First Trust Managed Futures Strategy Fund (FMF)

	Printer Friendly Page
	Fact Sheet
	Summary Prospectus
	Monthly Performance Report
	Investor Guide
	Fund Commentary

Holdings

Holdings of the Fund as of 11/20/2024

Export to Excel

Futures **

Security Name	Identifier	Classification	Shares / Contracts	Notional Value	Weighting^***
S&P/TSX 60 IX FUT Dec24	PTZ4	Financial - Equity Index	130.0000	$27,905,166.61	11.48%
SPI 200 FUTURES Dec24	XPZ4	Financial - Equity Index	167.0000	$22,691,181.12	9.33%
3 MONTH SOFR FUT Dec25	SFRZ5	Financial - Interest Rates	83.0000	$19,941,787.50	8.20%
GOLD 100 OZ FUTR Feb25	GCG5	Precious Metals	74.0000	$19,799,440.00	8.14%
EURO-SCHATZ FUT Dec24	DUZ4	Financial - Interest Rates	132.0000	$14,851,144.04	6.11%
BP CURRENCY FUT Dec24	BPZ4	Financial - Currency	181.0000	$14,305,787.50	5.88%
IBEX 35 INDX FUTR Dec24	IBZ4	Financial - Equity Index	95.0000	$11,607,025.63	4.77%
DJIA MINI e-CBOT Dec24	DMZ4	Financial - Equity Index	48.0000	$10,443,840.00	4.30%
COCOA FUTURE Mar25	CCH5	Agricultural	119.0000	$10,105,480.00	4.16%
LEAN HOGS FUTURE Feb25	LHG5	Livestock	299.0000	$10,103,210.00	4.16%
COFFEE 'C' FUTURE Mar25	KCH5	Agricultural	92.0000	$10,091,250.00	4.15%
TOPIX INDX FUTR Dec24	TPZ4	Financial - Equity Index	58.0000	$10,091,756.40	4.15%
US 2YR NOTE (CBT) Dec24	TUZ4	Financial - Interest Rates	48.0000	$9,852,000.00	4.05%
S&P MID 400 EMINI Dec24	FAZ4	Financial - Equity Index	27.0000	$8,760,960.00	3.60%
LME ZINC FUTURE Dec24	LXZ4	Industrial Metals	117.0000	$8,728,843.50	3.59%
EURO-BOBL FUTURE Dec24	OEZ4	Financial - Interest Rates	62.0000	$7,744,934.17	3.19%
S&P500 EMINI FUT Dec24	ESZ4	Financial - Equity Index	26.0000	$7,719,075.00	3.17%
TTF NAT GAS F Jan25	TZTF5	Energy	200.0000	$7,390,756.87	3.04%
OMXS30 IND FUTURE Dec24	QCZ4	Financial - Equity Index	321.0000	$7,257,523.54	2.98%
SOYBEAN OIL FUTR Jan25	BOF5	Agricultural	275.0000	$7,154,400.00	2.94%
LME PRI ALUM FUTR Mar25	LAH25	Industrial Metals	99.0000	$6,558,997.50	2.70%
NIKKEI 225 (OSE) Dec24	NKZ4	Financial - Equity Index	26.0000	$6,426,399.20	2.64%
FTSE/MIB IDX FUT Dec24	STZ4	Financial - Equity Index	35.0000	$6,146,558.60	2.53%
SUGAR #11 (WORLD) Mar25	SBH5	Agricultural	244.0000	$5,916,512.00	2.43%
LIVE CATTLE FUTR Feb25	LCG5	Livestock	75.0000	$5,637,750.00	2.32%
E-Mini Russ 2000 Dec24	RTYZ4	Financial - Equity Index	48.0000	$5,604,480.00	2.30%
EURO FX CURR FUT Dec24	ECZ4	Financial - Currency	40.0000	$5,275,250.00	2.17%
CAN 10YR BOND FUT Dec24	CNZ4	Financial - Interest Rates	48.0000	$4,141,702.46	1.70%
CBOE VIX FUTURE Dec24	UXZ4	Financial - Equity Index	225.0000	$3,814,245.00	1.57%
NEW ZEALAND $ FUT Dec24	NVZ4	Financial - Currency	61.0000	$3,582,225.00	1.47%
EURO-BUND FUTURE Dec24	RXZ4	Financial - Interest Rates	23.0000	$3,201,567.43	1.32%
DAX Mini Future Dec24	DFWZ4	Financial - Equity Index	31.0000	$3,113,198.25	1.28%
US 5YR NOTE (CBT) Dec24	FVZ4	Financial - Interest Rates	29.0000	$3,093,484.38	1.27%
WTI CRUDE FUTURE Jan25	CLF5	Energy	43.0000	$2,956,250.00	1.22%
GASOLINE RBOB FUT Jan25	XBF5	Energy	30.0000	$2,508,912.00	1.03%
NASDAQ 100 E-MINI Dec24	NQZ4	Financial - Equity Index	5.0000	$2,074,900.00	0.85%
SILVER FUTURE Mar25	SIH5	Precious Metals	13.0000	$2,043,210.00	0.84%
CHF CURRENCY FUT Dec24	SFZ4	Financial - Currency	14.0000	$1,984,237.50	0.82%
US LONG BOND(CBT) Dec24	USZ4	Financial - Interest Rates	17.0000	$1,981,562.50	0.81%
CORN FUTURE Mar25	C H5	Agricultural	69.0000	$1,518,000.00	0.62%
CATTLE FEEDER FUT Jan25	FCF5	Livestock	11.0000	$1,387,787.50	0.57%
MSCI EmgMkt Dec24	MESZ4	Financial - Equity Index	25.0000	$1,369,000.00	0.56%
SOYBEAN FUTURE Jan25	S F5	Agricultural	24.0000	$1,188,600.00	0.49%
COCOA FUTURE May25	CCK5	Agricultural	10.0000	$806,900.00	0.33%
EURO STOXX 50 Dec24	VGZ4	Financial - Equity Index	-21.0000	($1,049,490.71)	-0.43%
US 10YR NOTE (CBT)Dec24	TYZ4	Financial - Interest Rates	-14.0000	($1,535,625.00)	-0.63%
COPPER FUTURE Mar25	HGH5	Industrial Metals	-16.0000	($1,676,000.00)	-0.69%
AUDUSD Crncy Fut Dec24	ADZ4	Financial - Currency	-36.0000	($2,339,280.00)	-0.96%
CANOLA FUTR (WCE) Jan25	RSF5	Agricultural	-331.0000	($2,921,863.11)	-1.20%
LME NICKEL FUTURE Mar25	LNH5	Industrial Metals	-37.0000	($3,547,435.68)	-1.46%
US ULTRA BOND CBT Dec24	WNZ4	Financial - Interest Rates	-35.0000	($4,298,437.50)	-1.77%
FTSE 100 IDX FUT Dec24	Z Z4	Financial - Equity Index	-49.0000	($5,021,580.61)	-2.07%
SOYBEAN MEAL FUTR Jan25	SMF5	Agricultural	-177.0000	($5,156,010.00)	-2.12%
Low Su Gasoil G Jan25	QSF5	Energy	-79.0000	($5,344,350.00)	-2.20%
CBOE VIX FUTURE Jan25	UXF5	Financial - Equity Index	-319.0000	($5,553,471.00)	-2.28%
KC HRW WHEAT FUT Mar25	KWH5	Agricultural	-237.0000	($6,787,087.50)	-2.79%
LME LEAD FUTURE Dec24	LLZ4	Industrial Metals	-154.0000	($7,721,406.00)	-3.18%
ECX EMISSION Dec24	MOZ24	Energy	-112.0000	($8,071,325.70)	-3.32%
CAC40 10 EURO FUT Dec24	CFZ4	Financial - Equity Index	-114.0000	($8,664,194.94)	-3.56%
NATURAL GAS FUTR Jan25	NGF25	Energy	-265.0000	($8,994,100.00)	-3.70%
LME NICKEL FUTURE Dec24	LNZ4	Industrial Metals	-100.0000	($9,443,622.00)	-3.88%
WHEAT FUTURE(CBT) Mar25	W H5	Agricultural	-408.0000	($11,673,900.00)	-4.80%
COTTON NO.2 FUTR Mar25	CTH5	Agricultural	-364.0000	($12,790,960.00)	-5.26%
MEXICAN PESO FUT Dec24	PEZ4	Financial - Currency	-562.0000	($13,766,190.00)	-5.66%
NY Harb ULSD Fut Jan25	HOF5	Energy	-148.0000	($13,902,084.00)	-5.72%
C$ CURRENCY FUT Dec24	CDZ4	Financial - Currency	-201.0000	($14,386,575.00)	-5.92%
JPN YEN CURR FUT Dec24	JYZ4	Financial - Currency	-207.0000	($16,707,487.50)	-6.87%
LONG GILT FUTURE Dec24	G Z4	Financial - Interest Rates	-152.0000	($18,005,941.28)	-7.41%
BRAZIL REAL FUT Dec24	BRZ4	Financial - Currency	-1,230.0000	($21,180,600.00)	-8.71%

