Mutual Fund Database

Fidelity Group of Funds > Fidelity Merrimack Street Trust

Fidelity Investment Grade Bond ETF

Exchange-Traded Fund
Series ID: S000071131
LEI: 549300X4MUYWBSV82480
SEC CIK: 1562565
$14.13M Avg Monthly Net Assets
$99.29M Total Assets
$23.73M Total Liabilities
$75.57M Net Assets
Fidelity Investment Grade 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 $14.13M. On July 26th, 2024 it reported 338 holdings, the largest being Fidelity Revere Street Trust (15.3%), UST NOTES (6.1%) and UST NOTES (4.3%). Data provided by Fincoded.

Share Classes

Name Class/Contract ID Exchange Ticker Monthly Returns (2 years)
Fidelity Investment Grade Bond ETF C000225826 ARCX FIGB May 22Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 244.73% (Max)-4.52% (Min)

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
AASET 2021-1 TR 2.95% 11/16/2041 144A Long ABS-collateralized bond/debt obligation US $154K – 0.20
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3% 10/29/2028 Long Debt IE $195K – 0.26
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.1% 01/15/2027 Long Debt IE $152K – 0.20
AES CORP 2.45% 01/15/2031 Long Debt US $111K – 0.15
AES CORP 3.95% 07/15/2030 144A Long Debt US $153K – 0.20
AGREE LP 5.625% 06/15/2034 Long Debt US $81K – 0.11
AIMCO CLO 21 LTD / AIMCO CLO 21 LLC TSFR3M+0 04/18/2037 144A Long ABS-collateralized bond/debt obligation JE $250K – 0.33
AIMCO CLO 22 LTD / AIMCO CLO 22 LLC TSFR3M+150 04/25/2037 144A Long ABS-collateralized bond/debt obligation JE $251K – 0.33
AIMCO CLO SER 2018-B / AIMCO CLO SER 2018-B LLC TSFR3M+150 04/16/2037 144A Long ABS-collateralized bond/debt obligation KY $251K – 0.33
AIMCO CLO SERIE 2015-AA AR2 TSFR3M+140.161 10/17/2034 144A (AIMCO CLO SERIES 2015-A) Long ABS-collateralized bond/debt obligation KY $250K – 0.33
ALLY FINL INC 2.2% 11/02/2028 (ALLY FINANCIAL INC) Long Debt US $9K – 0.01
ALLY FINL INC 6.992%/VAR 06/13/2029 (ALLY FINANCIAL INC) Long Debt US $99K – 0.13
ALLY FINL INC 7.1% 11/15/2027 (ALLY FINANCIAL INC) Long Debt US $102K – 0.13
ALLY FINL INC 8% 11/01/2031 (ALLY FINANCIAL INC) Long Debt US $49K – 0.07
AMERICAN HOMES 4 RENT LP 2.375% 07/15/2031 Long Debt US $807.78 – 0.00
AMERICAN HOMES 4 RENT LP 3.375% 07/15/2051 Long Debt US $1K – 0.00
AMERICAN HOMES 4 RENT LP 3.625% 04/15/2032 Long Debt US $3K – 0.00
AMERICAN HOMES 4 RENT LP 4.3% 04/15/2052 Long Debt US $2K – 0.00
AMGEN INC 5.15% 03/02/2028 Long Debt US $7K – 0.01
AMGEN INC 5.25% 03/02/2030 Long Debt US $135K – 0.18
AMGEN INC 5.25% 03/02/2033 Long Debt US $138K – 0.18
AMGEN INC 5.6% 03/02/2043 Long Debt US $7K – 0.01
AMGEN INC 5.65% 03/02/2053 Long Debt US $3K – 0.00
AMGEN INC 5.75% 03/02/2063 Long Debt US $6K – 0.01
ARES CAPITAL CORP 3.875% 01/15/2026 Long Debt US $127K – 0.17
AT and T INC 2.55% 12/01/2033 Long Debt US $133K – 0.18
AT and T INC 4.3% 02/15/2030 Long Debt US $295K – 0.39
ATHENE GLOBAL FUNDING 5.339% 01/15/2027 144A Long Debt US $63K – 0.08
ATHENE GLOBAL FUNDING 5.583% 01/09/2029 144A Long Debt US $28K – 0.04
AUTOZONE INC 6.25% 11/01/2028 Long Debt US $125K – 0.16
AVOLON HOLDINGS FUNDING LTD 3.95% 07/01/2024 144A Long Debt KY $68K – 0.09
AVOLON HOLDINGS FUNDING LTD 6.375% 05/04/2028 144A Long Debt KY $123K – 0.16
BANK OF AMERICA CORPORATION 2.299%/VAR 07/21/2032 Long Debt US $4K – 0.01
BANK OF AMERICA CORPORATION 4.183% 11/25/2027 Long Debt US $245K – 0.32
BANK OF AMERICA CORPORATION 5.015%/VAR 07/22/2033 Long Debt US $362K – 0.48
BANK OF AMERICA CORPORATION 5.819%/VAR 09/15/2029 Long Debt US $378K – 0.50
BARCLAYS PLC 6.41% 09/13/2029 Long Debt GB $393K – 0.52
BARINGS CLO LTD 2023-IV TSFR3M+175 01/20/2037 144A Long ABS-collateralized bond/debt obligation KY $253K – 0.33
