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Holdings of the Fund as of 12/2/2022
Futures **
| CORN FUTURE Mar23 |
C H3 |
Agricultural |
9,061.0000 |
$292,783,562.50 |
7.21% |
| SUGAR #11 (WORLD) Mar23 |
SBH3 |
Agricultural |
8,396.0000 |
$183,180,569.60 |
4.51% |
| GOLD 100 OZ FUTR Feb23 |
GCG3 |
Precious Metals |
955.0000 |
$172,816,800.00 |
4.26% |
| NY Harb ULSD Fut Jan23 |
HOF3 |
Energy |
1,289.0000 |
$171,536,253.00 |
4.23% |
| SOYBEAN FUTURE Jan23 |
S F3 |
Agricultural |
2,381.0000 |
$171,253,425.00 |
4.22% |
| SILVER FUTURE Mar23 |
SIH3 |
Precious Metals |
1,326.0000 |
$154,147,500.00 |
3.80% |
| COPPER FUTURE Mar23 |
HGH3 |
Industrial Metals |
1,451.0000 |
$139,676,887.50 |
3.44% |
| SOYBEAN OIL FUTR Mar23 |
BOH3 |
Agricultural |
3,544.0000 |
$137,025,216.00 |
3.38% |
| SOYBEAN MEAL FUTR Mar23 |
SMH3 |
Agricultural |
3,225.0000 |
$136,353,000.00 |
3.36% |
| Low Su Gasoil G Jan23 |
QSF3 |
Energy |
1,483.0000 |
$135,879,875.00 |
3.35% |
| LME PRI ALUM FUTR Mar23 |
LAH23 |
Industrial Metals |
2,103.0000 |
$133,905,896.25 |
3.30% |
| GASOLINE RBOB FUT Feb23 |
XBG3 |
Energy |
1,298.0000 |
$124,683,543.60 |
3.07% |
| LME ZINC FUTURE Mar23 |
LXH3 |
Industrial Metals |
1,510.0000 |
$116,203,937.50 |
2.86% |
| GASOLINE RBOB FUT Jan23 |
XBF3 |
Energy |
1,204.0000 |
$115,315,267.20 |
2.84% |
| SOYBEAN FUTURE Mar23 |
S H3 |
Agricultural |
1,465.0000 |
$105,956,125.00 |
2.61% |
| COTTON NO.2 FUTR Mar23 |
CTH3 |
Agricultural |
2,529.0000 |
$105,206,400.00 |
2.59% |
| SOYBEAN MEAL FUTR Jan23 |
SMF3 |
Agricultural |
2,439.0000 |
$103,437,990.00 |
2.55% |
| BRENT CRUDE FUTR Mar23 |
COH3 |
Energy |
1,171.0000 |
$100,179,050.00 |
2.47% |
| Low Su Gasoil G Feb23 |
QSG3 |
Energy |
917.0000 |
$83,080,200.00 |
2.05% |
| LME NICKEL FUTURE Mar23 |
LNH3 |
Industrial Metals |
454.0000 |
$78,731,772.00 |
1.94% |
| NATURAL GAS FUTR Jan23 |
NGF23 |
Energy |
1,256.0000 |
$78,889,360.00 |
1.94% |
| KC HRW WHEAT FUT Mar23 |
KWH3 |
Agricultural |
1,712.0000 |
$74,536,200.00 |
1.84% |
| NY Harb ULSD Fut Feb23 |
HOG3 |
Energy |
557.0000 |
$73,209,183.60 |
1.80% |
| WTI CRUDE FUTURE Feb23 |
CLG3 |
Energy |
875.0000 |
$70,043,750.00 |
1.73% |
| NATURAL GAS FUTR Feb23 |
NGG23 |
Energy |
1,132.0000 |
$69,833,080.00 |
1.72% |
| WTI CRUDE FUTURE Mar23 |
CLH3 |
Energy |
858.0000 |
$68,708,640.00 |
1.69% |
| SOYBEAN OIL FUTR Jan23 |
BOF3 |
Agricultural |
1,732.0000 |
$67,776,624.00 |
1.67% |
| BRENT CRUDE FUTR Apr23 |
COJ3 |
Energy |
743.0000 |
$63,474,490.00 |
1.56% |
| LIVE CATTLE FUTR Feb23 |
