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Holdings of the Fund as of 7/10/2020
Futures **
| US 5YR NOTE (CBT) Sep20 |
FVU0 |
Financial - Interest Rates |
40.0000 |
$5,027,812.52 |
16.23% |
| US 2YR NOTE (CBT) Sep20 |
TUU0 |
Financial - Interest Rates |
13.0000 |
$2,870,562.50 |
9.27% |
| NASDAQ 100 E-MINI Sep20 |
NQU0 |
Financial - Equity Index |
8.0000 |
$1,733,960.00 |
5.60% |
| US 10YR NOTE (CBT)Sep20 |
TYU0 |
Financial - Interest Rates |
12.0000 |
$1,670,625.00 |
5.39% |
| AUDUSD Crncy Fut Sep20 |
ADU0 |
Financial - Currency |
23.0000 |
$1,598,270.00 |
5.16% |
| COPPER FUTURE Sep20 |
HGU0 |
Metals |
17.0000 |
$1,231,437.50 |
3.97% |
| US LONG BOND(CBT) Sep20 |
USU0 |
Financial - Interest Rates |
6.0000 |
$1,078,875.00 |
3.48% |
| GOLD 100 OZ FUTR Aug20 |
GCQ0 |
Metals |
5.0000 |
$900,950.00 |
2.91% |
| US ULTRA BOND CBT Sep20 |
WNU0 |
Financial - Interest Rates |
4.0000 |
$886,625.00 |
2.86% |
| GASOLINE RBOB FUT Oct20 |
XBV0 |
Energy |
17.0000 |
$835,451.40 |
2.70% |
| NEW ZEALAND $ FUT Sep20 |
NVU0 |
Financial - Currency |
12.0000 |
$788,760.00 |
2.55% |
| GOLD 100 OZ FUTR Dec20 |
GCZ0 |
Metals |
4.0000 |
$732,520.00 |
2.36% |
| S&P MID 400 EMINI Sep20 |
FAU0 |
Financial - Equity Index |
4.0000 |
$707,600.00 |
2.28% |
| SOYBEAN FUTURE Nov20 |
S X0 |
Agricultural |
13.0000 |
$578,987.50 |
1.87% |
| SILVER FUTURE Sep20 |
SIU0 |
Metals |
6.0000 |
$571,590.00 |
1.84% |
| S&P/TSX 60 IX FUT Sep20 |
PTU0 |
Financial - Equity Index |
4.0000 |
$553,787.32 |
1.79% |
| DJIA MINI e-CBOT Sep20 |
DMU0 |
Financial - Equity Index |
4.0000 |
$519,540.00 |
1.68% |
| MEXICAN PESO FUT Sep20 |
PEU0 |
Financial - Currency |
22.0000 |
$485,650.00 |
1.57% |
| S&P500 EMINI FUT Sep20 |
ESU0 |
Financial - Equity Index |
3.0000 |
$476,775.00 |
1.54% |
| BRENT CRUDE FUTR Oct20 |
COV0 |
Energy |
8.0000 |
$347,680.00 |
1.12% |
| Low Su Gasoil G Oct20 |
QSV0 |
Energy |
9.0000 |
$338,850.00 |
1.09% |
| WTI CRUDE FUTURE Dec20 |
CLZ0 |
Energy |
8.0000 |
$330,000.00 |
1.07% |
| WTI CRUDE FUTURE Oct20 |
CLV0 |
Energy |
8.0000 |
$327,520.00 |
1.06% |
| COTTON NO.2 FUTR Dec20 |
CTZ0 |
Agricultural |
10.0000 |
$321,550.00 |
1.04% |
| SPI 200 FUTURES Sep20 |
XPU0 |
Financial - Equity Index |
3.0000 |
$306,154.29 |
0.99% |
| CAC40 10 EURO FUT Jul20 |
CFN0 |
Financial - Equity Index |
5.0000 |
$280,441.18 |
0.91% |
| NY Harb ULSD Fut Oct20 |
HOV0 |
