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First Trust Managed Futures Strategy Fund (FMF)
Holdings of the Fund as of 7/24/2026

Futures **
Security Name Identifier Classification Shares /
Contracts
Notional Value Weighting*** Descending sort
GASOLINE RBOB FUT Sep26 XBU6 Energy 117.0000 $15,978,362.40 6.43%
MEXICAN PESO FUT Sep26 PEU6 Financial - Currency 522.0000 $14,866,560.00 5.98%
BRAZIL REAL FUT Aug26 BRQ6 Financial - Currency 752.0000 $14,795,600.00 5.95%
S&P/TSX 60 IX FUT Sep26 PTU6 Financial - Equity Index 44.0000 $13,017,622.24 5.24%
E-Mini Russ 2000 Sep26 RTYU6 Financial - Equity Index 80.0000 $11,765,200.00 4.73%
CAN 10YR BOND FUT Sep26 CNU6 Financial - Interest Rates 123.0000 $10,395,447.34 4.18%
SOYBEAN OIL FUTR Dec26 BOZ6 Agricultural 239.0000 $10,326,234.00 4.16%
LME ZINC FUTURE Sep26 LXU6 Industrial Metals 114.0000 $10,284,453.00 4.14%
FTSE/MIB IDX FUT Sep26 STU6 Financial - Equity Index 32.0000 $9,461,512.85 3.81%
SOYBEAN FUTURE Nov26 S X6 Agricultural 141.0000 $8,837,175.00 3.56%
NIKKEI 225 (OSE) Sep26 NKU6 Financial - Equity Index 20.0000 $7,880,618.88 3.17%
IBEX 35 INDX FUTR Aug26 IBQ6 Financial - Equity Index 35.0000 $7,803,173.83 3.14%
MSCI EmgMkt Sep26 MESU6 Financial - Equity Index 80.0000 $6,493,200.00 2.61%
NY Harb ULSD Fut Sep26 HOU6 Energy 36.0000 $6,192,244.80 2.49%
S&P500 EMINI FUT Sep26 ESU6 Financial - Equity Index 16.0000 $5,958,000.00 2.40%
Low Su Gasoil G Sep26 QSU6 Energy 48.0000 $5,671,200.00 2.28%
NASDAQ 100 E-MINI Sep26 NQU6 Financial - Equity Index 9.0000 $5,090,805.00 2.05%
TOPIX INDX FUTR Sep26 TPU6 Financial - Equity Index 19.0000 $4,650,126.69 1.87%
AUDUSD Crncy Fut Sep26 ADU6 Financial - Currency 60.0000 $4,185,900.00 1.68%
SOYBEAN MEAL FUTR Dec26 SMZ6 Agricultural 123.0000 $4,122,960.00 1.66%
DJIA MINI e-CBOT Sep26 DMU6 Financial - Equity Index 15.0000 $3,909,300.00 1.57%
GOLD 100 OZ FUTR Dec26 GCZ6 Precious Metals 9.0000 $3,716,730.00 1.50%
S&P MID 400 EMINI Sep26 FAU6 Financial - Equity Index 9.0000 $3,420,270.00 1.38%
CANOLA FUTR (WCE) Nov26 RSX6 Agricultural 274.0000 $3,205,653.30 1.29%
COPPER FUTURE Sep26 HGU6 Industrial Metals 19.0000 $3,019,812.50 1.22%
FTSE 100 IDX FUT Sep26 Z U6 Financial - Equity Index 20.0000 $2,860,777.09 1.15%
OMXS30 IND FUTURE Aug26 QCQ6 Financial - Equity Index 68.0000 $2,244,094.49 0.90%
SILVER FUTURE Sep26 SIU6 Precious Metals 7.0000 $2,061,710.00 0.83%
LIVE CATTLE FUTR Oct26 LCV6 Livestock 21.0000 $1,869,000.00 0.75%
TTF NAT GAS F Sep26 TZTU6 Energy 35.0000 $1,823,773.58 0.71%
LME PRI ALUM FUTR Sep26 LAU26 Industrial Metals 17.0000 $1,344,236.75 0.54%
COCOA FUTURE Sep26 CCU6 Agricultural 24.0000 $1,290,240.00 0.52%
MSCI EAFE Sep26 MFSU6 Financial - Equity Index 7.0000 $1,092,525.00 0.44%
CATTLE FEEDER FUT Sep26 FCU6 Livestock 6.0000 $1,024,350.00 0.41%
DAX Mini Future Sep26 DFWU6 Financial - Equity Index -7.0000 ($1,002,120.20) -0.40%
KC HRW WHEAT FUT Sep26 KWU6 Agricultural -34.0000 ($1,266,925.00) -0.51%
EURO STOXX 50 Sep26 VGU6 Financial - Equity Index -27.0000 ($1,934,425.65) -0.78%
