Fidelity Group of Funds > Fidelity Merrimack Street Trust
Fidelity Low Duration Bond Factor ETF
$209.20M
Avg Monthly Net Assets
$470.40M
Total Assets
$3.15M
Total Liabilities
$467.25M
Net Assets
Fidelity Low Duration Bond Factor 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 $209.20M.
On July 26th, 2024 it reported 274 holdings, the largest
being Fidelity Revere Street Trust (3.8%), MORGAN STANLEY (1.6%) and UST NOTES (1.6%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Exchange | Ticker | Monthly Returns (2 years) |
|---|---|---|---|---|
| Fidelity Low Duration Bond Factor ETF | C000201028 | BATS | FLDR |
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 |
|---|---|---|---|---|---|---|
| ABN AMRO BANK NV FRN SOFR+178 09/18/2027 144A | Long | Debt | NL | $2M | – | 0.33 |
| AMERICAN EXPRESS CO FRN SFRIX+100 02/16/2028 | Long | Debt | US | $302K | – | 0.06 |
| AMERICAN EXPRESS CO FRN SFRIX+135 10/30/2026 | Long | Debt | US | $566K | – | 0.12 |
| AMERICAN EXPRESS CO FRN SFRIX+65 11/04/2026 | Long | Debt | US | $3M | – | 0.55 |
| AMERICAN EXPRESS CO FRN SFRIX+97 07/28/2027 | Long | Debt | US | $1M | – | 0.30 |
| AMERICAN EXPRESS CO FRN SOFR+76 02/13/2026 | Long | Debt | US | $703K | – | 0.15 |
| AMERICAN EXPRESS CO FRN SOFR+93 03/04/2025 | Long | Debt | US | $2M | – | 0.34 |
| AMERICAN HONDA FINANCE CORP FRN SFRIX+78 04/23/2025 | Long | Debt | US | $803K | – | 0.17 |
| AMERICAN HONDA FINANCE CORP FRN SFRIX+79 10/03/2025 | Long | Debt | US | $2M | – | 0.39 |
| AMERICAN HONDA FINANCE CORP FRN SOFR+67 01/10/2025 | Long | Debt | US | $601K | – | 0.13 |
| AMERICAN HONDA FINANCE CORP FRN SOFR+92 01/12/2026 | Long | Debt | US | $907K | – | 0.19 |
| ANALOG DEVICES INC FRN SOFR+0 10/01/2024 | Long | Debt | US | $600K | – | 0.13 |
| ANZ NEW ZEALAND INTL LTD LONDON BRH FRN SOFR 1.767%/VAR 02/18/2025 144A (ANZ NEW ZEALAND INTERNATIONAL LTD LONDON BRANCH) | Long | Debt | GB | $702K | – | 0.15 |
| AT and T INC FRN TSFR3M+144.161 06/12/2024 | Long | Debt | US | $3M | – | 0.64 |
| ATHENE GLOBAL FUNDING FRN SFRIX+56 08/19/2024 144A | Long | Debt | US | $1M | – | 0.21 |
| ATHENE GLOBAL FUNDING FRN SFRIX+85 05/08/2026 144A | Long | Debt | US | $3M | – | 0.64 |
| AUSTRALIA and N ZEAL BKG GRP LTD FRN SOFR+ 01/18/2027 144A | Long | Debt | AU | $4M | – | 0.88 |
| AUSTRALIA and N ZEAL BKG GRP LTD FRN SOFR+64 10/03/2025 144A | Long | Debt | AU | $2M | – | 0.41 |
| AUSTRALIA and N ZEAL BKG GRP LTD FRN SOFR+75 07/03/2025 144A | Long | Debt | AU | $1M | – | 0.21 |
| BANCO SANTANDER SA FRN SOFR+138 03/14/2028 | Long | Debt | ES | $2M | – | 0.39 |
| BANK NEW YORK MELLON CORP FRN SOFR+ 04/25/2025 | Long | Debt | US | $2M | – | 0.43 |
| BANK NEW YORK MELLON CORP FRN SOFR+20 10/25/2024 | Long | Debt | US | $450K | – | 0.10 |
| BANK OF AMERICA CORPORATION FRN SOFR+105 02/04/2028 | Long | Debt | US | $303K | – | 0.06 |
| BANK OF AMERICA CORPORATION FRN SOFR+133 04/02/2026 | Long | Debt | US | $3M | – | 0.65 |
| BANK OF AMERICA CORPORATION FRN SOFR+135 09/15/2027 | Long | Debt | US | $2M | – | 0.52 |
| BANK OF AMERICA CORPORATION FRN SOFR+97 07/22/2027 | Long | Debt | US | $1M | – | 0.22 |
| BANK OF AMERICA CORPORATION FRN TSFR3M+102.161 09/15/2026 | Long | Debt | US | $2M | – | 0.43 |
| BANK OF AMERICA CORPORATION FRN TSFR3M+103.161 02/05/2026 | Long | Debt | US | $4M | – | 0.76 |
