{"entity_type":"fund","name":"Catalyst/Millburn Hedge Strategy Fund","identifiers":{"lei":"5493000PE4V447KCC838","cik":"1355064","fund_id":"S000052043","fundkey":"catalyst-millburn-hedge-strategy-fund"},"dates":{"reporting_period_start":"2025-12-31","reporting_period_end":"2026-06-30","filing_date":"2026-02-27"},"summary":{"total_positions":118,"total_value_usd":10121819954.85,"asset_categories":["DBT","DFE","DCO","EC","DIR","DE","STIV"],"by_asset_category":{"DE":{"positions":18,"total_value_usd":21253415.34},"DIR":{"positions":30,"total_value_usd":13261520.17},"EC":{"positions":38,"total_value_usd":4195115203.86},"DCO":{"positions":26,"total_value_usd":-8024144.54},"DFE":{"positions":1,"total_value_usd":-9002.4},"STIV":{"positions":1,"total_value_usd":374656192.33},"DBT":{"positions":4,"total_value_usd":5525566770.09}}},"holdings":[{"issuer_name":"United States Treasury Notes","title":"US TREASURY NOTE","isin":"US912828M565","value_usd":1823594913.34,"pct_val":21.94015382484,"balance":1827489000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury Notes","title":"T 1 5/8 02/15/26","isin":"US912828P469","value_usd":1590758590.47,"pct_val":18.93627501483,"balance":1594733000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury Notes","title":"T 1 1/2 08/15/26","isin":"US9128282A70","value_usd":1263478221.66,"pct_val":15.04035321508,"balance":1279590000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"United States Treasury Notes","title":"US TREASURY NOTE","isin":"US912828R366","value_usd":847735044.62,"pct_val":10.09137655506,"balance":853663000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"iShares Trust","title":"ISHARES RUSSELL","isin":"US4642876225","value_usd":546195211.2,"pct_val":6.50186822377,"balance":1462605,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"iShares Trust","title":"ISHARES-C S&P MC","isin":"US4642875078","value_usd":514301898,"pct_val":6.122212534021,"balance":7792453,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"First American Funds Inc.","title":"FIRST AM-TR OB-X","isin":"US31846V3289","value_usd":374656192.33,"pct_val":4.459880170676,"balance":374656192.33,"units":"PA","currency":"USD","asset_cat":"STIV","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"iShares Trust","title":"ISHARES MSCI USA","isin":"US46429B6974","value_usd":353378713.6,"pct_val":4.206594605369,"balance":3752960,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"iShares Trust","title":"ISHARES RUSSELL","isin":"US4642876555","value_usd":352439333.84,"pct_val":4.195412296762,"balance":1431749,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Vanguard International Equity Index Funds","title":"VANGUARD FTSE EM","isin":"US9220428588","value_usd":333934648.32,"pct_val":3.975133860946,"balance":6211582,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"State Street Spdr S and P 500 Etf Trust","title":"SPDR S&P 500 ETF","isin":"US78462F1030","value_usd":318332530.56,"pct_val":3.789407381462,"balance":466818,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"iShares Trust","title":"ISHARES CORE S&P","isin":"US4642878049","value_usd":267001382.22,"pct_val":3.178365110424,"balance":2221679,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Vanguard Index Funds","title":"VANGUARD S&P 500","isin":"US9229083632","value_usd":142958673.41,"pct_val":1.701769691306,"balance":227957,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"iShares Trust","title":"ISHARES MSCI IND","isin":"US46429B5984","value_usd":129364675.3,"pct_val":1.539947722653,"balance":2393426,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Vanguard Index Funds","title":"VANGUARD LAR-C E","isin":"US9229086379","value_usd":119132597.2,"pct_val":1.418145806236,"balance":378439,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Dimensional ETF Trust","title":"DIM US CORE EQY2","isin":"US25434V7082","value_usd":116375953.11,"pct_val":1.3853309147,"balance":2939529,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Vanguard Index Funds","title":"VANGUARD