FMF · First Trust Managed Futures Strategy Fund
$50.73
+0.10 (+0.21%)
At close · Aug 14
Portfolio holdings reported by registered funds to the SEC on Form N-PORT — the individual securities a fund owns. Only mutual funds, ETFs and closed-end funds file N-PORT, so operating companies show no data.
First Trust Managed Futures Strategy Fund
Reported 2026-03-31Net Assets
$252,894,444
Total Assets
$287,888,568
Holdings
69
Filed
2026-05-28
| Holding | CUSIP | Balance | Units | Value | % Net Assets | Category | Country |
|---|---|---|---|---|---|---|---|
| Morgan Stanley Institutional Liquidity Funds | 61747C582 | 69,682,840 | NS | $69,682,840 | 27.55% | STIV | US |
| Dreyfus Government Cash Management Funds | 262006208 | 69,682,840 | NS | $69,682,840 | 27.55% | STIV | US |
| United States Treasury Bills | 912797SN8 | 30,000,000 | PA | $29,912,404 | 11.83% | DBT | US |
| United States Treasury Bills | 912797QD2 | 25,000,000 | PA | $24,962,281 | 9.87% | DBT | US |
| United States Treasury Bills | 912797UA3 | 25,000,000 | PA | $24,810,337 | 9.81% | DBT | US |
| United States Treasury Bills | 912797TU1 | 20,000,000 | PA | $19,875,770 | 7.86% | DBT | US |
| United States Treasury Bills | 912797QN0 | 15,000,000 | PA | $14,934,923 | 5.91% | DBT | US |
| United States Treasury Notes | 91282CCJ8 | 7,000,000 | PA | $6,950,827 | 2.75% | DBT | US |
| NEW YORK MERCANTILE EXCHANGE, INC. | 000000000 | 119 | NC | $2,626,576 | 1.04% | DCO | US |
| NEW YORK MERCANTILE EXCHANGE, INC. | 000000000 | 56 | NC | $1,361,381 | 0.54% | DCO | US |
| THE LONDON METAL EXCHANGE | 000000000 | 264 | NC | $1,323,735 | 0.52% | DCO | GB |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 000000000 | 527 | NC | $1,305,097 | 0.52% | DCO | US |
| ICE FUTURES EUROPE | 000000000 | 113 | NC | $912,562 | 0.36% | DCO | GB |
| THE LONDON METAL EXCHANGE | 000000000 | 521 | NC | $804,604 | 0.32% | DCO | GB |
| CHICAGO MERCANTILE EXCHANGE INC. | 000000000 | 85 | NC | $606,436 | 0.24% | DCO | US |
| ICE FUTURES EUROPE | 000000000 | 86 | NC | $601,787 | 0.24% | DCO | GB |
| EUREX CLEARING AKTIENGESELLSCHAFT | 000000000 | 418 | NC | $489,338 | 0.19% | DIR | DE |
| OSAKA EXCHANGE,INC | 000000000 | 57 | NC | $447,546 | 0.18% | DIR | JP |
| ICE ENDEX MARKETS B.V. | 000000000 | 110 | NC | $296,910 | 0.12% | DCO | NL |
| NEW YORK MERCANTILE EXCHANGE, INC. | 000000000 | 263 | NC | $229,589 | 0.09% | DCO | US |
| CHICAGO MERCANTILE EXCHANGE INC. | 000000000 | 48 | NC | $220,778 | 0.09% | DFE | US |
| CHICAGO MERCANTILE EXCHANGE INC. | 000000000 | 1,048 | NC | $215,470 | 0.09% | DFE | US |
| CHICAGO MERCANTILE EXCHANGE INC. | 000000000 | 31 | NC | $176,578 | 0.07% | DCO | US |
| CHICAGO MERCANTILE EXCHANGE INC. | 000000000 | 341 | NC | $172,618 | 0.07% | DFE | US |
| CHICAGO MERCANTILE EXCHANGE INC. | 000000000 | 22 | NC | $157,417 | 0.06% | DE | US |
| EUREX CLEARING AKTIENGESELLSCHAFT | 000000000 | 29 | NC | $76,562 | 0.03% | DE | DE |
| EUREX CLEARING AKTIENGESELLSCHAFT | 000000000 | 96 | NC | $60,001 | 0.02% | DIR | DE |
| CBOE FUTURES EXCHANGE, LLC | 000000000 | 312 | NC | $48,666 | 0.02% | DE | US |
| MONTREAL EXCHANGE INC. | 000000000 | 40 | NC | $46,508 | 0.02% | DE | CA |
| COMMODITIES EXCHANGE CENTER | 000000000 | 25 | NC | $46,318 | 0.02% | DCO | US |
| EUREX CLEARING AKTIENGESELLSCHAFT | 000000000 | 70 | NC | $37,024 | 0.01% | DIR | DE |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 000000000 | 120 | NC | $34,820 | 0.01% | DCO | US |
| THE LONDON METAL EXCHANGE | 000000000 | 26 | NC | $24,402 | 0.01% | DCO | GB |
| CHICAGO MERCANTILE EXCHANGE INC. | 000000000 | 44 | NC | $20,033 | 0.01% | DFE | US |
| ICE FUTURES U.S., INC. | 000000000 | 705 | NC | $18,955 | 0.01% | DCO | US |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 000000000 | 218 | NC | $17,658 | 0.01% | DIR | US |
| ICE FUTURES EUROPE | 000000000 | 37 | NC | $14,989 | 0.01% | DE | GB |
| CHICAGO MERCANTILE EXCHANGE INC. | 000000000 | 19 | NC | $12,400 | 0.00% | DIR | US |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 000000000 | 82 | NC | $12,295 | 0.00% | DIR | US |
| CHICAGO MERCANTILE EXCHANGE INC. | 000000000 | 41 | NC | $5,331 | 0.00% | DFE | US |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 000000000 | 6 | NC | $2,915 | 0.00% | DE | US |
| EURONEXT PARIS SA | 000000000 | 13 | NC | $671 | 0.00% | DE | FR |
| ICE FUTURES U.S., INC. | 000000000 | 5 | NC | $368 | 0.00% | DE | US |
| CHICAGO MERCANTILE EXCHANGE INC. | 000000000 | 13 | NC | $996 | 0.00% | DE | US |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 000000000 | 32 | NC | $17,156 | -0.01% | DIR | US |
| CHICAGO MERCANTILE EXCHANGE INC. | 000000000 | 25 | NC | $21,523 | -0.01% | DE | US |
| BORSA ITALIANA S.P.A. | 000000000 | 10 | NC | $27,387 | -0.01% | DE | IT |
| ICE FUTURES U.S., INC. | 000000000 | 398 | NC | $29,374 | -0.01% | DCO | US |
| THE LONDON METAL EXCHANGE | 000000000 | 106 | NC | $37,041 | -0.01% | DCO | GB |
| CHICAGO MERCANTILE EXCHANGE INC. | 000000000 | 33 | NC | $41,020 | -0.02% | DCO | US |
Showing 1–50 of 69 holdings