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Holdings of the Fund as of 11/25/2022
Futures **
| CORN FUTURE Mar23 |
C H3 |
Agricultural |
456.0000 |
$15,304,500.00 |
7.71% |
| DJIA MINI e-CBOT Dec22 |
DMZ2 |
Financial - Equity Index |
67.0000 |
$11,509,260.00 |
5.80% |
| SOYBEAN OIL FUTR Jan23 |
BOF3 |
Agricultural |
221.0000 |
$9,508,746.00 |
4.79% |
| SOYBEAN FUTURE Jan23 |
S F3 |
Agricultural |
114.0000 |
$8,186,625.00 |
4.12% |
| MEXICAN PESO FUT Dec22 |
PEZ2 |
Financial - Currency |
270.0000 |
$6,961,950.00 |
3.51% |
| NY Harb ULSD Fut Jan23 |
HOF3 |
Energy |
44.0000 |
$5,855,018.40 |
2.95% |
| SUGAR #11 (WORLD) Mar23 |
SBH3 |
Agricultural |
258.0000 |
$5,585,596.80 |
2.81% |
| SOYBEAN MEAL FUTR Jan23 |
SMF3 |
Agricultural |
131.0000 |
$5,322,530.00 |
2.68% |
| BRENT CRUDE FUTR Feb23 |
COG3 |
Energy |
61.0000 |
$5,106,310.00 |
2.57% |
| SOYBEAN OIL FUTR Mar23 |
BOH3 |
Agricultural |
110.0000 |
$4,621,320.00 |
2.33% |
| NY Harb ULSD Fut Feb23 |
HOG3 |
Energy |
35.0000 |
$4,565,673.00 |
2.30% |
| NIKKEI 225 (OSE) Dec22 |
NKZ2 |
Financial - Equity Index |
17.0000 |
$3,463,257.51 |
1.74% |
| SOYBEAN MEAL FUTR Mar23 |
SMH3 |
Agricultural |
81.0000 |
$3,274,020.00 |
1.65% |
| BRAZIL REAL FUT Jan23 |
BRF3 |
Financial - Currency |
176.0000 |
$3,244,560.00 |
1.63% |
| FTSE/MIB IDX FUT Dec22 |
STZ2 |
Financial - Equity Index |
25.0000 |
$3,216,762.20 |
1.62% |
| LME ZINC FUTURE Mar23 |
LXH3 |
Industrial Metals |
43.0000 |
$3,142,493.75 |
1.58% |
| BRENT CRUDE FUTR Mar23 |
COH3 |
Energy |
37.0000 |
$3,090,980.00 |
1.56% |
| GASOLINE RBOB FUT Jan23 |
XBF3 |
Energy |
30.0000 |
$2,863,854.00 |
1.44% |
| KC HRW WHEAT FUT Mar23 |
KWH3 |
Agricultural |
60.0000 |
$2,736,000.00 |
1.38% |
| LEAN HOGS FUTURE Feb23 |
LHG3 |
Livestock |
73.0000 |
$2,584,200.00 |
1.30% |
| SPI 200 FUTURES Dec22 |
XPZ2 |
Financial - Equity Index |
19.0000 |
$2,331,709.35 |
1.17% |
| Low Su Gasoil G Feb23 |
QSG3 |
Energy |
19.0000 |
$1,706,675.00 |
0.86% |
| TOPIX INDX FUTR Dec22 |
TPZ2 |
Financial - Equity Index |
11.0000 |
$1,597,840.20 |
0.81% |
| COTTON NO.2 FUTR Mar23 |
CTH3 |
Agricultural |
31.0000 |
$1,242,790.00 |
0.63% |
| LEAN HOGS FUTURE Apr23 |
LHJ3 |
Livestock |
32.0000 |
$1,203,520.00 |
0.61% |
| Low Su Gasoil G Jan23 |
QSF3 |
Energy |
13.0000 |
$1,185,600.00 |
0.60% |
| TTF NAT GAS F Mar23 |
TZTH3 |
Energy |
10.0000 |
$1,015,437.37 |
0.51% |
| FTSE 100 IDX FUT Dec22 |
Z Z2 |
Financial - Equity Index |
10.0000 |
$907,012.50 |
0.46% |
| CAN 10YR BOND FUT Mar23 |
CNH3 |
Financial - Interest Rates |
9.0000 |
$851,796.16 |
0.43% |
| PLATINUM FUTURE Jan23 |
PLF3 |
Precious Metals |
17.0000 |
