Fidelity Group of Funds > Fidelity Merrimack Street Trust
Fidelity Corporate Bond ETF
$154.40M
Avg Monthly Net Assets
$216.79M
Total Assets
$1.45M
Total Liabilities
$215.35M
Net Assets
Fidelity Corporate Bond ETF is an Exchange-Traded Fund in Fidelity Merrimack Street Trust
from Fidelity Group of Funds,
based in Massachusetts,
United States of America.
The fund has one share class
and monthly net assets of $154.40M.
On July 26th, 2024 it reported 468 holdings, the largest
being UNITED STATES TREASURY BOND (4.1%), UNITED STATES TREASURY BOND (1.6%) and UNITED STATES TREASURY BOND (1.3%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Exchange | Ticker | Monthly Returns (2 years) |
|---|---|---|---|---|
| Fidelity Corporate Bond ETF | C000125598 | ARCX | FCOR |
Holdings
From latest NPORT-P, filed July 26th, 2024 for period ending May 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| ABBVIE INC 4.55% 03/15/2035 | Long | Debt | US | $302K | – | 0.14 |
| ADVANCE AUTO PARTS INC 1.75% 10/01/2027 | Long | Debt | US | $292K | – | 0.14 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 1.65% 10/29/2024 | Long | Debt | IE | $344K | – | 0.16 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 2.45% 10/29/2026 | Long | Debt | IE | $140K | – | 0.06 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.3% 01/30/2032 | Long | Debt | IE | $137K | – | 0.06 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.4% 10/29/2033 | Long | Debt | IE | $544K | – | 0.25 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.85% 10/29/2041 | Long | Debt | IE | $367K | – | 0.17 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3% 10/29/2028 | Long | Debt | IE | $136K | – | 0.06 |
| AES CORP 1.375% 01/15/2026 | Long | Debt | US | $366K | – | 0.17 |
| AES CORP 2.45% 01/15/2031 | Long | Debt | US | $460K | – | 0.21 |
| AES CORP 3.95% 07/15/2030 144A | Long | Debt | US | $290K | – | 0.13 |
| AGCO CORP 5.8% 03/21/2034 | Long | Debt | US | $468K | – | 0.22 |
| AGREE LP 4.8% 10/01/2032 | Long | Debt | US | $413K | – | 0.19 |
| AGREE LP 5.625% 06/15/2034 | Long | Debt | US | $261K | – | 0.12 |
| AIB GROUP PLC 5.83%/VAR 03/28/2035 144A | Long | Debt | IE | $496K | – | 0.23 |
| AIR LEASE CORP 2.875% 01/15/2032 | Long | Debt | US | $384K | – | 0.18 |
| AIR LEASE CORP 3.25% 03/01/2025 | Long | Debt | US | $324K | – | 0.15 |
| ALIMENTATION COUCHE-TARD INC 2.95% 01/25/2030 144A | Long | Debt | CA | $204K | – | 0.09 |
| ALLY FINL INC 2.2% 11/02/2028 (ALLY FINANCIAL INC) | Long | Debt | US | $219K | – | 0.10 |
| ALLY FINL INC 5.75% 11/20/2025 (ALLY FINANCIAL INC) | Long | Debt | US | $140K | – | 0.07 |
| ALLY FINL INC 5.8% 05/01/2025 (ALLY FINANCIAL INC) | Long | Debt | US | $309K | – | 0.14 |
| ALLY FINL INC 7.1% 11/15/2027 (ALLY FINANCIAL INC) | Long | Debt | US | $2M | – | 0.87 |
| ALTRIA GROUP INC 2.45% 02/04/2032 | Long | Debt | US | $354K | – | 0.16 |
| ALTRIA GROUP INC 4.8% 02/14/2029 | Long | Debt | US | $209K | – | 0.10 |
| AMER AIRLINE 19-1B PTT 3.85% 08/15/2029 | Long | Debt | US | $134K | – | 0.06 |
| AMERICAN AIRLINES 2017-2B CLASS B PASS THROUGH TRUST 3.7% 04/15/2027 | Long | Debt | US | $299K | – | 0.14 |
| AMERICAN AIRLINES INC 3.75% 04/15/2027 | Long | Debt | US | $101K | – | 0.05 |
| AMERICAN INTERNATIONAL GRP INC 5.75%/VAR 04/01/2048 (AMERICAN INTERNATIONAL GROUP INC) | Long | Debt | US | $547K | – | 0.25 |
| AMFAM HOLDINGS INC 2.805% 03/11/2031 144A | Long | Debt | US | $191K | – | 0.09 |
| AMGEN INC 3.375% 02/21/2050 | Long | Debt | US | $220K | – | 0.10 |
| AMGEN INC 5.25% 03/02/2030 | Long | Debt | US | $1M | – | 0.54 |
| AMGEN INC 5.25% 03/02/2033 | Long | Debt | US | $87K | – | 0.04 |
| AMGEN INC 5.65% 03/02/2053 | Long | Debt | US | $40K | – | 0.02 |
| AMGEN INC 5.75% 03/02/2063 | Long | Debt | US | $74K | – | 0.03 |
| ARES CAPITAL CORP 2.15% 07/15/2026 | Long | Debt | US | $309K | – | 0.14 |
| ARES CAPITAL CORP 3.875% 01/15/2026 | Long | Debt | US | $1M | – | 0.56 |
| ARES CAPITAL CORP 4.2% 06/10/2024 | Long | Debt | US | $406K | – | 0.19 |
| ARES CAPITAL CORP 4.25% 03/01/2025 | Long | Debt | US | $373K | – | 0.17 |
| ASSURANT INC 2.65% 01/15/2032 | Long | Debt | US | $342K | – | 0.16 |
| ASTRAZENECA PLC 6.45% 09/15/2037 | Long | Debt | GB | $262K | – | 0.12 |
| AT and T INC 3.55% 09/15/2055 | Long | Debt | US | $431K | – | 0.20 |
| AT and T INC 3.65% 09/15/2059 | Long | Debt | US | $517K | – | 0.24 |
| AT and T INC 4.3% 02/15/2030 | Long | Debt | US | $393K | – | 0.18 |
| AT and T INC 4.5% 05/15/2035 | Long | Debt | US | $268K | – | 0.12 |
| ATHENE GLOBAL FUNDING 1.45% 01/08/2026 144A | Long | Debt | US | $271K | – | 0.13 |
| ATHENE GLOBAL FUNDING 1.985% 08/19/2028 144A | Long | Debt | US | $329K | – | 0.15 |
| ATHENE GLOBAL FUNDING 2.5% 03/24/2028 144A | Long | Debt | US | $304K | – | 0.14 |
| ATHENE HOLDING LTD 3.45% 05/15/2052 | Long | Debt | US | $179K | – | 0.08 |
| ATHENE HOLDING LTD 6.65% 02/01/2033 | Long | Debt | US | $1M | – | 0.64 |
| ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC 4.125% 06/15/2028 144A | Long | Debt | GB | $537K | – | 0.25 |
| AUTONATION INC DEL 3.85% 03/01/2032 | Long | Debt | US | $1M | – | 0.61 |
| AUTONATION INC DEL 4.75% 06/01/2030 | Long | Debt | US | $18K | – | 0.01 |