MID-C E","isin":"US9229086296","value_usd":110171865.3,"pct_val":1.311477902879,"balance":379615,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Vanguard Index Funds","title":"VANGUARD REAL ES","isin":"US9229085538","value_usd":103919381.87,"pct_val":1.237048793104,"balance":1174363,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Vanguard Index Funds","title":"VANGUARD SM-C ET","isin":"US9229087518","value_usd":83553616.3,"pct_val":0.994616195203,"balance":323914,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"iShares Trust","title":"ISHARES RUSSELL","isin":"US4642874998","value_usd":65958427.8,"pct_val":0.785164346022,"balance":685140,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"iShares Trust","title":"ISHARES MSCI INT","isin":"US46434V4564","value_usd":65080764,"pct_val":0.774716699732,"balance":1431920,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Ishares Inc","title":"ISHARES MSCI TAI","isin":"US46434G7723","value_usd":65033628.04,"pct_val":0.774155596679,"balance":1023668,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Ishares Inc","title":"ISHARES MSCI JPN","isin":"US46434G8226","value_usd":61299745.76,"pct_val":0.729707732527,"balance":759224,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"iShares Trust","title":"ISHARES MSCI UNI","isin":"US46435G3341","value_usd":56360677.86,"pct_val":0.670913426067,"balance":1281507,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Dimensional ETF Trust","title":"DIM EMERG COR EQ","isin":"US25434V3024","value_usd":51123598.21,"pct_val":0.608571609326,"balance":1569653,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Dimensional ETF Trust","title":"DI INTL COR EQTY","isin":"US25434V7991","value_usd":50137508.08,"pct_val":0.596833263858,"balance":1454948,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"iShares Trust","title":"ISHARES MSCI USA","isin":"US46432F3394","value_usd":42226810.62,"pct_val":0.502664894403,"balance":212601,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Dimensional ETF Trust","title":"DIMEN-US HI PR E","isin":"US25434V8312","value_usd":37501421.03,"pct_val":0.446414199065,"balance":986101,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Ishares Inc","title":"ISHARES MSCI SWI","isin":"US4642867497","value_usd":30037261.8,"pct_val":0.357561388349,"balance":500955,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Ishares Inc","title":"ISHARES MSCI AUS","isin":"US4642861037","value_usd":21377168.46,"pct_val":0.25447226463,"balance":816234,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Ishares Inc","title":"ISHARES MSCI CAN","isin":"US4642865095","value_usd":21259475.65,"pct_val":0.253071257946,"balance":394205,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Ishares Inc","title":"ISHARES MSCI BRA","isin":"US4642864007","value_usd":20967723.45,"pct_val":0.249598260894,"balance":659985,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Ishares Inc","title":"ISHARES MSCI MEX","isin":"US4642868222","value_usd":20596972.38,"pct_val":0.245184867017,"balance":297086,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Wisdomtree Trust","title":"WISDOMTREE INDIA","isin":"US97717W4226","value_usd":20393939.01,"pct_val":0.242767972489,"balance":440569,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Ishares Inc","title":"ISHARES MSCI HON","isin":"US4642868719","value_usd":13569931.25,"pct_val":0.161535478495,"balance":638585,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Ishares Inc","title":"ISHARES MSCI SIN","isin":"US46434G7806","value_usd":13084361.22,"pct_val":0.155755288036,"balance":475622,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Ishares Inc","title":"ISHARES MSCI SPA","isin":"US4642867646","value_usd":11021252.58,"pct_val":0.131196192252,"balance":204438,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"KOREA EXCHANGE (FUTURES MARKET)","title":"KOSPI2 INX FUT    Mar26","isin":"KR4A01630008","value_usd":8974872.61,"pct_val":0.106836233344,"balance":2618,"units":"NC","currency":null,"asset_cat":"DE","issuer_cat":"CORP","inv_country":"KR","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Vanguard