{"entity_type":"fund","name":"First Trust Managed Futures Strategy Fund","identifiers":{"lei":"549300C7HYPTMZNS6B06","cik":"1549548","fund_id":"S000037848","fundkey":"first-trust-managed-futures-strategy-fund"},"dates":{"reporting_period_start":"2025-12-31","reporting_period_end":"2025-12-31","filing_date":"2026-02-23"},"summary":{"total_positions":20,"total_value_usd":342560010.09,"asset_categories":["STIV","DBT","DE"],"by_asset_category":{"DBT":{"positions":17,"total_value_usd":247881220.94},"STIV":{"positions":2,"total_value_usd":94500334.76},"DE":{"positions":1,"total_value_usd":178454.39}}},"holdings":[{"issuer_name":"MSILF Treasury Portfolio","title":"MSILF Treasury Portfolio","isin":"US61747C5821","value_usd":47250167.4,"pct_val":22.9028492673,"balance":47250167.4,"units":"NS","currency":"USD","asset_cat":"STIV","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"Dreyfus Government Cash Management","title":"Dreyfus Government Cash Management","isin":"US2620062081","value_usd":47250167.36,"pct_val":22.90284924791,"balance":47250167.36,"units":"NS","currency":"USD","asset_cat":"STIV","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"US TREASURY N/B","title":"United States Treasury Note/Bond","isin":"US91282CBT71","value_usd":30797758.48,"pct_val":14.92812531788,"balance":31000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TREASURY BILL","title":"United States Treasury Bill","isin":"US912797QA86","value_usd":24959677,"pct_val":15.72773623883,"balance":25000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TREASURY BILL","title":"United States Treasury Bill","isin":"US912797PA95","value_usd":24938089,"pct_val":16.13344593906,"balance":25000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"US TREASURY N/B","title":"United States Treasury Note/Bond","isin":"US91282CAZ41","value_usd":20872881.96,"pct_val":11.27650150591,"balance":21000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TREASURY BILL","title":"United States Treasury Bill","isin":"US912797SF55","value_usd":19978619.2,"pct_val":9.683929799294,"balance":20000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TREASURY BILL","title":"United States Treasury Bill","isin":"US912797SJ77","value_usd":19937754.6,"pct_val":9.664122128217,"balance":20000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TREASURY BILL","title":"United States Treasury Bill","isin":"US912797QP55","value_usd":19919650,"pct_val":10.76152127209,"balance":20000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TREASURY BILL","title":"United States Treasury Bill","isin":"US912797RM16","value_usd":14943284.7,"pct_val":8.073057316467,"balance":15000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"US TREASURY N/B","title":"United States Treasury Note/Bond","isin":"US91282CAM38","value_usd":11880887.4,"pct_val":7.486453583133,"balance":12000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TREASURY BILL","title":"United States Treasury Bill","isin":"US912797RT68","value_usd":10955095.8,"pct_val":5.310095638228,"balance":11000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TREASURY BILL","title":"United States Treasury Bill","isin":"US912797PN17","value_usd":10942205.67,"pct_val":6.894966014537,"balance":11000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"US TREASURY N/B","title":"United States Treasury Note/Bond","isin":"US912828ZW33","value_usd":10890956.67,"pct_val":7.045794914763,"balance":11000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TREASURY BILL","title":"United States Treasury Bill","isin":"US912797QF73","value_usd":7986503.36,"pct_val":4.314680518898,"balance":8000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TREASURY BILL","title":"United States Treasury Bill","isin":"US912797PD35","value_usd":7984229.68,"pct_val":3.870073249234,"balance":8000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"US TREASURY N/B","title":"United States Treasury Note/Bond","isin":"US91282CCJ80","value_usd":6909234.08,"pct_val":3.349007112444,"balance":7000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TREASURY BILL","title":"United States Treasury Bill","isin":"US912797PG65","value_usd":1993088.34,"pct_val":1.255896368859,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"TREASURY BILL","title":"United States Treasury Bill","isin":"US912797NE36","value_usd":1991305,"pct_val":1.288254748216,"balance":2000000,"units":"PA","currency":"USD","asset_cat":"DBT","issuer_cat":"UST","inv_country":"US","fair_val_level":"2","payoff_profile":"Long"},{"issuer_name":"ICE FUTURES EUROPE","title":"FTSE 100 IDX","isin":null,"value_usd":178454.39,"pct_val":0.08649946064,"balance":65,"units":"NC","currency":null,"asset_cat":"DE","issuer_cat":"CORP","inv_country":"GB","fair_val_level":"1","payoff_profile":"N/A"}],"source_documents":[{"label":"SEC NPORT-P Filings","url":"https://www.sec.gov/cgi-bin/browse-edgar?action=getcompany&CIK=1549548&type=NPORT&dateb=&owner=exclude&count=40"}],"dataset":{"json":"https://dealcharts.org/llm/facts/fund/first-trust-managed-futures-strategy-fund.json","page":"https://dealcharts.org/capitalmarkets/funds/first-trust-managed-futures-strategy-fund/"},"provenance":{"curator":"CMD+RVL","curator_url":"https://cmdrvl.com","platform":"Dealcharts","platform_url":"https://dealcharts.org/","source":"SEC NPORT-P Public Filings","license":"CC-BY 4.0","license_url":"https://creativecommons.org/licenses/by/4.0/","attribution":"Data curated by CMD+RVL from SEC NPORT-P public filings"},"citation":"Fund: First Trust Managed Futures Strategy Fund | LEI: 549300C7HYPTMZNS6B06 | 20 positions totaling $342,560,010 across STIV, DBT, DE | Filing: Sun Feb 22 2026 19:00:00 GMT-0500 (Eastern Standard Time) | Source: SEC NPORT-P via Dealcharts.org","updated_at":"2026-02-23"}