{"entity_type":"fund","name":"Managed Futures Strategy Fund","identifiers":{"lei":"5493008TG2LUF83EGF33","cik":"899148","fund_id":"S000014094","fundkey":"managed-futures-strategy-fund"},"dates":{"reporting_period_start":"2025-12-31","reporting_period_end":"2025-12-31","filing_date":"2026-03-02"},"summary":{"total_positions":7,"total_value_usd":16479105.63,"asset_categories":["DBT","RA","STIV","EC"],"by_asset_category":{"DBT":{"positions":4,"total_value_usd":7842562.93},"EC":{"positions":1,"total_value_usd":2556543.51},"RA":{"positions":1,"total_value_usd":4572513.23},"STIV":{"positions":1,"total_value_usd":1507485.96}}},"holdings":[{"issuer_name":"J.P. MORGAN SECURITIES LLC","title":"J.P. Morgan Securities LLC","isin":null,"value_usd":4572513.23,"pct_val":20.13809990271,"balance":4572513.23,"units":"PA","currency":"USD","asset_cat":"RA","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Guggenheim Partners Investment Management LLC","title":"Guggenheim Ultra Short Duration Fund - Institutional Class","isin":"US40169J5231","value_usd":2556543.51,"pct_val":11.25943786717,"balance":253625.3479,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"TREASURY BILL","title":"U.S. Treasury Bills","isin":"US912797PD35","value_usd":2365321.46,"pct_val":10.41726452555,"balance":2370000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TREASURY BILL","title":"U.S. Treasury Bills","isin":"US912797NY99","value_usd":2290107.7,"pct_val":8.95077616132,"balance":2292000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TREASURY BILL","title":"U.S. Treasury Bills","isin":"US912797RC34","value_usd":1980107.38,"pct_val":8.948879297914,"balance":1983000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"Dreyfus Treasury Obligations C","title":"Dreyfus Treasury Obligations Cash Management Fund - Institutional Shares","isin":"US2619081076","value_usd":1507485.96,"pct_val":6.81291834756,"balance":1507485.96,"units":"NS","currency":"USD","asset_cat":"STIV","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"TREASURY BILL","title":"U.S. Treasury Bills","isin":"US912797PZ47","value_usd":1207026.39,"pct_val":6.207831574051,"balance":1208000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"}],"source_documents":[{"label":"SEC NPORT-P Filings","url":"https://www.sec.gov/cgi-bin/browse-edgar?action=getcompany&CIK=899148&type=NPORT&dateb=&owner=exclude&count=40"}],"dataset":{"json":"https://dealcharts.org/llm/facts/fund/managed-futures-strategy-fund.json","page":"https://dealcharts.org/capitalmarkets/funds/managed-futures-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: Managed Futures Strategy Fund | LEI: 5493008TG2LUF83EGF33 | 7 positions totaling $16,479,106 across DBT, RA, STIV, EC | Filing: Sun Mar 01 2026 19:00:00 GMT-0500 (Eastern Standard Time) | Source: SEC NPORT-P via Dealcharts.org","updated_at":"2026-03-02"}