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First Trust Managed Futures Strategy Fund (FMF)
Holdings of the Fund as of 6/20/2025

Futures **
Security Name Identifier Classification Shares /
Contracts
Notional Value Weighting*** Descending sort
3 MONTH SOFR FUT Mar27 SFRH7 Financial - Interest Rates 161.0000 $38,943,887.50 25.25%
MEXICAN PESO FUT Sep25 PEU5 Financial - Currency 617.0000 $15,937,110.00 10.33%
BRAZIL REAL FUT Jul25 BRN5 Financial - Currency 878.0000 $15,861,070.00 10.28%
BP CURRENCY FUT Sep25 BPU5 Financial - Currency 174.0000 $14,650,800.00 9.50%
IBEX 35 INDX FUTR Jul25 IBN5 Financial - Equity Index 71.0000 $11,253,412.23 7.30%
NEW ZEALAND $ FUT Sep25 NVU5 Financial - Currency 162.0000 $9,698,940.00 6.29%
LIVE CATTLE FUTR Aug25 LCQ5 Livestock 115.0000 $9,651,950.00 6.26%
CATTLE FEEDER FUT Aug25 FCQ5 Livestock 59.0000 $8,922,275.00 5.78%
EURO FX CURR FUT Sep25 ECU5 Financial - Currency 59.0000 $8,550,943.75 5.54%
FTSE/MIB IDX FUT Sep25 STU5 Financial - Equity Index 37.0000 $8,355,422.05 5.42%
CHF CURRENCY FUT Sep25 SFU5 Financial - Currency 49.0000 $7,575,093.75 4.91%
GOLD 100 OZ FUTR Aug25 GCQ5 Precious Metals 21.0000 $7,109,970.00 4.61%
S&P/TSX 60 IX FUT Sep25 PTU5 Financial - Equity Index 28.0000 $6,420,494.37 4.16%
DAX Mini Future Sep25 DFWU5 Financial - Equity Index 45.0000 $6,076,108.40 3.94%
EURO-BOBL FUTURE Sep25 OEU5 Financial - Interest Rates 42.0000 $5,700,538.41 3.70%
EURO-SCHATZ FUT Sep25 DUU5 Financial - Interest Rates 44.0000 $5,434,634.88 3.52%
AUDUSD Crncy Fut Sep25 ADU5 Financial - Currency 83.0000 $5,365,950.00 3.48%
COCOA FUTURE Sep25 CCU5 Agricultural 61.0000 $4,983,090.00 3.23%
LEAN HOGS FUTURE Jul25 LHN5 Livestock 82.0000 $3,699,020.00 2.40%
GASOLINE RBOB FUT Aug25 XBQ5 Energy 36.0000 $3,493,476.00 2.26%
COFFEE 'C' FUTURE Sep25 KCU5 Agricultural 28.0000 $3,308,025.00 2.14%
SPI 200 FUTURES Sep25 XPU5 Financial - Equity Index 24.0000 $3,284,983.24 2.13%
NY Harb ULSD Fut Aug25 HOQ5 Energy 31.0000 $3,259,687.20 2.11%
MSCI EAFE Sep25 MFSU5 Financial - Equity Index 24.0000 $3,108,360.00 2.02%
C$ CURRENCY FUT Sep25 CDU5 Financial - Currency 41.0000 $2,999,355.00 1.94%
SOYBEAN FUTURE Nov25 S X5 Agricultural 56.0000 $2,970,100.00 1.93%
WTI CRUDE FUTURE Aug25 CLQ5 Energy 39.0000 $2,879,760.00 1.87%
CAC40 10 EURO FUT Jul25 CFN5 Financial - Equity Index 31.0000 $2,711,732.20 1.76%
MSCI EmgMkt Sep25 MESU5 Financial - Equity Index 39.0000 $2,311,140.00 1.50%
Low Su Gasoil G Aug25 QSQ5 Energy 30.0000 $2,217,750.00 1.44%
CANOLA FUTR (WCE) Nov25 RSX5 Agricultural 194.0000 $2,096,909.17 1.36%
SOYBEAN OIL FUTR Dec25 BOZ5 Agricultural 56.0000 $1,851,360.00 1.20%
FTSE 100 IDX FUT Sep25 Z U5 Financial - Equity Index 15.0000 $1,773,722.54 1.15%
EURO STOXX 50 Sep25 VGU5 Financial - Equity Index 24.0000 $1,449,905.43 0.94%
SILVER FUTURE Sep25 SIU5 Precious Metals 5.0000 $908,625.00 0.59%
BRENT CRUDE FUTR Sep25 COU5 Energy 7.0000 $528,360.00 0.34%
LME PRI ALUM FUTR Sep25 LAU25 Industrial Metals -9.0000 ($574,260.75) -0.37%
NASDAQ 100 E-MINI Sep25 NQU5 Financial - Equity Index -2.0000 ($873,790.00) -0.57%
ECX EMISSION Dec25 MOZ25 Energy -12.0000 ($1,008,383.52) -0.65%
OMXS30 IND FUTURE Jul25 QCN5 Financial - Equity Index -42.0000 ($1,063,077.49) -0.69%
TTF NAT GAS F Aug25 TZTQ5 Energy -35.0000 ($1,242,174.69) -0.81%
JPN YEN CURR FUT Sep25 JYU5 Financial - Currency -15.0000 ($1,296,750.00) -0.84%
E-Mini Russ 2000 Sep25 RTYU5 Financial - Equity Index -14.0000 ($1,487,430.00) -0.96%
S&P500 EMINI FUT Sep25 ESU5 Financial - Equity Index -6.0000 ($1,805,400.00) -1.17%
EURO-BUND FUTURE Sep25 RXU5 Financial - Interest Rates -13.0000 ($1,960,120.03) -1.27%
NATURAL GAS FUTR Aug25 NGQ25 Energy -52.0000 ($2,053,480.00) -1.33%
LME LEAD FUTURE Sep25 LLU5 Industrial Metals -65.0000 ($3,237,406.25) -2.10%
