First Trust Managed Futures Strategy Fund (FMF)

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Holdings

Holdings of the Fund as of 10/31/2025

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Futures **

Security Name	Identifier	Classification	Shares / Contracts	Notional Value	Weighting^***
US 2YR NOTE (CBT) Dec25	TUZ5	Financial - Interest Rates	166.0000	$34,568,203.21	17.67%
US 5YR NOTE (CBT) Dec25	FVZ5	Financial - Interest Rates	238.0000	$25,992,203.24	13.29%
3 MONTH SOFR FUT Dec26	SFRZ6	Financial - Interest Rates	96.0000	$23,251,200.00	11.89%
US 10YR NOTE (CBT)Dec25	TYZ5	Financial - Interest Rates	146.0000	$16,450,093.75	8.41%
BRAZIL REAL FUT Dec25	BRZ5	Financial - Currency	872.0000	$16,105,840.00	8.23%
AUDUSD Crncy Fut Dec25	ADZ5	Financial - Currency	195.0000	$12,764,700.00	6.53%
MEXICAN PESO FUT Dec25	PEZ5	Financial - Currency	449.0000	$12,042,180.00	6.16%
GOLD 100 OZ FUTR Dec25	GCZ5	Precious Metals	23.0000	$9,191,950.00	4.70%
CBOE VIX FUTURE Jan26	UXF6	Financial - Equity Index	433.0000	$9,115,516.00	4.66%
IBEX 35 INDX FUTR Nov25	IBX5	Financial - Equity Index	47.0000	$8,668,648.84	4.43%
CAN 10YR BOND FUT Dec25	CNZ5	Financial - Interest Rates	97.0000	$8,490,049.55	4.34%
Low Su Gasoil G Dec25	QSZ5	Energy	108.0000	$7,560,000.00	3.86%
US LONG BOND(CBT) Dec25	USZ5	Financial - Interest Rates	63.0000	$7,390,687.50	3.78%
NY Harb ULSD Fut Dec25	HOZ5	Energy	72.0000	$7,253,366.40	3.71%
US ULTRA BOND CBT Dec25	WNZ5	Financial - Interest Rates	56.0000	$6,791,750.00	3.47%
FTSE 100 IDX FUT Dec25	Z Z5	Financial - Equity Index	51.0000	$6,529,683.36	3.34%
LIVE CATTLE FUTR Dec25	LCZ5	Livestock	70.0000	$6,430,900.00	3.29%
LME ZINC FUTURE Dec25	LXZ5	Industrial Metals	80.0000	$6,166,600.00	3.15%
GASOLINE RBOB FUT Dec25	XBZ5	Energy	77.0000	$6,147,187.20	3.14%
S&P/TSX 60 IX FUT Dec25	PTZ5	Financial - Equity Index	24.0000	$6,097,236.67	3.12%
SOYBEAN FUTURE Jan26	S F6	Agricultural	98.0000	$5,464,725.00	2.79%
COFFEE 'C' FUTURE Mar26	KCH6	Agricultural	38.0000	$5,304,562.50	2.71%
FTSE/MIB IDX FUT Dec25	STZ5	Financial - Equity Index	21.0000	$5,187,006.24	2.65%
SPI 200 FUTURES Dec25	XPZ5	Financial - Equity Index	31.0000	$4,508,977.59	2.31%
NIKKEI 225 (OSE) Dec25	NKZ5	Financial - Equity Index	13.0000	$4,426,211.79	2.26%
LME PRI ALUM FUTR Dec25	LAZ25	Industrial Metals	58.0000	$4,179,190.00	2.14%
MSCI EAFE Dec25	MFSZ5	Financial - Equity Index	29.0000	$4,070,295.00	2.08%
MSCI EmgMkt Dec25	MESZ5	Financial - Equity Index	55.0000	$3,870,900.00	1.98%
SILVER FUTURE Dec25	SIZ5	Precious Metals	16.0000	$3,852,800.00	1.97%
EURO-BOBL FUTURE Dec25	OEZ5	Financial - Interest Rates	28.0000	$3,816,730.34	1.95%
EURO-BUND FUTURE Dec25	RXZ5	Financial - Interest Rates	25.0000	$3,728,518.43	1.91%
COPPER FUTURE Dec25	HGZ5	Industrial Metals	29.0000	$3,689,525.00	1.89%
CATTLE FEEDER FUT Jan26	FCF6	Livestock	22.0000	$3,650,900.00	1.87%
ECX EMISSION Dec25	MOZ25	Energy	39.0000	$3,530,620.78	1.80%
CAC40 10 EURO FUT Nov25	CFX5	Financial - Equity Index	37.0000	$3,468,124.38	1.77%
EURO STOXX 50 Dec25	VGZ5	Financial - Equity Index	51.0000	$3,332,515.70	1.70%
OMXS30 IND FUTURE Nov25	QCX5	Financial - Equity Index	105.0000	$3,061,487.10	1.57%
LEAN HOGS FUTURE Dec25	LHZ5	Livestock	81.0000	$2,633,310.00	1.35%
TOPIX INDX FUTR Dec25	TPZ5	Financial - Equity Index	12.0000	$2,596,119.12	1.33%
NASDAQ 100 E-MINI Dec25	NQZ5	Financial - Equity Index	4.0000	$2,080,320.00	1.06%
LONG GILT FUTURE Dec25	G Z5	Financial - Interest Rates	12.0000	$1,475,860.88	0.75%
EURO FX CURR FUT Dec25	ECZ5	Financial - Currency	9.0000	$1,299,600.00	0.66%
COCOA FUTURE Mar26	CCH6	Agricultural	19.0000	$1,187,500.00	0.61%
E-Mini Russ 2000 Dec25	RTYZ5	Financial - Equity Index	9.0000	$1,120,455.00	0.57%
Low Su Gasoil G Jan26	QSF6	Energy	14.0000	$955,500.00	0.49%
COCOA FUTURE Dec25	CCZ5	Agricultural	12.0000	$738,120.00	0.38%
DJIA MINI e-CBOT Dec25	DMZ5	Financial - Equity Index	3.0000	$715,830.00	0.37%
S&P500 EMINI FUT Dec25	ESZ5	Financial - Equity Index	-2.0000	($687,400.00)	-0.35%
S&P MID 400 EMINI Dec25	FAZ5	Financial - Equity Index	-3.0000	($977,310.00)	-0.50%
BRENT CRUDE FUTR Jan26	COF6	Energy	-22.0000	($1,424,940.00)	-0.73%
SOYBEAN OIL FUTR Jan26	BOF6	Agricultural	-88.0000	($2,590,896.00)	-1.32%
TTF NAT GAS F Jan26	TZTF6	Energy	-100.0000	($2,687,874.99)	-1.37%
CHF CURRENCY FUT Dec25	SFZ5	Financial - Currency	-19.0000	($2,966,375.00)	-1.52%
CANOLA FUTR (WCE) Jan26	RSF6	Agricultural	-411.0000	($3,733,299.75)	-1.91%
WTI CRUDE FUTURE Jan26	CLF6	Energy	-62.0000	($3,757,200.00)	-1.92%
LME NICKEL FUTURE Dec25	LNZ5	Industrial Metals	-47.0000	($4,266,282.12)	-2.18%
WTI CRUDE FUTURE Dec25	CLZ5	Energy	-80.0000	($4,878,400.00)	-2.49%
SOYBEAN MEAL FUTR Dec25	SMZ5	Agricultural	-153.0000	($4,920,480.00)	-2.52%
CBOE VIX FUTURE Dec25	UXZ5	Financial - Equity Index	-296.0000	($5,909,107.20)	-3.02%
NEW ZEALAND $ FUT Dec25	NVZ5	Financial - Currency	-104.0000	($5,962,320.00)	-3.05%
CORN FUTURE Dec25	C Z5	Agricultural	-288.0000	($6,213,600.00)	-3.18%
SUGAR #11 (WORLD) Mar26	SBH6	Agricultural	-446.0000	($7,208,073.60)	-3.69%
LME LEAD FUTURE Dec25	LLZ5	Industrial Metals	-150.0000	($7,526,175.00)	-3.85%
WHEAT FUTURE(CBT) Dec25	W Z5	Agricultural	-290.0000	($7,743,000.00)	-3.96%
NATURAL GAS FUTR Jan26	NGF26	Energy	-195.0000	($8,519,550.00)	-4.36%
COTTON NO.2 FUTR Mar26	CTH6	Agricultural	-366.0000	($12,211,590.00)	-6.24%
KC HRW WHEAT FUT Dec25	KWZ5	Agricultural	-523.0000	($13,715,675.00)	-7.01%
JPN YEN CURR FUT Dec25	JYZ5	Financial - Currency	-196.0000	($15,965,425.00)	-8.16%
C$ CURRENCY FUT Dec25	CDZ5	Financial - Currency	-272.0000	($19,452,080.00)	-9.94%
EURO-SCHATZ FUT Dec25	DUZ5	Financial - Interest Rates	-229.0000	($28,264,376.98)	-14.45%
JPN 10Y BOND(OSE) Dec25	JBZ5	Financial - Interest Rates	-40.0000	($35,310,560.00)	-18.05%