International Equity Index Funds","title":"VANGUARD FTSE EU","isin":"US9220428745","value_usd":8106407.55,"pct_val":0.096498088188,"balance":96955,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Ishares Inc","title":"ISHARES MSCI FRA","isin":"US4642867075","value_usd":8051050.48,"pct_val":0.095839121637,"balance":178952,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"KOREA EXCHANGE (FUTURES MARKET)","title":"KOSPI2 INX FUT    Dec25","isin":"KR4101WC0003","value_usd":7421818.01,"pct_val":0.089293859951,"balance":2336,"units":"NC","currency":null,"asset_cat":"DE","issuer_cat":"CORP","inv_country":"KR","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Ishares Inc","title":"ISHARES MSCI SOU","isin":"US4642867802","value_usd":7312545.6,"pct_val":0.087048013048,"balance":106287,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Ishares Inc","title":"ISHARES MSCI MAL","isin":"US46434G8143","value_usd":5641139.52,"pct_val":0.06715171616,"balance":206182,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Ishares Inc","title":"ISHARES MSCI THA","isin":"US4642866242","value_usd":4208047.74,"pct_val":0.050092295435,"balance":70522,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Ishares Inc","title":"ISHARES MSCI TUR","isin":"US4642867158","value_usd":3704865.54,"pct_val":0.04410245098,"balance":107637,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"EUREX DEUTSCHLAND","title":"EURO-BOBL FUTURE  Mar26","isin":"DE000F2MGDD9","value_usd":3626496.86,"pct_val":0.043169555891,"balance":-6480,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":"CORP","inv_country":"DE","fair_val_level":"1","payoff_profile":"Short"},{"issuer_name":"EUREX DEUTSCHLAND","title":"EURO STOXX 50     Mar26","isin":"DE000C7PXYX3","value_usd":2766162.58,"pct_val":0.032928198951,"balance":4028,"units":"NC","currency":null,"asset_cat":"DE","issuer_cat":"CORP","inv_country":"DE","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"EUREX DEUTSCHLAND","title":"EURO-BUND FUTURE  Mar26","isin":"DE000F2MGDC1","value_usd":2266603.31,"pct_val":0.026981481593,"balance":-3401,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":"CORP","inv_country":"DE","fair_val_level":"1","payoff_profile":"Short"},{"issuer_name":"ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION","title":"LONG GILT FUTURE  Mar26","isin":"GB00N0Y66697","value_usd":1703252.62,"pct_val":0.020275395792,"balance":2063,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"ITALIAN DERIVATIVES MARKET","title":"FTSE/MIB IDX FUT  Mar26","isin":"IT0023394130","value_usd":1568799.16,"pct_val":0.018674871545,"balance":615,"units":"NC","currency":null,"asset_cat":"DE","issuer_cat":"CORP","inv_country":"IT","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"LONDON METAL EXCHANGE","title":"LME COPPER FUTURE Mar26","isin":"GB00G1SVS790","value_usd":1326544.75,"pct_val":0.015791092599,"balance":182,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION","title":"FTSE 100 IDX FUT  Mar26","isin":"GB00MP9C6L33","value_usd":1158590.57,"pct_val":0.013791778208,"balance":1404,"units":"NC","currency":null,"asset_cat":"DE","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"EUREX DEUTSCHLAND","title":"DAX INDEX FUTURE  Mar26","isin":"DE000C7PX4V6","value_usd":1031302.97,"pct_val":0.012276555839,"balance":366,"units":"NC","currency":null,"asset_cat":"DE","issuer_cat":"CORP","inv_country":"DE","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"EUREX DEUTSCHLAND","title":"Euro-BTP Future   Dec25","isin":"DE000F1ZLHN3","value_usd":968887.58,"pct_val":0.01165694332,"balance":3749,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":"CORP","inv_country":"DE","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"EUREX DEUTSCHLAND","title":"EURO-BUXL 30Y BND Mar26","isin":"DE000F2MGDF4","value_usd":889752.61,"pct_val":0.010591550609,"balance":-799,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":"CORP","inv_country":"DE","fair_val_level":"1","payoff_profile":"Short"},{"issuer_name":"EUREX