| AVERY DENNISON CORP 4.875% 12/06/2028 | Long | Debt | US | $320K | – | 0.15 |
| AVIATION CAPITAL GROUP LLC 6.75% 10/25/2028 144A | Long | Debt | US | $468K | – | 0.22 |
| AVOLON HOLDINGS FUNDING LTD 2.528% 11/18/2027 144A | Long | Debt | KY | $196K | – | 0.09 |
| AVOLON HOLDINGS FUNDING LTD 4.25% 04/15/2026 144A | Long | Debt | KY | $1M | – | 0.65 |
| AVOLON HOLDINGS FUNDING LTD 5.5% 01/15/2026 144A | Long | Debt | KY | $309K | – | 0.14 |
| AVOLON HOLDINGS FUNDING LTD 5.75% 03/01/2029 144A | Long | Debt | KY | $596K | – | 0.28 |
| AVOLON HOLDINGS FUNDING LTD 6.375% 05/04/2028 144A | Long | Debt | KY | $141K | – | 0.07 |
| BAE SYSTEMS PLC 1.9% 02/15/2031 144A | Long | Debt | GB | $343K | – | 0.16 |
| BAE SYSTEMS PLC 5.3% 03/26/2034 144A | Long | Debt | GB | $296K | – | 0.14 |
| BANCO SANTANDER SA 2.749% 12/03/2030 | Long | Debt | ES | $500K | – | 0.23 |
| BANK IRELAND GROUP PLC 5.601/VAR 03/20/2030 144A (BANK OF IRELAND GROUP PLC) | Long | Debt | IE | $397K | – | 0.18 |
| BANK OF AMERICA CORPORATION 2.676%/VAR 06/19/2041 | Long | Debt | US | $432K | – | 0.20 |
| BANK OF AMERICA CORPORATION 2.884/VAR 10/22/2030 | Long | Debt | US | $360K | – | 0.17 |
| BANK OF AMERICA CORPORATION 3.194%/VAR 07/23/2030 | Long | Debt | US | $446K | – | 0.21 |
| BANK OF AMERICA CORPORATION 3.705/VAR 04/24/2028 | Long | Debt | US | $346K | – | 0.16 |
| BANK OF AMERICA CORPORATION 4.571%/VAR 04/27/2033 | Long | Debt | US | $2M | – | 1.09 |
| BANK OF AMERICA CORPORATION 5.015%/VAR 07/22/2033 | Long | Debt | US | $624K | – | 0.29 |
| BANK OF AMERICA CORPORATION 5.872%/VAR 09/15/2034 | Long | Debt | US | $215K | – | 0.10 |
| BARCLAYS PLC (UNGTD) 2.645/VAR 06/24/2031 | Long | Debt | GB | $464K | – | 0.22 |
| BARCLAYS PLC (UNGTD) 2.894%/VAR 11/24/2032 | Long | Debt | GB | $759K | – | 0.35 |
| BARCLAYS PLC (UNGTD) 5.088%/VAR 06/20/2030 | Long | Debt | GB | $193K | – | 0.09 |
| BARCLAYS PLC 4.836% 05/09/2028 | Long | Debt | GB | $401K | – | 0.19 |
| BARCLAYS PLC 6.224%/VAR 05/09/2034 | Long | Debt | GB | $409K | – | 0.19 |
| BAT CAPITAL CORP 2.726% 03/25/2031 | Long | Debt | US | $1M | – | 0.52 |
| BAT CAPITAL CORP 3.557% 08/15/2027 | Long | Debt | US | $182K | – | 0.08 |
| BAT CAPITAL CORP 5.834% 02/20/2031 | Long | Debt | US | $186K | – | 0.09 |
| BAYER US FIN II LLC 4.25% 12/15/2025 144A (BAYER US FINANCE II LLC) | Long | Debt | US | $436K | – | 0.20 |
| BAYER US FIN II LLC 4.375% 12/15/2028 144A (BAYER US FINANCE II LLC) | Long | Debt | US | $387K | – | 0.18 |
| BAYER US FIN LLC 6.875% 11/21/2053 144A | Long | Debt | US | $622K | – | 0.29 |
| BLACKSTONE HLDGS FIN LLC 3.5% 09/10/2049 144A | Long | Debt | US | $200K | – | 0.09 |
| BLACKSTONE PRIVATE CREDIT FUND 4.7% 03/24/2025 | Long | Debt | US | $550K | – | 0.26 |
| BLACKSTONE PRIVATE CREDIT FUND 7.05% 09/29/2025 | Long | Debt | US | $249K | – | 0.12 |
| BNP PARIBAS 1.904%/VAR 09/30/2028 144A | Long | Debt | FR | $775K | – | 0.36 |
| BNP PARIBAS 2.591%/VAR 01/20/2028 144A | Long | Debt | FR | $473K | – | 0.22 |
| BNP PARIBAS 2.824% 01/26/2041 144A | Long | Debt | FR | $381K | – | 0.18 |
| BOEING CO 3.625% 02/01/2031 | Long | Debt | US | $1M | – | 0.62 |
| BOEING CO 5.04% 05/01/2027 | Long | Debt | US | $545K | – | 0.25 |
| BOEING CO 5.15% 05/01/2030 | Long | Debt | US | $876K | – | 0.41 |
| BOEING CO 6.298% 05/01/2029 144A | Long | Debt | US | $61K | – | 0.03 |
| BOEING CO 6.388% 05/01/2031 144A | Long | Debt | US | $47K | – | 0.02 |
| BOEING CO 6.528% 05/01/2034 144A | Long | Debt | US | $50K | – | 0.02 |
| BOEING CO 6.858% 05/01/2054 144A | Long | Debt | US | $75K | – | 0.03 |
| BOEING CO 7.008% 05/01/2064 144A | Long | Debt | US | $71K | – | 0.03 |
| BOOZ ALLEN AND HAMILTON INC 5.95% 08/04/2033 | Long | Debt | US | $306K | – | 0.14 |
| BPCE SA 4.875% 04/01/2026 144A | Long | Debt | FR | $344K | – | 0.16 |
| BPCE SA 6.508%/VAR 01/18/2035 144A | Long | Debt | FR | $507K | – | 0.24 |
| BPCE SA SOFR 2.277%/VAR 01/20/2032 144A | Long | Debt | FR | $437K | – | 0.20 |
| BRANDYWINE OPER PARTNERSHIP LP 8.05% 03/15/2028 | Long | Debt | US | $137K | – | 0.06 |
| BRANDYWINE OPER PARTNERSHIP LP 8.875% 04/12/2029 | Long | Debt | US | $146K | – | 0.07 |
| BRISTOL-MYERS SQUIBB CO 5.1% 02/22/2031 | Long | Debt | US | $213K | – | 0.10 |
| BRISTOL-MYERS SQUIBB CO 5.2% 02/22/2034 | Long | Debt | US | $397K | – | 0.18 |
| BRISTOL-MYERS SQUIBB CO 5.5% 02/22/2044 | Long | Debt | US | $80K | – | 0.04 |
| BRISTOL-MYERS SQUIBB CO 5.55% 02/22/2054 | Long | Debt | US | $271K | – | 0.13 |
| BRISTOL-MYERS SQUIBB CO 5.65% 02/22/2064 | Long | Debt | US | $391K | – | 0.18 |
| BRITISH AIRWAYS 2021-1 CLASS A PASS THROUGH TRUST 2.9% 09/15/2036 144A | Long | Debt | US | $154K | – | 0.07 |
| BRIXMOR OPERATING PARTNERSHIP LP 2.25% 04/01/2028 | Long | Debt | US | $268K | – | 0.12 |
| BRIXMOR OPERATING PARTNERSHIP LP 4.05% 07/01/2030 | Long | Debt | US | $469K | – | 0.22 |
| BRIXMOR OPERATING PARTNERSHIP LP 4.125% 05/15/2029 | Long | Debt | US | $342K | – | 0.16 |
| BROADCOM INC 1.95% 02/15/2028 144A | Long | Debt | US | $269K | – | 0.12 |
| BROADCOM INC 2.45% 02/15/2031 144A | Long | Debt | US | $146K | – | 0.07 |
| BROADCOM INC 2.6% 02/15/2033 144A | Long | Debt | US | $1M | – | 0.48 |
| BROADCOM INC 3.5% 02/15/2041 144A | Long | Debt | US | $277K | – | 0.13 |
