First Trust Managed Futures Strategy Fund (FMF)

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Holdings

Holdings of the Fund as of 1/15/2026

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Futures **

Security Name	Identifier	Classification	Shares / Contracts	Notional Value	Weighting^***
MEXICAN PESO FUT Mar26	PEH6	Financial - Currency	995.0000	$28,039,100.00	12.37%
3 MONTH SOFR FUT Mar27	SFRH7	Financial - Interest Rates	93.0000	$22,501,350.00	9.93%
BRAZIL REAL FUT Feb26	BRG6	Financial - Currency	1,039.0000	$19,320,205.00	8.52%
AUDUSD Crncy Fut Mar26	ADH6	Financial - Currency	233.0000	$15,616,825.00	6.89%
LME PRI ALUM FUTR Mar26	LAH26	Industrial Metals	151.0000	$11,940,740.25	5.27%
IBEX 35 INDX FUTR Feb26	IBG6	Financial - Equity Index	56.0000	$11,501,254.80	5.07%
US 2YR NOTE (CBT) Mar26	TUH6	Financial - Interest Rates	54.0000	$11,251,828.15	4.96%
CBOE VIX FUTURE Mar26	UXH6	Financial - Equity Index	572.0000	$10,954,200.40	4.83%
GOLD 100 OZ FUTR Apr26	GCJ6	Precious Metals	23.0000	$10,712,710.00	4.73%
S&P/TSX 60 IX FUT Mar26	PTH6	Financial - Equity Index	37.0000	$10,257,824.89	4.53%
US 10YR NOTE (CBT)Mar26	TYH6	Financial - Interest Rates	91.0000	$10,211,906.25	4.50%
LME ZINC FUTURE Mar26	LXH6	Industrial Metals	116.0000	$9,596,535.00	4.23%
US 5YR NOTE (CBT) Mar26	FVH6	Financial - Interest Rates	82.0000	$8,938,640.67	3.94%
FTSE 100 IDX FUT Mar26	Z H6	Financial - Equity Index	65.0000	$8,908,608.58	3.93%
LONG GILT FUTURE Mar26	G H6	Financial - Interest Rates	66.0000	$8,164,581.48	3.60%
BRENT CRUDE FUTR Apr26	COJ6	Energy	123.0000	$7,758,840.00	3.42%
FTSE/MIB IDX FUT Mar26	STH6	Financial - Equity Index	29.0000	$7,722,887.25	3.41%
TOPIX INDX FUTR Mar26	TPH6	Financial - Equity Index	33.0000	$7,637,723.28	3.37%
LIVE CATTLE FUTR Feb26	LCG6	Livestock	80.0000	$7,553,600.00	3.33%
OMXS30 IND FUTURE Feb26	QCG6	Financial - Equity Index	217.0000	$7,147,974.23	3.15%
E-Mini Russ 2000 Mar26	RTYH6	Financial - Equity Index	48.0000	$6,452,160.00	2.85%
GASOLINE RBOB FUT Mar26	XBH6	Energy	75.0000	$5,702,445.00	2.52%
CATTLE FEEDER FUT Mar26	FCH6	Livestock	31.0000	$5,650,525.00	2.49%
ECX EMISSION Dec26	MOZ26	Energy	52.0000	$5,565,844.96	2.46%
SILVER FUTURE Mar26	SIH6	Precious Metals	12.0000	$5,540,820.00	2.44%
COPPER FUTURE Mar26	HGH6	Industrial Metals	35.0000	$5,242,562.50	2.31%
MSCI EAFE Mar26	MFSH6	Financial - Equity Index	35.0000	$5,247,025.00	2.31%
Low Su Gasoil G Feb26	QSG6	Energy	77.0000	$4,935,700.00	2.18%
S&P MID 400 EMINI Mar26	FAH6	Financial - Equity Index	13.0000	$4,594,850.00	2.03%
DJIA MINI e-CBOT Mar26	DMH6	Financial - Equity Index	18.0000	$4,467,510.00	1.97%
BP CURRENCY FUT Mar26	BPH6	Financial - Currency	52.0000	$4,349,800.00	1.92%
CAN 10YR BOND FUT Mar26	CNH6	Financial - Interest Rates	44.0000	$3,851,522.97	1.70%
S&P500 EMINI FUT Mar26	ESH6	Financial - Equity Index	10.0000	$3,490,875.00	1.54%
NIKKEI 225 (OSE) Mar26	NKH6	Financial - Equity Index	10.0000	$3,416,226.00	1.51%
MSCI EmgMkt Mar26	MESH6	Financial - Equity Index	44.0000	$3,295,380.00	1.45%
COFFEE 'C' FUTURE Mar26	KCH6	Agricultural	22.0000	$2,954,325.00	1.30%
EURO FX CURR FUT Mar26	ECH6	Financial - Currency	20.0000	$2,911,000.00	1.28%
US LONG BOND(CBT) Mar26	USH6	Financial - Interest Rates	25.0000	$2,907,812.50	1.28%
EURO-BUND FUTURE Mar26	RXH6	Financial - Interest Rates	16.0000	$2,384,301.20	1.05%
EURO STOXX 50 Mar26	VGH6	Financial - Equity Index	29.0000	$2,041,309.57	0.90%
DAX Mini Future Mar26	DFWH6	Financial - Equity Index	7.0000	$1,035,740.01	0.46%
NASDAQ 100 E-MINI Mar26	NQH6	Financial - Equity Index	2.0000	$1,028,230.00	0.45%
CAC40 10 EURO FUT Feb26	CFG6	Financial - Equity Index	9.0000	$870,266.69	0.38%
TTF NAT GAS F Mar26	TZTH6	Energy	-40.0000	($1,111,762.18)	-0.49%
SOYBEAN OIL FUTR Mar26	BOH6	Agricultural	-41.0000	($1,303,062.00)	-0.57%
SUGAR #11 (WORLD) Mar26	SBH6	Agricultural	-120.0000	($1,958,208.00)	-0.86%
NY Harb ULSD Fut Mar26	HOH6	Energy	-34.0000	($3,135,459.60)	-1.38%
LME NICKEL FUTURE Mar26	LNH6	Industrial Metals	-30.0000	($3,331,789.20)	-1.47%
CANOLA FUTR (WCE) Mar26	RSH6	Agricultural	-425.0000	($3,879,842.59)	-1.71%
NEW ZEALAND $ FUT Mar26	NVH6	Financial - Currency	-68.0000	($3,913,740.00)	-1.73%
CHF CURRENCY FUT Mar26	SFH6	Financial - Currency	-27.0000	($4,227,693.75)	-1.86%
SOYBEAN MEAL FUTR Mar26	SMH6	Agricultural	-214.0000	($6,188,880.00)	-2.73%
CBOE VIX FUTURE Feb26	UXG6	Financial - Equity Index	-366.0000	($6,690,809.40)	-2.95%
CORN FUTURE Mar26	C H6	Agricultural	-348.0000	($7,312,350.00)	-3.23%
US ULTRA BOND CBT Mar26	WNH6	Financial - Interest Rates	-64.0000	($7,614,000.00)	-3.36%
COCOA FUTURE Mar26	CCH6	Agricultural	-181.0000	($8,988,460.00)	-3.97%
NATURAL GAS FUTR Mar26	NGH26	Energy	-360.0000	($9,608,400.00)	-4.24%
WHEAT FUTURE(CBT) Mar26	W H6	Agricultural	-440.0000	($11,231,000.00)	-4.95%
LME LEAD FUTURE Mar26	LLH6	Industrial Metals	-229.0000	($11,962,616.50)	-5.28%
KC HRW WHEAT FUT Mar26	KWH6	Agricultural	-496.0000	($12,827,800.00)	-5.66%
EURO-BOBL FUTURE Mar26	OEH6	Financial - Interest Rates	-100.0000	($13,519,843.70)	-5.96%
COTTON NO.2 FUTR Mar26	CTH6	Agricultural	-426.0000	($13,783,230.00)	-6.08%
C$ CURRENCY FUT Mar26	CDH6	Financial - Currency	-263.0000	($18,979,395.00)	-8.37%
JPN YEN CURR FUT Mar26	JYH6	Financial - Currency	-385.0000	($30,504,031.25)	-13.46%
JPN 10Y BOND(OSE) Mar26	JBH6	Financial - Interest Rates	-48.0000	($39,947,904.00)	-17.62%
EURO-SCHATZ FUT Mar26	DUH6	Financial - Interest Rates	-364.0000	($45,127,755.40)	-19.91%

