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First Trust Managed Futures Strategy Fund (FMF)
Holdings of the Fund as of 5/13/2022

Futures **
Security Name Identifier Classification Shares /
Contracts
Notional Value Weighting*** Descending sort
BRAZIL REAL FUT Jun22 BRM2 Financial - Currency 265.0000 $5,221,825.00 4.92%
FTSE 100 IDX FUT Jun22 Z M2 Financial - Equity Index 50.0000 $4,530,546.75 4.27%
GOLD 100 OZ FUTR Jun22 GCM2 Precious Metals 24.0000 $4,339,680.00 4.09%
MEXICAN PESO FUT Jun22 PEM2 Financial - Currency 173.0000 $4,281,750.00 4.03%
CORN FUTURE Jul22 C N2 Agricultural 101.0000 $3,945,312.50 3.72%
NY Harb ULSD Fut Sep22 HOU2 Energy 26.0000 $3,921,808.80 3.69%
SPI 200 FUTURES Jun22 XPM2 Financial - Equity Index 29.0000 $3,549,203.28 3.34%
LME ZINC FUTURE Sep22 LXU2 Industrial Metals 36.0000 $3,135,150.00 2.95%
COTTON NO.2 FUTR Jul22 CTN2 Agricultural 39.0000 $2,831,400.00 2.67%
SOYBEAN FUTURE Jul22 S N2 Agricultural 32.0000 $2,634,400.00 2.48%
GASOLINE RBOB FUT Jun22 XBM2 Energy 11.0000 $1,828,503.60 1.72%
SOYBEAN OIL FUTR Jul22 BON2 Agricultural 36.0000 $1,809,864.00 1.70%
KC HRW WHEAT FUT Jul22 KWN2 Agricultural 28.0000 $1,794,800.00 1.69%
GASOLINE RBOB FUT Sep22 XBU2 Energy 12.0000 $1,734,868.80 1.63%
GASOLINE RBOB FUT Aug22 XBQ2 Energy 11.0000 $1,665,741.00 1.57%
SWISS MKT IX FUTR Jun22 SMM2 Financial - Equity Index 14.0000 $1,624,111.78 1.53%
S&P/TSX 60 IX FUT Jun22 PTM2 Financial - Equity Index 7.0000 $1,320,396.62 1.24%
TOPIX INDX FUTR Jun22 TPM2 Financial - Equity Index 8.0000 $1,152,316.88 1.09%
SOYBEAN FUTURE Nov22 S X2 Agricultural 15.0000 $1,123,687.50 1.06%
NATURAL GAS FUTR Jul22 NGN22 Energy 14.0000 $1,087,100.00 1.02%
SOYBEAN OIL FUTR Dec22 BOZ2 Agricultural 23.0000 $1,046,178.00 0.99%
NIKKEI 225 (OSE) Jun22 NKM2 Financial - Equity Index 5.0000 $1,020,731.80 0.96%
NY Harb ULSD Fut Jun22 HOM2 Energy 6.0000 $988,142.40 0.93%
SOYBEAN MEAL FUTR Jul22 SMN2 Agricultural 23.0000 $941,390.00 0.89%
SOYBEAN MEAL FUTR Dec22 SMZ2 Agricultural 20.0000 $794,000.00 0.75%
Low Su Gasoil G Jul22 QSN2 Energy 6.0000 $644,700.00 0.61%
WTI CRUDE FUTURE Sep22 CLU2 Energy 5.0000 $519,300.00 0.49%
BRENT CRUDE FUTR Dec22 COZ2 Energy 5.0000 $511,200.00 0.48%
Low Su Gasoil G Dec22 QSZ2 Energy 5.0000 $477,375.00 0.45%
BRENT CRUDE FUTR Jul22 CON2 Energy 4.0000 $446,200.00 0.42%
WTI CRUDE FUTURE Dec22 CLZ2 Energy 4.0000 $391,400.00 0.37%
LME ZINC FUTURE Jun22 LXM2 Industrial Metals 4.0000 $349,600.00 0.33%
CATTLE FEEDER FUT Aug22 FCQ2 Livestock 4.0000 $336,050.00 0.32%
BRENT CRUDE FUTR Aug22 COQ2 Energy 3.0000 $329,250.00 0.31%
WTI CRUDE FUTURE Aug22 CLQ2 Energy 3.0000 $318,810.00 0.30%
Low Su Gasoil G Jun22 QSM2 Energy 1.0000 $110,700.00 0.10%
PALLADIUM FUTURE Jun22 PAM2 Precious Metals -1.0000 ($191,770.00) -0.18%
COFFEE 'C' FUTURE Jul22 KCN2 Agricultural -3.0000 ($240,637.50) -0.23%
CANOLA FUTR (WCE) Nov22 RSX2 Agricultural -17.0000 ($289,615.00) -0.27%
S&P500 EMINI FUT Jun22 ESM2 Financial - Equity Index -3.0000 ($602,962.50) -0.57%
SUGAR #11 (WORLD) Jul22 SBN2 Agricultural -36.0000 ($772,934.40) -0.73%
COCOA FUTURE Jul22 CCN2 Agricultural -33.0000 ($814,770.00) -0.77%
