Strategic Advisers Alternatives Fund

Fund Profile

Fund profile

Tickers

FSLTX

Fund manager

Fidelity Rutland Square Trust II

Total assets

$2.62 bn

Liabilities

$251.46 mm

Net assets

$2.36 bn

Number of holdings

1.28 k

Top 200 of 1279 Holdings

As of Aug 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Fidelity Greenwood Street Trust	239.98 mm	22.51 mm shares	10.15	Common equity	Long	USA
BlackRock Systematic Multi-Strat Inv A	232.08 mm	21.92 mm shares	9.82	Common equity	Long	USA
Eaton Vance Glbl Macro Abs Ret Advtg A	216.48 mm	20.56 mm shares	9.16	Common equity	Long	USA
The Merger Fund A	188.18 mm	10.73 mm shares	7.96	Common equity	Long	USA
First Trust Merger Arbitrage Cl I	180.00 mm	16.29 mm shares	7.61	Common equity	Long	USA
FIMM MM Government Portfolio - Instl Cl	169.13 mm	169.13 mm shares	7.15	Common equity	Long	USA
Unified Series Trust	158.35 mm	14.04 mm shares	6.70	Common equity	Long	USA
Stone Ridge Trust	151.23 mm	13.76 mm shares	6.40	Common equity	Long	USA
BlackRock Global Equity Mkt Netrl A	130.94 mm	9.72 mm shares	5.54	Common equity	Long	USA
JHancock Diversified Macro A	130.64 mm	14.58 mm shares	5.53	Common equity	Long	USA
Fidelity Greenwood Street Trust	121.76 mm	12.49 mm shares	5.15	Common equity	Long	USA
Federated Hermes MDT Market Neutral A	77.58 mm	4.03 mm shares	3.28	Common equity	Long	USA
State Street Instl US Govt MMkt Premier	68.58 mm	68.58 mm shares	2.90	Common equity	Long	USA
American Beacon AHL Mgd Futs Strat A	65.96 mm	6.72 mm shares	2.79	Common equity	Long	USA
Fulcrum Diversified Abslt Ret Spr Instl	52.11 mm	5.44 mm shares	2.20	Common equity	Long	USA
Fidelity Greenwood Street Trust	37.35 mm	3.97 mm shares	1.58	Common equity	Long	USA
US TREASURY RP 5.41% 9/3/24	21.30 mm	21.30 mm principal	0.90	Repurchase agreement	Long	USA
GNII II 6% 10/01/2054 #TBA	15.21 mm	15.00 mm principal	0.64	ABS-mortgage backed security	Long	USA
UMBS 30YR 6.5% 09/01/2054 #TBA	12.15 mm	11.80 mm principal	0.51	ABS-mortgage backed security	Long	USA
UMBS 30YR 6% 09/01/2054 #TBA	6.01 mm	5.90 mm principal	0.25	ABS-mortgage backed security	Long	USA
UST BILLS 0% 10/22/2024	4.47 mm	4.50 mm principal	0.19	Debt	Long	USA
UMBS 30YR 6.5% 10/01/2054 #TBA	4.22 mm	4.10 mm principal	0.18	ABS-mortgage backed security	Long	USA
Fidelity Cash Central Fund	3.76 mm	3.76 mm shares	0.16	Short-term investment vehicle	Long	USA
CPPIB CAP INC FRN SOFR+125 03/11/2026 REGS	3.04 mm	3.00 mm principal	0.13	Debt	Long	Canada
UMBS 15YR 5% 09/01/2039 #TBA	2.42 mm	2.40 mm principal	0.10	ABS-mortgage backed security	Long	USA
UMBS 15YR 5% 10/01/2039 #TBA	2.12 mm	2.10 mm principal	0.09	ABS-mortgage backed security	Long	USA
CDX SWAP ITXEX541 06/20/2029 S	1.93 mm	18.00 mm contracts	0.08	Credit derivative	N/A	USA
UST BILLS 0% 10/08/2024	1.88 mm	1.89 mm principal	0.08	Debt	Long	USA
UMBS 30YR 6% 10/01/2054 #TBA	1.63 mm	1.60 mm principal	0.07	ABS-mortgage backed security	Long	USA