BBCMS MORTGAGE TRUST 2023-C21 A3 CSTR 09/15/2056 Long ABS-mortgage backed security US $15K – 0.02
BLACKBIRD CAP II AIRCRAFT LEASE LTD / BLACKBIRD CAP II AIRCRAFT LEASE US L 2.443% 07/15/2046 144A Long ABS-collateralized bond/debt obligation US $325K – 0.43
BLACKSTONE PRIVATE CREDIT FUND 7.05% 09/29/2025 Long Debt US $8K – 0.01
BLP COML MTG 2024-IND2 A TSFR1M+139.208 03/15/2041 144A (BLP COML MTG 2024-INDS) Long ABS-mortgage backed security US $100K – 0.13
BMP 2024-MF23 TSFR1M+174.142 06/15/2041 144A Long ABS-mortgage backed security US $100K – 0.13
BOEING CO 5.15% 05/01/2030 Long Debt US $332K – 0.44
BPR TRUST 2021-TY TSFR1M+174.77 04/15/2024 144A Long ABS-mortgage backed security US $15K – 0.02
BRANDYWINE OPER PARTNERSHIP LP 8.05% 03/15/2028 Long Debt US $9K – 0.01
BRIXMOR OPERATING PARTNERSHIP LP 4.05% 07/01/2030 Long Debt US $52K – 0.07
BRIXMOR OPERATING PARTNERSHIP LP 5.75% 02/15/2035 Long Debt US $149K – 0.20
BROADCOM INC 2.45% 02/15/2031 144A Long Debt US $278K – 0.37
BRUNSWICK CORP 5.85% 03/18/2029 Long Debt US $100K – 0.13
BX 2024-CNYN B TSFR1M+169.152 04/15/2029 144A Long ABS-mortgage backed security US $100K – 0.13
BX 2024-CNYN TSFR1M+144.188 04/15/2029 144A Long ABS-mortgage backed security US $100K – 0.13
BX COML MTG TR 2023-XL3 A TSFR1M+189.123 12/09/2040 144A Long ABS-mortgage backed security US $101K – 0.13
BX COML MTG TR 2024-MDHS 6.8415% 05/15/2041 144A Long ABS-mortgage backed security US $100K – 0.13
BX COML MTG TR 2024-XL4 A TSFR1M+144.203 02/15/2039 144A Long ABS-mortgage backed security US $99K – 0.13
BX COML MTG TR 2024-XL4 TSFR1M+194.132 02/15/2039 144A Long ABS-mortgage backed security US $98K – 0.13
BX COML MTG TR 2024-XL5 A TSFR1M+139.165 03/15/2039 144A Long ABS-mortgage backed security US $110K – 0.15
BX COML MTG TR 2024-XL5 B TSFR1M+169.12 03/15/2039 144A (BX COML MTG TR 2024-XL4) Long ABS-mortgage backed security US $96K – 0.13
BX COML MTG TR 2024-XL5 C TSFR1M+194.087 03/15/2039 144A (BX COML MTG TR 2024-XL4) Long ABS-mortgage backed security US $96K – 0.13
BX COMMERCIAL MORTGAGE TRUST 2021-PAC B TSFR1M+101.328 21 10/15/2036 144A Long ABS-mortgage backed security US $99K – 0.13
BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+121.308 21 10/15/2036 144A Long ABS-mortgage backed security US $98K – 0.13
BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+80.358 21 10/15/2036 144A Long ABS-mortgage backed security US $99K – 0.13
BX COMMERCIAL MORTGAGE TRUST 22-LP2 B TSFR1M+126.27 02/15/2039 144A (BX COMMERCIAL MORTGAGE TRUST 2021-VINO) Long ABS-mortgage backed security US $107K – 0.14
BX TR 2022-GPA A TSFR1M+221.5 10/15/2039 144A (BX TR 2021-LGCY) Long ABS-mortgage backed security US $99K – 0.13
BX TRUST 0.8% 06/15/2023 144A Long ABS-mortgage backed security US $174K – 0.23
BX TRUST 2022-IND A TSFR1M+139.8 04/15/2024 144A (BX COMMERCIAL MORTGAGE TRUST 2021-SOAR) Long ABS-mortgage backed security US $15K – 0.02
BX TRUST 2022-IND TSFR1M+184.8 04/15/2024 144A Long ABS-mortgage backed security US $7K – 0.01
CAPITAL ONE FINANCIAL CORP 2.359/VAR 07/29/2032 Long Debt US $12K – 0.02
CAPITAL ONE FINANCIAL CORP 3.8% 01/31/2028 Long Debt US $155K – 0.21
CAPITAL ONE FINANCIAL CORP 5.247%/VAR 07/26/2030 Long Debt US $9K – 0.01
CAPITAL ONE FINANCIAL CORP 6.312%/VAR 06/08/2029 Long Debt US $122K – 0.16
CAPITAL ONE FINANCIAL CORP 7.624%/VAR 10/30/2031 Long Debt US $33K – 0.04
CAPITAL ONE FINANCIAL CORP SOFR 4.985%/VAR 07/24/2026 Long Debt US $6K – 0.01
CARRIER GLOBAL CORP 5.9% 03/15/2034 Long Debt US $4K – 0.01
CARRIER GLOBAL CORP 6.2% 03/15/2054 Long Debt US $4K – 0.01
CBRE SERVICES INC 2.5% 04/01/2031 Long Debt US $7K – 0.01
CEDAR FUNDING LTD 2022 TSFR3M+132 04/20/2035 144A Long ABS-collateralized bond/debt obligation US $100K – 0.13
