FMF holdings
First Trust Managed Futures Strategy Fund
Positions
66 stored of 66 reported, largest first by weight
| # | Holding | ISIN | CUSIP | Weight | Value (USD) | Type | Issuer type | Country | Currency |
|---|---|---|---|---|---|---|---|---|---|
| 1 | MORGAN STANLEY INSTITUTIONAL LIQUIDITY FUNDS MORGAN STANLEY INSTITUTIONAL LIQUIDITY FUNDS TREAS PTF INST | US61747C5821 | 61747C582 | 28.555% | $77.7M | Short-term investment vehicles (cash funds) | Registered fund | United States | USD |
| 2 | DREYFUS GOVERNMENT CASH MANAGEMENT FUNDS DREYFUS GOVERNMENT CASH MANAGEMENT FUNDS SH BEN INT | US2620062081 | 262006208 | 28.555% | $77.7M | Short-term investment vehicles (cash funds) | Registered fund | United States | USD |
| 3 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT B 0 07/30/26 | US912797TQ02 | 912797TQ0 | 10.986% | $29.9M | Debt | US Treasury | United States | USD |
| 4 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT B 0 07/14/26 | US912797UP00 | 912797UP0 | 9.170% | $25.0M | Debt | US Treasury | United States | USD |
| 5 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT B 0 08/18/26 | US912797UU94 | 912797UU9 | 7.310% | $19.9M | Debt | US Treasury | United States | USD |
| 6 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT B 0 09/03/26 | US912797RS85 | 912797RS8 | 7.298% | $19.9M | Debt | US Treasury | United States | USD |
| 7 | ICE FUTURES U.S. Cocoa Futures - NYCC, Sep26 | Not reported | Not reported | -0.379% | -$1.0M | Commodity derivatives | Corporate | United States | USD |
| 8 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. Soybean Oil Futures, Dec-2026,ETH | Not reported | Not reported | -0.351% | -$957K | Commodity derivatives | Corporate | United States | USD |
| 9 | THE LONDON METAL EXCHANGE Primary Aluminium future (composite) | GB00GDSVW043 | Not reported | -0.268% | -$730K | Commodity derivatives | Corporate | United Kingdom | USD |
| 10 | THE LONDON METAL EXCHANGE Lead future (composite) | GB00H24VH055 | Not reported | 0.247% | $671K | Commodity derivatives | Corporate | United Kingdom | USD |
| 11 | CHICAGO MERCANTILE EXCHANGE Japanese Yen Futures | Not reported | Not reported | 0.219% | $597K | Foreign exchange derivatives | Corporate | United States | USD |
| 12 | Osaka Exchange,Inc NIKKEI 225 TRADE FUTURE, SEP 2026 | Not reported | Not reported | 0.173% | $472K | Equity derivatives | Corporate | Japan | JPY |
| 13 | CME Group Inc. Silver Futures | Not reported | Not reported | -0.158% | -$429K | Commodity derivatives | Corporate | United States | USD |
| 14 | NEW YORK MERCANTILE EXCHANGE NY Harbor ULSD Futures, Sep-2026,ETH | Not reported | Not reported | 0.136% | $370K | Commodity derivatives | Corporate | United States | USD |
| 15 | CHICAGO MERCANTILE EXCHANGE Canadian Dollar Futures | Not reported | Not reported | 0.107% | $292K | Foreign exchange derivatives | Corporate | United States | USD |
| 16 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. Corn Futures, Dec-2026,ETH | Not reported | Not reported | 0.102% | $279K | Commodity derivatives | Corporate | United States | USD |
| 17 | CME Group Inc. Gold Futures | Not reported | Not reported | -0.093% | -$253K | Commodity derivatives | Corporate | United States | USD |
| 18 | ICE FUTURES EUROPE LS Gas Oil Futures - ULSD-ARA, Aug26 | GB00HBC8RK14 | Not reported | 0.093% | $252K | Commodity derivatives | Corporate | United Kingdom | USD |
| 19 | CHICAGO MERCANTILE EXCHANGE Lean Hog Futures, Aug-2026,ETH | Not reported | Not reported | -0.066% | -$179K | Commodity derivatives | Corporate | United States | USD |
| 20 | CHICAGO MERCANTILE EXCHANGE E-mini Russell 2000 Index Futures | Not reported | Not reported | 0.061% | $167K | Equity derivatives | Corporate | United States | USD |
| 21 | CHICAGO MERCANTILE EXCHANGE Swiss Franc Futures | Not reported | Not reported | 0.057% | $156K | Foreign exchange derivatives | Corporate | United States | USD |
