Marilyn Monroe had sex with John F. Kennedy AND Robert F. Kennedy … and their sexual romps were captured on film … at least according to the guy who owns the film, but is about to lose it in a public auction.

William Castleberry — a former Hollywood bodyguard — tells TMZ the film was seized from his home, along with other property … and is going to auction Tuesday to cover a $200k court judgment against him.

Castleberry won’t say where or how he got the film … but says he always kept it secret out of respect for Marilyn Monroe’s ex-husband Joe DiMaggio — who Castleberry says was a good friend of his.

Castleberry says he knows people think he’s a fraud, but insists it’s definitely MM on that film.

He says he’s trying to raise the $200k to pay off his debt before the film is sold.

Just a hunch, but most of the world is hoping Castleberry fails.