First Trust Managed Futures Strategy Fund (FMF)

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Holdings

Holdings of the Fund as of 11/24/2025

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Futures **

Security Name	Identifier	Classification	Shares / Contracts	Notional Value	Weighting^***
BRAZIL REAL FUT Jan26	BRF6	Financial - Currency	1,315.0000	$24,176,275.00	12.22%
3 MONTH SOFR FUT Mar27	SFRH7	Financial - Interest Rates	82.0000	$19,885,000.00	10.05%
US 2YR NOTE (CBT) Mar26	TUH6	Financial - Interest Rates	84.0000	$17,550,750.00	8.87%
MEXICAN PESO FUT Dec25	PEZ5	Financial - Currency	627.0000	$16,897,650.00	8.54%
US 10YR NOTE (CBT)Mar26	TYH6	Financial - Interest Rates	136.0000	$15,412,625.00	7.79%
Low Su Gasoil G Jan26	QSF6	Energy	183.0000	$12,261,000.00	6.20%
US 5YR NOTE (CBT) Mar26	FVH6	Financial - Interest Rates	104.0000	$11,414,812.55	5.77%
NY Harb ULSD Fut Jan26	HOF6	Energy	109.0000	$10,821,934.20	5.47%
CAN 10YR BOND FUT Mar26	CNH6	Financial - Interest Rates	106.0000	$9,219,968.72	4.66%
SOYBEAN FUTURE Jan26	S F6	Agricultural	159.0000	$8,929,837.50	4.51%
IBEX 35 INDX FUTR Dec25	IBZ5	Financial - Equity Index	48.0000	$8,848,992.60	4.47%
FTSE/MIB IDX FUT Dec25	STZ5	Financial - Equity Index	35.0000	$8,542,395.79	4.32%
US LONG BOND(CBT) Mar26	USH6	Financial - Interest Rates	72.0000	$8,448,750.00	4.27%
AUDUSD Crncy Fut Dec25	ADZ5	Financial - Currency	128.0000	$8,272,640.00	4.18%
COFFEE 'C' FUTURE Mar26	KCH6	Agricultural	57.0000	$8,048,756.25	4.07%
LME PRI ALUM FUTR Mar26	LAH26	Industrial Metals	112.0000	$7,889,280.00	3.99%
LONG GILT FUTURE Mar26	G H6	Financial - Interest Rates	65.0000	$7,726,954.37	3.91%
MSCI EmgMkt Dec25	MESZ5	Financial - Equity Index	110.0000	$7,483,850.00	3.78%
GOLD 100 OZ FUTR Feb26	GCG6	Precious Metals	18.0000	$7,435,440.00	3.76%
SILVER FUTURE Mar26	SIH6	Precious Metals	28.0000	$7,134,400.00	3.61%
GASOLINE RBOB FUT Jan26	XBF6	Energy	89.0000	$6,824,466.60	3.45%
EURO-BOBL FUTURE Dec25	OEZ5	Financial - Interest Rates	50.0000	$6,797,411.80	3.44%
SOYBEAN MEAL FUTR Jan26	SMF6	Agricultural	214.0000	$6,811,620.00	3.44%
FTSE 100 IDX FUT Dec25	Z Z5	Financial - Equity Index	54.0000	$6,782,119.11	3.43%
LME ZINC FUTURE Mar26	LXH6	Industrial Metals	86.0000	$6,451,892.00	3.26%
S&P/TSX 60 IX FUT Dec25	PTZ5	Financial - Equity Index	23.0000	$5,870,132.82	2.97%
CAC40 10 EURO FUT Dec25	CFZ5	Financial - Equity Index	61.0000	$5,600,726.24	2.83%
NIKKEI 225 (OSE) Dec25	NKZ5	Financial - Equity Index	17.0000	$5,288,191.02	2.67%
TOPIX INDX FUTR Dec25	TPZ5	Financial - Equity Index	23.0000	$4,841,609.71	2.45%
MSCI EAFE Dec25	MFSZ5	Financial - Equity Index	29.0000	$3,985,180.00	2.01%
CBOE VIX FUTURE Dec25	UXZ5	Financial - Equity Index	184.0000	$3,660,643.20	1.85%
EURO-BUND FUTURE Dec25	RXZ5	Financial - Interest Rates	24.0000	$3,562,539.77	1.80%
EURO STOXX 50 Dec25	VGZ5	Financial - Equity Index	54.0000	$3,451,573.38	1.74%
CATTLE FEEDER FUT Jan26	FCF6	Livestock	20.0000	$3,049,750.00	1.54%
S&P500 EMINI FUT Dec25	ESZ5	Financial - Equity Index	9.0000	$3,024,562.50	1.53%
US ULTRA BOND CBT Mar26	WNH6	Financial - Interest Rates	22.0000	$2,659,250.00	1.34%
DJIA MINI e-CBOT Dec25	DMZ5	Financial - Equity Index	11.0000	$2,558,270.00	1.29%
OMXS30 IND FUTURE Dec25	QCZ5	Financial - Equity Index	87.0000	$2,491,209.35	1.26%
ECX EMISSION Dec25	MOZ25	Energy	25.0000	$2,322,170.55	1.17%
E-Mini Russ 2000 Dec25	RTYZ5	Financial - Equity Index	18.0000	$2,176,920.00	1.10%
LIVE CATTLE FUTR Feb26	LCG6	Livestock	25.0000	$2,075,250.00	1.05%
SPI 200 FUTURES Dec25	XPZ5	Financial - Equity Index	12.0000	$1,656,137.88	0.84%
NASDAQ 100 E-MINI Dec25	NQZ5	Financial - Equity Index	3.0000	$1,496,895.00	0.76%
S&P MID 400 EMINI Dec25	FAZ5	Financial - Equity Index	-3.0000	($966,060.00)	-0.49%
BP CURRENCY FUT Dec25	BPZ5	Financial - Currency	-18.0000	($1,474,650.00)	-0.75%
CANOLA FUTR (WCE) Jan26	RSF6	Agricultural	-175.0000	($1,597,944.22)	-0.81%
BRENT CRUDE FUTR Feb26	COG6	Energy	-29.0000	($1,818,880.00)	-0.92%
NATURAL GAS FUTR Jan26	NGF26	Energy	-43.0000	($2,008,960.00)	-1.02%
DAX Mini Future Dec25	DFWZ5	Financial - Equity Index	-21.0000	($2,818,978.51)	-1.42%
TTF NAT GAS F Jan26	TZTF6	Energy	-150.0000	($3,845,551.75)	-1.94%
EURO FX CURR FUT Dec25	ECZ5	Financial - Currency	-29.0000	($4,183,612.50)	-2.11%
CORN FUTURE Mar26	C H6	Agricultural	-236.0000	($5,153,650.00)	-2.60%
LME LEAD FUTURE Mar26	LLH6	Industrial Metals	-105.0000	($5,229,945.00)	-2.64%
CHF CURRENCY FUT Dec25	SFZ5	Financial - Currency	-34.0000	($5,274,462.50)	-2.67%
WTI CRUDE FUTURE Jan26	CLF6	Energy	-97.0000	($5,707,480.00)	-2.88%
SUGAR #11 (WORLD) Mar26	SBH6	Agricultural	-435.0000	($7,220,304.00)	-3.65%
WHEAT FUTURE(CBT) Mar26	W H6	Agricultural	-275.0000	($7,352,812.50)	-3.72%
COCOA FUTURE Mar26	CCH6	Agricultural	-144.0000	($7,473,600.00)	-3.78%
LME NICKEL FUTURE Mar26	LNH6	Industrial Metals	-104.0000	($9,200,792.64)	-4.65%
KC HRW WHEAT FUT Mar26	KWH6	Agricultural	-421.0000	($10,998,625.00)	-5.56%
CBOE VIX FUTURE Apr26	UXJ6	Financial - Equity Index	-512.0000	($11,494,963.20)	-5.81%
COTTON NO.2 FUTR Mar26	CTH6	Agricultural	-528.0000	($16,896,000.00)	-8.54%
NEW ZEALAND $ FUT Dec25	NVZ5	Financial - Currency	-330.0000	($18,531,150.00)	-9.37%
JPN YEN CURR FUT Dec25	JYZ5	Financial - Currency	-294.0000	($23,497,950.00)	-11.88%
EURO-SCHATZ FUT Dec25	DUZ5	Financial - Interest Rates	-216.0000	($26,630,690.11)	-13.46%
C$ CURRENCY FUT Dec25	CDZ5	Financial - Currency	-418.0000	($29,661,280.00)	-14.99%
JPN 10Y BOND(OSE) Dec25	JBZ5	Financial - Interest Rates	-35.0000	($30,184,875.00)	-15.26%

