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First Trust Managed Futures Strategy Fund (FMF)
Holdings of the Fund as of 12/12/2025

Futures **
Security Name Identifier Classification Shares /
Contracts
Notional Value Weighting*** Descending sort
3 MONTH SOFR FUT Mar27 SFRH7 Financial - Interest Rates 86.0000 $20,819,525.00 9.76%
MEXICAN PESO FUT Mar26 PEH6 Financial - Currency 753.0000 $20,711,265.00 9.71%
BRAZIL REAL FUT Jan26 BRF6 Financial - Currency 1,062.0000 $19,567,350.00 9.17%
US 2YR NOTE (CBT) Mar26 TUH6 Financial - Interest Rates 82.0000 $17,105,968.83 8.02%
IBEX 35 INDX FUTR Jan26 IBF6 Financial - Equity Index 71.0000 $14,018,972.46 6.57%
US 5YR NOTE (CBT) Mar26 FVH6 Financial - Interest Rates 108.0000 $11,782,125.00 5.52%
CBOE VIX FUTURE Mar26 UXH6 Financial - Equity Index 577.0000 $11,727,698.10 5.50%
LME ZINC FUTURE Mar26 LXH6 Industrial Metals 140.0000 $10,925,320.00 5.12%
GOLD 100 OZ FUTR Feb26 GCG6 Precious Metals 24.0000 $10,387,920.00 4.87%
S&P/TSX 60 IX FUT Mar26 PTH6 Financial - Equity Index 36.0000 $9,690,644.48 4.54%
NY Harb ULSD Fut Feb26 HOG6 Energy 98.0000 $9,011,982.00 4.22%
FTSE 100 IDX FUT Mar26 Z H6 Financial - Equity Index 69.0000 $8,932,457.70 4.19%
AUDUSD Crncy Fut Mar26 ADH6 Financial - Currency 130.0000 $8,649,550.00 4.05%
US 10YR NOTE (CBT)Mar26 TYH6 Financial - Interest Rates 72.0000 $8,076,375.00 3.79%
SILVER FUTURE Mar26 SIH6 Precious Metals 26.0000 $8,060,910.00 3.78%
SOYBEAN FUTURE Mar26 S H6 Agricultural 147.0000 $7,987,612.50 3.74%
TOPIX INDX FUTR Mar26 TPH6 Financial - Equity Index 36.0000 $7,899,302.88 3.70%
FTSE/MIB IDX FUT Mar26 STH6 Financial - Equity Index 28.0000 $7,176,673.36 3.36%
MSCI EmgMkt Mar26 MESH6 Financial - Equity Index 96.0000 $6,641,280.00 3.11%
NIKKEI 225 (OSE) Mar26 NKH6 Financial - Equity Index 20.0000 $6,512,508.00 3.05%
Low Su Gasoil G Jan26 QSF6 Energy 101.0000 $6,355,425.00 2.98%
LME PRI ALUM FUTR Mar26 LAH26 Industrial Metals 88.0000 $6,316,464.00 2.96%
COFFEE 'C' FUTURE Mar26 KCH6 Agricultural 44.0000 $6,093,450.00 2.86%
EURO-BOBL FUTURE Mar26 OEH6 Financial - Interest Rates 43.0000 $5,856,432.73 2.75%
CAC40 10 EURO FUT Jan26 CFF6 Financial - Equity Index 55.0000 $5,218,434.60 2.45%
EURO STOXX 50 Mar26 VGH6 Financial - Equity Index 72.0000 $4,861,644.70 2.28%
GASOLINE RBOB FUT Feb26 XBG6 Energy 60.0000 $4,425,876.00 2.07%
CAN 10YR BOND FUT Mar26 CNH6 Financial - Interest Rates 48.0000 $4,191,783.36 1.97%
OMXS30 IND FUTURE Jan26 QCF6 Financial - Equity Index 138.0000 $4,206,355.71 1.97%
LONG GILT FUTURE Mar26 G H6 Financial - Interest Rates 30.0000 $3,648,904.35 1.71%
EURO-BUND FUTURE Mar26 RXH6 Financial - Interest Rates 24.0000 $3,590,167.97 1.68%
COPPER FUTURE Mar26 HGH6 Industrial Metals 25.0000 $3,349,375.00 1.57%
E-Mini Russ 2000 Mar26 RTYH6 Financial - Equity Index 22.0000 $2,831,400.00 1.33%
ECX EMISSION Dec26 MOZ26 Energy 24.0000 $2,424,060.67 1.14%
DJIA MINI e-CBOT Mar26 DMH6 Financial - Equity Index 9.0000 $2,198,700.00 1.03%
US LONG BOND(CBT) Mar26 USH6 Financial - Interest Rates 17.0000 $1,949,156.25 0.91%
MSCI EAFE Mar26 MFSH6 Financial - Equity Index 13.0000 $1,868,555.00 0.88%
NATURAL GAS FUTR Mar26 NGH26 Energy 37.0000 $1,257,630.00 0.59%