Cash and Collateral

Security Name	Identifier	CUSIP	Shares / Quantity	Notional Value	Weighting
US Dollar	$USD		83,110,973	$83,110,973.01	42.49%
U.S. Treasury Note, 0.75%, due 03/31/2026		91282CBT7	31,000,000	$30,621,864.17	15.65%
U.S. Treasury Note, 0.375%, due 11/30/2025		91282CAZ4	21,000,000	$20,943,795.39	10.71%
U.S. Treasury Bill, 0%, due 11/06/2025		912797QP5	20,000,000	$19,993,664.20	10.22%
U.S. Treasury Bill, 0%, due 11/04/2025		912797RM1	15,000,000	$14,998,409.85	7.67%
U.S. Treasury Bill, 0%, due 02/12/2026		912797RT6	11,000,000	$10,884,921.96	5.56%
U.S. Treasury Bill, 0%, due 11/20/2025		912797QR1	8,000,000	$7,985,332.80	4.08%
U.S. Treasury Note, 0.875%, due 06/30/2026		91282CCJ8	7,000,000	$6,868,154.02	3.51%
Japanese Yen	$JPY		427,815,019	$2,776,757.44	1.42%
Pound Sterling	$GBP		-16,778	($22,059.28)	-0.01%
Canadian Dollar	$CAD		-104,748	($74,761.42)	-0.04%
Swiss Franc	$CHF		-89,678	($111,400.77)	-0.06%
Swedish Krona	$SEK		-3,377,839	($355,959.21)	-0.18%
Australian Dollar	$AUD		-897,055	($587,212.01)	-0.30%
Euro	$EUR		-1,236,785	($1,426,879.21)	-0.73%

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.