Fidelity Conservative Income Bond Fund

Fidelity Salem Street Trust · 4 share classes

Actively managed U.S. bond fund
One fund, 4 share classes:FCNVXFCNYXFCNQXFCNWX
$6.26B NAV
291 positions · as of 2026-05-31 · filed 2026-07-24

Fund classification

Classified from what the fund holds · as of 2026 Q2

Fidelity Conservative Income Bond Fund is an actively managed U.S. bond fund.

Asset class
Bonds
Region
United States
Management
Actively managed
Fund type
Open-end fund
Credit quality
Investment grade
Rate sensitivity
Short duration

Fund profile

As filed in the prospectus · 2025 Q4

Fidelity Conservative Income Bond Fund seeks to obtain a high level of current income consistent with preservation of capital.

Strategy · summarised

The fund invests at least 80% of assets in high-quality investment-grade debt securities and money market instruments, managing interest rate risk to align with the Bloomberg U.S. 3-6 Month Treasury Bill Index and maintaining a dollar-weighted average maturity of one year or less. The manager selects securities by analyzing credit quality, valuation, and trading opportunities across sectors and maturities, with a maximum maturity of four years. Because security selection depends on the manager's credit analysis and valuation judgments, fund returns will diverge from those of the index.

Expenses
0.20% 0.45%across 4 share classes
Share classGrossNet
FCNVX0.30%0.25%
FCNYX0.25%0.20%
FCNQX0.48%0.45%
FCNWX0.37%0.25%

Net is what a holder pays after the adviser's contractual waiver; gross is before it. A waiver can expire.

Portfolio turnover 73.00% · as of 2025 Q4

Allocation

Asset groups · long / short shown separately, never netted · 2026 Q2

99.09%
of net assets
Bonds71.66%
Securitized16.41%
Cash & short-term11.02%

Sector allocation

The same holdings as Allocation above, grouped by market sector instead of asset type · as of 2026 Q2

100%
of net assets
Other21.1%
Financials20.1%
Government18.5%
Securitized16.6%
10 smaller23.8%

Government, Securitized and Cash are non-corporate buckets; International is foreign holdings we don’t sector-classify, and Other is the residual (held funds, unresolved names).

Latest quarter

What changed since the fund's previous filing

2026Q2 vs 2026Q1: 54 new80 exited

Largest new: UST NOTES ×2, WELLS FARGO SECURITIES, LLC, MIZUHO SECURITIES USA LLC, TORONTO DOMINION BANK - NY, STANDARD CHARTERED PLC, HALEON US CAPITAL LLC, AMAZON.COM INC

Largest exited: UST BILLS ×3, UST NOTES, WELLS FARGO SECURITIES, LLC, BANK OF MONTREAL QUE, SVENSKA HANDELSBANKEN NY, MIZUHO BANK LTD NY BRANCH

Return profile

Chart:

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

Share class1-year3-year5-yearVolWorst fall
+4.20%+15.97%+19.46%0.19%0.00%
+4.31%0.33%
+4.06%0.33%
+4.30%0.33%

These classes hold the same portfolio, so the 0.25pp spread over 1 year is the cost difference between them — roughly 0.25pp a year — not a difference in what they own.

Cumulative return· Jun 2023 – Apr 2026

May 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 2026-05-31

Avg coupon
2.46%
Avg maturity
1.36 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.

53%
floating
Floating rate52.7%
Fixed rate47.3%
Maturity ladder

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

<1y10y+
<1y37.9%
1-3y57.4%
3-5y3.8%
5-10y0.3%
10y+0.5%
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 2026Q2

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
0.37 yr
approx. move per 100bp
Credit-spread duration
0.76 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.

≈ -1.0%
of value
Credit spreads67%
Interest rates33%

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.

+0.76
yrs total
Investment grade+0.70 yr
High yield+0.05 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 rate0.37 yr total
3 mo5 yr
3 mo0.09 yr23%
1 yr0.26 yr70%
5 yr0.02 yr6%

10 yr is NEGATIVE (-0.00 yr) — a deliberate hedge at that point on the curve, so it is not part of the band above.

Credit spread0.76 yr total
3 mo5 yr
3 mo0.19 yr25%
1 yr0.40 yr53%
5 yr0.16 yr21%

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+0.09+0.16+0.03$99.9k$19.6k
1 yr+0.26+0.39+0.01$246.0k$7.0k
5 yr+0.02+0.15+0.01$95.2k$6.6k
10 yr-0.00+0.00+0.00$0$0
30 yr+0.00+0.00+0.00$0$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
Fidelity Revere Street Trust9.94%$621.99M
UST NOTES3.50% · due 2026-09-304.80%$300.73M
UST NOTES3.63% · due 2027-08-313.83%$240.06M
UST BILLS0.00% · due 2026-06-183.19%$199.66M
UST NOTES3.50% · due 2027-09-302.43%$152.05M
UST NOTES3.38% · due 2027-12-312.04%$127.97M
UST BILLS0.00% · due 2026-07-022.02%$126.60M
WELLS FARGO SECURITIES, LLC0.54%$34.00M
MIZUHO SECURITIES USA LLC0.54%$34.00M
AMERICAN HONDA FINANCE CORP4.28% floating · due 2027-11-190.50%$31.38M
Showing 10 of 291Sign in to see more

Top 10 positions are 29.85% of net assets, top 25 36.43%, across 211 issuers.

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