| BANK OF AMERICA NA FRN SOFR+102 08/18/2026 (BANK OF AMERICA, N.A.) | Long | Debt | US | $2M | – | 0.41 |
| BANK OF AMERICA NA FRN SOFR+78 08/18/2025 (BANK OF AMERICA, N.A.) | Long | Debt | US | $603K | – | 0.13 |
| BANK OF MONTREAL QUE FRN SFRIX+1.06 06/07/2025 | Long | Debt | CA | $2M | – | 0.50 |
| BANK OF MONTREAL QUE FRN SFRIX+32 07/09/2024 | Long | Debt | CA | $3M | – | 0.70 |
| BANK OF MONTREAL QUE FRN SFRIX+46.5 01/10/2025 | Long | Debt | CA | $721K | – | 0.15 |
| BANK OF MONTREAL QUE FRN SFRIX+62 09/15/2026 | Long | Debt | CA | $1M | – | 0.26 |
| BANK OF MONTREAL QUE FRN SFRIX+71 12/12/2024 | Long | Debt | CA | $1M | – | 0.30 |
| BANK OF MONTREAL QUE FRN SOFR+133 06/05/2026 | Long | Debt | CA | $915K | – | 0.20 |
| BANK OF MONTREAL QUE FRN SOFR+95 09/25/2025 | Long | Debt | CA | $121K | – | 0.03 |
| BANK OF NEW YORK MELLON FRN SOFR+45 03/13/2026 | Long | Debt | US | $6M | – | 1.22 |
| BANK OF NEW ZEALAND FRN SOFR+81 01/27/2027 144A | Long | Debt | NZ | $350K | – | 0.07 |
| BANK OF NOVA SCOTIA FRN SFRIX+109 06/12/2025 (THE BANK OF NOVA SCOTIA) | Long | Debt | CA | $604K | – | 0.13 |
| BANK OF NOVA SCOTIA FRN SFRIX+54.5 03/02/2026 (THE BANK OF NOVA SCOTIA) | Long | Debt | CA | $3M | – | 0.55 |
| BANK OF NOVA SCOTIA FRN SFRIX+90 04/11/2025 (THE BANK OF NOVA SCOTIA) | Long | Debt | CA | $1M | – | 0.24 |
| BANK OF NOVA SCOTIA FRN SOFR+ 01/10/2025 (THE BANK OF NOVA SCOTIA) | Long | Debt | CA | $1M | – | 0.21 |
| BANK OF NOVA SCOTIA FRN SOFR+108 08/01/2029 (THE BANK OF NOVA SCOTIA) | Long | Debt | CA | $1M | – | 0.21 |
| BANK OF NOVA SCOTIA FRN SOFR+38 07/31/2024 (THE BANK OF NOVA SCOTIA) | Long | Debt | CA | $810K | – | 0.17 |
| BANQUE FED CRED MUTUEL PARIS FRN SOFR+113 01/23/2027 144A | Long | Debt | FR | $708K | – | 0.15 |
| BANQUE FED CRED MUTUEL PARIS FRN SOFR+41 02/04/2025 144A | Long | Debt | FR | $1M | – | 0.28 |
| BANQUE FED CRED MUTUEL PARIS FRN VAR 07/13/2026 144A | Long | Debt | FR | $813K | – | 0.17 |
| BARCLAYS PLC FRN SOFR+149 03/12/2028 | Long | Debt | GB | $3M | – | 0.67 |
| BARCLAYS PLC FRN SOFR+188 09/13/2027 | Long | Debt | GB | $816K | – | 0.17 |
| BMW US CAPITAL LLC FRN SFRIX+38 08/12/2024 144A | Long | Debt | US | $2M | – | 0.41 |
| BMW US CAPITAL LLC FRN SFRIX+84 04/01/2025 144A | Long | Debt | US | $7M | – | 1.48 |
| BMW US CAPITAL LLC FRN VAR 08/11/2025 144A | Long | Debt | US | $702K | – | 0.15 |
| BPCE SA FRN SFRIX+198 10/19/2027 144A | Long | Debt | FR | $612K | – | 0.13 |
| BPCE SA FRN SOFR+ 09/25/2025 144A | Long | Debt | FR | $1M | – | 0.24 |
| BPCE SA FRN SOFR+57 01/14/2025 144A | Long | Debt | FR | $1M | – | 0.23 |
| BRISTOL-MYERS SQUIBB CO FRN SOFR+49 02/20/2026 | Long | Debt | US | $2M | – | 0.35 |
| CANADIAN IMPERIAL BK OF COMM FRN SOFR+122 10/02/2026 (CANADIAN IMPERIAL BANK OF COMMERCE) | Long | Debt | CA | $507K | – | 0.11 |
| CANADIAN IMPERIAL BK OF COMM FRN SOFR+42 10/18/2024 (CANADIAN IMPERIAL BANK OF COMMERCE) | Long | Debt | CA | $1M | – | 0.30 |
| CANADIAN IMPERIAL BK OF COMM FRN SOFR+94 04/07/2025 (CANADIAN IMPERIAL BANK OF COMMERCE) | Long | Debt | CA | $4M | – | 0.91 |
| CATERPILLAR FINL SVCS CORP FRN SOFR+27 09/13/2024 | Long | Debt | US | $2M | – | 0.48 |
| CATERPILLAR FINL SVCS CORP FRN SOFR+45.5 08/11/2025 | Long | Debt | US | $301K | – | 0.06 |
| CATERPILLAR FINL SVCS CORP FRN SOFR+46 02/27/2026 | Long | Debt | US | $502K | – | 0.11 |