| BRUNSWICK CORP 5.85% 03/18/2029 | Long | Debt | US | $509K | – | 0.24 |
| CAIXABANK SA 5.673%/VAR 03/15/2030 144A | Long | Debt | ES | $548K | – | 0.25 |
| CAIXABANK SA 6.037%/VAR 06/15/2035 144A | Long | Debt | ES | $552K | – | 0.26 |
| CANADIAN NATL RESOURCES LTD 4.95% 06/01/2047 (CANADIAN NATURAL RESOURCES LTD) | Long | Debt | CA | $117K | – | 0.05 |
| CANADIAN NATL RESOURCES LTD 6.25% 03/15/2038 (CANADIAN NATURAL RESOURCES LTD) | Long | Debt | CA | $463K | – | 0.21 |
| CAPITAL ONE FINANCIAL CORP 2.359/VAR 07/29/2032 | Long | Debt | US | $1M | – | 0.53 |
| CAPITAL ONE FINANCIAL CORP 5.247%/VAR 07/26/2030 | Long | Debt | US | $314K | – | 0.15 |
| CAPITAL ONE FINANCIAL CORP 5.468%/VAR 02/01/2029 | Long | Debt | US | $431K | – | 0.20 |
| CAPITAL ONE FINANCIAL CORP 5.817%/VAR 02/01/2034 | Long | Debt | US | $235K | – | 0.11 |
| CAPITAL ONE FINANCIAL CORP 6.312%/VAR 06/08/2029 | Long | Debt | US | $398K | – | 0.18 |
| CAPITAL ONE FINANCIAL CORP 7.624%/VAR 10/30/2031 | Long | Debt | US | $186K | – | 0.09 |
| CARRIER GLOBAL CORP 5.9% 03/15/2034 | Long | Debt | US | $22K | – | 0.01 |
| CARRIER GLOBAL CORP 6.2% 03/15/2054 | Long | Debt | US | $24K | – | 0.01 |
| CCO HLDGS LLC/CAP CORP 4.5% 08/15/2030 144A (CCO HLDGS LLC/CCO HLDGS CAP CORP) | Long | Debt | US | $368K | – | 0.17 |
| CDW LLC / CDW FIN CORP 2.67% 12/01/2026 | Long | Debt | US | $506K | – | 0.23 |
| CELANESE US HLDGS LLC 6.165% 07/15/2027 | Long | Debt | US | $953K | – | 0.44 |
| CELANESE US HLDGS LLC 6.35% 11/15/2028 | Long | Debt | US | $84K | – | 0.04 |
| CELANESE US HLDGS LLC 6.55% 11/15/2030 | Long | Debt | US | $213K | – | 0.10 |
| CELANESE US HLDGS LLC 6.7% 11/15/2033 | Long | Debt | US | $52K | – | 0.02 |
| CENOVUS ENERGY INC 2.65% 01/15/2032 | Long | Debt | CA | $345K | – | 0.16 |
| CENOVUS ENERGY INC 3.75% 02/15/2052 | Long | Debt | CA | $249K | – | 0.12 |
| CENOVUS ENERGY INC 5.4% 06/15/2047 | Long | Debt | CA | $159K | – | 0.07 |
| CENOVUS ENERGY INC 6.75% 11/15/2039 | Long | Debt | CA | $35K | – | 0.02 |
| CENTENE CORP 2.625% 08/01/2031 (CENTENE CORP DEL) | Long | Debt | US | $976K | – | 0.45 |
| CENTENE CORP 3% 10/15/2030 (CENTENE CORP DEL) | Long | Debt | US | $250K | – | 0.12 |
| CENTENE CORP 4.25% 12/15/2027 (CENTENE CORP DEL) | Long | Debt | US | $152K | – | 0.07 |
| CENTENE CORP 4.625% 12/15/2029 (CENTENE CORP DEL) | Long | Debt | US | $1M | – | 0.70 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.7% 04/01/2051 | Long | Debt | US | $140K | – | 0.06 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.85% 04/01/2061 | Long | Debt | US | $577K | – | 0.27 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.2% 03/15/2028 | Long | Debt | US | $1M | – | 0.65 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.375% 05/01/2047 | Long | Debt | US | $272K | – | 0.13 |
| CIGNA GROUP (THE) 3.4% 03/15/2050 | Long | Debt | US | $270K | – | 0.13 |
| CIGNA GROUP (THE) 4.8% 08/15/2038 | Long | Debt | US | $1M | – | 0.64 |
| CIGNA GROUP (THE) 4.9% 12/15/2048 | Long | Debt | US | $246K | – | 0.11 |
| CITIGROUP INC 2.572%/VAR 06/03/2031 | Long | Debt | US | $218K | – | 0.10 |
| CITIGROUP INC 2.666%/VAR 01/29/2031 | Long | Debt | US | $266K | – | 0.12 |
| CITIGROUP INC 4.3% 11/20/2026 | Long | Debt | US | $362K | – | 0.17 |
| CITIGROUP INC 4.91%/VAR 05/24/2033 | Long | Debt | US | $283K | – | 0.13 |
| CITIGROUP INC 6.174%/VAR 05/25/2034 | Long | Debt | US | $641K | – | 0.30 |
| CITIGROUP INC 6.27/VAR 11/17/2033 | Long | Debt | US | $419K | – | 0.19 |
| CITIZENS FINANCIAL GRP INC 2.638% 09/30/2032 | Long | Debt | US | $325K | – | 0.15 |
| CITIZENS FINANCIAL GRP INC 6.645%/VAR 04/25/2035 | Long | Debt | US | $68K | – | 0.03 |
| CLECO CORPORATE HLDGS LLC 3.743% 05/01/2026 | Long | Debt | US | $2M | – | 1.03 |
| CLECO CORPORATE HLDGS LLC 4.973% 05/01/2046 | Long | Debt | US | $292K | – | 0.14 |
| CLEVELAND ELECTRIC ILLUM CO 3.5% 04/01/2028 144A | Long | Debt | US | $209K | – | 0.10 |
| COLUMBIA PIPELINES OPERATING CO LLC 5.927% 08/15/2030 144A | Long | Debt | US | $268K | – | 0.12 |
| COLUMBIA PIPELINES OPERATING CO LLC 6.036% 11/15/2033 144A | Long | Debt | US | $65K | – | 0.03 |
| COLUMBIA PIPELINES OPERATING CO LLC 6.497% 08/15/2043 144A | Long | Debt | US | $20K | – | 0.01 |
| COLUMBIA PIPELINES OPERATING CO LLC 6.544% 11/15/2053 144A | Long | Debt | US | $36K | – | 0.02 |
| COMCAST CORP 2.937% 11/01/2056 | Long | Debt | US | $177K | – | 0.08 |
| COMMONWEALTH BANK AUSTRALIA 3.784% 03/14/2032 144A | Long | Debt | AU | $428K | – | 0.20 |
| CONSTELLATION BRANDS INC 2.875% 05/01/2030 | Long | Debt | US | $317K | – | 0.15 |
| COOPERATIEVE RABOBANK UA 3.75% 07/21/2026 | Long | Debt | NL | $673K | – | 0.31 |
| COREBRIDGE FINANCIAL INC 3.65% 04/05/2027 | Long | Debt | US | $91K | – | 0.04 |
| COREBRIDGE FINANCIAL INC 3.85% 04/05/2029 | Long | Debt | US | $469K | – | 0.22 |
| COREBRIDGE FINANCIAL INC 3.9% 04/05/2032 | Long | Debt | US | $215K | – | 0.10 |
| COREBRIDGE FINANCIAL INC 4.35% 04/05/2042 | Long | Debt | US | $21K | – | 0.01 |
| COREBRIDGE FINANCIAL INC 4.4% 04/05/2052 | Long | Debt | US | $75K | – | 0.03 |
| CORPORATE OFFICE PPTYS LP 2.75% 04/15/2031 (CORPOARATE OFFICE PPTYS LP) | Long | Debt | US | $329K | – | 0.15 |