PSP CAP INC FRN SOFR+24 03/03/2025 144A	1.50 mm	1.50 mm principal	0.06	Debt	Long	Canada
UST BILLS 0% 10/01/2024	1.47 mm	1.48 mm principal	0.06	Debt	Long	USA
DTE DTE Energy Company	1.30 mm	1.30 mm principal	0.05	Debt	Long	USA
BAC-NA SWAP ITXEB541 06/20/29 S	1.27 mm	49.00 mm contracts	0.05	Credit derivative	N/A	USA
GEORGIA POWER CO FRN SFRIX+75 05/08/2025	1.23 mm	1.22 mm principal	0.05	Debt	Long	USA
TRILLIUM CREDIT CARD TRUST II SOFR+85 08/26/2028 144A	1.20 mm	1.20 mm principal	0.05	ABS-collateralized bond/debt obligation	Long	Canada
MASTER CR CARD TR II 23-2A A SOFR30A+85 01/21/2027 144A	1.20 mm	1.20 mm principal	0.05	ABS-collateralized bond/debt obligation	Long	Canada
STANDARD CHARTERED PLC FRN SOFR+93 11/23/2025 REGS	1.20 mm	1.20 mm principal	0.05	Debt	Long	UK
WESTINGHOUSE AIR BRAKE TECH CORP 3.2% 06/15/2025	1.18 mm	1.20 mm principal	0.05	Debt	Long	USA
MS Morgan Stanley	1.18 mm	1.20 mm principal	0.05	Debt	Long	USA
GOVERNMENT NAT MTG ASSN HECM TSFR1M+ 02/20/2067	1.16 mm	1.16 mm principal	0.05	ABS-collateralized bond/debt obligation	Long	USA
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.5% 01/15/2025	1.09 mm	1.10 mm principal	0.05	Debt	Long	Ireland
BANK QUEENSLAND LTD FRN 3AUS+87 12/18/2024 REGS	1.08 mm	1.60 mm principal	0.05	Debt	Long	Australia
SWEDBANK AB 5.337% 09/20/2027 REGS	1.02 mm	1.00 mm principal	0.04	Debt	Long	Sweden
MIZUHO BANK LTD SYDNEY BRH CD 3AUS+ 02/21/2025	1.02 mm	1.50 mm principal	0.04	Debt	Long	Australia
NEW YORK LIFE GLOBAL FDG FRN SFRIX+58 01/16/2026 144A	1.00 mm	1.00 mm principal	0.04	Debt	Long	USA
AMERICAN HONDA FINANCE CORP FRN SFRIX+78 04/23/2025	1.00 mm	1.00 mm principal	0.04	Debt	Long	USA
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC FRN SOFR+75 12/13/2024 144A	1.00 mm	1.00 mm principal	0.04	Debt	Long	USA
ALLEGRO CLO XI LTD 2A A1AR TSFR3M+125 01/19/2033 144A	1.00 mm	1.00 mm principal	0.04	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SOUND POINT CLO XXVIII LTD 20-3A A1R TSFR3M+128 01/25/2032 144A	1.00 mm	1.00 mm principal	0.04	ABS-collateralized bond/debt obligation	Long	Cayman Islands
LUV Southwest Airlines Co.	1.00 mm	1.00 mm principal	0.04	Debt	Long	USA
FED HOME LN MTG CORP 5.375% 04/24/2025	999.91 k	1.00 mm principal	0.04	Debt	Long	USA
MOUNTAIN VIEW CLO XVI A1R LTD TSFR3M+ 04/15/2034 144A	999.05 k	1.00 mm principal	0.04	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CREDIT AGRICOLE SA LONDON BRH 3.25% 10/04/2024 144A	998.29 k	1.00 mm principal	0.04	Debt	Long	UK
CARVAL CLO I LTD/LLC 2018-1A AR TSFR3M+123 07/16/2031 144A	996.39 k	995.40 k principal	0.04	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FORD MTR CR CO LLC 4.687% 06/09/2025	995.04 k	1.00 mm principal	0.04	Debt	Long	USA
WELLS FARGO and CO NEW 2.406%/VAR 10/30/2025	994.75 k	1.00 mm principal	0.04	Debt	Long	USA
BAC-NA SWAP CDXIG542 06/20/29 S	993.93 k	41.00 mm contracts	0.04	Credit derivative	N/A	USA
