First Trust Morningstar Managed Futures Strategy Fund (FMF)
Holdings of the Fund as of 6/24/2019 *

Futures **
Security Name Identifier Classification Shares /
Contracts
Notional Value Weighting Descending sort
S&P500 EMINI FUT Sep19 ESU9 Financial - Equity Index 9.0000 $1,328,400.00 11.98%
GOLD 100 OZ FUTR Aug19 GCQ9 Metals 4.0000 $567,280.00 5.12%
JPN YEN CURR FUT Sep19 JYU9 Financial - Currency 3.0000 $351,581.25 3.17%
CORN FUTURE Dec19 C Z9 Agricultural 14.0000 $320,075.00 2.89%
DAX Mini Future Sep19 DFWU9 Financial - Equity Index 3.0000 $209,344.22 1.89%
SOYBEAN MEAL FUTR Dec19 SMZ9 Agricultural 6.0000 $195,660.00 1.76%
CAC40 10 EURO FUT Sep19 CFU9 Financial - Equity Index 3.0000 $188,408.94 1.70%
FTSE 100 IDX FUT Sep19 Z U9 Financial - Equity Index 2.0000 $187,004.63 1.69%
S&P/TSX 60 IX FUT Sep19 PTU9 Financial - Equity Index 1.0000 $149,400.70 1.35%
WHEAT FUTURE(CBT) Sep19 W U9 Agricultural 5.0000 $135,625.00 1.22%
FTSE/MIB IDX FUT Sep19 STU9 Financial - Equity Index 1.0000 $120,852.99 1.09%
SPI 200 FUTURES Sep19 XPU9 Financial - Equity Index 1.0000 $114,751.17 1.03%
IBEX 35 INDX FUTR Jul19 IBN9 Financial - Equity Index 1.0000 $104,074.00 0.94%
BRENT CRUDE FUTR Sep19 COU9 Energy 0.0000 $0.00 0.00%
DAX INDEX FUTURE Sep19 GXU9 Financial - Equity Index 0.0000 $0.00 0.00%
GASOLINE RBOB FUT Sep19 XBU9 Energy 0.0000 $0.00 0.00%
Low Su Gasoil G Sep19 QSU9 Energy 0.0000 $0.00 0.00%
NATURAL GAS FUTR Sep19 NGU19 Energy 0.0000 $0.00 0.00%
NY Harb ULSD Fut Sep19 HOU9 Energy 0.0000 $0.00 0.00%
WTI CRUDE FUTURE Sep19 CLU9 Energy 0.0000 $0.00 0.00%
KC HRW WHEAT FUT Sep19 KWU9 Agricultural -4.0000 ($95,500.00) -0.86%
SOYBEAN OIL FUTR Dec19 BOZ9 Agricultural -6.0000 ($104,256.00) -0.94%
SUGAR #11 (WORLD) Oct19 SBV9 Agricultural -8.0000 ($111,731.20) -1.01%
COTTON NO.2 FUTR Dec19 CTZ9 Agricultural -4.0000 ($131,380.00) -1.18%
AUDUSD Crncy Fut Sep19 ADU9 Financial - Currency -2.0000 ($139,680.00) -1.26%
C$ CURRENCY FUT Sep19 CDU9 Financial - Currency -2.0000 ($151,900.00) -1.37%
COFFEE 'C' FUTURE Sep19 KCU9 Agricultural -4.0000 ($154,500.00) -1.39%
SILVER FUTURE Sep19 SIU9 Metals -2.0000 ($154,610.00) -1.39%
LIVE CATTLE FUTR Aug19 LCQ9 Agricultural -4.0000 ($163,880.00) -1.48%
COPPER FUTURE Sep19 HGU9 Metals -3.0000 ($202,875.00) -1.83%
CHF CURRENCY FUT Sep19 SFU9 Financial - Currency -2.0000 ($259,125.00) -2.34%
NIKKEI 225 (OSE) Sep19 NKU9 Financial - Equity Index -2.0000 ($395,676.08) -3.57%
BP CURRENCY FUT Sep19 BPU9 Financial - Currency -5.0000 ($399,656.25) -3.60%
SOYBEAN FUTURE Nov19 S X9 Agricultural -10.0000 ($466,375.00) -4.21%
EURO FX CURR FUT Sep19 ECU9 Financial - Currency -11.0000 ($1,577,950.00) -14.23%
Cash and Collateral
Security Name Identifier Shares / Quantity Market Value Weighting Descending sort
U.S. Treasury Bill, 0%, due 07/25/2019 912796SA8 2,500,000 $2,495,786.44 22.50%
U.S. Treasury Bill, 0%, due 07/11/2019 912796RZ4 2,000,000 $1,998,206.66 18.02%
US Dollar $USD 1,805,078 $1,805,078.38 16.28%
U.S. Treasury Bill, 0%, due 06/27/2019 912796RV3 1,500,000 $1,499,839.38 13.52%
U.S. Treasury Bill, 0%, due 08/15/2019 912796QV4 1,000,000 $997,127.47 8.99%
U.S. Treasury Bill, 0%, due 07/05/2019 912796RW1 500,000 $499,715.97 4.51%
U.S. Treasury Bill, 0%, due 07/18/2019 912796QR3 500,000 $499,364.31 4.50%
U.S. Treasury Bill, 0%, due 08/01/2019 912796SB6 500,000 $498,950.38 4.50%
U.S. Treasury Bill, 0%, due 11/07/2019 912796RM3 300,000 $297,750.00 2.68%
U.S. Treasury Bill, 0%, due 08/08/2019 912796SC4 250,000 $249,366.94 2.25%
U.S. Treasury Bill, 0%, due 09/12/2019 912796RA9 250,000 $248,858.89 2.24%
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.