| CORPORATE OFFICE PPTYS LP 2% 01/15/2029 (CORPOARATE OFFICE PPTYS LP) | Long | Debt | US | $235K | – | 0.11 |
| CREDIT AGRICOLE SA 2.811% 01/11/2041 144A | Long | Debt | FR | $277K | – | 0.13 |
| CROWN CASTLE INC 2.25% 01/15/2031 | Long | Debt | US | $264K | – | 0.12 |
| CSX CORP 4.75% 11/15/2048 | Long | Debt | US | $359K | – | 0.17 |
| CVS HEALTH CORP 4.78% 03/25/2038 | Long | Debt | US | $824K | – | 0.38 |
| CVS HEALTH CORP 4.875% 07/20/2035 | Long | Debt | US | $124K | – | 0.06 |
| CVS HEALTH CORP 5.25% 01/30/2031 | Long | Debt | US | $26K | – | 0.01 |
| CVS HEALTH CORP 5.3% 06/01/2033 | Long | Debt | US | $438K | – | 0.20 |
| CVS HEALTH CORP 5.875% 06/01/2053 | Long | Debt | US | $460K | – | 0.21 |
| CVS HEALTH CORP 5% 01/30/2029 | Long | Debt | US | $64K | – | 0.03 |
| DCP MIDSTREAM OPER LP 5.125% 05/15/2029 (DCP MIDSTREAM OPERATING LP) | Long | Debt | US | $556K | – | 0.26 |
| DELL INTL/EMC CORP 3.45% 12/15/2051 (DELL INTERNATIONAL LLC / EMC CORP) | Long | Debt | US | $208K | – | 0.10 |
| DELL INTL/EMC CORP 4.9% 10/01/2026 (DELL INTERNATIONAL LLC / EMC CORP) | Long | Debt | US | $2M | – | 0.79 |
| DEUTSCHE BANK AG 4.5% 04/01/2025 | Long | Debt | DE | $316K | – | 0.15 |
| DEUTSCHE BANK AG NEW YORK BNCH 2.129%/VAR 11/24/2026 | Long | Debt | US | $692K | – | 0.32 |
| DEUTSCHE BANK AG NEW YORK BNCH 3.035/VAR 05/28/2032 | Long | Debt | US | $475K | – | 0.22 |
| DEUTSCHE BANK AG NEW YORK BNCH 6.819%/VAR 11/20/2029 | Long | Debt | US | $457K | – | 0.21 |
| DISCOVER FINANCIAL SVS 4.5% 01/30/2026 | Long | Debt | US | $479K | – | 0.22 |
| DISCOVER FINANCIAL SVS 6.7% 11/29/2032 | Long | Debt | US | $37K | – | 0.02 |
| DISCOVERY COMMUNICATIONS LLC 4.125% 05/15/2029 | Long | Debt | US | $272K | – | 0.13 |
| DOLLAR TREE INC 4.2% 05/15/2028 | Long | Debt | US | $153K | – | 0.07 |
| DOMINION ENERGY INC 4.25% 06/01/2028 | Long | Debt | US | $359K | – | 0.17 |
| DOW CHEMICAL CO 5.15% 02/15/2034 | Long | Debt | US | $736K | – | 0.34 |
| DPABS 2018-1A A2I 4.116% 07/25/2048 144A (DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC) | Long | ABS-collateralized bond/debt obligation | US | $119K | – | 0.06 |
| DUKE ENERGY CORP NEW 4.5% 08/15/2032 | Long | Debt | US | $2M | – | 0.89 |
| DUKE ENERGY CORP NEW 5% 08/15/2052 | Long | Debt | US | $480K | – | 0.22 |
| DUKE ENERGY IND INC 4.9% 07/15/2043 | Long | Debt | US | $79K | – | 0.04 |
| DUQUESNE LIGHT HLDGS INC 2.532% 10/01/2030 144A | Long | Debt | US | $72K | – | 0.03 |
| DUQUESNE LIGHT HLDGS INC 2.775% 01/07/2032 144A | Long | Debt | US | $167K | – | 0.08 |
| DUQUESNE LIGHT HLDGS INC 3.616% 08/01/2027 144A | Long | Debt | US | $234K | – | 0.11 |
| EASTERN GAS TRANSMISSION and STORAGE INC 3.9% 11/15/2049 | Long | Debt | US | $210K | – | 0.10 |
| ELANCO ANIMAL HEALTH INC VAR 08/28/2028 | Long | Debt | US | $375K | – | 0.17 |
| EMERA US FINANCE LP 2.639% 06/15/2031 | Long | Debt | US | $196K | – | 0.09 |
| EMERA US FINANCE LP 3.55% 06/15/2026 | Long | Debt | US | $1M | – | 0.56 |
| EMERA US FINANCE LP 4.75% 06/15/2046 | Long | Debt | US | $345K | – | 0.16 |
| EMPOWER FINANCE 2020 LP 1.776% 03/17/2031 144A | Long | Debt | US | $231K | – | 0.11 |
| ENBRIDGE INC 5.75%/VAR 07/15/2080 | Long | Equity-preferred | CA | $294K | – | 0.14 |
| ENERGY TRANSFER LP 4% 10/01/2027 | Long | Debt | US | $1M | – | 0.49 |
| ENERGY TRANSFER LP 5.4% 10/01/2047 | Long | Debt | US | $284K | – | 0.13 |
| ENERGY TRANSFER LP 5.8% 06/15/2038 | Long | Debt | US | $119K | – | 0.06 |
| ENERGY TRANSFER LP 5% 05/15/2050 | Long | Debt | US | $382K | – | 0.18 |
| ENERGY TRANSFER LP 6.55% 12/01/2033 | Long | Debt | US | $379K | – | 0.18 |
| ENERGY TRANSFER LP 6% 06/15/2048 | Long | Debt | US | $248K | – | 0.12 |
| ENTERPRISE PRODS OPER LLC 4.9% 05/15/2046 (ENTERPRISE PRODUCTS OPERATING LLC) | Long | Debt | US | $166K | – | 0.08 |
| EQT CORP 5.75% 02/01/2034 | Long | Debt | US | $1M | – | 0.47 |
| EQUINOR ASA 2.375% 05/22/2030 | Long | Debt | NO | $366K | – | 0.17 |
| EQUITABLE HOLDINGS INC 4.35% 04/20/2028 | Long | Debt | US | $256K | – | 0.12 |
| EQUITABLE HOLDINGS INC 5% 04/20/2048 | Long | Debt | US | $389K | – | 0.18 |
| EXELON CORP 3.35% 03/15/2032 | Long | Debt | US | $2M | – | 0.73 |
| EXELON CORP 4.05% 04/15/2030 | Long | Debt | US | $225K | – | 0.10 |
| EXELON CORP 4.1% 03/15/2052 | Long | Debt | US | $164K | – | 0.08 |
| FAIRFAX FINANCIAL HLDGS LTD 3.375% 03/03/2031 (FAIRFAX FINANCIAL HOLDINGS LTD) | Long | Debt | CA | $17K | – | 0.01 |
| FAIRFAX FINANCIAL HLDGS LTD 4.85% 04/17/2028 (FAIRFAX FINANCIAL HOLDINGS LTD) | Long | Debt | CA | $308K | – | 0.14 |
| FAIRFAX FINANCIAL HLDGS LTD 5.625% 08/16/2032 (FAIRFAX FINANCIAL HOLDINGS LTD) | Long | Debt | CA | $725K | – | 0.34 |
| FEDEX CORP 4.05% 02/15/2048 | Long | Debt | US | $266K | – | 0.12 |
| Fidelity Cash Central Fund (Fidelity Revere Street Trust) | Long | Short-term investment vehicle | US | $3M | 3M | 1.30 |
| FIFTH THIRD BANCORP 8.25% 03/01/2038 | Long | Debt | US | $393K | – | 0.18 |
| FIRSTENERGY CORP 2.25% 09/01/2030 | Long | Debt | US | $527K | – | 0.24 |
| FIRSTENERGY CORP 2.65% 03/01/2030 | Long | Debt | US | $430K | – | 0.20 |
| FIRSTENERGY CORP STEP 07/15/2027 | Long | Debt | US | $396K | – | 0.18 |
