FABZX
K2 Alternative Strategies Fund
Franklin Alternative Strategies Funds

Portfolio concentration

As of February 27, 2026 · N-PORT
Holdings
1962
Top-10 weight
37.36%
Effective holdings ?
42
Crowding ?
220.3

Holdings

As of February 27, 2026 · N-PORT
#SecurityTickerSharesValue% of fund
1 DREYFUS QII GOV CASH 289 47,194,734 $47.19M 9.00%
2 FIDELITY GOVERNMENT PORTFOLIO FRGXX 1.85% 8/24/2018 - Extendable FRGXX 41,400,891 $41.40M 7.90%
3 DREY-GVT CSH-I MISXX 39,199,612 $39.20M 7.48%
4 U.S. Treasury Bills 912797SB 15,000,000 $14.98M 2.86%
5 U.S. Treasury Bills B 14,000,000 $13.95M 2.66%
6 U.S. Treasury Bills B 12,000,000 $11.97M 2.28%
7 WESTERN DIGITAL CORPORATION SR UNSEC CV 3.0% 11-15-28 WDC 1,201,000 $8.92M 1.70%
8 U.S. Treasury Bills 7,500,000 $7.45M 1.42%
9 US TREASURY N/B 5,918,700 $6.03M 1.15%
10 Lumentum Holdings, Inc. 773,000 $5.46M 1.04%
11 U.S. Treasury Bills 5,000,000 $4.97M 0.95%
12 US TREASURY N/B 4,627,000 $4.72M 0.90%
13 Bloom Energy Corporation 489,000 $4.06M 0.78%
14 STX 3.5 06/01/28 STX 821,000 $4.05M 0.77%
15 BLOOM ENERGY CORP SR UNSECURED 06/29 3 BE 520,000 $3.92M 0.75%
16 InterDigital, Inc., Convertible IDCC 808,000 $3.84M 0.73%
17 UST BILLS 0% 05/14/2026 3,500,000 $3.47M 0.66%
18 US TREASURY N/B 3,389,000 $3.40M 0.65%
19 IREN Ltd., Series IREN 1,056,000 $3.39M 0.65%
20 MASTEC INC 10,784 $3.21M 0.61%
21 CONSTELLATION ENERGY CORP 8,471 $2.79M 0.53%
22 MERCK & CO 21,868 $2.71M 0.52%
23 CVS HEALTH CORP 33,420 $2.67M 0.51%
24 XCEL ENERGY INC 29,800 $2.48M 0.47%
25 U.S. Treasury Bills 2,500,000 $2.48M 0.47%
26 LONZA GROUP -REG 3,547 $2.47M 0.47%
27 NEXTERA ENERGY INC 24,955 $2.34M 0.45%
28 MITSUB ELEC CORP 59,687 $2.27M 0.43%
29 US TREASURY N/B 2,191,000 $2.25M 0.43%
30 EDWARDS LIFESCIENCES CORP 25,842 $2.23M 0.43%
31 FIRSTENERGY CORP 41,495 $2.12M 0.40%
32 ENTERGY CORP 19,689 $2.11M 0.40%
33 MIDCAP FINL ISSU 11/01/27 2,020,000 $2.08M 0.40%
34 AGILENT TECHNOLOGIES INC 16,539 $2.01M 0.38%
35 U.S. Treasury Bills B 2,000,000 $1.99M 0.38%
36 ARGENX SE SPONSORED ADR 2,580 $1.98M 0.38%
37 ABBOTT LABS 16,578 $1.93M 0.37%
38 SATS 3.875 11/30/30 SATS 545,407 $1.93M 0.37%
39 FUTURE - CASH SETTLED KMH6 32 $1.92M 0.37%
40 BEONE MEDICINES LTD ADR 5,727 $1.82M 0.35%
41 PROVINCIA DE BUENOS AIRES/GOVERNMENT BONDS MTN 6.625000% 09/01/2037 2,266,405 $1.80M 0.34%
42 LILLY ELI and CO 1,702 $1.79M 0.34%
43 VAXCYTE INC 28,945 $1.79M 0.34%
44 SCHOLAR ROCK HOLDING CORP 40,344 $1.79M 0.34%
45 Nebius Group NV 870,000 $1.72M 0.33%
46 TEVA PHARMACEUTICAL IND ADR 49,821 $1.69M 0.32%
47 ROIVANT SCIENCES LTD 56,233 $1.63M 0.31%
48 Nebius Group NV 815,000 $1.59M 0.30%
49 BOEING CO/THE 6,962 $1.58M 0.30%
50 INSMED INC 10,474 $1.56M 0.30%
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