FundWatcher
FAAA
Fidelity AAA CLO ETF
Fidelity Merrimack Street Trust

Portfolio concentration

As of February 28, 2026 · N-PORT
Holdings
59
Top-10 weight
36.69%
Effective holdings ?
32
Crowding ?
80.7

Holdings

As of February 28, 2026 · N-PORT
#SecurityTickerSharesValue% of fund
1 Fidelity Cash Central Fund — 2,599,442 $2.60M 13.00%
2 Ares Loan Funding VIII Ltd., Series 2024-ALF8, Class A1 ARCC 750,000 $752.11K 3.76%
3 AIMCO CLO 23 Ltd., Series 2025-23A, Class A — 542,350 $542.21K 2.71%
4 OHA Credit Partners Ltd OAKC 500,000 $502.43K 2.51%
5 Oaktree CLO Ltd., Series 2021-1A, Class A1R OAKCL 500,000 $501.98K 2.51%
6 RR 36 Ltd., Series 2024-36RA, Class A1R — 500,000 $501.98K 2.51%
7 Invesco US CLO Ltd., Series 2024-3A, Class A — 500,000 $501.40K 2.51%
8 Magnetite XXVI Ltd., Series 2020-26A, Class AR2 — 500,000 $500.53K 2.50%
9 OHA Credit Funding 13 Ltd — 500,000 $500.51K 2.50%
10 Oaktree CLO Ltd., Series 2020-1A, Class ARR — 500,000 $500.43K 2.50%
11 BSP 2020-20A ARR BSP 500,000 $500.00K 2.50%
12 Texas Debt Capital CLO 2023-I Ltd — 387,000 $387.55K 1.94%
13 Bryant Park Funding Ltd., Series 2023-19A, Class A1R — 320,000 $319.36K 1.60%
14 VOYA CLO LTD VOYA 2019 3A AR 144A VOYA 294,563 $295.43K 1.48%
15 Regatta 34 Funding Ltd — 250,000 $251.43K 1.26%
16 Madison Park Funding LXIII Ltd., Series 2023-63A, Class A1R — 250,000 $251.34K 1.26%
17 Palmer Square CLO Ltd., Series 2021-3A, Class A1R — 250,000 $251.10K 1.26%
18 FLATIRON CLO 26 LTD / FLATIRON CLO 26 LLC A TSFR3M+133 01/15/2038 144A — 250,000 $251.05K 1.26%
19 Palmer Square CLO Ltd., Series 2025-3A, Class A — 250,000 $250.97K 1.26%
20 AGL CLO 19 LTD SER 2022-19A CL A1R V/R REGD 144A P/P 5.16996000 — 250,000 $250.91K 1.25%
21 Neuberger Berman Loan Advisers CLO 59 Ltd — 250,000 $250.87K 1.25%
22 Palmer Square CLO Ltd., Series 2022-1A, Class A1R — 250,000 $250.86K 1.25%
23 HAMLIN PK CLO LTD / HAMLIN PK CLO LLC 2024-1A A TSFR3M+134 10/20/2037 144A — 250,000 $250.85K 1.25%
24 AGL Core CLO 4 Ltd., Series 2020-4A, Class AR2 AGL 250,000 $250.84K 1.25%
25 CIFC Funding 2018-II Ltd., Series 2018-2A, Class A1R — 250,000 $250.83K 1.25%
26 OCP CLO Ltd., Series 2020-18A, Class A1R2 OCP 250,000 $250.82K 1.25%
27 Magnetite Xlii Ltd — 250,000 $250.81K 1.25%
28 Wonder Lake Park CLO Ltd — 250,000 $250.81K 1.25%
29 RR 32 Ltd., Series 2024-32RA, Class A1R — 250,000 $250.80K 1.25%
30 OCP CLO Ltd., Series 2018-15A, Class AR — 250,000 $250.79K 1.25%
31 AIMCO CLO 11 Ltd., Series 2020-11A, Class A1R2 — 250,000 $250.79K 1.25%
32 AIMCO CLO, Series 2018-AA, Class AR — 250,000 $250.79K 1.25%
33 Regatta XXII Funding Ltd., Series 2022-2A, Class A1R2 758968AY 250,000 $250.75K 1.25%
34 Apidos CLO LV, Series 2025-55A, Class A1 — 250,000 $250.73K 1.25%
35 RRAM 2022-24A A1A2 TSFR3M+131 01/15/2037 144A — 250,000 $250.72K 1.25%
36 Warwick Capital CLO 7 Ltd., Series 2025-7A, Class A1 — 250,000 $250.66K 1.25%
37 Benefit Street Partners CLO Ltd., Series 2025-41A, Class A — 250,000 $250.64K 1.25%
38 Elmwood CLO Ltd., Series 2019-3A, Class A1RR ELMW3 250,000 $250.55K 1.25%
39 Apidos CLO XLVI Ltd., Series 2023-46A, Class A1R — 250,000 $250.50K 1.25%
40 Carlyle US CLO Ltd., Series 2023-3A, Class A1R — 250,000 $250.50K 1.25%
41 Madison Park Funding LXI Ltd., Series 2023-61A, Class AR MDPK 250,000 $250.44K 1.25%
42 CIFC FUNDING 2025-VIII LTD A1 TSFR3M+ 01/24/2039 144A — 250,000 $250.41K 1.25%
43 AGL CLO 44 Ltd AGL 250,000 $250.31K 1.25%
44 Voya CLO Ltd., Series 2021-2A, Class A1R VOYA 250,000 $250.25K 1.25%
45 Magnetite XXIII Ltd — 250,000 $250.22K 1.25%
46 CGMS 2017-2A AR2 CGMS 250,000 $250.18K 1.25%
47 OCP CLO Ltd., Series 2021-21A, Class AR — 250,000 $250.17K 1.25%
48 OCP CLO Ltd., Series 2020-19A, Class A1R2 — 250,000 $250.17K 1.25%
49 Regatta 31 Funding Ltd., Series 2025-1A, Class A1 — 250,000 $250.10K 1.25%
50 PSTAT 2024-1A A2RTSFR3M+ 01/15/2035 144A — 250,000 $250.04K 1.25%
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