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First Trust Managed Futures Strategy Fund (FMF)
Holdings of the Fund as of 4/9/2026

Futures **
Security Name Identifier Classification Shares /
Contracts
Notional Value Weighting*** Descending sort
BRAZIL REAL FUT May26 BRK6 Financial - Currency 1,612.0000 $31,667,740.00 12.08%
AUDUSD Crncy Fut Jun26 ADM6 Financial - Currency 312.0000 $22,064,640.00 8.42%
CBOE VIX FUTURE Jun26 UXM6 Financial - Equity Index 569.0000 $12,294,383.00 4.69%
SOYBEAN OIL FUTR May26 BOK6 Agricultural 298.0000 $12,104,760.00 4.62%
MEXICAN PESO FUT Jun26 PEM6 Financial - Currency 390.0000 $11,159,850.00 4.26%
S&P/TSX 60 IX FUT Jun26 PTM6 Financial - Equity Index 37.0000 $10,415,231.48 3.97%
LME ZINC FUTURE Jun26 LXM6 Industrial Metals 123.0000 $10,251,465.75 3.91%
LME PRI ALUM FUTR Jun26 LAM26 Industrial Metals 113.0000 $9,758,284.50 3.72%
CATTLE FEEDER FUT May26 FCK6 Livestock 52.0000 $9,631,050.00 3.67%
LIVE CATTLE FUTR Jun26 LCM6 Livestock 95.0000 $9,393,600.00 3.58%
TOPIX INDX FUTR Jun26 TPM6 Financial - Equity Index 33.0000 $7,784,046.27 2.97%
SOYBEAN FUTURE May26 S K6 Agricultural 133.0000 $7,748,912.50 2.96%
GOLD 100 OZ FUTR Jun26 GCM6 Precious Metals 16.0000 $7,708,800.00 2.94%
IBEX 35 INDX FUTR Apr26 IBJ6 Financial - Equity Index 36.0000 $7,610,121.74 2.90%
OMXS30 IND FUTURE Apr26 QCJ6 Financial - Equity Index 223.0000 $7,385,889.25 2.82%
NY Harb ULSD Fut May26 HOK6 Energy 41.0000 $6,779,514.00 2.59%
NIKKEI 225 (OSE) Jun26 NKM6 Financial - Equity Index 18.0000 $6,371,310.94 2.43%
FTSE 100 IDX FUT Jun26 Z M6 Financial - Equity Index 44.0000 $6,264,939.03 2.39%
Low Su Gasoil G May26 QSK6 Energy 48.0000 $5,928,000.00 2.26%
SILVER FUTURE May26 SIK6 Precious Metals 11.0000 $4,204,090.00 1.60%
GASOLINE RBOB FUT May26 XBK6 Energy 33.0000 $4,158,970.20 1.59%
SOYBEAN MEAL FUTR May26 SMK6 Agricultural 111.0000 $3,525,360.00 1.34%
US LONG BOND(CBT) Jun26 USM6 Financial - Interest Rates 28.0000 $3,195,500.00 1.22%
FTSE/MIB IDX FUT Jun26 STM6 Financial - Equity Index 11.0000 $2,997,425.56 1.14%
LONG GILT FUTURE Jun26 G M6 Financial - Interest Rates 25.0000 $2,983,595.40 1.14%
GASOLINE RBOB FUT Jun26 XBM6 Energy 21.0000 $2,581,790.40 0.98%
MSCI EAFE Jun26 MFSM6 Financial - Equity Index 13.0000 $1,977,950.00 0.75%
SOYBEAN MEAL FUTR Jul26 SMN6 Agricultural 57.0000 $1,803,480.00 0.69%
NY Harb ULSD Fut Jun26 HOM6 Energy 11.0000 $1,708,014.00 0.65%
BRENT CRUDE FUTR Jun26 COM6 Energy 15.0000 $1,438,800.00 0.55%
ECX EMISSION Dec26 MOZ26 Energy 13.0000 $1,121,282.16 0.43%
SOYBEAN OIL FUTR Jul26 BON6 Agricultural 26.0000 $1,054,872.00 0.40%
WTI CRUDE FUTURE Jun26 CLM6 Energy 9.0000 $809,370.00 0.31%
CORN FUTURE Jul26 C N6 Agricultural -8.0000 ($182,000.00) -0.07%
S&P MID 400 EMINI Jun26 FAM6 Financial - Equity Index -3.0000 ($1,066,170.00) -0.41%
EURO STOXX 50 Jun26 VGM6 Financial - Equity Index -19.0000 ($1,293,787.11) -0.49%
CORN FUTURE May26 C K6 Agricultural -62.0000 ($1,376,400.00) -0.53%
CAC40 10 EURO FUT Apr26 CFJ6 Financial - Equity Index -17.0000 ($1,640,926.40) -0.63%
KC HRW WHEAT FUT Jul26 KWN6 Agricultural -72.0000 ($2,180,700.00) -0.83%
US ULTRA BOND CBT Jun26 WNM6 Financial - Interest Rates -19.0000 ($2,215,281.25) -0.85%
COPPER FUTURE Jul26 HGN6 Industrial Metals -16.0000 ($2,328,800.00) -0.89%
TTF NAT GAS F Jun26 TZTM6 Energy -65.0000 ($2,533,343.24) -0.94%
BP CURRENCY FUT Jun26 BPM6 Financial - Currency -31.0000 ($2,602,450.00) -0.99%
