Home Logon FTA Investment Managers Blog Subscribe About Us Contact Us

Search by Ticker, Keyword or CUSIP       
 
 
First Trust Managed Futures Strategy Fund (FMF)
Holdings of the Fund as of 6/21/2024

Futures **
Security Name Identifier Classification Shares /
Contracts
Notional Value Weighting*** Descending sort
3 MONTH SOFR FUT Sep25 SFRU5 Financial - Interest Rates 58.0000 $13,910,575.00 10.01%
US 2YR NOTE (CBT) Sep24 TUU4 Financial - Interest Rates 34.0000 $6,949,015.61 5.00%
COPPER FUTURE Sep24 HGU4 Industrial Metals 58.0000 $6,421,325.00 4.62%
IBEX 35 INDX FUTR Jul24 IBN4 Financial - Equity Index 48.0000 $5,639,072.16 4.06%
FTSE/MIB IDX FUT Sep24 STU4 Financial - Equity Index 30.0000 $5,366,880.77 3.86%
MEXICAN PESO FUT Sep24 PEU4 Financial - Currency 137.0000 $3,725,715.00 2.68%
COFFEE 'C' FUTURE Sep24 KCU4 Agricultural 44.0000 $3,712,500.00 2.67%
GASOLINE RBOB FUT Aug24 XBQ4 Energy 34.0000 $3,565,144.80 2.57%
GOLD 100 OZ FUTR Aug24 GCQ4 Precious Metals 15.0000 $3,496,800.00 2.52%
S&P500 EMINI FUT Sep24 ESU4 Financial - Equity Index 12.0000 $3,320,550.00 2.39%
WTI CRUDE FUTURE Aug24 CLQ4 Energy 41.0000 $3,309,930.00 2.38%
EURO STOXX 50 Sep24 VGU4 Financial - Equity Index 58.0000 $3,071,398.59 2.21%
DAX Mini Future Sep24 DFWU4 Financial - Equity Index 31.0000 $3,043,092.76 2.19%
SPI 200 FUTURES Sep24 XPU4 Financial - Equity Index 22.0000 $2,842,686.81 2.05%
FTSE 100 IDX FUT Sep24 Z U4 Financial - Equity Index 26.0000 $2,722,857.13 1.96%
US ULTRA BOND CBT Sep24 WNU4 Financial - Interest Rates 21.0000 $2,680,781.25 1.93%
BP CURRENCY FUT Sep24 BPU4 Financial - Currency 33.0000 $2,610,093.75 1.88%
CAC40 10 EURO FUT Jul24 CFN4 Financial - Equity Index 32.0000 $2,616,431.22 1.88%
US LONG BOND(CBT) Sep24 USU4 Financial - Interest Rates 21.0000 $2,515,406.25 1.81%
MSCI EmgMkt Sep24 MESU4 Financial - Equity Index 45.0000 $2,455,425.00 1.77%
S&P/TSX 60 IX FUT Sep24 PTU4 Financial - Equity Index 13.0000 $2,455,165.77 1.77%
BRENT CRUDE FUTR Sep24 COU4 Energy 29.0000 $2,445,570.00 1.76%
S&P MID 400 EMINI Sep24 FAU4 Financial - Equity Index 8.0000 $2,372,240.00 1.71%
LIVE CATTLE FUTR Aug24 LCQ4 Livestock 32.0000 $2,344,320.00 1.69%
AUDUSD Crncy Fut Sep24 ADU4 Financial - Currency 32.0000 $2,130,880.00 1.53%
Low Su Gasoil G Aug24 QSQ4 Energy 26.0000 $2,031,250.00 1.46%
US 10YR NOTE (CBT)Sep24 TYU4 Financial - Interest Rates 14.0000 $1,547,000.00 1.11%
LONG GILT FUTURE Sep24 G U4 Financial - Interest Rates 11.0000 $1,370,826.02 0.99%
TOPIX INDX FUTR Sep24 TPU4 Financial - Equity Index 8.0000 $1,367,241.20 0.98%
BRENT CRUDE FUTR Oct24 COV4 Energy 16.0000 $1,336,960.00 0.96%
SOYBEAN MEAL FUTR Dec24 SMZ4 Agricultural 37.0000 $1,263,180.00 0.91%
WTI CRUDE FUTURE Sep24 CLU4 Energy 15.0000 $1,199,400.00 0.86%
CATTLE FEEDER FUT Aug24 FCQ4 Livestock 9.0000 $1,162,687.50 0.84%
DJIA MINI e-CBOT Sep24 DMU4 Financial - Equity Index 5.0000 $989,575.00 0.71%
GASOLINE RBOB FUT Sep24 XBU4 Energy 9.0000 $930,598.20 0.67%
LME ZINC FUTURE Sep24 LXU4 Industrial Metals 13.0000 $924,329.25 0.67%
MSCI EAFE Sep24 MFSU4 Financial - Equity Index 8.0000 $933,720.00 0.67%
NASDAQ 100 E-MINI Sep24 NQU4 Financial - Equity Index 2.0000 $799,310.00 0.58%
OMXS30 IND FUTURE Jul24 QCN4 Financial - Equity Index 32.0000 $785,714.64 0.57%
