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First Trust Managed Futures Strategy Fund (FMF)
Holdings of the Fund as of 5/14/2026

Futures **
Security Name Identifier Classification Shares /
Contracts
Notional Value Weighting*** Descending sort
BRAZIL REAL FUT Jun26 BRM6 Financial - Currency 1,619.0000 $32,323,335.00 12.74%
AUDUSD Crncy Fut Jun26 ADM6 Financial - Currency 250.0000 $18,050,000.00 7.12%
MEXICAN PESO FUT Jun26 PEM6 Financial - Currency 518.0000 $15,003,870.00 5.92%
SOYBEAN FUTURE Jul26 S N6 Agricultural 249.0000 $14,846,625.00 5.85%
GASOLINE RBOB FUT Jul26 XBN6 Energy 98.0000 $14,244,241.20 5.62%
SOYBEAN OIL FUTR Jul26 BON6 Agricultural 295.0000 $13,037,820.00 5.14%
NIKKEI 225 (OSE) Jun26 NKM6 Financial - Equity Index 25.0000 $9,901,490.28 3.90%
SOYBEAN MEAL FUTR Jul26 SMN6 Agricultural 268.0000 $8,911,000.00 3.51%
SILVER FUTURE Jul26 SIN6 Precious Metals 19.0000 $8,106,160.00 3.20%
LME PRI ALUM FUTR Jun26 LAM26 Industrial Metals 85.0000 $7,869,725.00 3.10%
NY Harb ULSD Fut Jul26 HON6 Energy 49.0000 $7,767,509.40 3.06%
LIVE CATTLE FUTR Jun26 LCM6 Livestock 75.0000 $7,562,250.00 2.98%
GOLD 100 OZ FUTR Jun26 GCM6 Precious Metals 15.0000 $7,027,950.00 2.77%
S&P/TSX 60 IX FUT Jun26 PTM6 Financial - Equity Index 24.0000 $6,951,422.64 2.74%
IBEX 35 INDX FUTR Jun26 IBM6 Financial - Equity Index 33.0000 $6,855,648.58 2.70%
BRENT CRUDE FUTR Aug26 COQ6 Energy 52.0000 $5,271,760.00 2.08%
TOPIX INDX FUTR Jun26 TPM6 Financial - Equity Index 20.0000 $4,904,016.20 1.93%
E-Mini Russ 2000 Jun26 RTYM6 Financial - Equity Index 33.0000 $4,734,510.00 1.87%
MSCI EmgMkt Jun26 MESM6 Financial - Equity Index 53.0000 $4,563,035.00 1.80%
S&P500 EMINI FUT Jun26 ESM6 Financial - Equity Index 12.0000 $4,515,300.00 1.78%
CATTLE FEEDER FUT Aug26 FCQ6 Livestock 25.0000 $4,475,000.00 1.76%
ECX EMISSION Dec26 MOZ26 Energy 47.0000 $4,118,246.41 1.62%
LME ZINC FUTURE Jun26 LXM6 Industrial Metals 44.0000 $3,939,529.00 1.55%
LME ZINC FUTURE Sep26 LXU6 Industrial Metals 41.0000 $3,671,427.00 1.45%
OMXS30 IND FUTURE Jun26 QCM6 Financial - Equity Index 112.0000 $3,654,353.18 1.44%
S&P MID 400 EMINI Jun26 FAM6 Financial - Equity Index 8.0000 $2,943,760.00 1.16%
NEW ZEALAND $ FUT Jun26 NVM6 Financial - Currency 45.0000 $2,665,575.00 1.05%
Low Su Gasoil G Jun26 QSM6 Energy 23.0000 $2,636,375.00 1.04%
FTSE/MIB IDX FUT Jun26 STM6 Financial - Equity Index 9.0000 $2,596,194.70 1.02%
NASDAQ 100 E-MINI Jun26 NQM6 Financial - Equity Index 3.0000 $1,781,265.00 0.70%
LME PRI ALUM FUTR Sep26 LAU26 Industrial Metals 19.0000 $1,723,936.50 0.68%
FTSE 100 IDX FUT Jun26 Z M6 Financial - Equity Index 12.0000 $1,668,471.47 0.66%
COPPER FUTURE Jul26 HGN6 Industrial Metals 10.0000 $1,652,875.00 0.65%
MSCI EAFE Jun26 MFSM6 Financial - Equity Index 7.0000 $1,077,055.00 0.42%
TTF NAT GAS F Jul26 TZTN6 Energy -30.0000 ($1,239,027.73) -0.49%
COTTON NO.2 FUTR Jul26 CTN6 Agricultural -34.0000 ($1,426,980.00) -0.56%
COFFEE 'C' FUTURE Jul26 KCN6 Agricultural -21.0000 ($2,171,137.50) -0.86%
KC HRW WHEAT FUT Jul26 KWN6 Agricultural -64.0000 ($2,256,800.00) -0.89%
LME NICKEL FUTURE Sep26 LNU6 Industrial Metals -25.0000 ($2,844,690.00) -1.12%
