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First Trust Managed Futures Strategy Fund (FMF)
Holdings of the Fund as of 11/26/2025

Futures **
Security Name Identifier Classification Shares /
Contracts
Notional Value Weighting*** Descending sort
BRAZIL REAL FUT Jan26 BRF6 Financial - Currency 1,577.0000 $29,324,315.00 14.05%
MEXICAN PESO FUT Dec25 PEZ5 Financial - Currency 744.0000 $20,247,960.00 9.70%
3 MONTH SOFR FUT Mar27 SFRH7 Financial - Interest Rates 82.0000 $19,887,050.00 9.53%
US 2YR NOTE (CBT) Mar26 TUH6 Financial - Interest Rates 84.0000 $17,550,093.79 8.41%
US 10YR NOTE (CBT)Mar26 TYH6 Financial - Interest Rates 136.0000 $15,446,625.00 7.40%
US 5YR NOTE (CBT) Mar26 FVH6 Financial - Interest Rates 133.0000 $14,614,414.13 7.00%
IBEX 35 INDX FUTR Dec25 IBZ5 Financial - Equity Index 58.0000 $10,994,363.42 5.27%
Low Su Gasoil G Jan26 QSF6 Energy 162.0000 $10,550,250.00 5.05%
GOLD 100 OZ FUTR Feb26 GCG6 Precious Metals 25.0000 $10,505,750.00 5.03%
AUDUSD Crncy Fut Dec25 ADZ5 Financial - Currency 144.0000 $9,388,080.00 4.50%
CAN 10YR BOND FUT Mar26 CNH6 Financial - Interest Rates 106.0000 $9,295,477.72 4.45%
FTSE 100 IDX FUT Dec25 Z Z5 Financial - Equity Index 67.0000 $8,616,995.24 4.13%
S&P/TSX 60 IX FUT Dec25 PTZ5 Financial - Equity Index 33.0000 $8,622,163.84 4.13%
NY Harb ULSD Fut Jan26 HOF6 Energy 88.0000 $8,501,539.20 4.07%
US LONG BOND(CBT) Mar26 USH6 Financial - Interest Rates 72.0000 $8,484,750.00 4.06%
LME ZINC FUTURE Mar26 LXH6 Industrial Metals 109.0000 $8,329,589.25 3.99%
SOYBEAN FUTURE Jan26 S F6 Agricultural 147.0000 $8,316,525.00 3.98%
COFFEE 'C' FUTURE Mar26 KCH6 Agricultural 57.0000 $8,116,087.50 3.89%
LME PRI ALUM FUTR Mar26 LAH26 Industrial Metals 101.0000 $7,240,033.50 3.47%
EURO-BOBL FUTURE Dec25 OEZ5 Financial - Interest Rates 50.0000 $6,843,056.20 3.28%
FTSE/MIB IDX FUT Dec25 STZ5 Financial - Equity Index 25.0000 $6,258,839.84 3.00%
SILVER FUTURE Mar26 SIH6 Precious Metals 22.0000 $5,896,770.00 2.82%
NIKKEI 225 (OSE) Dec25 NKZ5 Financial - Equity Index 17.0000 $5,398,427.52 2.59%
TOPIX INDX FUTR Dec25 TPZ5 Financial - Equity Index 23.0000 $4,950,028.72 2.37%
MSCI EmgMkt Dec25 MESZ5 Financial - Equity Index 71.0000 $4,880,540.00 2.34%
LIVE CATTLE FUTR Feb26 LCG6 Livestock 54.0000 $4,599,180.00 2.20%
US ULTRA BOND CBT Mar26 WNH6 Financial - Interest Rates 36.0000 $4,374,000.00 2.10%
CBOE VIX FUTURE Dec25 UXZ5 Financial - Equity Index 219.0000 $4,104,738.90 1.97%
GASOLINE RBOB FUT Jan26 XBF6 Energy 53.0000 $4,067,569.80 1.95%
CAC40 10 EURO FUT Dec25 CFZ5 Financial - Equity Index 42.0000 $3,946,143.08 1.89%
EURO-BUND FUTURE Dec25 RXZ5 Financial - Interest Rates 24.0000 $3,590,760.98 1.72%
S&P500 EMINI FUT Dec25 ESZ5 Financial - Equity Index 10.0000 $3,414,000.00 1.64%
EURO STOXX 50 Dec25 VGZ5 Financial - Equity Index 47.0000 $3,083,271.03 1.48%
DJIA MINI e-CBOT Dec25 DMZ5 Financial - Equity Index 11.0000 $2,611,950.00 1.25%
OMXS30 IND FUTURE Dec25 QCZ5 Financial - Equity Index 87.0000 $2,553,623.46 1.22%
SPI 200 FUTURES Dec25 XPZ5 Financial - Equity Index 12.0000 $1,686,852.25 0.81%
NASDAQ 100 E-MINI Dec25 NQZ5 Financial - Equity Index 3.0000 $1,518,135.00 0.73%
ECX EMISSION Dec25 MOZ25 Energy 14.0000 $1,325,850.83 0.64%
