ETF · holdings as filed 2026-06-30
What's inside FMF?
First Trust Managed Futures Strategy Fund
- Holdings
- 31
- positions in the fund
- Top 10
- 101%
- of fund assets
- Expense ratio
- 0.98%
- net, per year
- Fund size
- $272M
- total net assets
Top 20 holdings
| Rank | Logo | Ticker / Name | Weight | |
|---|---|---|---|---|
| 1 | BOND | Msilf Treasury Port-Inst | 31.08% | |
| 2 | D  | DGCXXBNY DREYFUS GOVERNMENT CASH | 31.08% | |
| 3 | BOND | Treasury Bill0% · Jul 2026 | 11.96% | |
| 4 | BOND | Treasury Bill0% · Jul 2026 | 9.98% | |
| 5 | BOND | Treasury Bill0% · Aug 2026 | 7.96% | |
| 6 | BOND | Treasury Bill0% · Sep 2026 | 7.94% | |
| 7 | ? | —Chicago Mercantile Exchange | 0.48% | |
| 8 | L  | LL40Generic 40th 'LL' Future | 0.27% | |
| 9 | ? | —OSAKA EXCHANGE,INC | 0.21% | |
| 10 | BOND | New York Mercantile Exchange | 0.14% | |
| 11 | Q  | QSQ6Low Su Gasoil G Aug26 | 0.10% | |
| 12 | I  | IBN6IBEX 35 INDX FUTR Jul26 | 0.05% | |
| 13 | C  | COU6BRENT CRUDE FUTR Sep26 | 0.05% | |
| 14 | L  | LMZSDP 20260916LME ZINC FORWARD ($) | 0.05% | |
| 15 | BOND | Generic 23rd 'ln' Future | 0.05% | |
| 16 | ? | —MONTREAL EXCHANGE INC. | 0.03% | |
| 17 | S  | STU6FTSE/MIB IDX FUT Sep26 | 0.03% | |
| 18 | Q  | QCN6OMXS30 IND FUTURE Jul26 | 0.01% | |
| 19 | ? | —ASX 24 | 0.00% | |
| 20 | C  | CFN6CAC40 10 EURO FUT Jul26 | 0.00% |
Top holdings — United States
Your 6 largest positions in this country
1
BOND
Msilf Treasury Port-Inst
31.08%2
D
DGCXXBNY DREYFUS GOVERNMENT CASH
31.08%3
BOND
Treasury Bill0% · Jul 2026
11.96%4
BOND
Treasury Bill0% · Jul 2026
9.98%5
BOND
Treasury Bill0% · Aug 2026
7.96%6
BOND
Treasury Bill0% · Sep 2026
7.94%Geography reflects each issuer's registered business address per SEC EDGAR filings where available, falling back to the exchange or listing where no SEC filing exists — not necessarily where a company's stock is primarily listed (e.g. TSMC is classified as Taiwan even though its ADR trades on the NYSE).
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Data source: official SEC Form N-PORT filings (as of 2026-06-30); expense ratio from SEC prospectus (risk/return) filings. Fund holdings are disclosed quarterly and may reflect a 60-day reporting delay.
Informational and educational only — not investment advice.
Informational and educational only — not investment advice.