$839,630.00 |
0.42% |
| LEAN HOGS FUTURE Jun23 |
LHM3 |
Livestock |
4.0000 |
$168,640.00 |
0.08% |
| LIVE CATTLE FUTR Feb23 |
LCG3 |
Livestock |
-22.0000 |
($1,365,100.00) |
-0.69% |
| LONG GILT FUTURE Mar23 |
G H3 |
Financial - Interest Rates |
-12.0000 |
($1,529,005.39) |
-0.77% |
| E-Mini Russ 2000 Dec22 |
RTYZ2 |
Financial - Equity Index |
-19.0000 |
($1,776,690.00) |
-0.90% |
| SWISS MKT IX FUTR Dec22 |
SMZ2 |
Financial - Equity Index |
-17.0000 |
($2,009,499.20) |
-1.01% |
| BP CURRENCY FUT Dec22 |
BPZ2 |
Financial - Currency |
-28.0000 |
($2,117,850.00) |
-1.07% |
| S&P500 EMINI FUT Dec22 |
ESZ2 |
Financial - Equity Index |
-11.0000 |
($2,217,875.00) |
-1.12% |
| COPPER FUTURE Mar23 |
HGH3 |
Industrial Metals |
-29.0000 |
($2,632,112.50) |
-1.33% |
| AUDUSD Crncy Fut Dec22 |
ADZ2 |
Financial - Currency |
-46.0000 |
($3,104,080.00) |
-1.56% |
| MSCI EAFE Dec22 |
MFSZ2 |
Financial - Equity Index |
-32.0000 |
($3,147,520.00) |
-1.59% |
| NATURAL GAS FUTR Jan23 |
NGF23 |
Energy |
-43.0000 |
($3,151,900.00) |
-1.59% |
| DAX Mini Future Dec22 |
DFWZ2 |
Financial - Equity Index |
-44.0000 |
($3,331,075.86) |
-1.68% |
| COCOA FUTURE Mar23 |
CCH3 |
Agricultural |
-142.0000 |
($3,527,280.00) |
-1.78% |
| OMXS30 IND FUTURE Dec22 |
QCZ2 |
Financial - Equity Index |
-179.0000 |
($3,640,999.23) |
-1.83% |
| EURO FX CURR FUT Dec22 |
ECZ2 |
Financial - Currency |
-28.0000 |
($3,647,700.00) |
-1.84% |
| WTI CRUDE FUTURE Jan23 |
CLF3 |
Energy |
-49.0000 |
($3,737,720.00) |
-1.88% |
| IBEX 35 INDX FUTR Dec22 |
IBZ2 |
Financial - Equity Index |
-43.0000 |
($3,764,901.81) |
-1.90% |
| NEW ZEALAND $ FUT Dec22 |
NVZ2 |
Financial - Currency |
-61.0000 |
($3,804,875.00) |
-1.92% |
| EURO STOXX 50 Dec22 |
VGZ2 |
Financial - Equity Index |
-97.0000 |
($3,997,201.56) |
-2.01% |
| AMSTERDAM IDX FUT Dec22 |
EOZ2 |
Financial - Equity Index |
-27.0000 |
($4,064,936.67) |
-2.05% |
| US LONG BOND(CBT) Mar23 |
USH3 |
Financial - Interest Rates |
-34.0000 |
($4,333,937.50) |
-2.18% |
| LME LEAD FUTURE Mar23 |
LLH3 |
Industrial Metals |
-87.0000 |
($4,606,106.25) |
-2.32% |
| SILVER FUTURE Mar23 |
SIH3 |
Precious Metals |
-46.0000 |
($4,970,070.00) |
-2.50% |
| WHEAT FUTURE(CBT) Mar23 |
W H3 |
Agricultural |
-126.0000 |
($5,021,100.00) |
-2.53% |
| C$ CURRENCY FUT Dec22 |
CDZ2 |
Financial - Currency |
-69.0000 |
($5,157,405.00) |
-2.60% |
| US ULTRA BOND CBT Mar23 |
WNH3 |
Financial - Interest Rates |
-39.0000 |
($5,371,031.25) |
-2.71% |
| MSCI EmgMkt Dec22 |
MESZ2 |
Financial - Equity Index |
-120.0000 |
($5,638,200.00) |
-2.84% |
| CAC40 10 EURO FUT Dec22 |
CFZ2 |
Financial - Equity Index |
-85.0000 |
