2 periods filed. Holdings below describe the selected month only.
NPORT-P/A · filed 2026-05-11
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.b
N-PORT Item C.4.a
as filed
73 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| ICE FUTURES EUROPE LONG GILT | — | 000000000 — | DIR CORP | 15 NC |
| -$7.5K GBP |
| -0.004% |
| GB |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. US 2YR NOTE (CBT) | — | 000000000 — | DIR CORP | 92 NC | -$10.3K | -0.005% | US |
| CBOE FUTURES EXCHANGE, LLC CBOE VIX | — | 000000000 — | DE CORP | -138 NC | -$11.0K | -0.005% | US |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. US LONG BOND(CBT) | — | 000000000 — | DIR CORP | 22 NC | -$13.4K | -0.006% | US |
| EUREX CLEARING AKTIENGESELLSCHAFT EURO-BOBL | — | 000000000 — | DIR CORP | 28 NC | -$16.2K EUR | -0.008% | DE |
| EUREX CLEARING AKTIENGESELLSCHAFT EURO-BUND | — | 000000000 — | DIR CORP | 19 NC | -$21.5K EUR | -0.010% | DE |
| ICE ENDEX MARKETS B.V. TTF NAT GAS | — | 000000000 — | DCO CORP | -35 NC | -$22.1K EUR | -0.011% | NL |
| OSAKA EXCHANGE,INC NIKKEI 225 (OSE) | — | 000000000 — | DE CORP | 16 NC | -$34.7K JPY | -0.017% | JP |
| CHICAGO MERCANTILE EXCHANGE INC. CHF CURRENCY | — | 000000000 — | DFE CORP | -34 NC | -$39.8K | -0.019% | US |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. DJIA MINI E-CBOT | — | 000000000 — | DE CORP | 14 NC | -$39.9K | -0.019% | US |
| MONTREAL EXCHANGE INC. CAN 10YR BOND | — | 000000000 — | DIR CORP | 44 NC | -$40.3K CAD | -0.020% | CA |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. US 5YR NOTE (CBT) | — | 000000000 — | DIR CORP | 115 NC | -$46.2K | -0.022% | US |
| ICE FUTURES U.S., INC. SUGAR #11 (WORLD) | — | 000000000 — | DCO CORP | -221 NC | -$55.6K | -0.027% | US |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. US 10YR NOTE (CBT) | — | 000000000 — | DIR CORP | 81 NC | -$56.2K | -0.027% | US |
| THE LONDON METAL EXCHANGE LME LEAD | — | 000000000 — | DCO CORP | -182 NC | -$68.6K | -0.033% | GB |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. SOYBEAN | — | 000000000 — | DCO CORP | 25 NC | -$74.8K | -0.036% | US |
| NEW YORK MERCANTILE EXCHANGE, INC. NY HARB ULSD | — | 000000000 — | DCO CORP | 23 NC | -$104.3K | -0.051% | US |
| CHICAGO MERCANTILE EXCHANGE INC. C$ CURRENCY | — | 000000000 — | DFE CORP | -199 NC | -$134.0K | -0.065% | US |
| CHICAGO MERCANTILE EXCHANGE INC. E-MINI RUSS 2000 | — | 000000000 — | DE CORP | 28 NC | -$139.1K | -0.067% | US |
| ICE FUTURES U.S., INC. COCOA | — | 000000000 — | DCO CORP | -75 NC | -$240.5K | -0.117% | US |
| NEW YORK MERCANTILE EXCHANGE, INC. GASOLINE RBOB | — | 000000000 — | DCO CORP | 83 NC | -$242.4K | -0.117% | US |
| ICE FUTURES U.S., INC. COFFEE 'C' | — | 000000000 — | DCO CORP | 29 NC | -$331.0K | -0.160% | US |
| THE LONDON METAL EXCHANGE LME NICKEL | — | 000000000 — | DCO CORP | -124 NC | -$1.54M | -0.744% | GB |
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.