BNP PARIBAS 3.375% 01/09/2025 144A	992.58 k	1.00 mm principal	0.04	Debt	Long	France
BAX Baxter International Inc.	990.20 k	1.00 mm principal	0.04	Debt	Long	USA
GENERAL MTRS FINL CO INC 2.9% 02/26/2025	988.23 k	1.00 mm principal	0.04	Debt	Long	USA
RCI Rogers Communications Inc.	988.09 k	1.00 mm principal	0.04	Debt	Long	Canada
JACKSON NATL LIFE GLOBAL FDG 1.75% 01/12/2025 144A	986.91 k	1.00 mm principal	0.04	Debt	Long	USA
CARR Carrier Global Corporation	985.30 k	1.00 mm principal	0.04	Debt	Long	USA
ENEL FINANCE INTL NV 2.65% 09/10/2024 144A	968.39 k	969.00 k principal	0.04	Debt	Long	Netherlands
BERRY GLOBAL INC 1.57% 01/15/2026	956.13 k	1.00 mm principal	0.04	Debt	Long	USA
CITIBANK CR CARD ISSUANCE TR 2017-A6 A6 TSFR1M+88.448 05/14/2029	909.92 k	900.00 k principal	0.04	ABS-collateralized bond/debt obligation	Long	USA
BCS Barclays PLC	906.78 k	915.00 k principal	0.04	Debt	Long	UK
RAD CLO 4 LTD 2019-4A AR TSFR3M+123 04/25/2032 144A	846.82 k	845.89 k principal	0.04	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BRAZIL LETRAS DO TESOURO NACIONAL 0% 04/01/2025	816.56 k	4.90 mm principal	0.03	Debt	Long	Brazil
DBS GROUP HLDGS LTD FRN SOFR+61 09/12/2025 144A	802.01 k	800.00 k principal	0.03	Debt	Long	Singapore
GA GLOBAL FUNDING TRUST FRN SOFR+50 09/13/2024 144A	800.05 k	800.00 k principal	0.03	Debt	Long	USA
HCA INC 5.375% 02/01/2025	798.91 k	800.00 k principal	0.03	Debt	Long	USA
EVERGREEN CR CARD TR 0.9% 10/15/2026 144A	793.83 k	800.00 k principal	0.03	ABS-collateralized bond/debt obligation	Long	Canada
OZLM XVII LTD TSFR3M+115 07/20/2030 144A	787.11 k	787.04 k principal	0.03	ABS-collateralized bond/debt obligation	Long	Cayman Islands
IRS HUF 8.5 01-25-23-5Y CME	765.55 k	1.83 bn contracts	0.03	Interest rate derivative	N/A	USA
UST BILLS 0% 10/10/2024	700.28 k	704.00 k principal	0.03	Debt	Long	USA
AMGN Amgen Inc.	700.21 k	700.00 k principal	0.03	Debt	Long	USA
CDX SWAP CXPHY542 06/20/2029 S	653.20 k	8.00 mm contracts	0.03	Credit derivative	N/A	UK
S and P500 EMINI FUT SEP24 ESU4	647.50 k	126.00 contracts	0.03	Equity derivative	N/A	USA
90-DAY BANK BILL FUT DEC24 IRZ4	639.33 k	29.00 contracts	0.03	Equity derivative	N/A	Australia
RFR USD SOFR-3.75000 09-18-24-10Y LCH	611.47 k	21.50 mm contracts	0.03	Interest rate derivative	N/A	UK
TOYOTA MOTOR CREDIT CORP FRN SOFR+77 08/07/2026	603.03 k	600.00 k principal	0.03	Debt	Long	USA
BANK OF AMERICA CORPORATION 2.456%/VAR 10/22/2025	597.43 k	600.00 k principal	0.03	Debt	Long	USA
EURO-BUND FUTURE SEP24 RXU4	585.68 k	290.00 contracts	0.02	Interest rate derivative	N/A	Germany
SOYBEAN FUTURE NOV24 S X4	573.75 k	-71.00 contracts	0.02	Commodity derivative	N/A	USA
FORD CREDIT AUTO LEASE TRUST 2023-B A2B SOFR30A+59 02/15/2026	555.72 k	555.39 k principal	0.02	ABS-collateralized bond/debt obligation	Long	USA
SMFG Sumitomo Mitsui Financial Group, Inc.	506.67 k	500.00 k principal	0.02	Debt	Long	Japan
