Strategic Advisers Alternatives Fund

Fund Profile

Fund profile

Tickers

FSLTX

Fund manager

Fidelity Rutland Square Trust II

Total assets

$2.49 bn

Liabilities

$248.53 mm

Net assets

$2.24 bn

Number of holdings

1.23 k

Top 200 of 1226 Holdings

As of Nov 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Fidelity Greenwood Street Trust	322.26 mm	29.40 mm shares	14.39	Common equity	Long	USA
BlackRock Systematic Multi-Strat Inv A	233.84 mm	21.92 mm shares	10.44	Common equity	Long	USA
Eaton Vance Glbl Macro Abs Ret Advtg A	218.95 mm	20.56 mm shares	9.78	Common equity	Long	USA
BlackRock Global Equity Mkt Netrl A	183.81 mm	13.31 mm shares	8.21	Common equity	Long	USA
Unified Series Trust	161.43 mm	14.04 mm shares	7.21	Common equity	Long	USA
Stone Ridge Trust	155.77 mm	13.76 mm shares	6.96	Common equity	Long	USA
First Trust Merger Arbitrage Cl I	146.83 mm	13.15 mm shares	6.56	Common equity	Long	USA
The Merger Fund A	138.50 mm	7.88 mm shares	6.18	Common equity	Long	USA
Federated Hermes MDT Market Neutral A	137.71 mm	6.81 mm shares	6.15	Common equity	Long	USA
State Street Instl US Govt MMkt Premier	120.66 mm	120.66 mm shares	5.39	Common equity	Long	USA
Fidelity Greenwood Street Trust	80.24 mm	8.54 mm shares	3.58	Common equity	Long	USA
American Beacon AHL Mgd Futs Strat A	65.29 mm	6.72 mm shares	2.92	Common equity	Long	USA
Fulcrum Diversified Abslt Ret Spr Instl	53.79 mm	5.44 mm shares	2.40	Common equity	Long	USA
FIMM MM Government Portfolio - Instl Cl	53.73 mm	53.73 mm shares	2.40	Common equity	Long	USA
Fidelity Greenwood Street Trust	39.42 mm	3.97 mm shares	1.76	Common equity	Long	USA
US TREASURY RP 4.64% 12/2/24	15.00 mm	15.00 mm principal	0.67	Repurchase agreement	Long	USA
S and P500 EMINI FUT DEC24 ESZ4	3.64 mm	224.00 contracts	0.16	Equity derivative	N/A	USA
CPPIB CAP INC FRN SOFR+125 03/11/2026 REGS	3.04 mm	3.00 mm principal	0.14	Debt	Long	Canada
CFM CDX OTC SWAP 12/20/2029 S	2.44 mm	24.00 mm contracts	0.11	Credit derivative	N/A	USA
GNII II 6% 12/01/2054 #TBA	2.22 mm	2.20 mm principal	0.10	ABS-mortgage backed security	Long	USA
CHF CURRENCY FUT DEC24 SFZ4	2.20 mm	-340.00 contracts	0.10	DO	N/A	USA
Fidelity Cash Central Fund	1.95 mm	1.95 mm shares	0.09	Short-term investment vehicle	Long	USA
C$ CURRENCY FUT DEC24 CDZ4	1.85 mm	-888.00 contracts	0.08	DO	N/A	USA
CDX SWAP ITXEB542 12/20/2029 S	1.84 mm	76.00 mm contracts	0.08	Credit derivative	N/A	USA
UST BILLS 0% 02/06/2025	1.79 mm	1.80 mm principal	0.08	Debt	Long	USA
CFM CDX OTC SWP 12/20/2029	1.71 mm	66.00 mm contracts	0.08	Credit derivative	N/A	UK
UMBS 15YR 5% 12/01/2039 #TBA	1.60 mm	1.60 mm principal	0.07	ABS-mortgage backed security	Long	USA
PSP CAP INC FRN SOFRINDX+24 03/03/2025 144A	1.50 mm	1.50 mm principal	0.07	Debt	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
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
