First Trust Horizon Managed Volatility Small/Mid ETF (HSMV)

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Holdings

Holdings of the Fund as of 11/29/2021

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Total Number of Holdings (excluding cash): 200

Security Name	Identifier	CUSIP	Classification	Shares / Quantity	Market Value	Weighting
Allscripts Healthcare Solutions, Inc.	MDRX	01988P108	Health Care	5,890	$99,776.60	0.66%
CoreSite Realty Corporation	COR	21870Q105	Real Estate	578	$99,051.86	0.66%
FactSet Research Systems Inc.	FDS	303075105	Financials	204	$95,763.72	0.64%
Ashland Global Holdings Inc.	ASH	044186104	Materials	922	$95,270.26	0.63%
Camden Property Trust	CPT	133131102	Real Estate	563	$95,062.55	0.63%
Flowers Foods, Inc.	FLO	343498101	Consumer Staples	3,599	$95,013.60	0.63%
IDACORP, Inc.	IDA	451107106	Utilities	887	$95,521.03	0.63%
Silgan Holdings Inc.	SLGN	827048109	Materials	2,217	$94,510.71	0.63%
Valvoline Inc.	VVV	92047W101	Materials	2,711	$94,830.78	0.63%
American States Water Company	AWR	029899101	Utilities	977	$92,736.84	0.62%
Arrow Electronics, Inc.	ARW	042735100	Information Technology	752	$93,563.84	0.62%
California Water Service Group	CWT	130788102	Utilities	1,452	$93,407.16	0.62%
EastGroup Properties, Inc.	EGP	277276101	Real Estate	457	$93,547.90	0.62%
Essential Utilities, Inc.	WTRG	29670G102	Utilities	1,923	$93,150.12	0.62%
FTI Consulting, Inc.	FCN	302941109	Industrials	633	$93,120.63	0.62%
Life Storage, Inc.	LSI	53223X107	Real Estate	697	$93,223.75	0.62%
OGE Energy Corp.	OGE	670837103	Utilities	2,678	$93,997.80	0.62%
Rexford Industrial Realty, Inc.	REXR	76169C100	Real Estate	1,319	$93,649.00	0.62%
RPM International Inc.	RPM	749685103	Materials	1,006	$93,578.12	0.62%
The Toro Company	TTC	891092108	Industrials	907	$93,674.96	0.62%
First American Financial Corporation	FAF	31847R102	Financials	1,219	$91,485.95	0.61%
First Industrial Realty Trust, Inc.	FR	32054K103	Real Estate	1,514	$92,429.70	0.61%
Lexington Realty Trust	LXP	529043101	Real Estate	6,098	$91,774.90	0.61%
Masimo Corporation	MASI	574795100	Health Care	318	$91,676.22	0.61%
Medical Properties Trust, Inc.	MPW	58463J304	Real Estate	4,301	$92,428.49	0.61%
PNM Resources, Inc.	PNM	69349H107	Utilities	1,866	$92,553.60	0.61%
Service Corporation International	SCI	817565104	Consumer Discretionary	1,374	$91,549.62	0.61%
Agree Realty Corporation	ADC	008492100	Real Estate	1,295	$89,963.65	0.60%
National Retail Properties, Inc.	NNN	637417106	Real Estate	1,974	$89,659.08	0.60%
National Storage Affiliates Trust	NSA	637870106	Real Estate	1,460	$90,476.20	0.60%
Nordson Corporation	NDSN	655663102	Industrials	347	$90,966.05	0.60%
NorthWestern Corporation	NWE	668074305	Utilities	1,603	$90,056.54	0.60%
Sonoco Products Company	SON	835495102	Materials	1,503	$91,051.74	0.60%
Viavi Solutions Inc.	VIAV	925550105	Information Technology	5,899	$89,782.78	0.60%
Alleghany Corporation	Y	017175100	Financials	133	$88,409.09	0.59%
AptarGroup, Inc.	ATR	038336103	Materials	700	$88,109.00	0.59%
Carlisle Companies Incorporated	CSL	142339100	Industrials	385	$89,312.30	0.59%