CELANESE US HLDGS LLC 6.35% 11/15/2028 Long Debt US $14K – 0.02
CELANESE US HLDGS LLC 6.55% 11/15/2030 Long Debt US $122K – 0.16
CELANESE US HLDGS LLC 6.7% 11/15/2033 Long Debt US $9K – 0.01
CENTENE CORP 2.45% 07/15/2028 (CENTENE CORP DEL) Long Debt US $11K – 0.02
CENTENE CORP 2.5% 03/01/2031 (CENTENE CORP DEL) Long Debt US $127K – 0.17
CENTENE CORP 2.625% 08/01/2031 (CENTENE CORP DEL) Long Debt US $4K – 0.01
CENTENE CORP 4.625% 12/15/2029 (CENTENE CORP DEL) Long Debt US $217K – 0.29
CF HIPPOLYTA ISSUER LLC 1.53% 03/15/2061 144A Long ABS-mortgage backed security US $86K – 0.11
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 2.3% 02/01/2032 Long Debt US $258K – 0.34
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 2.8% 04/01/2031 Long Debt US $379K – 0.50
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.05% 03/30/2029 Long Debt US $19K – 0.03
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.1% 06/01/2029 Long Debt US $45K – 0.06
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.55% 06/01/2034 Long Debt US $24K – 0.03
CIGNA GROUP (THE) 4.8% 08/15/2038 Long Debt US $234K – 0.31
CITIGROUP INC 4.45% 09/29/2027 Long Debt US $230K – 0.30
CITIGROUP INC 6.27/VAR 11/17/2033 Long Debt US $294K – 0.39
CLECO CORPORATE HLDGS LLC 3.743% 05/01/2026 Long Debt US $58K – 0.08
COLUMBIA PIPELINES OPERATING CO LLC 5.927% 08/15/2030 144A Long Debt US $3K – 0.00
COLUMBIA PIPELINES OPERATING CO LLC 6.036% 11/15/2033 144A Long Debt US $10K – 0.01
COLUMBIA PIPELINES OPERATING CO LLC 6.497% 08/15/2043 144A Long Debt US $3K – 0.00
COLUMBIA PIPELINES OPERATING CO LLC 6.544% 11/15/2053 144A Long Debt US $5K – 0.01
COLUMBIA PIPELINES OPERATING CO LLC 6.714% 08/15/2063 144A Long Debt US $3K – 0.00
CONSOLIDATED EDISON CO OF NY 5.375% 05/15/2034 (CONSOLIDATED EDISON CO OF NEW YORK INC) Long Debt US $160K – 0.21
COREBRIDGE FINANCIAL INC 3.9% 04/05/2032 Long Debt US $131K – 0.17
COREBRIDGE FINANCIAL INC 4.35% 04/05/2042 Long Debt US $2K – 0.00
COREBRIDGE FINANCIAL INC 4.4% 04/05/2052 Long Debt US $2K – 0.00
COREBRIDGE GLOBAL FUNDING 5.2% 01/12/2029 144A Long Debt US $99K – 0.13
CORPORATE OFFICE PPTYS LP 2.75% 04/15/2031 (CORPOARATE OFFICE PPTYS LP) Long Debt US $278K – 0.37
CVS HEALTH CORP 5.3% 06/01/2033 Long Debt US $245K – 0.32
DB MASTER FIN LLC 21-1A A23 2.791% 11/20/2051 144A Long ABS-collateralized bond/debt obligation US $40K – 0.05
DELL INTL/EMC CORP 6.2% 07/15/2030 (DELL INTERNATIONAL LLC / EMC CORP) Long Debt US $115K – 0.15
DEUTSCHE BANK AG NEW YORK BNCH 4.1% 01/13/2026 Long Debt US $97K – 0.13
DISCOVER FINANCIAL SVS 6.7% 11/29/2032 Long Debt US $2K – 0.00
DOMINOS PIZZA MASTER ISR LLC 3.668% 10/25/2049 144A (DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC) Long ABS-collateralized bond/debt obligation US $43K – 0.06
DRYDEN 20-78A A1R CLO LTD TSFR3M+153 04/17/2037 144A (DRYDEN 78 CLO LTD) Long ABS-collateralized bond/debt obligation US $250K – 0.33
DTP COML MTG TR 2023-STE2 A CSTR 01/15/2041 144A Long ABS-mortgage backed security US $100K – 0.13
DUQUESNE LIGHT HLDGS INC 2.532% 10/01/2030 144A Long Debt US $62K – 0.08
DUQUESNE LIGHT HLDGS INC 2.775% 01/07/2032 144A Long Debt US $5K – 0.01
EATON VANCE CLO 2019-1 LTD TSFR3M+151 07/15/2037 144A Long ABS-collateralized bond/debt obligation KY $250K – 0.33
EATON VANCE CLO 2020-2 LTD TSFR3M+141.161 01/15/2035 144A Long ABS-collateralized bond/debt obligation KY $100K – 0.13
ENERGY TRANSFER LP 4.95% 06/15/2028 Long Debt US $146K – 0.19
ENERGY TRANSFER LP 5.75% 02/15/2033 Long Debt US $232K – 0.31
EQUITABLE HOLDINGS INC 5% 04/20/2048 Long Debt US $45K – 0.06
EXELON CORP 5.3% 03/15/2033 Long Debt US $107K – 0.14