| CATERPILLAR FINL SVCS CORP FRN VAR SOFR 06/13/2025 | Long | Debt | US | $7M | – | 1.49 |
| CITIBANK NA FRN SFRIX+ 12/04/2026 (CITIBANK, N.A.) | Long | Debt | US | $608K | – | 0.13 |
| CITIBANK NA FRN SOFR+80.5 09/29/2025 (CITIBANK, N.A.) | Long | Debt | US | $6M | – | 1.27 |
| CITIGROUP INC FRN SOFR+ 02/24/2028 | Long | Debt | US | $1M | – | 0.26 |
| CITIGROUP INC FRN SOFR+152.8 03/17/2026 | Long | Debt | US | $1M | – | 0.24 |
| CITIGROUP INC FRN SOFR+69.4 01/25/2026 | Long | Debt | US | $3M | – | 0.59 |
| CITIGROUP INC FRN SOFR+77 06/09/2027 | Long | Debt | US | $1M | – | 0.21 |
| CITIGROUP INC FRN TSFR3M+151.161 07/01/2026 | Long | Debt | US | $1M | – | 0.28 |
| COMMONWEALTH BANK AUSTRALIA FRN SOFR+40 07/07/2025 144A | Long | Debt | AU | $3M | – | 0.58 |
| COMMONWEALTH BANK AUSTRALIA FRN SOFR+52 06/15/2026 144A | Long | Debt | AU | $2M | – | 0.49 |
| COMMONWEALTH BANK AUSTRALIA FRN SOFR+63 01/10/2025 144A | Long | Debt | AU | $1M | – | 0.21 |
| COMMONWEALTH BANK AUSTRALIA FRN SOFR+63 09/12/2025 144A | Long | Debt | AU | $1M | – | 0.21 |
| COMMONWEALTH BANK AUSTRALIA FRN SOFR+74 03/14/2025 144A | Long | Debt | AU | $1M | – | 0.28 |
| COMMONWEALTH BANK AUSTRALIA FRN SOFR+75 03/13/2026 144A | Long | Debt | AU | $1M | – | 0.26 |
| COMMONWEALTH BANK AUSTRALIA FRN SOFR+97 03/14/2027 144A | Long | Debt | AU | $808K | – | 0.17 |
| COMMONWEALTH BANK AUSTRALIA FRN TSFR3M+108.161 06/04/2024 144A | Long | Debt | AU | $103K | – | 0.02 |
| COREBRIDGE GLOBAL FUNDING FRN SOFR+130 09/25/2026 144A | Long | Debt | US | $1M | – | 0.28 |
| CREDIT AGRICOLE SA FRN SOFR+87 03/11/2027 144A | Long | Debt | FR | $2M | – | 0.32 |
| CREDIT AGRICOLE SA LONDON BRH FRN SOFR+ 07/05/2026 144A | Long | Debt | FR | $1M | – | 0.26 |
| CREDIT SUISSE AG NY BRNCH FRN SFRIX+126 02/21/2025 | Long | Debt | US | $502K | – | 0.11 |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC FRN SOFR+75 12/13/2024 144A | Long | Debt | US | $1M | – | 0.21 |
| DEERE JOHN CAPITAL CORP FRN SOFR+ 03/06/2026 | Long | Debt | US | $2M | – | 0.34 |
| DEERE JOHN CAPITAL CORP FRN SOFR+ 10/22/2025 | Long | Debt | US | $2M | – | 0.43 |
| DEERE JOHN CAPITAL CORP FRN SOFR+20 10/11/2024 | Long | Debt | US | $2M | – | 0.39 |
| DEERE JOHN CAPITAL CORP FRN SOFR+57 03/03/2026 | Long | Debt | US | $502K | – | 0.11 |
| DEERE JOHN CAPITAL CORP FRN SOFR+79 06/08/2026 | Long | Debt | US | $4M | – | 0.82 |
| DEUTSCHE BANK AG NEW YORK BNCH FRN SOFR+121.9 11/16/2027 | Long | Debt | US | $895K | – | 0.19 |
| Fidelity Cash Central Fund (Fidelity Revere Street Trust) | Long | Short-term investment vehicle | US | $18M | 18M | 3.81 |
| GA GLOBAL FUNDING TRUST FRN SOFR+ 04/11/2025 144A | Long | Debt | US | $502K | – | 0.11 |
| GENERAL ELECTRIC CO FRN TSFR3M+64.161 05/05/2026 | Long | Debt | US | $3M | – | 0.60 |
| GENERAL MTRS FINL CO INC FRN SFRIX+ 05/08/2027 | Long | Debt | US | $1M | – | 0.30 |
| GENERAL MTRS FINL CO INC FRN SFRIX+130 04/07/2025 | Long | Debt | US | $2M | – | 0.34 |
| GENERAL MTRS FINL CO INC FRN SOFR+ 02/26/2027 | Long | Debt | US | $405K | – | 0.09 |
| GENERAL MTRS FINL CO INC FRN SOFR+62 10/15/2024 | Long | Debt | US | $620K | – | 0.13 |
| GLENCORE FDG LLC FRN SFRIX+106 04/04/2027 144A | Long | Debt | US | $1M | – | 0.26 |
| GOLDMAN SACHS GROUP INC (THE) FRN SOFR+ 02/24/2028 | Long | Debt | US | $505K | – | 0.11 |
| GOLDMAN SACHS GROUP INC (THE) FRN SOFR+0 03/15/2028 | Long | Debt | US | $2M | – | 0.33 |
