Canyon Capital Clo Ltd. | - | 1.52% | - | - | 800,000 |
Fortress Credit Bsl VI Ltd. | - | 1.52% | - | - | 800,000 |
Ares Capital Corp. 0.02632% | - | 1.43% | - | - | 750,000 |
ANCHORAGE CAPITAL CLO 15 LTD | - | 1.43% | - | - | 750,000 |
WARWICK CAPITAL CLO LTD 2024-5 0.02632% | - | 1.34% | - | - | 700,000 |
Dryden 68 Clo Ltd | - | 1.14% | - | - | 600,000 |
Dryden 90 CLO LTD/LLC | - | 1.05% | - | - | 550,000 |
DIAMETER CAPITAL CLO 2023-5 | - | 1.05% | - | - | 550,000 |
Magnetite XXIII LTD / LLC 0.02857% | - | 1.05% | - | - | 550,000 |
BENEFIT STREET PARTNERS CLO XXV LTD | - | 1.05% | - | - | 550,000 |
Fidelity Merrimack Street Trust - Fidelity AAA CLO ETF is an exchange traded fund launched and managed by Fidelity Management & Research Company LLC. The fund is co-managed by FMR Investment Management (UK) Limited, Fidelity Management & Research (Hong Kong) Limited, Fidelity Management & Research (Japan) Limited. It invests in the fixed income markets of global region. The fund invest directly and though derivatives in U.S. dollar-denominated collateralized loan that are obligations that are rated not more than AAA by at least one of the major rating agencies. It uses derivatives such as options, futures and swaps to create its portfolio The fund benchmarks the performance of its portfolio against the Bloomberg U.S. Universal Bond Index and J.P. Morgan CLO High Quality Mezzanine Index. Fidelity Merrimack Street Trust - Fidelity AAA CLO ETF was formed on February 10, 2026 and is domiciled in the United States.