DEUTSCHLAND","title":"EURO-BUND FUTURE  Dec25","isin":"DE000F1ZLHP8","value_usd":678839.37,"pct_val":0.008167296416,"balance":6015,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":"CORP","inv_country":"DE","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"LONDON METAL EXCHANGE","title":"LME PRI ALUM FUTR Mar26","isin":"GB00G1SVS469","value_usd":651679.5,"pct_val":0.007757545555,"balance":349,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"EUREX DEUTSCHLAND","title":"EURO-SCHATZ FUT   Mar26","isin":"DE000F2MGDE7","value_usd":638874.69,"pct_val":0.007605118025,"balance":-5829,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":"CORP","inv_country":"DE","fair_val_level":"1","payoff_profile":"Short"},{"issuer_name":"ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION","title":"3MO EURO EURIBOR  Jun26","isin":"GB00J7WDF916","value_usd":364170.23,"pct_val":0.004381428576,"balance":-1594,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"1","payoff_profile":"Short"},{"issuer_name":"EUREX DEUTSCHLAND","title":"EURO-BUXL 30Y BND Dec25","isin":"DE000F1ZLHS2","value_usd":354602.63,"pct_val":0.004266318244,"balance":1035,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":"CORP","inv_country":"DE","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION","title":"ICE 3MTH SONIA FU Mar27","isin":"GB00JH6MV856","value_usd":313897.94,"pct_val":0.003736618336,"balance":1389,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION","title":"ICE 3MTH SONIA FU Dec26","isin":"GB00JBVNLX64","value_usd":290898.56,"pct_val":0.003462835383,"balance":1301,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION","title":"3MO EURO EURIBOR  Sep26","isin":"GB00J8R2ZN46","value_usd":274930.89,"pct_val":0.003272757396,"balance":-2048,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"1","payoff_profile":"Short"},{"issuer_name":"ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION","title":"ICE 3MTH SONIA FU Jun27","isin":"GB00JH7F7859","value_usd":257283.8,"pct_val":0.003062687715,"balance":1113,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION","title":"ICE 3MTH SONIA FU Jun26","isin":"GB00J8R4BK94","value_usd":227458.77,"pct_val":0.002736616759,"balance":-926,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"1","payoff_profile":"Short"},{"issuer_name":"ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION","title":"ICE 3MTH SONIA FU Sep26","isin":"GB00J8WFXC31","value_usd":193094.77,"pct_val":0.002298586152,"balance":1006,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"EUREX DEUTSCHLAND","title":"Euro-BTP Future   Mar26","isin":"DE000F2MGDA5","value_usd":183409.41,"pct_val":0.002183292329,"balance":1677,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":"CORP","inv_country":"DE","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION","title":"ICE 3MTH SONIA FU Sep27","isin":"GB00JLVFX706","value_usd":167046.06,"pct_val":0.001988504196,"balance":752,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION","title":"ICE 3MTH SONIA FU Dec27","isin":"GB00JPF7G599","value_usd":151551.91,"pct_val":0.001804062957,"balance":639,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"LONDON METAL EXCHANGE","title":"LME ZINC FUTURE   Mar26","isin":"GB00H24LN963","value_usd":123600.5,"pct_val":0.001471331397,"balance":226,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"EUREX DEUTSCHLAND","title":"EURO-BOBL FUTURE  Dec25","isin":"DE000F1ZLHQ6","value_usd":84644.29,"pct_val":0.001018377891,"balance":4713,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":"CORP","inv_country":"DE","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"ICE ENDEX FUTURES","title":"TTF NAT GAS F     Nov25","isin":"NLICE0628848","value_usd":83760.87,"pct_val":0.001007749231,"balance":-425,"units":"NC","currency":null,"asset_cat":"DCO","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"1","payoff_profile":"Short"},{"issuer_name":"ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION","title":"ICE 