2 periods filed. Holdings below describe the selected month only.
NPORT-P/A · filed 2026-05-11
as filed
1 class of this one portfolio · 1 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000116776 | FMF | LINKEDSEC_TICKER | FMFFirst Trust Managed Futures Strategy Fund | ETF |
N-PORT Item C.4.a
N-PORT Item C.4.b
73 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▲ | Country |
|---|---|---|---|---|---|---|---|
| ICE FUTURES EUROPE FTSE 100 IDX | — | 000000000 — | DE CORP | 65 NC |
| $178.5K GBP |
| 0.086% |
| GB |
| BORSA ITALIANA S.P.A. FTSE/MIB IDX | — | 000000000 — | DE CORP | 34 NC | $178.7K EUR | 0.087% | IT |
| ICE FUTURES U.S., INC. CANOLA (WCE) | — | 000000000 — | DCO CORP | -657 NC | $203.8K CAD | 0.099% | US |
| CHICAGO MERCANTILE EXCHANGE INC. MEXICAN PESO | — | 000000000 — | DFE CORP | 966 NC | $223.2K | 0.108% | US |
| OSAKA EXCHANGE,INC JAPAN 10Y BOND(OSE) | — | 000000000 — | DIR CORP | -36 NC | $224.5K JPY | 0.109% | JP |
| MEFF RENTA VARIABLE (MADRID) IBEX 35 INDX | — | 000000000 — | DE CORP | 68 NC | $244.3K EUR | 0.118% | ES |
| NEW YORK MERCANTILE EXCHANGE, INC. WTI CRUDE | — | 000000000 — | DCO CORP | -104 NC | $248.2K | 0.120% | US |
| NEW YORK MERCANTILE EXCHANGE, INC. NATURAL GAS | — | 000000000 — | DCO CORP | -128 NC | $321.5K | 0.156% | US |
| CHICAGO MERCANTILE EXCHANGE INC. JAPAN YEN CURR | — | 000000000 — | DFE CORP | -326 NC | $339.9K | 0.165% | US |
| ICE FUTURES U.S., INC. COTTON NO.2 | — | 000000000 — | DCO CORP | -562 NC | $374.4K | 0.181% | US |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. KC HRW WHEAT | — | 000000000 — | DCO CORP | -511 NC | $448.9K | 0.218% | US |
| COMMODITY EXCHANGE, INC. GOLD 100 OZ | — | 000000000 — | DCO CORP | 22 NC | $461.0K | 0.223% | US |
| THE LONDON METAL EXCHANGE LME PRI ALUM | — | 000000000 — | DCO CORP | 136 NC | $516.2K | 0.250% | GB |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. WHEAT (CBT) | — | 000000000 — | DCO CORP | -364 NC | $594.7K | 0.288% | US |
| COMMODITY EXCHANGE, INC. SILVER | — | 000000000 — | DCO CORP | 14 NC | $968.2K | 0.469% | US |
| US TREASURY N/B United States Treasury Note/Bond | — | 91282CCJ8 US91282CCJ80 | DBT UST | 7,000,000 PA | $6.91M | 3.349% | US |
| TREASURY BILL United States Treasury Bill | — | 912797PD3 US912797PD35 | DBT UST | 8,000,000 PA | $7.98M | 3.870% | US |
| TREASURY BILL United States Treasury Bill | — | 912797RT6 US912797RT68 | DBT UST | 11,000,000 PA | $10.96M | 5.310% | US |
| TREASURY BILL United States Treasury Bill | — | 912797SJ7 US912797SJ77 | DBT UST | 20,000,000 PA | $19.94M | 9.664% | US |
| TREASURY BILL United States Treasury Bill | — | 912797SF5 US912797SF55 | DBT UST | 20,000,000 PA | $19.98M | 9.684% | US |
| US TREASURY N/B United States Treasury Note/Bond | — | 91282CBT7 US91282CBT71 | DBT UST | 31,000,000 PA | $30.80M | 14.928% | US |
| Dreyfus Government Cash Management | — | 262006208 US2620062081 | STIV RF | 47,250,167.36 NS | $47.25M | 22.903% | US |
| MSILF Treasury Portfolio | — | 61747C582 US61747C5821 | STIV RF | 47,250,167.4 NS | $47.25M | 22.903% | US |
Positions resolved to the master through ISIN, then rolled up through the taxonomy. 0.0% of reported value reaches a classification.
Percentages are of the reported value of positions above ($194.41M), not of the fund’s net assets ($206.31M). The two differ by cash, derivatives filed with no market value, and rounding.