Fidelity Series International Developed Markets Bond Index Fund

Fidelity School Street Trust · Series S000072687 · 1 share classes

Bond fund · 96% debt· rate + credit risk filed
One fund, 1 share classes:FSTQX
$16.13B NAV
654 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 Series International Developed Markets Bond Index Fund seeks to provide a high level of current income.

Strategy · summarised

The fund tracks the Bloomberg Global Aggregate Treasury ex USD, ex Emerging Markets, RIC Capped, Float Adjusted Index (Hedged USD) using statistical sampling across duration, maturity, interest rate sensitivity, security structure, and credit quality to replicate returns with fewer securities. It holds fixed-rate treasury securities from developed markets while hedging foreign currency exposure through forward contracts. The fund may use derivatives including swaps, options, and futures to adjust risk exposure, which can create tracking divergence from the index.

Expenses
0.00%one share class
Share classGrossNet
FSTQX0.01%0.00%

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

Portfolio turnover 27.00% · as of 2026 Q1

Allocation

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

98.37%
of net assets
Bonds95.72%
Derivatives1.65%
Cash & short-term1.00%

Derivatives are shown at market value, not notional exposure.

Latest quarter

What changed since the fund's previous filing

vs 2025Q4: 78 new71 exited

Largest new: BANK OF AMERICA, N.A. ×2, ITALY REPUBLIC OF, STATE STREET BANK AND TRUST COMPANY, NETHERLANDS GOVERNMENT OF, ROYAL BANK OF CANADA ×2, PORTUGAL OBRIGACOES DO TESOURO OT

Largest exited: BANK OF AMERICA, N.A. ×2, NORWAY KINGDOM OF, SPAIN, KINGDOM OF, SWEDEN KINGDOM OF, UNITED KINGDOM,G.B. and N.IRELAND, ITALY REPUBLIC OF, PORTUGAL OBRIGACOES DO TESOURO OT

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
2.18%
Avg maturity
9.26 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.

<1y10y+
<1y0.7%
1-3y18.9%
3-5y20.7%
5-10y33.2%
10y+26.4%
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 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
7.32 yr
approx. move per 100bp
Credit-spread duration
7.32 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.

≈ -14.5%
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.

+7.32
yrs total
Investment grade+5.75 yr
High yield+1.58 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 rate7.32 yr total
3 mo30 yr
3 mo0.00 yr0%
1 yr0.41 yr6%
5 yr1.50 yr21%
10 yr2.92 yr40%
30 yr2.49 yr34%
Credit spread7.32 yr total
3 mo30 yr
3 mo0.01 yr0%
1 yr0.52 yr7%
5 yr1.79 yr24%
10 yr3.10 yr42%
30 yr1.92 yr26%

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+0.00+0.00$6.6k$1.8k
1 yr+0.41+0.39+0.13$627.5k$206.6k
5 yr+1.50+1.38+0.40$2.23m$649.9k
10 yr+2.92+2.44+0.65$3.94m$1.05m
30 yr+2.49+1.53+0.39$2.46m$632.6k

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

Rate exposure by currency

Duration contribution in years, summing to the fund's 7.32 yr.

EUR+4.19 yr
JPY+1.18 yr
GBP+0.51 yr
CAD+0.29 yr
CHF+0.27 yr
AUD+0.26 yr
5 others+0.62 yr

This is where the fund's rate exposure sits, not its currency risk — most international bond funds hedge the currency back to dollars, and the size of those hedges is not in the filing. Tenors are also summed across curves, so a 5-year JPY point and a 5-year USD point are added together.

Holdings

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

Issuer%NAVValue
JPMORGAN CHASE BANK NA NEW YORK NY1.40%$226.45M
Fidelity Revere Street Trust1.00%$160.79M
UNITED KINGDOM,G.B. and N.IRELAND4.50% · due 2028-06-070.90%$145.69M
ITALY REPUBLIC OF2.10% · due 2027-08-260.84%$134.83M
UNITED KINGDOM,G.B. and N.IRELAND4.50% · due 2035-03-070.81%$130.60M
JAPAN GOVERNMENT OF0.90% · due 2034-09-200.81%$130.35M
FRANCE REPUBLIC OF2.50% · due 2043-05-250.73%$117.59M
PORTUGAL OBRIGACOES DO TESOURO OT1.95% · due 2029-06-150.68%$109.80M
GERMANY FEDERAL REPUBLIC OF2.40% · due 2028-10-190.67%$107.56M
FRANCE REPUBLIC OF2.00% · due 2032-11-250.66%$106.36M
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Top 10 positions are 8.49% of net assets, top 25 16.60%, across 43 issuers.

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