Fidelity Merrimack Street Trust · net assets $4.64B · 1204 holdings as of August 31, 2026. Monthly N-PORT disclosure: the full book, not just equities.
ABS-MBS: 80.0% · ABS-CBDO: 14.5% · DBT: 3.0% · STIV: 2.3% · DIR: 0.2%
| Month 1 | Month 2 | Month 3 | |
|---|---|---|---|
| Sales | $199M | $17.5M | $43.4M |
| Reinvestment | $0 | $0 | $0 |
| Redemptions | $0 | $0 | $6.52M |
| Net realized gain (non-derivative) | $-1.77M | $2.95M | $-4.73M |
| Net unrealized appreciation (non-derivative) | $-4.48M | $-74.7M | $8.45M |
The three months of the reporting period, as filed; month 3 ends August 31, 2026.
| Tenor | Investment grade | Non-investment grade |
|---|---|---|
| 3 months | $19.3K | $244 |
| 1 year | $356K | $2.46K |
| 5 years | $733K | $3.26K |
| 10 years | $888K | $1.12K |
| 30 years | $236K | $106 |
| Holding | Value | % of net assets |
|---|---|---|
| Gnma Ii Gtd Pass Thru Ctf Multiple Issuer ABS-MBS | $291M | 6.27% |
| Gnma Ii Gtd Pass Thru Ctf Multiple Issuer ABS-MBS | $232M | 5.00% |
| Fnma/fhlg Tba Issuer ABS-MBS | $218M | 4.69% |
| Gnma Ii Gtd Pass Thru Ctf Multiple Issuer ABS-MBS | $178M | 3.83% |
| Fidelity Revere Street Trust STIV | $135M | 2.91% |
| Fnma/fhlg Tba Issuer ABS-MBS | $123M | 2.65% |
| Gnma Ii Gtd Pass Thru Ctf Multiple Issuer ABS-MBS | $120M | 2.59% |
| Fnma/fhlg Tba Issuer ABS-MBS | $120M | 2.58% |
| Gnma Ii Gtd Pass Thru Ctf Multiple Issuer ABS-MBS | $106M | 2.28% |
| Gnma Ii Gtd Pass Thru Ctf Multiple Issuer ABS-MBS | $87.2M | 1.88% |
| Gnma Ii Gtd Pass Thru Ctf Multiple Issuer ABS-MBS | $81.4M | 1.75% |
| Fnma/fhlg Tba Issuer ABS-MBS | $68.9M | 1.49% |
| Fed Home Loan Mtg Corp - Gold ABS-MBS | $65.6M | 1.41% |
| Federal Nat Mtg Asn Gtd Rem Pa ABS-CBDO | $54.9M | 1.18% |
| Fnma Gtd Mtg Pass Thru Ctf ABS-MBS | $53.2M | 1.15% |
| Fed Home Loan Mtg Corp - Gold ABS-MBS | $49.8M | 1.07% |
| Gnma Ii Gtd Pass Thru Ctf Multiple Issuer ABS-MBS | $46.5M | 1.00% |
| Gnma Ii Gtd Pass Thru Ctf Multiple Issuer ABS-MBS | $43.8M | 0.94% |
| Fnma Gtd Mtg Pass Thru Ctf ABS-MBS | $42.5M | 0.92% |
| Fed Home Loan Mtg Corp - Gold ABS-MBS | $40.1M | 0.86% |
| Fnma Gtd Mtg Pass Thru Ctf ABS-MBS | $39.3M | 0.85% |
| Gnma Ii Gtd Pass Thru Ctf Multiple Issuer ABS-MBS | $38.8M | 0.84% |
| Fnma Gtd Mtg Pass Thru Ctf ABS-MBS | $38.7M | 0.83% |
