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First Trust Managed Futures Strategy Fund (FMF)
Holdings of the Fund as of 6/2/2023

Futures **
Security Name Identifier Classification Shares /
Contracts
Notional Value Weighting*** Descending sort
MEXICAN PESO FUT Jun23 PEM3 Financial - Currency 477.0000 $13,553,955.00 7.76%
BRAZIL REAL FUT Jul23 BRN3 Financial - Currency 537.0000 $10,764,165.00 6.17%
COCOA FUTURE Jul23 CCN3 Agricultural 314.0000 $9,501,640.00 5.44%
CATTLE FEEDER FUT Aug23 FCQ3 Livestock 76.0000 $9,192,200.00 5.26%
SUGAR #11 (WORLD) Jul23 SBN3 Agricultural 323.0000 $8,946,324.80 5.12%
TOPIX INDX FUTR Jun23 TPM3 Financial - Equity Index 47.0000 $7,342,783.21 4.21%
EURO STOXX 50 Jun23 VGM3 Financial - Equity Index 158.0000 $7,330,846.71 4.20%
BP CURRENCY FUT Jun23 BPM3 Financial - Currency 83.0000 $6,461,550.00 3.70%
NIKKEI 225 (OSE) Jun23 NKM3 Financial - Equity Index 27.0000 $6,094,986.75 3.49%
IBEX 35 INDX FUTR Jun23 IBM3 Financial - Equity Index 54.0000 $5,390,567.82 3.09%
EURO FX CURR FUT Jun23 ECM3 Financial - Currency 37.0000 $4,958,231.25 2.84%
FTSE/MIB IDX FUT Jun23 STM3 Financial - Equity Index 33.0000 $4,789,142.29 2.74%
GOLD 100 OZ FUTR Aug23 GCQ3 Precious Metals 24.0000 $4,727,040.00 2.71%
KC HRW WHEAT FUT Jul23 KWN3 Agricultural 101.0000 $4,101,862.50 2.35%
OMXS30 IND FUTURE Jun23 QCM3 Financial - Equity Index 183.0000 $3,896,184.48 2.23%
GASOLINE RBOB FUT Jul23 XBN3 Energy 36.0000 $3,781,058.40 2.17%
SOYBEAN FUTURE Jul23 S N3 Agricultural 56.0000 $3,787,000.00 2.17%
CAC40 10 EURO FUT Jun23 CFM3 Financial - Equity Index 46.0000 $3,581,708.21 2.05%
FTSE 100 IDX FUT Jun23 Z M3 Financial - Equity Index 34.0000 $3,225,463.88 1.85%
CORN FUTURE Jul23 C N3 Agricultural 99.0000 $3,014,550.00 1.73%
BRENT CRUDE FUTR Sep23 COU3 Energy 39.0000 $2,962,830.00 1.70%
GASOLINE RBOB FUT Aug23 XBQ3 Energy 29.0000 $2,969,727.60 1.70%
DAX Mini Future Jun23 DFWM3 Financial - Equity Index 33.0000 $2,842,106.65 1.63%
SPI 200 FUTURES Jun23 XPM3 Financial - Equity Index 18.0000 $2,127,035.39 1.22%
ECX EMISSION Dec23 MOZ23 Energy 25.0000 $2,114,562.30 1.21%
SOYBEAN MEAL FUTR Jul23 SMN3 Agricultural 50.0000 $1,989,000.00 1.14%
MSCI EAFE Jun23 MFSM3 Financial - Equity Index 18.0000 $1,901,160.00 1.09%
LIVE CATTLE FUTR Aug23 LCQ3 Livestock 27.0000 $1,867,320.00 1.07%
CHF CURRENCY FUT Jun23 SFM3 Financial - Currency 10.0000 $1,377,687.50 0.79%
KC HRW WHEAT FUT Sep23 KWU3 Agricultural 32.0000 $1,291,600.00 0.74%
SOYBEAN MEAL FUTR Dec23 SMZ3 Agricultural 31.0000 $1,139,870.00 0.65%
S&P/TSX 60 IX FUT Jun23 PTM3 Financial - Equity Index 6.0000 $1,077,920.47 0.62%
COFFEE 'C' FUTURE Sep23 KCU3 Agricultural 13.0000 $866,287.50 0.50%
SUGAR #11 (WORLD) Oct23 SBV3 Agricultural 29.0000 $796,084.80 0.46%
SILVER FUTURE Jul23 SIN3 Precious Metals 5.0000 $593,675.00 0.34%
CORN FUTURE Dec23 C Z3 Agricultural 18.0000 $487,125.00 0.28%
