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First Trust Managed Futures Strategy Fund (FMF)
Holdings of the Fund as of 8/14/2026

Futures **
Security Name Identifier Classification Shares /
Contracts
Notional Value Weighting*** Descending sort
MEXICAN PESO FUT Sep26 PEU6 Financial - Currency 543.0000 $15,901,755.00 6.04%
BRAZIL REAL FUT Sep26 BRU6 Financial - Currency 709.0000 $13,506,450.00 5.13%
GASOLINE RBOB FUT Oct26 XBV6 Energy 110.0000 $13,418,328.00 5.10%
S&P/TSX 60 IX FUT Sep26 PTU6 Financial - Equity Index 43.0000 $13,416,061.97 5.10%
NY Harb ULSD Fut Oct26 HOV6 Energy 63.0000 $11,019,796.20 4.19%
Low Su Gasoil G Sep26 QSU6 Energy 88.0000 $10,938,400.00 4.16%
LME ZINC FUTURE Sep26 LXU6 Industrial Metals 115.0000 $10,872,646.25 4.13%
IBEX 35 INDX FUTR Aug26 IBQ6 Financial - Equity Index 40.0000 $9,330,232.57 3.54%
OMXS30 IND FUTURE Aug26 QCQ6 Financial - Equity Index 256.0000 $8,799,096.65 3.34%
FTSE/MIB IDX FUT Sep26 STU6 Financial - Equity Index 27.0000 $8,388,578.09 3.19%
CBOE VIX FUTURE Nov26 UXX6 Financial - Equity Index 357.0000 $7,212,506.70 2.74%
E-Mini Russ 2000 Sep26 RTYU6 Financial - Equity Index 43.0000 $6,611,035.00 2.51%
S&P500 EMINI FUT Sep26 ESU6 Financial - Equity Index 16.0000 $6,244,000.00 2.37%
TOPIX INDX FUTR Sep26 TPU6 Financial - Equity Index 23.0000 $6,058,480.37 2.30%
NIKKEI 225 (OSE) Sep26 NKU6 Financial - Equity Index 14.0000 $6,034,134.40 2.29%
SOYBEAN OIL FUTR Dec26 BOZ6 Agricultural 135.0000 $5,586,570.00 2.12%
LME PRI ALUM FUTR Sep26 LAU26 Industrial Metals 60.0000 $4,877,925.00 1.85%
DJIA MINI e-CBOT Sep26 DMU6 Financial - Equity Index 18.0000 $4,842,630.00 1.84%
AUDUSD Crncy Fut Sep26 ADU6 Financial - Currency 65.0000 $4,601,025.00 1.75%
CAN 10YR BOND FUT Sep26 CNU6 Financial - Interest Rates 51.0000 $4,356,360.99 1.65%
MSCI EmgMkt Sep26 MESU6 Financial - Equity Index 45.0000 $3,831,750.00 1.46%
GOLD 100 OZ FUTR Dec26 GCZ6 Precious Metals 8.0000 $3,549,840.00 1.35%
CAC40 10 EURO FUT Aug26 CFQ6 Financial - Equity Index 35.0000 $3,498,299.28 1.33%
SUGAR #11 (WORLD) Oct26 SBV6 Agricultural 186.0000 $3,458,112.00 1.31%
DAX Mini Future Sep26 DFWU6 Financial - Equity Index 22.0000 $3,372,330.43 1.28%
CANOLA FUTR (WCE) Nov26 RSX6 Agricultural 226.0000 $2,667,215.28 1.01%
SOYBEAN FUTURE Nov26 S X6 Agricultural 43.0000 $2,563,875.00 0.97%
FTSE 100 IDX FUT Sep26 Z U6 Financial - Equity Index 17.0000 $2,480,600.18 0.94%
NASDAQ 100 E-MINI Sep26 NQU6 Financial - Equity Index 4.0000 $2,411,340.00 0.92%
COCOA FUTURE Dec26 CCZ6 Agricultural 28.0000 $1,616,440.00 0.61%
TTF NAT GAS F Oct26 TZTV6 Energy 25.0000 $1,325,115.21 0.50%
S&P MID 400 EMINI Sep26 FAU6 Financial - Equity Index 3.0000 $1,181,250.00 0.45%
ECX EMISSION Dec26 MOZ26 Energy -12.0000 ($1,135,420.24) -0.43%
CATTLE FEEDER FUT Oct26 FCV6 Livestock -11.0000 ($1,789,837.50) -0.68%
COTTON NO.2 FUTR Dec26 CTZ6 Agricultural -58.0000 ($2,459,200.00) -0.93%
CBOE VIX FUTURE Sep26 UXU6 Financial - Equity Index -182.0000 ($3,261,458.20) -1.24%
BRENT CRUDE FUTR Nov26 COX6 Energy -40.0000 ($3,462,800.00) -1.32%
NATURAL GAS FUTR Oct26 NGV26 Energy -125.0000 ($3,481,250.00) -1.32%
