First Trust Managed Futures Strategy Fund

Fund Profile

Fund profile

Tickers

FMF

Fund manager

First Trust Exchange-traded Fund V

Total assets

$152.61 mm

Liabilities

$142.54 k

Net assets

$152.46 mm

Number of holdings

70.00

FMF stock data

1M 3M 6M 1Y

70 Holdings

As of Dec 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
United States Treasury Note/Bond	29.70 mm	31.00 mm principal	19.48	Debt	Long	USA
United States Treasury Bill	24.96 mm	25.00 mm principal	16.37	Debt	Long	USA
United States Treasury Note/Bond	20.28 mm	21.00 mm principal	13.30	Debt	Long	USA
MSILF Treasury Portfolio	19.66 mm	19.66 mm shares	12.89	Short-term investment vehicle	Long	USA
Dreyfus Government Cash Management	19.66 mm	19.66 mm shares	12.89	Short-term investment vehicle	Long	USA
United States Treasury Note/Bond	11.65 mm	12.00 mm principal	7.64	Debt	Long	USA
United States Treasury Note/Bond	10.79 mm	11.00 mm principal	7.08	Debt	Long	USA
COCOA	785.98 k	17.00 contracts	0.52	Commodity derivative	N/A	USA
COFFEE 'C'	755.23 k	43.00 contracts	0.50	Commodity derivative	N/A	USA
COCOA	743.61 k	20.00 contracts	0.49	Commodity derivative	N/A	USA
JAPAN YEN CURR	430.60 k	-154.00 contracts	0.28	DFE	N/A	USA
WHEAT (CBT)	395.06 k	-404.00 contracts	0.26	Commodity derivative	N/A	USA
CBOE VIX	365.94 k	-236.00 contracts	0.24	Equity derivative	N/A	USA
C$ CURRENCY	266.79 k	-195.00 contracts	0.17	DFE	N/A	USA
MEXICAN PESO	254.96 k	-325.00 contracts	0.17	DFE	N/A	USA
TTF NAT GAS F	243.20 k	100.00 contracts	0.16	Commodity derivative	N/A	Netherlands
NEW ZEALAND $	219.41 k	-113.00 contracts	0.14	DFE	N/A	USA
LME NICKEL	197.78 k	-75.00 contracts	0.13	Commodity derivative	N/A	UK
LONG GILT	172.09 k	-46.00 contracts	0.11	Interest rate derivative	N/A	UK
AUDUSD CRNCY	156.00 k	-82.00 contracts	0.10	DFE	N/A	USA
CHF CURRENCY	147.65 k	-32.00 contracts	0.10	DFE	N/A	USA
LME LEAD	140.80 k	-94.00 contracts	0.09	Commodity derivative	N/A	UK
CORN	135.23 k	133.00 contracts	0.09	Commodity derivative	N/A	USA
CATTLE FEEDER	108.08 k	29.00 contracts	0.07	Commodity derivative	N/A	USA
BRENT CRUDE	105.08 k	41.00 contracts	0.07	Commodity derivative	N/A	UK
LIVE CATTLE	102.45 k	45.00 contracts	0.07	Commodity derivative	N/A	USA
Three-Month SOFR	95.27 k	-234.00 contracts	0.06	Interest rate derivative	N/A	USA
COPPER	92.44 k	-24.00 contracts	0.06	Commodity derivative	N/A	USA
US ULTRA BOND CBT	92.01 k	-26.00 contracts	0.06	Interest rate derivative	N/A	USA
BRAZIL REAL	91.60 k	-563.00 contracts	0.06	DFE	N/A	USA
NIKKEI 225 (OSE)	68.17 k	18.00 contracts	0.04	Equity derivative	N/A	Japan
GASOLINE RBOB	66.42 k	36.00 contracts	0.04	Commodity derivative	N/A	USA
LOW SU GASOIL G	60.70 k	47.00 contracts	0.04	Commodity derivative	N/A	UK