| GOLDMAN SACHS GROUP INC (THE) FRN SOFR+106.5 08/10/2026 | Long | Debt | US | $3M | – | 0.58 |
| GOLDMAN SACHS GROUP INC (THE) FRN SOFR+49 10/21/2024 | Long | Debt | US | $500K | – | 0.11 |
| GOLDMAN SACHS GROUP INC (THE) FRN SOFR+50 09/10/2024 | Long | Debt | US | $2M | – | 0.39 |
| GOLDMAN SACHS GROUP INC (THE) FRN SOFR+79 12/09/2026 | Long | Debt | US | $5M | – | 1.01 |
| GOLDMAN SACHS GROUP INC (THE) FRN SOFR+81 03/09/2027 | Long | Debt | US | $50K | – | 0.01 |
| GOLDMAN SACHS GROUP INC (THE) FRN SOFR+82 09/10/2027 | Long | Debt | US | $2M | – | 0.38 |
| GOLDMAN SACHS GROUP INC (THE) FRN SOFR+92 10/21/2027 | Long | Debt | US | $2M | – | 0.47 |
| GOLDMAN SACHS GROUP INC (THE) FRN TSFR3M+143.161 05/15/2026 | Long | Debt | US | $2M | – | 0.41 |
| GOLDMAN SACHS GROUP INC (THE) FRN TSFR3M+201.161 10/28/2027 | Long | Debt | US | $371K | – | 0.08 |
| HSBC HOLDINGS PLC FRN SOFR+143 03/10/2026 | Long | Debt | GB | $2M | – | 0.41 |
| HSBC HOLDINGS PLC FRN SOFR+157 08/14/2027 | Long | Debt | GB | $2M | – | 0.39 |
| HSBC HOLDINGS PLC FRN TSFR3M+164.161 09/12/2026 | Long | Debt | GB | $506K | – | 0.11 |
| HSBC USA INC FRN SFRIX+96 03/04/2027 | Long | Debt | US | $4M | – | 0.75 |
| HYUNDAI CAP AMER FRN SOFR+104 03/19/2027 144A (HYUNDAI CAPITAL AMERICA) | Long | Debt | US | $1M | – | 0.28 |
| HYUNDAI CAP AMER FRN SOFR+132 11/03/2025 144A (HYUNDAI CAPITAL AMERICA) | Long | Debt | US | $2M | – | 0.32 |
| HYUNDAI CAP AMER FRN SOFR+150 01/08/2027 144A (HYUNDAI CAPITAL AMERICA) | Long | Debt | US | $912K | – | 0.20 |
| ING GROEP NV FRN SFRIX+101 04/01/2027 | Long | Debt | NL | $201K | – | 0.04 |
| ING GROEP NV FRN SFRIX+164 03/28/2026 | Long | Debt | NL | $2M | – | 0.35 |
| ING GROEP NV FRN SOFR+156 09/11/2027 | Long | Debt | NL | $3M | – | 0.54 |
| JACKSON NATL LIFE GLOBAL FDG FRN SOFR+115 6/28/24 144A | Long | Debt | US | $2M | – | 0.39 |
| JPMORGAN CHASE and CO FRN SOFR+118 02/24/2028 | Long | Debt | US | $709K | – | 0.15 |
| JPMORGAN CHASE and CO FRN SOFR+120 01/23/2028 | Long | Debt | US | $405K | – | 0.09 |
| JPMORGAN CHASE and CO FRN SOFR+132 04/26/2026 | Long | Debt | US | $2M | – | 0.41 |
| JPMORGAN CHASE and CO FRN SOFR+53.5 06/01/2025 | Long | Debt | US | $2M | – | 0.39 |
| JPMORGAN CHASE and CO FRN SOFR+58 06/23/2025 | Long | Debt | US | $600K | – | 0.13 |
| JPMORGAN CHASE and CO FRN SOFR+76.5 09/22/2027 | Long | Debt | US | $1M | – | 0.30 |
| JPMORGAN CHASE and CO FRN SOFR+88.5 04/22/2027 | Long | Debt | US | $1M | – | 0.22 |
| JPMORGAN CHASE and CO FRN SOFR+92 04/22/2028 | Long | Debt | US | $1M | – | 0.22 |
| JPMORGAN CHASE and CO FRN SOFR+97 06/14/2025 | Long | Debt | US | $2M | – | 0.32 |
| JPMORGAN CHASE and CO FRN VAR 02/24/2026 | Long | Debt | US | $5M | – | 1.14 |
| JPMORGAN CHASE and CO FRN VAR 12/10/2025 | Long | Debt | US | $2M | – | 0.42 |
| JPMORGAN CHASE BANK NA FRN SFRIX+100 12/08/2026 (JPMORGAN CHASE BANK NA NEW YORK NY) | Long | Debt | US | $2M | – | 0.37 |
| KEURIG DR PEPPER INC FRN SFRIX+88 03/15/2027 | Long | Debt | US | $1M | – | 0.22 |
| KEYBANK NATL ASSN FRN SOFR+32 06/14/2024 | Long | Debt | US | $600K | – | 0.13 |
| LLOYDS BANKING GROUP PLC FRN SFRIX+156 08/07/2027 | Long | Debt | GB | $2M | – | 0.33 |
| LLOYDS BANKING GROUP PLC FRN SFRIX+158 01/05/2028 | Long | Debt | GB | $913K | – | 0.20 |
