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First Trust Morningstar Managed Futures Strategy Fund (FMF)
Holdings of the Fund as of 12/17/2018 *

Futures **
Security Name Identifier Classification Shares /
Contracts
Notional Value Weighting Descending sort
S&P500 EMINI FUT Mar19 ESH9 Financial - Equity Index 13.0000 $1,661,237.50 11.73%
NATURAL GAS FUTR Mar19 NGH19 Energy 12.0000 $396,960.00 2.80%
NIKKEI 225 (OSE) Mar19 NKH9 Financial - Equity Index 2.0000 $380,184.33 2.68%
Low Su Gasoil G Feb19 QSG9 Energy 4.0000 $220,300.00 1.56%
Low Su Gasoil G Mar19 QSH9 Energy 4.0000 $220,500.00 1.56%
Low Su Gasoil G Jan19 QSF9 Energy 4.0000 $220,100.00 1.55%
NATURAL GAS FUTR Apr19 NGJ19 Energy 6.0000 $166,800.00 1.18%
NY Harb ULSD Fut Feb19 HOG9 Energy 2.0000 $153,014.40 1.08%
NY Harb ULSD Fut Jan19 HOF9 Energy 1.0000 $76,721.40 0.54%
NY Harb ULSD Fut Mar19 HOH9 Energy 1.0000 $76,116.60 0.54%
NY Harb ULSD Fut Apr19 HOJ9 Energy 1.0000 $75,654.60 0.53%
BRENT CRUDE FUTR Feb19 COG9 Energy 0.0000 $0.00 0.00%
DAX INDEX FUTURE Mar19 GXH9 Financial - Equity Index 0.0000 $0.00 0.00%
GASOLINE RBOB FUT Feb19 XBG9 Energy 0.0000 $0.00 0.00%
WTI CRUDE FUTURE Feb19 CLG9 Energy 0.0000 $0.00 0.00%
IBEX 35 INDX FUTR Jan19 IBF9 Financial - Equity Index -1.0000 ($99,481.73) -0.70%
SPI 200 FUTURES Mar19 XPH9 Financial - Equity Index -1.0000 ($100,761.18) -0.71%
LEAN HOGS FUTURE Feb19 LHG9 Agricultural -4.0000 ($102,120.00) -0.72%
FTSE/MIB IDX FUT Mar19 STH9 Financial - Equity Index -1.0000 ($105,653.95) -0.75%
SOYBEAN MEAL FUTR Mar19 SMH9 Agricultural -4.0000 ($125,360.00) -0.89%
CHF CURRENCY FUT Mar19 SFH9 Financial - Currency -1.0000 ($127,087.50) -0.90%
S&P/TSX 60 IX FUT Mar19 PTH9 Financial - Equity Index -1.0000 ($128,551.19) -0.91%
WHEAT FUTURE(CBT) Mar19 W H9 Agricultural -5.0000 ($133,812.50) -0.94%
AUDUSD Crncy Fut Mar19 ADH9 Financial - Currency -2.0000 ($143,740.00) -1.01%
COFFEE 'C' FUTURE Mar19 KCH9 Agricultural -4.0000 ($150,150.00) -1.06%
SOYBEAN OIL FUTR Mar19 BOH9 Agricultural -9.0000 ($153,630.00) -1.08%
COTTON NO.2 FUTR Mar19 CTH9 Agricultural -4.0000 ($157,080.00) -1.11%
FTSE 100 IDX FUT Mar19 Z H9 Financial - Equity Index -2.0000 ($169,558.22) -1.20%
CAC40 10 EURO FUT Mar19 CFH9 Financial - Equity Index -4.0000 ($217,139.75) -1.53%
C$ CURRENCY FUT Mar19 CDH9 Financial - Currency -3.0000 ($224,220.00) -1.58%
SUGAR #11 (WORLD) Mar19 SBH9 Agricultural -16.0000 ($223,820.80) -1.58%
LIVE CATTLE FUTR Feb19 LCG9 Agricultural -5.0000 ($243,100.00) -1.72%
DAX Mini Future Mar19 DFWH9 Financial - Equity Index -4.0000 ($244,506.30) -1.73%
COPPER FUTURE Mar19 HGH9 Metals -4.0000 ($275,450.00) -1.94%
SILVER FUTURE Mar19 SIH9 Metals -4.0000 ($295,180.00) -2.08%
CORN FUTURE Mar19 C H9 Agricultural -18.0000 ($345,600.00) -2.44%
JPN YEN CURR FUT Mar19 JYH9 Financial - Currency -4.0000 ($447,025.00) -3.16%
SOYBEAN FUTURE Mar19 S H9 Agricultural -11.0000 ($504,900.00) -3.56%
GOLD 100 OZ FUTR Feb19 GCG9 Metals -5.0000 ($625,900.00) -4.42%
BP CURRENCY FUT Mar19 BPH9 Financial - Currency -8.0000 ($634,450.00) -4.48%
EURO FX CURR FUT Mar19 ECH9 Financial - Currency -14.0000 ($2,002,350.00) -14.14%
Cash and Collateral
Security Name Identifier Shares / Quantity Market Value Weighting Descending sort
US Dollar $USD 2,908,816 $2,908,815.61 20.54%
U.S. Treasury Bill, 0%, due 03/14/2019 912796RB7 2,000,000 $1,988,808.06 14.04%
U.S. Treasury Bill, 0%, due 01/24/2019 912796QU6 1,500,000 $1,496,465.73 10.56%
U.S. Treasury Bill, 0%, due 02/21/2019 912796QY8 1,500,000 $1,493,665.89 10.55%
U.S. Treasury Bill, 0%, due 03/07/2019 912796QZ5 1,500,000 $1,492,293.39 10.54%
U.S. Treasury Bill, 0%, due 01/10/2019 912796QS1 1,000,000 $998,580.78 7.05%
U.S. Treasury Bill, 0%, due 01/17/2019 912796QT9 1,000,000 $998,093.75 7.05%
U.S. Treasury Bill, 0%, due 02/07/2019 912796QW2 1,000,000 $996,697.40 7.04%
U.S. Treasury Bill, 0%, due 12/20/2018 912796QP7 750,000 $749,910.32 5.29%
U.S. Treasury Bill, 0%, due 04/11/2019 912796RG6 500,000 $496,180.21 3.50%
U.S. Treasury Bill, 0%, due 05/16/2019 912796RQ4 300,000 $296,965.68 2.10%
U.S. Treasury Bill, 0%, due 04/18/2019 912796RH4 250,000 $247,960.23 1.75%
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 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 and the Internal Revenue Code. First Trust has no knowledge of and has not been provided any information regarding any investor. Financial advisors must determine whether particular investments are appropriate for their clients. First Trust believes the financial advisor is a fiduciary, is capable of evaluating investment risks independently and is responsible for exercising independent judgment with respect to its retirement plan clients.
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