1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-04-24
1 class of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000236518 | FSLTX | NOT_LISTED | not exchange-listed | — |
N-PORT Item C.4.b
N-PORT Item C.4.a
as filed
715 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| LONDON METAL EXCHANGE LME ZINC FUTURE APR26 LXJ6 | — | — — | DCO CORP | 9 NC | $7.6K | 0.000% | GB |
| GOLDMAN SACHS BANK USA FX Forward: MXN/USD settle 2026-03-18 | — | — — | DFE CORP | 1 NC | $7.2K N/A | 0.000% | US |
| CMEC CHICAGO MERCANTILE EXCH OIS COP IBR-11.15380 03/18/26 5Y CME | — | — — | DIR CORP | -1,543,800,000 NC | $6.9K COP | 0.000% | US |
| BANK OF AMERICA, N.A. FX Forward: NOK/USD settle 2026-03-18 | — | — — | DFE CORP | 1 NC | $6.9K N/A | 0.000% | US |
| NEW YORK MERCANTILE EXCHANGE NATURAL GAS FUTR JUL26 NGN26 | — | — — | DCO CORP | -2 NC | $6.8K | 0.000% | US |
| ICE FUTURES US COFFEE 'C' FUTURE JUL26 KCN6 | — | — — | DCO CORP | -15 NC | $6.6K | 0.000% | US |
| CITIBANK, N.A. FX Forward: USD/COP settle 2026-03-05 | — | — — | DFE CORP | 1 NC | $6.3K N/A | 0.000% | US |
| BNP PARIBAS FX Forward: CAD/USD settle 2026-03-18 | — | — — | DFE CORP | 1 NC | $6.2K N/A | 0.000% | FR |
| GOLDMAN SACHS BANK USA FX Forward: EUR/USD settle 2026-03-18 | — | — — | DFE CORP | 1 NC | $6.2K N/A | 0.000% | US |
| BARCLAYS BANK PLC FX Forward: THB/USD settle 2026-03-18 | — | — — | DFE CORP | 1 NC | $6.1K N/A | 0.000% | GB |
| STATE STREET BANK AND TRUST COMPANY FX Forward: USD/COP settle 2026-03-18 | — | — — | DFE CORP | 1 NC | $5.8K N/A | 0.000% | US |
| CITIBANK, N.A. FX Forward: BRL/USD settle 2026-03-18 | — | — — | DFE CORP | 1 NC | $5.7K N/A | 0.000% | US |
| CMEC CHICAGO MERCANTILE EXCH IRS ZAR 6.86000 10/15/25 5Y CME | — | — — | DIR CORP | 8,800,000 NC | $5.6K ZAR | 0.000% | US |
| CANADIAN IMPERIAL BANK OF COMMERCE FX Forward: KRW/USD settle 2026-03-18 | — | — — | DFE CORP | 1 NC | $5.6K N/A | 0.000% | CA |
| BNP PARIBAS FX Forward: BRL/USD settle 2026-03-18 | — | — — | DFE CORP | 1 NC | $5.6K N/A | 0.000% | FR |
| SYDNEY FUTURES EXCHANGE LTD AUST 3YR BOND FUT MAR26 YMH6 | — | — — | DIR CORP | 98 NC | $5.5K AUD | 0.000% | AU |
| UBS AG FX Forward: HUF/USD settle 2026-03-18 | — | — — | DFE CORP | 1 NC | $5.4K N/A | 0.000% | CH |
| Fidelity Greenwood Street Trust Fidelity SAI Alternative Risk Premia Currency… | — | 31624J752 US31624J7524 | EC RF | 562.63 NS | $5.4K | 0.000% | US |
| NEW YORK MERCANTILE EXCHANGE WTI CRUDE FUTURE JUL26 CLN6 | — | — — | DCO CORP | 9 NC | $5.3K | 0.000% | US |
| ICE FUTURES US SUGAR #11 (WORLD) FUT JUL26 SBN6 | — | — — | DCO CORP | -15 NC | $5.2K | 0.000% | US |
| BANK OF AMERICA, N.A. FX Forward: AUD/USD settle 2026-03-18 | — | — — | DFE CORP | 1 NC | $5.1K N/A | 0.000% | US |
| CITIBANK, N.A. FX Forward: USD/COP settle 2026-03-18 | — | — — | DFE CORP | 1 NC | $5.1K N/A | 0.000% | US |
| JOHN HANCOCK GLOBAL REAL ESTATE FUND47803N JHancock Diversified Macro A | — | 47803N539 US47803N5398 | EC RF | 566.93 NS | $5.1K | 0.000% | US |
| BNP PARIBAS FX Forward: NOK/USD settle 2026-03-18 | — | — — | DFE CORP | 1 NC | $5.0K N/A | 0.000% | FR |
| CHICAGO MERCANTILE EXCH INC EURO/CZK X-RATE FUT MAR26 EXH6 | — | — — | DE CORP | 12 NC | $5.0K EUR | 0.000% | US |