EURO-BTP FUTURE DEC24 IKZ4	1.13 mm	349.00 contracts	0.05	Interest rate derivative	N/A	Germany
GOVERNMENT NAT MTG ASSN HECM TSFR1M+ 02/20/2067	1.10 mm	1.10 mm principal	0.05	ABS-collateralized bond/debt obligation	Long	USA
UST BILLS 0% 02/20/2025	1.09 mm	1.10 mm principal	0.05	Debt	Long	USA
BANK QUEENSLAND LTD FRN 3AUS+87 12/18/2024 REGS	1.04 mm	1.60 mm principal	0.05	Debt	Long	Australia
C Citigroup Inc.	1.01 mm	1.00 mm principal	0.04	Debt	Long	USA
NEW YORK LIFE GLOBAL FDG FRN SOFRINDX+58 01/16/2026 144A	1.00 mm	1.00 mm principal	0.04	Debt	Long	USA
MOUNTAIN VIEW CLO XVI A1R LTD TSFR3M+ 04/15/2034 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
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
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
CARR Carrier Global Corporation	994.04 k	1.00 mm principal	0.04	Debt	Long	USA
RCI Rogers Communications Inc.	993.96 k	1.00 mm principal	0.04	Debt	Long	Canada
MIZUHO BANK LTD SYDNEY BRH CD 3AUS+54 02/21/2025	978.65 k	1.50 mm principal	0.04	Debt	Long	Australia
BERRY GLOBAL INC 1.57% 01/15/2026	963.91 k	1.00 mm principal	0.04	Debt	Long	USA
CARVAL CLO I LTD/LLC 2018-1A AR TSFR3M+123 07/16/2031 144A	957.41 k	956.35 k principal	0.04	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CITIBANK CR CARD ISSUANCE TR 2017-A6 A6 TSFR1M+88.448 05/14/2029	911.25 k	900.00 k principal	0.04	ABS-collateralized bond/debt obligation	Long	USA
S and P/TSX 60 IX FUT DEC24 PTZ4	895.14 k	61.00 contracts	0.04	Equity derivative	N/A	Canada
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.5% 01/15/2025	798.52 k	800.00 k principal	0.04	Debt	Long	Ireland
WESTINGHOUSE AIR BRAKE TECH CORP 3.2% 06/15/2025	792.34 k	800.00 k principal	0.04	Debt	Long	USA
MS Morgan Stanley	791.35 k	800.00 k principal	0.04	Debt	Long	USA
BRAZIL LETRAS DO TESOURO NACIONAL 0% 04/01/2025	782.80 k	4.90 mm principal	0.03	Debt	Long	Brazil
CDXHY S43 5Y T0 CDX	766.85 k	8.00 mm contracts	0.03	Credit derivative	N/A	UK
GEORGIA POWER CO FRN SOFRINDX+75 05/08/2025	724.85 k	723.00 k principal	0.03	Debt	Long	USA
ZCS BRL 10.68925 04/04/24 01/29 CME	721.88 k	-55.00 mm contracts	0.03	Interest rate derivative	N/A	USA
BMW US CAPITAL LLC FRN SOFRINDX+80 08/13/2026 144A	704.25 k	700.00 k principal	0.03	Debt	Long	USA
RAD CLO 4 LTD 2019-4A AR TSFR3M+123 04/25/2032 144A	704.11 k	702.53 k principal	0.03	ABS-collateralized bond/debt obligation	Long	Cayman Islands
RABOBANK NEDERLAND NY BRH FRN SOFRINDX+62 08/28/2026	702.19 k	700.00 k principal	0.03	Debt	Long	USA
LUV Southwest Airlines Co.	700.11 k	700.00 k principal	0.03	Debt	Long	USA
FORD MTR CR CO LLC 4.687% 06/09/2025	698.39 k	700.00 k principal	0.03	Debt	Long	USA
GENERAL MTRS FINL CO INC 2.9% 02/26/2025	696.30 k	700.00 k principal	0.03	Debt	Long	USA
UST BILLS 0% 02/13/2025	693.75 k	700.00 k principal	0.03	Debt	Long	USA