Casey's General Stores, Inc.	CASY	147528103	Consumer Staples	451	$89,000.34	0.59%
Commerce Bancshares, Inc.	CBSH	200525103	Financials	1,254	$89,146.86	0.59%
Easterly Government Properties, Inc.	DEA	27616P103	Real Estate	4,236	$88,744.20	0.59%
Genpact Limited	G	G3922B107	Information Technology	1,783	$88,739.91	0.59%
Healthcare Realty Trust Incorporated	HR	421946104	Real Estate	2,807	$88,616.99	0.59%
Ingredion Incorporated	INGR	457187102	Consumer Staples	914	$89,352.64	0.59%
Landstar System, Inc.	LSTR	515098101	Industrials	518	$89,272.12	0.59%
MDU Resources Group, Inc.	MDU	552690109	Utilities	3,121	$88,293.09	0.59%
PS Business Parks, Inc.	PSB	69360J107	Real Estate	510	$89,290.80	0.59%
Rayonier Inc.	RYN	754907103	Real Estate	2,290	$88,165.00	0.59%
RenaissanceRe Holdings Ltd.	RNR	G7496G103	Financials	573	$88,872.30	0.59%
TTM Technologies, Inc.	TTMI	87305R109	Information Technology	6,351	$89,358.57	0.59%
UGI Corporation	UGI	902681105	Utilities	2,049	$88,926.60	0.59%
Watsco, Inc.	WSO	942622200	Industrials	295	$88,390.85	0.59%
American Campus Communities, Inc.	ACC	024835100	Real Estate	1,674	$87,885.00	0.58%
Choice Hotels International, Inc.	CHH	169905106	Consumer Discretionary	599	$87,274.30	0.58%
Cousins Properties Incorporated	CUZ	222795502	Real Estate	2,252	$86,837.12	0.58%
Donaldson Company, Inc.	DCI	257651109	Industrials	1,476	$87,024.96	0.58%
Gentex Corporation	GNTX	371901109	Consumer Discretionary	2,476	$87,650.40	0.58%
Hubbell Incorporated	HUBB	443510607	Industrials	436	$87,788.60	0.58%
Independence Realty Trust, Inc.	IRT	45378A106	Real Estate	3,497	$87,355.06	0.58%
Lincoln Electric Holdings, Inc.	LECO	533900106	Industrials	629	$87,971.94	0.58%
MSA Safety Incorporated	MSA	553498106	Industrials	585	$87,779.25	0.58%
Old Republic International Corporation	ORI	680223104	Financials	3,505	$87,274.50	0.58%
Physicians Realty Trust	DOC	71943U104	Real Estate	4,851	$87,851.61	0.58%
Post Holdings, Inc.	POST	737446104	Consumer Staples	868	$87,355.52	0.58%
SEI Investments Company	SEIC	784117103	Financials	1,413	$86,927.76	0.58%
STORE Capital Corporation	STOR	862121100	Real Estate	2,609	$88,027.66	0.58%
Chemed Corporation	CHE	16359R103	Health Care	182	$85,701.98	0.57%
Ellington Financial Inc.	EFC	28852N109	Financials	4,962	$85,147.92	0.57%
Graco Inc.	GGG	384109104	Industrials	1,151	$86,543.69	0.57%
Lancaster Colony Corporation	LANC	513847103	Consumer Staples	561	$86,483.76	0.57%
MSC Industrial Direct Co., Inc. (Class A)	MSM	553530106	Industrials	1,065	$86,201.10	0.57%
PennyMac Mortgage Investment Trust	PMT	70931T103	Financials	4,736	$86,100.48	0.57%
Spirit Realty Capital, Inc.	SRC	84860W300	Real Estate	1,865	$85,417.00	0.57%
Werner Enterprises, Inc.	WERN	950755108	Industrials	1,880	$85,314.40	0.57%
ARMOUR Residential REIT, Inc.	ARR	042315507	Financials	8,420	$84,200.00	0.56%
CACI International Inc.	CACI	127190304	Industrials	316	$84,400.44	0.56%
Lennox International Inc.	LII	526107107	Industrials	264	$85,039.68	0.56%
Mr. Cooper Group Inc.	COOP	62482R107	Financials	2,071	$83,958.34	0.56%
Omega Healthcare Investors, Inc.	OHI	681936100	Real Estate	3,013	$83,640.88	0.56%