EXTENDED STAY AMER TR 2021-ESH D TSFR1M+236.448 07/15/2038 144A Long ABS-mortgage backed security US $91K – 0.12
FHLG 15YR 1.5% 12/01/2035#SB8078 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $22K – 0.03
FHLG 15YR 2.5% 07/01/2036#SB0535 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $29K – 0.04
FHLG 15YR 2% 07/01/2037# (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $349K – 0.46
FHLG 20YR 2.5% 04/01/2042#RB5154 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $109K – 0.14
FHLG 20YR 2% 04/01/2042#SC0481 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $111K – 0.15
FHLG 30YR 1.5% 04/01/2051#SD8139 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $52K – 0.07
FHLG 30YR 2.5% 02/01/2051#SD7535 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $30K – 0.04
FHLG 30YR 2.5% 09/01/2051#QC7086 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $26K – 0.03
FHLG 30YR 3.5% 07/01/2042#ZA1228 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $13K – 0.02
FHLG 30YR 3.5% 07/01/2042#ZA1231 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $6K – 0.01
FHLG 30YR 3.5% 09/01/2042#ZL3774 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $17K – 0.02
FHLG 30YR 3.5% 11/01/2042#ZL4397 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $5K – 0.01
FHLG 30YR 3% 02/01/2050#SD0265 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $51K – 0.07
FHLG 30YR 4.5% 01/01/2054#SD4557 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $116K – 0.15
FHLG 30YR 5.5% 03/01/2053#SD7559 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $45K – 0.06
FHLM 30YR 5.5% 02/01/2054#RJ0928 (FEDERAL HOME LOAN MORTGAGE COR PORATION) Long ABS-mortgage backed security US $24K – 0.03
FHLM 30YR 5.5% 03/01/2054#RJ1003 (FEDERAL HOME LOAN MORTGAGE COR PORATION) Long ABS-mortgage backed security US $24K – 0.03
Fidelity Cash Central Fund (Fidelity Revere Street Trust) Long Short-term investment vehicle US $12M 12M 15.27
FNMA 15YR 2.5% 02/01/2037#FS3607 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $182K – 0.24
FNMA 15YR 2% 01/37#MA4516 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $90K – 0.12
FNMA 15YR 2% 06/01/2035#BP5615 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $55K – 0.07
FNMA 15YR 2% 07/01/2035#FM3159 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $44K – 0.06
FNMA 15YR 2% 08/35#MA4095 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $50K – 0.07
FNMA 20YR 2% 05/01/2042#FS4603 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $100K – 0.13
FNMA 20YR 2% 11/01/2040# (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $20K – 0.03
FNMA 30YR 2.5% 07/01/2051#CB0997 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $37K – 0.05
FNMA 30YR 2.5% 10/01/2051#BU3295 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $21K – 0.03
FNMA 30YR 2% 01/01/2052#FS0286 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $23K – 0.03
FNMA 30YR 2% 01/01/2052#FS0288 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $10K – 0.01
FNMA 30YR 2% 04/01/2051#MA4305 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $32K – 0.04
FNMA 30YR 3.5% 01/01/2050#FS3728 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $133K – 0.18
FNMA 30YR 3.5% 03/01/2052#CB3174 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2K – 0.00
FNMA 30YR 3.5% 11/01/2045#AS6262 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $62K – 0.08
FNMA 30YR 3.5% 12/01/2046#BM5096 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $49K – 0.06
FNMA 30YR 4% 01/01/2051#FM7031 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $22K – 0.03
FNMA 30YR 5.5% 10/01/2052#BX1225 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $66K – 0.09