WTI CRUDE FUTURE Jul26 CLN6 Energy -31.0000 ($3,004,520.00) -1.18%
COCOA FUTURE Jul26 CCN6 Agricultural -97.0000 ($4,063,330.00) -1.60%
CAC40 10 EURO FUT Jun26 CFM6 Financial - Equity Index -45.0000 ($4,222,919.31) -1.66%
EURO FX CURR FUT Jun26 ECM6 Financial - Currency -32.0000 ($4,677,400.00) -1.84%
NATURAL GAS FUTR Jul26 NGN26 Energy -180.0000 ($5,565,600.00) -2.19%
US LONG BOND(CBT) Jun26 USM6 Financial - Interest Rates -56.0000 ($6,298,250.00) -2.48%
DAX Mini Future Jun26 DFWM6 Financial - Equity Index -45.0000 ($6,434,424.50) -2.54%
LME LEAD FUTURE Jun26 LLM6 Industrial Metals -131.0000 ($6,589,562.00) -2.60%
US ULTRA BOND CBT Jun26 WNM6 Financial - Interest Rates -61.0000 ($6,982,593.75) -2.75%
3 MONTH SOFR FUT Dec27 SFRZ7 Financial - Interest Rates -30.0000 ($7,216,125.00) -2.85%
C$ CURRENCY FUT Jun26 CDM6 Financial - Currency -101.0000 ($7,369,465.00) -2.91%
EURO STOXX 50 Jun26 VGM6 Financial - Equity Index -112.0000 ($7,743,249.97) -3.05%
WHEAT FUTURE(CBT) Jul26 W N6 Agricultural -250.0000 ($8,225,000.00) -3.24%
CHF CURRENCY FUT Jun26 SFM6 Financial - Currency -54.0000 ($8,644,050.00) -3.41%
SUGAR #11 (WORLD) Jul26 SBN6 Agricultural -614.0000 ($10,308,323.20) -4.06%
LONG GILT FUTURE Jun26 G M6 Financial - Interest Rates -89.0000 ($10,354,913.08) -4.08%
LEAN HOGS FUTURE Jun26 LHM6 Livestock -282.0000 ($11,226,420.00) -4.43%
US 10YR NOTE (CBT)Jun26 TYM6 Financial - Interest Rates -122.0000 ($13,433,343.75) -5.30%
EURO-BUND FUTURE Jun26 RXM6 Financial - Interest Rates -117.0000 ($17,096,809.98) -6.74%
JPN 10Y BOND(OSE) Jun26 JBM6 Financial - Interest Rates -30.0000 ($24,379,260.00) -9.61%
US 5YR NOTE (CBT) Jun26 FVM6 Financial - Interest Rates -236.0000 ($25,342,343.87) -9.99%
JPN YEN CURR FUT Jun26 JYM6 Financial - Currency -416.0000 ($32,955,000.00) -12.99%
EURO-BOBL FUTURE Jun26 OEM6 Financial - Interest Rates -265.0000 ($35,674,153.72) -14.07%
EURO-SCHATZ FUT Jun26 DUM6 Financial - Interest Rates -308.0000 ($38,006,658.84) -14.99%
US 2YR NOTE (CBT) Jun26 TUM6 Financial - Interest Rates -246.0000 ($50,854,734.25) -20.05%
Cash and Collateral
Security Name Identifier CUSIP Shares / Quantity Notional Value Weighting Descending sort
US Dollar $USD 142,552,023 $142,552,022.97 56.20%
U.S. Treasury Bill, 0%, due 07/30/2026 912797TQ0 30,000,000 $29,772,633.30 11.74%
U.S. Treasury Bill, 0%, due 06/16/2026 912797UA3 25,000,000 $24,920,194.50 9.83%
U.S. Treasury Bill, 0%, due 07/14/2026 912797UP0 25,000,000 $24,850,104.25 9.80%
U.S. Treasury Bill, 0%, due 06/02/2026 912797TU1 20,000,000 $19,964,325.00 7.87%
U.S. Treasury Note, 0.875%, due 06/30/2026 91282CCJ8 7,000,000 $6,974,859.92 2.75%
Japanese Yen $JPY 967,295,595 $6,106,278.61 2.41%
Euro $EUR 237,534 $277,154.24 0.11%
Swedish Krona $SEK 2,021,380 $215,915.52 0.09%
Swiss Franc $CHF -90,127 ($114,973.03) -0.05%
Pound Sterling $GBP -160,617 ($215,226.50) -0.08%
Canadian Dollar $CAD -1,117,810 ($814,611.54) -0.32%
Australian Dollar $AUD -1,190,686 ($859,675.49) -0.34%
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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