IRS HUF 8.5 01-25-23-5Y CME	682.24 k	1.83 bn contracts	0.03	Interest rate derivative	N/A	USA
EURO-BUND FUTURE DEC24 RXZ4	680.86 k	428.00 contracts	0.03	Interest rate derivative	N/A	Germany
DEUTSCHE BANK AG NEW YORK BNCH 2.129%/VAR 11/24/2026	680.62 k	700.00 k principal	0.03	Debt	Long	USA
BCS Barclays PLC	612.61 k	615.00 k principal	0.03	Debt	Long	UK
OZLM XVII LTD TSFR3M+115 07/20/2030 144A	609.35 k	609.31 k principal	0.03	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SWEDBANK AB 5.337% 09/20/2027 REGS	608.10 k	600.00 k principal	0.03	Debt	Long	Sweden
UST BILLS 0% 01/16/2025	604.59 k	608.00 k principal	0.03	Debt	Long	USA
BNP PARIBAS 3.375% 01/09/2025 144A	598.99 k	600.00 k principal	0.03	Debt	Long	France
FX Forward: USD/BRL settle 2025-01-03 DEUTSCHE BANK AG	530.24 k	1.00 contracts	0.02	DFE	N/A	Germany
SMFG Sumitomo Mitsui Financial Group, Inc.	507.61 k	500.00 k principal	0.02	Debt	Long	Japan
ENERGY TRANSFER LP 5.95% 12/01/2025	503.92 k	500.00 k principal	0.02	Debt	Long	USA
CITIBANK CR CARD ISSUANCE TR 5.23% 12/08/2027	503.41 k	500.00 k principal	0.02	ABS-collateralized bond/debt obligation	Long	USA
ING GROEP NV FRN SOFRINDX+164 03/28/2026	501.85 k	500.00 k principal	0.02	Debt	Long	Netherlands
OFSI BSL XI LTD TSFR3M+127 04/20/2034 144A	500.04 k	500.00 k principal	0.02	ABS-collateralized bond/debt obligation	Long	Cayman Islands
HCA INC 5.375% 02/01/2025	499.94 k	500.00 k principal	0.02	Debt	Long	USA
NMR Nomura Holdings, Inc.	498.49 k	500.00 k principal	0.02	Debt	Long	Japan
NATWEST MARKETS PLC 3.479% 03/22/2025 144A	497.94 k	500.00 k principal	0.02	Debt	Long	UK
VERDELITE STATIC CLO 2024-1 LTD TSFR3M+ 07/20/2032 144A	485.08 k	484.62 k principal	0.02	ABS-collateralized bond/debt obligation	Long	Jersey
SCCU AUTO RECEIVABLES TRUST 2024-1 A2 5.45% 12/15/2027 144A	476.09 k	474.76 k principal	0.02	ABS-collateralized bond/debt obligation	Long	USA
MF1 2021-FL7 A TSFR1M+119.448 10/16/2036 144A	442.71 k	444.82 k principal	0.02	ABS-collateralized bond/debt obligation	Long	Cayman Islands
APEX CREDIT CLO 2018-II LTD TSFR3M+124 10/20/2031 144A	440.76 k	440.16 k principal	0.02	ABS-collateralized bond/debt obligation	Long	Cayman Islands
KC HRW WHEAT FUT MAR25 KWH5	423.21 k	-185.00 contracts	0.02	Commodity derivative	N/A	USA
DJIA MINI E-CBOT FUT DEC24 DMZ4	408.85 k	27.00 contracts	0.02	Equity derivative	N/A	USA
GOVERNMENT NATIONAL MORTGAGE 2024-H12 FC SOFR30A+90 07/20/2074	406.52 k	405.33 k principal	0.02	ABS-collateralized bond/debt obligation	Long	USA
DBS GROUP HLDGS LTD FRN SOFR+61 09/12/2025 144A	401.04 k	400.00 k principal	0.02	Debt	Long	Singapore
MUFG Mitsubishi UFJ Financial Group, Inc.	400.75 k	400.00 k principal	0.02	Debt	Long	Japan
TRALEE CLO 6A AIRR TSFR3M+122 10/25/2032 144A	400.09 k	400.00 k principal	0.02	ABS-collateralized bond/debt obligation	Long	Cayman Islands