FNMA 30YR 6% 03/01/2054#CB8165 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $97K – 0.13
FNMA 30YR 6% 05/01/2054# (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $25K – 0.03
FORD MTR CR CO LLC 6.8% 05/12/2028 (FORD MOTOR CREDIT CO LLC) Long Debt US $234K – 0.31
GENERAL MTRS FINL CO INC 4% 01/15/2025 Long Debt US $36K – 0.05
GENERAL MTRS FINL CO INC 5.85% 04/06/2030 Long Debt US $5K – 0.01
GNII II 2.5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $500K – 0.66
GNII II 2.5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Short ABS-mortgage backed security US $-271K – -0.36
GNII II 2.5% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $250K – 0.33
GNII II 2% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $741K – 0.98
GNII II 2% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Short ABS-mortgage backed security US $-200K – -0.26
GNII II 2% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $200K – 0.27
GNII II 2% 10/20/2050#MA6930 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $80K – 0.11
GNII II 2% 11/20/2050#MA6994 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $40K – 0.05
GNII II 2% 12/20/2050#MA7051 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $79K – 0.10
GNII II 3.5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $268K – 0.35
GNII II 3.5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Short ABS-mortgage backed security US $-134K – -0.18
GNII II 3.5% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $134K – 0.18
GNII II 3% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $367K – 0.49
GNII II 4% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $184K – 0.24
GNII II 5.5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $25K – 0.03
GNII II 5.5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Short ABS-mortgage backed security US $-25K – -0.03
GNII II 5.5% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $25K – 0.03
GNII II 5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $24K – 0.03
GNII II 6.5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $228K – 0.30
GNII II 6.5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Short ABS-mortgage backed security US $-228K – -0.30
GNII II 6.5% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $228K – 0.30
GNMA II 4.5% 04/20/2053#MA8799 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $46K – 0.06
GNMA II 4% 10/20/2052#MA8346 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $45K – 0.06
GOLDMAN SACHS GROUP INC (THE) 2.383%/VAR 07/21/2032 Long Debt US $3K – 0.00
GOLDMAN SACHS GROUP INC (THE) 3.8% 03/15/2030 Long Debt US $548K – 0.73
GSMS 2021-IP A TSFR1M+106.448 10/15/2036 144A (GS MTG SECS CORP TR 2021-IP) Long ABS-mortgage backed security US $99K – 0.13
GSMS 2021-IP B TSFR1M+166.448 10/15/2036 144A (GS MTG SECS CORP TR 2021-IP) Long ABS-mortgage backed security US $98K – 0.13
HESS CORP 4.3% 04/01/2027 Long Debt US $151K – 0.20
HESS CORP 5.6% 02/15/2041 Long Debt US $2K – 0.00
HUMANA INC 5.375% 04/15/2031 Long Debt US $31K – 0.04
INVESCO US CLO 2024-3A A LTD TSFR3M+151 07/20/2037 144A (INVESCO US CLO 2024-3 LTD) Long ABS-collateralized bond/debt obligation JE $250K – 0.33
INVITATION HOMES OPERATING PARTNERSHIP LP 2% 08/15/2031 Long Debt US $275K – 0.36
JACKSON FINANCIAL INC 3.125% 11/23/2031 Long Debt US $2K – 0.00
JACKSON FINANCIAL INC 5.17% 06/08/2027 Long Debt US $4K – 0.01
JACKSON FINANCIAL INC 5.67% 06/08/2032 Long Debt US $4K – 0.01
JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 5.125% 02/01/2028 Long Debt LU $5K – 0.01
JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 5.5% 01/15/2030 Long Debt LU $357K – 0.47
JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 5.75% 04/01/2033 Long Debt LU $282K – 0.37