Cash and Collateral

Security Name	Identifier	CUSIP	Shares / Quantity	Notional Value	Weighting
US Dollar	$USD		114,896,621	$114,896,621.17	50.68%
U.S. Treasury Note, 0.75%, due 03/31/2026		91282CBT7	31,000,000	$30,819,735.93	13.60%
U.S. Treasury Bill, 0%, due 02/19/2026		912797PM3	30,000,000	$29,898,472.20	13.19%
U.S. Treasury Bill, 0%, due 02/03/2026		912797SJ7	20,000,000	$19,964,300.00	8.81%
U.S. Treasury Bill, 0%, due 02/12/2026		912797RT6	11,000,000	$10,970,588.75	4.84%
U.S. Treasury Bill, 0%, due 01/22/2026		912797PD3	8,000,000	$7,995,270.00	3.53%
U.S. Treasury Note, 0.875%, due 06/30/2026		91282CCJ8	7,000,000	$6,914,270.65	3.05%
Japanese Yen	$JPY		678,626,546	$4,277,777.02	1.89%
Euro	$EUR		862,174	$1,000,983.53	0.44%
Pound Sterling	$GBP		344,522	$461,005.08	0.20%
Canadian Dollar	$CAD		455,261	$327,761.56	0.14%
Swedish Krona	$SEK		125,986	$13,662.20	0.01%
Swiss Franc	$CHF		-89,873	($111,879.32)	-0.05%
Australian Dollar	$AUD		-1,103,905	($739,727.02)	-0.33%

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.