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Holdings of the Fund as of 6/2/2023
Futures **
| MEXICAN PESO FUT Jun23 |
PEM3 |
Financial - Currency |
477.0000 |
$13,553,955.00 |
7.76% |
| BRAZIL REAL FUT Jul23 |
BRN3 |
Financial - Currency |
537.0000 |
$10,764,165.00 |
6.17% |
| COCOA FUTURE Jul23 |
CCN3 |
Agricultural |
314.0000 |
$9,501,640.00 |
5.44% |
| CATTLE FEEDER FUT Aug23 |
FCQ3 |
Livestock |
76.0000 |
$9,192,200.00 |
5.26% |
| SUGAR #11 (WORLD) Jul23 |
SBN3 |
Agricultural |
323.0000 |
$8,946,324.80 |
5.12% |
| TOPIX INDX FUTR Jun23 |
TPM3 |
Financial - Equity Index |
47.0000 |
$7,342,783.21 |
4.21% |
| EURO STOXX 50 Jun23 |
VGM3 |
Financial - Equity Index |
158.0000 |
$7,330,846.71 |
4.20% |
| BP CURRENCY FUT Jun23 |
BPM3 |
Financial - Currency |
83.0000 |
$6,461,550.00 |
3.70% |
| NIKKEI 225 (OSE) Jun23 |
NKM3 |
Financial - Equity Index |
27.0000 |
$6,094,986.75 |
3.49% |
| IBEX 35 INDX FUTR Jun23 |
IBM3 |
Financial - Equity Index |
54.0000 |
$5,390,567.82 |
3.09% |
| EURO FX CURR FUT Jun23 |
ECM3 |
Financial - Currency |
37.0000 |
$4,958,231.25 |
2.84% |
| FTSE/MIB IDX FUT Jun23 |
STM3 |
Financial - Equity Index |
33.0000 |
$4,789,142.29 |
2.74% |
| GOLD 100 OZ FUTR Aug23 |
GCQ3 |
Precious Metals |
24.0000 |
$4,727,040.00 |
2.71% |
| KC HRW WHEAT FUT Jul23 |
KWN3 |
Agricultural |
101.0000 |
$4,101,862.50 |
2.35% |
| OMXS30 IND FUTURE Jun23 |
QCM3 |
Financial - Equity Index |
183.0000 |
$3,896,184.48 |
2.23% |
| GASOLINE RBOB FUT Jul23 |
XBN3 |
Energy |
36.0000 |
$3,781,058.40 |
2.17% |
| SOYBEAN FUTURE Jul23 |
S N3 |
Agricultural |
56.0000 |
$3,787,000.00 |
2.17% |
| CAC40 10 EURO FUT Jun23 |
CFM3 |
Financial - Equity Index |
46.0000 |
$3,581,708.21 |
2.05% |
| FTSE 100 IDX FUT Jun23 |
Z M3 |
Financial - Equity Index |
34.0000 |
$3,225,463.88 |
1.85% |
| CORN FUTURE Jul23 |
C N3 |
Agricultural |
99.0000 |
$3,014,550.00 |
1.73% |
| BRENT CRUDE FUTR Sep23 |
COU3 |
Energy |
39.0000 |
$2,962,830.00 |
1.70% |
| GASOLINE RBOB FUT Aug23 |
XBQ3 |
Energy |
29.0000 |
$2,969,727.60 |
1.70% |
| DAX Mini Future Jun23 |
DFWM3 |
Financial - Equity Index |
33.0000 |
$2,842,106.65 |
1.63% |
| SPI 200 FUTURES Jun23 |
XPM3 |
Financial - Equity Index |
18.0000 |
$2,127,035.39 |
1.22% |
| ECX EMISSION Dec23 |
MOZ23 |
Energy |
25.0000 |
$2,114,562.30 |
1.21% |
| SOYBEAN MEAL FUTR Jul23 |
SMN3 |
Agricultural |
50.0000 |
$1,989,000.00 |
1.14% |
| MSCI EAFE Jun23 |
MFSM3 |
Financial - Equity Index |
18.0000 |
$1,901,160.00 |
1.09% |
| LIVE CATTLE FUTR Aug23 |
LCQ3 |
Livestock |
27.0000 |
$1,867,320.00 |
1.07% |
| CHF CURRENCY FUT Jun23 |
SFM3 |
Financial - Currency |
10.0000 |
$1,377,687.50 |
0.79% |
| KC HRW WHEAT FUT Sep23 |
KWU3 |
Agricultural |
32.0000 |
$1,291,600.00 |
0.74% |
| SOYBEAN MEAL FUTR Dec23 |
SMZ3 |
Agricultural |
31.0000 |
$1,139,870.00 |
0.65% |
| S&P/TSX 60 IX FUT Jun23 |
PTM3 |
Financial - Equity Index |
6.0000 |
$1,077,920.47 |
0.62% |
| COFFEE 'C' FUTURE Sep23 |
KCU3 |
Agricultural |
13.0000 |
$866,287.50 |
0.50% |
| SUGAR #11 (WORLD) Oct23 |
SBV3 |
Agricultural |
29.0000 |
$796,084.80 |
0.46% |
| SILVER FUTURE Jul23 |
SIN3 |
Precious Metals |
5.0000 |
$593,675.00 |
0.34% |
| CORN FUTURE Dec23 |
C Z3 |
Agricultural |
18.0000 |
