Strategic Advisers Fidelity Alternatives Fund

Fidelity Rutland Square Trust II · 1 share class

Actively managed U.S. equity fund
One fund, 1 share class:FSAOX
$5.13B NAV
447 positions · as of 2026-05-31 · filed 2026-07-24

Fund classification

Classified from what the fund holds · as of 2026 Q2

Strategic Advisers Fidelity Alternatives Fund is an actively managed U.S. equity fund.

Asset class
Equity
Region
United States
Management
Actively managed
Features
Fund of funds

Fund profile

As filed in the prospectus · 2025 Q2

Strategic Advisers Fidelity Alternatives Fund seeks total return.

Strategy · summarised

The fund is a fund of funds that allocates assets among underlying mutual funds, exchange-traded funds, and sub-advisers to gain diversified exposure across equity, high-yield debt, commodities, currencies, and derivatives across global markets and sectors. It uses leverage through derivatives including futures, options, swaps, and forward contracts to adjust exposure and enhance returns. Commodity exposure is obtained through wholly-owned Cayman Islands subsidiaries that hold commodity-linked derivatives, up to 25% of assets. Because the fund delegates day-to-day management to multiple sub-advisers and underlying funds selected through proprietary research, performance depends on the selection and execution of those managers.

Expenses
1.27%one share class
Share classGrossNet
FSAOX1.52%1.27%

Net is what a holder pays after the adviser's contractual waiver; gross is before it. A waiver can expire.

Allocation

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

Partial coverage
98.00%
of net assets
Stocks97.56%
Derivatives0.38%
Cash & short-term0.06%

Derivatives are shown at market value, not notional exposure.

Latest quarter

What changed since the fund's previous filing

2026Q2 vs 2026Q1: 225 new226 exited

Largest new: KOREA FUTURES EXCHANGE, CHICAGO MERCANTILE EXCH INC ×2, MAR, COMMERZBANK AG, NOVARTIS AG, BEN, SFM

Largest exited: KOREA FUTURES EXCHANGE, DPZ, FICO, VALARIS LTD, DG, STLD, CARNIVAL CORP, CHICAGO MERCANTILE EXCH INC

Return profile

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

1-year
10 of 12 months
3-year
10 of 36 months
5-year
10 of 60 months
Volatility
Worst 3-yr fall
Cumulative return· Jul 2025 – Apr 2026

May 2026 has been filed since the trailing figures were struck, so it is 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 2026-05-31

Avg coupon
Avg maturity
Flagged holdings
Defaulted: not reported
In arrears: not reported
Paid in kind: not 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

This fund filed the credit-spread disclosure and reported no sensitivity — measured, and the answer is none.

Interest-rate duration
0.00 yr
approx. move per 100bp
Credit-spread duration
0.00 yr
approx. move per 100bp
Investment grade: +0.00 yrHigh yield: +0.00 yr
Show the numbers
TenorRate yrsIG yrsHY yrsIG $/bpHY $/bp
3 mo+0.00+0.00+0.00$0$0
1 yr+0.00+0.00+0.00$0$0
5 yr+0.00+0.00+0.00$0$0
10 yr+0.00+0.00+0.00$0$0
30 yr+0.00+0.00+0.00$0$0

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
Fidelity Greenwood Street TrustFSAWX13.21%$677.73M
Fidelity Greenwood Street TrustFMADX11.81%$606.17M
BLACKROCK FDS11.19%$574.00M
EATON VANCE MUT FDS TREGRAX10.60%$543.99M
Fidelity Colchester Street Trust8.59%$440.61M
STATE STR INVT TRGVMXX7.94%$407.47M
BANK OF NEW YORK MELLON EMPLOYEE BENEFIT COLLECTIVE INVT FD PLAN.BAMBX7.90%$405.31M
STONE RIDGE TRSRDAX5.50%$281.94M
Fidelity Greenwood Street TrustFMFLX4.72%$241.93M
BANK OF NEW YORK MELLON EMPLOYEE BENEFIT COLLECTIVE INVT FD PLAN.ARBOX3.48%$178.76M
Showing 10 of 447Sign in to see more

Reported price is the fund's own reported value divided by its own reported shares at 2026-05-31 — not a live quote, and not what the fund paid.

Top 10 positions are 84.94% of net assets, top 25 90.46%, across 113 issuers.

See more of this fund's book

More positions with filed share counts, and the quarter-over-quarter change list rather than the largest few — free with an account, no card required.

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