Mutual Fund & Variable Insurance Trust’s Return Stacked Balanced Allocation & Systematic Macro Fund held total net Assets of 37478140.64 as of 2026-06-30, with sugar, coffee and WTI crude futures carrying the largest listed weights. For investors, the snapshot shows exposure through both long and short futures positions across commodities and other contracts.

Key Highlights

  • The portfolio included 14 Japanese 10-year bond futures contracts expiring in September.
  • Coffee exposure comprised 15 September contracts with a reported weight of 0.215775779211.
  • Sugar exposure comprised -93 October contracts and carried a weight of -0.22457891070.

Mutual Fund & Variable Insurance Trust’s Return Stacked Balanced Allocation & Systematic Macro Fund held total net assets of 37478140.64 as of 2026-06-30. Its largest listed futures weights were SUGAR #11 (WORLD) Oct26 at -0.22457891070, COFFEE 'C' FUTURE Sep26 at 0.215775779211 and WTI CRUDE FUTURE Aug26 at -0.20566655304. The portfolio uses futures, with both long and short positions represented.

Portfolio Snapshot

Futures formed the reported Asset Class for the fund. The portfolio record also lists Japanese 10-year bond, coffee, sugar, crude oil, currency and other bond futures across several exchanges.

The Japanese 10-year bond position consisted of 14.00000000 contracts with a reported weight of 0.038744611530. The contracts were identified as September instruments, with a stated date of 2026-09-15.

Canadian 10-year bond futures were listed at 46.00000000 contracts. A separate euro Bund futures position was recorded as short, with the contract dated 2026-09-09.

Both long and short positioning appears in the portfolio.

Commodity Positions Lead

Coffee futures represented a long position of 15.00000000 contracts. The September contract had a reported USD value of 80868.75000000 and a weight of 0.215775779211.

Sugar futures were listed as a short position of -93.00000000 contracts. The October contract carried a reported USD value of -84168.00000000 and a weight of -0.22457891070.

WTI crude futures showed 9.00000000 long contracts for the August instrument. The position had a reported USD value of -77080.00000000 and a weight of -0.20566655304.

The portfolio also included three long gilt futures contracts for September, with a reported GBP value of -1034.78000000 and a weight of -0.00276102277.

The Commodity positions were tied to different contract dates. The coffee Futures Contract was dated 2026-09-21, while the sugar contract was dated 2026-10-01.

The WTI crude futures contract carried a date of 2026-07-22. The Japanese 10-year bond futures position was dated 2026-09-15, matching the date shown for a separate euro foreign-exchange futures position.

The euro FX futures position was short at -9.00000000 contracts. Its reported USD value was -3775.00000000 and its weight was -0.01007253811.

The Canadian 10-year bond futures position had a reported weight of 0.04392928. The long gilt futures contract was dated 2026-09-29.

The listed contract dates extend from the WTI instrument dated 2026-07-22 to the sugar instrument dated 2026-10-01.

Source(s)

  • https://www.sec.gov/Archives/edgar/data/810695/000091047226013160/primary_doc.xml