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First Trust Managed Futures Strategy Fund (FMF)
Holdings of the Fund as of 6/5/2026

Futures **
Security Name Identifier Classification Shares /
Contracts
Notional Value Weighting*** Descending sort
BRAZIL REAL FUT Jul26 BRN6 Financial - Currency 1,333.0000 $25,713,570.00 9.78%
MEXICAN PESO FUT Jun26 PEM6 Financial - Currency 557.0000 $15,907,920.00 6.05%
CAN 10YR BOND FUT Sep26 CNU6 Financial - Interest Rates 161.0000 $13,842,397.14 5.27%
SOYBEAN OIL FUTR Jul26 BON6 Agricultural 307.0000 $13,652,904.00 5.20%
AUDUSD Crncy Fut Jun26 ADM6 Financial - Currency 165.0000 $11,620,125.00 4.42%
LME PRI ALUM FUTR Sep26 LAU26 Industrial Metals 124.0000 $11,107,424.00 4.23%
LIVE CATTLE FUTR Aug26 LCQ6 Livestock 114.0000 $11,019,240.00 4.19%
LME ZINC FUTURE Sep26 LXU6 Industrial Metals 115.0000 $10,137,221.25 3.86%
GASOLINE RBOB FUT Jul26 XBN6 Energy 78.0000 $9,978,368.40 3.80%
SOYBEAN FUTURE Jul26 S N6 Agricultural 178.0000 $9,981,350.00 3.80%
S&P/TSX 60 IX FUT Jun26 PTM6 Financial - Equity Index 33.0000 $9,556,319.04 3.64%
FTSE/MIB IDX FUT Jun26 STM6 Financial - Equity Index 32.0000 $9,207,876.23 3.50%
NIKKEI 225 (OSE) Jun26 NKM6 Financial - Equity Index 22.0000 $9,156,251.94 3.48%
SOYBEAN MEAL FUTR Jul26 SMN6 Agricultural 245.0000 $7,558,250.00 2.88%
SILVER FUTURE Jul26 SIN6 Precious Metals 21.0000 $7,255,815.00 2.76%
CBOE VIX FUTURE Sep26 UXU6 Financial - Equity Index 332.0000 $7,229,300.00 2.75%
NASDAQ 100 E-MINI Jun26 NQM6 Financial - Equity Index 12.0000 $6,966,360.00 2.65%
E-Mini Russ 2000 Jun26 RTYM6 Financial - Equity Index 49.0000 $6,945,260.00 2.64%
MSCI EmgMkt Jun26 MESM6 Financial - Equity Index 75.0000 $6,172,125.00 2.35%
S&P MID 400 EMINI Jun26 FAM6 Financial - Equity Index 15.0000 $5,545,500.00 2.11%
GOLD 100 OZ FUTR Aug26 GCQ6 Precious Metals 12.0000 $5,238,360.00 1.99%
S&P500 EMINI FUT Jun26 ESM6 Financial - Equity Index 13.0000 $4,810,325.00 1.83%
IBEX 35 INDX FUTR Jun26 IBM6 Financial - Equity Index 22.0000 $4,654,779.49 1.77%
WTI CRUDE FUTURE Aug26 CLQ6 Energy 53.0000 $4,663,470.00 1.77%
BRENT CRUDE FUTR Aug26 COQ6 Energy 48.0000 $4,468,320.00 1.70%
TOPIX INDX FUTR Jun26 TPM6 Financial - Equity Index 18.0000 $4,443,535.80 1.69%
ECX EMISSION Dec26 MOZ26 Energy 41.0000 $3,635,771.39 1.38%
NY Harb ULSD Fut Jul26 HON6 Energy 22.0000 $3,314,757.60 1.26%
SOYBEAN OIL FUTR Dec26 BOZ6 Agricultural 67.0000 $2,846,562.00 1.08%
NY Harb ULSD Fut Aug26 HOQ6 Energy 16.0000 $2,386,406.40 0.91%
OMXS30 IND FUTURE Jun26 QCM6 Financial - Equity Index 58.0000 $1,907,598.69 0.73%
Low Su Gasoil G Jul26 QSN6 Energy 17.0000 $1,778,625.00 0.68%
COPPER FUTURE Sep26 HGU6 Industrial Metals 10.0000 $1,586,375.00 0.60%
CANOLA FUTR (WCE) Nov26 RSX6 Agricultural 130.0000 $1,425,132.69 0.54%
LME NICKEL FUTURE Sep26 LNU6 Industrial Metals 11.0000 $1,228,354.38 0.47%
MSCI EAFE Jun26 MFSM6 Financial - Equity Index 8.0000 $1,213,720.00 0.46%
CATTLE FEEDER FUT Aug26 FCQ6 Livestock 6.0000 $1,061,700.00 0.40%
COPPER FUTURE Jul26 HGN6 Industrial Metals 6.0000 $942,675.00 0.36%
GASOLINE RBOB FUT Aug26 XBQ6 Energy 4.0000 $501,782.40 0.19%
COTTON NO.2 FUTR Dec26 CTZ6 Agricultural -38.0000 ($1,472,120.00) -0.56%
FTSE 100 IDX FUT Jun26 Z M6 Financial - Equity Index -14.0000 ($1,939,407.58) -0.74%
DJIA MINI e-CBOT Jun26 DMM6 Financial - Equity Index -8.0000 ($2,037,440.00) -0.78%
TTF NAT GAS F Aug26 TZTQ6 Energy -55.0000 ($2,289,217.10) -0.87%
