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First Trust Managed Futures Strategy Fund (FMF)
Holdings of the Fund as of 11/25/2022

Futures **
Security Name Identifier Classification Shares /
Contracts
Notional Value Weighting*** Descending sort
CORN FUTURE Mar23 C H3 Agricultural 456.0000 $15,304,500.00 7.71%
DJIA MINI e-CBOT Dec22 DMZ2 Financial - Equity Index 67.0000 $11,509,260.00 5.80%
SOYBEAN OIL FUTR Jan23 BOF3 Agricultural 221.0000 $9,508,746.00 4.79%
SOYBEAN FUTURE Jan23 S F3 Agricultural 114.0000 $8,186,625.00 4.12%
MEXICAN PESO FUT Dec22 PEZ2 Financial - Currency 270.0000 $6,961,950.00 3.51%
NY Harb ULSD Fut Jan23 HOF3 Energy 44.0000 $5,855,018.40 2.95%
SUGAR #11 (WORLD) Mar23 SBH3 Agricultural 258.0000 $5,585,596.80 2.81%
SOYBEAN MEAL FUTR Jan23 SMF3 Agricultural 131.0000 $5,322,530.00 2.68%
BRENT CRUDE FUTR Feb23 COG3 Energy 61.0000 $5,106,310.00 2.57%
SOYBEAN OIL FUTR Mar23 BOH3 Agricultural 110.0000 $4,621,320.00 2.33%
NY Harb ULSD Fut Feb23 HOG3 Energy 35.0000 $4,565,673.00 2.30%
NIKKEI 225 (OSE) Dec22 NKZ2 Financial - Equity Index 17.0000 $3,463,257.51 1.74%
SOYBEAN MEAL FUTR Mar23 SMH3 Agricultural 81.0000 $3,274,020.00 1.65%
BRAZIL REAL FUT Jan23 BRF3 Financial - Currency 176.0000 $3,244,560.00 1.63%
FTSE/MIB IDX FUT Dec22 STZ2 Financial - Equity Index 25.0000 $3,216,762.20 1.62%
LME ZINC FUTURE Mar23 LXH3 Industrial Metals 43.0000 $3,142,493.75 1.58%
BRENT CRUDE FUTR Mar23 COH3 Energy 37.0000 $3,090,980.00 1.56%
GASOLINE RBOB FUT Jan23 XBF3 Energy 30.0000 $2,863,854.00 1.44%
KC HRW WHEAT FUT Mar23 KWH3 Agricultural 60.0000 $2,736,000.00 1.38%
LEAN HOGS FUTURE Feb23 LHG3 Livestock 73.0000 $2,584,200.00 1.30%
SPI 200 FUTURES Dec22 XPZ2 Financial - Equity Index 19.0000 $2,331,709.35 1.17%
Low Su Gasoil G Feb23 QSG3 Energy 19.0000 $1,706,675.00 0.86%
TOPIX INDX FUTR Dec22 TPZ2 Financial - Equity Index 11.0000 $1,597,840.20 0.81%
COTTON NO.2 FUTR Mar23 CTH3 Agricultural 31.0000 $1,242,790.00 0.63%
LEAN HOGS FUTURE Apr23 LHJ3 Livestock 32.0000 $1,203,520.00 0.61%
Low Su Gasoil G Jan23 QSF3 Energy 13.0000 $1,185,600.00 0.60%
TTF NAT GAS F Mar23 TZTH3 Energy 10.0000 $1,015,437.37 0.51%
FTSE 100 IDX FUT Dec22 Z Z2 Financial - Equity Index 10.0000 $907,012.50 0.46%
CAN 10YR BOND FUT Mar23 CNH3 Financial - Interest Rates 9.0000 $851,796.16 0.43%
PLATINUM FUTURE Jan23 PLF3 Precious Metals 17.0000 $839,630.00 0.42%
LEAN HOGS FUTURE Jun23 LHM3 Livestock 4.0000 $168,640.00 0.08%
LIVE CATTLE FUTR Feb23 LCG3 Livestock -22.0000 ($1,365,100.00) -0.69%
LONG GILT FUTURE Mar23 G H3 Financial - Interest Rates -12.0000 ($1,529,005.39) -0.77%
E-Mini Russ 2000 Dec22 RTYZ2 Financial - Equity Index -19.0000 ($1,776,690.00) -0.90%
SWISS MKT IX FUTR Dec22 SMZ2 Financial - Equity Index -17.0000 ($2,009,499.20) -1.01%
BP CURRENCY FUT Dec22 BPZ2 Financial - Currency -28.0000 ($2,117,850.00) -1.07%
S&P500 EMINI FUT Dec22 ESZ2 Financial - Equity Index -11.0000 ($2,217,875.00) -1.12%
COPPER FUTURE Mar23 HGH3 Industrial Metals -29.0000 ($2,632,112.50) -1.33%
AUDUSD Crncy Fut Dec22 ADZ2 Financial - Currency -46.0000 ($3,104,080.00) -1.56%
MSCI EAFE Dec22 MFSZ2 Financial - Equity Index -32.0000 ($3,147,520.00) -1.59%
NATURAL GAS FUTR Jan23 NGF23 Energy -43.0000 ($3,151,900.00) -1.59%
DAX Mini Future Dec22 DFWZ2 Financial - Equity Index -44.0000 ($3,331,075.86) -1.68%
COCOA FUTURE Mar23 CCH3 Agricultural -142.0000 ($3,527,280.00) -1.78%
OMXS30 IND FUTURE Dec22 QCZ2 Financial - Equity Index -179.0000 ($3,640,999.23) -1.83%