Energy |
5.0000 |
$265,713.00 |
0.86% |
| LIVE CATTLE FUTR Aug20 |
LCQ0 |
Agricultural |
6.0000 |
$240,000.00 |
0.77% |
| NIKKEI 225 (OSE) Sep20 |
NKU0 |
Financial - Equity Index |
1.0000 |
$208,454.13 |
0.67% |
| CHF CURRENCY FUT Sep20 |
SFU0 |
Financial - Currency |
1.0000 |
$133,012.50 |
0.43% |
| E-Mini Russ 2000 Sep20 |
RTYU0 |
Financial - Equity Index |
1.0000 |
$70,980.00 |
0.23% |
| ICE ECX EMISSION Dec20 |
MOZ20 |
Energy |
2.0000 |
$65,579.40 |
0.21% |
| DAX Mini Future Sep20 |
DFWU0 |
Financial - Equity Index |
-3.0000 |
($213,856.17) |
-0.69% |
| BP CURRENCY FUT Sep20 |
BPU0 |
Financial - Currency |
-3.0000 |
($236,868.75) |
-0.76% |
| PLATINUM FUTURE Oct20 |
PLV0 |
Metals |
-6.0000 |
($253,770.00) |
-0.82% |
| EURO STOXX 50 Sep20 |
VGU0 |
Financial - Equity Index |
-7.0000 |
($259,820.51) |
-0.84% |
| NATURAL GAS FUTR Nov20 |
NGX20 |
Energy |
-11.0000 |
($259,050.00) |
-0.84% |
| NATURAL GAS FUTR Dec20 |
NGZ20 |
Energy |
-11.0000 |
($301,510.00) |
-0.97% |
| KC HRW WHEAT FUT Sep20 |
KWU0 |
Agricultural |
-14.0000 |
($316,400.00) |
-1.02% |
| WHEAT FUTURE(CBT) Sep20 |
W U0 |
Agricultural |
-12.0000 |
($320,400.00) |
-1.03% |
| LME LEAD FUTURE Sep20 |
LLU0 |
Metals |
-7.0000 |
($324,318.75) |
-1.05% |
| CATTLE FEEDER FUT Sep20 |
FCU0 |
Agricultural |
-5.0000 |
($343,312.50) |
-1.11% |
| FTSE 100 IDX FUT Sep20 |
Z U0 |
Financial - Equity Index |
-5.0000 |
($382,667.49) |
-1.24% |
| EURO FX CURR FUT Sep20 |
ECU0 |
Financial - Currency |
-3.0000 |
($424,331.25) |
-1.37% |
| SOYBEAN MEAL FUTR Dec20 |
SMZ0 |
Agricultural |
-15.0000 |
($450,150.00) |
-1.45% |
| LEAN HOGS FUTURE Aug20 |
LHQ0 |
Agricultural |
-24.0000 |
($478,800.00) |
-1.55% |
| LME ZINC FUTURE Sep20 |
LXU0 |
Metals |
-9.0000 |
($492,918.75) |
-1.59% |
| COFFEE 'C' FUTURE Sep20 |
KCU0 |
Agricultural |
-16.0000 |
($584,400.00) |
-1.89% |
| CORN FUTURE Dec20 |
C Z0 |
Agricultural |
-34.0000 |
($586,075.00) |
-1.89% |
| C$ CURRENCY FUT Sep20 |
CDU0 |
Financial - Currency |
-8.0000 |
($588,800.00) |
-1.90% |
| LME PRI ALUM FUTR Sep20 |
LAU20 |
Metals |
-15.0000 |
($629,625.00) |
-2.03% |
| BRAZIL REAL FUT Aug20 |
BRQ0 |
Financial - Currency |
-59.0000 |
($1,107,725.00) |
-3.58% |
Cash and Collateral
| US Dollar |
$USD |
30,981,835 |
$30,981,834.96 |
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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