| MACQUARIE BANK LTD FRN SFRIX+ 12/07/2026 144A | Long | Debt | AU | $608K | – | 0.13 |
| MACQUARIE BANK LTD FRN SOFR+ 03/21/2025 144A | Long | Debt | AU | $1M | – | 0.30 |
| MACQUARIE BANK LTD FRN SOFR+124 06/15/2026 144A | Long | Debt | AU | $506K | – | 0.11 |
| MACQUARIE GROUP LTD FRN SOFR+71 10/14/2025 144A | Long | Debt | AU | $4M | – | 0.76 |
| MASSMUTUAL GLOBAL FDG II FRN SOFR+ 01/29/2027 144A | Long | Debt | US | $1M | – | 0.26 |
| MASSMUTUAL GLOBAL FDG II FRN SOFR+ 03/21/2025 144A | Long | Debt | US | $1M | – | 0.26 |
| MASSMUTUAL GLOBAL FDG II FRN SOFR+ 07/10/2026 144A | Long | Debt | US | $202K | – | 0.04 |
| MASSMUTUAL GLOBAL FDG II FRN SOFR+27 10/21/2024 144A | Long | Debt | US | $600K | – | 0.13 |
| MASSMUTUAL GLOBAL FDG II FRN SOFR+74 04/09/2027 144A | Long | Debt | US | $2M | – | 0.32 |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC FRN SOFR+ 03/30/2025 144A | Long | Debt | US | $302K | – | 0.06 |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC FRN SOFR+57 08/01/2025 144A | Long | Debt | US | $1M | – | 0.28 |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC FRN SOFR+67 01/09/2026 144A | Long | Debt | US | $2M | – | 0.32 |
| METROPOLITAN LIFE GLBL FDG I FRN SFRIX+ 03/21/2025 144A (METROPOLITAN LIFE GLOBAL FUNDING I) | Long | Debt | US | $402K | – | 0.09 |
| MITSUBISHI UFJ FIN GRP INC FRN SOFR+138.5 09/12/2025 (MITSUBISHI UFJ FINANCIAL GROUP INC) | Long | Debt | JP | $3M | – | 0.67 |
| MITSUBISHI UFJ FIN GRP INC FRN SOFR+144 04/17/2026 (MITSUBISHI UFJ FINANCIAL GROUP INC) | Long | Debt | JP | $1M | – | 0.24 |
| MITSUBISHI UFJ FIN GRP INC FRN SOFR+165 07/18/2025 (MITSUBISHI UFJ FINANCIAL GROUP INC) | Long | Debt | JP | $1M | – | 0.21 |
| MITSUBISHI UFJ FIN GRP INC FRN SOFR+94 02/20/2026 (MITSUBISHI UFJ FINANCIAL GROUP INC) | Long | Debt | JP | $802K | – | 0.17 |
| MIZUHO FINL GROUP INC FRN SOFR+96 05/22/2026 (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $2M | – | 0.47 |
| MORGAN STANLEY BK NA SALT LAKE FRN SOFR+108 01/14/2028 | Long | Debt | US | $1M | – | 0.28 |
| MORGAN STANLEY BK NA SALT LAKE FRN SOFR+116.5 10/30/2026 | Long | Debt | US | $609K | – | 0.13 |
| MORGAN STANLEY BK NA SALT LAKE FRN SOFR+78 07/16/2025 | Long | Debt | US | $2M | – | 0.39 |
| MORGAN STANLEY FRN SOFR+ 02/18/2026 | Long | Debt | US | $8M | – | 1.65 |
| MORGAN STANLEY FRN SOFR+102 04/13/2028 | Long | Debt | US | $3M | – | 0.65 |
| NATIONAL AUSTRALIA BANK LTD FRN SOFR+ 01/12/2025 144A | Long | Debt | AU | $3M | – | 0.57 |
| NATIONAL AUSTRALIA BANK LTD FRN SOFR+ 01/12/2027 144A | Long | Debt | AU | $902K | – | 0.19 |
| NATIONAL AUSTRALIA BANK LTD FRN SOFR+65 12/10/2025 144A | Long | Debt | AU | $3M | – | 0.54 |
| NATIONAL AUSTRALIA BANK LTD FRN SOFR+76 05/13/2025 144A | Long | Debt | AU | $5M | – | 1.05 |
| NATIONAL AUSTRALIA BANK LTD NEW YORK BRH FRN SOFR+86 06/09/2025 144A (NATIONAL AUSTRALIA BANK LTD NEW YORK BRANCH) | Long | Debt | US | $402K | – | 0.09 |
| NATIONAL BANK OF CANADA FRN SOFR+49 08/06/2024 | Long | Debt | CA | $300K | – | 0.06 |
| NATIONAL RURAL UTL COOP FIN FRN SOFR+ 02/05/2027 (NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP) | Long | Debt | US | $805K | – | 0.17 |
| NATIONAL RURAL UTL COOP FIN FRN SOFR+33 10/18/2024 (NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP) | Long | Debt | US | $760K | – | 0.16 |
| NATIONWIDE BUILDING SOC(UNGTD) FRN SOFR+129 02/16/2028 144A (NATIONWIDE BUILDING SOCIETY) | Long | Debt | GB | $704K | – | 0.15 |
