NPORT-P
    false
    
      
      
        
          0000035315
          XXXXXXXX
        
      
      
      
      
        S000056353
        C000177580
      
      
      
    
  
  
    
      Fidelity Salem Street Trust
      811-02105
      0000035315
      S4W85DGKOEJ24DPRB829
      245 Summer Street
      Boston
      
      02210
      1-800-FIDELITY
      Fidelity Flex Inflation-Protected Bond Index Fund
      S000056353
      549300PABP6DJOU8FI59
      2022-12-31
      2022-03-31
      N
    
    
      8247089.32
      0.00
      8247089.32
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      9136.15000000
      
        
          USD
          
          
        
      
      
      
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.125% 07/15/2030
        912828ZZ6
        
          
        
        215000.00000000
        PA
        USD
        250145.95000000
        3.033142243207
        Long
        DBT
        UST
        US
        N
        
        2
        
          2030-07-15
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTN TII 3.375% 4/15/32
        912810FQ6
        
          
        
        20000.00000000
        PA
        USD
        44628.82000000
        0.541146315607
        Long
        DBT
        UST
        US
        N
        
        2
        
          2032-04-15
          Fixed
          0.03375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTN TII 0.25% 02/15/2050
        912810SM1
        
          
        
        74000.00000000
        PA
        USD
        85082.51000000
        1.031667133683
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-02-15
          Fixed
          0.00250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.875% 01/15/2029
        9128285W6
        
          
        
        163000.00000000
        PA
        USD
        199526.18000000
        2.419352722616
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-01-15
          Fixed
          0.00875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.75% 07/15/28
        912828Y38
        
          
        
        175000.00000000
        PA
        USD
        213947.88000000
        2.594222903360
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-07-15
          Fixed
          0.00750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTN TII 1.75% 1/15/28
        912810PV4
        
          
        
        73000.00000000
        PA
        USD
        111750.84000000
        1.355033705394
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-01-15
          Fixed
          0.01750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTN TII 1% 02/15/2049
        912810SG4
        
          
        
        46000.00000000
        PA
        USD
        64547.46000000
        0.782669587965
        Long
        DBT
        UST
        US
        N
        
        2
        
          2049-02-15
          Fixed
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.5% 04/15/2024
        9128286N5
        
          
        
        159000.00000000
        PA
        USD
        185906.00000000
        2.254201364706
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-04-15
          Fixed
          0.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTN TII 0.625% 02/15/2043
        912810RA8
        
          
        
        66000.00000000
        PA
        USD
        90133.96000000
        1.092918440708
        Long
        DBT
        UST
        US
        N
        
        2
        
          2043-02-15
          Fixed
          0.00625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTN TII 2.125% 2/15/41
        912810QP6
        
          
        
        54000.00000000
        PA
        USD
        98045.49000000
        1.188849619492
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-02-15
          Fixed
          0.02125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.625% 01/15/2024
        912828B25
        
          
        
        237000.00000000
        PA
        USD
        300317.62000000
        3.641498331680
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-01-15
          Fixed
          0.00625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTN TII 0.875% 2/15/47
        912810RW0
        
          
        
        79000.00000000
        PA
        USD
        110614.84000000
        1.341259148627
        Long
        DBT
        UST
        US
        N
        
        2
        
          2047-02-15
          Fixed
          0.00875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.125% 01/15/2031
        91282CBF7
        
          
        
        242000.00000000
        PA
        USD
        276760.85000000
        3.355860949981
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-01-15
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTN TII 3.875% 4/15/29
        912810FH6
        
          
        
        62000.00000000
        PA
        USD
        139864.01000000
        1.695919670238
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-04-15
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.125% 07/15/2031
        91282CCM1
        
          
        
        258000.00000000
        PA
        USD
        288011.29000000
        3.492278048954
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-07-15
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.125% 07/15/2024
        912828WU0
        
          
        
        217000.00000000
        PA
        USD
        269306.85000000
        3.265477546689
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-07-15
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.25% 07/15/2029
        9128287D6
        