NATURAL GAS FUTR Sep26 NGU26 Energy -86.0000 ($2,483,680.00) -1.00%
LONG GILT FUTURE Sep26 G U6 Financial - Interest Rates -24.0000 ($2,767,127.45) -1.11%
COTTON NO.2 FUTR Dec26 CTZ6 Agricultural -73.0000 ($2,919,270.00) -1.17%
COFFEE 'C' FUTURE Sep26 KCU6 Agricultural -33.0000 ($3,883,275.00) -1.56%
US LONG BOND(CBT) Sep26 USU6 Financial - Interest Rates -41.0000 ($4,498,468.75) -1.81%
EURO-BUND FUTURE Sep26 RXU6 Financial - Interest Rates -34.0000 ($4,811,577.80) -1.94%
SPI 200 FUTURES Sep26 XPU6 Financial - Equity Index -32.0000 ($4,868,486.89) -1.96%
US ULTRA BOND CBT Sep26 WNU6 Financial - Interest Rates -44.0000 ($4,910,125.00) -1.98%
LME NICKEL FUTURE Sep26 LNU6 Industrial Metals -56.0000 ($5,816,774.88) -2.34%
WHEAT FUTURE(CBT) Sep26 W U6 Agricultural -187.0000 ($6,339,300.00) -2.55%
LME LEAD FUTURE Sep26 LLU6 Industrial Metals -141.0000 ($6,626,894.25) -2.67%
WTI CRUDE FUTURE Oct26 CLV6 Energy -88.0000 ($7,493,200.00) -3.02%
SUGAR #11 (WORLD) Oct26 SBV6 Agricultural -551.0000 ($9,114,862.40) -3.67%
CORN FUTURE Dec26 C Z6 Agricultural -387.0000 ($9,433,125.00) -3.80%
LEAN HOGS FUTURE Oct26 LHV6 Livestock -356.0000 ($12,677,160.00) -5.10%
US 10YR NOTE (CBT)Sep26 TYU6 Financial - Interest Rates -139.0000 ($15,057,609.38) -6.06%
EURO FX CURR FUT Sep26 ECU6 Financial - Currency -123.0000 ($17,518,275.00) -7.05%
EURO-BOBL FUTURE Sep26 OEU6 Financial - Interest Rates -152.0000 ($19,664,744.79) -7.91%
CHF CURRENCY FUT Sep26 SFU6 Financial - Currency -130.0000 ($19,970,437.50) -8.04%
JPN 10Y BOND(OSE) Sep26 JBU6 Financial - Interest Rates -39.0000 ($30,179,799.00) -12.15%
US 5YR NOTE (CBT) Sep26 FVU6 Financial - Interest Rates -288.0000 ($30,550,500.00) -12.30%
JPN YEN CURR FUT Sep26 JYU6 Financial - Currency -481.0000 ($36,844,600.00) -14.83%
US 2YR NOTE (CBT) Sep26 TUU6 Financial - Interest Rates -182.0000 ($37,396,734.28) -15.05%
C$ CURRENCY FUT Sep26 CDU6 Financial - Currency -529.0000 ($37,611,900.00) -15.14%
EURO-SCHATZ FUT Sep26 DUU6 Financial - Interest Rates -375.0000 ($44,943,954.00) -18.09%
3 MONTH SOFR FUT Dec27 SFRZ7 Financial - Interest Rates -208.0000 ($49,852,400.00) -20.06%
Cash and Collateral
Security Name Identifier CUSIP Shares / Quantity Notional Value Weighting Descending sort
US Dollar $USD 172,967,337 $172,967,337.09 69.61%
U.S. Treasury Bill, 0%, due 07/30/2026 912797TQ0 30,000,000 $29,991,158.70 12.07%
U.S. Treasury Bill, 0%, due 08/18/2026 912797UU9 20,000,000 $19,955,107.80 8.03%
U.S. Treasury Bill, 0%, due 09/03/2026 912797RS8 20,000,000 $19,922,126.40 8.02%
Japanese Yen $JPY 1,031,302,279 $6,294,185.41 2.53%
Euro $EUR 493,914 $561,629.31 0.23%
Swedish Krona $SEK 2,873,801 $295,777.19 0.12%
Swiss Franc $CHF -90,257 ($110,298.53) -0.04%
Canadian Dollar $CAD -285,905 ($202,841.09) -0.08%
Pound Sterling $GBP -235,970 ($314,312.24) -0.13%
Australian Dollar $AUD -1,262,474 ($881,333.16) -0.35%
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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