First Trust Managed Futures Strategy Fund (FMF) is a First Trust ETF with a 0.98% expense ratio, 61 holdings and $296MM in net assets. Largest sector: Energy (100%).
Fee
0.98%
expense ratio
Net assets
$296MM
Launched
Aug 1, 2013
Holdings
61
as of Oct 23, 2026
Top 10 weight
39.0%
largest ten holdings
Largest sector
Energy
100.0%
Yield
30-day SEC 1.99% · TTM 4.75%
as of Sep 30, 2026
Benchmark
—
FMF's holdings are as of Oct 23, 2026.
Energy
100.0%
Sectors are known for only 0% of FMF; the rest is holdings without one (swaps, futures, bonds, cash or unclassified stocks), so this split describes that part of the fund.
1
LXZ6
LME ZINC FUTURE Dec26
5.51%
2
S F7
SOYBEAN FUTURE Jan27
4.32%
3
UXF7
CBOE VIX FUTURE Jan27
4.27%
4
XBZ6
GASOLINE RBOB FUT DEC26
4.10%
5
HOZ6
NY HARB ULSD FUT DEC26
3.91%
6
COF7
BRENT CRUDE FUTR Jan27
3.75%
7
SMZ6
SOYBEAN MEAL FUTR Dec26
3.69%
8
PEZ6
MEXICAN PESO FUT Dec26
3.54%
9
PTZ6
S+P/TSX 60 IX FUT DEC26
2.96%
10
IBX6
IBEX 35 INDEX NOV 26
2.91%
11
TZTZ6
TTF NAT GAS F Dec26
2.88%
12
SBH7
SUGAR #11 (WORLD) MAR27
2.58%
13
HGZ6
COPPER FUTURE DEC26
2.24%
14
QSZ6
Low Su Gasoil G Dec26
2.12%
15
ADZ6
AUDUSD CRNCY FUT DEC26
2.05%
16
CTZ6
COTTON NO.2 FUTR Dec26
2.03%
17
QCX6
OMXS30 INDEX NOV 26
1.64%
18
NQZ6
NASDAQ 100 E-MINI DEC 26
1.37%
19
SIZ6
SILVER FUTURE Dec26
1.09%
20
DMZ6
DJIA MINI e-CBOT DEC 26
1.05%
21
Z Z6
FTSE 100 IDX FUT Dec26
1.01%
22
ESZ6
S+P500 EMINI FUT DEC26
0.90%
23
GCZ6
GOLD 100 OZ FUTR DEC26
0.81%
24
BOZ6
SOYBEAN OIL FUTR Dec26
0.70%
25
TPZ6
TOPIX INDEX DEC 26
0.68%
1–25 of 61
Funds listed by how much of their largest holdings they share with FMF — not a ranking.
Data from First Trust; prices and returns from market data. Page updated October 29, 2026. Holdings and figures change over time. For information only — not investment advice.