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First Trust Managed Futures Strategy Fund (FMF)
Holdings of the Fund as of 2/20/2026

Futures **
Security Name Identifier Classification Shares /
Contracts
Notional Value Weighting*** Descending sort
BRAZIL REAL FUT Apr26 BRJ6 Financial - Currency 1,906.0000 $36,452,250.00 15.46%
MEXICAN PESO FUT Mar26 PEH6 Financial - Currency 1,097.0000 $31,939,155.00 13.55%
AUDUSD Crncy Fut Mar26 ADH6 Financial - Currency 375.0000 $26,542,500.00 11.26%
GOLD 100 OZ FUTR Apr26 GCJ6 Precious Metals 32.0000 $16,258,880.00 6.90%
C$ CURRENCY FUT Mar26 CDH6 Financial - Currency 185.0000 $13,528,125.00 5.74%
LME ZINC FUTURE Jun26 LXM6 Industrial Metals 154.0000 $13,034,444.50 5.53%
OMXS30 IND FUTURE Mar26 QCH6 Financial - Equity Index 357.0000 $12,562,374.83 5.33%
IBEX 35 INDX FUTR Mar26 IBH6 Financial - Equity Index 57.0000 $12,227,428.72 5.19%
CATTLE FEEDER FUT Mar26 FCH6 Livestock 58.0000 $10,672,725.00 4.53%
FTSE 100 IDX FUT Mar26 Z H6 Financial - Equity Index 74.0000 $10,654,209.36 4.52%
LME PRI ALUM FUTR Jun26 LAM26 Industrial Metals 127.0000 $9,860,438.75 4.18%
CAN 10YR BOND FUT Jun26 CNM6 Financial - Interest Rates 105.0000 $9,366,329.81 3.97%
S&P/TSX 60 IX FUT Mar26 PTH6 Financial - Equity Index 31.0000 $8,859,734.57 3.76%
LIVE CATTLE FUTR Apr26 LCJ6 Livestock 90.0000 $8,712,000.00 3.70%
EURO-BOBL FUTURE Mar26 OEH6 Financial - Interest Rates 61.0000 $8,412,729.72 3.57%
DJIA MINI e-CBOT Mar26 DMH6 Financial - Equity Index 32.0000 $7,947,840.00 3.37%
EURO STOXX 50 Mar26 VGH6 Financial - Equity Index 106.0000 $7,666,115.18 3.25%
MSCI EmgMkt Mar26 MESH6 Financial - Equity Index 90.0000 $7,204,500.00 3.06%
Low Su Gasoil G Apr26 QSJ6 Energy 99.0000 $7,140,375.00 3.03%
TOPIX INDX FUTR Mar26 TPH6 Financial - Equity Index 29.0000 $7,116,317.25 3.02%
S&P MID 400 EMINI Mar26 FAH6 Financial - Equity Index 18.0000 $6,502,140.00 2.76%
BRENT CRUDE FUTR May26 COK6 Energy 91.0000 $6,488,300.00 2.75%
FTSE/MIB IDX FUT Mar26 STH6 Financial - Equity Index 22.0000 $6,035,267.08 2.56%
US 5YR NOTE (CBT) Jun26 FVM6 Financial - Interest Rates 55.0000 $6,024,218.75 2.56%
S&P500 EMINI FUT Mar26 ESH6 Financial - Equity Index 17.0000 $5,884,762.50 2.50%
NIKKEI 225 (OSE) Mar26 NKH6 Financial - Equity Index 16.0000 $5,865,888.00 2.49%
GASOLINE RBOB FUT Apr26 XBJ6 Energy 57.0000 $5,370,699.60 2.28%
BP CURRENCY FUT Mar26 BPH6 Financial - Currency 63.0000 $5,309,718.75 2.25%
SOYBEAN OIL FUTR May26 BOK6 Agricultural 149.0000 $5,301,420.00 2.25%
US 10YR NOTE (CBT)Jun26 TYM6 Financial - Interest Rates 43.0000 $4,853,625.00 2.06%
CBOE VIX FUTURE Mar26 UXH6 Financial - Equity Index 235.0000 $4,752,428.50 2.02%
MSCI EAFE Mar26 MFSH6 Financial - Equity Index 30.0000 $4,734,150.00 2.01%
NY Harb ULSD Fut Apr26 HOJ6 Energy 45.0000 $4,683,609.00 1.99%
ECX EMISSION Dec26 MOZ26 Energy 51.0000 $4,434,993.10 1.88%
E-Mini Russ 2000 Mar26 RTYH6 Financial - Equity Index 30.0000 $4,003,200.00 1.70%
CAC40 10 EURO FUT Mar26 CFH6 Financial - Equity Index 25.0000 $2,513,466.86 1.07%
SILVER FUTURE May26 SIK6 Precious Metals 6.0000 $2,489,220.00 1.06%
SPI 200 FUTURES Mar26 XPH6 Financial - Equity Index 15.0000 $2,398,749.87 1.02%
US LONG BOND(CBT) Jun26 USM6 Financial - Interest Rates 18.0000 $2,105,437.50 0.89%
