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 | 9.85% | $49.10M | 49,093,808 |
| UNITED STATES TREASURY BONDBond | 4.14% | $20.63M | 21,430,000 |
| UST NOTESBond | 3.95% | $19.71M | 19,955,000 |
| UST NOTESBond | 3.48% | $17.37M | 17,730,000 |
| UST NOTESBond | 3.31% | $16.50M | 16,916,000 |
| UST NOTESBond | 3.24% | $16.16M | 16,630,000 |
| UST NOTESBond | 2.47% | $12.32M | 12,600,000 |
| UST NOTESBond | 2.19% | $10.91M | 11,140,000 |
| FNMA/FHLG TBA ISSUERABS-MBS | 1.81% | $9.04M | 11,300,000 |
| UNITED STATES TREASURY BONDBond | 1.77% | $8.82M | 10,175,000 |
| UST NOTESBond | 1.62% | $8.06M | 8,300,000 |
| UNITED STATES TREASURY BONDBond | 1.58% | $7.88M | 8,350,000 |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUERABS-MBS | 1.32% | $6.57M | 6,525,000 |
| FNMA/FHLG TBA ISSUERABS-MBS | 1.22% | $6.08M | 7,600,000 |
| FNMA/FHLG TBA ISSUERABS-MBS | 1.13% | $5.61M | 5,400,000 |
| FNMA/FHLG TBA ISSUERABS-MBS | 1.12% | $5.59M | 5,675,000 |
| UST NOTESBond | 1.10% | $5.47M | 5,580,000 |
| UST NOTESBond | 1.10% | $5.47M | 5,614,000 |
| UNITED STATES TREASURY BONDBond | 1.07% | $5.35M | 5,554,000 |
| UST NOTESBond | 1.01% | $5.04M | 4,965,000 |
| UST NOTESBond | 0.99% | $4.95M | 5,000,000 |
| FNMA/FHLG TBA ISSUERABS-MBS | 0.93% | $4.62M | 4,600,000 |
| UST NOTESBond | 0.90% | $4.47M | 4,540,000 |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUERABS-MBS | 0.88% | $4.37M | 4,350,000 |
| UNITED STATES TREASURY BONDBond | 0.83% | $4.12M | 4,463,000 |
| UNITED STATES TREASURY BONDBond | 0.82% | $4.09M | 4,240,000 |
| UST NOTESBond | 0.78% | $3.90M | 3,934,000 |
| UST NOTESBond | 0.76% | $3.79M | 3,810,000 |
| UST NOTESBond | 0.68% | $3.41M | 3,450,000 |
| CENT TRUST 2025-CITYABS-MBS | 0.58% | $2.88M | 2,874,000 |
| UNITED STATES TREASURY BONDBond | 0.56% | $2.79M | 2,960,000 |
| UST NOTESBond | 0.55% | $2.76M | 2,800,000 |
| UST NOTESBond | 0.54% | $2.71M | 2,740,000 |
| UST NOTESBond | 0.52% | $2.61M | 2,680,000 |
| UST NOTESBond | 0.52% | $2.60M | 2,590,000 |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUERABS-MBS | 0.47% | $2.33M | 2,831,266 |
| FNMA/FHLG TBA ISSUERABS-MBS | 0.46% | $2.29M | 2,275,000 |
| PETROLEOS MEXICANOSBond | 0.45% | $2.27M | 2,475,000 |
| UST NOTESBond | 0.45% | $2.24M | 2,256,000 |
| UST NOTESBond | 0.45% | $2.24M | 2,320,000 |
| FNMA/FHLG TBA ISSUERABS-MBS | 0.42% | $2.09M | 2,500,000 |
| UST NOTESBond | 0.41% | $2.06M | 2,090,000 |
| FNMA/FHLG TBA ISSUERABS-MBS | 0.40% | $1.99M | 2,275,000 |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUERABS-MBS | 0.39% | $1.97M | 2,300,000 |
| UNITED STATES TREASURY BONDBond | 0.39% | $1.97M | 2,220,000 |
| UST NOTESBond | 0.39% | $1.95M | 2,020,000 |
| UST NOTESBond | 0.39% | $1.95M | 2,000,000 |
| BABSON CLO LTD/CAYMAN ISLANDSABS-CBDO | 0.38% | $1.91M | 1,900,000 |
| UST NOTESBond | 0.37% | $1.87M | 1,900,000 |
| FNMA/FHLG TBA ISSUERABS-MBS | 0.37% | $1.86M | 1,850,000 |
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.