$487,125.00 |
0.28% |
| MSCI EmgMkt Jun23 |
MESM3 |
Financial - Equity Index |
-10.0000 |
($495,250.00) |
-0.28% |
| DJIA MINI e-CBOT Jun23 |
DMM3 |
Financial - Equity Index |
-4.0000 |
($676,340.00) |
-0.39% |
| S&P500 EMINI FUT Jun23 |
ESM3 |
Financial - Equity Index |
-8.0000 |
($1,715,200.00) |
-0.98% |
| NASDAQ 100 E-MINI Jun23 |
NQM3 |
Financial - Equity Index |
-6.0000 |
($1,749,030.00) |
-1.00% |
| US 10YR NOTE (CBT)Sep23 |
TYU3 |
Financial - Interest Rates |
-16.0000 |
($1,821,500.00) |
-1.04% |
| Low Su Gasoil G Jul23 |
QSN3 |
Energy |
-27.0000 |
($1,856,250.00) |
-1.06% |
| LME NICKEL FUTURE Sep23 |
LNU3 |
Industrial Metals |
-15.0000 |
($1,912,590.00) |
-1.10% |
| JPN 10Y BOND(OSE) Jun23 |
JBM3 |
Financial - Interest Rates |
-2.0000 |
($2,129,614.00) |
-1.22% |
| COPPER FUTURE Sep23 |
HGU3 |
Industrial Metals |
-24.0000 |
($2,245,800.00) |
-1.29% |
| S&P MID 400 EMINI Jun23 |
FAM3 |
Financial - Equity Index |
-9.0000 |
($2,257,920.00) |
-1.29% |
| US 5YR NOTE (CBT) Sep23 |
FVU3 |
Financial - Interest Rates |
-23.0000 |
($2,498,375.00) |
-1.43% |
| CANOLA FUTR (WCE) Jul23 |
RSN3 |
Agricultural |
-270.0000 |
($2,652,474.46) |
-1.52% |
| CANOLA FUTR (WCE) Nov23 |
RSX3 |
Agricultural |
-302.0000 |
($2,874,860.69) |
-1.65% |
| TTF NAT GAS F Jul23 |
TZTN3 |
Energy |
-160.0000 |
($3,019,590.19) |
-1.73% |
| SOYBEAN OIL FUTR Jul23 |
BON3 |
Agricultural |
-125.0000 |
($3,712,500.00) |
-2.13% |
| AUDUSD Crncy Fut Jun23 |
ADM3 |
Financial - Currency |
-59.0000 |
($3,903,145.00) |
-2.24% |
| E-Mini Russ 2000 Jun23 |
RTYM3 |
Financial - Equity Index |
-45.0000 |
($4,127,850.00) |
-2.36% |
| LEAN HOGS FUTURE Jul23 |
LHN3 |
Livestock |
-126.0000 |
($4,266,360.00) |
-2.44% |
| LME ZINC FUTURE Sep23 |
LXU3 |
Industrial Metals |
-75.0000 |
($4,324,687.50) |
-2.48% |
| NATURAL GAS FUTR Aug23 |
NGQ23 |
Energy |
-197.0000 |
($4,529,030.00) |
-2.59% |
| WHEAT FUTURE(CBT) Sep23 |
W U3 |
Agricultural |
-147.0000 |
($4,647,037.50) |
-2.66% |
| LONG GILT FUTURE Sep23 |
G U3 |
Financial - Interest Rates |
-39.0000 |
($4,713,423.16) |
-2.70% |
| NY Harb ULSD Fut Aug23 |
HOQ3 |
Energy |
-49.0000 |
($4,844,943.60) |
-2.78% |
| EURO-BOBL FUTURE Sep23 |
OEU3 |
Financial - Interest Rates |
-40.0000 |
($5,016,055.52) |
-2.87% |
| EURO-BUND FUTURE Sep23 |
RXU3 |
Financial - Interest Rates |
-36.0000 |
($5,201,004.10) |
-2.98% |
| C$ CURRENCY FUT Jun23 |
CDM3 |
Financial - Currency |
-71.0000 |
($5,287,725.00) |
-3.03% |
| US 2YR NOTE (CBT) Sep23 |
TUU3 |
Financial - Interest Rates |
-39.0000 |
($8,009,015.66) |
-4.59% |
| LME PRI ALUM FUTR Sep23 |
LAU23 |
Industrial Metals |
-151.0000 |
($8,569,250.00) |
-4.91% |
| EURO-SCHATZ FUT Sep23 |
DUU3 |
Financial - Interest Rates |
-99.0000 |
($11,195,631.61) |
-6.41% |
| JPN YEN CURR FUT Jun23 |
JYM3 |
Financial - Currency |
-127.0000 |
($11,369,675.00) |
-6.51% |
Cash and Collateral
| US Dollar |
$USD |
|
152,949,066 |
$152,949,066.15 |
87.60% |
| U.S. Treasury Bill, 0%, due 08/10/2023 |
|
912796XY0 |
11,000,000 |
$10,896,232.38 |
6.24% |
| U.S. Treasury Bill, 0%, due 11/09/2023 |
|
912797FJ1 |
11,000,000 |
$10,746,946.54 |
6.16% |
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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