          
        
        189000.00000000
        PA
        USD
        221128.17000000
        2.681287438754
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-07-15
          Fixed
          0.00250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.125% 01/15/2032
        91282CDX6
        
          
        
        108000.00000000
        PA
        USD
        116570.50000000
        1.413474445066
        Long
        DBT
        UST
        US
        N
        
        2
        
          2032-01-15
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.125% 10/15/2024
        912828YL8
        
          
        
        203000.00000000
        PA
        USD
        232197.27000000
        2.815505701349
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-10-15
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTN TII 1% 2/15/46
        912810RR1
        
          
        
        53000.00000000
        PA
        USD
        76608.59000000
        0.928916700516
        Long
        DBT
        UST
        US
        N
        
        2
        
          2046-02-15
          Fixed
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.375% 07/15/2025
        912828XL9
        
          
        
        219000.00000000
        PA
        USD
        274588.26000000
        3.329517231420
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-07-15
          Fixed
          0.00375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.375% 07/15/2027
        9128282L3
        
          
        
        186000.00000000
        PA
        USD
        226632.59000000
        2.748031229034
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-07-15
          Fixed
          0.00375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTN TII 2.125% 2/15/40
        912810QF8
        
          
        
        50000.00000000
        PA
        USD
        92028.29000000
        1.115888120392
        Long
        DBT
        UST
        US
        N
        
        2
        
          2040-02-15
          Fixed
          0.02125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTN TII 0.75% 2/15/42
        912810QV3
        
          
        
        101000.00000000
        PA
        USD
        143718.35000000
        1.742655431795
        Long
        DBT
        UST
        US
        N
        
        2
        
          2042-02-15
          Fixed
          0.00750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.25% 01/15/2025
        912828H45
        
          
        
        202000.00000000
        PA
        USD
        251185.49000000
        3.045747175198
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-01-15
          Fixed
          0.00250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.625% 01/15/2026
        912828N71
        
          
        
        173000.00000000
        PA
        USD
        217871.32000000
        2.641796536283
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-01-15
          Fixed
          0.00625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTN TII 2.5% 1/15/29
        912810PZ5
        
          
        
        60000.00000000
        PA
        USD
        95362.93000000
        1.156322264738
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-01-15
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.125% 01/15/2030
        912828Z37
        
          
        
        222000.00000000
        PA
        USD
        255277.87000000
        3.095369288421
        Long
        DBT
        UST
        US
        N
        
        2
        
          2030-01-15
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.375% 01/15/2027
        912828V49
        
          
        
        169000.00000000
        PA
        USD
        207606.36000000
        2.517328865306
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-01-15
          Fixed
          0.00375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTN TII 0.125% 02/15/2052
        912810TE8
        
          
        
        58000.00000000
        PA
        USD
        60833.69000000
        0.737638306553
        Long
        DBT
        UST
        US
        N
        
        2
        
          2052-02-15
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.125% 10/15/2025
        91282CAQ4
        
          
        
        207000.00000000
        PA
        USD
        234498.58000000
        2.843410212998
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-10-15
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTN TII 3.625 4/15/28
        912810FD5
        
          
        
        50000.00000000
        PA
        USD
        109810.50000000
        1.331506131911
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-04-15
          Fixed
          0.03625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fidelity Revere Street Trust
        549300BDV45LJNXBZC55
        Fidelity Cash Central Fund
        31635A105
        
          
        
        22191.34200000
        NS
        USD
        22195.78000000
        0.269134710911
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.125% 07/15/2026
        912828S50
        
          
        
        187000.00000000
        PA
        USD
        230055.29000000
        2.789533144040
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-07-15
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTN TII 0.75% 02/15/2045
        912810RL4
        
          
        
        134000.00000000
        PA
        USD
        183819.07000000
        2.228896315627
        Long
        DBT
        UST
        US
        N
        
        2
        
          2045-02-15
          Fixed
          0.00750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTN TII 1% 02/15/2048
        912810SB5
        
          
        