SMFG Sumitomo Mitsui Financial Group, Inc.	506.61 k	500.00 k principal	0.02	Debt	Long	Japan
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1 SOFR30A+52 12/21/2026	504.07 k	503.76 k principal	0.02	ABS-collateralized bond/debt obligation	Long	USA
CITIBANK CR CARD ISSUANCE TR 5.23% 12/08/2027	503.50 k	500.00 k principal	0.02	ABS-collateralized bond/debt obligation	Long	USA
NATWEST MARKETS PLC FRN SOFR+145 03/22/2025 REGS	503.18 k	500.00 k principal	0.02	Debt	Long	UK
ING GROEP NV FRN SFRIX+164 03/28/2026	503.07 k	500.00 k principal	0.02	Debt	Long	Netherlands
SCCU AUTO RECEIVABLES TRUST 2024-1 A2 5.45% 12/15/2027 144A	501.57 k	500.00 k principal	0.02	ABS-collateralized bond/debt obligation	Long	USA
VERDELITE STATIC CLO 2024-1 LTD TSFR3M+ 07/20/2032 144A	500.77 k	500.00 k principal	0.02	ABS-collateralized bond/debt obligation	Long	Jersey
ARW Arrow Electronics, Inc.	499.75 k	500.00 k principal	0.02	Debt	Long	USA
RVTY Revvity, Inc.	499.09 k	500.00 k principal	0.02	Debt	Long	USA
BANK OF AMERICA CORPORATION TSFR3M+109 10/01/2025	499.01 k	500.00 k principal	0.02	Debt	Long	USA
HSBC HSBC Holdings plc	497.38 k	500.00 k principal	0.02	Debt	Long	UK
UST BILLS 0% 11/05/2024	495.60 k	500.00 k principal	0.02	Debt	Long	USA
NATWEST MARKETS PLC 3.479% 03/22/2025 144A	495.15 k	500.00 k principal	0.02	Debt	Long	UK
NMR Nomura Holdings, Inc.	495.02 k	500.00 k principal	0.02	Debt	Long	Japan
GSK CONSUMER HEALTHCARE CAPITAL UK PLC 3.125% 03/24/2025	494.47 k	500.00 k principal	0.02	Debt	Long	UK
IRS CZK 4.73000 10-03-23-5Y CME	492.82 k	220.70 mm contracts	0.02	Interest rate derivative	N/A	USA
MF1 2021-FL7 A TSFR1M+119.448 10/16/2036 144A	488.50 k	491.51 k principal	0.02	ABS-collateralized bond/debt obligation	Long	Cayman Islands
APEX CREDIT CLO 2018-II LTD TSFR3M+124 10/20/2031 144A	473.66 k	473.47 k principal	0.02	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TOYOTA AUTO RECEIVABLES 2023-C A2B OWNER TR SOFR30A+40 08/17/2026	460.38 k	460.17 k principal	0.02	ABS-collateralized bond/debt obligation	Long	USA
90-DAY BANK BILL FUT MAR25 IRH5	430.18 k	20.00 contracts	0.02	Equity derivative	N/A	Australia
SOYBEAN MEAL FUTR DEC24 SMZ4	422.84 k	-107.00 contracts	0.02	Commodity derivative	N/A	USA
GOVERNMENT NATIONAL MORTGAGE 2024-H12 FC SOFR30A+90 07/20/2074	401.71 k	401.71 k principal	0.02	ABS-collateralized bond/debt obligation	Long	XX
MUFG Mitsubishi UFJ Financial Group, Inc.	400.74 k	400.00 k principal	0.02	Debt	Long	Japan
CARLYLE GLOBAL MARKET STRATEGIES CLO 2015-4 LTD TSFR3M+ 07/20/2032 144A	400.69 k	400.00 k principal	0.02	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ANCHORAGE CAPITAL CLO 2018-10A A1AR LTD TSFR3M+110 10/15/2031 144A	400.03 k	400.00 k principal	0.02	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TRALEE CLO 6A AIRR TSFR3M+122 10/25/2032 144A	399.91 k	400.00 k principal	0.02	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FX Forward: HUF/USD settle 2024-09-18 MORGAN STANLEY	398.59 k	1.00 contracts	0.02	DFE	N/A	USA