UST BILLS 0% 01/14/2025	397.86 k	400.00 k principal	0.02	Debt	Long	USA
ET+E Energy Transfer Operating, L.P.	396.18 k	400.00 k principal	0.02	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 5442 FB SOFR30A+97 08/25/2054	380.15 k	380.43 k principal	0.02	ABS-collateralized bond/debt obligation	Long	USA
ANCHORAGE CAPITAL CLO 2018-10A A1AR LTD TSFR3M+110 10/15/2031 144A	375.70 k	375.58 k principal	0.02	ABS-collateralized bond/debt obligation	Long	Cayman Islands
COFFEE 'C' FUTURE MAR25 KCH5	373.87 k	20.00 contracts	0.02	Commodity derivative	N/A	USA
TOPIX INDX FUTR DEC24 TPZ4	372.25 k	53.00 contracts	0.02	Equity derivative	N/A	Japan
ZCS BRL 9.87 12-27-23-01-02-29 CME	369.47 k	-25.90 mm contracts	0.02	Interest rate derivative	N/A	USA
CARLYLE GLOBAL MARKET STRATEGIES CLO 2015-4 LTD TSFR3M+ 07/20/2032 144A	365.20 k	364.85 k principal	0.02	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FANNIE MAE REMICS SOFR30A+97 08/25/2054	363.12 k	363.39 k principal	0.02	ABS-collateralized bond/debt obligation	Long	USA
IRS HUF 8.712 04/28/23 5Y CME	352.31 k	2.93 bn contracts	0.02	Interest rate derivative	N/A	USA
ZCS BRL 10.095 02-06-24-01-02-29 CME	343.56 k	-20.30 mm contracts	0.02	Interest rate derivative	N/A	USA
LME NICKEL FUTURE JAN25 LNF5	335.61 k	-42.00 contracts	0.01	Commodity derivative	N/A	UK
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1 SOFR30A+52 12/21/2026	328.77 k	328.43 k principal	0.01	ABS-collateralized bond/debt obligation	Long	USA
BANK OF TOKYO-MITSUBISHI UFJ LTD SYDNEY BRH CD 3AUS+87 02/17/2026	327.49 k	500.00 k principal	0.01	Debt	Long	Australia
AUST 10Y BOND FUT DEC24 XMZ4	315.85 k	-203.00 contracts	0.01	Interest rate derivative	N/A	Australia
CUMULUS STATIC CLO 2024 1A A DESIGNATED ACTIVITY CO 3MEUR+120 11/15/2033 144A	311.58 k	294.54 k principal	0.01	ABS-collateralized bond/debt obligation	Long	Ireland
TOYOTA AUTO RECEIVABLES 2023-C A2B OWNER TR SOFR30A+40 08/17/2026	307.77 k	307.54 k principal	0.01	ABS-collateralized bond/debt obligation	Long	USA
UMBS 30YR 6% 12/01/2054 #TBA	303.61 k	300.00 k principal	0.01	ABS-mortgage backed security	Long	USA
HYUNDAI CAP AMER FRN SOFR+115 08/04/2025 144A	301.31 k	300.00 k principal	0.01	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT SOFR30A+115 12/25/2054	301.05 k	300.00 k principal	0.01	ABS-collateralized bond/debt obligation	Long	USA
ZCS BRL 10.9629 04-11-24-01-02-29 CME	300.92 k	-26.10 mm contracts	0.01	Interest rate derivative	N/A	USA
HCA INC 5.25% 04/15/2025	300.27 k	300.00 k principal	0.01	Debt	Long	USA
LCM 31 LTD TSFR3M+128 07/20/2034 144A	300.25 k	300.00 k principal	0.01	ABS-collateralized bond/debt obligation	Long	Cayman Islands
IRS PLN 5.54000 06/01/23 5Y CME	300.03 k	27.60 mm contracts	0.01	Interest rate derivative	N/A	USA
ISRAEL TREASURY BILLS MOF 0% 05/30/2025	296.28 k	1.10 mm principal	0.01	Debt	Long	Israel