| 22 | CHICAGO MERCANTILE EXCHANGE E-mini Nasdaq-100 Futures | Not reported | Not reported | 0.057% | $154K | Equity derivatives | Corporate | United States | USD |
| 23 | MEFF SOCIEDAD RECTORA DEL MERCADO DE PRODUCTOS DERIVADOS, S.A.U. IBEX PLUS Future Cash | ES0B00180983 | Not reported | 0.049% | $134K | Equity derivatives | Corporate | Spain | EUR |
| 24 | ICE FUTURES EUROPE Brent Crude Futures - North Sea, Sep26 | GB00H7Q1B955 | Not reported | 0.048% | $132K | Commodity derivatives | Corporate | United Kingdom | USD |
| 25 | THE LONDON METAL EXCHANGE Zinc future (composite) | GB00H24VJT84 | Not reported | 0.047% | $129K | Commodity derivatives | Corporate | United Kingdom | USD |
| 26 | Osaka Exchange,Inc TOPIX TRADE FUTURE | Not reported | Not reported | 0.042% | $114K | Equity derivatives | Corporate | Japan | JPY |
| 27 | THE LONDON METAL EXCHANGE Nickel future (composite) | GB00H24VG313 | Not reported | 0.042% | $113K | Commodity derivatives | Corporate | United Kingdom | USD |
| 28 | CHICAGO MERCANTILE EXCHANGE Australian Dollar Futures | Not reported | Not reported | -0.040% | -$108K | Foreign exchange derivatives | Corporate | United States | USD |
| 29 | ICE FUTURES U.S. Sugar No. 11 Futures - NYCC, Oct26 | Not reported | Not reported | -0.038% | -$105K | Commodity derivatives | Corporate | United States | USD |
| 30 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. Chicago SRW Wheat Futures, Sep-2026,ETH | Not reported | Not reported | 0.034% | $92K | Commodity derivatives | Corporate | United States | USD |
| 31 | EUREX Clearing Aktiengesellschaft Euro(FGBL) Bund Futures, EUROBUND | DE000F3A9ET3 | Not reported | -0.030% | -$83K | Interest rate derivatives | Corporate | Germany | EUR |
| 32 | EUREX Clearing Aktiengesellschaft EURO STOXX 50 Index Futures(FESX) Index Fut | DE000C757930 | Not reported | -0.029% | -$79K | Equity derivatives | Corporate | Germany | EUR |
| 33 | CHICAGO MERCANTILE EXCHANGE E-mini S&P MidCap 400 Index Futures | Not reported | Not reported | 0.028% | $75K | Equity derivatives | Corporate | United States | USD |
| 34 | EUREX Clearing Aktiengesellschaft Mini(FDXM) DAX Futures | DE000C758F01 | Not reported | -0.026% | -$71K | Equity derivatives | Corporate | Germany | EUR |
| 35 | Osaka Exchange,Inc 10-YEAR JGB TRADE FUTURE | Not reported | Not reported | -0.026% | -$70K | Interest rate derivatives | Corporate | Japan | JPY |
| 36 | ICE FUTURES U.S. MSCI Emerging Markets Index Futures - ICUS | Not reported | Not reported | -0.025% | -$69K | Equity derivatives | Corporate | United States | USD |
| 37 | EUREX Clearing Aktiengesellschaft Euro(FGBM) Bobl Futures, EUROBOBL | DE000F3A9EU1 | Not reported | -0.025% | -$67K | Interest rate derivatives | Corporate | Germany | EUR |
| 38 | ITALIAN DERIVATIVES MARKET FTSE 2027 | IT0024847870 | Not reported | 0.024% | $65K | Equity derivatives | Corporate | Italy | EUR |
| 39 | NEW YORK MERCANTILE EXCHANGE RBOB Gasoline Futures, Aug-2026,ETH | Not reported | Not reported | -0.023% | -$62K | Commodity derivatives | Corporate | United States | USD |
| 40 | CHICAGO MERCANTILE EXCHANGE Live Cattle Futures, Aug-2026,ETH | Not reported | Not reported | 0.020% | $54K | Commodity derivatives | Corporate | United States | USD |
| 41 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 5-Year T-Note Futures, Sep-2026,ETH | Not reported | Not reported | -0.019% | -$52K | Interest rate derivatives | Corporate | United States | USD |
| 42 | CHICAGO MERCANTILE EXCHANGE Mexican Peso Futures | Not reported | Not reported | -0.019% | -$51K | Foreign exchange derivatives | Corporate | United States | USD |
| 43 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. Soybean Meal Futures, Dec-2026,ETH | Not reported | Not reported | -0.018% | -$48K | Commodity derivatives | Corporate | United States | USD |
| 44 | MONTREAL EXCHANGE INC. S&P/TSX 60 Index Standard Futures | Not reported | Not reported | 0.016% | $44K | Equity derivatives | Corporate | Canada | CAD |
