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Holdings of the Fund as of 5/13/2022
Futures **
| 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
| 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.
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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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