FMF holdings
All 78 positions of First Trust Managed Futures Strategy Fund. as of Oct 20, 2026issuer data
Positions
78
Top 10 weight
47.7%
Effective holdings
4.5
1 / sum of squared weights
In stocks
0.0%
In bonds
47.7%
Outside the US
0.0%
Asset mix
Sectors
No classified stock holdings.
Countries
Bond holdings
- Weighted average maturity
- 0.1 years stated maturity, not duration
- Weighted average coupon
- 0.00%
- Maturing in 0-1y
- 47.7%
Holdings
as of Oct 20, 2026issuer data| # | Holding | Type | Weight | Value | Shares / par | Country |
|---|---|---|---|---|---|---|
| 1 | US Dollar | Cash | 50.18% | $147M | 146,647,271 | |
| 2 | U.S. Treasury Bill, 0%, due 12/17/20262026-12 | Treasury | 13.60% | $40M | 40,000,000 | US |
| 3 | U.S. Treasury Bill, 0%, due 11/17/20262026-11 | Treasury | 10.24% | $30M | 30,000,000 | US |
| 4 | U.S. Treasury Bill, 0%, due 12/03/20262026-12 | Treasury | 10.22% | $30M | 30,000,000 | US |
| 5 | U.S. Treasury Bill, 0%, due 01/07/20272027-01 | Treasury | 10.18% | $30M | 30,000,000 | US |
| 6 | U.S. Treasury Bill, 0%, due 10/29/20262026-10 | Treasury | 3.42% | $10.0M | 10,000,000 | US |
| 7 | Japanese Yen | Cash | 2.19% | $6.4M | 1,012,835,598 | JP |
| 8 | Euro | Cash | 0.59% | $1.7M | 1,533,932 | |
| 9 | Swedish Krona | Cash | 0.10% | $279K | 2,757,462 | SE |
| 10 | SOYBEAN FUTURE Jan27 | Derivative | 0.00% | — | 259 | |
| 11 | GASOLINE RBOB FUT Dec26 | Derivative | 0.00% | — | 124 | |
| 12 | LME ZINC FUTURE Dec26 | Derivative | 0.00% | — | 146 | |
| 13 | NY Harb ULSD Fut Dec26 | Derivative | 0.00% | — | 65 | |
| 14 | CBOE VIX FUTURE Jan27 | Derivative | 0.00% | — | 653 | |
| 15 | MEXICAN PESO FUT Dec26 | Derivative | 0.00% | — | 431 | |
| 16 | SOYBEAN MEAL FUTR Dec26 | Derivative | 0.00% | — | 300 | |
| 17 | BRENT CRUDE FUTR Jan27 | Derivative | 0.00% | — | 96 | |
| 18 | SUGAR #11 (WORLD) Mar27 | Derivative | 0.00% | — | 372 | |
| 19 | AUDUSD Crncy Fut Dec26 | Derivative | 0.00% | — | 119 | |
| 20 | IBEX 35 INDX FUTR Nov26 | Derivative | 0.00% | — | 33 | |
| 21 | TTF NAT GAS F Dec26 | Derivative | 0.00% | — | 95 | |
| 22 | S&P/TSX 60 IX FUT Dec26 | Derivative | 0.00% | — | 20 | |
| 23 | OMXS30 IND FUTURE Nov26 | Derivative | 0.00% | — | 182 | |
| 24 | MSCI EmgMkt Dec26 | Derivative | 0.00% | — | 68 | |
| 25 | COPPER FUTURE Dec26 | Derivative | 0.00% | — | 32 | |
| 26 | S&P500 EMINI FUT Dec26 | Derivative | 0.00% | — | 13 | |
| 27 | NIKKEI 225 (OSE) Dec26 | Derivative | 0.00% | — | 11 | |
| 28 | NASDAQ 100 E-MINI Dec26 | Derivative | 0.00% | — | 7 | |
| 29 | TOPIX INDX FUTR Dec26 | Derivative | 0.00% | — | 16 | |
| 30 | Low Su Gasoil G Nov26 | Derivative | 0.00% | — | 26 | |
| 31 | GOLD 100 OZ FUTR Dec26 | Derivative | 0.00% | — | 8 | |
| 32 | DJIA MINI e-CBOT Dec26 | Derivative | 0.00% | — | 12 | |
| 33 | FTSE 100 IDX FUT Dec26 | Derivative | 0.00% | — | 21 | |
| 34 | FTSE/MIB IDX FUT Dec26 | Derivative | 0.00% | — | 10 | |
| 35 | SILVER FUTURE Dec26 | Derivative | 0.00% | — | 9 | |
| 36 | ECX EMISSION Dec26 | Derivative | 0.00% | — | 23 | |
