Fidelity Investment Grade Bond Central Fund

Fidelity Central Investment Portfolios II LLC · Series S000018830

Bond fund · 103% debt· rate + credit risk filed
$44.63B NAV
4,603 positions · as of 2026-06-30 · filed 2026-08-24
data updated 2026-09-08

Fund profile

This fund files no prospectus profile. Unit investment trusts and closed-end funds register on forms that carry no objective or fee tagging, and some fund families file without it — a gap in what was filed, not a fund without an objective or without fees.

Allocation

Asset groups · long / short shown separately, never netted · 2026 Q2

104.17%
of net assets
Bonds71.23%
Securitized32.03%
Cash & short-term0.88%
Derivatives0.03%

Derivatives are shown at market value, not notional exposure.

Latest quarter

What changed since the fund's previous filing

2026Q2 vs 2026Q1: 253 new155 exited

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

Largest exited: UST NOTES ×2, GNMA II GTD PASS THRU CTF MULTIPLE ISSUER ×2, FNMA/FHLG TBA ISSUER ×3, UNITED STATES TREASURY BOND

Return profile

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

1-year
+4.32%
3-year
+12.65%
5-year
+3.98%
Volatility
3.60%
Worst 3-yr fall
-5.88%
Cumulative return· Jul 2023 – Apr 2026

May 2026 and Jun 2026 have been filed since the trailing figures were struck, so they are not in the table above or the curve — every figure here shares one cut-off, which is what makes them comparable with other funds.

Debt profile

What this fund holds — value-weighted across its bond and securitized long positions · as of 2026-06-30

Avg coupon
3.06%
Avg maturity
13.35 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.

16%
floating
Fixed rate84.4%
Floating rate15.6%
Maturity ladder

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

<1y10y+
<1y1.6%
1-3y5.0%
3-5y14.5%
5-10y36.1%
10y+42.9%
Flagged holdings
Defaulted: none reported
In arrears: none reported
Paid in kind: none reported

Based on what filers reported; a filer that never reported a flag also reads as none.

Risk profile

Interest-rate and credit-spread sensitivity, both in years · as of 2026Q2

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
5.88 yr
approx. move per 100bp
Credit-spread duration
6.20 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.

≈ -12.0%
of value
Credit spreads51%
Interest rates49%

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.

+6.20
yrs total
Investment grade+6.18 yr
High yield+0.02 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 rate5.88 yr total
3 mo30 yr
3 mo0.01 yr0%
1 yr0.29 yr5%
5 yr1.86 yr32%
10 yr2.02 yr34%
30 yr1.69 yr29%
Credit spread6.20 yr total
3 mo30 yr
3 mo0.11 yr2%
1 yr0.65 yr11%
5 yr2.28 yr37%
10 yr2.10 yr34%
30 yr1.06 yr17%

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+0.11+0.00$481.8k$14.5k
1 yr+0.29+0.65+0.01$2.88m$41.2k
5 yr+1.86+2.27+0.01$10.14m$35.6k
10 yr+2.02+2.10+0.00$9.38m$5.3k
30 yr+1.69+1.06+0.00$4.71m$11

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
UST NOTES4.00% · due 2030-07-313.57%$1.60B
UST NOTES4.25% · due 2035-08-153.41%$1.52B
UST NOTES4.13% · due 2036-02-153.24%$1.45B
UST NOTES3.88% · due 2033-08-152.47%$1.10B
UNITED STATES TREASURY BOND4.25% · due 2054-02-152.25%$1.01B
UST NOTES4.13% · due 2032-11-151.83%$818.39M
UST NOTES2.75% · due 2032-08-151.67%$747.36M
UST NOTES2.88% · due 2032-05-151.59%$708.91M
UNITED STATES TREASURY BOND4.88% · due 2045-08-151.51%$674.72M
UST NOTES4.13% · due 2033-04-301.43%$637.82M
Showing 10 of 4,603Sign in to see more

Top 10 positions are 22.98% of net assets, top 25 39.25%, across 558 issuers.

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