        69000.00000000
        PA
        USD
        97750.86000000
        1.185277086340
        Long
        DBT
        UST
        US
        N
        
        2
        
          2048-02-15
          Fixed
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.625% 04/15/2023
        9128284H0
        
          
        
        224000.00000000
        PA
        USD
        263972.46000000
        3.200795453492
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-04-15
          Fixed
          0.00625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.5% 01/15/2028
        9128283R9
        
          
        
        206000.00000000
        PA
        USD
        250452.39000000
        3.036857978397
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-01-15
          Fixed
          0.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTN TII 2.375% 1/15/27
        912810PS1
        
          
        
        67000.00000000
        PA
        USD
        108115.95000000
        1.310958882642
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-01-15
          Fixed
          0.02375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.125% 04/15/2026
        91282CCA7
        
          
        
        153000.00000000
        PA
        USD
        170821.88000000
        2.071299016802
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-04-15
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTN TII 0.125% 02/15/2051
        912810SV1
        
          
        
        106000.00000000
        PA
        USD
        117357.75000000
        1.423020237156
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-02-15
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.125% 10/15/2026
        91282CDC2
        
          
        
        247000.00000000
        PA
        USD
        266066.57000000
        3.226187563590
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-10-15
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII .375% 07/15/2023
        912828VM9
        
          
        
        253000.00000000
        PA
        USD
        320403.27000000
        3.885046682142
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-07-15
          Fixed
          0.00375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTN TII 2% 1/15/26
        912810FS2
        
          
        
        69000.00000000
        PA
        USD
        109367.83000000
        1.326138541203
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-01-15
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        USTN TII 0.125% 04/15/2025
        912828ZJ2
        
          
        
        161000.00000000
        PA
        USD
        182629.06000000
        2.214466861139
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-04-15
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTN TII 2.375% 1/15/25
        912810FR4
        
          
        
        108000.00000000
        PA
        USD
        178600.85000000
        2.165622840616
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-01-15
          Fixed
          0.02375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        USTN TII 1.375% 02/15/2044
        912810RF7
        
          
        
        116000.00000000
        PA
        USD
        179525.53000000
        2.176835038813
        Long
        DBT
        UST
        US
        N
        
        2
        
          2044-02-15
          Fixed
          0.01375000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      2022-04-30
      Laura M. Del Prato
      Laura M. Del Prato
      Laura M. Del Prato
      President and Treasurer
    
  
  XXXX




010 - Quarterly Front Cover
Quarterly Holdings Report
for
Fidelity Flex® Funds
Fidelity Flex® Inflation-Protected Bond Index Fund
March 31, 2022
ZXF-NPRT1-0522
1.9881640.105
U.S. Treasury Inflation-Protected Obligations - 99.7%
 
 
Principal
Amount (a)
 
Value ($)
 
U.S. Treasury Inflation-Indexed Bonds:
 
 
 
 0.125% 2/15/51
 
94,000
104,072
 0.125% 2/15/52
 
58,000
60,834
 0.25% 2/15/50
 
74,000
85,083
 0.625% 2/15/43
 
66,000
90,134
 0.75% 2/15/42
 
101,000
143,718
 0.75% 2/15/45
 
134,000
183,819
 0.875% 2/15/47
 
79,000
110,615
 1% 2/15/46
 
53,000
76,609
 1% 2/15/48
 
69,000
97,751
 1% 2/15/49
 
46,000
64,547
 1.375% 2/15/44
 
116,000
179,526
 1.75% 1/15/28
 
73,000
111,751
 2% 1/15/26
 
69,000
109,368
 2.125% 2/15/40
 
50,000
92,028
 2.125% 2/15/41
 
54,000
98,045
 2.375% 1/15/25
 
108,000
178,601
 2.375% 1/15/27
 
67,000
108,116
 2.5% 1/15/29
 
60,000
95,363
 3.375% 4/15/32
 
20,000
44,629
 3.625% 4/15/28
 
50,000
109,811
 3.875% 4/15/29
 
62,000
139,864
U.S. Treasury Inflation-Indexed Notes:
 