| 37 | S&P MID 400 EMINI Dec26 | Derivative | 0.00% | — | 4 | |
| 38 | NATURAL GAS FUTR Dec26 | Derivative | 0.00% | — | 35 | |
| 39 | LME PRI ALUM FUTR Dec26 | Derivative | 0.00% | — | 12 | |
| 40 | SPI 200 FUTURES Dec26 | Derivative | 0.00% | — | -7 | |
| 41 | COCOA FUTURE Mar27 | Derivative | 0.00% | — | -22 | |
| 42 | E-Mini Russ 2000 Dec26 | Derivative | 0.00% | — | -10 | |
| 43 | LIVE CATTLE FUTR Dec26 | Derivative | 0.00% | — | -31 | |
| 44 | WTI CRUDE FUTURE Dec26 | Derivative | 0.00% | — | -31 | |
| 45 | EURO STOXX 50 Dec26 | Derivative | 0.00% | — | -45 | |
| 46 | SOYBEAN OIL FUTR Dec26 | Derivative | 0.00% | — | -91 | |
| 47 | CORN FUTURE Dec26 | Derivative | 0.00% | — | -171 | |
| 48 | COFFEE 'C' FUTURE Dec26 | Derivative | 0.00% | — | -38 | |
| 49 | CBOE VIX FUTURE Nov26 | Derivative | 0.00% | — | -262 | |
| 50 | MSCI EAFE Dec26 | Derivative | 0.00% | — | -33 | |
| 51 | LME LEAD FUTURE Dec26 | Derivative | 0.00% | — | -141 | |
| 52 | KC HRW WHEAT FUT Dec26 | Derivative | 0.00% | — | -213 | |
| 53 | LONG GILT FUTURE Dec26 | Derivative | 0.00% | — | -74 | |
| 54 | BRAZIL REAL FUT Nov26 | Derivative | 0.00% | — | -454 | |
| 55 | CAC40 10 EURO FUT Nov26 | Derivative | 0.00% | — | -106 | |
| 56 | US LONG BOND(CBT) Dec26 | Derivative | 0.00% | — | -89 | |
| 57 | NEW ZEALAND $ FUT Dec26 | Derivative | 0.00% | — | -167 | |
| 58 | US ULTRA BOND CBT Dec26 | Derivative | 0.00% | — | -91 | |
| 59 | LEAN HOGS FUTURE Dec26 | Derivative | 0.00% | — | -374 | |
| 60 | CAN 10YR BOND FUT Dec26 | Derivative | 0.00% | — | -133 | |
| 61 | WHEAT FUTURE(CBT) Dec26 | Derivative | 0.00% | — | -356 | |
| 62 | LME NICKEL FUTURE Dec26 | Derivative | 0.00% | — | -138 | |
| 63 | EURO-BUND FUTURE Dec26 | Derivative | 0.00% | — | -108 | |
| 64 | US 10YR NOTE (CBT)Dec26 | Derivative | 0.00% | — | -168 | |
| 65 | US 5YR NOTE (CBT) Dec26 | Derivative | 0.00% | — | -203 | |
| 66 | EURO FX CURR FUT Dec26 | Derivative | 0.00% | — | -151 | |
| 67 | JPN YEN CURR FUT Dec26 | Derivative | 0.00% | — | -268 | |
| 68 | EURO-BOBL FUTURE Dec26 | Derivative | 0.00% | — | -175 | |
| 69 | JPN 10Y BOND(OSE) Dec26 | Derivative | 0.00% | — | -29 | |
| 70 | CHF CURRENCY FUT Dec26 | Derivative | 0.00% | — | -214 | |
| 71 | C$ CURRENCY FUT Dec26 | Derivative | 0.00% | — | -484 | |
| 72 | US 2YR NOTE (CBT) Dec26 | Derivative | 0.00% | — | -174 | |
| 73 | 3 MONTH SOFR FUT Dec27 | Derivative | 0.00% | — | -186 | |
| 74 | EURO-SCHATZ FUT Dec26 | Derivative | 0.00% | — | -378 | |
| 75 | Swiss Franc | Cash | -0.04% | −$110K | -90,453 | CH |
| 76 | Pound Sterling | Cash | -0.06% | −$183K | -136,559 | GB |
| 77 | Canadian Dollar | Cash | -0.17% | −$486K | -683,565 | CA |
| 78 | Australian Dollar | Cash | -0.44% | −$1.3M | -1,836,575 | AU |
Find which other funds hold a stock by opening it and choosing "ETFs holding".
Fund data comes from each fund's SEC filings and issuer disclosures and is shown with the date it is as of. SEC portfolio and flow filings become public about 60 days after the period they cover. Nothing here is investment advice; see Terms.