US LONG BOND(CBT)	57.75 k	-15.00 contracts	0.04	Interest rate derivative	N/A	USA
TOPIX INDX	55.08 k	22.00 contracts	0.04	Equity derivative	N/A	Japan
US 2YR NOTE (CBT)	54.35 k	-109.00 contracts	0.04	Interest rate derivative	N/A	USA
WTI CRUDE	51.34 k	24.00 contracts	0.03	Commodity derivative	N/A	USA
COTTON NO.2	32.34 k	-199.00 contracts	0.02	Commodity derivative	N/A	USA
MSCI EAFE	29.11 k	-8.00 contracts	0.02	Equity derivative	N/A	USA
US 10YR NOTE (CBT)	27.39 k	-15.00 contracts	0.02	Interest rate derivative	N/A	USA
US 5YR NOTE (CBT)	18.68 k	-19.00 contracts	0.01	Interest rate derivative	N/A	USA
LME ZINC	13.01 k	45.00 contracts	0.01	Commodity derivative	N/A	UK
SUGAR #11 (WORLD)	6.67 k	-25.00 contracts	0.00	Commodity derivative	N/A	USA
CAC40 10 EURO	-4.20 k	-48.00 contracts	-0.00	Equity derivative	N/A	France
CAN 10YR BOND	-12.12 k	-15.00 contracts	-0.01	Interest rate derivative	N/A	Canada
LEAN HOGS	-13.33 k	20.00 contracts	-0.01	Commodity derivative	N/A	USA
CANOLA(WCE)	-16.62 k	-356.00 contracts	-0.01	Commodity derivative	N/A	USA
FTSE 100 INDEX	-28.47 k	14.00 contracts	-0.02	Equity derivative	N/A	UK
LME PRI ALUM	-37.37 k	-31.00 contracts	-0.02	Commodity derivative	N/A	UK
EURO-SCHATZ	-39.68 k	194.00 contracts	-0.03	Interest rate derivative	N/A	Germany
KC HRW WHEAT	-54.00 k	-160.00 contracts	-0.04	Commodity derivative	N/A	USA
EURO-BOBL	-58.52 k	67.00 contracts	-0.04	Interest rate derivative	N/A	Germany
FTSE/MIB INDEX	-62.97 k	14.00 contracts	-0.04	Equity derivative	N/A	Italy
IBEX 35 INDX	-85.38 k	47.00 contracts	-0.06	Equity derivative	N/A	Spain
DJIA MINI E-CBOT	-102.39 k	16.00 contracts	-0.07	Equity derivative	N/A	USA
OMXS30 IND	-111.88 k	133.00 contracts	-0.07	Equity derivative	N/A	Sweden
NY HARB ULSD	-117.36 k	-18.00 contracts	-0.08	Commodity derivative	N/A	USA
E-MINI RUSS 2000	-120.87 k	17.00 contracts	-0.08	Equity derivative	N/A	USA
SOYBEAN OIL	-147.68 k	99.00 contracts	-0.10	Commodity derivative	N/A	USA
DAX MINI	-152.74 k	48.00 contracts	-0.10	Equity derivative	N/A	Germany
SPI 200	-156.24 k	69.00 contracts	-0.10	Equity derivative	N/A	Australia
GOLD 100 OZ	-162.46 k	23.00 contracts	-0.11	Commodity derivative	N/A	USA
NASDAQ 100 E-MINI	-166.41 k	12.00 contracts	-0.11	Equity derivative	N/A	USA
ECX EMISSION	-197.95 k	-43.00 contracts	-0.13	Commodity derivative	N/A	Netherlands
S&P/TSX 60 IX	-218.86 k	36.00 contracts	-0.14	Equity derivative	N/A	Canada
S&P MID 400 EMINI	-222.50 k	13.00 contracts	-0.15	Equity derivative	N/A	USA
S&P500 EMINI	-223.37 k	24.00 contracts	-0.15	Equity derivative	N/A	USA
CBOE VIX	-340.44 k	83.00 contracts	-0.22	Equity derivative	N/A	USA
SOYBEAN MEAL	-537.24 k	-221.00 contracts	-0.35	Commodity derivative	N/A	USA
NATURAL GAS	-1.01 mm	-141.00 contracts	-0.66	Commodity derivative	N/A	USA