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First Trust Managed Futures Strategy Fund (FMF)
Holdings of the Fund as of 4/17/2026

Futures **
Security Name Identifier Classification Shares /
Contracts
Notional Value Weighting*** Descending sort
BRAZIL REAL FUT May26 BRK6 Financial - Currency 1,686.0000 $33,728,430.00 12.98%
AUDUSD Crncy Fut Jun26 ADM6 Financial - Currency 352.0000 $25,227,840.00 9.71%
CBOE VIX FUTURE Sep26 UXU6 Financial - Equity Index 686.0000 $15,268,782.20 5.87%
CATTLE FEEDER FUT May26 FCK6 Livestock 79.0000 $14,428,362.50 5.55%
SOYBEAN OIL FUTR Jul26 BON6 Agricultural 336.0000 $13,690,656.00 5.27%
LIVE CATTLE FUTR Jun26 LCM6 Livestock 135.0000 $13,356,900.00 5.14%
MEXICAN PESO FUT Jun26 PEM6 Financial - Currency 453.0000 $13,021,485.00 5.01%
S&P/TSX 60 IX FUT Jun26 PTM6 Financial - Equity Index 43.0000 $12,545,291.22 4.83%
GOLD 100 OZ FUTR Jun26 GCM6 Precious Metals 23.0000 $11,223,080.00 4.32%
LME PRI ALUM FUTR Jun26 LAM26 Industrial Metals 116.0000 $10,382,290.00 3.99%
GASOLINE RBOB FUT Jun26 XBM6 Energy 84.0000 $10,335,276.00 3.98%
CAN 10YR BOND FUT Jun26 CNM6 Financial - Interest Rates 114.0000 $10,005,857.18 3.85%
IBEX 35 INDX FUTR May26 IBK6 Financial - Equity Index 40.0000 $8,651,545.13 3.33%
SOYBEAN MEAL FUTR Jul26 SMN6 Agricultural 259.0000 $8,474,480.00 3.26%
SOYBEAN FUTURE Jul26 S N6 Agricultural 142.0000 $8,399,300.00 3.23%
OMXS30 IND FUTURE May26 QCK6 Financial - Equity Index 242.0000 $8,365,001.67 3.22%
NY Harb ULSD Fut Jun26 HOM6 Energy 60.0000 $8,320,788.00 3.20%
NIKKEI 225 (OSE) Jun26 NKM6 Financial - Equity Index 21.0000 $7,786,606.13 3.00%
LME ZINC FUTURE Jun26 LXM6 Industrial Metals 81.0000 $7,017,252.75 2.70%
TOPIX INDX FUTR Jun26 TPM6 Financial - Equity Index 29.0000 $6,893,397.73 2.65%
Low Su Gasoil G May26 QSK6 Energy 57.0000 $5,861,025.00 2.25%
FTSE 100 IDX FUT Jun26 Z M6 Financial - Equity Index 38.0000 $5,482,872.38 2.11%
FTSE/MIB IDX FUT Jun26 STM6 Financial - Equity Index 19.0000 $5,376,135.26 2.07%
SILVER FUTURE Jul26 SIN6 Precious Metals 13.0000 $5,358,145.00 2.06%
E-Mini Russ 2000 Jun26 RTYM6 Financial - Equity Index 28.0000 $3,904,460.00 1.50%
BRENT CRUDE FUTR Jul26 CON6 Energy 44.0000 $3,806,440.00 1.46%
MSCI EAFE Jun26 MFSM6 Financial - Equity Index 9.0000 $1,400,310.00 0.54%
SPI 200 FUTURES Jun26 XPM6 Financial - Equity Index 6.0000 $965,354.27 0.37%
CANOLA FUTR (WCE) Jul26 RSN6 Agricultural 91.0000 $946,386.71 0.36%
S&P MID 400 EMINI Jun26 FAM6 Financial - Equity Index 2.0000 $732,520.00 0.28%
ECX EMISSION Dec26 MOZ26 Energy -10.0000 ($911,583.36) -0.35%
CORN FUTURE Jul26 C N6 Agricultural -45.0000 ($1,029,375.00) -0.40%
TTF NAT GAS F Jun26 TZTM6 Energy -35.0000 ($1,148,535.73) -0.43%
COPPER FUTURE Jul26 HGN6 Industrial Metals -9.0000 ($1,389,037.50) -0.53%
LONG GILT FUTURE Jun26 G M6 Financial - Interest Rates -15.0000 ($1,807,631.70) -0.70%
EURO STOXX 50 Jun26 VGM6 Financial - Equity Index -28.0000 ($1,977,427.44) -0.76%
US ULTRA BOND CBT Jun26 WNM6 Financial - Interest Rates -18.0000 ($2,104,312.50) -0.81%
WHEAT FUTURE(CBT) Jul26 W N6 Agricultural -97.0000 ($2,906,362.50) -1.12%
COFFEE 'C' FUTURE Jul26 KCN6 Agricultural -34.0000 ($3,624,187.50) -1.39%
