
Worst 3-yr fall
Cumulative return· Apr 2023 – Feb 2026

Mar 2026 has been filed since the trailing figures were struck, so it is not in the table above or the curve — every figure here shares one cut-off, which is what makes them comparable with other funds.

Debt profile

What this fund holds — value-weighted across its bond and securitized long positions · as of 2026-03-31

Avg coupon
1.25%
Avg maturity
7.19 yr
Coupon type

Share of the fund's debt by how its coupon behaves — the fact that decides whether a rate move reaches this portfolio at all.

0%
floating
Fixed rate100.0%
Maturity ladder

Share of the fund's debt value in each maturity band, shortest first.

1-3y10y+
1-3y25.5%
3-5y25.9%
5-10y34.2%
10y+14.5%
Flagged holdings
Defaulted: none reported
In arrears: none reported
Paid in kind: none reported

Based on what filers reported; a filer that never reported a flag also reads as none.

Risk profile

Interest-rate and credit-spread sensitivity, both in years · as of 2026Q1

More of this fund’s sensitivity sits in credit spreads than in interest rates — a rate rally that comes with a credit selloff works against it.

Interest-rate duration
6.51 yr
approx. move per 100bp
Credit-spread duration
6.53 yr
approx. move per 100bp
If rates and spreads both rise 100bp

Where the loss would come from. The two shocks are the same size, so this is the balance of the fund's two sensitivities rather than a bet on one moving more.

≈ -13.0%
of value
Credit spreads50%
Interest rates50%

Filers report the impact of a 0.01% move only, so the total is our own scaling of that one number and overstates the loss on most bonds — read it as approximate, never as precise. The two sensitivities overlap rather than add up: they measure the same positions against different shocks, which is why the durations above are shown side by side and never summed.

Credit risk by quality

Share of the fund's spread duration carried by each credit tier.

+6.53
yrs total
Investment grade+6.53 yr
Where the risk sits on the curve

Share of duration at each point, shortest first. A positive figure loses value when spreads widen; a negative one offsets — a credit hedge.

Interest rate6.51 yr total
1 yr30 yr
1 yr0.50 yr8%
5 yr1.77 yr27%
10 yr2.04 yr31%
30 yr2.22 yr34%

3 mo is NEGATIVE (-0.01 yr) — a deliberate hedge at that point on the curve, so it is not part of the band above.

Credit spread6.53 yr total
3 mo30 yr
3 mo0.00 yr0%
1 yr0.64 yr10%
5 yr2.06 yr32%
10 yr2.34 yr36%
30 yr1.49 yr23%

The two bands measure the same positions against different shocks and do not add — a Treasury carries rate duration and no spread duration, a floating-rate credit the reverse. Rate tenors are also summed across every currency the fund discloses.

Show the numbers
TenorRate yrsIG yrsHY yrsIG $/bpHY $/bp
3 mo-0.01+0.00+0.00$3.1k$0
1 yr+0.50+0.64+0.00$722.1k$0
5 yr+1.77+2.06+0.00$2.33m$0
10 yr+2.04+2.34+0.00$2.65m$0
30 yr+2.22+1.49+0.00$1.68m$0

Dollar change per 1bp of spread movement, as filed and sign-anchored. A blank cell was not filed; a zero was.

Holdings

By % of NAV · equity positions carry filed share counts · every resolvable issuer links to its company page

Issuer%NAVValue
UST NOTES1.88% · due 2034-07-154.08%$461.55M
UST NOTES2.13% · due 2035-01-154.04%$456.82M
UST NOTES1.88% · due 2035-07-154.01%$453.28M
UST NOTES1.38% · due 2033-07-153.69%$416.93M
UST NOTES0.63% · due 2032-07-153.55%$401.59M
UST NOTES0.13% · due 2027-04-153.45%$390.74M
UST NOTES1.63% · due 2029-10-153.32%$375.95M
UST NOTES1.75% · due 2034-01-153.29%$372.05M
UST NOTES0.13% · due 2031-01-153.26%$369.29M
UST NOTES1.63% · due 2030-04-153.13%$354.56M
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Top 10 positions are 35.82% of net assets, top 25 77.17%, across 3 issuers.

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