JPMORGAN CHASE and CO 4.493%/VAR 03/24/2031 Long Debt US $522K – 0.69
JPMORGAN CHASE and CO 4.912%/VAR 07/25/2033 Long Debt US $39K – 0.05
JPMORGAN CHASE and CO 5.35%/VAR 06/01/2034 Long Debt US $381K – 0.50
KITE RLTY GROUP TRUST 4.75% 09/15/2030 (KITE REALTY GROUP TRUST) Long Debt US $70K – 0.09
LIFE 2021-BMR MTG TR 21-BMR E TSFR1M+186.448 6 03/15/2036 144A Long ABS-mortgage backed security US $95K – 0.13
LOWES COS INC 3.35% 04/01/2027 Long Debt US $2K – 0.00
LOWES COS INC 3.75% 04/01/2032 Long Debt US $262K – 0.35
LOWES COS INC 4.25% 04/01/2052 Long Debt US $8K – 0.01
LOWES COS INC 4.45% 04/01/2062 Long Debt US $8K – 0.01
LXP INDUSTRIAL TRUST 2.7% 09/15/2030 Long Debt US $55K – 0.07
MADISON PARK FUNDING 2015 19A AR3 TSFR3M+160 01/22/2037 144A Long ABS-collateralized bond/debt obligation KY $252K – 0.33
MADISON PK FDG XLV LLC 2020-45A AR TSFR3M+138.161 07/15/2034 144A (MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC) Long ABS-collateralized bond/debt obligation KY $251K – 0.33
MAGNETITE CLO LTD TSFR3M+180 04/22/2036 144A (MAGNE 2023-36A) Long ABS-collateralized bond/debt obligation KY $252K – 0.33
MARVELL TECHNOLOGY INC 2.95% 04/15/2031 Long Debt US $33K – 0.04
MORGAN STANLEY 4.431/VAR 01/23/2030 Long Debt US $518K – 0.69
MORGAN STANLEY 6.342%/VAR 10/18/2033 Long Debt US $42K – 0.06
MPLX LP 4.8% 02/15/2029 Long Debt US $145K – 0.19
NISOURCE INC 3.6% 05/01/2030 Long Debt US $170K – 0.22
NNN REIT INC 5.5% 06/15/2034 Long Debt US $119K – 0.16
OAK HILL CREDIT PARTNERS TSFR3M+150 04/20/2037 144A Long ABS-collateralized bond/debt obligation KY $251K – 0.33
OCCIDENTAL PETROLEUM CORP 7.5% 05/01/2031 Long Debt US $229K – 0.30
OMEGA HEALTHCARE INVESTORS INC 3.25% 04/15/2033 Long Debt US $228K – 0.30
OMEGA HEALTHCARE INVESTORS INC 3.375% 02/01/2031 Long Debt US $85K – 0.11
OMEGA HEALTHCARE INVESTORS INC 3.625% 10/01/2029 Long Debt US $66K – 0.09
OPEN TR 2023-AIR TSFR1M+308.92 10/15/2028 144A Long ABS-mortgage backed security US $96K – 0.13
OPEN TR 2023-AIR TSFR1M+383.799 10/15/2028 144A Long ABS-mortgage backed security US $95K – 0.13
OPG TR 2021-PORT TSFR1M+59.848 8 10/15/2036 144A Long ABS-mortgage backed security US $59K – 0.08
ORACLE CORP 3.6% 04/01/2040 Long Debt US $57K – 0.08
PETROLEOS MEXICANOS 5.95% 01/28/2031 Long Debt MX $214K – 0.28
PETROLEOS MEXICANOS 7.69% 01/23/2050 Long Debt MX $406K – 0.54
Phillips Edison Grocery Center Operating Partnership I LP 5.75% 07/15/2034 Long Debt US $11K – 0.01
PIEDMONT OPERATING PARTNERSHIP LP 2.75% 04/01/2032 Long Debt US $1K – 0.00
PLAINS ALL AM PIPELN/PAA FIN C 3.55% 12/15/2029 Long Debt US $131K – 0.17
ROYAL BK SCOTLND GRP PLC(UNGTD) 3.073/VAR 05/22/2028 (NATWEST GROUP PLC) Long Debt GB $310K – 0.41
SABRA HEALTH CARE LP 3.2% 12/01/2031 Long Debt US $10K – 0.01
SIXTH STREET SPECIALTY LENDING INC 6.125% 03/01/2029 Long Debt US $26K – 0.03
SREIT TR 2021-FLWR TSFR1M+69.103 66 07/15/2036 144A Long ABS-mortgage backed security US $10K – 0.01
SREIT TR 2021-MFP B TSFR1M+119.428 98 11/15/2038 144A Long ABS-mortgage backed security US $95K – 0.13
SREIT TR 2021-MFP D TSFR1M+169.268 82 11/15/2038 144A Long ABS-mortgage backed security US $286K – 0.38
SREIT TR 2021-MFP TSFR1M+84.528 08 11/15/2038 144A Long ABS-mortgage backed security US $95K – 0.13
SUBWAY FDG LLC ISSUER 6.028% 07/30/2054 144A Long ABS-collateralized bond/debt obligation US $94K – 0.12
SUBWAY FDG LLC ISSUER 6.268% 07/30/2054 144A Long ABS-collateralized bond/debt obligation US $56K – 0.07
SUBWAY FDG LLC ISSUER 6.505% 07/30/2054 144A Long ABS-collateralized bond/debt obligation US $49K – 0.06
SUN CMNTYS OPER LTD PRTNRSHP 2.3% 11/01/2028 Long Debt US $2K – 0.00
SUN CMNTYS OPER LTD PRTNRSHP 2.7% 07/15/2031 Long Debt US $7K – 0.01