MSCI EmgMkt Jun23 MESM3 Financial - Equity Index -10.0000 ($495,250.00) -0.28%
DJIA MINI e-CBOT Jun23 DMM3 Financial - Equity Index -4.0000 ($676,340.00) -0.39%
S&P500 EMINI FUT Jun23 ESM3 Financial - Equity Index -8.0000 ($1,715,200.00) -0.98%
NASDAQ 100 E-MINI Jun23 NQM3 Financial - Equity Index -6.0000 ($1,749,030.00) -1.00%
US 10YR NOTE (CBT)Sep23 TYU3 Financial - Interest Rates -16.0000 ($1,821,500.00) -1.04%
Low Su Gasoil G Jul23 QSN3 Energy -27.0000 ($1,856,250.00) -1.06%
LME NICKEL FUTURE Sep23 LNU3 Industrial Metals -15.0000 ($1,912,590.00) -1.10%
JPN 10Y BOND(OSE) Jun23 JBM3 Financial - Interest Rates -2.0000 ($2,129,614.00) -1.22%
COPPER FUTURE Sep23 HGU3 Industrial Metals -24.0000 ($2,245,800.00) -1.29%
S&P MID 400 EMINI Jun23 FAM3 Financial - Equity Index -9.0000 ($2,257,920.00) -1.29%
US 5YR NOTE (CBT) Sep23 FVU3 Financial - Interest Rates -23.0000 ($2,498,375.00) -1.43%
CANOLA FUTR (WCE) Jul23 RSN3 Agricultural -270.0000 ($2,652,474.46) -1.52%
CANOLA FUTR (WCE) Nov23 RSX3 Agricultural -302.0000 ($2,874,860.69) -1.65%
TTF NAT GAS F Jul23 TZTN3 Energy -160.0000 ($3,019,590.19) -1.73%
SOYBEAN OIL FUTR Jul23 BON3 Agricultural -125.0000 ($3,712,500.00) -2.13%
AUDUSD Crncy Fut Jun23 ADM3 Financial - Currency -59.0000 ($3,903,145.00) -2.24%
E-Mini Russ 2000 Jun23 RTYM3 Financial - Equity Index -45.0000 ($4,127,850.00) -2.36%
LEAN HOGS FUTURE Jul23 LHN3 Livestock -126.0000 ($4,266,360.00) -2.44%
LME ZINC FUTURE Sep23 LXU3 Industrial Metals -75.0000 ($4,324,687.50) -2.48%
NATURAL GAS FUTR Aug23 NGQ23 Energy -197.0000 ($4,529,030.00) -2.59%
WHEAT FUTURE(CBT) Sep23 W U3 Agricultural -147.0000 ($4,647,037.50) -2.66%
LONG GILT FUTURE Sep23 G U3 Financial - Interest Rates -39.0000 ($4,713,423.16) -2.70%
NY Harb ULSD Fut Aug23 HOQ3 Energy -49.0000 ($4,844,943.60) -2.78%
EURO-BOBL FUTURE Sep23 OEU3 Financial - Interest Rates -40.0000 ($5,016,055.52) -2.87%
EURO-BUND FUTURE Sep23 RXU3 Financial - Interest Rates -36.0000 ($5,201,004.10) -2.98%
C$ CURRENCY FUT Jun23 CDM3 Financial - Currency -71.0000 ($5,287,725.00) -3.03%
US 2YR NOTE (CBT) Sep23 TUU3 Financial - Interest Rates -39.0000 ($8,009,015.66) -4.59%
LME PRI ALUM FUTR Sep23 LAU23 Industrial Metals -151.0000 ($8,569,250.00) -4.91%
EURO-SCHATZ FUT Sep23 DUU3 Financial - Interest Rates -99.0000 ($11,195,631.61) -6.41%
JPN YEN CURR FUT Jun23 JYM3 Financial - Currency -127.0000 ($11,369,675.00) -6.51%
Cash and Collateral
Security Name Identifier CUSIP Shares / Quantity Market Value Weighting Descending sort
US Dollar $USD 152,949,066 $152,949,066.15 87.60%
U.S. Treasury Bill, 0%, due 08/10/2023 912796XY0 11,000,000 $10,896,232.38 6.24%
U.S. Treasury Bill, 0%, due 11/09/2023 912797FJ1 11,000,000 $10,746,946.54 6.16%
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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