WTI CRUDE FUTURE Jun26 CLM6 Energy -44.0000 ($3,633,960.00) -1.40%
CAC40 10 EURO FUT May26 CFK6 Financial - Equity Index -39.0000 ($3,825,048.98) -1.47%
NASDAQ 100 E-MINI Jun26 NQM6 Financial - Equity Index -8.0000 ($4,292,080.00) -1.65%
CBOE VIX FUTURE May26 UXK6 Financial - Equity Index -275.0000 ($5,580,190.00) -2.15%
DAX Mini Future Jun26 DFWM6 Financial - Equity Index -39.0000 ($5,706,593.05) -2.20%
EURO FX CURR FUT Jun26 ECM6 Financial - Currency -40.0000 ($5,906,250.00) -2.27%
CHF CURRENCY FUT Jun26 SFM6 Financial - Currency -38.0000 ($6,121,800.00) -2.36%
NEW ZEALAND $ FUT Jun26 NVM6 Financial - Currency -109.0000 ($6,433,725.00) -2.48%
KC HRW WHEAT FUT Jul26 KWN6 Agricultural -229.0000 ($7,442,500.00) -2.86%
LME NICKEL FUTURE Jun26 LNM6 Industrial Metals -70.0000 ($7,582,806.00) -2.92%
NATURAL GAS FUTR Jun26 NGM26 Energy -288.0000 ($8,107,200.00) -3.12%
LEAN HOGS FUTURE Jun26 LHM6 Livestock -208.0000 ($8,407,360.00) -3.23%
US 10YR NOTE (CBT)Jun26 TYM6 Financial - Interest Rates -84.0000 ($9,384,375.00) -3.61%
COCOA FUTURE Jul26 CCN6 Agricultural -295.0000 ($9,676,000.00) -3.72%
C$ CURRENCY FUT Jun26 CDM6 Financial - Currency -150.0000 ($10,992,750.00) -4.23%
SUGAR #11 (WORLD) Jul26 SBN6 Agricultural -815.0000 ($12,304,544.00) -4.73%
COTTON NO.2 FUTR Jul26 CTN6 Agricultural -348.0000 ($13,888,680.00) -5.34%
EURO-BUND FUTURE Jun26 RXM6 Financial - Interest Rates -122.0000 ($18,104,803.42) -6.97%
US 5YR NOTE (CBT) Jun26 FVM6 Financial - Interest Rates -168.0000 ($18,251,625.00) -7.02%
LME LEAD FUTURE Jun26 LLM6 Industrial Metals -407.0000 ($19,919,394.00) -7.66%
EURO-BOBL FUTURE Jun26 OEM6 Financial - Interest Rates -164.0000 ($22,409,510.55) -8.62%
JPN 10Y BOND(OSE) Jun26 JBM6 Financial - Interest Rates -41.0000 ($33,603,026.00) -12.93%
JPN YEN CURR FUT Jun26 JYM6 Financial - Currency -458.0000 ($36,305,087.50) -13.97%
EURO-SCHATZ FUT Jun26 DUM6 Financial - Interest Rates -314.0000 ($39,232,895.48) -15.09%
US 2YR NOTE (CBT) Jun26 TUM6 Financial - Interest Rates -238.0000 ($49,461,234.26) -19.03%
Cash and Collateral
Security Name Identifier CUSIP Shares / Quantity Notional Value Weighting Descending sort
US Dollar $USD 134,803,241 $134,803,241.40 51.86%
U.S. Treasury Bill, 0%, due 04/30/2026 912797SN8 30,000,000 $29,970,083.40 11.53%
U.S. Treasury Bill, 0%, due 06/16/2026 912797UA3 25,000,000 $24,857,302.00 9.56%
U.S. Treasury Bill, 0%, due 07/14/2026 912797UP0 25,000,000 $24,788,142.00 9.54%
U.S. Treasury Bill, 0%, due 06/02/2026 912797TU1 20,000,000 $19,913,791.00 7.66%
U.S. Treasury Bill, 0%, due 05/14/2026 912797QN0 15,000,000 $14,964,100.05 5.76%
U.S. Treasury Note, 0.875%, due 06/30/2026 91282CCJ8 7,000,000 $6,961,456.95 2.68%
Japanese Yen $JPY 789,557,787 $4,978,296.26 1.92%
Swedish Krona $SEK 3,725,721 $406,538.33 0.16%
Swiss Franc $CHF -90,063 ($115,200.13) -0.04%
Pound Sterling $GBP -97,208 ($131,415.27) -0.05%
Euro $EUR -133,657 ($157,233.73) -0.06%
Canadian Dollar $CAD -711,384 ($519,751.70) -0.20%
Australian Dollar $AUD -1,113,696 ($798,185.67) -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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