E-Mini Russ 2000 Dec25 RTYZ5 Financial - Equity Index 9.0000 $1,121,760.00 0.54%
COPPER FUTURE Mar26 HGH6 Industrial Metals 6.0000 $779,100.00 0.37%
S&P MID 400 EMINI Dec25 FAZ5 Financial - Equity Index -3.0000 ($990,150.00) -0.47%
LME LEAD FUTURE Mar26 LLH6 Industrial Metals -25.0000 ($1,241,231.25) -0.59%
CANOLA FUTR (WCE) Jan26 RSF6 Agricultural -175.0000 ($1,624,492.59) -0.78%
LEAN HOGS FUTURE Feb26 LHG6 Livestock -62.0000 ($2,018,100.00) -0.97%
NATURAL GAS FUTR Jan26 NGF26 Energy -59.0000 ($2,689,220.00) -1.29%
DAX Mini Future Dec25 DFWZ5 Financial - Equity Index -21.0000 ($2,890,518.76) -1.38%
SOYBEAN OIL FUTR Jan26 BOF6 Agricultural -102.0000 ($3,123,036.00) -1.50%
BP CURRENCY FUT Dec25 BPZ5 Financial - Currency -38.0000 ($3,143,075.00) -1.51%
TTF NAT GAS F Jan26 TZTF6 Energy -145.0000 ($3,689,518.44) -1.77%
CHF CURRENCY FUT Dec25 SFZ5 Financial - Currency -34.0000 ($5,295,712.50) -2.54%
SUGAR #11 (WORLD) Mar26 SBH6 Agricultural -362.0000 ($6,138,361.60) -2.94%
LME NICKEL FUTURE Mar26 LNH6 Industrial Metals -74.0000 ($6,598,563.72) -3.16%
EURO FX CURR FUT Dec25 ECZ5 Financial - Currency -49.0000 ($7,108,675.00) -3.41%
CORN FUTURE Mar26 C H6 Agricultural -328.0000 ($7,302,100.00) -3.50%
COCOA FUTURE Mar26 CCH6 Agricultural -144.0000 ($7,333,920.00) -3.51%
WHEAT FUTURE(CBT) Mar26 W H6 Agricultural -294.0000 ($7,945,350.00) -3.81%
WTI CRUDE FUTURE Jan26 CLF6 Energy -147.0000 ($8,621,550.00) -4.13%
KC HRW WHEAT FUT Mar26 KWH6 Agricultural -437.0000 ($11,580,500.00) -5.55%
CBOE VIX FUTURE Apr26 UXJ6 Financial - Equity Index -552.0000 ($12,142,785.60) -5.82%
COTTON NO.2 FUTR Mar26 CTH6 Agricultural -520.0000 ($16,788,200.00) -8.04%
NEW ZEALAND $ FUT Dec25 NVZ5 Financial - Currency -330.0000 ($18,806,700.00) -9.01%
JPN YEN CURR FUT Dec25 JYZ5 Financial - Currency -294.0000 ($23,534,700.00) -11.27%
EURO-SCHATZ FUT Dec25 DUZ5 Financial - Interest Rates -216.0000 ($26,793,382.39) -12.83%
C$ CURRENCY FUT Dec25 CDZ5 Financial - Currency -418.0000 ($29,803,400.00) -14.28%
JPN 10Y BOND(OSE) Dec25 JBZ5 Financial - Interest Rates -35.0000 ($30,193,240.00) -14.46%
Cash and Collateral
Security Name Identifier CUSIP Shares / Quantity Notional Value Weighting Descending sort
US Dollar $USD 95,837,938 $95,837,937.69 45.91%
U.S. Treasury Note, 0.75%, due 03/31/2026 91282CBT7 31,000,000 $30,688,021.89 14.70%
U.S. Treasury Note, 0.375%, due 11/30/2025 91282CAZ4 21,000,000 $20,995,821.84 10.06%
U.S. Treasury Bill, 0%, due 01/13/2026 912797SF5 20,000,000 $19,902,633.40 9.53%
U.S. Treasury Bill, 0%, due 12/11/2025 912797QY6 15,000,000 $14,978,548.65 7.17%
U.S. Treasury Bill, 0%, due 02/12/2026 912797RT6 11,000,000 $10,913,294.04 5.23%
U.S. Treasury Bill, 0%, due 01/22/2026 912797PD3 8,000,000 $7,953,677.76 3.81%
U.S. Treasury Note, 0.875%, due 06/30/2026 91282CCJ8 7,000,000 $6,884,119.13 3.30%
Japanese Yen $JPY 443,871,057 $2,836,961.89 1.36%
Pound Sterling $GBP 13,589 $17,993.35 0.01%
Canadian Dollar $CAD -31,724 ($22,592.00) -0.01%
Swiss Franc $CHF -89,743 ($111,579.44) -0.05%
Swedish Krona $SEK -3,784,733 ($398,665.69) -0.19%
Australian Dollar $AUD -1,107,660 ($722,083.27) -0.35%
Euro $EUR -847,766 ($983,069.73) -0.47%
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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