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First Trust Managed Futures Strategy Fund (FMF)
Holdings of the Fund as of 8/7/2026

Futures **
Security Name Identifier Classification Shares /
Contracts
Notional Value Weighting*** Descending sort
MEXICAN PESO FUT Sep26 PEU6 Financial - Currency 676.0000 $19,661,460.00 7.69%
BRAZIL REAL FUT Sep26 BRU6 Financial - Currency 949.0000 $18,557,695.00 7.26%
GASOLINE RBOB FUT Oct26 XBV6 Energy 131.0000 $15,068,327.40 5.89%
NY Harb ULSD Fut Oct26 HOV6 Energy 75.0000 $12,042,765.00 4.71%
LME ZINC FUTURE Sep26 LXU6 Industrial Metals 120.0000 $11,139,750.00 4.36%
CAN 10YR BOND FUT Sep26 CNU6 Financial - Interest Rates 130.0000 $11,079,720.34 4.33%
S&P/TSX 60 IX FUT Sep26 PTU6 Financial - Equity Index 31.0000 $9,515,338.00 3.72%
FTSE/MIB IDX FUT Sep26 STU6 Financial - Equity Index 30.0000 $9,344,004.30 3.66%
E-Mini Russ 2000 Sep26 RTYU6 Financial - Equity Index 56.0000 $8,516,480.00 3.33%
Low Su Gasoil G Sep26 QSU6 Energy 74.0000 $8,424,900.00 3.30%
OMXS30 IND FUTURE Aug26 QCQ6 Financial - Equity Index 230.0000 $8,055,079.18 3.15%
IBEX 35 INDX FUTR Aug26 IBQ6 Financial - Equity Index 34.0000 $7,945,312.53 3.11%
AUDUSD Crncy Fut Sep26 ADU6 Financial - Currency 106.0000 $7,487,310.00 2.93%
CBOE VIX FUTURE Nov26 UXX6 Financial - Equity Index 349.0000 $7,137,992.30 2.79%
S&P500 EMINI FUT Sep26 ESU6 Financial - Equity Index 16.0000 $6,223,800.00 2.43%
NIKKEI 225 (OSE) Sep26 NKU6 Financial - Equity Index 14.0000 $5,834,036.74 2.28%
SOYBEAN OIL FUTR Dec26 BOZ6 Agricultural 118.0000 $4,805,904.00 1.88%
TTF NAT GAS F Oct26 TZTV6 Energy 100.0000 $4,797,359.47 1.88%
CAC40 10 EURO FUT Aug26 CFQ6 Financial - Equity Index 41.0000 $4,135,837.59 1.62%
COPPER FUTURE Sep26 HGU6 Industrial Metals 25.0000 $4,119,375.00 1.61%
FTSE 100 IDX FUT Sep26 Z U6 Financial - Equity Index 26.0000 $3,830,951.21 1.50%
MSCI EmgMkt Sep26 MESU6 Financial - Equity Index 45.0000 $3,780,900.00 1.48%
TOPIX INDX FUTR Sep26 TPU6 Financial - Equity Index 14.0000 $3,618,950.86 1.42%
DJIA MINI e-CBOT Sep26 DMU6 Financial - Equity Index 13.0000 $3,519,880.00 1.38%
S&P MID 400 EMINI Sep26 FAU6 Financial - Equity Index 9.0000 $3,507,390.00 1.37%
SOYBEAN FUTURE Nov26 S X6 Agricultural 56.0000 $3,293,500.00 1.29%
COCOA FUTURE Dec26 CCZ6 Agricultural 55.0000 $3,242,250.00 1.27%
LME PRI ALUM FUTR Sep26 LAU26 Industrial Metals 39.0000 $3,199,521.00 1.25%
NASDAQ 100 E-MINI Sep26 NQU6 Financial - Equity Index 4.0000 $2,386,780.00 0.93%
SILVER FUTURE Sep26 SIU6 Precious Metals 7.0000 $2,222,465.00 0.87%
GOLD 100 OZ FUTR Dec26 GCZ6 Precious Metals 5.0000 $2,199,850.00 0.86%
SPI 200 FUTURES Sep26 XPU6 Financial - Equity Index 6.0000 $975,589.62 0.38%
CANOLA FUTR (WCE) Nov26 RSX6 Agricultural -86.0000 ($961,991.03) -0.38%
SOYBEAN MEAL FUTR Dec26 SMZ6 Agricultural -52.0000 ($1,629,680.00) -0.64%
LIVE CATTLE FUTR Oct26 LCV6 Livestock -19.0000 ($1,712,090.00) -0.67%
BRENT CRUDE FUTR Oct26 COV6 Energy -22.0000 ($1,838,100.00) -0.72%
LONG GILT FUTURE Sep26 G U6 Financial - Interest Rates -20.0000 ($2,362,961.64) -0.92%
CBOE VIX FUTURE Sep26 UXU6 Financial - Equity Index -158.0000 ($2,948,896.20) -1.15%
NATURAL GAS FUTR Oct26 NGV26 Energy -110.0000 ($2,993,100.00) -1.17%
ECX EMISSION Dec26 MOZ26 Energy -33.0000 ($3,177,759.22) -1.24%
NEW ZEALAND $ FUT Sep26 NVU6 Financial - Currency -64.0000 ($3,777,280.00) -1.48%
COFFEE 'C' FUTURE Dec26 KCZ6 Agricultural -34.0000 ($4,027,725.00) -1.58%
EURO-BUND FUTURE Sep26 RXU6 Financial - Interest Rates -29.0000 ($4,191,043.75) -1.64%
MSCI EAFE Sep26 MFSU6 Financial - Equity Index -26.0000 ($4,250,090.00) -1.66%
COTTON NO.2 FUTR Dec26 CTZ6 Agricultural -103.0000 ($4,346,600.00) -1.70%
WTI CRUDE FUTURE Oct26 CLV6 Energy -67.0000 ($5,169,050.00) -2.02%
LME NICKEL FUTURE Sep26 LNU6 Industrial Metals -54.0000 ($5,473,289.88) -2.14%