LCG3 |
Livestock |
1,008.0000 |
$62,848,800.00 |
1.55% |
| COFFEE 'C' FUTURE Mar23 |
KCH3 |
Agricultural |
969.0000 |
$59,084,775.00 |
1.46% |
| LME LEAD FUTURE Mar23 |
LLH3 |
Industrial Metals |
1,058.0000 |
$58,282,575.00 |
1.44% |
| COCOA FUTURE Mar23 |
CCH3 |
Agricultural |
2,188.0000 |
$55,487,680.00 |
1.37% |
| BRENT CRUDE FUTR Feb23 |
COG3 |
Energy |
646.0000 |
$55,278,220.00 |
1.36% |
| WHEAT FUTURE(CBT) Mar23 |
W H3 |
Agricultural |
1,188.0000 |
$45,203,400.00 |
1.11% |
| LEAN HOGS FUTURE Apr23 |
LHJ3 |
Livestock |
1,020.0000 |
$39,096,600.00 |
0.96% |
| GASOLINE RBOB FUT Mar23 |
XBH3 |
Energy |
329.0000 |
$31,822,854.00 |
0.78% |
| CATTLE FEEDER FUT Jan23 |
FCF3 |
Livestock |
262.0000 |
$23,900,950.00 |
0.59% |
| NATURAL GAS FUTR Mar23 |
NGH23 |
Energy |
396.0000 |
$22,104,720.00 |
0.54% |
| LEAN HOGS FUTURE Feb23 |
LHG3 |
Livestock |
334.0000 |
$12,080,780.00 |
0.30% |
| COCOA FUTURE May23 |
CCK3 |
Agricultural |
397.0000 |
$10,087,770.00 |
0.25% |
| LEAN HOGS FUTURE Jun23 |
LHM3 |
Livestock |
33.0000 |
$1,410,750.00 |
0.03% |
Cash and Collateral
| US Dollar |
$USD |
|
1,634,070,258 |
$1,634,070,258.39 |
40.26% |
| U.S. Treasury Bill, 0%, due 12/06/2022 |
|
912796YX1 |
250,000,000 |
$249,975,172.50 |
6.16% |
| U.S. Treasury Bill, 0%, due 01/12/2023 |
|
912796XR5 |
225,000,000 |
$224,098,251.75 |
5.52% |
| U.S. Treasury Bill, 0%, due 12/08/2022 |
|
912796X61 |
200,000,000 |
$199,939,600.00 |
4.93% |
| U.S. Treasury Bill, 0%, due 12/13/2022 |
|
912796YY9 |
200,000,000 |
$199,842,934.00 |
4.92% |
| U.S. Treasury Bill, 0%, due 12/15/2022 |
|
912796X79 |
200,000,000 |
$199,828,314.00 |
4.92% |
| U.S. Treasury Bill, 0%, due 12/27/2022 |
|
912796ZA0 |
200,000,000 |
$199,542,156.00 |
4.92% |
| U.S. Treasury Bill, 0%, due 01/03/2023 |
|
912796ZH5 |
200,000,000 |
$199,405,902.00 |
4.91% |
| U.S. Treasury Bill, 0%, due 01/05/2023 |
|
912796X95 |
200,000,000 |
$199,353,134.00 |
4.91% |
| U.S. Treasury Bill, 0%, due 01/10/2023 |
|
912796ZJ1 |
200,000,000 |
$199,249,300.00 |
4.91% |
| U.S. Treasury Bill, 0%, due 12/29/2022 |
|
912796R27 |
200,000,000 |
$199,495,556.00 |
4.91% |
| U.S. Treasury Bill, 0%, due 12/22/2022 |
|
912796X87 |
180,000,000 |
$179,693,433.00 |
4.43% |
| U.S. Treasury Bill, 0%, due 12/20/2022 |
|
912796YZ6 |
175,000,000 |
$174,737,955.00 |
4.30% |
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.
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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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