| FIRSTENERGY TRANSMISSION LLC 2.866% 09/15/2028 144A | Long | Debt | US | $290K | – | 0.13 |
| FIVE CORNERS FND TR II 2.85% 05/15/2030 144A | Long | Debt | US | $445K | – | 0.21 |
| FORD MOTOR CO 3.25% 02/12/2032 | Long | Debt | US | $666K | – | 0.31 |
| FORD MTR CR CO LLC 3.375% 11/13/2025 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $594K | – | 0.28 |
| FORD MTR CR CO LLC 4.95% 05/28/2027 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $390K | – | 0.18 |
| FORD MTR CR CO LLC 6.798% 11/07/2028 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $330K | – | 0.15 |
| FOX CORP 3.5% 04/08/2030 (FOX CORPORATION) | Long | Debt | US | $161K | – | 0.07 |
| FOX CORP 5.476% 01/25/2039 (FOX CORPORATION) | Long | Debt | US | $74K | – | 0.03 |
| GENERAL MOTORS CO 5.4% 04/01/2048 | Long | Debt | US | $446K | – | 0.21 |
| GENERAL MOTORS CO 5.95% 04/01/2049 | Long | Debt | US | $401K | – | 0.19 |
| GENERAL MTRS FINL CO INC 3.1% 01/12/2032 | Long | Debt | US | $335K | – | 0.16 |
| GENERAL MTRS FINL CO INC 3.6% 06/21/2030 | Long | Debt | US | $286K | – | 0.13 |
| GENUINE PARTS CO 2.75% 02/01/2032 | Long | Debt | US | $372K | – | 0.17 |
| GEORGIA POWER CO 5.25% 03/15/2034 | Long | Debt | US | $546K | – | 0.25 |
| GOLDMAN SACHS GROUP INC (THE) 4.223/VAR 05/01/2029 | Long | Debt | US | $265K | – | 0.12 |
| HCA INC 3.375% 03/15/2029 | Long | Debt | US | $219K | – | 0.10 |
| HCA INC 3.625% 03/15/2032 | Long | Debt | US | $175K | – | 0.08 |
| HCA INC 4.625% 03/15/2052 | Long | Debt | US | $298K | – | 0.14 |
| HESS CORP 4.3% 04/01/2027 | Long | Debt | US | $345K | – | 0.16 |
| HESS CORP 5.6% 02/15/2041 | Long | Debt | US | $409K | – | 0.19 |
| HESS CORP 5.8% 04/01/2047 | Long | Debt | US | $241K | – | 0.11 |
| HESS CORP 6% 01/15/2040 | Long | Debt | US | $418K | – | 0.19 |
| HPS CORPORATE LENDING FUND 6.75% 01/30/2029 144A | Long | Debt | US | $766K | – | 0.36 |
| HSBC HOLDINGS 4.041%/VAR 3/13/28 (HSBC HOLDINGS PLC) | Long | Debt | GB | $288K | – | 0.13 |
| HSBC HOLDINGS PLC 2.357/VAR 08/18/2031 | Long | Debt | GB | $473K | – | 0.22 |
| HSBC HOLDINGS PLC 7.39%/VAR 11/03/2028 | Long | Debt | GB | $317K | – | 0.15 |
| HSBC HOLDINGS PLC SOFR 2.848/VAR 06/04/2031 | Long | Debt | GB | $705K | – | 0.33 |
| HUDSON PAC PPTYS LP 3.95% 11/01/2027 (HUDSON PACIFIC PROPERTIES LP) | Long | Debt | US | $362K | – | 0.17 |
| HUDSON PAC PPTYS LP 5.95% 02/15/2028 (HUDSON PACIFIC PROPERTIES LP) | Long | Debt | US | $305K | – | 0.14 |
| HUMANA INC 5.375% 04/15/2031 | Long | Debt | US | $134K | – | 0.06 |
| HUNTINGTON BANCSHARES INC/OH 2.487%/VAR 08/15/2036 | Long | Debt | US | $1M | – | 0.54 |
| HUNTINGTON BANCSHARES INC/OH 6.208%/VAR 08/21/2029 | Long | Debt | US | $540K | – | 0.25 |
| ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO 5.849% 05/08/2029 | Long | Debt | IE | $344K | – | 0.16 |
| ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO 6% 05/08/2034 | Long | Debt | IE | $404K | – | 0.19 |
| IMPERIAL BRANDS FINANCE PLC 3.5% 07/26/2026 144A | Long | Debt | GB | $641K | – | 0.30 |
| IMPERIAL BRANDS FINANCE PLC 4.25% 07/21/2025 144A | Long | Debt | GB | $246K | – | 0.11 |
| IMPERIAL BRANDS FINANCE PLC 6.125% 07/27/2027 144A | Long | Debt | GB | $213K | – | 0.10 |
| INGERSOLL RAND INC 5.314% 06/15/2031 | Long | Debt | US | $500K | – | 0.23 |
| INGERSOLL RAND INC 5.45% 06/15/2034 | Long | Debt | US | $501K | – | 0.23 |
| INGERSOLL RAND INC 5.7% 08/14/2033 | Long | Debt | US | $524K | – | 0.24 |
| INTACT FINL CORP 5.459% 09/22/2032 144A (INTACT FINANCIAL CORP) | Long | Debt | CA | $472K | – | 0.22 |
| INTERNATIONAL FLAVS and FRAG INC 1.832% 10/15/2027 144A (INTERNATIONAL FLAVORS and FRAGRANCES INC) | Long | Debt | US | $365K | – | 0.17 |
| INTERNATIONAL FLAVS and FRAG INC 3.468% 12/01/2050 144A (INTERNATIONAL FLAVORS and FRAGRANCES INC) | Long | Debt | US | $545K | – | 0.25 |
| INTESA SANPAOLO SPA 5.71% 01/15/2026 144A | Long | Debt | IT | $198K | – | 0.09 |
| INTESA SANPAOLO SPA 7.2% 11/28/2033 144A | Long | Debt | IT | $430K | – | 0.20 |
| INVITATION HOMES OPERATING PARTNERSHIP LP 2% 08/15/2031 | Long | Debt | US | $310K | – | 0.14 |
| INVITATION HOMES OPERATING PARTNERSHIP LP 4.15% 04/15/2032 | Long | Debt | US | $121K | – | 0.06 |
| IPALCO ENTERPRISES INC 5.75% 04/01/2034 144A | Long | Debt | US | $232K | – | 0.11 |
| ITC HLDGS CORP 5.65% 05/09/2034 144A | Long | Debt | US | $798K | – | 0.37 |
| JACKSON FINANCIAL INC 3.125% 11/23/2031 | Long | Debt | US | $348K | – | 0.16 |
| JACKSON FINANCIAL INC 4% 11/23/2051 | Long | Debt | US | $328K | – | 0.15 |
| JACKSON FINANCIAL INC 5.17% 06/08/2027 | Long | Debt | US | $83K | – | 0.04 |
| JACKSON FINANCIAL INC 5.67% 06/08/2032 | Long | Debt | US | $90K | – | 0.04 |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 2.5% 01/15/2027 | Long | Debt | LU | $921K | – | 0.43 |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 3% 05/15/2032 | Long | Debt | LU | $353K | – | 0.16 |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 4.375% 02/02/2052 | Long | Debt | LU | $300K | – | 0.14 |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 5.5% 01/15/2030 | Long | Debt | LU | $518K | – | 0.24 |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 5.75% 04/01/2033 | Long | Debt | LU | $335K | – | 0.16 |