S and P 500 INDX PUT 4100 11/21/2025	293.58 k	84.00 contracts	0.01	Equity derivative	N/A	USA
AUDUSD CRNCY FUT DEC24 ADZ4	288.62 k	-150.00 contracts	0.01	DO	N/A	USA
NEW ZEALAND $ FUT DEC24 NVZ4	286.13 k	-139.00 contracts	0.01	DFE	N/A	USA
DAX INDEX FUTURE DEC24 GXZ4	282.21 k	32.00 contracts	0.01	Equity derivative	N/A	Germany
IRS HUF 8.74000 04/28/23 5Y CME	280.29 k	785.40 mm contracts	0.01	Interest rate derivative	N/A	USA
S and P 500 INDX PUT 5760 02/21/2025	278.25 k	53.00 contracts	0.01	Equity derivative	N/A	USA
ZCS BRL 10.2344 01-22-24-01-02-29 CME	275.15 k	-17.10 mm contracts	0.01	Interest rate derivative	N/A	USA
ZCS BRL 10.48 06-26-23-01-02-29 CME	272.73 k	-17.40 mm contracts	0.01	Interest rate derivative	N/A	USA
FX Forward: USD/GBP settle 2024-12-18 DEUTSCHE BANK AG	270.54 k	1.00 contracts	0.01	DFE	N/A	Germany
UST BILLS 0% 12/03/2024	267.97 k	268.00 k principal	0.01	Debt	Long	USA
PIMCO CDX EM40 ICE 12/20/28	258.23 k	7.30 mm contracts	0.01	Credit derivative	N/A	USA
IRS CZK 4.51000 03-22-23 5Y CME	258.18 k	85.80 mm contracts	0.01	Interest rate derivative	N/A	USA
IRS CZK 4.73000 10-03-23-5Y CME	255.19 k	220.70 mm contracts	0.01	Interest rate derivative	N/A	USA
STANDARD CHARTERED BANK NEW YORK BRH 4.853% 12/03/2027	250.88 k	250.00 k principal	0.01	Debt	Long	USA
IRS ZAR 8.45900 05/22/24-5Y CME	249.78 k	120.90 mm contracts	0.01	Interest rate derivative	N/A	USA
IRS PLN 5.06000 05-15-24-5Y CME	245.40 k	20.70 mm contracts	0.01	Interest rate derivative	N/A	USA
IRS AUD 3.50000 03-19-25-2Y LCH	244.78 k	-37.80 mm contracts	0.01	Interest rate derivative	N/A	UK
CITIZENS AUTO RECEIVABLES TRUST 2023-2 SOFR30A+ 10/15/2026 144A	237.90 k	237.65 k principal	0.01	ABS-collateralized bond/debt obligation	Long	USA
UST BILLS 0% 12/17/2024	233.56 k	234.00 k principal	0.01	Debt	Long	USA
WORLD OMNI AUTO RECEIVABLES TR 2023-C A2B SOFR30A+41 12/15/2026	219.51 k	219.39 k principal	0.01	ABS-collateralized bond/debt obligation	Long	USA
ZCS BRL 10.77 08-21-23-01-02-29 CME	218.88 k	-16.70 mm contracts	0.01	Interest rate derivative	N/A	USA
FORD CREDIT AUTO LEASE TRUST 2023-B A2B SOFR30A+59 02/15/2026	216.38 k	216.32 k principal	0.01	ABS-collateralized bond/debt obligation	Long	USA
COPPER FUTURE MAR25 HGH5	216.29 k	-133.00 contracts	0.01	Commodity derivative	N/A	USA
S and P 500 INDX PUT 3900 10/17/2025	213.36 k	84.00 contracts	0.01	Equity derivative	N/A	USA
IRS ZAR 8.35200 11-09-23-5Y CME	212.43 k	133.70 mm contracts	0.01	Interest rate derivative	N/A	USA
NATURAL GAS FUT JAN25 NGF25	209.78 k	95.00 contracts	0.01	Commodity derivative	N/A	USA
S and P 500 INDX PUT 3800 09/19/2025	208.57 k	101.00 contracts	0.01	Equity derivative	N/A	USA
RFR JPY MUTK-1.50000 03/19/25 30Y LCH	208.42 k	-1.55 bn contracts	0.01	Interest rate derivative	N/A	UK
UST BILLS 0% 12/19/2024	206.56 k	207.00 k principal	0.01	Debt	Long	USA