| Fed Home Loan Mtg Corp - Gold ABS-MBS | $36.7M | 0.79% |
| Fed Home Loan Mtg Corp - Gold ABS-MBS | $36.4M | 0.78% |
| Fnma/fhlg Tba Issuer ABS-MBS | $36.2M | 0.78% |
| Fnma/fhlg Tba Issuer ABS-MBS | $33.7M | 0.73% |
| Federal Home Ln Mtg Corp Multiclass Mtg Partn Ctf Gtd ABS-MBS | $33.5M | 0.72% |
| United States Treasury Bond DBT | $32.4M | 0.70% |
| Fnma Gtd Mtg Pass Thru Ctf ABS-MBS | $31.3M | 0.68% |
| Gnma Ii Gtd Pass Thru Ctf Multiple Issuer ABS-MBS | $31M | 0.67% |
| Gnma Ii Gtd Pass Thru Ctf Multiple Issuer ABS-MBS | $29.5M | 0.64% |
| Ust Notes DBT | $28.3M | 0.61% |
| Fed Home Loan Mtg Corp - Gold ABS-MBS | $27.6M | 0.60% |
| Onemain Finl Issuance Tr 2019-2 ABS-CBDO | $27.5M | 0.59% |
| Federal Home Ln Mtg Corp Multiclass Mtg Partn Ctf Gtd ABS-MBS | $27.2M | 0.59% |
| Ust Notes DBT | $26.5M | 0.57% |
| Fed Home Loan Mtg Corp - Gold ABS-MBS | $25.9M | 0.56% |
| Fnma Gtd Mtg Pass Thru Ctf ABS-MBS | $23.6M | 0.51% |
| Fed Home Loan Mtg Corp - Gold ABS-MBS | $23.5M | 0.51% |
| Fnma Gtd Mtg Pass Thru Ctf ABS-MBS | $22.8M | 0.49% |
| Fnma/fhlg Tba Issuer ABS-MBS | $22M | 0.47% |
| Fed Home Loan Mtg Corp - Gold ABS-MBS | $21.4M | 0.46% |
| Federal Home Ln Mtg Corp Multiclass Mtg Partn Ctf Gtd ABS-MBS | $21.3M | 0.46% |
| Toyota Lease Owner Tr 2026-a ABS-CBDO | $21M | 0.45% |
| Fnma/fhlg Tba Issuer ABS-MBS | $21M | 0.45% |
| Fnma/fhlg Tba Issuer ABS-MBS | $20.9M | 0.45% |
| Federal Home Ln Mtg Corp Multiclass Mtg Partn Ctf Gtd ABS-MBS | $20.7M | 0.45% |
| Fnma Gtd Mtg Pass Thru Ctf ABS-MBS | $20M | 0.43% |
| Ust Notes DBT | $19.8M | 0.43% |
| Fnma Gtd Mtg Pass Thru Ctf ABS-MBS | $19.5M | 0.42% |
| Fnma/fhlg Tba Issuer ABS-MBS | $19.4M | 0.42% |
| Fed Home Loan Mtg Corp - Gold ABS-MBS | $19.4M | 0.42% |
| Fnma/fhlg Tba Issuer ABS-MBS | $19.2M | 0.41% |
| Federal Home Ln Mtg Corp Multiclass Mtg Partn Ctf Gtd ABS-MBS | $19.1M | 0.41% |
| Fed Home Loan Mtg Corp - Gold ABS-MBS | $19.1M | 0.41% |
| Gnma Ii Gtd Pass Thru Ctf Multiple Issuer ABS-MBS | $19M | 0.41% |
| Federal Home Ln Mtg Corp Multiclass Mtg Partn Ctf Gtd ABS-MBS | $19M | 0.41% |
| Federal Home Ln Mtg Corp Multiclass Mtg Partn Ctf Gtd ABS-MBS | $18.6M | 0.40% |
| Fnma Gtd Mtg Pass Thru Ctf ABS-MBS | $18.5M | 0.40% |
Showing top 60 of 1204 holdings.
Loading...