US LONG BOND(CBT) Sep26 USU6 Financial - Interest Rates -57.0000 ($6,234,375.00) -2.44%
SUGAR #11 (WORLD) Oct26 SBV6 Agricultural -343.0000 ($6,319,432.00) -2.47%
BRENT CRUDE FUTR Nov26 COX6 Energy -91.0000 ($7,430,150.00) -2.91%
WHEAT FUTURE(CBT) Dec26 W Z6 Agricultural -250.0000 ($8,228,125.00) -3.22%
CORN FUTURE Dec26 C Z6 Agricultural -375.0000 ($8,662,500.00) -3.39%
US ULTRA BOND CBT Sep26 WNU6 Financial - Interest Rates -90.0000 ($9,975,937.50) -3.90%
LEAN HOGS FUTURE Oct26 LHV6 Livestock -379.0000 ($12,465,310.00) -4.88%
LME LEAD FUTURE Sep26 LLU6 Industrial Metals -270.0000 ($12,579,705.00) -4.92%
EURO FX CURR FUT Sep26 ECU6 Financial - Currency -119.0000 ($17,226,737.50) -6.74%
US 10YR NOTE (CBT)Sep26 TYU6 Financial - Interest Rates -183.0000 ($19,881,234.38) -7.78%
JPN YEN CURR FUT Sep26 JYU6 Financial - Currency -317.0000 ($25,221,312.50) -9.87%
C$ CURRENCY FUT Sep26 CDU6 Financial - Currency -355.0000 ($25,512,075.00) -9.98%
EURO-BOBL FUTURE Sep26 OEU6 Financial - Interest Rates -196.0000 ($25,880,602.83) -10.12%
CHF CURRENCY FUT Sep26 SFU6 Financial - Currency -182.0000 ($28,278,250.00) -11.06%
US 5YR NOTE (CBT) Sep26 FVU6 Financial - Interest Rates -287.0000 ($30,536,351.71) -11.95%
JPN 10Y BOND(OSE) Sep26 JBU6 Financial - Interest Rates -39.0000 ($31,429,710.00) -12.30%
US 2YR NOTE (CBT) Sep26 TUU6 Financial - Interest Rates -186.0000 ($38,307,281.44) -14.99%
EURO-SCHATZ FUT Sep26 DUU6 Financial - Interest Rates -314.0000 ($38,336,084.16) -15.00%
3 MONTH SOFR FUT Dec27 SFRZ7 Financial - Interest Rates -212.0000 ($50,856,150.00) -19.89%
Cash and Collateral
Security Name Identifier CUSIP Shares / Quantity Notional Value Weighting Descending sort
US Dollar $USD 209,646,085 $209,646,084.84 82.01%
U.S. Treasury Bill, 0%, due 08/18/2026 912797UU9 20,000,000 $19,984,022.20 7.82%
U.S. Treasury Bill, 0%, due 09/03/2026 912797RS8 20,000,000 $19,952,150.00 7.81%
Japanese Yen $JPY 1,043,259,605 $6,611,277.60 2.59%
Euro $EUR 544,663 $629,467.53 0.25%
Swedish Krona $SEK 4,563,809 $481,571.89 0.19%
Swiss Franc $CHF -90,323 ($111,786.29) -0.04%
Canadian Dollar $CAD -199,189 ($142,798.14) -0.06%
Pound Sterling $GBP -220,579 ($297,582.75) -0.12%
Australian Dollar $AUD -1,589,736 ($1,123,148.21) -0.44%
Holdings are subject to change.

The holdings information set forth above for the date indicated reflects creation and redemption transactions from the prior business day and may differ from the holdings information currently available from the Fund's custodian and accounting agent. With respect to the market value of the Fund's holdings set forth above, the pricing sources are generally third party vendors. The Fund ultimately relies on pricing information provided by the Fund's accounting agent.

** The futures investments are held indirectly through the FT Cayman Subsidiary, a wholly-owned subsidiary of the Fund, organized under the laws of the Cayman Islands.

*** The weight represents the fund's aggregate exposure to each futures investment whether the exposure is long or short. Long positions are represented by positive weightings and short positions are represented by negative weightings. See the fund's prospectus and Statement of Additional Information for further details on the fund's investment strategy.


 
The information presented is not intended to constitute an investment recommendation for, or advice to, any specific person. By providing this information, First Trust is not undertaking to give advice in any fiduciary capacity within the meaning of ERISA, the Internal Revenue Code or any other regulatory framework. Financial professionals are responsible for evaluating investment risks independently and for exercising independent judgment in determining whether investments are appropriate for their clients.
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