FX Forward: USD/BRL settle 2024-12-18 BNP PARIBAS	206.49 k	1.00 contracts	0.01	DFE	N/A	France
COFF ROBUSTA 10TN FUT MAR25 DFH5	200.68 k	18.00 contracts	0.01	Commodity derivative	N/A	UK
LLOYDS BANKING GROUP PLC 3.511%/VAR 03/18/2026	199.05 k	200.00 k principal	0.01	Debt	Long	UK
IRS ZAR 8.3700 07-20-23-5Y CME	197.60 k	104.10 mm contracts	0.01	Interest rate derivative	N/A	USA
EURO-BOBL FUTURE DEC24 OEZ4	197.17 k	184.00 contracts	0.01	Interest rate derivative	N/A	Germany
IRS ZAR 8.51000 05-17-24-5Y CME	196.79 k	91.20 mm contracts	0.01	Interest rate derivative	N/A	USA
IRS ILS 4.03000 02-24-23-5Y LCH	196.57 k	66.60 mm contracts	0.01	Interest rate derivative	N/A	UK
ZCS BRL 10.55 08/16/23-01/02/29 CME	194.95 k	-13.30 mm contracts	0.01	Interest rate derivative	N/A	USA
IRS ZAR 9.18500 06/12/23 5Y CME	191.73 k	86.90 mm contracts	0.01	Interest rate derivative	N/A	USA
PIMCO LCH SWAP 11/16/2027	186.94 k	-26.40 mm contracts	0.01	Interest rate derivative	N/A	UK
SOYBEAN MEAL FUTR MAR25 SMH5	180.93 k	-82.00 contracts	0.01	Commodity derivative	N/A	USA
IRS CZK 4.22000 03/21/23 10Y CME	180.35 k	49.70 mm contracts	0.01	Interest rate derivative	N/A	USA
GOVERNMENT NATIONAL MORTGAGE 2023-H20 FL SOFR30A+110 05/20/2073	178.43 k	177.41 k principal	0.01	ABS-collateralized bond/debt obligation	Long	USA
ZCS BRL 11.025 09/25/23-01/02/29 CME	177.33 k	-15.60 mm contracts	0.01	Interest rate derivative	N/A	USA
EURO FX CURR FUT DEC24 ECZ4	173.67 k	-63.00 contracts	0.01	Equity derivative	N/A	USA
FX Forward: USD/SEK settle 2024-12-18 BNP PARIBAS	172.81 k	1.00 contracts	0.01	DFE	N/A	France
IRS CZK 4.28000 11/08/23 10Y CME	171.16 k	78.00 mm contracts	0.01	Interest rate derivative	N/A	USA
FX Forward: USD/CHF settle 2024-12-18 BNP PARIBAS	168.62 k	1.00 contracts	0.01	DFE	N/A	France
TTF NAT GAS F FUT FEB25 TZTG5	165.83 k	35.00 contracts	0.01	Commodity derivative	N/A	Netherlands
IRS ZAR 8.41100 07/19/23 5Y CME	164.85 k	84.30 mm contracts	0.01	Interest rate derivative	N/A	USA
IRS CZK 4.695 05/04/23 5Y CME	156.90 k	50.00 mm contracts	0.01	Interest rate derivative	N/A	USA
IRS HUF 8.80000 04/27/23 5Y CME	150.33 k	414.90 mm contracts	0.01	Interest rate derivative	N/A	USA
FX Forward: USD/EUR settle 2024-12-18 BNP PARIBAS	145.16 k	1.00 contracts	0.01	DFE	N/A	France
IRS ZAR 8.36 11/06/23 5Y CME	137.74 k	73.60 mm contracts	0.01	Interest rate derivative	N/A	USA
FX Forward: USD/CAD settle 2024-12-18 BARCLAYS BANK PLC	136.84 k	1.00 contracts	0.01	DFE	N/A	UK
FX Forward: USD/JPY settle 2024-12-18 BNP PARIBAS	136.31 k	1.00 contracts	0.01	DFE	N/A	France
IRS ZAR 8.35500 11/03/23 5Y CME	134.76 k	72.40 mm contracts	0.01	Interest rate derivative	N/A	USA
FTSE CHINA A50 FUT DEC24 XUZ4	134.34 k	717.00 contracts	0.01	Equity derivative	N/A	Singapore
IRS ZAR 8.5300 05-16-24-5Y CME	133.34 k	60.60 mm contracts	0.01	Interest rate derivative	N/A	USA