CATTLE FEEDER FUT Mar26 FCH6 Livestock 6.0000 $1,002,225.00 0.47%
SOYBEAN OIL FUTR Mar26 BOH6 Agricultural 31.0000 $941,346.00 0.44%
LIVE CATTLE FUTR Feb26 LCG6 Livestock 9.0000 $826,380.00 0.39%
S&P500 EMINI FUT Mar26 ESH6 Financial - Equity Index 2.0000 $689,050.00 0.32%
NASDAQ 100 E-MINI Mar26 NQH6 Financial - Equity Index -3.0000 ($1,528,170.00) -0.72%
DAX Mini Future Mar26 DFWH6 Financial - Equity Index -12.0000 ($1,717,606.45) -0.81%
US ULTRA BOND CBT Mar26 WNH6 Financial - Interest Rates -17.0000 ($1,996,437.50) -0.94%
SOYBEAN MEAL FUTR Mar26 SMH6 Agricultural -76.0000 ($2,322,560.00) -1.09%
COCOA FUTURE Mar26 CCH6 Agricultural -47.0000 ($2,951,130.00) -1.38%
BRENT CRUDE FUTR Mar26 COH6 Energy -54.0000 ($3,285,360.00) -1.54%
CANOLA FUTR (WCE) Mar26 RSH6 Agricultural -403.0000 ($3,624,437.30) -1.70%
CHF CURRENCY FUT Mar26 SFH6 Financial - Currency -25.0000 ($3,965,937.50) -1.86%
TTF NAT GAS F Feb26 TZTG6 Energy -230.0000 ($4,991,367.45) -2.11%
CBOE VIX FUTURE Jan26 UXF6 Financial - Equity Index -290.0000 ($5,379,732.00) -2.52%
WTI CRUDE FUTURE Feb26 CLG6 Energy -108.0000 ($6,181,920.00) -2.90%
LME LEAD FUTURE Mar26 LLH6 Industrial Metals -133.0000 ($6,544,664.00) -3.07%
EURO FX CURR FUT Mar26 ECH6 Financial - Currency -50.0000 ($7,371,250.00) -3.46%
SUGAR #11 (WORLD) Mar26 SBH6 Agricultural -448.0000 ($7,576,576.00) -3.55%
WHEAT FUTURE(CBT) Mar26 W H6 Agricultural -306.0000 ($8,097,525.00) -3.80%
NEW ZEALAND $ FUT Mar26 NVH6 Financial - Currency -193.0000 ($11,239,355.00) -5.27%
LME NICKEL FUTURE Mar26 LNH6 Industrial Metals -134.0000 ($11,734,798.08) -5.50%
KC HRW WHEAT FUT Mar26 KWH6 Agricultural -525.0000 ($13,597,500.00) -6.37%
COTTON NO.2 FUTR Mar26 CTH6 Agricultural -631.0000 ($20,138,365.00) -9.44%
C$ CURRENCY FUT Mar26 CDH6 Financial - Currency -285.0000 ($20,790,750.00) -9.75%
JPN YEN CURR FUT Mar26 JYH6 Financial - Currency -336.0000 ($27,167,700.00) -12.74%
JPN 10Y BOND(OSE) Mar26 JBH6 Financial - Interest Rates -36.0000 ($30,802,788.00) -14.44%
EURO-SCHATZ FUT Mar26 DUH6 Financial - Interest Rates -332.0000 ($41,588,671.22) -19.50%
Cash and Collateral
Security Name Identifier CUSIP Shares / Quantity Notional Value Weighting Descending sort
US Dollar $USD 114,871,454 $114,871,454.25 53.85%
U.S. Treasury Note, 0.75%, due 03/31/2026 91282CBT7 31,000,000 $30,742,108.52 14.41%
U.S. Treasury Bill, 0%, due 01/13/2026 912797SF5 20,000,000 $19,942,061.20 9.35%
U.S. Treasury Bill, 0%, due 02/03/2026 912797SJ7 20,000,000 $19,900,408.00 9.33%
U.S. Treasury Bill, 0%, due 02/12/2026 912797RT6 11,000,000 $10,935,921.37 5.13%
U.S. Treasury Bill, 0%, due 01/22/2026 912797PD3 8,000,000 $7,969,559.92 3.74%
U.S. Treasury Note, 0.875%, due 06/30/2026 91282CCJ8 7,000,000 $6,896,338.75 3.23%
Japanese Yen $JPY 509,285,326 $3,267,791.63 1.53%
Euro $EUR 98,162 $115,242.52 0.05%
Canadian Dollar $CAD -42,550 ($30,905.19) -0.01%
Pound Sterling $GBP -51,096 ($68,304.60) -0.03%
Swiss Franc $CHF -89,807 ($112,794.45) -0.05%
Swedish Krona $SEK -3,557,336 ($383,821.69) -0.18%
Australian Dollar $AUD -1,099,705 ($731,523.65) -0.34%
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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