Fidelity Series Long-Term Treasury Bond Index Fund

Fidelity Salem Street Trust · Series S000054519 · 1 share classes

Bond fund · 98% debt· rate + credit risk filed
One fund, 1 share classes:FTLTX
$20.62B NAV
92 positions · as of 2026-02-28 · filed 2026-04-24
data updated 2026-08-10

Fund profile

As filed in the prospectus · 2026 Q2

Fidelity Series Long-Term Treasury Bond Index Fund seeks a high level of current income.

Strategy · summarised

The fund tracks the Bloomberg U.S. Long Treasury Bond Index, a market value-weighted index of U.S. Treasury securities with maturities of ten years or more, using statistical sampling techniques to replicate index returns with a smaller portfolio. The fund maintains a dollar-weighted average maturity of ten years or more, consistent with the index. Because the fund samples rather than holds all index constituents, its returns may diverge from those of the index.

Expenses
0.00%one share class
Share classExpense ratio
FTLTX0.00%

Portfolio turnover 20.00% · as of 2026 Q2

Allocation

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

99.66%
of net assets
Bonds98.30%
Cash & short-term1.36%

Latest quarter

What changed since the fund's previous filing

vs 2025Q4: 2 new2 exited

Largest new: UNITED STATES TREASURY BOND ×2

Largest exited: UNITED STATES TREASURY BOND ×2

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· Mar 2023 – Feb 2026

Debt profile

What this fund holds — value-weighted across its bond and securitized long positions · as of 2026-02-28

Avg coupon
3.35%
Avg maturity
21.81 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.

5-10y10y+
5-10y0.3%
10y+99.7%
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

Most of this fund’s sensitivity is to interest rates, with credit spreads carrying nearly as much.

Interest-rate duration
14.61 yr
approx. move per 100bp
Credit-spread duration
14.26 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.

≈ -29.0%
of value
Interest rates51%
Credit spreads49%

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.

+14.26
yrs total
Investment grade+14.26 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 rate14.61 yr total
10 yr30 yr
10 yr5.09 yr34%
30 yr9.74 yr66%

3 mo and 1 yr and 5 yr are NEGATIVE (-0.00 yr, -0.04 yr, -0.19 yr) — a deliberate hedge at that point on the curve, so they are not part of the band above.

Credit spread14.26 yr total
3 mo30 yr
3 mo0.01 yr0%
1 yr0.17 yr1%
5 yr0.75 yr5%
10 yr6.64 yr47%
30 yr6.68 yr47%

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-0.00+0.01+0.00$16.7k$0
1 yr-0.04+0.17+0.00$359.4k$0
5 yr-0.19+0.75+0.00$1.56m$0
10 yr+5.09+6.64+0.00$13.69m$0
30 yr+9.74+6.68+0.00$13.77m$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
UNITED STATES TREASURY BOND2.25% · due 2052-02-154.38%$903.53M
UNITED STATES TREASURY BOND4.75% · due 2053-11-153.80%$782.96M
UNITED STATES TREASURY BOND4.63% · due 2055-02-153.24%$667.12M
UNITED STATES TREASURY BOND2.25% · due 2041-05-153.06%$631.74M
UNITED STATES TREASURY BOND2.00% · due 2041-11-152.93%$603.79M
UNITED STATES TREASURY BOND4.50% · due 2054-11-152.86%$590.18M
UNITED STATES TREASURY BOND4.25% · due 2054-08-152.75%$565.92M
UNITED STATES TREASURY BOND2.38% · due 2042-02-152.55%$525.00M
UNITED STATES TREASURY BOND2.50% · due 2045-02-152.44%$504.06M
UNITED STATES TREASURY BOND2.00% · due 2051-08-152.42%$499.44M
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Top 10 positions are 30.43% of net assets, top 25 56.25%, across 3 issuers.

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