Royal Gold, Inc.	RGLD	780287108	Materials	823	$84,522.10	0.56%
Corporate Office Properties Trust	OFC	22002T108	Real Estate	3,199	$82,118.33	0.55%
Lamar Advertising Company	LAMR	512816109	Real Estate	740	$82,961.40	0.55%
Columbia Sportswear Company	COLM	198516106	Consumer Discretionary	815	$81,369.60	0.54%
CyrusOne Inc.	CONE	23283R100	Real Estate	917	$81,961.46	0.54%
Encompass Health Corporation	EHC	29261A100	Health Care	1,363	$81,180.28	0.54%
MAXIMUS, Inc.	MMS	577933104	Information Technology	1,057	$81,991.49	0.54%
Avnet, Inc.	AVT	053807103	Information Technology	2,136	$79,437.84	0.53%
Energizer Holdings, Inc.	ENR	29272W109	Consumer Staples	2,141	$80,030.58	0.53%
Syneos Health, Inc.	SYNH	87166B102	Health Care	801	$80,091.99	0.53%
The Hain Celestial Group, Inc.	HAIN	405217100	Consumer Staples	1,958	$80,003.88	0.53%
Ciena Corporation	CIEN	171779309	Information Technology	1,273	$78,531.37	0.52%
Cirrus Logic, Inc.	CRUS	172755100	Information Technology	964	$77,708.04	0.52%
Stericycle, Inc.	SRCL	858912108	Industrials	1,303	$78,258.18	0.52%
Helen of Troy Limited	HELE	G4388N106	Consumer Discretionary	312	$76,789.44	0.51%
Highwoods Properties, Inc.	HIW	431284108	Real Estate	1,744	$76,648.80	0.51%
ITT Inc.	ITT	45073V108	Industrials	772	$76,520.64	0.51%
Kilroy Realty Corp	KRC	49427F108	Real Estate	1,181	$76,824.05	0.51%
Murphy USA Inc.	MUSA	626755102	Consumer Discretionary	436	$76,788.32	0.51%
Sprouts Farmers Market, Inc.	SFM	85208M102	Consumer Staples	2,853	$77,287.77	0.51%
Wyndham Hotels & Resorts, Inc.	WH	98311A105	Consumer Discretionary	941	$76,268.05	0.51%
Cognex Corporation	CGNX	192422103	Information Technology	952	$74,884.32	0.50%
Globus Medical, Inc. (Class A)	GMED	379577208	Health Care	1,174	$74,865.98	0.50%
Grocery Outlet Holding Corp.	GO	39874R101	Consumer Staples	2,625	$75,915.00	0.50%
Two Harbors Investment Corp.	TWO	90187B408	Financials	12,533	$75,448.66	0.50%
US Dollar	$USD		Other	74,995	$74,994.75	0.50%
Exponent, Inc.	EXPO	30214U102	Industrials	630	$74,226.60	0.49%
American Financial Group, Inc.	AFG	025932104	Financials	526	$72,661.64	0.48%
KBR, Inc.	KBR	48242W106	Industrials	1,580	$71,905.80	0.48%
Littelfuse, Inc.	LFUS	537008104	Information Technology	234	$72,474.48	0.48%
MGIC Investment Corporation	MTG	552848103	Financials	5,018	$72,459.92	0.48%
Molina Healthcare, Inc.	MOH	60855R100	Health Care	242	$72,002.26	0.48%
Prosperity Bancshares, Inc.	PB	743606105	Financials	992	$72,088.64	0.48%
Reliance Steel & Aluminum Co.	RS	759509102	Materials	458	$71,828.14	0.48%
Science Applications International Corporation	SAIC	808625107	Industrials	833	$72,412.69	0.48%
AMN Healthcare Services, Inc.	AMN	001744101	Health Care	607	$70,144.92	0.47%
Brandywine Realty Trust	BDN	105368203	Real Estate	5,324	$71,128.64	0.47%
Douglas Emmett, Inc.	DEI	25960P109	Real Estate	2,106	$70,551.00	0.47%
Envista Holdings Corporation	NVST	29415F104	Health Care	1,798	$70,787.26	0.47%
Essent Group Ltd.	ESNT	G3198U102	Financials	1,678	$70,744.48	0.47%
H&R Block, Inc.	HRB	093671105	Consumer Discretionary	2,882	$70,464.90	0.47%
