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First Trust Managed Futures Strategy Fund (FMF)
Holdings of the Fund as of 6/18/2026

Futures **
Security Name Identifier Classification Shares /
Contracts
Notional Value Weighting*** Descending sort
BRAZIL REAL FUT Jul26 BRN6 Financial - Currency 1,226.0000 $23,643,410.00 8.76%
MEXICAN PESO FUT Sep26 PEU6 Financial - Currency 632.0000 $18,059,400.00 6.69%
GASOLINE RBOB FUT Aug26 XBQ6 Energy 123.0000 $14,990,182.20 5.56%
SOYBEAN OIL FUTR Dec26 BOZ6 Agricultural 344.0000 $13,581,120.00 5.03%
S&P/TSX 60 IX FUT Sep26 PTU6 Financial - Equity Index 45.0000 $13,083,442.40 4.85%
LIVE CATTLE FUTR Aug26 LCQ6 Livestock 121.0000 $11,936,650.00 4.42%
LME ZINC FUTURE Sep26 LXU6 Industrial Metals 114.0000 $10,400,020.50 3.85%
NIKKEI 225 (OSE) Sep26 NKU6 Financial - Equity Index 20.0000 $8,826,389.96 3.27%
FTSE/MIB IDX FUT Sep26 STU6 Financial - Equity Index 29.0000 $8,767,190.62 3.25%
AUDUSD Crncy Fut Sep26 ADU6 Financial - Currency 113.0000 $7,913,955.00 2.93%
CAN 10YR BOND FUT Sep26 CNU6 Financial - Interest Rates 92.0000 $7,859,587.60 2.91%
NASDAQ 100 E-MINI Sep26 NQU6 Financial - Equity Index 12.0000 $7,372,740.00 2.73%
NY Harb ULSD Fut Sep26 HOU6 Energy 54.0000 $6,938,038.80 2.57%
E-Mini Russ 2000 Sep26 RTYU6 Financial - Equity Index 43.0000 $6,450,000.00 2.39%
TOPIX INDX FUTR Sep26 TPU6 Financial - Equity Index 25.0000 $6,312,529.00 2.34%
LME PRI ALUM FUTR Sep26 LAU26 Industrial Metals 68.0000 $5,767,199.00 2.14%
COPPER FUTURE Sep26 HGU6 Industrial Metals 35.0000 $5,643,312.50 2.09%
SILVER FUTURE Jul26 SIN6 Precious Metals 17.0000 $5,637,115.00 2.09%
MSCI EmgMkt Sep26 MESU6 Financial - Equity Index 54.0000 $4,917,240.00 1.82%
SOYBEAN MEAL FUTR Dec26 SMZ6 Agricultural 148.0000 $4,488,840.00 1.66%
IBEX 35 INDX FUTR Jul26 IBN6 Financial - Equity Index 20.0000 $4,429,191.78 1.64%
S&P MID 400 EMINI Sep26 FAU6 Financial - Equity Index 11.0000 $4,204,530.00 1.56%
CATTLE FEEDER FUT Aug26 FCQ6 Livestock 14.0000 $2,566,200.00 0.95%
GOLD 100 OZ FUTR Aug26 GCQ6 Precious Metals 6.0000 $2,547,540.00 0.94%
Low Su Gasoil G Jul26 QSN6 Energy 26.0000 $2,245,750.00 0.83%
S&P500 EMINI FUT Sep26 ESU6 Financial - Equity Index 4.0000 $1,514,150.00 0.56%
Low Su Gasoil G Aug26 QSQ6 Energy 17.0000 $1,445,000.00 0.54%
FTSE 100 IDX FUT Sep26 Z U6 Financial - Equity Index 8.0000 $1,102,976.80 0.41%
NATURAL GAS FUTR Aug26 NGQ26 Energy 33.0000 $1,081,080.00 0.40%
ECX EMISSION Dec26 MOZ26 Energy 11.0000 $1,008,479.33 0.37%
TTF NAT GAS F Sep26 TZTU6 Energy 30.0000 $1,043,966.57 0.37%
LME NICKEL FUTURE Sep26 LNU6 Industrial Metals -10.0000 ($1,070,725.20) -0.40%
MSCI EAFE Sep26 MFSU6 Financial - Equity Index -10.0000 ($1,582,000.00) -0.59%
BRENT CRUDE FUTR Sep26 COU6 Energy -23.0000 ($1,828,730.00) -0.68%
US LONG BOND(CBT) Sep26 USU6 Financial - Interest Rates -21.0000 ($2,380,875.00) -0.88%
COTTON NO.2 FUTR Dec26 CTZ6 Agricultural -62.0000 ($2,469,770.00) -0.92%
EURO STOXX 50 Sep26 VGU6 Financial - Equity Index -36.0000 ($2,628,089.49) -0.97%
LONG GILT FUTURE Sep26 G U6 Financial - Interest Rates -23.0000 ($2,716,098.20) -1.01%