| NATWEST GROUP PLC FRN SOFR+125 03/01/2028 | Long | Debt | GB | $1M | – | 0.28 |
| NATWEST MARKETS PLC FRN SOFR+53 08/12/2024 144A | Long | Debt | GB | $1M | – | 0.21 |
| NATWEST MARKETS PLC FRN SOFR+76 09/29/2026 144A | Long | Debt | GB | $651K | – | 0.14 |
| NATWEST MARKETS PLC FRN VAR 05/17/2029 144A | Long | Debt | GB | $1M | – | 0.21 |
| NEW YORK LIFE GLOBAL FDG (CDA) FRN SFRIX+ 04/02/2026 144A | Long | Debt | US | $606K | – | 0.13 |
| NEW YORK LIFE GLOBAL FDG (CDA) FRN SOFR+ 05/02/2025 144A | Long | Debt | US | $2M | – | 0.36 |
| NEW YORK LIFE GLOBAL FDG FRN SFRIX+ 01/14/2025 144A | Long | Debt | US | $2M | – | 0.42 |
| NEW YORK LIFE GLOBAL FDG FRN SFRIX+61 04/21/2025 144A | Long | Debt | US | $602K | – | 0.13 |
| NEW YORK LIFE GLOBAL FDG FRN SOFR+48 06/09/2026 144A | Long | Debt | US | $2M | – | 0.39 |
| NEW YORK LIFE GLOBAL FDG FRN SOFR+67 04/02/2027 144A | Long | Debt | US | $2M | – | 0.32 |
| NEW YORK LIFE GLOBAL FDG FRN SOFR+70 06/13/2025 144A | Long | Debt | US | $1M | – | 0.30 |
| NEXTERA ENERGY CAP HLDGS INC FRN SFRIX+76 01/29/2026 | Long | Debt | US | $2M | – | 0.41 |
| NORDEA BANK ABP FRN SOFR+74 03/19/2027 144A | Long | Debt | FI | $1M | – | 0.24 |
| NORDEA BANK ABP FRN SOFR+96 06/06/2025 144A | Long | Debt | FI | $201K | – | 0.04 |
| PACIFIC LIFE GF II FRN SFRIX+105 07/28/2026 144A (PACIFIC LIFE GLOBAL FUNDING II) | Long | Debt | US | $908K | – | 0.19 |
| PACIFIC LIFE GF II FRN SFRIX+86 06/16/2025 144A (PACIFIC LIFE GLOBAL FUNDING II) | Long | Debt | US | $1M | – | 0.22 |
| PACIFIC LIFE GF II FRN SOFR+62 06/04/2026 144A (PACIFIC LIFE GLOBAL FUNDING II) | Long | Debt | US | $4M | – | 0.76 |
| PEPSICO INC FRN SFRIX+40 02/13/2026 | Long | Debt | US | $1M | – | 0.28 |
| PEPSICO SINGAPORE FINANCING I PTE LTD FRN SFRIX+ 02/16/2027 | Long | Debt | SG | $803K | – | 0.17 |
| PRINCIPAL LIFE GLOBAL FDG II FRN SOFR+90 08/28/2025 144A | Long | Debt | US | $1M | – | 0.24 |
| PROTECTIVE LIFE GLOBAL FUNDING FRN SOFR+105 12/11/2024 144A | Long | Debt | US | $803K | – | 0.17 |
| PROTECTIVE LIFE GLOBAL FUNDING FRN SOFR+98 03/28/2025 144A | Long | Debt | US | $201K | – | 0.04 |
| PUBLIC STORAGE FRN SFRIX+60 07/25/2025 | Long | Debt | US | $902K | – | 0.19 |
| RABOBANK NEDERLAND NY BRH FRN SFRIX+ 01/09/2026 (RABOBANK NEDERLAND NEW YORK BRH) | Long | Debt | US | $3M | – | 0.60 |
| RABOBANK NEDERLAND NY BRH FRN SFRIX+ 01/10/2025 (RABOBANK NEDERLAND NEW YORK BRH) | Long | Debt | US | $930K | – | 0.20 |
| RABOBANK NEDERLAND NY BRH FRN SFRIX+70 07/18/2025 (RABOBANK NEDERLAND NEW YORK BRH) | Long | Debt | US | $602K | – | 0.13 |
| RABOBANK NEDERLAND NY BRH FRN SFRIX+71 03/05/2027 (RABOBANK NEDERLAND NEW YORK BRH) | Long | Debt | US | $1M | – | 0.21 |
| RABOBANK NEDERLAND NY BRH FRN SFRIX+90 10/05/2026 (RABOBANK NEDERLAND NEW YORK BRH) | Long | Debt | US | $2M | – | 0.41 |
| ROCHE HLDGS INC FRN SOFR+ 03/10/2025 144A | Long | Debt | US | $1M | – | 0.30 |
| ROCHE HLDGS INC FRN SOFR+74 11/13/2026 144A | Long | Debt | US | $504K | – | 0.11 |
| ROYAL BANK OF CANADA FRN SFRIX+1.08% 01/12/2026 | Long | Debt | CA | $404K | – | 0.09 |
| ROYAL BANK OF CANADA FRN SFRIX+34 10/07/2024 | Long | Debt | CA | $1M | – | 0.25 |
| ROYAL BANK OF CANADA FRN SFRIX+36 07/29/2024 | Long | Debt | CA | $1M | – | 0.21 |