| 45 | NEW YORK MERCANTILE EXCHANGE Henry Hub Natural Gas Futures, Aug-2026,ETH | Not reported | Not reported | 0.016% | $42K | Commodity derivatives | Corporate | United States | USD |
| 46 | CHICAGO MERCANTILE EXCHANGE E-mini S&P 500 Futures | Not reported | Not reported | 0.015% | $40K | Equity derivatives | Corporate | United States | USD |
| 47 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 10-Year T-Note Futures, Sep-2026,ETH | Not reported | Not reported | -0.013% | -$36K | Interest rate derivatives | Corporate | United States | USD |
| 48 | EUREX Clearing Aktiengesellschaft Euro(FGBS) Schatz Futures, EUROSCHATZ | DE000F3A9EV9 | Not reported | -0.012% | -$34K | Interest rate derivatives | Corporate | Germany | EUR |
| 49 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. KC HRW Wheat Futures, Sep-2026,ETH | Not reported | Not reported | 0.012% | $33K | Commodity derivatives | Corporate | United States | USD |
| 50 | CHICAGO MERCANTILE EXCHANGE Feeder Cattle Futures, Aug-2026,ETH | Not reported | Not reported | 0.012% | $33K | Commodity derivatives | Corporate | United States | USD |
| 51 | MONTREAL EXCHANGE INC. Ten-Year Government of Canada Bond Futures | Not reported | Not reported | 0.011% | $30K | Interest rate derivatives | Corporate | Canada | CAD |
| 52 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 2-Year T-Note Futures, Sep-2026,ETH | Not reported | Not reported | 0.010% | $28K | Interest rate derivatives | Corporate | United States | USD |
| 53 | CHICAGO MERCANTILE EXCHANGE Brazilian Real Futures | Not reported | Not reported | 0.010% | $28K | Foreign exchange derivatives | Corporate | United States | USD |
| 54 | ICE FUTURES U.S. Canola Futures - ICUS, Nov26 | Not reported | Not reported | -0.009% | -$24K | Commodity derivatives | Corporate | United States | CAD |
| 55 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. U.S. Treasury Bond Futures, Sep-2026,ETH | Not reported | Not reported | -0.007% | -$19K | Interest rate derivatives | Corporate | United States | USD |
| 56 | CHICAGO MERCANTILE EXCHANGE New Zealand Dollar Futures | Not reported | Not reported | -0.007% | -$18K | Foreign exchange derivatives | Corporate | United States | USD |
| 57 | CHICAGO MERCANTILE EXCHANGE British Pound Futures | Not reported | Not reported | -0.006% | -$15K | Foreign exchange derivatives | Corporate | United States | USD |
| 58 | Nasdaq Holding AB OMX Stockholm 30 Index Price Return Cash Settled Monthly Future SEK,Dec-2030,Composite | SE0028455295 | Not reported | 0.005% | $14K | Equity derivatives | Corporate | Sweden | SEK |
| 59 | CHICAGO MERCANTILE EXCHANGE Three-Month SOFR Futures, Dec-2027,ETH | Not reported | Not reported | -0.005% | -$13K | Interest rate derivatives | Corporate | United States | USD |
| 60 | ASX 24 ASX SPI 200 Index Futures | Not reported | Not reported | 0.004% | $12K | Equity derivatives | Corporate | Australia | AUD |
| 61 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. E-mini Dow Jones Industrial Average Index Futures | Not reported | Not reported | -0.003% | -$8K | Equity derivatives | Corporate | United States | USD |
| 62 | CHICAGO MERCANTILE EXCHANGE Euro FX Futures | Not reported | Not reported | -0.002% | -$6K | Foreign exchange derivatives | Corporate | United States | USD |
| 63 | EURONEXT PARIS SA CAC 40 Index Future | FREX03025506 | Not reported | 0.002% | $6K | Equity derivatives | Corporate | France | EUR |
| 64 | ICE ENDEX MARKETS B.V. EUA Futures - EUA, Dec26 | NLICE1591045 | Not reported | -0.002% | -$5K | Commodity derivatives | Corporate | Netherlands | EUR |
| 65 | ICE FUTURES EUROPE FTSE 100 - Stnd Index Future - ICEU | GB00N10HYT24 | Not reported | -0.002% | -$5K | Equity derivatives | Corporate | United Kingdom | GBP |
| 66 | ICE FUTURES U.S. MSCI EAFE Index Futures - ICUS | Not reported | Not reported | <0.001% | $2K | Equity derivatives | Corporate | United States | USD |