EURO FX CURR FUT Dec22 ECZ2 Financial - Currency -28.0000 ($3,647,700.00) -1.84%
WTI CRUDE FUTURE Jan23 CLF3 Energy -49.0000 ($3,737,720.00) -1.88%
IBEX 35 INDX FUTR Dec22 IBZ2 Financial - Equity Index -43.0000 ($3,764,901.81) -1.90%
NEW ZEALAND $ FUT Dec22 NVZ2 Financial - Currency -61.0000 ($3,804,875.00) -1.92%
EURO STOXX 50 Dec22 VGZ2 Financial - Equity Index -97.0000 ($3,997,201.56) -2.01%
AMSTERDAM IDX FUT Dec22 EOZ2 Financial - Equity Index -27.0000 ($4,064,936.67) -2.05%
US LONG BOND(CBT) Mar23 USH3 Financial - Interest Rates -34.0000 ($4,333,937.50) -2.18%
LME LEAD FUTURE Mar23 LLH3 Industrial Metals -87.0000 ($4,606,106.25) -2.32%
SILVER FUTURE Mar23 SIH3 Precious Metals -46.0000 ($4,970,070.00) -2.50%
WHEAT FUTURE(CBT) Mar23 W H3 Agricultural -126.0000 ($5,021,100.00) -2.53%
C$ CURRENCY FUT Dec22 CDZ2 Financial - Currency -69.0000 ($5,157,405.00) -2.60%
US ULTRA BOND CBT Mar23 WNH3 Financial - Interest Rates -39.0000 ($5,371,031.25) -2.71%
MSCI EmgMkt Dec22 MESZ2 Financial - Equity Index -120.0000 ($5,638,200.00) -2.84%
CAC40 10 EURO FUT Dec22 CFZ2 Financial - Equity Index -85.0000 ($5,934,520.52) -2.99%
EURO-BUND FUTURE Dec22 RXZ2 Financial - Interest Rates -41.0000 ($5,992,509.65) -3.02%
CHF CURRENCY FUT Dec22 SFZ2 Financial - Currency -49.0000 ($6,494,950.00) -3.27%
GOLD 100 OZ FUTR Feb23 GCG3 Precious Metals -43.0000 ($7,605,840.00) -3.83%
CATTLE FEEDER FUT Jan23 FCF3 Livestock -91.0000 ($8,112,650.00) -4.09%
COFFEE 'C' FUTURE Mar23 KCH3 Agricultural -132.0000 ($8,169,975.00) -4.12%
US 10YR NOTE (CBT)Mar23 TYH3 Financial - Interest Rates -76.0000 ($8,611,750.00) -4.34%
US 5YR NOTE (CBT) Mar23 FVH3 Financial - Interest Rates -84.0000 ($9,092,343.79) -4.58%
NASDAQ 100 E-MINI Dec22 NQZ2 Financial - Equity Index -39.0000 ($9,190,545.00) -4.63%
JPN YEN CURR FUT Dec22 JYZ2 Financial - Currency -106.0000 ($9,545,962.50) -4.81%
LME PRI ALUM FUTR Mar23 LAH23 Industrial Metals -191.0000 ($11,301,470.00) -5.69%
EURO-BOBL FUTURE Dec22 OEZ2 Financial - Interest Rates -120.0000 ($14,944,835.88) -7.53%
US 2YR NOTE (CBT) Mar23 TUH3 Financial - Interest Rates -122.0000 ($25,006,187.50) -12.60%
EURO-SCHATZ FUT Dec22 DUZ2 Financial - Interest Rates -265.0000 ($29,413,659.63) -14.82%
Cash and Collateral
Security Name Identifier CUSIP Shares / Quantity Market Value Weighting Descending sort
US Dollar $USD 72,719,947 $72,719,946.51 36.64%
U.S. Treasury Bill, 0%, due 11/29/2022 912796YS2 12,000,000 $11,998,847.88 6.05%
U.S. Treasury Bill, 0%, due 12/01/2022 912796P94 12,000,000 $11,996,522.52 6.04%
U.S. Treasury Bill, 0%, due 12/27/2022 912796ZA0 12,000,000 $11,961,599.16 6.03%
U.S. Treasury Bill, 0%, due 12/06/2022 912796YX1 10,000,000 $9,992,011.10 5.03%
U.S. Treasury Bill, 0%, due 12/08/2022 912796X61 10,000,000 $9,989,898.60 5.03%
U.S. Treasury Bill, 0%, due 12/13/2022 912796YY9 10,000,000 $9,984,708.30 5.03%
U.S. Treasury Bill, 0%, due 12/15/2022 912796X79 10,000,000 $9,984,933.70 5.03%
U.S. Treasury Bill, 0%, due 12/20/2022 912796YZ6 10,000,000 $9,977,003.90 5.03%
U.S. Treasury Bill, 0%, due 12/22/2022 912796X87 10,000,000 $9,975,650.00 5.03%
U.S. Treasury Bill, 0%, due 01/03/2023 912796ZH5 10,000,000 $9,960,700.00 5.02%
U.S. Treasury Bill, 0%, due 01/05/2023 912796X95 10,000,000 $9,959,857.20 5.02%
U.S. Treasury Bill, 0%, due 12/29/2022 912796R27 10,000,000 $9,966,438.20 5.02%
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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