| 1 |
Fidelity SAI Convertible Arbitrage Fund |
— |
44,190,705 |
$488.75M |
19.35% |
| 2 |
BlackRock Global Equity Mkt Netrl A |
— |
19,359,252 |
$283.03M |
11.21% |
| 3 |
Eaton Vance Glbl Macro Abs Ret Advtg A |
— |
22,423,769 |
$274.24M |
10.86% |
| 4 |
Stone Ridge Diversified Alternatives I |
SRDAX |
21,228,382 |
$209.95M |
8.31% |
| 5 |
Federated Hermes MDT Market Neutral A |
— |
8,773,026 |
$189.50M |
7.50% |
| 6 |
State Street Navigator Securities Lending Portfolio II |
GVMXX |
168,564,703 |
$168.56M |
6.67% |
| 7 |
The Merger Fund A |
— |
8,744,962 |
$151.55M |
6.00% |
| 8 |
Absolute Convertible Arbitrage Inv |
— |
12,639,503 |
$147.76M |
5.85% |
| 9 |
BlackRock Systematic Multi-Strat Inv A |
— |
10,775,646 |
$116.27M |
4.60% |
| 10 |
MONEY MARKET FUND |
FRGXX |
98,638,750 |
$98.64M |
3.91% |
| 11 |
Fulcrum Diversified Abslt Ret Spr Instl |
— |
5,439,078 |
$58.20M |
2.30% |
| 12 |
First Trust Merger Arbitrage Cl I |
— |
4,996,158 |
$52.91M |
2.09% |
| 13 |
American Beacon AHL Mgd Futs Strat R5 |
— |
4,107,311 |
$43.21M |
1.71% |
| 14 |
FIDELITY SAI ALTERNATIVE RISK PREMIA COMMODITY STRATEGY FUND |
— |
4,187,107 |
$38.98M |
1.54% |
| 15 |
Miller Market Neutral Income I |
— |
2,697,842 |
$30.03M |
1.19% |
| 16 |
AGF U.S. Market Neutral Anti-Beta |
— |
1,944,444 |
$27.38M |
1.08% |
| 17 |
US TREASURY RP 4.16% 12/1/25 |
— |
25,100,000 |
$25.10M |
0.99% |
| 18 |
G2SF 5.5 4/25 |
— |
11,900,000 |
$12.04M |
0.48% |
| 19 |
GNII II 5.5% 03/01/2056 #TBA |
— |
9,300,000 |
$9.42M |
0.37% |
| 20 |
Total Return Swap |
KMH6 |
112 |
$7.10M |
0.28% |
| 21 |
Fannie Mae or Freddie Mac |
— |
2,900,000 |
$2.94M |
0.12% |
| 22 |
FNCL 5.5 3/25 |
— |
2,800,000 |
$2.85M |
0.11% |
| 23 |
FNCL 5.5 4/26 |
— |
2,800,000 |
$2.84M |
0.11% |
| 24 |
FNCL 6 3/24 |
— |
2,400,000 |
$2.46M |
0.10% |
| 25 |
FNCL 6 4/26 |
— |
1,700,000 |
$1.74M |
0.07% |
| 26 |
FNCI 5 4/21 |
— |
1,300,000 |
$1.32M |
0.05% |
| 27 |
S and P/TSX 60 IX FUT MAR26 PTH6 |
XQH6 |
66 |
$1.12M |
0.04% |
| 28 |
TOPIX INDX FUTR MAR26 TPH6 |
TPZ5 |
30 |
$1.06M |
0.04% |
| 29 |
Brent Crude Future |
COK6 |
144 |
$942.20K |
0.04% |
| 30 |
Total Return Swap |
— |
71 |
$883.97K |
0.03% |
| 31 |
DAX INDEX FUTURE MAR26 XEUR 20260320 |
GXH6 |
28 |
$863.79K |
0.03% |
| 32 |
KUNTARAHOITUS OYJ FRN SOFRINDX+100 02/02/2029 144A |
— |
800,000 |
$815.48K |
0.03% |
| 33 |
GOLDMAN SACHS GP |
— |
800,000 |
$799.51K |
0.03% |
| 34 |
S and P MID 400 EMINI FUT SEP25 FAU5 |
— |
488 |
$732.62K |
0.03% |
| 35 |
BMW US CAPITAL LLC REGD V/R 144A P/P 4.61353100 |
— |
700,000 |
$701.92K |
0.03% |
| 36 |
RABOBK Float 08/28/26 |
— |
700,000 |
$701.31K |
0.03% |
| 37 |
ROYAL BANK OF CANADA SR UNSECURED 08/26 VAR |
— |
700,000 |
$700.72K |
0.03% |
| 38 |
United States Treasury Bill |
— |
700,000 |
$693.10K |
0.03% |
| 39 |
FTSE/MIB Index |
STH6 |
38 |
$644.15K |
0.03% |
| 40 |
S and P MID 400 EMINI FUT SEP25 FAU5 |
— |
729 |
$620.07K |
0.02% |
| 41 |
SWEDBANK AB 5.337% 09/20/2027 REGS |
— |
600,000 |
$613.23K |
0.02% |
| 42 |
Sound Point CLO XXVIII Ltd., Series 2020-3A, Class A1R |
— |
597,311 |
$598.18K |
0.02% |
| 43 |
Fidelity Cash Central Fund |
— |
587,078 |
$587.20K |
0.02% |
| 44 |
SILVER FUTURE MAY26 SIK6 |
SIN6 |
41 |
$570.29K |
0.02% |
| 45 |
GOVERNMENT NAT MTG ASSN HECM TSFR1M+ 02/20/2067 |
— |
563,094 |
$564.82K |
0.02% |
| 46 |
U.S. Treasury Bills |
912797TH |
563,000 |
$560.56K |
0.02% |
| 47 |
ORDE SERIES 2025-1 TRUST BBSW1M+115 06/11/2056 |
— |
738,226 |
$526.95K |
0.02% |
| 48 |
NATIONWIDE BUILDING SOC(UNGTD) FRN SOFR+129 02/16/2028 144A |
NWIDE |
500,000 |
$503.46K |
0.02% |
| 49 |
SUMITOMO MITSUI FINL GRP SR UNSECURED 07/26 VAR |
SUMIBK |
500,000 |
$501.96K |
0.02% |
| 50 |
EVGRN 2025-1A A |
EVGRN |
500,000 |
$501.91K |
0.02% |