| ROYAL BANK OF CANADA FRN SFRIX+52.5 01/20/2026 | Long | Debt | CA | $2M | – | 0.53 |
| ROYAL BANK OF CANADA FRN SFRIX+57 04/27/2026 | Long | Debt | CA | $400K | – | 0.09 |
| ROYAL BANK OF CANADA FRN SFRIX+59 11/02/2026 | Long | Debt | CA | $830K | – | 0.18 |
| ROYAL BANK OF CANADA FRN SFRIX+71 01/21/2027 | Long | Debt | CA | $2M | – | 0.41 |
| ROYAL BANK OF CANADA FRN SOFR+ 01/19/2027 | Long | Debt | CA | $2M | – | 0.32 |
| ROYAL BANK OF CANADA SFRIX+84 04/14/2025 | Long | Debt | CA | $4M | – | 0.75 |
| SCHWAB CHARLES CORP FRN SFRIX+105 03/03/2027 | Long | Debt | US | $1M | – | 0.26 |
| SCHWAB CHARLES CORP FRN SFRIX+52 05/13/2026 | Long | Debt | US | $2M | – | 0.40 |
| SKANDINAVISKA ENSKILDA BANKEN FRN SOFR+89 03/05/2027 144A | Long | Debt | SE | $2M | – | 0.32 |
| SOCIETE GENERALE FRANCE FRN SOFR+105 01/21/2026 144A | Long | Debt | FR | $2M | – | 0.33 |
| STANDARD CHARTERED PLC FRN SOFR+117 05/14/2028 144A | Long | Debt | GB | $2M | – | 0.32 |
| STANDARD CHARTERED PLC FRN SOFR+174 03/30/2026 144A | Long | Debt | GB | $977K | – | 0.21 |
| STANDARD CHARTERED PLC FRN SOFR+193 07/06/2027 144A | Long | Debt | GB | $1M | – | 0.22 |
| STANDARD CHARTERED PLC FRN SOFR+203 02/08/2028 144A | Long | Debt | GB | $2M | – | 0.35 |
| STANDARD CHARTERED PLC FRN SOFR+93 11/23/2025 144A | Long | Debt | GB | $1M | – | 0.21 |
| STATE STREET CORP FRN SFRIX+84.5 08/03/2026 | Long | Debt | US | $804K | – | 0.17 |
| SUMITOMO MITSUI FINL GRP INC FRN SOFR+130 07/13/2026 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $1M | – | 0.22 |
| SUMITOMO MITSUI FINL GRP INC FRN SOFR+143 01/13/2026 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $2M | – | 0.48 |
| SUMITOMO MITSUI FINL GRP INC FRN SOFR+88 01/14/2027 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $877K | – | 0.19 |
| SUMITOMO MITSUI TRUST BANK LTD FRN SOFR+112 03/09/2026 144A | Long | Debt | JP | $2M | – | 0.35 |
| SUMITOMO MITSUI TRUST BANK LTD FRN SOFR+115 09/14/2026 144A | Long | Debt | JP | $1M | – | 0.28 |
| SUMITOMO MITSUI TRUST BANK LTD FRN SOFR+44 09/16/2024 144A | Long | Debt | JP | $801K | – | 0.17 |
| SVENSKA HANDELSBANKEN AB FRN SFRIX+125 06/15/2026 144A | Long | Debt | SE | $507K | – | 0.11 |
| SVENSKA HANDELSBANKEN AB FRN SFRIX+91 06/10/2025 144A | Long | Debt | SE | $905K | – | 0.19 |
| SWEDBANK AB FRN SFRIX+138 06/15/2026 144A | Long | Debt | SE | $1M | – | 0.22 |
| SWEDBANK AB FRN SFRIX+91 04/04/2025 144A | Long | Debt | SE | $904K | – | 0.19 |
| TORONTO DOMINION BANK FRN SOFR+ 01/10/2025 (THE TORONTO DOMINION BANK) | Long | Debt | CA | $1M | – | 0.31 |
| TORONTO DOMINION BANK FRN SOFR+1.08 07/17/2026 (THE TORONTO DOMINION BANK) | Long | Debt | CA | $1M | – | 0.24 |
| TORONTO DOMINION BANK FRN SOFR+102 06/06/2025 (THE TORONTO DOMINION BANK) | Long | Debt | CA | $1M | – | 0.30 |
| TORONTO DOMINION BANK FRN SOFR+35 09/10/2024 (THE TORONTO DOMINION BANK) | Long | Debt | CA | $2M | – | 0.49 |
| TORONTO DOMINION BANK FRN SOFR+59 09/10/2026 (THE TORONTO DOMINION BANK) | Long | Debt | CA | $1M | – | 0.24 |
| TORONTO DOMINION BANK FRN SOFR+73 04/05/2027 (THE TORONTO DOMINION BANK) | Long | Debt | CA | $2M | – | 0.36 |
| TOYOTA MOTOR CREDIT CORP FRN SFRIX+26 06/18/2024 | Long | Debt | US | $1M | – | 0.28 |
| TOYOTA MOTOR CREDIT CORP FRN SOFR+ 03/19/2027 | Long | Debt | US | $1M | – | 0.21 |
| TOYOTA MOTOR CREDIT CORP FRN SOFR+29 09/13/2024 | Long | Debt | US | $2M | – | 0.41 |