Kemper Corporation	KMPR	488401100	Financials	1,234	$70,078.86	0.47%
Knight-Swift Transportation Holdings Inc.	KNX	499049104	Industrials	1,230	$71,130.90	0.47%
BJ's Wholesale Club Holdings, Inc.	BJ	05550J101	Consumer Staples	1,050	$69,195.00	0.46%
Jabil Inc.	JBL	466313103	Information Technology	1,133	$69,033.69	0.46%
TD SYNNEX Corporation	SNX	87162W100	Information Technology	641	$69,465.17	0.46%
TreeHouse Foods, Inc.	THS	89469A104	Consumer Staples	1,801	$68,852.23	0.46%
The New York Times Company (Class A)	NYT	650111107	Communication Services	1,440	$67,968.00	0.45%
AECOM	ACM	00766T100	Industrials	924	$66,805.20	0.44%
CDK Global, Inc.	CDK	12508E101	Information Technology	1,671	$65,987.79	0.44%
Clean Harbors, Inc.	CLH	184496107	Industrials	608	$66,192.96	0.44%
Cullen/Frost Bankers, Inc.	CFR	229899109	Financials	515	$66,929.40	0.44%
Eagle Materials Inc.	EXP	26969P108	Materials	413	$66,521.91	0.44%
Evercore Inc.	EVR	29977A105	Financials	454	$65,898.10	0.44%
Integra LifeSciences Holdings Corporation	IART	457985208	Health Care	1,018	$65,976.58	0.44%
Jazz Pharmaceuticals Plc	JAZZ	G50871105	Health Care	544	$66,591.04	0.44%
Mattel, Inc.	MAT	577081102	Consumer Discretionary	3,004	$65,667.44	0.44%
New York Community Bancorp, Inc.	NYCB	649445103	Financials	5,462	$66,691.02	0.44%
Papa John's International, Inc.	PZZA	698813102	Consumer Discretionary	520	$65,629.20	0.44%
World Wrestling Entertainment, Inc.	WWE	98156Q108	Communication Services	1,318	$66,954.40	0.44%
Fair Isaac Corporation	FICO	303250104	Information Technology	185	$64,872.10	0.43%
Jefferies Financial Group Inc.	JEF	47233W109	Financials	1,703	$65,344.11	0.43%
Jones Lang LaSalle Incorporated	JLL	48020Q107	Real Estate	258	$64,198.14	0.43%
Patterson Companies, Inc.	PDCO	703395103	Health Care	1,958	$64,261.56	0.43%
Stifel Financial Corp.	SF	860630102	Financials	885	$64,959.00	0.43%
Tetra Tech, Inc.	TTEK	88162G103	Industrials	346	$65,321.34	0.43%
The Scotts Miracle-Gro Company	SMG	810186106	Materials	402	$64,110.96	0.43%
Ziff Davis Inc.	ZD	48123V102	Communication Services	585	$64,806.30	0.43%
Associated Banc-Corp	ASB	045487105	Financials	2,791	$63,132.42	0.42%
Carter's, Inc.	CRI	146229109	Consumer Discretionary	607	$63,480.06	0.42%
CONMED Corporation	CNMD	207410101	Health Care	481	$63,823.89	0.42%
Janus Henderson Group Plc	JHG	G4474Y214	Financials	1,428	$63,931.56	0.42%
Manhattan Associates, Inc.	MANH	562750109	Information Technology	394	$62,791.78	0.42%
Sabra Health Care REIT, Inc.	SBRA	78573L106	Real Estate	4,801	$62,557.03	0.42%
SLM Corporation	SLM	78442P106	Financials	3,524	$63,079.60	0.42%
United Therapeutics Corporation	UTHR	91307C102	Health Care	326	$63,244.00	0.42%
Bank OZK	OZK	06417N103	Financials	1,339	$61,045.01	0.41%
First Horizon Corporation	FHN	320517105	Financials	3,740	$62,158.80	0.41%
Jack in the Box Inc.	JACK	466367109	Consumer Discretionary	715	$61,532.90	0.41%
Kinsale Capital Group, Inc.	KNSL	49714P108	Financials	299	$61,985.69	0.41%
Lear Corporation	LEA	521865204	Consumer Discretionary	362	$61,178.00	0.41%
Polaris Inc.	PII	731068102	Consumer Discretionary	529	$61,401.03	0.41%
