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First Trust Morningstar Managed Futures Strategy Fund (FMF)
Holdings of the Fund as of 5/23/2019 *

Futures **
Security Name Identifier Classification Shares /
Contracts
Notional Value Weighting Descending sort
S&P500 EMINI FUT Jun19 ESM9 Financial - Equity Index 9.0000 $1,268,775.00 11.37%
BRENT CRUDE FUTR Sep19 COU9 Energy 8.0000 $524,480.00 4.70%
GOLD 100 OZ FUTR Aug19 GCQ9 Metals 4.0000 $516,400.00 4.63%
Low Su Gasoil G Jul19 QSN9 Energy 4.0000 $242,800.00 2.18%
DAX Mini Future Jun19 DFWM9 Financial - Equity Index 3.0000 $200,521.22 1.80%
FTSE 100 IDX FUT Jun19 Z M9 Financial - Equity Index 2.0000 $182,774.20 1.64%
Low Su Gasoil G Aug19 QSQ9 Energy 3.0000 $182,250.00 1.63%
CAC40 10 EURO FUT Jun19 CFM9 Financial - Equity Index 3.0000 $175,428.81 1.57%
S&P/TSX 60 IX FUT Jun19 PTM9 Financial - Equity Index 1.0000 $143,824.23 1.29%
FTSE/MIB IDX FUT Jun19 STM9 Financial - Equity Index 1.0000 $112,692.20 1.01%
SPI 200 FUTURES Jun19 XPM9 Financial - Equity Index 1.0000 $111,971.79 1.00%
IBEX 35 INDX FUTR Jun19 IBM9 Financial - Equity Index 1.0000 $101,591.82 0.91%
DAX INDEX FUTURE Sep19 GXU9 Financial - Equity Index 0.0000 $0.00 0.00%
GASOLINE RBOB FUT Aug19 XBQ9 Energy 0.0000 $0.00 0.00%
NATURAL GAS FUTR Aug19 NGQ19 Energy 0.0000 $0.00 0.00%
NY Harb ULSD Fut Aug19 HOQ9 Energy 0.0000 $0.00 0.00%
WTI CRUDE FUTURE Aug19 CLQ9 Energy 0.0000 $0.00 0.00%
SOYBEAN OIL FUTR Jul19 BON9 Agricultural -6.0000 ($96,408.00) -0.86%
COTTON NO.2 FUTR Jul19 CTN9 Agricultural -3.0000 ($101,220.00) -0.91%
KC HRW WHEAT FUT Jul19 KWN9 Agricultural -5.0000 ($106,312.50) -0.95%
SUGAR #11 (WORLD) Jul19 SBN9 Agricultural -10.0000 ($129,584.00) -1.16%
AUDUSD Crncy Fut Jun19 ADM9 Financial - Currency -2.0000 ($137,940.00) -1.24%
COFFEE 'C' FUTURE Jul19 KCN9 Agricultural -4.0000 ($140,250.00) -1.26%
SILVER FUTURE Jul19 SIN9 Metals -2.0000 ($146,130.00) -1.31%
C$ CURRENCY FUT Jun19 CDM9 Financial - Currency -2.0000 ($148,390.00) -1.33%
LIVE CATTLE FUTR Aug19 LCQ9 Agricultural -4.0000 ($173,040.00) -1.55%
WHEAT FUTURE(CBT) Jul19 W N9 Agricultural -8.0000 ($188,100.00) -1.69%
COPPER FUTURE Jul19 HGN9 Metals -3.0000 ($201,037.50) -1.80%
SOYBEAN MEAL FUTR Jul19 SMN9 Agricultural -7.0000 ($208,040.00) -1.86%
CHF CURRENCY FUT Jun19 SFM9 Financial - Currency -2.0000 ($249,875.00) -2.24%
JPN YEN CURR FUT Jun19 JYM9 Financial - Currency -3.0000 ($343,106.25) -3.07%
NIKKEI 225 (OSE) Jun19 NKM9 Financial - Equity Index -2.0000 ($385,141.92) -3.45%
BP CURRENCY FUT Jun19 BPM9 Financial - Currency -5.0000 ($395,906.25) -3.55%
CORN FUTURE Jul19 C N9 Agricultural -23.0000 ($448,212.50) -4.02%
SOYBEAN FUTURE Jul19 S N9 Agricultural -12.0000 ($492,900.00) -4.42%
EURO FX CURR FUT Jun19 ECM9 Financial - Currency -11.0000 ($1,540,481.25) -13.80%
Cash and Collateral
Security Name Identifier Shares / Quantity Market Value Weighting Descending sort
US Dollar $USD 2,136,260 $2,136,259.91 19.14%
U.S. Treasury Bill, 0%, due 07/11/2019 912796RZ4 2,000,000 $1,993,876.00 17.86%
U.S. Treasury Bill, 0%, due 06/27/2019 912796RV3 1,500,000 $1,496,787.36 13.41%
U.S. Treasury Bill, 0%, due 07/25/2019 912796SA8 1,250,000 $1,245,087.73 11.16%
U.S. Treasury Bill, 0%, due 05/30/2019 912796RR2 1,000,000 $999,642.25 8.96%
U.S. Treasury Bill, 0%, due 06/20/2019 912796QM4 1,000,000 $998,318.12 8.94%
U.S. Treasury Bill, 0%, due 06/06/2019 912796RS0 500,000 $499,595.11 4.48%
U.S. Treasury Bill, 0%, due 07/05/2019 912796RW1 500,000 $498,661.64 4.47%
U.S. Treasury Bill, 0%, due 07/18/2019 912796QR3 500,000 $498,258.34 4.46%
U.S. Treasury Bill, 0%, due 11/07/2019 912796RM3 300,000 $296,786.41 2.66%
U.S. Treasury Bill, 0%, due 06/13/2019 912796RU5 250,000 $249,687.39 2.24%
U.S. Treasury Bill, 0%, due 09/12/2019 912796RA9 250,000 $248,236.72 2.22%
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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