COFFEE 'C' FUTURE Jul26 KCN6 Agricultural -26.0000 ($2,823,112.50) -1.08%
WHEAT FUTURE(CBT) May26 W K6 Agricultural -99.0000 ($2,843,775.00) -1.08%
SUGAR #11 (WORLD) Jul26 SBN6 Agricultural -200.0000 ($3,160,640.00) -1.21%
COPPER FUTURE May26 HGK6 Industrial Metals -24.0000 ($3,458,700.00) -1.32%
KC HRW WHEAT FUT May26 KWK6 Agricultural -136.0000 ($4,015,400.00) -1.53%
S&P500 EMINI FUT Jun26 ESM6 Financial - Equity Index -13.0000 ($4,461,112.50) -1.70%
LEAN HOGS FUTURE Jun26 LHM6 Livestock -131.0000 ($5,456,150.00) -2.08%
SUGAR #11 (WORLD) May26 SBK6 Agricultural -391.0000 ($6,095,846.40) -2.33%
NATURAL GAS FUTR May26 NGK26 Energy -233.0000 ($6,221,100.00) -2.37%
EURO FX CURR FUT Jun26 ECM6 Financial - Currency -44.0000 ($6,454,525.00) -2.46%
EURO-BUND FUTURE Jun26 RXM6 Financial - Interest Rates -44.0000 ($6,456,627.10) -2.46%
NASDAQ 100 E-MINI Jun26 NQM6 Financial - Equity Index -13.0000 ($6,565,390.00) -2.50%
3 MONTH SOFR FUT Jun27 SFRM7 Financial - Interest Rates -28.0000 ($6,753,600.00) -2.58%
NEW ZEALAND $ FUT Jun26 NVM6 Financial - Currency -119.0000 ($6,984,110.00) -2.66%
DAX Mini Future Jun26 DFWM6 Financial - Equity Index -50.0000 ($7,001,870.98) -2.67%
CBOE VIX FUTURE May26 UXK6 Financial - Equity Index -378.0000 ($8,019,723.60) -3.06%
US 10YR NOTE (CBT)Jun26 TYM6 Financial - Interest Rates -72.0000 ($8,008,875.00) -3.06%
LME NICKEL FUTURE Jun26 LNM6 Industrial Metals -82.0000 ($8,383,557.00) -3.20%
CHF CURRENCY FUT Jun26 SFM6 Financial - Currency -53.0000 ($8,440,581.25) -3.22%
COCOA FUTURE Jul26 CCN6 Agricultural -326.0000 ($10,562,400.00) -4.03%
COTTON NO.2 FUTR Jul26 CTN6 Agricultural -338.0000 ($12,729,080.00) -4.86%
C$ CURRENCY FUT Jun26 CDM6 Financial - Currency -177.0000 ($12,845,775.00) -4.90%
LME LEAD FUTURE Jun26 LLM6 Industrial Metals -359.0000 ($17,191,522.75) -6.56%
US 5YR NOTE (CBT) Jun26 FVM6 Financial - Interest Rates -187.0000 ($20,250,054.78) -7.73%
EURO-BOBL FUTURE Jun26 OEM6 Financial - Interest Rates -160.0000 ($21,636,594.56) -8.25%
JPN YEN CURR FUT Jun26 JYM6 Financial - Currency -340.0000 ($26,872,750.00) -10.25%
JPN 10Y BOND(OSE) Jun26 JBM6 Financial - Interest Rates -47.0000 ($38,463,296.00) -14.67%
EURO-SCHATZ FUT Jun26 DUM6 Financial - Interest Rates -319.0000 ($39,517,626.21) -15.08%
US 2YR NOTE (CBT) Jun26 TUM6 Financial - Interest Rates -253.0000 ($52,501,453.38) -20.03%
Cash and Collateral
Security Name Identifier CUSIP Shares / Quantity Notional Value Weighting Descending sort
US Dollar $USD 137,660,057 $137,660,056.68 52.52%
U.S. Treasury Bill, 0%, due 04/30/2026 912797SN8 30,000,000 $29,940,666.60 11.42%
U.S. Treasury Bill, 0%, due 04/16/2026 912797QD2 25,000,000 $24,985,145.75 9.53%
U.S. Treasury Bill, 0%, due 06/16/2026 912797UA3 25,000,000 $24,833,977.25 9.47%
U.S. Treasury Bill, 0%, due 06/02/2026 912797TU1 20,000,000 $19,894,736.20 7.59%
U.S. Treasury Bill, 0%, due 05/14/2026 912797QN0 15,000,000 $14,949,495.90 5.70%
U.S. Treasury Note, 0.875%, due 06/30/2026 91282CCJ8 7,000,000 $6,956,062.61 2.65%
Japanese Yen $JPY 744,383,701 $4,681,069.68 1.79%
Swedish Krona $SEK 1,215,621 $131,041.62 0.05%
Euro $EUR -48,209 ($56,390.08) -0.02%
Swiss Franc $CHF -90,063 ($113,932.27) -0.04%
Pound Sterling $GBP -93,012 ($124,942.66) -0.05%
Australian Dollar $AUD -1,113,965 ($789,132.50) -0.30%
Canadian Dollar $CAD -1,139,545 ($824,562.36) -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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