Cash and Collateral

Security Name	Identifier	CUSIP	Shares / Quantity	Notional Value	Weighting
US Dollar	$USD		86,123,783	$86,123,783.06	43.53%
U.S. Treasury Note, 0.75%, due 03/31/2026		91282CBT7	31,000,000	$30,680,853.45	15.51%
U.S. Treasury Note, 0.375%, due 11/30/2025		91282CAZ4	21,000,000	$20,989,780.98	10.61%
U.S. Treasury Bill, 0%, due 01/13/2026		912797SF5	20,000,000	$19,896,147.20	10.06%
U.S. Treasury Bill, 0%, due 12/11/2025		912797QY6	15,000,000	$14,974,241.70	7.57%
U.S. Treasury Bill, 0%, due 02/12/2026		912797RT6	11,000,000	$10,909,630.05	5.51%
U.S. Treasury Bill, 0%, due 01/22/2026		912797PD3	8,000,000	$7,951,086.64	4.02%
U.S. Treasury Note, 0.875%, due 06/30/2026		91282CCJ8	7,000,000	$6,883,468.41	3.48%
Japanese Yen	$JPY		403,591,051	$2,572,118.10	1.30%
Swiss Franc	$CHF		-89,743	($111,041.00)	-0.06%
Canadian Dollar	$CAD		-210,425	($149,184.40)	-0.08%
Pound Sterling	$GBP		-123,804	($162,257.64)	-0.08%
Swedish Krona	$SEK		-4,258,820	($445,828.33)	-0.23%
Australian Dollar	$AUD		-1,134,368	($733,255.20)	-0.37%
Euro	$EUR		-1,334,027	($1,536,932.69)	-0.78%

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.