SUN CMNTYS OPER LTD PRTNRSHP 5.5% 01/15/2029 Long Debt US $80K – 0.11
SYMP 2022-32A A1 TSFR3M+132 04/23/2035 144A Long ABS-collateralized bond/debt obligation KY $251K – 0.33
T-MOBILE USA INC 4.5% 04/15/2050 Long Debt US $105K – 0.14
TANGER PROPERTIES LP 2.75% 09/01/2031 Long Debt US $5K – 0.01
TANGER PROPERTIES LP 3.875% 07/15/2027 Long Debt US $70K – 0.09
TAPESTRY INC 3.05% 03/15/2032 Long Debt US $14K – 0.02
TAPESTRY INC 7.05% 11/27/2025 Long Debt US $4K – 0.01
TAPESTRY INC 7.35% 11/27/2028 Long Debt US $20K – 0.03
TAPESTRY INC 7.7% 11/27/2030 Long Debt US $20K – 0.03
TAPESTRY INC 7.85% 11/27/2033 Long Debt US $125K – 0.17
TAPESTRY INC 7% 11/27/2026 Long Debt US $12K – 0.02
THUNDERBOLT AIRCRAFT LEASE 2018-A A STEP 07/15/2038 144A (THUNDERBOLT AIRCRAFT LEASE LIM) Long ABS-collateralized bond/debt obligation KY $136K – 0.18
TIME WARNER CABLE LLC 5.5% 09/01/2041 Long Debt US $50K – 0.07
UBS GROUP AG 6.246%/VAR 09/22/2029 144A Long Debt CH $391K – 0.52
UMBS 30YR 2.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Long ABS-mortgage backed security US $2M – 2.27
UMBS 30YR 2.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Short ABS-mortgage backed security US $-1M – -1.60
UMBS 30YR 2.5% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Long ABS-mortgage backed security US $1M – 1.39
UMBS 30YR 2% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Long ABS-mortgage backed security US $3M – 3.67
UMBS 30YR 2% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Short ABS-mortgage backed security US $-2M – -2.88
UMBS 30YR 2% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Long ABS-mortgage backed security US $2M – 1.99
UMBS 30YR 3.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Long ABS-mortgage backed security US $570K – 0.75
UMBS 30YR 3.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Short ABS-mortgage backed security US $-570K – -0.75
UMBS 30YR 3.5% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Long ABS-mortgage backed security US $438K – 0.58
UMBS 30YR 3% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Long ABS-mortgage backed security US $841K – 1.11
UMBS 30YR 3% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Short ABS-mortgage backed security US $-588K – -0.78
UMBS 30YR 3% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Long ABS-mortgage backed security US $589K – 0.78
UMBS 30YR 4.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Long ABS-mortgage backed security US $140K – 0.19
UMBS 30YR 4% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Long ABS-mortgage backed security US $408K – 0.54
UMBS 30YR 4% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Short ABS-mortgage backed security US $-227K – -0.30
UMBS 30YR 4% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Long ABS-mortgage backed security US $227K – 0.30
UMBS 30YR 5.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Long ABS-mortgage backed security US $492K – 0.65
UMBS 30YR 5.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Short ABS-mortgage backed security US $-246K – -0.33
UMBS 30YR 5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Long ABS-mortgage backed security US $529K – 0.70
UMBS 30YR 5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Short ABS-mortgage backed security US $-265K – -0.35
UMBS 30YR 6.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Long ABS-mortgage backed security US $152K – 0.20
UMBS 30YR 6% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Long ABS-mortgage backed security US $876K – 1.16
UMBS 30YR 6% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Short ABS-mortgage backed security US $-601K – -0.80