| JPMORGAN CHASE BANK NA NEW YORK NY FX Forward: USD/INR settle 2026-03-18 | — | — — | DFE CORP | 1 NC | $5.0K N/A | 0.000% | US |
| CITIBANK, N.A. FX Forward: USD/COP settle 2026-06-17 | — | — — | DFE CORP | 1 NC | $4.9K N/A | 0.000% | US |
| LONDON METAL EXCHANGE LME ZINC FUTURE MAR26 LXH6 | — | — — | DCO CORP | -12 NC | $4.9K | 0.000% | GB |
| CMEC CHICAGO MERCANTILE EXCH ZCS BRL 13.47 80-22-25 01/02/31 CME | — | — — | DIR CORP | 2,400,000 NC | $4.6K BRL | 0.000% | US |
| SYDNEY FUTURES EXCHANGE LTD AUST 10Y BOND FUT MAR26 XMH6 | — | — — | DIR CORP | 8 NC | $4.4K AUD | 0.000% | AU |
| GOLDMAN SACHS BANK USA FX Forward: CAD/USD settle 2026-03-18 | — | — — | DFE CORP | 1 NC | $4.3K N/A | 0.000% | US |
| BARCLAYS BANK PLC FX Forward: MYR/USD settle 2026-03-18 | — | — — | DFE CORP | 1 NC | $4.2K N/A | 0.000% | GB |
| BANK OF AMERICA, N.A. FX Forward: KRW/USD settle 2026-03-18 | — | — — | DFE CORP | 1 NC | $4.2K N/A | 0.000% | US |
| ICE-ICE FUTURES LTD WTI CRUDE FUTURE JUL26 ENN6 | — | — GB00H45VRG43 | DCO CORP | 1 NC | $4.0K | 0.000% | GB |
| CITIBANK, N.A. FX Forward: HUF/USD settle 2026-03-18 | — | — — | DFE CORP | 1 NC | $4.0K N/A | 0.000% | US |
| BNP PARIBAS FX Forward: NZD/USD settle 2026-03-18 | — | — — | DFE CORP | 1 NC | $4.0K N/A | 0.000% | FR |
| ENTERPRISE FLEET FING 2022-3 LLC ENTERPRISE FLEET FING 2022-3 LLC 4.38% 07/20/… | — | 29374FAB9 US29374FAB94 | ABS-CBDO CORP | 3,931.31 PA | $3.9K | 0.000% | US |
| BARCLAYS BANK PLC FX Forward: NOK/USD settle 2026-03-03 | — | — — | DFE CORP | 1 NC | $3.9K N/A | 0.000% | GB |
| CHICAGO BOARD OF TRADE SOYBEAN MEAL FUTR JUL26 SMN6 | — | — — | DCO CORP | -13 NC | $3.8K | 0.000% | US |
| BNP PARIBAS FX Forward: PLN/USD settle 2026-03-18 | — | — — | DFE CORP | 1 NC | $3.7K N/A | 0.000% | FR |
| GOLDMAN SACHS BANK USA FX Forward: EUR/USD settle 2026-03-18 | — | — — | DFE CORP | 1 NC | $3.7K N/A | 0.000% | US |
| BANK OF AMERICA, N.A. FX Forward: NZD/USD settle 2026-03-18 | — | — — | DFE CORP | 1 NC | $3.5K N/A | 0.000% | US |
| ICE FUTURES US FCOJ-A FUTURE MAY26 JOK6 | — | — — | DCO CORP | 3 NC | $3.3K | 0.000% | US |
| LONDON CLEARING HOUSE OIS CAD CAONREPO 3.0000 09/16/26 10Y LCH | — | — — | DIR CORP | 1,200,000 NC | $3.3K CAD | 0.000% | GB |
| EURONEXT PARIS MATIF MILL WHEAT EURO FUT MAY26 CAK6 | — | — FREN10001773 | DCO CORP | 17 NC | $3.2K EUR | 0.000% | FR |
| BANK OF AMERICA, N.A. FX Forward: CAD/USD settle 2026-04-02 | — | — — | DFE CORP | 1 NC | $3.2K N/A | 0.000% | US |
| CITIBANK, N.A. FX Forward: AUD/USD settle 2026-03-18 | — | — — | DFE CORP | 1 NC | $3.1K N/A | 0.000% | US |
| MORGAN STANLEY FX Forward: MXN/USD settle 2026-03-18 | — | — — | DFE CORP | 1 NC | $3.1K N/A | 0.000% | US |
| LONDON CLEARING HOUSE INF SWAP US IT 2.5975 04/10/24 10Y LCH | — | — — | DIR CORP | -2,000,000 NC | $3.1K | 0.000% | GB |
| JPMORGAN CHASE BANK NA NEW YORK NY FX Forward: USD/GBP settle 2026-03-18 | — | — — | DFE CORP | 1 NC | $3.0K N/A | 0.000% | US |
Positions resolved to the master through ISIN, then rolled up through the taxonomy. 0.0% of reported value reaches a classification.
Percentages are of the reported value of positions above ($2.46B), not of the fund’s net assets ($2.53B). The two differ by cash, derivatives filed with no market value, and rounding.