3MTH SONIA FU Mar28","isin":"GB00K0RQJV51","value_usd":77545.52,"pct_val":0.000923096252,"balance":376,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION","title":"LONG GILT FUTURE  Dec25","isin":"GB00MW9TYF35","value_usd":68318.87,"pct_val":0.000821962435,"balance":2258,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"EUREX DEUTSCHLAND","title":"Euro-OAT Future   Dec25","isin":"DE000F1ZLHU8","value_usd":61155.85,"pct_val":0.000735782243,"balance":3304,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":"CORP","inv_country":"DE","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"ICE FUTURES EUROPE","title":"ECX EMISSION      Dec25","isin":"GB00H1JDWM63","value_usd":49048.31,"pct_val":0.000590113219,"balance":-214,"units":"NC","currency":null,"asset_cat":"DCO","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"1","payoff_profile":"Short"},{"issuer_name":"ICE FUTURES EUROPE","title":"LOW SU GASOIL G   DEC25","isin":"GB00H6D17608","value_usd":40725,"pct_val":0.00048997327,"balance":222,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"MEFF FINANCIAL DERIVATIVES","title":"IBEX 35 INDX FUTR Jan26","isin":"ES0B00170224","value_usd":37457.34,"pct_val":0.000445889461,"balance":17,"units":"NC","currency":null,"asset_cat":"DE","issuer_cat":"CORP","inv_country":"ES","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"ICE FUTURES EUROPE","title":"BRENT CRUDE FUTR  Jan26","isin":"GB00H47KCF34","value_usd":34000,"pct_val":0.000409063013,"balance":-297,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"1","payoff_profile":"Short"},{"issuer_name":"ICE FUTURES EUROPE","title":"Low Su Gasoil G   Mar26","isin":"GB00HBC8RD47","value_usd":30250,"pct_val":0.000360093808,"balance":477,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"EUREX DEUTSCHLAND","title":"DAX INDEX FUTURE  Dec25","isin":"DE000C7GEVL3","value_usd":30024.65,"pct_val":0.000361234523,"balance":37,"units":"NC","currency":null,"asset_cat":"DE","issuer_cat":"CORP","inv_country":"DE","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"BOLSA DE VALORES, MERCADORIAS E FUTUROS","title":"BOVESPA INDEX FUT Oct25","isin":"BRBMEFIBV3Q3","value_usd":21733.63,"pct_val":0.000261483063,"balance":-485,"units":"NC","currency":null,"asset_cat":"DE","issuer_cat":"CORP","inv_country":"BR","fair_val_level":"1","payoff_profile":"Short"},{"issuer_name":"ICE FUTURES EUROPE","title":"Low Su Gasoil G   Jan26","isin":"GB00HBC8RB23","value_usd":14650,"pct_val":0.000176258033,"balance":79,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"ICE FUTURES EUROPE","title":"Low Su Gasoil G   Apr26","isin":"GB00HBC8RF60","value_usd":12700,"pct_val":0.000151179879,"balance":136,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"LONDON METAL EXCHANGE","title":"LME COPPER FUTURE Dec25","isin":"GB00FZ0CSX51","value_usd":12276.45,"pct_val":0.000147701224,"balance":199,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":"CORP","inv_country":"N/A","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION","title":"FTSE 100 IDX FUT  Dec25","isin":"GB00MP62WC98","value_usd":10591.06,"pct_val":0.00012742385,"balance":253,"units":"NC","currency":null,"asset_cat":"DE","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"EURONEXT PARIS MONEP","title":"CAC40 10 EURO FUT Jan26","isin":"FREX01960191","value_usd":6654.74,"pct_val":0.000079217542,"balance":14,"units":"NC","currency":null,"asset_cat":"DE","issuer_cat":"CORP","inv_country":"FR","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"LONDON METAL EXCHANGE","title":"LME PRI ALUM FUTR Dec25","isin":"GB00FZ0CSV38","value_usd":6109,"pct_val":0.000073498998,"balance":38,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":"CORP","inv_country":"N/A","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"ICE FUTURES EUROPE","title":"BRENT CRUDE FUTR  Feb26","isin":"GB00H47KCG41","value_usd":5730,"pct_val":0.000068939148,"balance":-75,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"1","payoff_profile":"Short"},{"issuer_name":"JSE