| TOYOTA MOTOR CREDIT CORP FRN SOFR+32 01/13/2025 | Long | Debt | US | $1M | – | 0.25 |
| TOYOTA MOTOR CREDIT CORP FRN SOFR+45 05/15/2026 | Long | Debt | US | $1M | – | 0.21 |
| TOYOTA MOTOR CREDIT CORP FRN SOFR+56 01/10/2025 | Long | Debt | US | $601K | – | 0.13 |
| TOYOTA MOTOR CREDIT CORP FRN SOFR+65 09/11/2025 | Long | Debt | US | $703K | – | 0.15 |
| TOYOTA MOTOR CREDIT CORP FRN SOFR+89 05/18/2026 | Long | Debt | US | $1M | – | 0.29 |
| TRANSCANADA PIPELINES LTD FRN SFRIX+152 03/09/2026 | Long | Debt | CA | $1M | – | 0.21 |
| TRUIST FINANCIAL CORP FRN SOFR+40 06/09/2025 | Long | Debt | US | $3M | – | 0.55 |
| UBS AG LON BRANCH FRN SOFR+45 08/09/2024 144A (UBS AG LONDN BRANCH) | Long | Debt | GB | $2M | – | 0.53 |
| UBS AG LON BRANCH FRN SOFR+47 01/13/2025 144A (UBS AG LONDN BRANCH) | Long | Debt | GB | $800K | – | 0.17 |
| UBS AG LON BRANCH FRN SOFR+93 09/11/2025 (UBS AG LONDN BRANCH) | Long | Debt | GB | $5M | – | 1.16 |
| UBS GROUP AG FRN SOFR+158 05/12/2026 144A | Long | Debt | CH | $705K | – | 0.15 |
| UNITED STATES TREASURY BOND 5.375% 02/15/2031 | Long | Debt | US | $844K | – | 0.18 |
| UST NOTES 1.25% 08/15/2031 | Long | Debt | US | $3M | – | 0.61 |
| UST NOTES 1.375% 11/15/2031 | Long | Debt | US | $7M | – | 1.39 |
| UST NOTES 1.625% 05/15/2031 | Long | Debt | US | $4M | – | 0.85 |
| UST NOTES 1.875% 02/15/2032 | Long | Debt | US | $3M | – | 0.69 |
| UST NOTES 2.75% 08/15/2032 | Long | Debt | US | $4M | – | 0.90 |
| UST NOTES 2.875% 05/15/2032 | Long | Debt | US | $4M | – | 0.94 |
| UST NOTES 3.375% 05/15/2033 | Long | Debt | US | $5M | – | 1.13 |
| UST NOTES 3.5% 02/15/2033 | Long | Debt | US | $2M | – | 0.50 |
| UST NOTES 3.875% 08/15/2033 | Long | Debt | US | $4M | – | 0.86 |
| UST NOTES 4.125% 11/15/2032 | Long | Debt | US | $7M | – | 1.40 |
| UST NOTES 4.5% 11/15/2033 | Long | Debt | US | $8M | – | 1.63 |
| UST NOTES 4% 02/15/2034 | Long | Debt | US | $5M | – | 0.99 |
| VERIZON COMMUNICATIONS INC FRN SFRIX+79 03/20/2026 | Long | Debt | US | $1M | – | 0.30 |
| VERIZON COMMUNICATIONS INC FRN TSFR3M+136.161 05/15/2025 | Long | Debt | US | $3M | – | 0.59 |
| VOLKSWAGEN GROUP AMER FIN LLC FRN SOFR+93 09/12/2025 144A | Long | Debt | US | $603K | – | 0.13 |
| VOLKSWAGEN GROUP AMER FIN LLC FRN SOFR+95 06/07/2024 144A | Long | Debt | US | $400K | – | 0.09 |
| WELLS FARGO and CO NEW FRN SOFR+107 04/22/2028 | Long | Debt | US | $2M | – | 0.52 |
| WELLS FARGO and CO NEW FRN SOFR+132 04/25/2026 | Long | Debt | US | $3M | – | 0.72 |
| WELLS FARGO BK NATL ASSN FRN SOFR+106 08/07/2026 (WELLS FARGO BANK NATIONAL ASSOCIATION) | Long | Debt | US | $2M | – | 0.48 |
| WELLS FARGO BK NATL ASSN FRN SOFR+80 08/01/2025 (WELLS FARGO BANK NATIONAL ASSOCIATION) | Long | Debt | US | $1M | – | 0.26 |
| WELLS FARGO BK NATL ASSN FRN VAR SOFR 12/11/2026 (WELLS FARGO BANK NATIONAL ASSOCIATION) | Long | Debt | US | $608K | – | 0.13 |
| WESTPAC BANKING CORP FRN SOFR+ 11/17/2025 | Long | Debt | AU | $2M | – | 0.32 |
| WESTPAC BANKING CORP FRN SOFR+0 04/16/2026 | Long | Debt | AU | $2M | – | 0.34 |
| WESTPAC BANKING CORP FRN SOFR+100 08/26/2025 | Long | Debt | AU | $2M | – | 0.32 |
| WESTPAC BANKING CORP FRN SOFR+30 11/18/2024 | Long | Debt | AU | $200K | – | 0.04 |
| WESTPAC BANKING CORP FRN SOFR+52 06/03/2026 | Long | Debt | AU | $861K | – | 0.18 |
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