Strategic Advisers Fidelity Core Income Fund

Fidelity Rutland Square Trust II · Series S000062265 · 1 share classes

Bond fund · 53% debt· rate + credit risk filed
One fund, 1 share classes:FIWGX
$93.28B NAV
6,769 positions · as of 2026-02-28 · filed 2026-04-24
data updated 2026-08-10

Fund profile

As filed in the prospectus · 2025 Q3

Strategic Advisers Fidelity Core Income Fund seeks a high level of current income.

Strategy · summarised

The fund allocates assets among sub-advisers and underlying funds—including affiliated Fidelity fixed-income funds and non-affiliated ETFs—using proprietary research and the Bloomberg U.S. Aggregate Bond Index as a guide, with day-to-day management delegated to those sub-advisers and underlying funds rather than executed directly by the adviser. The fund normally invests at least 80% of assets in debt securities and shares of other debt funds, and may hold up to 30% in high-yield and emerging-markets debt. Because the fund's returns depend on the selection and performance of its sub-advisers and underlying funds, divergence from the index is possible.

Expenses
0.16%one share class
Share classGrossNet
FIWGX0.41%0.16%

Net is what a holder pays after the adviser's contractual waiver; gross is before it. A waiver can expire.

Portfolio turnover 206.00% · as of 2025 Q3

Allocation

Asset groups · long / short shown separately, never netted · 2026 Q1

104.99%
of net assets
Stocks50.61%
Securitized27.36%
Bonds25.81%
Cash & short-term1.19%
Loans0.03%

Derivatives are shown at market value, not notional exposure.

Latest quarter

What changed since the fund's previous filing

vs 2025Q4: 574 new407 exited

Largest new: GNMA II GTD PASS THRU CTF MULTIPLE ISSUER ×2, FNMA/FHLG TBA ISSUER ×4, UST NOTES ×2

Largest exited: FNMA/FHLG TBA ISSUER ×5, GNMA II GTD PASS THRU CTF MULTIPLE ISSUER ×3

Return profile

Total return as filed — price change plus distributions reinvested · trailing figures to Feb 2026

1-year
3-year
5-year
Volatility
Worst 3-yr fall
Cumulative return· Mar 2023 – Feb 2026

Debt profile

What this fund holds — value-weighted across its bond and securitized long positions · as of 2026-02-28

Avg coupon
2.65%
Avg maturity
17.07 yr
Coupon type

Share of the fund's debt by how its coupon behaves — the fact that decides whether a rate move reaches this portfolio at all.

14%
floating
Fixed rate85.8%
Floating rate14.2%
Maturity ladder

Share of the fund's debt value in each maturity band, shortest first.

<1y10y+
<1y0.6%
1-3y5.7%
3-5y11.9%
5-10y24.6%
10y+57.2%
Flagged holdings
Defaulted: 0.00% · $0.64M · 3 positions
In arrears: 0.00% · $0.64M · 3 positions
Paid in kind: 0.01% · $5.09M · 8 positions

These three overlap — one holding can be in arrears and paying in kind at once — so they are shown separately and never summed.

Risk profile

Interest-rate and credit-spread sensitivity, both in years · as of 2026Q1

More of this fund’s sensitivity sits in credit spreads than in interest rates — a rate rally that comes with a credit selloff works against it.

Interest-rate duration
2.71 yr
approx. move per 100bp
Credit-spread duration
2.73 yr
approx. move per 100bp
If rates and spreads both rise 100bp

Where the loss would come from. The two shocks are the same size, so this is the balance of the fund's two sensitivities rather than a bet on one moving more.

≈ -5.5%
of value
Credit spreads50%
Interest rates50%

Filers report the impact of a 0.01% move only, so the total is our own scaling of that one number and overstates the loss on most bonds — read it as approximate, never as precise. The two sensitivities overlap rather than add up: they measure the same positions against different shocks, which is why the durations above are shown side by side and never summed.

Credit risk by quality

Share of the fund's spread duration carried by each credit tier.

+2.73
yrs total
Investment grade+2.71 yr
High yield+0.03 yr
Where the risk sits on the curve

Share of duration at each point, shortest first. A positive figure loses value when spreads widen; a negative one offsets — a credit hedge.

Interest rate2.71 yr total
3 mo30 yr
3 mo0.01 yr0%
1 yr0.22 yr8%
5 yr0.85 yr31%
10 yr0.93 yr34%
30 yr0.70 yr26%
Credit spread2.73 yr total
3 mo30 yr
3 mo0.06 yr2%
1 yr0.40 yr15%
5 yr0.99 yr36%
10 yr0.87 yr32%
30 yr0.41 yr15%

The two bands measure the same positions against different shocks and do not add — a Treasury carries rate duration and no spread duration, a floating-rate credit the reverse. Rate tenors are also summed across every currency the fund discloses.

Show the numbers
TenorRate yrsIG yrsHY yrsIG $/bpHY $/bp
3 mo+0.01+0.06+0.00$570.4k$33.6k
1 yr+0.22+0.39+0.01$3.65m$97.9k
5 yr+0.85+0.99+0.01$9.19m$88.6k
10 yr+0.93+0.86+0.00$8.05m$17.7k
30 yr+0.70+0.41+0.00$3.79m$1.2k

Dollar change per 1bp of spread movement, as filed and sign-anchored. A blank cell was not filed; a zero was.

Holdings

By % of NAV · equity positions carry filed share counts · every resolvable issuer links to its company page

Issuer%NAVValue
Fidelity Salem Street Trust21.01%$19.60B
Fidelity Salem Street Trust6.08%$5.67B
Fidelity Salem Street Trust4.55%$4.25B
Fidelity Salem Street Trust2.78%$2.59B
Fidelity Salem Street Trust2.41%$2.24B
Fidelity Salem Street Trust2.26%$2.11B
Fidelity Summer Street Trust2.21%$2.06B
Fidelity Securities Fund2.06%$1.92B
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER5.50% · due 2056-03-011.79%$1.67B
Fidelity Salem Street Trust1.72%$1.61B
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Top 10 positions are 46.87% of net assets, top 25 61.27%, across 1.4K issuers.

See more of this fund's book

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