ASTOR DYNAMIC ALLOCATION FUND
SCHEDULE OF INVESTMENTS (Unaudited)
October 31, 2023
 
Shares             Fair Value
    EXCHANGE-TRADED FUNDS — 98.4%      
    EQUITY - 49.9%      
256,994   FT Cboe Vest US Equity Buffer ETF - February, USD Class(a)       $ 9,838,630
32,279   Invesco S&P 500 Equal Weight ETF         4,384,456
76,658   iShares MSCI Emerging Markets ex China ETF         3,695,682
178,677   SPDR Portfolio S&P 1500 Composite Stock Market ETF         9,146,476
198,099   SPDR Portfolio S&P 500 ETF         9,744,490
61,952   SPDR SSGA US Large Cap Low Volatility Index ETF         8,211,446
             

45,021,180

    FIXED INCOME - 48.5%      
46,924   Goldman Sachs Access Treasury 0-1 Year ETF         4,699,908
99,450   iShares 0-3 Month Treasury Bond ETF         10,014,615
217,392   Janus Henderson AAA CLO ETF         10,923,948
89,065   SPDR Bloomberg 1-3 Month T-Bill ETF         8,177,948
326,105   SPDR Bloomberg Investment Grade Floating Rate ETF         10,008,163
             

43,824,582

               
    TOTAL EXCHANGE-TRADED FUNDS (Cost $89,766,145)    

  88,845,762

               
Shares             Fair Value
    SHORT-TERM INVESTMENTS — 1.8%      
    MONEY MARKET FUNDS - 1.8%      
1,636,668   First American Government Obligations Fund Class X, 5.27% (Cost $1,636,668)(b)         1,636,668
             
 
    TOTAL INVESTMENTS - 100.2% (Cost $91,402,813)     $ 90,482,430
    LIABILITIES IN EXCESS OF OTHER ASSETS - (0.2)%    

(146,314)

    NET ASSETS - 100.0%        

$ 90,336,116

           
               
 

 

 

 

 

ETF  - Exchange-Traded Fund
MSCI  - Morgan Stanley Capital International
SPDR  - Standard & Poor's Depositary Receipt
   
 

 

 

(a) Non-income producing security.
(b) Rate disclosed is the seven day effective yield as of October 31, 2023.
 
 

 

ASTOR MACRO ALTERNATIVE FUND
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)
October 31, 2023
 
Shares             Fair Value
    EXCHANGE-TRADED FUNDS — 82.5%      
    EQUITY - 9.7%      
15,372   Alerian MLP ETF       $ 645,009
1,549   Invesco QQQ Trust Series 1         543,498
426   iShares Core MSCI EAFE ETF         26,565
337   iShares MSCI India ETF         14,572
716   iShares MSCI Poland ETF         14,212
1,571   iShares MSCI Turkey ETF         53,650
             

1,297,506

    FIXED INCOME - 67.9%      
12,746   iShares 20+ Year Treasury Bond ETF         1,065,311
73,046   iShares Floating Rate Bond ETF         3,717,311
34,332   iShares Short Treasury Bond ETF         3,793,686
9,222   iShares Trust iShares 1-5 Year Investment Grade         458,057
             

9,034,365

    MIXED ALLOCATION - 4.9%      
20,178   KFA Mount Lucas Managed Future         652,758
             
 
               
    TOTAL EXCHANGE-TRADED FUNDS (Cost $11,138,456)    

  10,984,629

               
Shares             Fair Value
    SHORT-TERM INVESTMENTS — 1.2%      
    MONEY MARKET FUNDS - 1.2%      
160,342   First American Government Obligations Fund Class X, 5.27% (Cost $160,342)(a)         160,342
             
 
    TOTAL INVESTMENTS - 83.7% (Cost $11,298,798)     $ 11,144,971
    OTHER ASSETS IN EXCESS OF LIABILITIES- 16.3%    

2,168,555

    NET ASSETS - 100.0%        

$ 13,313,526

           
OPEN FUTURES CONTRACTS        
Number of Contracts   Open Long Futures Contracts     Expiration Notional Amount(b) Value and Unrealized Appreciation (Depreciation)
11   3 Month Euro Euribor Future(c)   06/17/2024 $ 2,805,151 $ 875
10   CME Lean Hogs Future(c)   12/14/2023   286,900   10,730
17   Montreal Exchange 3 Month Canadian Bank Acceptance(c)   06/17/2024   2,901,502   4,115
4   NYBOT CSC C Coffee Future(c)   12/18/2023   250,950   16,369
19   SFE 10 Year Australian Bond Future(c)   12/15/2023   1,304,649   (29,345)
 
 

 

ASTOR MACRO ALTERNATIVE FUND
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) (Continued)
October 31, 2023
 
OPEN FUTURES CONTRACTS (Continued)        
Number of Contracts   Open Long Futures Contracts     Expiration Notional Amount(b) Value and Unrealized Appreciation
10   Three Month SONIA Index Futures(c)   09/17/2024 $ 2,883,003 $ 4,714
1   TSE Japanese 10 Year Bond Futures(c)   12/13/2023   948,375   (11,637)
    TOTAL FUTURES CONTRACTS  

$ (4,179)

         
           