LONG GILT FUTURE Sep26 G U6 Financial - Interest Rates -31.0000 ($3,634,029.06) -1.38%
EURO-BUND FUTURE Sep26 RXU6 Financial - Interest Rates -29.0000 ($4,173,434.02) -1.59%
SOYBEAN MEAL FUTR Dec26 SMZ6 Agricultural -136.0000 ($4,301,680.00) -1.63%
KC HRW WHEAT FUT Dec26 KWZ6 Agricultural -115.0000 ($4,414,562.50) -1.68%
BP CURRENCY FUT Sep26 BPU6 Financial - Currency -72.0000 ($6,089,850.00) -2.31%
LME NICKEL FUTURE Sep26 LNU6 Industrial Metals -67.0000 ($6,706,746.90) -2.55%
US ULTRA BOND CBT Sep26 WNU6 Financial - Interest Rates -62.0000 ($6,818,062.50) -2.59%
CORN FUTURE Dec26 C Z6 Agricultural -369.0000 ($8,915,962.50) -3.39%
WHEAT FUTURE(CBT) Dec26 W Z6 Agricultural -278.0000 ($9,584,050.00) -3.64%
LEAN HOGS FUTURE Oct26 LHV6 Livestock -329.0000 ($10,758,300.00) -4.09%
US LONG BOND(CBT) Sep26 USU6 Financial - Interest Rates -103.0000 ($11,210,906.25) -4.26%
WTI CRUDE FUTURE Oct26 CLV6 Energy -142.0000 ($11,568,740.00) -4.39%
LME LEAD FUTURE Sep26 LLU6 Industrial Metals -301.0000 ($14,060,989.25) -5.34%
US 10YR NOTE (CBT)Sep26 TYU6 Financial - Interest Rates -168.0000 ($18,241,125.00) -6.93%
EURO FX CURR FUT Sep26 ECU6 Financial - Currency -139.0000 ($20,118,512.50) -7.64%
JPN 10Y BOND(OSE) Sep26 JBU6 Financial - Interest Rates -28.0000 ($22,221,500.00) -8.44%
JPN YEN CURR FUT Sep26 JYU6 Financial - Currency -288.0000 ($22,638,600.00) -8.60%
C$ CURRENCY FUT Sep26 CDU6 Financial - Currency -350.0000 ($25,254,250.00) -9.59%
EURO-BOBL FUTURE Sep26 OEU6 Financial - Interest Rates -200.0000 ($26,359,870.20) -10.01%
CHF CURRENCY FUT Sep26 SFU6 Financial - Currency -205.0000 ($31,614,843.75) -12.01%
US 5YR NOTE (CBT) Sep26 FVU6 Financial - Interest Rates -302.0000 ($32,141,765.78) -12.21%
US 2YR NOTE (CBT) Sep26 TUU6 Financial - Interest Rates -190.0000 ($39,160,781.44) -14.88%
EURO-SCHATZ FUT Sep26 DUU6 Financial - Interest Rates -322.0000 ($39,301,044.10) -14.93%
3 MONTH SOFR FUT Dec27 SFRZ7 Financial - Interest Rates -217.0000 ($52,063,725.00) -19.78%
Cash and Collateral
Security Name Identifier CUSIP Shares / Quantity Notional Value Weighting Descending sort
US Dollar $USD 116,814,222 $116,814,222.23 44.37%
U.S. Treasury Bill, 0%, due 09/15/2026 912797VC8 30,000,000 $29,912,516.70 11.36%
U.S. Treasury Bill, 0%, due 09/29/2026 912797VE4 30,000,000 $29,869,745.70 11.35%
U.S. Treasury Bill, 0%, due 10/15/2026 912797UK1 30,000,000 $29,820,615.30 11.33%
U.S. Treasury Bill, 0%, due 08/18/2026 912797UU9 20,000,000 $19,998,002.60 7.60%
U.S. Treasury Bill, 0%, due 09/03/2026 912797RS8 20,000,000 $19,965,882.00 7.58%
U.S. Treasury Bill, 0%, due 10/29/2026 912797SK4 10,000,000 $9,925,276.40 3.77%
Japanese Yen $JPY 1,118,373,846 $7,019,670.14 2.67%
Euro $EUR 949,624 $1,098,524.95 0.42%
Swedish Krona $SEK 3,461,502 $363,511.55 0.14%
Canadian Dollar $CAD 30,317 $21,851.74 0.01%
Swiss Franc $CHF -90,323 ($111,030.51) -0.04%
Pound Sterling $GBP -225,550 ($305,258.86) -0.12%
Australian Dollar $AUD -1,603,749 ($1,136,095.54) -0.43%
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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