ZCS BRL 10.245 07/13/23 01/02/29 CME	131.91 k	-7.90 mm contracts	0.01	Interest rate derivative	N/A	USA
FX Forward: USD/CAD settle 2024-12-18 JPMORGAN CHASE BANK NA NEW YORK NY	131.83 k	1.00 contracts	0.01	DFE	N/A	USA
FX Forward: USD/CLP settle 2024-12-18 GOLDMAN SACHS BANK USA	131.71 k	1.00 contracts	0.01	DFE	N/A	USA
FX Forward: USD/HUF settle 2024-12-18 BNP PARIBAS	128.80 k	1.00 contracts	0.01	DFE	N/A	France
FX Forward: USD/SEK settle 2024-12-18 BANK OF AMERICA, N.A.	128.50 k	1.00 contracts	0.01	DFE	N/A	USA
FX Forward: USD/CHF settle 2024-12-18 JPMORGAN CHASE BANK NA NEW YORK NY	122.21 k	1.00 contracts	0.01	DFE	N/A	USA
FX Forward: USD/BRL settle 2024-12-18 BNP PARIBAS	122.15 k	1.00 contracts	0.01	DFE	N/A	France
NASDAQ 100 E-MINI FUT DEC24 NQZ4	120.13 k	8.00 contracts	0.01	Equity derivative	N/A	USA
OIS COP IBR-9.22000 10-02-23- 5Y CME	119.34 k	15.87 bn contracts	0.01	Interest rate derivative	N/A	USA
IRS PLN 5.265 04/22/24 5Y CME	117.14 k	8.30 mm contracts	0.01	Interest rate derivative	N/A	USA
ZCS BRL 10.285 08/09/23 01/02/29 CME	116.38 k	-7.80 mm contracts	0.01	Interest rate derivative	N/A	USA
IRS EUR 2.25000 03-19-25-30Y LCH	115.52 k	2.80 mm contracts	0.01	Interest rate derivative	N/A	UK
ZCS BRL 10.0375 01-04-24-01-02-29 CME	115.32 k	-6.60 mm contracts	0.01	Interest rate derivative	N/A	USA
CARMX 2023-3 A3 5.72% 11/16/2026	114.12 k	113.81 k principal	0.01	ABS-collateralized bond/debt obligation	Long	USA
WHEAT FUTURE(CBT) MAR25 W H5	113.62 k	-102.00 contracts	0.01	Commodity derivative	N/A	USA
EURO-OAT FUTURE DEC24 OATZ4	111.75 k	91.00 contracts	0.00	Interest rate derivative	N/A	Germany
FX Forward: USD/KRW settle 2024-12-18 CITIBANK, N.A.	110.75 k	1.00 contracts	0.00	DFE	N/A	USA
ZCS BRL 11-8425 07/18/24-01/02/29 CME	109.36 k	-23.40 mm contracts	0.00	Interest rate derivative	N/A	USA
FX Forward: USD/EUR settle 2024-12-18 BARCLAYS BANK PLC	108.76 k	1.00 contracts	0.00	DFE	N/A	UK
IRS CLP 5.75000 09/28/23 5Y CME	107.85 k	4.76 bn contracts	0.00	Interest rate derivative	N/A	USA
FX Forward: USD/HUF settle 2024-12-18 CITIBANK, N.A.	106.84 k	1.00 contracts	0.00	DFE	N/A	USA
IRS CLP 5.38000 03-24-23-5Y CME	105.64 k	5.42 bn contracts	0.00	Interest rate derivative	N/A	USA
FX Forward: USD/CNY settle 2024-12-18 JPMORGAN CHASE BANK NA NEW YORK NY	104.82 k	1.00 contracts	0.00	DFE	N/A	USA
IRS ZAR 8.27600 06-14-24-5Y CME	104.28 k	62.00 mm contracts	0.00	Interest rate derivative	N/A	USA
FX Forward: USD/AUD settle 2024-12-18 BARCLAYS BANK PLC	104.14 k	1.00 contracts	0.00	DFE	N/A	UK
IRS PLN 5.61000 12/15/22 5Y CME	103.95 k	7.10 mm contracts	0.00	Interest rate derivative	N/A	USA
FX Forward: USD/HUF settle 2024-12-18 BNP PARIBAS	101.02 k	1.00 contracts	0.00	DFE	N/A	France
SILVER FUTURE MAR25 SIH5	100.77 k	-75.00 contracts	0.00	Commodity derivative	N/A	USA
UST BILLS 0% 01/09/2025	99.53 k	100.00 k principal	0.00	Debt	Long	USA