Valley National Bancorp	VLY	919794107	Financials	4,420	$61,040.20	0.41%
Medpace Holdings, Inc.	MEDP	58506Q109	Health Care	286	$59,799.74	0.40%
Perficient, Inc.	PRFT	71375U101	Information Technology	440	$60,878.40	0.40%
The Middleby Corporation	MIDD	596278101	Industrials	334	$59,856.14	0.40%
Xerox Holdings Corporation	XRX	98421M106	Information Technology	3,159	$60,558.03	0.40%
ABM Industries Incorporated	ABM	000957100	Industrials	1,262	$58,531.56	0.39%
Acadia Healthcare Company, Inc.	ACHC	00404A109	Health Care	1,035	$58,581.00	0.39%
Commvault Systems, Inc.	CVLT	204166102	Information Technology	900	$58,230.00	0.39%
Cracker Barrel Old Country Store, Inc.	CBRL	22410J106	Consumer Discretionary	466	$57,989.04	0.39%
Deckers Outdoor Corporation	DECK	243537107	Consumer Discretionary	142	$58,958.40	0.39%
Five Below, Inc.	FIVE	33829M101	Consumer Discretionary	284	$58,819.24	0.39%
NuVasive, Inc.	NUVA	670704105	Health Care	1,192	$58,658.32	0.39%
Texas Roadhouse, Inc.	TXRH	882681109	Consumer Discretionary	697	$58,262.23	0.39%
Affiliated Managers Group, Inc.	AMG	008252108	Financials	324	$56,719.44	0.38%
ASGN Incorporated	ASGN	00191U102	Industrials	467	$57,581.10	0.38%
EMCOR Group, Inc.	EME	29084Q100	Industrials	467	$56,955.32	0.38%
ICU Medical, Inc.	ICUI	44930G107	Health Care	251	$57,569.36	0.38%
Reinsurance Group of America, Incorporated	RGA	759351604	Financials	582	$56,756.64	0.38%
Silicon Laboratories Inc.	SLAB	826919102	Information Technology	291	$57,626.73	0.38%
Trex Company, Inc.	TREX	89531P105	Industrials	431	$57,374.72	0.38%
ManpowerGroup Inc.	MAN	56418H100	Industrials	594	$55,384.56	0.37%
Regal Rexnord Corp	RRX	758750103	Industrials	349	$56,429.81	0.37%
Atlas Air Worldwide Holdings, Inc.	AAWW	049164205	Industrials	598	$54,214.68	0.36%
Colfax Corporation	CFX	194014106	Industrials	1,122	$54,046.74	0.36%
Grand Canyon Education, Inc.	LOPE	38526M106	Consumer Discretionary	739	$54,035.68	0.36%
nVent Electric Plc	NVT	G6700G107	Industrials	1,524	$54,635.40	0.36%
Owens Corning	OC	690742101	Industrials	616	$53,672.08	0.36%
Woodward, Inc.	WWD	980745103	Industrials	492	$53,682.12	0.36%
LHC Group, Inc.	LHCG	50187A107	Health Care	438	$52,787.76	0.35%
Oshkosh Corporation	OSK	688239201	Industrials	481	$53,448.72	0.35%
Pacira BioSciences, Inc.	PCRX	695127100	Health Care	1,030	$52,643.30	0.35%
The Timken Company	TKR	887389104	Industrials	766	$52,264.18	0.35%
IAA Inc.	IAA	449253103	Industrials	1,036	$51,095.52	0.34%
Mercury Systems, Inc.	MRCY	589378108	Industrials	1,030	$51,046.80	0.34%
Ryder System, Inc.	R	783549108	Industrials	603	$51,405.75	0.34%
Universal Display Corporation	OLED	91347P105	Information Technology	351	$51,309.18	0.34%
Crane Co.	CR	224399105	Industrials	485	$48,417.55	0.32%
XPO Logistics, Inc.	XPO	983793100	Industrials	637	$48,564.88	0.32%
AGCO Corporation	AGCO	001084102	Industrials	406	$46,324.60	0.31%
Compass Minerals International, Inc.	CMP	20451N101	Materials	875	$43,837.50	0.29%
Flowserve Corporation	FLS	34354P105	Industrials	1,436	$44,372.40	0.29%

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.