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First Trust Managed Futures Strategy Fund (FMF)
Holdings of the Fund as of 7/15/2019 *

Futures **
Security Name Identifier Classification Shares /
Contracts
Notional Value Weighting Descending sort
US 2YR NOTE (CBT) Sep19 TUU9 Financial - Interest Rates 5.0000 $1,073,710.94 9.64%
US 5YR NOTE (CBT) Sep19 FVU9 Financial - Interest Rates 5.0000 $588,164.07 5.28%
US 10YR NOTE (CBT)Sep19 TYU9 Financial - Interest Rates 4.0000 $508,687.50 4.57%
COCOA FUTURE Sep19 CCU9 Agricultural 19.0000 $459,800.00 4.13%
BRENT CRUDE FUTR Sep19 COU9 Energy 6.0000 $398,880.00 3.58%
GASOLINE RBOB FUT Sep19 XBU9 Energy 5.0000 $396,207.00 3.56%
US ULTRA BOND CBT Sep19 WNU9 Financial - Interest Rates 2.0000 $350,062.50 3.14%
SPI 200 FUTURES Sep19 XPU9 Financial - Equity Index 3.0000 $348,272.12 3.13%
CAC40 10 EURO FUT Sep19 CFU9 Financial - Equity Index 5.0000 $313,760.46 2.82%
US LONG BOND(CBT) Sep19 USU9 Financial - Interest Rates 2.0000 $308,125.00 2.77%
EURO STOXX 50 Sep19 VGU9 Financial - Equity Index 7.0000 $275,821.00 2.48%
FTSE 100 IDX FUT Sep19 Z U9 Financial - Equity Index 2.0000 $187,216.77 1.68%
PALLADIUM FUTURE Sep19 PAU9 Metals 1.0000 $156,290.00 1.40%
DJIA MINI e-CBOT Sep19 DMU9 Financial - Equity Index 1.0000 $136,710.00 1.23%
COPPER FUTURE Sep19 HGU9 Metals 2.0000 $135,550.00 1.22%
LME ZINC FUTURE Aug19 LXQ9 Metals 2.0000 $122,400.00 1.10%
Low Su Gasoil G Sep19 QSU9 Energy 2.0000 $120,700.00 1.08%
CORN FUTURE Dec19 C Z9 Agricultural 4.0000 $89,400.00 0.80%
C$ CURRENCY FUT Sep19 CDU9 Financial - Currency 1.0000 $76,750.00 0.69%
DAX Mini Future Sep19 DFWU9 Financial - Equity Index 1.0000 $69,720.79 0.63%
LME LEAD FUTURE Aug19 LLQ9 Metals 1.0000 $49,506.25 0.44%
LIVE CATTLE FUTR Aug19 LCQ9 Agricultural 1.0000 $43,400.00 0.39%
SOYBEAN MEAL FUTR Dec19 SMZ9 Agricultural 1.0000 $31,820.00 0.29%
WTI CRUDE FUTURE Sep19 CLU9 Energy -1.0000 ($59,680.00) -0.54%
PLATINUM FUTURE Oct19 PLV9 Metals -2.0000 ($84,520.00) -0.76%
IBEX 35 INDX FUTR Aug19 IBQ9 Financial - Equity Index -1.0000 ($105,025.88) -0.94%
JPN YEN CURR FUT Sep19 JYU9 Financial - Currency -1.0000 ($116,387.50) -1.05%
SOYBEAN FUTURE Nov19 S X9 Agricultural -3.0000 ($138,000.00) -1.24%
S&P/TSX 60 IX FUT Sep19 PTU9 Financial - Equity Index -1.0000 ($150,766.17) -1.35%
SILVER FUTURE Sep19 SIU9 Metals -2.0000 ($153,650.00) -1.38%
LEAN HOGS FUTURE Aug19 LHQ9 Agricultural -5.0000 ($160,200.00) -1.44%
NIKKEI 225 (OSE) Sep19 NKU9 Financial - Equity Index -1.0000 ($200,481.97) -1.80%
COFFEE 'C' FUTURE Sep19 KCU9 Agricultural -5.0000 ($206,718.75) -1.86%
CATTLE FEEDER FUT Aug19 FCQ9 Agricultural -3.0000 ($212,475.00) -1.91%
COTTON NO.2 FUTR Dec19 CTZ9 Agricultural -8.0000 ($255,800.00) -2.30%
SOYBEAN OIL FUTR Dec19 BOZ9 Agricultural -15.0000 ($259,110.00) -2.33%
SUGAR #11 (WORLD) Oct19 SBV9 Agricultural -21.0000 ($283,651.20) -2.55%
LME PRI ALUM FUTR Aug19 LAQ19 Metals -7.0000 ($320,993.75) -2.88%
LME NICKEL FUTURE Aug19 LNQ9 Metals -4.0000 ($327,264.00) -2.94%
BP CURRENCY FUT Sep19 BPU9 Financial - Currency -5.0000 ($392,406.25) -3.52%
KC HRW WHEAT FUT Sep19 KWU9 Agricultural -19.0000 ($426,550.00) -3.83%
NATURAL GAS FUTR Sep19 NGU19 Energy -18.0000 ($429,480.00) -3.86%
Cash and Collateral
Security Name Identifier Shares / Quantity Market Value Weighting Descending sort
U.S. Treasury Bill, 0%, due 07/25/2019 912796SA8 2,500,000 $2,498,748.42 22.44%
U.S. Treasury Bill, 0%, due 09/05/2019 912796SG5 2,000,000 $1,994,028.04 17.90%
US Dollar $USD 1,854,568 $1,854,567.61 16.65%
U.S. Treasury Bill, 0%, due 08/22/2019 912796SE0 1,500,000 $1,496,731.67 13.44%
U.S. Treasury Bill, 0%, due 08/15/2019 912796QV4 1,000,000 $998,316.67 8.96%
U.S. Treasury Bill, 0%, due 07/18/2019 912796QR3 500,000 $499,946.11 4.49%
U.S. Treasury Bill, 0%, due 08/01/2019 912796SB6 500,000 $499,541.67 4.49%
U.S. Treasury Bill, 0%, due 08/29/2019 912796SF7 500,000 $498,708.93 4.48%
U.S. Treasury Bill, 0%, due 11/07/2019 912796RM3 300,000 $298,064.38 2.68%
U.S. Treasury Bill, 0%, due 08/08/2019 912796SC4 250,000 $249,680.28 2.24%
U.S. Treasury Bill, 0%, due 09/12/2019 912796RA9 250,000 $249,149.47 2.24%
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, the Internal Revenue Code or any other regulatory framework. Financial advisors are responsible for evaluating investment risks independently and for exercising independent judgment in determining whether investments are appropriate for their clients.
First Trust Portfolios L.P.  Member SIPC and FINRA.
First Trust Advisors L.P.
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