UMBS 30YR 6% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Long ABS-mortgage backed security US $400K – 0.53
UNITED STATES TREASURY BOND 2.25% 05/15/2041 Long Debt US $16K – 0.02
UNITED STATES TREASURY BOND 2.375% 05/15/2051 Long Debt US $820K – 1.09
UNITED STATES TREASURY BOND 2.875% 05/15/2052 Long Debt US $82K – 0.11
UNITED STATES TREASURY BOND 3.625% 02/15/2053 Long Debt US $2M – 2.23
UNITED STATES TREASURY BOND 3.625% 05/15/2053 Long Debt US $251K – 0.33
UNITED STATES TREASURY BOND 4.125% 08/15/2053 Long Debt US $3M – 3.86
UNITED STATES TREASURY BOND 4.25% 02/15/2054 Long Debt US $2M – 2.76
UNITED STATES TREASURY BOND 4.625% 05/15/2054 Long Debt US $300K – 0.40
UNITED STATES TREASURY BOND 4.75% 11/15/2053 Long Debt US $275K – 0.36
UNUM GROUP 4% 06/15/2029 Long Debt US $52K – 0.07
UST NOTES 3.375% 05/15/2033 Long Debt US $367K – 0.49
UST NOTES 3.5% 01/31/2030 Long Debt US $3M – 3.32
UST NOTES 3.625% 03/31/2030 Long Debt US $95K – 0.13
UST NOTES 3.75% 06/30/2030 Long Debt US $128K – 0.17
UST NOTES 3.75% 12/31/2028 Long Debt US $387K – 0.51
UST NOTES 3.75% 12/31/2030 Long Debt US $2M – 2.41
UST NOTES 3.875% 08/15/2033 Long Debt US $2M – 2.00
UST NOTES 3.875% 11/30/2029 Long Debt US $969K – 1.28
UST NOTES 4.125% 03/31/2031 Long Debt US $3M – 4.34
UST NOTES 4.125% 07/31/2028 Long Debt US $649K – 0.86
UST NOTES 4.25% 02/28/2031 Long Debt US $1M – 1.49
UST NOTES 4.375% 05/15/2034 Long Debt US $595K – 0.79
UST NOTES 4.5% 11/15/2033 Long Debt US $1M – 1.71
UST NOTES 4.625% 04/30/2031 Long Debt US $2M – 2.00
UST NOTES 4.625% 09/30/2028 Long Debt US $5M – 6.11
UST NOTES 4.625% 09/30/2030 Long Debt US $2M – 3.04
UST NOTES 4.875% 10/31/2030 Long Debt US $826K – 1.09
UST NOTES 4% 02/15/2034 Long Debt US $3M – 3.94
UST NOTES 4% 02/28/2030 Long Debt US $477K – 0.63
VERIZON COMMUNICATIONS INC 2.355% 03/15/2032 Long Debt US $127K – 0.17
VERIZON COMMUNICATIONS INC 3.15% 03/22/2030 Long Debt US $204K – 0.27
VERIZON COMMUNICATIONS INC 4.329% 09/21/2028 Long Debt US $78K – 0.10
VIATRIS INC 2.7% 06/22/2030 Long Debt US $165K – 0.22
VICI PROPERTIES LP 4.375% 05/15/2025 Long Debt US $2K – 0.00
VICI PROPERTIES LP 4.75% 02/15/2028 Long Debt US $7K – 0.01
VICI PROPERTIES LP 4.95% 02/15/2030 Long Debt US $103K – 0.14
VICI PROPERTIES LP 5.75% 04/01/2034 Long Debt US $6K – 0.01
VMWARE INC 1.4% 08/15/2026 Long Debt US $6K – 0.01
VORNADO REALTY LP 2.15% 06/01/2026 (VORNADO REALTY L P) Long Debt US $918.43 – 0.00
VORNADO REALTY LP 3.4% 06/01/2031 (VORNADO REALTY L P) Long Debt US $2K – 0.00
VOYA CLO 2020-3 LTD / LLC TSFR3M+141.161 10/20/2034 144A (VOYA CLO 2020-3 LTD / VOYA CLO 2020-3 LLC) Long ABS-collateralized bond/debt obligation KY $251K – 0.33
WALT DISNEY CO 2.65% 01/13/2031 Long Debt US $161K – 0.21
WARNERMEDIA HOLDINGS INC 3.638% 03/15/2025 Long Debt US $3K – 0.00
WARNERMEDIA HOLDINGS INC 3.755% 03/15/2027 Long Debt US $6K – 0.01
WARNERMEDIA HOLDINGS INC 4.054% 03/15/2029 Long Debt US $2K – 0.00
WARNERMEDIA HOLDINGS INC 4.279% 03/15/2032 Long Debt US $354K – 0.47
WARNERMEDIA HOLDINGS INC 5.05% 03/15/2042 Long Debt US $2K – 0.00
WARNERMEDIA HOLDINGS INC 5.141% 03/15/2052 Long Debt US $33K – 0.04
WELLS FARGO and CO NEW 4.478%/VAR 04/04/2031 Long Debt US $411K – 0.54
WELLS FARGO and CO NEW 4.897%/VAR 07/25/2033 Long Debt US $38K – 0.05
WELLS FARGO and CO NEW 6.303%/VAR 10/23/2029 Long Debt US $373K – 0.49
WESTERN GAS PARTNERS LP STEP 02/01/2030 Long Debt US $259K – 0.34
WILLIAMS COS INC 4.65% 08/15/2032 Long Debt US $89K – 0.12
WILLIAMS COS INC 5.3% 08/15/2052 Long Debt US $2K – 0.00

Address

Fidelity Merrimack Street Trust
245 Summer Street
Boston
Massachusetts
02210
United States of America

Websites

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