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First Trust Managed Futures Strategy Fund (FMF)
Holdings of the Fund as of 7/10/2020

Futures **
Security Name Identifier Classification Shares /
Contracts
Notional Value Weighting*** Descending sort
US 5YR NOTE (CBT) Sep20 FVU0 Financial - Interest Rates 40.0000 $5,027,812.52 16.23%
US 2YR NOTE (CBT) Sep20 TUU0 Financial - Interest Rates 13.0000 $2,870,562.50 9.27%
NASDAQ 100 E-MINI Sep20 NQU0 Financial - Equity Index 8.0000 $1,733,960.00 5.60%
US 10YR NOTE (CBT)Sep20 TYU0 Financial - Interest Rates 12.0000 $1,670,625.00 5.39%
AUDUSD Crncy Fut Sep20 ADU0 Financial - Currency 23.0000 $1,598,270.00 5.16%
COPPER FUTURE Sep20 HGU0 Metals 17.0000 $1,231,437.50 3.97%
US LONG BOND(CBT) Sep20 USU0 Financial - Interest Rates 6.0000 $1,078,875.00 3.48%
GOLD 100 OZ FUTR Aug20 GCQ0 Metals 5.0000 $900,950.00 2.91%
US ULTRA BOND CBT Sep20 WNU0 Financial - Interest Rates 4.0000 $886,625.00 2.86%
GASOLINE RBOB FUT Oct20 XBV0 Energy 17.0000 $835,451.40 2.70%
NEW ZEALAND $ FUT Sep20 NVU0 Financial - Currency 12.0000 $788,760.00 2.55%
GOLD 100 OZ FUTR Dec20 GCZ0 Metals 4.0000 $732,520.00 2.36%
S&P MID 400 EMINI Sep20 FAU0 Financial - Equity Index 4.0000 $707,600.00 2.28%
SOYBEAN FUTURE Nov20 S X0 Agricultural 13.0000 $578,987.50 1.87%
SILVER FUTURE Sep20 SIU0 Metals 6.0000 $571,590.00 1.84%
S&P/TSX 60 IX FUT Sep20 PTU0 Financial - Equity Index 4.0000 $553,787.32 1.79%
DJIA MINI e-CBOT Sep20 DMU0 Financial - Equity Index 4.0000 $519,540.00 1.68%
MEXICAN PESO FUT Sep20 PEU0 Financial - Currency 22.0000 $485,650.00 1.57%
S&P500 EMINI FUT Sep20 ESU0 Financial - Equity Index 3.0000 $476,775.00 1.54%
BRENT CRUDE FUTR Oct20 COV0 Energy 8.0000 $347,680.00 1.12%
Low Su Gasoil G Oct20 QSV0 Energy 9.0000 $338,850.00 1.09%
WTI CRUDE FUTURE Dec20 CLZ0 Energy 8.0000 $330,000.00 1.07%
WTI CRUDE FUTURE Oct20 CLV0 Energy 8.0000 $327,520.00 1.06%
COTTON NO.2 FUTR Dec20 CTZ0 Agricultural 10.0000 $321,550.00 1.04%
SPI 200 FUTURES Sep20 XPU0 Financial - Equity Index 3.0000 $306,154.29 0.99%
CAC40 10 EURO FUT Jul20 CFN0 Financial - Equity Index 5.0000 $280,441.18 0.91%
NY Harb ULSD Fut Oct20 HOV0 Energy 5.0000 $265,713.00 0.86%
LIVE CATTLE FUTR Aug20 LCQ0 Agricultural 6.0000 $240,000.00 0.77%
NIKKEI 225 (OSE) Sep20 NKU0 Financial - Equity Index 1.0000 $208,454.13 0.67%
CHF CURRENCY FUT Sep20 SFU0 Financial - Currency 1.0000 $133,012.50 0.43%
E-Mini Russ 2000 Sep20 RTYU0 Financial - Equity Index 1.0000 $70,980.00 0.23%
ICE ECX EMISSION Dec20 MOZ20 Energy 2.0000 $65,579.40 0.21%
DAX Mini Future Sep20 DFWU0 Financial - Equity Index -3.0000 ($213,856.17) -0.69%
BP CURRENCY FUT Sep20 BPU0 Financial - Currency -3.0000 ($236,868.75) -0.76%
PLATINUM FUTURE Oct20 PLV0 Metals -6.0000 ($253,770.00) -0.82%
EURO STOXX 50 Sep20 VGU0 Financial - Equity Index -7.0000 ($259,820.51) -0.84%
NATURAL GAS FUTR Nov20 NGX20 Energy -11.0000 ($259,050.00) -0.84%
NATURAL GAS FUTR Dec20 NGZ20 Energy -11.0000 ($301,510.00) -0.97%
KC HRW WHEAT FUT Sep20 KWU0 Agricultural -14.0000 ($316,400.00) -1.02%
WHEAT FUTURE(CBT) Sep20 W U0 Agricultural -12.0000 ($320,400.00) -1.03%
LME LEAD FUTURE Sep20 LLU0 Metals -7.0000 ($324,318.75) -1.05%
CATTLE FEEDER FUT Sep20 FCU0 Agricultural -5.0000 ($343,312.50) -1.11%
FTSE 100 IDX FUT Sep20 Z U0 Financial - Equity Index -5.0000 ($382,667.49) -1.24%
EURO FX CURR FUT Sep20 ECU0 Financial - Currency -3.0000 ($424,331.25) -1.37%
SOYBEAN MEAL FUTR Dec20 SMZ0 Agricultural -15.0000 ($450,150.00) -1.45%
LEAN HOGS FUTURE Aug20 LHQ0 Agricultural -24.0000 ($478,800.00) -1.55%
LME ZINC FUTURE Sep20 LXU0 Metals -9.0000 ($492,918.75) -1.59%
COFFEE 'C' FUTURE Sep20 KCU0 Agricultural -16.0000 ($584,400.00) -1.89%
CORN FUTURE Dec20 C Z0 Agricultural -34.0000 ($586,075.00) -1.89%
C$ CURRENCY FUT Sep20 CDU0 Financial - Currency -8.0000 ($588,800.00) -1.90%
LME PRI ALUM FUTR Sep20 LAU20 Metals -15.0000 ($629,625.00) -2.03%
BRAZIL REAL FUT Aug20 BRQ0 Financial - Currency -59.0000 ($1,107,725.00) -3.58%
Cash and Collateral
Security Name Identifier Shares / Quantity Market Value Weighting Descending sort
US Dollar $USD 30,981,835 $30,981,834.96 100.00%
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 SAI 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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