FEDERAL HOME LN MTG MLT CTF GT 5442 FB SOFR30A+97 08/25/2054	398.51 k	398.52 k principal	0.02	ABS-collateralized bond/debt obligation	Long	USA
UST BILLS 0% 10/15/2024	397.62 k	400.00 k principal	0.02	Debt	Long	USA
ET+E Energy Transfer Operating, L.P.	393.52 k	400.00 k principal	0.02	Debt	Long	USA
FANNIE MAE REMICS SOFR30A+97 08/25/2054	393.07 k	392.95 k principal	0.02	ABS-collateralized bond/debt obligation	Long	XX
UST BILLS 0% 10/31/2024	392.77 k	396.00 k principal	0.02	Debt	Long	USA
FX Forward: JPY/USD settle 2024-09-18 BNP PARIBAS	386.42 k	1.00 contracts	0.02	DFE	N/A	France
JPN YEN CURR FUT SEP24 JYU4	377.10 k	71.00 contracts	0.02	DFE	N/A	USA
CITIZENS AUTO RECEIVABLES TRUST 2023-2 SOFR30A+ 10/15/2026 144A	361.23 k	360.71 k principal	0.02	ABS-collateralized bond/debt obligation	Long	USA
OIS CAD CAONREPO-3.25000 09-18-24-10Y LCH	358.20 k	26.60 mm contracts	0.02	Interest rate derivative	N/A	UK
WORLD OMNI AUTO RECEIVABLES TR 2023-C A2B SOFR30A+41 12/15/2026	342.21 k	342.22 k principal	0.01	ABS-collateralized bond/debt obligation	Long	USA
BANK OF TOKYO-MITSUBISHI UFJ LTD SYDNEY BRH CD 3AUS+ 02/17/2026	339.87 k	500.00 k principal	0.01	Debt	Long	Australia
ZCS BRL 10.68925 04/04/24 01/29 CME	337.74 k	-55.00 mm contracts	0.01	Interest rate derivative	N/A	USA
CUMULUS STATIC CLO 2024 1A A DESIGNATED ACTIVITY CO 3MEUR+120 11/15/2033 144A	329.80 k	297.77 k principal	0.01	ABS-collateralized bond/debt obligation	Long	Ireland
IRS HKD 3.75000 09-18-24-5Y LCH	325.02 k	71.40 mm contracts	0.01	Interest rate derivative	N/A	UK
S and P 500 INDX PUT 3500 08/15/2025	324.35 k	130.00 contracts	0.01	Equity derivative	N/A	USA
UST BILLS 0% 09/17/2024	323.34 k	324.00 k principal	0.01	Debt	Long	USA
S and P/TSX 60 IX FUT SEP24 PTU4	302.55 k	39.00 contracts	0.01	Equity derivative	N/A	Canada
HYUNDAI CAP AMER FRN SFRIX+ SOFR 08/04/2025 144A	301.38 k	300.00 k principal	0.01	Debt	Long	USA
LCM 31 LTD TSFR3M+128 07/20/2034 144A	300.56 k	300.00 k principal	0.01	ABS-collateralized bond/debt obligation	Long	Cayman Islands
HCA INC 5.25% 04/15/2025	299.84 k	300.00 k principal	0.01	Debt	Long	USA
UST BILLS 0% 10/29/2024	297.62 k	300.00 k principal	0.01	Debt	Long	USA
COFF ROBUSTA 10TN FUT NOV24 DFX4	292.50 k	43.00 contracts	0.01	Commodity derivative	N/A	UK
OIS THB THORON-2.25000 09/18/24-5Y LCH	282.41 k	881.90 mm contracts	0.01	Interest rate derivative	N/A	UK
90-DAY BANK BILL FUT JUN25 IRM5	271.21 k	13.00 contracts	0.01	Equity derivative	N/A	Australia
PIMCO CDX EM40 ICE 12/20/28	267.07 k	9.50 mm contracts	0.01	Credit derivative	N/A	USA
S and P 500 INDX PUT 3900 06/20/2025	255.43 k	85.00 contracts	0.01	Equity derivative	N/A	USA
IRS ZAR 8.45900 05/22/24-5Y CME	241.46 k	120.90 mm contracts	0.01	Interest rate derivative	N/A	USA