SILVER FUTURE Jul22 SIN2 Precious Metals -8.0000 ($840,040.00) -0.79%
COPPER FUTURE Jul22 HGN2 Industrial Metals -9.0000 ($939,375.00) -0.88%
S&P MID 400 EMINI Jun22 FAM2 Financial - Equity Index -4.0000 ($970,840.00) -0.91%
PLATINUM FUTURE Jul22 PLN2 Precious Metals -24.0000 ($1,116,840.00) -1.05%
OMXS30 IND FUTURE May22 QCK2 Financial - Equity Index -62.0000 ($1,237,690.59) -1.17%
EURO STOXX 50 Jun22 VGM2 Financial - Equity Index -33.0000 ($1,264,169.51) -1.19%
DJIA MINI e-CBOT Jun22 DMM2 Financial - Equity Index -8.0000 ($1,284,800.00) -1.21%
C$ CURRENCY FUT Jun22 CDM2 Financial - Currency -17.0000 ($1,314,440.00) -1.24%
FTSE/MIB IDX FUT Jun22 STM2 Financial - Equity Index -11.0000 ($1,356,724.17) -1.28%
LME PRI ALUM FUTR Sep22 LAU22 Industrial Metals -20.0000 ($1,396,750.00) -1.32%
CAC40 10 EURO FUT May22 CFK2 Financial - Equity Index -25.0000 ($1,650,940.46) -1.55%
AUDUSD Crncy Fut Jun22 ADM2 Financial - Currency -25.0000 ($1,731,250.00) -1.63%
AMSTERDAM IDX FUT May22 EOK2 Financial - Equity Index -13.0000 ($1,871,182.76) -1.76%
BP CURRENCY FUT Jun22 BPM2 Financial - Currency -26.0000 ($1,989,325.00) -1.87%
NASDAQ 100 E-MINI Jun22 NQM2 Financial - Equity Index -10.0000 ($2,476,550.00) -2.33%
US LONG BOND(CBT) Jun22 USM2 Financial - Interest Rates -20.0000 ($2,781,875.00) -2.62%
DAX Mini Future Jun22 DFWM2 Financial - Equity Index -41.0000 ($2,989,795.81) -2.82%
E-Mini Russ 2000 Jun22 RTYM2 Financial - Equity Index -35.0000 ($3,131,625.00) -2.95%
CHF CURRENCY FUT Jun22 SFM2 Financial - Currency -26.0000 ($3,244,800.00) -3.06%
LIVE CATTLE FUTR Jun22 LCM2 Livestock -63.0000 ($3,328,290.00) -3.13%
US 10YR NOTE (CBT)Jun22 TYM2 Financial - Interest Rates -28.0000 ($3,336,812.50) -3.14%
US ULTRA BOND CBT Jun22 WNM2 Financial - Interest Rates -23.0000 ($3,572,187.50) -3.36%
MSCI EAFE Jun22 MFSM2 Financial - Equity Index -39.0000 ($3,797,430.00) -3.58%
CAN 10YR BOND FUT Jun22 CNM2 Financial - Interest Rates -55.0000 ($5,341,931.98) -5.03%
EURO FX CURR FUT Jun22 ECM2 Financial - Currency -41.0000 ($5,338,712.50) -5.03%
US 5YR NOTE (CBT) Jun22 FVM2 Financial - Interest Rates -49.0000 ($5,535,085.96) -5.21%
EURO-BUND FUTURE Jun22 RXM2 Financial - Interest Rates -43.0000 ($6,880,775.38) -6.48%
LONG GILT FUTURE Jun22 G M2 Financial - Interest Rates -48.0000 ($7,071,843.46) -6.66%
MSCI EmgMkt Jun22 MESM2 Financial - Equity Index -142.0000 ($7,168,870.00) -6.75%
JPN YEN CURR FUT Jun22 JYM2 Financial - Currency -80.0000 ($7,737,500.00) -7.29%
EURO-BOBL FUTURE Jun22 OEM2 Financial - Interest Rates -68.0000 ($9,042,683.93) -8.52%
US 2YR NOTE (CBT) Jun22 TUM2 Financial - Interest Rates -73.0000 ($15,429,804.72) -14.53%
JPN 10Y BOND(OSE) Jun22 JBM2 Financial - Interest Rates -16.0000 ($18,506,384.00) -17.43%
EURO-SCHATZ FUT Jun22 DUM2 Financial - Interest Rates -183.0000 ($21,049,276.34) -19.82%
Cash and Collateral
Security Name Identifier CUSIP Shares / Quantity Market Value Weighting Descending sort
US Dollar $USD 106,194,771 $106,194,771.38 100.00%
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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