EQUITY DERIVATIVES MARKET","title":"FTSE/JSE TOP 40   Mar26","isin":"ZAD000644334","value_usd":4328.85,"pct_val":0.000051530316,"balance":87,"units":"NC","currency":null,"asset_cat":"DE","issuer_cat":"CORP","inv_country":"ZA","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"MEFF FINANCIAL DERIVATIVES","title":"IBEX 35 INDX FUTR Oct25","isin":"ES0B00165133","value_usd":-619.85,"pct_val":-0.00000745757,"balance":12,"units":"NC","currency":null,"asset_cat":"DE","issuer_cat":"CORP","inv_country":"ES","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"LONDON METAL EXCHANGE","title":"LME LEAD FUTURE   Mar26","isin":"GB00H24LLR01","value_usd":-4193.75,"pct_val":-0.00004992209,"balance":-21,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"1","payoff_profile":"Short"},{"issuer_name":"ICE ENDEX FUTURES","title":"TTF NAT GAS F     Feb26","isin":"NLICE0747044","value_usd":-4918.62,"pct_val":-0.00005855089,"balance":-50,"units":"NC","currency":null,"asset_cat":"DCO","issuer_cat":"CORP","inv_country":"NL","fair_val_level":"1","payoff_profile":"Short"},{"issuer_name":"N/A","title":"CURRENCY CONTRACT - USD","isin":null,"value_usd":-9002.4,"pct_val":-0.00010716391,"balance":3240000,"units":"NC","currency":null,"asset_cat":"DFE","issuer_cat":"CORP","inv_country":"N/A","fair_val_level":"2","payoff_profile":"N/A"},{"issuer_name":"ICE FUTURES EUROPE","title":"BRENT CRUDE FUTR  Aug26","isin":"GB00H7Q1B849","value_usd":-16690,"pct_val":-0.00019867655,"balance":37,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION","title":"3MO EURO EURIBOR  Dec26","isin":"GB00J8WDXS35","value_usd":-41889.7,"pct_val":-0.00049865195,"balance":-1950,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"1","payoff_profile":"Short"},{"issuer_name":"ICE FUTURES EUROPE","title":"ECX EMISSION      Dec26","isin":"GB00HBCK1619","value_usd":-44961.51,"pct_val":-0.00053521855,"balance":359,"units":"NC","currency":null,"asset_cat":"DCO","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION","title":"3MO EURO EURIBOR  Mar28","isin":"GB00K0RJJF84","value_usd":-50780.83,"pct_val":-0.00060449132,"balance":-887,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"1","payoff_profile":"Short"},{"issuer_name":"EUREX DEUTSCHLAND","title":"EURO STOXX 50     Dec25","isin":"DE000C7GEHQ1","value_usd":-57196.52,"pct_val":-0.00068814649,"balance":750,"units":"NC","currency":null,"asset_cat":"DE","issuer_cat":"CORP","inv_country":"DE","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION","title":"3MO EURO EURIBOR  Mar27","isin":"GB00JBVLWR12","value_usd":-65649.24,"pct_val":-0.00078148379,"balance":-1780,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"1","payoff_profile":"Short"},{"issuer_name":"ICE FUTURES EUROPE","title":"BRENT CRUDE FUTR  Jul26","isin":"GB00H7Q1B732","value_usd":-66590,"pct_val":-0.00079268253,"balance":83,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION","title":"3MO EURO EURIBOR  SEP27","isin":"GB00JLVCWV80","value_usd":-70743.29,"pct_val":-0.00084212299,"balance":-1293,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"1","payoff_profile":"Short"},{"issuer_name":"ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION","title":"3MO EURO EURIBOR  Dec27","isin":"GB00JPF3HL01","value_usd":-72080.07,"pct_val":-0.00085803593,"balance":-1073,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"1","payoff_profile":"Short"},{"issuer_name":"EUREX DEUTSCHLAND","title":"Euro-OAT Future   Mar26","isin":"DE000F2MGDH0","value_usd":-76867.23,"pct_val":-0.00091502193,"balance":671,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":"CORP","inv_country":"DE","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION","title":"3MO EURO EURIBOR  JUN27","isin":"GB00JH6LTC25","value_usd":-79258.16,"pct_val":-0.00094348339,"balance":-1494,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"1","payoff_profile":"Short"},{"issuer_name":"ICE FUTURES EUROPE","title":"Low Su Gasoil G   