($5,934,520.52) |
-2.99% |
| EURO-BUND FUTURE Dec22 |
RXZ2 |
Financial - Interest Rates |
-41.0000 |
($5,992,509.65) |
-3.02% |
| CHF CURRENCY FUT Dec22 |
SFZ2 |
Financial - Currency |
-49.0000 |
($6,494,950.00) |
-3.27% |
| GOLD 100 OZ FUTR Feb23 |
GCG3 |
Precious Metals |
-43.0000 |
($7,605,840.00) |
-3.83% |
| CATTLE FEEDER FUT Jan23 |
FCF3 |
Livestock |
-91.0000 |
($8,112,650.00) |
-4.09% |
| COFFEE 'C' FUTURE Mar23 |
KCH3 |
Agricultural |
-132.0000 |
($8,169,975.00) |
-4.12% |
| US 10YR NOTE (CBT)Mar23 |
TYH3 |
Financial - Interest Rates |
-76.0000 |
($8,611,750.00) |
-4.34% |
| US 5YR NOTE (CBT) Mar23 |
FVH3 |
Financial - Interest Rates |
-84.0000 |
($9,092,343.79) |
-4.58% |
| NASDAQ 100 E-MINI Dec22 |
NQZ2 |
Financial - Equity Index |
-39.0000 |
($9,190,545.00) |
-4.63% |
| JPN YEN CURR FUT Dec22 |
JYZ2 |
Financial - Currency |
-106.0000 |
($9,545,962.50) |
-4.81% |
| LME PRI ALUM FUTR Mar23 |
LAH23 |
Industrial Metals |
-191.0000 |
($11,301,470.00) |
-5.69% |
| EURO-BOBL FUTURE Dec22 |
OEZ2 |
Financial - Interest Rates |
-120.0000 |
($14,944,835.88) |
-7.53% |
| US 2YR NOTE (CBT) Mar23 |
TUH3 |
Financial - Interest Rates |
-122.0000 |
($25,006,187.50) |
-12.60% |
| EURO-SCHATZ FUT Dec22 |
DUZ2 |
Financial - Interest Rates |
-265.0000 |
($29,413,659.63) |
-14.82% |
Cash and Collateral
| US Dollar |
$USD |
|
72,719,947 |
$72,719,946.51 |
36.64% |
| U.S. Treasury Bill, 0%, due 11/29/2022 |
|
912796YS2 |
12,000,000 |
$11,998,847.88 |
6.05% |
| U.S. Treasury Bill, 0%, due 12/01/2022 |
|
912796P94 |
12,000,000 |
$11,996,522.52 |
6.04% |
| U.S. Treasury Bill, 0%, due 12/27/2022 |
|
912796ZA0 |
12,000,000 |
$11,961,599.16 |
6.03% |
| U.S. Treasury Bill, 0%, due 12/06/2022 |
|
912796YX1 |
10,000,000 |
$9,992,011.10 |
5.03% |
| U.S. Treasury Bill, 0%, due 12/08/2022 |
|
912796X61 |
10,000,000 |
$9,989,898.60 |
5.03% |
| U.S. Treasury Bill, 0%, due 12/13/2022 |
|
912796YY9 |
10,000,000 |
$9,984,708.30 |
5.03% |
| U.S. Treasury Bill, 0%, due 12/15/2022 |
|
912796X79 |
10,000,000 |
$9,984,933.70 |
5.03% |
| U.S. Treasury Bill, 0%, due 12/20/2022 |
|
912796YZ6 |
10,000,000 |
$9,977,003.90 |
5.03% |
| U.S. Treasury Bill, 0%, due 12/22/2022 |
|
912796X87 |
10,000,000 |
$9,975,650.00 |
5.03% |
| U.S. Treasury Bill, 0%, due 01/03/2023 |
|
912796ZH5 |
10,000,000 |
$9,960,700.00 |
5.02% |
| U.S. Treasury Bill, 0%, due 01/05/2023 |
|
912796X95 |
10,000,000 |
$9,959,857.20 |
5.02% |
| U.S. Treasury Bill, 0%, due 12/29/2022 |
|
912796R27 |
10,000,000 |
$9,966,438.20 |
5.02% |
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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