OPEN FUTURES CONTRACTS        
Number of Contracts   Open Short Futures Contracts     Expiration Notional Amount(b) Value and Unrealized Appreciation
8   CBOT 10 Year US Treasury Note(c)   12/19/2023 $ 849,375 $ (516)
19   CBOT Corn Future(c)   12/14/2023   454,183   6,013
3   CBOT Soybean Future(c)   01/12/2024   196,575   (1,237)
4   CBOT Soybean Meal Future(c)   12/14/2023   172,400   (19,120)
5   CBOT Soybean Oil Future(c)   12/14/2023   154,260   18,774
10   CBOT Wheat Future(c)   12/14/2023   278,125   17,613
15   CME Australian Dollar Currency Future(c)   12/18/2023   952,800   2,475
82   CME Brazilian Real Currency Future(c)   11/30/2023   1,622,370   29,110
24   CME British Pound Currency Future(c)   12/18/2023   1,823,100   6,794
1   CME E-Mini Standard & Poor's 500 Index Future(c)   12/15/2023   210,613   (2,175)
28   CME Euro Foreign Exchange Currency Future(c)   12/18/2023   3,710,875   17,706
11   CME Japanese Yen Currency Future(c)   12/18/2023   913,894   14,506
8   CME Live Cattle Future(c)   12/29/2023   587,360   8,060
61   CME South African Rand Currency Future(c)   12/18/2023   1,629,463   (34,350)
6   Eurex 10 Year Euro BUND Future(c)   12/07/2023   819,071   1,086
7   Long Gilt Future(c)   12/27/2023   792,523   1,701
10   Montreal Exchange 10 Year Canadian Bond Future(c)   12/18/2023   828,766   (4,083)
11   NYBOT CSC Cocoa Future(c)   12/13/2023   419,870   600
6   NYBOT CSC Number 11 World Sugar Future(c)   02/29/2024   182,045   1,109
10   NYBOT CTN Number 2 Cotton Future(c)   12/06/2023   406,100   21,795
5   NYMEX Henry Hub Natural Gas Futures(c)   11/28/2023   178,750   (800)
3   NYMEX Light Sweet Crude Oil Future(c)   04/22/2024   235,410   7,170
2   NYMEX NY Harbor ULSD Futures(c)   11/30/2023   244,440   50
2   NYMEX Reformulated Gasoline Blendstock for Oxygen(c)   11/30/2023   186,253   1,831
    TOTAL FUTURES CONTRACTS  

$ 94,112

         
           
               
 

 

 

 

EAFE  - Europe, Australasia and Far East
ETF  - Exchange-Traded Fund
MSCI  - Morgan Stanley Capital International
SONIA  - Sterling Overnight Index Average
   
 

 

 
 

 

 

(a) Rate disclosed is the seven day effective yield as of October 31, 2023.
(b) The amounts shown are the underlying reference notional amounts to stock exchange indices and equities upon which the fair value of the futures contracts held by the Fund are based.  Notional values do not represent the current fair value of, and are not necessarily indicative of the future cash flows of the Fund's futures contracts.  Further, the underlying price changes in relation to the variables specified by the notional values affects the fair value of these derivative financial instruments.  The notional values as set forth within this schedule do not purport to represent economic value at risk to the Fund.
(c)

All or a portion of this investment is a holding of the AMA (AMA Fund Limited).

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 
 

 

 

 

 

ASTOR SECTOR ALLOCATION FUND
SCHEDULE OF INVESTMENTS (Unaudited)
October 31, 2023
 
Shares             Fair Value
    EXCHANGE-TRADED FUNDS — 98.1%      
    EQUITY - 53.8%      
17,250   Consumer Discretionary Select Sector SPDR Fund       $ 2,623,725
26,877   Consumer Staples Select Sector SPDR Fund         1,823,873
12,900   Energy Select Sector SPDR Fund         1,098,951
20,185   Industrial Select Sector SPDR Fund         1,985,397
7,664   Materials Select Sector SPDR Fund         582,924
21,107   Vanguard Communication Services ETF         2,184,996
             

10,299,866

    FIXED INCOME - 44.3%      
50,234   Blackrock Short Maturity Bond         2,507,681
7,971   Goldman Sachs Access Treasury 0-1 Year ETF         798,375
21,757   iShares Short Treasury Bond ETF         2,404,149
90,188   SPDR Blbg Investment Grade Floating Rate ETF         2,767,870
             

8,478,075

               
    TOTAL EXCHANGE-TRADED FUNDS (Cost $19,157,086)    

  18,777,941

               
Shares             Fair Value
    SHORT-TERM INVESTMENTS — 0.9%      
    MONEY MARKET FUNDS - 0.9%      
166,762   First American Government Obligations Fund Class X, 5.27% (Cost $166,762)(a)         166,762
             
 
    TOTAL INVESTMENTS - 99.0% (Cost $19,323,848)     $ 18,944,703
    OTHER ASSETS IN EXCESS OF LIABILITIES- 1.0%    

186,078

    NET ASSETS - 100.0%        

$ 19,130,781

           
               
 

 

 

 

 

ETF  - Exchange-Traded Fund
SPDR  - Standard & Poor's Depositary Receipt
   
 

 

 

(a) Rate disclosed is the seven day effective yield as of October 31, 2023.