Feb26","isin":"GB00HBC8RC30","value_usd":-94475,"pct_val":-0.00112462355,"balance":647,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"ITALIAN DERIVATIVES MARKET","title":"FTSE/MIB IDX FUT  Dec25","isin":"IT0023059923","value_usd":-122821.62,"pct_val":-0.00147769946,"balance":-57,"units":"NC","currency":null,"asset_cat":"DE","issuer_cat":"CORP","inv_country":"IT","fair_val_level":"1","payoff_profile":"Short"},{"issuer_name":"EUREX DEUTSCHLAND","title":"EURO-SCHATZ FUT   Dec25","isin":"DE000F1ZLHR4","value_usd":-123927.85,"pct_val":-0.00149100881,"balance":3348,"units":"NC","currency":null,"asset_cat":"DIR","issuer_cat":"CORP","inv_country":"DE","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"ICE FUTURES EUROPE","title":"BRENT CRUDE FUTR  Jun26","isin":"GB00H7Q1B625","value_usd":-145260,"pct_val":-0.00172916451,"balance":179,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"ICE FUTURES EUROPE","title":"BRENT CRUDE FUTR  May26","isin":"GB00H7Q1B518","value_usd":-255070,"pct_val":-0.0030363348,"balance":290,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"ICE FUTURES EUROPE","title":"Low Su Gasoil G   Nov25","isin":"GB00H6D17590","value_usd":-301425,"pct_val":-0.00362652408,"balance":414,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"BOLSA DE VALORES, MERCADORIAS E FUTUROS","title":"BOVESPA INDEX FUT Feb26","isin":"BRBMEFIBV3S9","value_usd":-462199.46,"pct_val":-0.00550198888,"balance":-2110,"units":"NC","currency":null,"asset_cat":"DE","issuer_cat":"CORP","inv_country":"BR","fair_val_level":"1","payoff_profile":"Short"},{"issuer_name":"EURONEXT PARIS MONEP","title":"CAC40 10 EURO FUT Oct25","isin":"FREX01433868","value_usd":-561740.12,"pct_val":-0.00675844429,"balance":-1004,"units":"NC","currency":null,"asset_cat":"DE","issuer_cat":"CORP","inv_country":"FR","fair_val_level":"1","payoff_profile":"Short"},{"issuer_name":"JSE EQUITY DERIVATIVES MARKET","title":"FTSE/JSE TOP 40   Dec25","isin":"ZAD000646248","value_usd":-574343.26,"pct_val":-0.00691007601,"balance":-370,"units":"NC","currency":null,"asset_cat":"DE","issuer_cat":"CORP","inv_country":"ZA","fair_val_level":"1","payoff_profile":"Short"},{"issuer_name":"LONDON METAL EXCHANGE","title":"LME NICKEL FUTURE Mar26","isin":"GB00H24LKZ10","value_usd":-575275.04,"pct_val":-0.00684803239,"balance":-56,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"1","payoff_profile":"Short"},{"issuer_name":"ICE FUTURES EUROPE","title":"BRENT CRUDE FUTR  Apr26","isin":"GB00H7Q1B401","value_usd":-1007560,"pct_val":-0.01199392124,"balance":1416,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"ICE FUTURES EUROPE","title":"BRENT CRUDE FUTR  Mar26","isin":"GB00H47KCH57","value_usd":-2634380,"pct_val":-0.03135946866,"balance":6141,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"ICE FUTURES EUROPE","title":"BRENT CRUDE FUTR  Dec25","isin":"GB00H47KCD10","value_usd":-5264420,"pct_val":-0.06333763258,"balance":2147,"units":"NC","currency":"USD","asset_cat":"DCO","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"1","payoff_profile":"Long"}],"source_documents":[{"label":"SEC NPORT-P Filings","url":"https://www.sec.gov/cgi-bin/browse-edgar?action=getcompany&CIK=1355064&type=NPORT&dateb=&owner=exclude&count=40"}],"dataset":{"json":"https://dealcharts.org/llm/facts/fund/catalyst-millburn-hedge-strategy-fund.json","page":"https://dealcharts.org/capitalmarkets/funds/catalyst-millburn-hedge-strategy-fund/"},"provenance":{"curator":"CMD+RVL","curator_url":"https://cmdrvl.com","platform":"Dealcharts","platform_url":"https://dealcharts.org/","source":"SEC NPORT-P Public Filings","license":"CC-BY 4.0","license_url":"https://creativecommons.org/licenses/by/4.0/","attribution":"Data curated by CMD+RVL from SEC NPORT-P public filings"},"citation":"Fund: Catalyst/Millburn Hedge Strategy Fund | LEI: 5493000PE4V447KCC838 | 118 positions totaling $10,121,819,955 across DBT, DFE, DCO, EC, DIR, DE, STIV | Filing: Thu Feb 26 2026 19:00:00 GMT-0500 (Eastern Standard Time) | Source: SEC NPORT-P via Dealcharts.org","updated_at":"2026-02-27"}