| JPMORGAN CHASE and CO 2.522/VAR 04/22/2031 | Long | Debt | US | $392K | – | 0.18 |
| JPMORGAN CHASE and CO 2.956/VAR 05/13/2031 | Long | Debt | US | $406K | – | 0.19 |
| JPMORGAN CHASE and CO 4.912%/VAR 07/25/2033 | Long | Debt | US | $863K | – | 0.40 |
| JPMORGAN CHASE and CO 4.95% 06/01/2045 | Long | Debt | US | $191K | – | 0.09 |
| JPMORGAN CHASE and CO 5.717%/VAR 09/14/2033 | Long | Debt | US | $2M | – | 1.05 |
| JPMORGAN CHASE and CO 6.254%/VAR 10/23/2034 | Long | Debt | US | $338K | – | 0.16 |
| KBC GROUPE SA/NV 6.324%/VAR 09/21/2034 144A | Long | Debt | BE | $414K | – | 0.19 |
| KITE REALTY GROUP LP 5.5% 03/01/2034 | Long | Debt | US | $32K | – | 0.01 |
| KITE RLTY GROUP TRUST 4.75% 09/15/2030 (KITE REALTY GROUP TRUST) | Long | Debt | US | $244K | – | 0.11 |
| KITE RLTY GROUP TRUST 4% 03/15/2025 (KITE REALTY GROUP TRUST) | Long | Debt | US | $15K | – | 0.01 |
| LIBERTY MUTUAL GROUP INC 5.5% 06/15/2052 144A | Long | Debt | US | $769K | – | 0.36 |
| LLOYDS BANK PLC 7.953%/VAR 11/15/2033 (LLOYDS BANKING GROUP PLC) | Long | Debt | GB | $392K | – | 0.18 |
| LLOYDS BANKING GROUP PLC 1.627%/VAR 05/11/2027 | Long | Debt | GB | $444K | – | 0.21 |
| LOWES COS INC 4.25% 04/01/2052 | Long | Debt | US | $141K | – | 0.07 |
| LOWES COS INC 5.15% 07/01/2033 | Long | Debt | US | $1M | – | 0.55 |
| LOWES COS INC 5.625% 04/15/2053 | Long | Debt | US | $242K | – | 0.11 |
| LXP INDUSTRIAL TRUST 4.4% 06/15/2024 | Long | Debt | US | $242K | – | 0.11 |
| LYB INTERNATIONAL FINANCE III LLC 2.25% 10/01/2030 | Long | Debt | US | $259K | – | 0.12 |
| MARSH and MCLENNAN COS INC 6.25% 11/01/2052 | Long | Debt | US | $259K | – | 0.12 |
| MARVELL TECHNOLOGY INC 2.95% 04/15/2031 | Long | Debt | US | $342K | – | 0.16 |
| MARVELL TECHNOLOGY INC 5.75% 02/15/2029 | Long | Debt | US | $265K | – | 0.12 |
| MARVELL TECHNOLOGY INC 5.95% 09/15/2033 | Long | Debt | US | $210K | – | 0.10 |
| MASSACHUSETTS MUTUAL LIFE INS 3.729% 10/15/2070 144A (MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY) | Long | Debt | US | $179K | – | 0.08 |
| MCCORMICK and CO INC 1.85% 02/15/2031 | Long | Debt | US | $211K | – | 0.10 |
| MICRON TECHNOLOGY INC 2.703% 04/15/2032 | Long | Debt | US | $474K | – | 0.22 |
| MICRON TECHNOLOGY INC 4.185% 02/15/2027 | Long | Debt | US | $312K | – | 0.14 |
| MICRON TECHNOLOGY INC 5.3% 01/15/2031 | Long | Debt | US | $552K | – | 0.26 |
| MOLSON COORS BEVERAGE CO 3% 07/15/2026 | Long | Debt | US | $249K | – | 0.12 |
| MORGAN STANLEY 1.794%/VAR 02/13/2032 | Long | Debt | US | $346K | – | 0.16 |
| MORGAN STANLEY 2.239%/VAR 07/21/2032 | Long | Debt | US | $1M | – | 0.63 |
| MORGAN STANLEY 2.699%/VAR 01/22/2031 | Long | Debt | US | $249K | – | 0.12 |
| MORGAN STANLEY 4.431/VAR 01/23/2030 | Long | Debt | US | $395K | – | 0.18 |
| MPLX LP 2.65% 08/15/2030 | Long | Debt | US | $617K | – | 0.29 |
| MPLX LP 5.65% 03/01/2053 | Long | Debt | US | $227K | – | 0.11 |
| MPLX LP 5% 03/01/2033 | Long | Debt | US | $304K | – | 0.14 |
| MPT OPER PARTNERSHIP LP/CORP 3.5% 03/15/2031 (MPT OPER PARTNERSHIP LP / MPT FIN CORP) | Long | Debt | US | $186K | – | 0.09 |
| NISOURCE INC 3.49% 05/15/2027 | Long | Debt | US | $565K | – | 0.26 |
| NISOURCE INC 3.6% 05/01/2030 | Long | Debt | US | $310K | – | 0.14 |
| NISOURCE INC 3.95% 03/30/2048 | Long | Debt | US | $321K | – | 0.15 |
| NISOURCE INC 4.8% 02/15/2044 | Long | Debt | US | $234K | – | 0.11 |
| NUVEEN LLC 5.55% 01/15/2030 144A | Long | Debt | US | $110K | – | 0.05 |
| OCCIDENTAL PETROLEUM CORP 2.9% 08/15/2024 | Long | Debt | US | $85K | – | 0.04 |
| OCCIDENTAL PETROLEUM CORP 3.45% 07/15/2024 | Long | Debt | US | $479K | – | 0.22 |
| OMEGA HEALTHCARE INVESTORS INC 3.25% 04/15/2033 | Long | Debt | US | $316K | – | 0.15 |
| OMEGA HEALTHCARE INVESTORS INC 3.625% 10/01/2029 | Long | Debt | US | $1M | – | 0.59 |
| ONE GAS INC 2% 05/15/2030 | Long | Debt | US | $213K | – | 0.10 |
| ORACLE CORP 2.3% 03/25/2028 | Long | Debt | US | $295K | – | 0.14 |
| ORACLE CORP 2.875% 03/25/2031 | Long | Debt | US | $146K | – | 0.07 |
| ORACLE CORP 3.95% 03/25/2051 | Long | Debt | US | $287K | – | 0.13 |
| ORACLE CORP 4.3% 07/08/2034 | Long | Debt | US | $260K | – | 0.12 |
| OVINTIV INC 7.2% 11/01/2031 | Long | Debt | US | $291K | – | 0.13 |
| PACIFIC LIFECORP 5.125% 01/30/2043 144A | Long | Debt | US | $285K | – | 0.13 |
| PETROLEOS MEXICANOS 5.35% 02/12/2028 | Long | Debt | MX | $348K | – | 0.16 |
| PETROLEOS MEXICANOS 6.49% 01/23/2027 | Long | Debt | MX | $81K | – | 0.04 |
| PETROLEOS MEXICANOS 6.5% 03/13/2027 | Long | Debt | MX | $264K | – | 0.12 |
| PHILIP MORRIS INTL INC 5.625% 11/17/2029 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $1M | – | 0.59 |
| PHILIP MORRIS INTL INC 5.75% 11/17/2032 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $2M | – | 0.91 |
| Phillips Edison Grocery Center Operating Partnership I LP 5.75% 07/15/2034 | Long | Debt | US | $35K | – | 0.02 |
| PIEDMONT OPERATING PARTNERSHIP LP 2.75% 04/01/2032 | Long | Debt | US | $38K | – | 0.02 |
| PLAINS ALL AM PIPELN/PAA FIN C 3.8% 09/15/2030 | Long | Debt | US | $255K | – | 0.12 |
| PNC FINANCIAL SERVICES GRP INC 5.582%/VAR 06/12/2029 | Long | Debt | US | $403K | – | 0.19 |
| PNC FINANCIAL SERVICES GRP INC 6.875%/VAR 10/20/2034 | Long | Debt | US | $835K | – | 0.39 |