IRS HUF 8.74000 04/28/23 5Y CME	240.67 k	785.40 mm contracts	0.01	Interest rate derivative	N/A	USA
IRS CZK 4.28000 11/08/23 10Y CME	238.41 k	78.00 mm contracts	0.01	Interest rate derivative	N/A	USA
S and P 500 INDX PUT 4000 07/18/2025	238.23 k	65.00 contracts	0.01	Equity derivative	N/A	USA
IRS HUF 7.77000 10-27-23-5Y CME	238.07 k	1.19 bn contracts	0.01	Interest rate derivative	N/A	USA
PIMCO LCH SWAP 11/16/2027	231.38 k	-26.40 mm contracts	0.01	Interest rate derivative	N/A	UK
IRS AUD 4.50000 09-18-24-10Y LCH	228.38 k	9.10 mm contracts	0.01	Interest rate derivative	N/A	UK
EURO STOXX 50 FUT SEP24 VGU4	219.42 k	222.00 contracts	0.01	Equity derivative	N/A	Germany
LME NICKEL FUTURE SEP24 LNU4	219.09 k	-56.00 contracts	0.01	Commodity derivative	N/A	UK
SWISS MKT IX FUTR SEP24 SMU4	216.44 k	59.00 contracts	0.01	Equity derivative	N/A	Germany
IRS ZAR 8.35200 11-09-23-5Y CME	214.65 k	133.70 mm contracts	0.01	Interest rate derivative	N/A	USA
COTTON NO.2 FUTR DEC24 CTZ4	211.08 k	-85.00 contracts	0.01	Commodity derivative	N/A	USA
OIS SGD SIBSORA-2.75000 09/18/24 5Y LCH	209.29 k	10.20 mm contracts	0.01	Interest rate derivative	N/A	UK
RFR GBP SONIO-3.75000 09-18-24-10Y LCH	206.60 k	10.90 mm contracts	0.01	Interest rate derivative	N/A	UK
CORN FUTURE DEC24 C Z4	205.70 k	-325.00 contracts	0.01	Commodity derivative	N/A	USA
90-DAY BANK BILL FUT SEP25 IRU5	204.79 k	10.00 contracts	0.01	Equity derivative	N/A	Australia
IRS HUF 8.712 04/28/23 5Y CME	204.44 k	2.93 bn contracts	0.01	Interest rate derivative	N/A	USA
IRS ZAR 9.18500 06/12/23 5Y CME	203.45 k	86.90 mm contracts	0.01	Interest rate derivative	N/A	USA
IRS ZAR 8.3700 07-20-23-5Y CME	202.06 k	104.10 mm contracts	0.01	Interest rate derivative	N/A	USA
IRS CNY 2.25000 09/18/24 5Y LCH	201.36 k	103.90 mm contracts	0.01	Interest rate derivative	N/A	UK
BAX Baxter International Inc.	200.01 k	200.00 k principal	0.01	Debt	Long	USA
ZCS BRL 10.095 02-06-24-01-02-29 CME	198.80 k	-20.30 mm contracts	0.01	Interest rate derivative	N/A	USA
EURO-BTP FUTURE SEP24 IKU4	195.33 k	145.00 contracts	0.01	Interest rate derivative	N/A	Germany
DELL EQUIP FIN TR 2023-2 5.84% 01/22/2029 144A	193.37 k	193.20 k principal	0.01	ABS-collateralized bond/debt obligation	Long	USA
IRS ZAR 8.51000 05-17-24-5Y CME	192.55 k	91.20 mm contracts	0.01	Interest rate derivative	N/A	USA
UST BILLS 0% 10/17/2024	183.85 k	185.00 k principal	0.01	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE 2023-H20 FL SOFR30A+110 05/20/2073	183.66 k	182.40 k principal	0.01	ABS-collateralized bond/debt obligation	Long	XX
ZCS BRL 9.87 12-27-23-01-02-29 CME	183.09 k	-25.90 mm contracts	0.01	Interest rate derivative	N/A	USA
COFFEE 'C' FUTURE DEC24 KCZ4	179.59 k	31.00 contracts	0.01	Commodity derivative	N/A	USA
FX Forward: NZD/USD settle 2024-09-03 MORGAN STANLEY	176.03 k	1.00 contracts	0.01	DFE	N/A	USA
