0001752724-23-123240.txt : 20230526 0001752724-23-123240.hdr.sgml : 20230526 20230526165241 ACCESSION NUMBER: 0001752724-23-123240 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230331 FILED AS OF DATE: 20230526 DATE AS OF CHANGE: 20230526 PERIOD START: 20230331 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Nomura Alternative Income Fund CENTRAL INDEX KEY: 0001944664 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 0430 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-23826 FILM NUMBER: 23969911 BUSINESS ADDRESS: STREET 1: WORLDWIDE PLAZA 309 WEST 49TH STREET CITY: NEW YORK STATE: NY ZIP: 10019 BUSINESS PHONE: 2126679131 MAIL ADDRESS: STREET 1: WORLDWIDE PLAZA 309 WEST 49TH STREET CITY: NEW YORK STATE: NY ZIP: 10019 NPORT-P 1 primary_doc.xml NPORT-P false 0001944664 XXXXXXXX Nomura Alternative Income Fund 811-23826 0001944664 549300A59FYTUHL9TJ86 Worldwide Plaza 309 West 49th Street New York 10019 212-667-9000 Nomura Alternative Income Fund 549300A59FYTUHL9TJ86 2023-03-31 2023-03-31 N 100640843.58 228955.69 100411887.89 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0 USD N United States Treasury Bills 254900HROIFWPRGM1V77 912796XQ7 10000000.00000000 PA USD 9868728.10000000 9.828246741870 Long DBT UST US N 2 2023-07-13 None 0.00000000 N N N N N N ACORE Credit Partners II, LP N/A N/A 2796724.03000000 NS USD 2796724.03000000 2.785251914657 Long PF US Y 3 N N N United States Treasury Bills 254900HROIFWPRGM1V77 912796Y29 15000000.00000000 PA USD 14776528.65000000 14.71591557584 Long DBT UST US N 2 2023-07-27 None 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ACBN9 4008430.46000000 PA USD 3924589.53000000 3.908490929180 Long ABS-MBS USGA US N 2 2049-08-20 Variable 2.69499864 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J54C0 2444594.40000000 PA USD 2376489.00000000 2.366740681744 Long ABS-MBS USGSE US N 2 2047-09-01 Variable 2.86200060 N N N N N N United States Treasury Bills 254900HROIFWPRGM1V77 912796XY0 20000000.00000000 PA USD 19665854.20000000 19.58518519395 Long DBT UST US N 2 2023-08-10 None 0.00000000 N N N N N N United States Treasury Bills 254900HROIFWPRGM1V77 912796Y37 15000000.00000000 PA USD 14761146.90000000 14.70059692152 Long DBT UST US N 2 2023-08-03 None 0.00000000 N N N N N N United States Treasury Bills 254900HROIFWPRGM1V77 912796ZQ5 10000000.00000000 PA USD 9897570.40000000 9.856970731237 Long DBT UST US N 2 2023-06-22 None 0.00000000 N N N N N N United States Treasury Bills 254900HROIFWPRGM1V77 912797FN2 11000000.00000000 PA USD 10901274.01000000 10.85655716576 Long DBT UST US N 2 2023-06-13 None 0.00000000 N N N N N N First American Funds Inc. 549300J5J5SJCZ9IA369 31846V328 2198042.27000000 PA USD 2198042.27000000 2.189025937255 Long STIV RF US N 1 N N N Medalist Partners L.P. N/A N/A 9307023.24 NS USD 9307023.24 9.268845985841 Long PF US Y 3 N N N 2023-03-31 Nomura Alternative Income Fund Madeline Arment Madeline Arment Treasurer