Fidelity Merrimack Street Trust. Holdings as of May 31, 2026, from Form N-PORT.
Share of net assets at the report date, for the whole fund across all share classes.
| Holding | Weight | Value | Shares or units |
|---|---|---|---|
| Fidelity Revere Street TrustCash or money market | 4.57% | $2.06M | 2,059,291 |
| AGL CLO 17 LTDABS-CBDO | 1.78% | $799.91K | 800,000 |
| ARES LOAN FUNDING VIII LTDABS-CBDO | 1.67% | $751.20K | 750,000 |
| DRYDEN 68 CLO LTDABS-CBDO | 1.33% | $600.45K | 600,000 |
| DIAMETER CAP CLO 5 LTD / LLCABS-CBDO | 1.22% | $551.10K | 550,000 |
| DRYDEN SENIOR LOAN FUNDABS-CBDO | 1.22% | $550.59K | 550,000 |
| CANYON CAPITAL CLO 2021-2 LTDABS-CBDO | 1.22% | $550.33K | 550,000 |
| MAGNETITE XXIII LTDABS-CBDO | 1.22% | $550.21K | 550,000 |
| BENEFIT STREET PARTNERS CLO XXV LTDABS-CBDO | 1.22% | $550.00K | 550,000 |
| LAKESIDE PK CLO LTD / LAKESIDE PK CLO LLCABS-CBDO | 1.22% | $549.72K | 550,000 |
| CIFC FDG 2022-II LTD / CIFC FDG 2022-II LLCABS-CBDO | 1.22% | $548.58K | 550,000 |
| AIMCO CLO 23 LTDABS-CBDO | 1.20% | $541.58K | 542,350 |
| OCP CLO 2024-36 LTD / OCP CLO 2024-36 LLCABS-CBDO | 1.11% | $501.25K | 500,000 |
| OAK HILL CREDIT PARTNERS LTDABS-CBDO | 1.11% | $501.13K | 500,000 |
| BENEFIT STREET PARTNERS CLO XX LTDABS-CBDO | 1.11% | $500.92K | 500,000 |
| BENEFIT STR PARTNERS CLO IV LTD / BENEFIT STR PARTNERS CLO IV LLCABS-CBDO | 1.11% | $500.82K | 500,000 |
| RR 36 LTD / RR 36 LLCABS-CBDO | 1.11% | $500.72K | 500,000 |
| OAK HILL CREDIT PARTNERSABS-CBDO | 1.11% | $500.63K | 500,000 |
| GOLDENTREE LOAN MANAGEMENT US CLO 17 LTDABS-CBDO | 1.11% | $500.50K | 500,000 |
| BENEFIT STR PARTNERS CLO VI-B LTD / BENEFIT STR PARTNERS CLO VI-B LLCABS-CBDO | 1.11% | $500.49K | 500,000 |
| OAKTREE CLO LTDABS-CBDO | 1.11% | $500.44K | 500,000 |
| INVESCO US CLO 2024-3 LTDABS-CBDO | 1.11% | $500.00K | 500,000 |
| BBAM US CLO III LTDABS-CBDO | 1.11% | $499.95K | 500,000 |
| VOYA CLO 2021-2 LTDABS-CBDO | 1.11% | $499.95K | 500,000 |
| WELLINGTON MANAGEMENT CLO 4 LTDABS-CBDO | 1.11% | $499.85K | 500,000 |
| PALMER SQUARE LOAN FUNDING 2024-3 LTDABS-CBDO | 1.11% | $499.84K | 500,000 |
| MAGNETITE XXVI LTD / MAGNETITE XXVI LLCABS-CBDO | 1.11% | $499.70K | 500,000 |
| OAKTREE CLO 2020-1 LTDABS-CBDO | 1.11% | $499.53K | 500,000 |
| 37 CAPITAL CLO 4 LTDABS-CBDO | 1.11% | $499.43K | 500,000 |
| 720 EAST CLO VII LTD / LLCABS-CBDO | 1.11% | $498.87K | 500,000 |
| PALMER SQUARE CLO 2024-1 LTD / PALMER SQUARE CLO 2024-1 LLCABS-CBDO | 0.92% | $412.80K | 411,000 |
| OAKTREE CLO 2021-2 LTDABS-CBDO | 0.89% | $399.22K | 400,000 |
| TEXAS DEBT CAPITAL CLO 2023-I LTDABS-CBDO | 0.86% | $388.09K | 387,000 |
| AIMCO CLO SERIES 2015-AABS-CBDO | 0.78% | $350.98K | 350,000 |
| GALAXY XXV CLO LTDABS-CBDO | 0.78% | $350.33K | 350,000 |
| BRYANT PARK FUNDING 2023-19 LTDABS-CBDO | 0.71% | $319.84K | 320,000 |
| REGATTA VIII FUNDING LTDABS-CBDO | 0.67% | $300.89K | 300,000 |
| SIXTH STREET CLO XXIV LTDABS-CBDO | 0.67% | $300.72K | 300,000 |
| DRYDEN 76 CLO LTDABS-CBDO | 0.67% | $300.58K | 300,000 |
| CIFC FDG 2019-V LTD / CIFC FDG 2019-V LLCABS-CBDO | 0.67% | $300.57K | 300,000 |
| HPS LOAN MANAGEMENT 2024-19 LTDABS-CBDO | 0.67% | $300.53K | 300,000 |
| SIXTH STR CLO XIII LTDABS-CBDO | 0.67% | $300.39K | 300,000 |
| ELMWOOD CLO 16 LTDABS-CBDO | 0.67% | $300.17K | 300,000 |
| ELMWOOD CLO 45 LTD 25-8AABS-CBDO | 0.67% | $300.13K | 300,000 |
| MADISON PARK FUNDING XLIX LTDABS-CBDO | 0.67% | $300.00K | 300,000 |
| FLATIRON CLO 28 LTD / FLATIRON CLO 28 LLCABS-CBDO | 0.67% | $300.00K | 300,000 |
| BAIN CAPITAL CREDIT CLO 2019-3 LTDABS-CBDO | 0.67% | $299.99K | 300,000 |
| BAIN CAPITAL CREDIT CLO 2019-4 LTDABS-CBDO | 0.67% | $299.94K | 300,000 |
| GOLUB CAPITAL PARTNERS CLO 50B-R LTDABS-CBDO | 0.67% | $299.74K | 300,000 |
| INVESCO US CLO 2023-1 LTDABS-CBDO | 0.66% | $299.39K | 300,000 |
Holdings from the fund's latest Form N-PORT; expense ratio (net of fee waivers) from the risk/return summary of its prospectus; fund type from Form N-CEN. Prices are end-of-day closes adjusted for splits; total return also reinvests distributions.