COCOA FUTURE Dec24 CCZ4 Agricultural 10.0000 $759,600.00 0.55%
NIKKEI 225 (OSE) Sep24 NKU4 Financial - Equity Index 3.0000 $725,602.80 0.52%
COCOA FUTURE Sep24 CCU4 Agricultural 8.0000 $712,400.00 0.51%
TTF NAT GAS F Aug24 TZTQ4 Energy 25.0000 $682,316.99 0.49%
SOYBEAN FUTURE Nov24 S X4 Agricultural -16.0000 ($896,000.00) -0.65%
LME PRI ALUM FUTR Sep24 LAU24 Industrial Metals -22.0000 ($1,383,822.00) -1.00%
SILVER FUTURE Sep24 SIU4 Precious Metals -10.0000 ($1,497,100.00) -1.08%
NATURAL GAS FUTR Aug24 NGQ24 Energy -59.0000 ($1,673,240.00) -1.20%
CANOLA FUTR (WCE) Nov24 RSX4 Agricultural -198.0000 ($1,799,737.47) -1.30%
NY Harb ULSD Fut Aug24 HOQ4 Energy -18.0000 ($1,897,635.60) -1.37%
BRAZIL REAL FUT Aug24 BRQ4 Financial - Currency -113.0000 ($2,066,205.00) -1.49%
SOYBEAN OIL FUTR Dec24 BOZ4 Agricultural -85.0000 ($2,263,380.00) -1.63%
EURO-BUND FUTURE Sep24 RXU4 Financial - Interest Rates -22.0000 ($3,117,286.63) -2.24%
CHF CURRENCY FUT Sep24 SFU4 Financial - Currency -28.0000 ($3,953,950.00) -2.85%
ECX EMISSION Dec24 MOZ24 Energy -57.0000 ($4,151,959.46) -2.99%
COTTON NO.2 FUTR Dec24 CTZ4 Agricultural -120.0000 ($4,332,600.00) -3.12%
LME LEAD FUTURE Sep24 LLU4 Industrial Metals -79.0000 ($4,333,821.50) -3.12%
LME NICKEL FUTURE Sep24 LNU4 Industrial Metals -46.0000 ($4,753,611.48) -3.42%
WHEAT FUTURE(CBT) Dec24 W Z4 Agricultural -159.0000 ($4,768,012.50) -3.43%
LEAN HOGS FUTURE Aug24 LHQ4 Livestock -173.0000 ($6,181,290.00) -4.45%
EURO-BOBL FUTURE Sep24 OEU4 Financial - Interest Rates -51.0000 ($6,368,730.57) -4.59%
CORN FUTURE Dec24 C Z4 Agricultural -283.0000 ($6,413,487.50) -4.62%
C$ CURRENCY FUT Sep24 CDU4 Financial - Currency -90.0000 ($6,583,500.00) -4.74%
EURO-SCHATZ FUT Sep24 DUU4 Financial - Interest Rates -79.0000 ($8,936,194.57) -6.43%
JPN YEN CURR FUT Sep24 JYU4 Financial - Currency -130.0000 ($10,317,125.00) -7.43%
Cash and Collateral
Security Name Identifier CUSIP Shares / Quantity Market Value Weighting Descending sort
US Dollar $USD 57,831,364 $57,831,363.55 41.64%
U.S. Treasury Note, 0.375%, due 11/30/2025 91282CAZ4 21,000,000 $19,694,882.76 14.18%
U.S. Treasury Note, 0.25%, due 09/30/2025 91282CAM3 12,000,000 $11,309,062.56 8.14%
U.S. Treasury Note, 0.375%, due 09/15/2024 91282CCX7 11,000,000 $10,875,511.90 7.83%
U.S. Treasury Note, 1%, due 12/15/2024 91282CDN8 11,000,000 $10,781,216.82 7.76%
U.S. Treasury Note, 0.50%, due 03/31/2025 912828ZF0 11,000,000 $10,615,289.52 7.64%
U.S. Treasury Note, 0.25%, due 06/30/2025 912828ZW3 11,000,000 $10,478,018.98 7.54%
U.S. Treasury Note, 0.75%, due 03/31/2026 91282CBT7 11,000,000 $10,257,500.00 7.38%
Japanese Yen $JPY 203,716,885 $1,274,903.84 0.92%
Swedish Krona $SEK -98,815 ($9,403.53) -0.01%
Swiss Franc $CHF -87,961 ($98,357.73) -0.07%
Pound Sterling $GBP -179,519 ($226,930.54) -0.16%
Canadian Dollar $CAD -1,045,303 ($763,273.57) -0.55%
Australian Dollar $AUD -1,354,700 ($899,791.61) -0.65%
Euro $EUR -2,077,677 ($2,221,660.11) -1.60%
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.
Follow First Trust:  
First Trust Portfolios L.P.  Member SIPC and FINRA. (Form CRS)   •  First Trust Advisors L.P. (Form CRS)
Home |  Important Legal Information |  Privacy Policy |  California Privacy Policy |  Business Continuity Plan |  FINRA BrokerCheck
Copyright © 2024 All rights reserved.