Fidelity SAI Enhanced Core Bond Fund

Fidelity Salem Street Trust · 1 share class

Actively managed U.S. bond fund
One fund, 1 share class:FECBX
$3.08B NAV
793 positions · as of 2026-05-31 · filed 2026-07-24

Fund classification

Classified from what the fund holds · as of 2026 Q2

Fidelity SAI Enhanced Core 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
Intermediate duration

Fund profile

As filed in the prospectus · 2025 Q4

Fidelity SAI Enhanced Core Bond Fund seeks a high level of current income.

Strategy · summarised

The fund invests at least 80% of assets in investment-grade debt securities across all types—corporate bonds, government securities, mortgage-backed securities, loans, and hybrid instruments—using the Bloomberg U.S. Aggregate Bond Index as a structural guide for credit quality and risk characteristics while applying a research-driven approach to identify securities with potential for higher total return. The fund engages in leveraging transactions including derivatives, swaps, and forward-settling securities to adjust risk exposure. Because the fund's security selection depends on manager research rather than index replication, its returns may diverge from the Bloomberg U.S. Aggregate Bond Index.

Expenses
0.15%one share class
Share classGrossNet
FECBX0.24%0.15%

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

Portfolio turnover 180.00% · as of 2025 Q4

Allocation

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

115.65%
of net assets
Bonds76.43%
Securitized30.19%
Cash & short-term9.03%

These positions come to 115.65% of the fund's net assets. This counts only what the fund reported holding — the holdings disclosure covers assets, not liabilities such as borrowings — so it is not expected to reconcile to 100%.

Sector allocation

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

100%
of net assets
Government39.0%
Securitized27.5%
Cash7.7%
Financials6.9%
12 smaller19.0%

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: 141 new90 exited

Largest new: FNMA/FHLG TBA ISSUER ×6, GNMA II GTD PASS THRU CTF MULTIPLE ISSUER, UST NOTES

Largest exited: FNMA/FHLG TBA ISSUER ×6, GNMA II GTD PASS THRU CTF MULTIPLE ISSUER ×2

Return profile

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

1-year
+4.34%
3-year
13 of 36 months
5-year
13 of 60 months
Volatility
3.42%
Worst 3-yr fall
Cumulative return· Apr 2025 – 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
3.60%
Avg maturity
13.85 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.

10%
floating
Fixed rate89.8%
Floating rate10.2%
Maturity ladder

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

<1y10y+
<1y5.7%
1-3y13.6%
3-5y19.0%
5-10y15.2%
10y+46.4%
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

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

Interest-rate duration
5.90 yr
approx. move per 100bp
Credit-spread duration
5.27 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.

≈ -11.0%
of value
Interest rates53%
Credit spreads47%

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.

+5.27
yrs total
Investment grade+5.27 yr
High yield+0.00 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 rate5.90 yr total
3 mo30 yr
3 mo0.02 yr0%
1 yr0.55 yr9%
5 yr1.47 yr25%
10 yr2.13 yr36%
30 yr1.73 yr29%
Credit spread5.27 yr total
3 mo30 yr
3 mo0.14 yr3%
1 yr0.90 yr17%
5 yr1.63 yr31%
10 yr1.65 yr31%
30 yr0.95 yr18%

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+0.02+0.14+0.00$43.7k$0
1 yr+0.55+0.90+0.00$277.5k$9
5 yr+1.47+1.63+0.00$500.7k$46
10 yr+2.13+1.65+0.00$507.9k$0
30 yr+1.73+0.95+0.00$291.8k$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 Trust9.03%$277.95M
FNMA/FHLG TBA ISSUER2.50% · due 2056-06-012.63%$81.02M
UST NOTES4.13% · due 2027-02-282.28%$70.14M
UNITED STATES TREASURY BOND4.50% · due 2054-11-151.86%$57.27M
UST NOTES4.50% · due 2029-05-311.81%$55.67M
UST NOTES2.88% · due 2028-05-151.75%$53.83M
UST NOTES3.75% · due 2027-08-151.62%$49.89M
UST NOTES0.75% · due 2026-08-311.53%$47.15M
FNMA/FHLG TBA ISSUER5.50% · due 2056-06-011.47%$45.22M
UST NOTES3.50% · due 2026-09-301.46%$44.96M
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Top 10 positions are 25.44% of net assets, top 25 44.07%, across 389 issuers.

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