NEW ZEALAND $ FUT Sep26 NVU6 Financial - Currency -64.0000 ($3,692,480.00) -1.37%
BP CURRENCY FUT Sep26 BPU6 Financial - Currency -48.0000 ($3,960,900.00) -1.47%
DAX Mini Future Sep26 DFWU6 Financial - Equity Index -30.0000 ($4,334,601.37) -1.61%
KC HRW WHEAT FUT Sep26 KWU6 Agricultural -147.0000 ($4,786,687.50) -1.77%
COCOA FUTURE Sep26 CCU6 Agricultural -119.0000 ($5,042,030.00) -1.87%
US ULTRA BOND CBT Sep26 WNU6 Financial - Interest Rates -45.0000 ($5,227,031.25) -1.94%
CAC40 10 EURO FUT Jul26 CFN6 Financial - Equity Index -55.0000 ($5,348,053.71) -1.98%
SPI 200 FUTURES Sep26 XPU6 Financial - Equity Index -37.0000 ($5,777,923.09) -2.14%
EURO FX CURR FUT Sep26 ECU6 Financial - Currency -50.0000 ($7,188,125.00) -2.66%
EURO-BUND FUTURE Sep26 RXU6 Financial - Interest Rates -56.0000 ($8,133,927.59) -3.01%
LME LEAD FUTURE Sep26 LLU6 Industrial Metals -201.0000 ($9,978,946.50) -3.70%
SUGAR #11 (WORLD) Oct26 SBV6 Agricultural -725.0000 ($11,473,560.00) -4.25%
WHEAT FUTURE(CBT) Sep26 W U6 Agricultural -375.0000 ($11,512,500.00) -4.27%
LEAN HOGS FUTURE Jul26 LHN6 Livestock -313.0000 ($11,897,130.00) -4.41%
CHF CURRENCY FUT Sep26 SFU6 Financial - Currency -79.0000 ($12,381,768.75) -4.59%
CORN FUTURE Dec26 C Z6 Agricultural -609.0000 ($13,519,800.00) -5.01%
US 10YR NOTE (CBT)Sep26 TYU6 Financial - Interest Rates -155.0000 ($16,991,875.00) -6.30%
C$ CURRENCY FUT Sep26 CDU6 Financial - Currency -304.0000 ($21,580,960.00) -8.00%
EURO-BOBL FUTURE Sep26 OEU6 Financial - Interest Rates -192.0000 ($25,309,300.61) -9.38%
US 5YR NOTE (CBT) Sep26 FVU6 Financial - Interest Rates -312.0000 ($33,345,000.00) -12.36%
JPN 10Y BOND(OSE) Sep26 JBU6 Financial - Interest Rates -48.0000 ($38,069,952.00) -14.11%
3 MONTH SOFR FUT Dec27 SFRZ7 Financial - Interest Rates -168.0000 ($40,338,900.00) -14.95%
JPN YEN CURR FUT Sep26 JYU6 Financial - Currency -518.0000 ($40,326,300.00) -14.95%
EURO-SCHATZ FUT Sep26 DUU6 Financial - Interest Rates -442.0000 ($53,594,481.04) -19.86%
US 2YR NOTE (CBT) Sep26 TUU6 Financial - Interest Rates -262.0000 ($53,963,812.50) -20.00%
Cash and Collateral
Security Name Identifier CUSIP Shares / Quantity Notional Value Weighting Descending sort
US Dollar $USD 162,946,542 $162,946,542.12 60.39%
U.S. Treasury Bill, 0%, due 07/30/2026 912797TQ0 30,000,000 $29,886,000.00 11.08%
U.S. Treasury Bill, 0%, due 07/14/2026 912797UP0 25,000,000 $24,945,229.25 9.25%
U.S. Treasury Bill, 0%, due 08/18/2026 912797UU9 20,000,000 $19,884,912.20 7.37%
U.S. Treasury Bill, 0%, due 09/03/2026 912797RS8 20,000,000 $19,852,415.20 7.36%
Japanese Yen $JPY 1,131,014,276 $7,007,523.40 2.60%
U.S. Treasury Note, 0.875%, due 06/30/2026 91282CCJ8 7,000,000 $6,995,714.53 2.59%
Swedish Krona $SEK 3,032,564 $316,320.46 0.12%
Euro $EUR -6,825 ($7,820.04) 0.00%
Swiss Franc $CHF -90,193 ($112,111.11) -0.04%
Pound Sterling $GBP -337,178 ($445,175.61) -0.16%
Canadian Dollar $CAD -684,934 ($484,531.90) -0.18%
Australian Dollar $AUD -1,376,555 ($965,515.35) -0.36%
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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