| PUGET ENERGY INC 3.65% 05/15/2025 | Long | Debt | US | $831K | – | 0.39 |
| PUGET ENERGY INC 4.1% 06/15/2030 | Long | Debt | US | $570K | – | 0.26 |
| PUGET ENERGY INC 4.224% 03/15/2032 | Long | Debt | US | $187K | – | 0.09 |
| RAYTHEON TECHNOLOGIES CORP 6.1% 03/15/2034 | Long | Debt | US | $366K | – | 0.17 |
| RAYTHEON TECHNOLOGIES CORP 6.4% 03/15/2054 | Long | Debt | US | $382K | – | 0.18 |
| REALTY INCOME CORP 2.1% 03/15/2028 | Long | Debt | US | $301K | – | 0.14 |
| REALTY INCOME CORP 2.2% 06/15/2028 | Long | Debt | US | $24K | – | 0.01 |
| REGENERON PHARMACEUTICALS INC 1.75% 09/15/2030 | Long | Debt | US | $227K | – | 0.11 |
| REINSURANCE GRP OF AMERICA INC 5.75% 09/15/2034 (REINSURANCE GROUP OF AMERICA INC) | Long | Debt | US | $597K | – | 0.28 |
| REXFORD INDUSTRIAL REALTY LP 2.15% 09/01/2031 | Long | Debt | US | $314K | – | 0.15 |
| ROGERS COMMUNICATIONS INC 3.8% 03/15/2032 | Long | Debt | CA | $558K | – | 0.26 |
| ROGERS COMMUNICATIONS INC 4.3% 02/15/2048 | Long | Debt | CA | $79K | – | 0.04 |
| ROGERS COMMUNICATIONS INC 4.55% 03/15/2052 | Long | Debt | CA | $256K | – | 0.12 |
| ROPER TECHNOLOGIES INC 2.95% 09/15/2029 | Long | Debt | US | $347K | – | 0.16 |
| SABRA HEALTH CARE LP 3.2% 12/01/2031 | Long | Debt | US | $507K | – | 0.24 |
| SANTANDER HLDGS USA INC 2.49%/VAR 01/06/2028 | Long | Debt | US | $2M | – | 0.74 |
| SANTANDER HLDGS USA INC 6.565%/VAR 06/12/2029 | Long | Debt | US | $61K | – | 0.03 |
| SEMPRA 3.8% 02/01/2038 | Long | Debt | US | $230K | – | 0.11 |
| SIXTH STREET LENDING PAR 6.5% 03/11/2029 144A | Long | Debt | US | $687K | – | 0.32 |
| SIXTH STREET SPECIALTY LENDING INC 6.125% 03/01/2029 | Long | Debt | US | $127K | – | 0.06 |
| SMITHFIELD FOODS INC 3% 10/15/2030 144A | Long | Debt | US | $114K | – | 0.05 |
| SMURFIT KAPPA TREASURY 5.438% 04/03/2034 144A | Long | Debt | IE | $638K | – | 0.30 |
| SOCIETE GENERALE FRANCE 1.488%/VAR 12/14/2026 144A | Long | Debt | FR | $304K | – | 0.14 |
| SOCIETE GENERALE FRANCE 3.625% 03/01/2041 144A | Long | Debt | FR | $512K | – | 0.24 |
| SOCIETE GENERALE FRANCE 3% 01/22/2030 144A | Long | Debt | FR | $480K | – | 0.22 |
| SOCIETE GENERALE FRANCE 6.221%/VAR 06/15/2033 144A | Long | Debt | FR | $1M | – | 0.61 |
| SOUTHERN CO GAS CAP 3.15% 09/30/2051 (SOUTHERN CO GAS CAPITAL CORP) | Long | Debt | US | $262K | – | 0.12 |
| SOUTHERN CO GAS CAP 4.4% 05/30/2047 (SOUTHERN CO GAS CAPITAL CORP) | Long | Debt | US | $166K | – | 0.08 |
| SOUTHERN CO GAS CAP 5.75% 09/15/2033 (SOUTHERN CO GAS CAPITAL CORP) | Long | Debt | US | $715K | – | 0.33 |
| SOUTHERN COMPANY 4.85% 06/15/2028 | Long | Debt | US | $356K | – | 0.17 |
| SOUTHERN COMPANY 5.7% 03/15/2034 | Long | Debt | US | $128K | – | 0.06 |
| STORE CAPITAL LLC 2.7% 12/01/2031 | Long | Debt | US | $359K | – | 0.17 |
| STORE CAPITAL LLC 2.75% 11/18/2030 | Long | Debt | US | $55K | – | 0.03 |
| SUBWAY FDG LLC ISSUER 6.028% 07/30/2054 144A | Long | ABS-collateralized bond/debt obligation | US | $276K | – | 0.13 |
| SUBWAY FDG LLC ISSUER 6.268% 07/30/2054 144A | Long | ABS-collateralized bond/debt obligation | US | $164K | – | 0.08 |
| SUBWAY FDG LLC ISSUER 6.505% 07/30/2054 144A | Long | ABS-collateralized bond/debt obligation | US | $144K | – | 0.07 |
| SUMITOMO MITSUI FINL GRP INC 3.544% 01/17/2028 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $227K | – | 0.11 |
| SUN CMNTYS OPER LTD PRTNRSHP 2.3% 11/01/2028 | Long | Debt | US | $978K | – | 0.45 |
| SUN CMNTYS OPER LTD PRTNRSHP 2.7% 07/15/2031 | Long | Debt | US | $366K | – | 0.17 |
| SUN CMNTYS OPER LTD PRTNRSHP 4.2% 04/15/2032 | Long | Debt | US | $250K | – | 0.12 |
| SUN CMNTYS OPER LTD PRTNRSHP 5.7% 01/15/2033 | Long | Debt | US | $443K | – | 0.21 |
| SUNCOR ENERGY INC 6.5% 06/15/2038 | Long | Debt | CA | $267K | – | 0.12 |
| SUNCOR ENERGY INC 6.85% 06/01/2039 | Long | Debt | CA | $178K | – | 0.08 |
| T-MOBILE USA INC 2.4% 03/15/2029 | Long | Debt | US | $213K | – | 0.10 |
| T-MOBILE USA INC 2.7% 03/15/2032 | Long | Debt | US | $2M | – | 0.78 |
| TANGER PROPERTIES LP 2.75% 09/01/2031 | Long | Debt | US | $230K | – | 0.11 |
| TANGER PROPERTIES LP 3.125% 09/01/2026 | Long | Debt | US | $385K | – | 0.18 |
| TAPESTRY INC 3.05% 03/15/2032 | Long | Debt | US | $349K | – | 0.16 |
| TAPESTRY INC 7.35% 11/27/2028 | Long | Debt | US | $117K | – | 0.05 |
| TAPESTRY INC 7.7% 11/27/2030 | Long | Debt | US | $418K | – | 0.19 |
| TAPESTRY INC 7.85% 11/27/2033 | Long | Debt | US | $422K | – | 0.20 |
| TAPESTRY INC 7% 11/27/2026 | Long | Debt | US | $72K | – | 0.03 |
| TIME WARNER CABLE LLC 4.5% 09/15/2042 | Long | Debt | US | $201K | – | 0.09 |
| TIME WARNER CABLE LLC 5.875% 11/15/2040 | Long | Debt | US | $307K | – | 0.14 |
| TIME WARNER CABLE LLC 7.3% 07/01/2038 | Long | Debt | US | $505K | – | 0.23 |
| TRANSCONTINENTAL GAS LINE LLC 3.25% 05/15/2030 (TRANSCONTINENTAL GAS PIPE LINE CO LLC) | Long | Debt | US | $1M | – | 0.55 |
| TRUIST BANK 2.25% 03/11/2030 | Long | Debt | US | $331K | – | 0.15 |
| UBS GROUP AG 3.091%/VAR 05/14/2032 144A | Long | Debt | CH | $618K | – | 0.29 |
| UBS GROUP AG 3.126/VAR 08/13/2030 144A | Long | Debt | CH | $446K | – | 0.21 |
| UBS GROUP AG 3.869%/VAR 01/12/2029 144A | Long | Debt | CH | $217K | – | 0.10 |