Cash and Collateral

Security Name	Identifier	CUSIP	Shares / Quantity	Market Value	Weighting
US Dollar	$USD		102,203,479	$102,203,478.52	42.03%
U.S. Treasury Note, 0.75%, due 03/31/2026		91282CBT7	31,000,000	$29,529,921.72	12.14%
U.S. Treasury Bill, 0%, due 11/29/2024		912797HP5	25,000,000	$24,974,955.50	10.27%
U.S. Treasury Bill, 0%, due 01/16/2025		912797LY1	25,000,000	$24,829,414.00	10.21%
U.S. Treasury Note, 0.375%, due 11/30/2025		91282CAZ4	21,000,000	$20,157,588.78	8.29%
U.S. Treasury Note, 0.25%, due 09/30/2025		91282CAM3	12,000,000	$11,581,720.68	4.76%
U.S. Treasury Note, 1%, due 12/15/2024		91282CDN8	11,000,000	$10,974,203.68	4.51%
U.S. Treasury Note, 0.50%, due 03/31/2025		912828ZF0	11,000,000	$10,848,271.83	4.46%
U.S. Treasury Note, 0.25%, due 06/30/2025		912828ZW3	11,000,000	$10,727,701.27	4.41%
Japanese Yen	$JPY		179,161,742	$1,152,610.28	0.47%
Swedish Krona	$SEK		-1,002,499	($90,906.54)	-0.04%
Swiss Franc	$CHF		-88,723	($100,353.91)	-0.04%
Australian Dollar	$AUD		-586,116	($381,327.25)	-0.16%
Pound Sterling	$GBP		-337,422	($426,939.69)	-0.18%
Canadian Dollar	$CAD		-1,226,040	($877,246.41)	-0.36%
Euro	$EUR		-1,853,597	($1,954,433.06)	-0.80%

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.