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Holdings of the Fund as of 4/2/2020
Futures **
| GOLD 100 OZ FUTR Jun20 |
GCM0 |
Metals |
62.0000 |
$10,153,740.00 |
11.94% |
| SILVER FUTURE Jul20 |
SIN0 |
Metals |
94.0000 |
$6,902,420.00 |
8.12% |
| COPPER FUTURE Jul20 |
HGN0 |
Metals |
99.0000 |
$5,503,162.50 |
6.47% |
| KC HRW WHEAT FUT Jul20 |
KWN0 |
Agricultural |
213.0000 |
$5,018,812.50 |
5.90% |
| COCOA FUTURE Jul20 |
CCN0 |
Agricultural |
206.0000 |
$4,692,680.00 |
5.52% |
| SOYBEAN FUTURE Jul20 |
S N0 |
Agricultural |
88.0000 |
$3,801,600.00 |
4.47% |
| CORN FUTURE Jul20 |
C N0 |
Agricultural |
207.0000 |
$3,503,475.00 |
4.12% |
| LME PRI ALUM FUTR Jun20 |
LAM20 |
Metals |
90.0000 |
$3,346,312.50 |
3.94% |
| SUGAR #11 (WORLD) Jul20 |
SBN0 |
Agricultural |
281.0000 |
$3,247,910.40 |
3.82% |
| COFFEE 'C' FUTURE Jul20 |
KCN0 |
Agricultural |
66.0000 |
$2,987,325.00 |
3.51% |
| SOYBEAN MEAL FUTR Jul20 |
SMN0 |
Agricultural |
93.0000 |
$2,862,540.00 |
3.37% |
| LIVE CATTLE FUTR Jun20 |
LCM0 |
Agricultural |
85.0000 |
$2,824,550.00 |
3.32% |
| SOYBEAN OIL FUTR Jul20 |
BON0 |
Agricultural |
171.0000 |
$2,728,134.00 |
3.21% |
| NATURAL GAS FUTR Feb21 |
NGG21 |
Energy |
76.0000 |
$2,068,720.00 |
2.43% |
| COTTON NO.2 FUTR Jul20 |
CTN0 |
Agricultural |
76.0000 |
$1,890,880.00 |
2.22% |
| NY Harb ULSD Fut Jul20 |
HON0 |
Energy |
42.0000 |
$1,860,490.80 |
2.19% |
| NATURAL GAS FUTR Apr21 |
NGJ21 |
Energy |
67.0000 |
$1,598,620.00 |
1.88% |
| LEAN HOGS FUTURE Jun20 |
LHM0 |
Agricultural |
71.0000 |
$1,500,230.00 |
1.76% |
| GASOLINE RBOB FUT Aug20 |
XBQ0 |
Energy |
43.0000 |
$1,484,712.60 |
1.75% |
| GASOLINE RBOB FUT Jul20 |
XBN0 |
Energy |
45.0000 |
$1,471,743.00 |
1.73% |
| LME NICKEL FUTURE Jun20 |
LNM0 |
Metals |
21.0000 |
$1,424,367.00 |
1.68% |
| CATTLE FEEDER FUT Aug20 |
FCQ0 |
Agricultural |
24.0000 |
$1,411,800.00 |
1.66% |
| LME ZINC FUTURE Jun20 |
LXM0 |
Metals |
28.0000 |
$1,320,375.00 |
1.55% |
| GASOLINE RBOB FUT Jun20 |
XBM0 |
Energy |
37.0000 |
$1,124,474.40 |
1.32% |
| Low Su Gasoil G Jun20 |
QSM0 |
Energy |
31.0000 |
$917,600.00 |
1.08% |
| Low Su Gasoil G May20 |
QSK0 |
Energy |
32.0000 |
$906,400.00 |
1.07% |
| PLATINUM FUTURE Jul20 |
PLN0 |
Metals |
24.0000 |
$876,000.00 |
1.03% |
| BRENT CRUDE FUTR Aug20 |
COQ0 |
Energy |
25.0000 |
$841,500.00 |
0.99% |
| BRENT CRUDE FUTR Jul20 |
CON0 |
Energy |
24.0000 |
$770,400.00 |
0.91% |
| WTI CRUDE FUTURE Jun20 |
CLM0 |
Energy |
26.0000 |
$729,300.00 |
0.86% |
| WTI CRUDE FUTURE Jul20 |
CLN0 |
Energy |
19.0000 |
$568,480.00 |
0.67% |
| CATTLE FEEDER FUT May20 |
FCK0 |
Agricultural |
8.0000 |
$446,600.00 |
0.53% |
| Low Su Gasoil G Jul20 |
QSN0 |
Energy |
11.0000 |
$338,250.00 |
0.40% |
| NY Harb ULSD Fut Jun20 |
HOM0 |
Energy |
7.0000 |
$299,997.60 |
0.35% |
Cash and Collateral
| US Dollar |
$USD |
54,530,789 |
$54,530,788.62 |
64.13% |
| U.S. Treasury Bill, 0%, due 04/16/2020 |
912796TR0 |
9,000,000 |
$8,999,918.73 |
10.58% |
| U.S. Treasury Bill, 0%, due 04/23/2020 |
912796SM2 |
7,000,000 |
$6,999,877.50 |
8.23% |
| U.S. Treasury Bill, 0%, due 04/30/2020 |
912796TS8 |
7,000,000 |
$6,999,769.00 |
8.23% |
| U.S. Treasury Bill, 0%, due 04/09/2020 |
912796TQ2 |
3,000,000 |
$2,999,985.99 |
3.53% |
| U.S. Treasury Bill, 0%, due 06/18/2020 |
912796SV2 |
3,000,000 |
$2,999,564.58 |
3.53% |
| U.S. Treasury Bill, 0%, due 07/09/2020 |
912796WW5 |
1,500,000 |
$1,499,890.07 |
1.76% |
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 advisors 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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