S&P MID 400 EMINI Sep25 FAU5 Financial - Equity Index -14.0000 ($4,265,940.00) -2.77%
DJIA MINI e-CBOT Sep25 DMU5 Financial - Equity Index -24.0000 ($5,101,800.00) -3.31%
US LONG BOND(CBT) Sep25 USU5 Financial - Interest Rates -51.0000 ($5,802,843.75) -3.76%
SUGAR #11 (WORLD) Oct25 SBV5 Agricultural -313.0000 ($5,808,779.20) -3.77%
LME NICKEL FUTURE Sep25 LNU5 Industrial Metals -82.0000 ($7,385,874.48) -4.79%
CORN FUTURE Dec25 C Z5 Agricultural -341.0000 ($7,523,312.50) -4.88%
US ULTRA BOND CBT Sep25 WNU5 Financial - Interest Rates -67.0000 ($7,832,718.75) -5.08%
CAN 10YR BOND FUT Sep25 CNU5 Financial - Interest Rates -95.0000 ($8,401,896.14) -5.45%
KC HRW WHEAT FUT Sep25 KWU5 Agricultural -332.0000 ($9,607,250.00) -6.23%
COTTON NO.2 FUTR Dec25 CTZ5 Agricultural -289.0000 ($9,638,150.00) -6.25%
WHEAT FUTURE(CBT) Sep25 W U5 Agricultural -361.0000 ($10,532,175.00) -6.83%
LONG GILT FUTURE Sep25 G U5 Financial - Interest Rates -88.0000 ($10,967,900.94) -7.11%
JPN 10Y BOND(OSE) Sep25 JBU5 Financial - Interest Rates -14.0000 ($13,351,814.00) -8.66%
SOYBEAN MEAL FUTR Dec25 SMZ5 Agricultural -472.0000 ($14,070,320.00) -9.12%
Cash and Collateral
Security Name Identifier CUSIP Shares / Quantity Notional Value Weighting Descending sort
US Dollar $USD 51,376,141 $51,376,141.21 33.31%
U.S. Treasury Note, 0.75%, due 03/31/2026 91282CBT7 31,000,000 $30,203,059.13 19.58%
U.S. Treasury Bill, 0%, due 07/15/2025 912797QA8 25,000,000 $24,937,158.75 16.17%
U.S. Treasury Note, 0.375%, due 11/30/2025 91282CAZ4 21,000,000 $20,645,584.05 13.38%
U.S. Treasury Note, 0.25%, due 09/30/2025 91282CAM3 12,000,000 $11,870,106.36 7.70%
U.S. Treasury Note, 0.25%, due 06/30/2025 912828ZW3 11,000,000 $10,991,399.54 7.13%
U.S. Treasury Note, 0.875%, due 06/30/2026 91282CCJ8 7,000,000 $6,776,948.78 4.39%
U.S. Treasury Bill, 0%, due 07/31/2025 912797PG6 2,000,000 $1,991,128.06 1.29%
Japanese Yen $JPY 135,442,133 $926,670.31 0.60%
Swiss Franc $CHF -89,410 ($109,263.44) -0.07%
Canadian Dollar $CAD -367,074 ($267,137.89) -0.17%
Swedish Krona $SEK -2,953,330 ($305,130.71) -0.20%
Pound Sterling $GBP -330,631 ($444,500.93) -0.29%
Australian Dollar $AUD -988,722 ($637,725.92) -0.41%
Euro $EUR -3,220,813 ($3,709,410.25) -2.40%
Holdings are subject to change.

The holdings information set forth above for the date indicated reflects creation and redemption transactions from the prior business day and may differ from the holdings information currently available from the Fund's custodian and accounting agent. With respect to the market value of the Fund's holdings set forth above, the pricing sources are generally third party vendors. The Fund ultimately relies on pricing information provided by the Fund's accounting agent.

** The futures investments are held indirectly through the FT Cayman Subsidiary, a wholly-owned subsidiary of the Fund, organized under the laws of the Cayman Islands.

*** The weight represents the fund's aggregate exposure to each futures investment whether the exposure is long or short. Long positions are represented by positive weightings and short positions are represented by negative weightings. See the fund's prospectus and Statement of Additional Information for further details on the fund's investment strategy.


 
The information presented is not intended to constitute an investment recommendation for, or advice to, any specific person. By providing this information, First Trust is not undertaking to give advice in any fiduciary capacity within the meaning of ERISA, the Internal Revenue Code or any other regulatory framework. Financial professionals are responsible for evaluating investment risks independently and for exercising independent judgment in determining whether investments are appropriate for their clients.
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