EURO FX CURR FUT Jun26 ECM6 Financial - Currency -19.0000 ($2,737,781.25) -1.04%
CBOE VIX FUTURE Jul26 UXN6 Financial - Equity Index -159.0000 ($3,256,828.80) -1.24%
COFFEE 'C' FUTURE Sep26 KCU6 Agricultural -38.0000 ($3,449,925.00) -1.31%
COCOA FUTURE Sep26 CCU6 Agricultural -112.0000 ($4,300,800.00) -1.64%
KC HRW WHEAT FUT Sep26 KWU6 Agricultural -145.0000 ($4,578,375.00) -1.74%
SPI 200 FUTURES Jun26 XPM6 Financial - Equity Index -31.0000 ($4,710,555.09) -1.79%
LONG GILT FUTURE Sep26 G U6 Financial - Interest Rates -50.0000 ($5,857,794.85) -2.23%
DAX Mini Future Jun26 DFWM6 Financial - Equity Index -43.0000 ($6,144,911.67) -2.34%
US LONG BOND(CBT) Sep26 USU6 Financial - Interest Rates -55.0000 ($6,146,250.00) -2.34%
US ULTRA BOND CBT Sep26 WNU6 Financial - Interest Rates -65.0000 ($7,428,281.25) -2.83%
CORN FUTURE Dec26 C Z6 Agricultural -346.0000 ($7,715,800.00) -2.94%
EURO STOXX 50 Jun26 VGM6 Financial - Equity Index -116.0000 ($8,111,338.26) -3.09%
CAC40 10 EURO FUT Jun26 CFM6 Financial - Equity Index -89.0000 ($8,429,275.49) -3.21%
LME LEAD FUTURE Sep26 LLU6 Industrial Metals -175.0000 ($8,805,781.25) -3.35%
EURO-BUND FUTURE Sep26 RXU6 Financial - Interest Rates -71.0000 ($10,272,269.56) -3.91%
SUGAR #11 (WORLD) Oct26 SBV6 Agricultural -683.0000 ($11,191,364.80) -4.26%
LEAN HOGS FUTURE Jul26 LHN6 Livestock -289.0000 ($11,421,280.00) -4.35%
CHF CURRENCY FUT Jun26 SFM6 Financial - Currency -82.0000 ($12,883,737.50) -4.90%
WHEAT FUTURE(CBT) Sep26 W U6 Agricultural -473.0000 ($14,018,537.50) -5.33%
C$ CURRENCY FUT Jun26 CDM6 Financial - Currency -217.0000 ($15,562,155.00) -5.92%
US 10YR NOTE (CBT)Sep26 TYU6 Financial - Interest Rates -180.0000 ($19,634,062.50) -7.47%
EURO-BOBL FUTURE Sep26 OEU6 Financial - Interest Rates -202.0000 ($26,652,718.91) -10.14%
US 5YR NOTE (CBT) Sep26 FVU6 Financial - Interest Rates -290.0000 ($30,916,718.75) -11.76%
3 MONTH SOFR FUT Dec27 SFRZ7 Financial - Interest Rates -161.0000 ($38,625,912.50) -14.70%
JPN 10Y BOND(OSE) Jun26 JBM6 Financial - Interest Rates -50.0000 ($40,217,850.00) -15.30%
JPN YEN CURR FUT Jun26 JYM6 Financial - Currency -566.0000 ($44,204,600.00) -16.82%
EURO-SCHATZ FUT Sep26 DUU6 Financial - Interest Rates -435.0000 ($52,956,162.68) -20.15%
US 2YR NOTE (CBT) Sep26 TUU6 Financial - Interest Rates -259.0000 ($53,343,882.94) -20.30%
Cash and Collateral
Security Name Identifier CUSIP Shares / Quantity Notional Value Weighting Descending sort
US Dollar $USD 131,701,558 $131,701,558.39 50.11%
U.S. Treasury Bill, 0%, due 07/30/2026 912797TQ0 30,000,000 $29,843,675.10 11.36%
U.S. Treasury Bill, 0%, due 06/16/2026 912797UA3 25,000,000 $24,980,125.00 9.51%
U.S. Treasury Bill, 0%, due 07/14/2026 912797UP0 25,000,000 $24,909,968.75 9.48%
U.S. Treasury Bill, 0%, due 08/18/2026 912797UU9 20,000,000 $19,857,605.60 7.56%
U.S. Treasury Bill, 0%, due 09/03/2026 912797RS8 20,000,000 $19,824,550.00 7.54%
U.S. Treasury Note, 0.875%, due 06/30/2026 91282CCJ8 7,000,000 $6,988,063.67 2.66%
Japanese Yen $JPY 1,029,874,639 $6,427,477.00 2.45%
Swedish Krona $SEK 2,662,989 $281,354.15 0.11%
Euro $EUR -2,685 ($3,094.14) 0.00%
Swiss Franc $CHF -90,193 ($113,279.82) -0.04%
Pound Sterling $GBP -257,352 ($343,307.51) -0.13%
Canadian Dollar $CAD -1,064,808 ($763,905.60) -0.29%
Australian Dollar $AUD -1,120,188 ($788,948.65) -0.30%
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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