| UBS GROUP AG 4.194/VAR 04/01/2031 144A | Long | Debt | CH | $539K | – | 0.25 |
| UBS GROUP AG 4.375%/VAR PERP 144A | Long | Equity-preferred | CH | $215K | – | 0.10 |
| UBS GROUP AG 4.875%/VAR PERP 144A | Long | Equity-preferred | CH | $521K | – | 0.24 |
| UBS GROUP AG 9.016%/VAR 11/15/2033 144A | Long | Debt | CH | $364K | – | 0.17 |
| UNICREDIT SPA 1.982%/VAR 06/03/2027 144A | Long | Debt | IT | $469K | – | 0.22 |
| UNITED AIR 2019-2 B PTT 3.5% 11/01/2029 | Long | Debt | US | $112K | – | 0.05 |
| UNITED AIRLS INC 2018-1B PASS THRU TR 4.6% 09/01/2027 | Long | Debt | US | $64K | – | 0.03 |
| UNITED STATES TREASURY BOND 1.875% 02/15/2041 | Long | Debt | US | $365K | – | 0.17 |
| UNITED STATES TREASURY BOND 2% 11/15/2041 | Long | Debt | US | $407K | – | 0.19 |
| UNITED STATES TREASURY BOND 3.625% 02/15/2053 | Long | Debt | US | $3M | – | 1.35 |
| UNITED STATES TREASURY BOND 3.625% 05/15/2053 | Long | Debt | US | $2M | – | 0.93 |
| UNITED STATES TREASURY BOND 4.125% 08/15/2053 | Long | Debt | US | $3M | – | 1.58 |
| UNITED STATES TREASURY BOND 4.25% 02/15/2054 | Long | Debt | US | $9M | – | 4.07 |
| UNITEDHEALTH GROUP INC 2% 05/15/2030 | Long | Debt | US | $202K | – | 0.09 |
| UNIVERSAL HEALTH SERVICES INC 2.65% 01/15/2032 | Long | Debt | US | $224K | – | 0.10 |
| UNIVERSAL HEALTH SERVICES INC 2.65% 10/15/2030 | Long | Debt | US | $327K | – | 0.15 |
| UNUM GROUP 4.125% 06/15/2051 | Long | Debt | US | $869K | – | 0.40 |
| US BANCORP DEL 5.775%/VAR 06/12/2029 | Long | Debt | US | $607K | – | 0.28 |
| UST NOTES 3.5% 02/15/2033 | Long | Debt | US | $1M | – | 0.48 |
| UST NOTES 4.5% 11/15/2033 | Long | Debt | US | $2M | – | 0.79 |
| VENTAS RLTY LTD PARTNERSHIP 3% 01/15/2030 | Long | Debt | US | $1M | – | 0.51 |
| VERIZON COMMUNICATIONS INC 2.55% 03/21/2031 | Long | Debt | US | $263K | – | 0.12 |
| VERIZON COMMUNICATIONS INC 3.7% 03/22/2061 | Long | Debt | US | $667K | – | 0.31 |
| VERIZON COMMUNICATIONS INC 4.4% 11/01/2034 | Long | Debt | US | $380K | – | 0.18 |
| VICI PROPERTIES LP 4.75% 02/15/2028 | Long | Debt | US | $338K | – | 0.16 |
| VICI PROPERTIES LP 4.95% 02/15/2030 | Long | Debt | US | $517K | – | 0.24 |
| VICI PROPERTIES LP 5.125% 05/15/2032 | Long | Debt | US | $237K | – | 0.11 |
| VITERRA FINANCE BV 4.9% 04/21/2027 144A | Long | Debt | NL | $648K | – | 0.30 |
| VODAFONE GROUP PLC 3.25%/VAR 06/04/2081 (VODAFONE GRP PLC) | Long | Debt | GB | $197K | – | 0.09 |
| VOLKSWAGEN GROUP AMER FIN LLC 1.625% 11/24/2027 144A | Long | Debt | US | $343K | – | 0.16 |
| VOLKSWAGEN GROUP AMER FIN LLC 4.75% 11/13/2028 144A | Long | Debt | US | $908K | – | 0.42 |
| VONTIER CORP 2.95% 04/01/2031 | Long | Debt | US | $848K | – | 0.39 |
| VORNADO REALTY LP 2.15% 06/01/2026 (VORNADO REALTY L P) | Long | Debt | US | $67K | – | 0.03 |
| VORNADO REALTY LP 3.4% 06/01/2031 (VORNADO REALTY L P) | Long | Debt | US | $175K | – | 0.08 |
| VOYA FINANCIAL INC 4.7%/VAR 01/23/2048 | Long | Debt | US | $362K | – | 0.17 |
| VOYA FINANCIAL INC 4.8% 06/15/2046 | Long | Debt | US | $173K | – | 0.08 |
| VOYA FINANCIAL INC 5.7% 07/15/2043 | Long | Debt | US | $54K | – | 0.03 |
| WALT DISNEY CO 4.75% 11/15/2046 | Long | Debt | US | $182K | – | 0.08 |
| WARNERMEDIA HOLDINGS INC 3.755% 03/15/2027 | Long | Debt | US | $239K | – | 0.11 |
| WARNERMEDIA HOLDINGS INC 4.054% 03/15/2029 | Long | Debt | US | $119K | – | 0.06 |
| WARNERMEDIA HOLDINGS INC 4.279% 03/15/2032 | Long | Debt | US | $1M | – | 0.49 |
| WARNERMEDIA HOLDINGS INC 5.05% 03/15/2042 | Long | Debt | US | $141K | – | 0.07 |
| WARNERMEDIA HOLDINGS INC 5.141% 03/15/2052 | Long | Debt | US | $336K | – | 0.16 |
| WARNERMEDIA HOLDINGS INC 5.391% 03/15/2062 | Long | Debt | US | $303K | – | 0.14 |
| WELLS FARGO and CO NEW 4.478%/VAR 04/04/2031 | Long | Debt | US | $411K | – | 0.19 |
| WELLS FARGO and CO NEW 4.65% 11/04/2044 | Long | Debt | US | $1M | – | 0.58 |
| WELLS FARGO and CO NEW 5.389%/VAR 04/24/2034 | Long | Debt | US | $394K | – | 0.18 |
| WESTERN GAS PARTNERS LP STEP 02/01/2030 | Long | Debt | US | $1M | – | 0.67 |
| WESTINGHOUSE AIR BRAKE TECH CORP 3.45% 11/15/2026 | Long | Debt | US | $349K | – | 0.16 |
| WESTPAC BANKING CORP 5.405%/VAR 08/10/2033 | Long | Debt | AU | $390K | – | 0.18 |
| WILLIAMS COS INC 4.65% 08/15/2032 | Long | Debt | US | $1M | – | 0.64 |
| WILLIAMS COS INC 5.3% 08/15/2052 | Long | Debt | US | $53K | – | 0.02 |
| WILLIAMS COS INC 5.75% 06/24/2044 | Long | Debt | US | $353K | – | 0.16 |
| WILLIS NORTH AMERICA INC 5.35% 05/15/2033 | Long | Debt | US | $375K | – | 0.17 |
| ZIONS BANCORPORATION NA 3.25% 10/29/2029 | Long | Debt | US | $282K | – | 0.13 |
Address
Fidelity Merrimack Street Trust
245 Summer Street
Boston
Massachusetts
02210
United States of America
Directors
ELIZABETH S ACTON
JENNIFER TOOLIN MCAULIFFE
JOHN ENGLER
MARK A MURRAY
ROBERT F GARTLAND
LAURA M. BISHOP
ROBERT W. HELM
ANN E DUNWOODY
ABIGAIL JOHNSON
MICHAEL E KENNEALLY
ARTHUR E JOHNSON
CHRISTINE J. THOMPSON
CAROL J. ZIERHOFFER
Transfer Agents
STATE STREET BANK AND TRUST COMPANY
Pricing Services
PRICINGDIRECT INC
INTERCONTINENTAL EXCHANGE INC
REFINITIV US HOLDINGS INC
Custodians
STATE STREET BANK AND TRUST COMPANY
EUROCLEAR
Shareholder Servicing Agents
STATE STREET BANK AND TRUST COMPANY
Admins
Fidelity Service Company
Brokers
N/A