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 |
|---|---|---|---|
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUERABS-MBS | 6.97% | $310.64M | 308,725,000 |
| FNMA/FHLG TBA ISSUERABS-MBS | 5.97% | $266.38M | 270,650,000 |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUERABS-MBS | 4.64% | $207.06M | 206,125,000 |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUERABS-MBS | 4.20% | $187.23M | 189,550,000 |
| FNMA/FHLG TBA ISSUERABS-MBS | 3.54% | $158.02M | 197,500,000 |
| Fidelity Revere Street TrustCash or money market | 3.52% | $157.06M | 157,028,051 |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUERABS-MBS | 3.04% | $135.68M | 165,325,000 |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUERABS-MBS | 3.02% | $134.70M | 132,225,000 |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUERABS-MBS | 2.90% | $129.30M | 151,075,000 |
| FNMA/FHLG TBA ISSUERABS-MBS | 2.52% | $112.50M | 140,650,000 |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUERABS-MBS | 1.99% | $88.61M | 87,025,000 |
| FED HOME LOAN MTG CORP - GOLDABS-MBS | 1.55% | $69.01M | 80,546,021 |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUERABS-MBS | 1.51% | $67.33M | 68,250,000 |
| FEDERAL NAT MTG ASN GTD REM PAABS-CBDO | 1.30% | $57.81M | 74,081,114 |
| FNMA GTD MTG PASS THRU CTFABS-MBS | 1.24% | $55.47M | 54,466,951 |
| FED HOME LOAN MTG CORP - GOLDABS-MBS | 1.18% | $52.41M | 61,241,082 |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUERABS-MBS | 1.03% | $46.05M | 51,741,980 |
| FNMA GTD MTG PASS THRU CTFABS-MBS | 1.01% | $44.87M | 52,259,270 |
| FNMA GTD MTG PASS THRU CTFABS-MBS | 0.94% | $41.70M | 48,565,399 |
| FNMA GTD MTG PASS THRU CTFABS-MBS | 0.92% | $40.94M | 47,833,706 |
| UST NOTESBond | 0.90% | $40.18M | 40,730,000 |
| FED HOME LOAN MTG CORP - GOLDABS-MBS | 0.87% | $38.90M | 43,054,039 |
| FED HOME LOAN MTG CORP - GOLDABS-MBS | 0.85% | $38.02M | 46,984,208 |
| FNMA/FHLG TBA ISSUERABS-MBS | 0.82% | $36.71M | 36,525,000 |
| UNITED STATES TREASURY BONDBond | 0.75% | $33.44M | 34,870,000 |
| FNMA/FHLG TBA ISSUERABS-MBS | 0.75% | $33.32M | 34,700,000 |
| FNMA GTD MTG PASS THRU CTFABS-MBS | 0.74% | $32.85M | 38,388,276 |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUERABS-MBS | 0.73% | $32.62M | 36,633,642 |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUERABS-MBS | 0.70% | $31.07M | 32,215,111 |
| ONEMAIN FINL ISSUANCE TR 2019-2ABS-CBDO | 0.62% | $27.45M | 27,800,000 |
| FED HOME LOAN MTG CORP - GOLDABS-MBS | 0.61% | $27.29M | 27,379,463 |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTDABS-MBS | 0.61% | $27.24M | 27,287,325 |
| UST NOTESBond | 0.60% | $26.73M | 26,860,000 |
| TOYOTA LEASE OWNER TR 2026-AABS-CBDO | 0.58% | $25.95M | 26,025,000 |
| FNMA GTD MTG PASS THRU CTFABS-MBS | 0.56% | $25.11M | 24,236,778 |
| FNMA/FHLG TBA ISSUERABS-MBS | 0.55% | $24.48M | 23,975,000 |
| FED HOME LOAN MTG CORP - GOLDABS-MBS | 0.54% | $24.28M | 28,727,217 |
| FNMA GTD MTG PASS THRU CTFABS-MBS | 0.53% | $23.62M | 27,899,556 |
| FNMA/FHLG TBA ISSUERABS-MBS | 0.52% | $23.07M | 22,200,000 |
| FED HOME LOAN MTG CORP - GOLDABS-MBS | 0.50% | $22.47M | 27,742,356 |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTDABS-MBS | 0.48% | $21.20M | 21,200,000 |
| FNMA GTD MTG PASS THRU CTFABS-MBS | 0.47% | $21.11M | 23,443,175 |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTDABS-MBS | 0.47% | $20.74M | 20,762,710 |
| FNMA GTD MTG PASS THRU CTFABS-MBS | 0.46% | $20.56M | 23,010,707 |
| UST NOTESBond | 0.46% | $20.44M | 20,990,000 |
| FED HOME LOAN MTG CORP - GOLDABS-MBS | 0.46% | $20.36M | 19,300,346 |
| FED HOME LOAN MTG CORP - GOLDABS-MBS | 0.45% | $20.26M | 25,004,732 |
| FNMA GTD MTG PASS THRU CTFABS-MBS | 0.44% | $19.45M | 18,703,137 |
| FEDERAL NAT MTG ASN GTD REM PAABS-CBDO | 0.43% | $19.09M | 19,233,221 |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTDABS-MBS | 0.43% | $18.98M | 18,999,462 |
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.