FX Forward: JPY/USD settle 2024-09-18 UBS AG	174.07 k	1.00 contracts	0.01	DFE	N/A	Switzerland
OIS COP IBR-9.22000 10-02-23- 5Y CME	173.32 k	15.87 bn contracts	0.01	Interest rate derivative	N/A	USA
CARMX 2023-3 A3 5.72% 11/16/2026	172.61 k	172.40 k principal	0.01	ABS-collateralized bond/debt obligation	Long	USA
IRS ZAR 8.41100 07/19/23 5Y CME	168.89 k	84.30 mm contracts	0.01	Interest rate derivative	N/A	USA
FX Forward: HUF/USD settle 2024-10-18 DEUTSCHE BANK AG	166.03 k	1.00 contracts	0.01	DFE	N/A	Germany
WOART 2023-A A2B SOFR30A+ 07/15/2026	164.50 k	164.48 k principal	0.01	ABS-collateralized bond/debt obligation	Long	USA
IRS CZK 4.51000 03-22-23 5Y CME	161.97 k	85.80 mm contracts	0.01	Interest rate derivative	N/A	USA
HANG SENG IDX FUT SEP24 HIU4	158.65 k	111.00 contracts	0.01	Equity derivative	N/A	Hong Kong
DJIA MINI E-CBOT FUT SEP24 DMU4	153.87 k	18.00 contracts	0.01	Equity derivative	N/A	USA
ZCS BRL 10.2344 01-22-24-01-02-29 CME	153.75 k	-17.10 mm contracts	0.01	Interest rate derivative	N/A	USA
S and P 500 INDX PUT 5020 11/15/2024	153.40 k	59.00 contracts	0.01	Equity derivative	N/A	USA
FX Forward: NZD/USD settle 2024-09-03 CITIBANK, N.A.	151.15 k	1.00 contracts	0.01	DFE	N/A	USA
ZCS BRL 10.48 06-26-23-01-02-29 CME	149.36 k	-17.40 mm contracts	0.01	Interest rate derivative	N/A	USA
S and P 500 INDX PUT 5360 10/18/2024	146.41 k	47.00 contracts	0.01	Equity derivative	N/A	USA
FX Forward: THB/USD settle 2024-09-18 BNP PARIBAS	145.90 k	1.00 contracts	0.01	DFE	N/A	France
IRS EUR 2.75000 09-18-24-10Y LCH	145.85 k	16.90 mm contracts	0.01	Interest rate derivative	N/A	UK
IRS ZAR 8.36 11/06/23 5Y CME	139.07 k	73.60 mm contracts	0.01	Interest rate derivative	N/A	USA
SILVER FUTURE DEC24 SIZ4	138.07 k	-31.00 contracts	0.01	Commodity derivative	N/A	USA
IRS CLP 5.15778 06/15/23 5Y CME	137.93 k	6.64 bn contracts	0.01	Interest rate derivative	N/A	USA
IRS ZAR 8.35500 11/03/23 5Y CME	136.10 k	72.40 mm contracts	0.01	Interest rate derivative	N/A	USA
LOW SU GASOIL G FUT NOV24 QSX4	135.55 k	-34.00 contracts	0.01	Commodity derivative	N/A	UK
FX Forward: CNY/USD settle 2024-09-19 BNP PARIBAS	134.44 k	1.00 contracts	0.01	DFE	N/A	France
IRS CLP 5.75000 09/28/23 5Y CME	131.74 k	4.76 bn contracts	0.01	Interest rate derivative	N/A	USA
LME LEAD FUTURE OCT24 LLV4	130.82 k	-49.00 contracts	0.01	Commodity derivative	N/A	UK
IRS ZAR 8.5300 05-16-24-5Y CME	130.74 k	60.60 mm contracts	0.01	Interest rate derivative	N/A	USA
FX Forward: THB/USD settle 2024-09-18 BNP PARIBAS	130.16 k	1.00 contracts	0.01	DFE	N/A	France
IRS HUF 8.80000 04/27/23 5Y CME	129.38 k	414.90 mm contracts	0.01	Interest rate derivative	N/A	USA
FX Forward: MYR/USD settle 2024-09-18 MORGAN STANLEY	125.84 k	1.00 contracts	0.01	DFE	N/A	USA
OIS COP IBR-9.05000 03/24/23 5Y CME	124.33 k	10.33 bn contracts	0.01	Interest rate derivative	N/A	USA
IRS MXN 8.50000 08/07/23 10Y* CME	124.10 k	-67.20 mm contracts	0.01	Interest rate derivative	N/A	USA