SOYBEAN MEAL FUTR May26 SMK6 Agricultural 56.0000 $1,757,280.00 0.75%
SOYBEAN FUTURE May26 S K6 Agricultural 27.0000 $1,556,887.50 0.66%
COPPER FUTURE May26 HGK6 Industrial Metals 8.0000 $1,179,900.00 0.50%
NASDAQ 100 E-MINI Mar26 NQH6 Financial - Equity Index 1.0000 $501,350.00 0.21%
TTF NAT GAS F Apr26 TZTJ6 Energy -55.0000 ($1,471,412.41) -0.60%
LEAN HOGS FUTURE Apr26 LHJ6 Livestock -74.0000 ($2,772,780.00) -1.18%
EURO FX CURR FUT Mar26 ECH6 Financial - Currency -22.0000 ($3,243,075.00) -1.38%
CANOLA FUTR (WCE) May26 RSK6 Agricultural -338.0000 ($3,392,227.30) -1.44%
WTI CRUDE FUTURE Apr26 CLJ6 Energy -65.0000 ($4,321,200.00) -1.83%
COFFEE 'C' FUTURE May26 KCK6 Agricultural -47.0000 ($5,035,462.50) -2.14%
NATURAL GAS FUTR Apr26 NGJ26 Energy -198.0000 ($5,908,320.00) -2.51%
US 2YR NOTE (CBT) Jun26 TUM6 Financial - Interest Rates -36.0000 ($7,520,062.54) -3.19%
3 MONTH SOFR FUT Jun27 SFRM7 Financial - Interest Rates -32.0000 ($7,754,000.00) -3.29%
SUGAR #11 (WORLD) May26 SBK6 Agricultural -544.0000 ($8,450,713.60) -3.58%
LME NICKEL FUTURE Jun26 LNM6 Industrial Metals -83.0000 ($8,671,609.26) -3.68%
WHEAT FUTURE(CBT) May26 W K6 Agricultural -301.0000 ($8,732,762.50) -3.70%
CORN FUTURE May26 C K6 Agricultural -404.0000 ($8,882,950.00) -3.77%
KC HRW WHEAT FUT May26 KWK6 Agricultural -310.0000 ($9,071,375.00) -3.85%
CHF CURRENCY FUT Mar26 SFH6 Financial - Currency -58.0000 ($9,370,625.00) -3.97%
US ULTRA BOND CBT Jun26 WNM6 Financial - Interest Rates -91.0000 ($10,905,781.25) -4.63%
COCOA FUTURE May26 CCK6 Agricultural -350.0000 ($11,123,000.00) -4.72%
LME LEAD FUTURE Jun26 LLM6 Industrial Metals -246.0000 ($12,164,269.50) -5.16%
CBOE VIX FUTURE Jul26 UXN6 Financial - Equity Index -643.0000 ($14,018,107.30) -5.95%
COTTON NO.2 FUTR May26 CTK6 Agricultural -733.0000 ($24,053,395.00) -10.20%
JPN YEN CURR FUT Mar26 JYH6 Financial - Currency -325.0000 ($26,233,593.75) -11.13%
JPN 10Y BOND(OSE) Mar26 JBH6 Financial - Interest Rates -41.0000 ($35,084,602.00) -14.88%
EURO-SCHATZ FUT Mar26 DUH6 Financial - Interest Rates -280.0000 ($35,290,842.72) -14.97%
Cash and Collateral
Security Name Identifier CUSIP Shares / Quantity Notional Value Weighting Descending sort
US Dollar $USD 112,866,823 $112,866,822.67 47.87%
U.S. Treasury Note, 0.75%, due 03/31/2026 91282CBT7 31,000,000 $30,910,370.32 13.11%
U.S. Treasury Bill, 0%, due 04/30/2026 912797SN8 30,000,000 $29,801,450.10 12.64%
U.S. Treasury Bill, 0%, due 03/12/2026 912797SB4 20,000,000 $19,966,107.00 8.47%
U.S. Treasury Bill, 0%, due 02/26/2026 912797RU3 15,000,000 $14,995,579.95 6.36%
U.S. Treasury Bill, 0%, due 04/16/2026 912797QD2 15,000,000 $14,921,674.95 6.33%
U.S. Treasury Note, 0.875%, due 06/30/2026 91282CCJ8 7,000,000 $6,932,679.25 2.94%
Japanese Yen $JPY 721,692,622 $4,655,180.43 1.97%
Pound Sterling $GBP 511,137 $689,421.41 0.29%
Euro $EUR 467,098 $550,568.67 0.23%
Swedish Krona $SEK 4,596,352 $507,996.44 0.22%
Swiss Franc $CHF -89,938 ($116,034.55) -0.05%
Canadian Dollar $CAD -262,925 ($192,196.32) -0.08%
Australian Dollar $AUD -1,036,332 ($734,241.17) -0.31%
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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