 
 
 0.125% 7/15/24
 
217,000
269,307
 0.125% 10/15/24
 
203,000
232,197
 0.125% 4/15/25
 
161,000
182,629
 0.125% 10/15/25
 
207,000
234,499
 0.125% 4/15/26
 
153,000
170,822
 0.125% 7/15/26
 
187,000
230,055
 0.125% 10/15/26
 
247,000
266,067
 0.125% 1/15/30
 
222,000
255,278
 0.125% 7/15/30
 
215,000
250,146
 0.125% 1/15/31
 
222,000
253,888
 0.125% 7/15/31
 
258,000
288,011
 0.125% 1/15/32
 
188,000
202,919
 0.25% 1/15/25
 
202,000
251,185
 0.25% 7/15/29
 
189,000
221,128
 0.375% 7/15/23
 
253,000
320,402
 0.375% 7/15/25
 
219,000
274,588
 0.375% 1/15/27
 
169,000
207,606
 0.375% 7/15/27
 
186,000
226,633
 0.5% 4/15/24
 
135,000
157,845
 0.5% 1/15/28
 
206,000
250,452
 0.625% 4/15/23
 
224,000
263,972
 0.625% 1/15/24
 
237,000
300,318
 0.625% 1/15/26
 
173,000
217,871
 0.75% 7/15/28
 
175,000
213,948
 0.875% 1/15/29
 
163,000
199,526
 
TOTAL U.S. TREASURY INFLATION-PROTECTED OBLIGATIONS
 (Cost $7,878,717)
 
 
8,225,576
 
 
 
 
Money Market Funds - 0.3%
 
 
Shares
Value ($)
 
Fidelity Cash Central Fund 0.31% (b)
 
 (Cost $22,196)
 
 
22,191
22,196
 
 
 
 
 
TOTAL INVESTMENT IN SECURITIES - 100.0%
 (Cost $7,900,913)
 
 
 
8,247,772
NET OTHER ASSETS (LIABILITIES) - 0.0%  
(2,483)
NET ASSETS - 100.0%
8,245,289
 
 
Legend
 
(a)
Amount is stated in United States dollars unless otherwise noted.
 
(b)
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
 
 
 
 
Affiliated Central Funds
 
Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.
 
 
Affiliate
Value,
beginning
of period ($)
Purchases ($)
Sales
Proceeds ($)
Dividend
Income ($)
Realized
Gain (loss) ($)
Change in
Unrealized
appreciation
(depreciation) ($)
Value,
end
of period ($)
%ownership,
end
of period
Fidelity Cash Central Fund 0.31%
151,621
116,818
246,243
7
-
-
22,196
0.0%
Total
151,621
116,818
246,243
7
-
-
22,196
 
 
Amounts in the income column in the above table include any capital gain distributions from underlying funds.
 
 
Investment Valuation
Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Security transactions are accounted for as of trade date. The Board of Trustees (the Board) has delegated the day to day responsibility for the valuation of the Fund's investments to the Fair Value Committee (the Committee) established by the Fund's investment adviser. In accordance with valuation policies and procedures approved by the Board, the Fund attempts to obtain prices from one or more third party pricing vendors or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with procedures adopted by the Board. Factors used in determining fair value vary by investment type and may include market or investment specific events, changes in interest rates and credit quality. The frequency with which these procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee oversees the Fund's valuation policies and procedures and reports to the Board on the Committee's activities and fair value determinations. The Board monitors the appropriateness of the procedures used in valuing the Fund's investments and ratifies the fair value determinations of the Committee.   
 
The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:
 
Level 1 - Unadjusted quoted prices in active markets for identical investments
Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)
Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)
 
Valuation techniques used to value investments by major category are as follows:
Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing vendors or from brokers who make markets in such securities. U.S. Treasury Inflation-Protected Obligations are valued by pricing vendors who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing vendors. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.
 
Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.
 
Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.
 
For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.
 
The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.
 
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