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Holdings of the Fund as of 12/13/2018 *
Futures **
| KC HRW WHEAT FUT Mar19 |
KWH9 |
Agricultural |
23.0000 |
$598,000.00 |
3.21% |
| PLATINUM FUTURE Jan19 |
PLF9 |
Metals |
9.0000 |
$358,875.00 |
1.93% |
| COPPER FUTURE Mar19 |
HGH9 |
Metals |
5.0000 |
$345,875.00 |
1.86% |
| Low Su Gasoil G Mar19 |
QSH9 |
Energy |
6.0000 |
$334,950.00 |
1.80% |
| Low Su Gasoil G Feb19 |
QSG9 |
Energy |
5.0000 |
$279,000.00 |
1.50% |
| LME ZINC FUTURE Mar19 |
LXH9 |
Metals |
4.0000 |
$256,400.00 |
1.38% |
| SOYBEAN FUTURE Mar19 |
S H9 |
Agricultural |
4.0000 |
$184,100.00 |
0.99% |
| NY Harb ULSD Fut Jan19 |
HOF9 |
Energy |
2.0000 |
$157,626.00 |
0.85% |
| GASOLINE RBOB FUT Feb19 |
XBG9 |
Energy |
2.0000 |
$124,311.60 |
0.67% |
| GASOLINE RBOB FUT Jan19 |
XBF9 |
Energy |
2.0000 |
$124,168.80 |
0.67% |
| NATURAL GAS FUTR Apr19 |
NGJ19 |
Energy |
3.0000 |
$87,150.00 |
0.47% |
| NATURAL GAS FUTR Mar19 |
NGH19 |
Energy |
2.0000 |
$77,120.00 |
0.41% |
| SILVER FUTURE Mar19 |
SIH9 |
Metals |
-1.0000 |
($74,275.00) |
-0.40% |
| LME LEAD FUTURE Mar19 |
LLH9 |
Metals |
-2.0000 |
($97,362.50) |
-0.52% |
| COCOA FUTURE Mar19 |
CCH9 |
Agricultural |
-5.0000 |
($112,500.00) |
-0.60% |
| CATTLE FEEDER FUT Mar19 |
FCH9 |
Agricultural |
-2.0000 |
($145,925.00) |
-0.78% |
| LME PRI ALUM FUTR Mar19 |
LAH19 |
Metals |
-3.0000 |
($144,993.75) |
-0.78% |
| LIVE CATTLE FUTR Feb19 |
LCG9 |
Agricultural |
-4.0000 |
($196,560.00) |
-1.05% |
| LME NICKEL FUTURE Mar19 |
LNH9 |
Metals |
-3.0000 |
($195,408.00) |
-1.05% |
| SUGAR #11 (WORLD) Mar19 |
SBH9 |
Agricultural |
-14.0000 |
($199,920.00) |
-1.07% |
| SOYBEAN MEAL FUTR Mar19 |
SMH9 |
Agricultural |
-7.0000 |
($219,030.00) |
-1.18% |
| GOLD 100 OZ FUTR Feb19 |
GCG9 |
Metals |
-2.0000 |
($249,480.00) |
-1.34% |
| LEAN HOGS FUTURE Feb19 |
LHG9 |
Agricultural |
-12.0000 |
($311,160.00) |
-1.67% |
| SOYBEAN OIL FUTR Mar19 |
BOH9 |
Agricultural |
-25.0000 |
($436,350.00) |
-2.34% |
| CORN FUTURE Mar19 |
C H9 |
Agricultural |
-23.0000 |
($441,887.50) |
-2.37% |
| COTTON NO.2 FUTR Mar19 |
CTH9 |
Agricultural |
-14.0000 |
($555,870.00) |
-2.98% |
| WHEAT FUTURE(CBT) Mar19 |
W H9 |
Agricultural |
-23.0000 |
($616,400.00) |
-3.31% |
| COFFEE 'C' FUTURE Mar19 |
KCH9 |
Agricultural |
-25.0000 |
($975,937.50) |
-5.24% |
Cash and Collateral
| U.S. Treasury Bill, 0%, due 02/21/2019 |
912796QY8 |
4,000,000 |
$3,982,079.16 |
21.37% |
| U.S. Treasury Bill, 0%, due 01/10/2019 |
912796QS1 |
3,000,000 |
$2,995,072.35 |
16.07% |
| U.S. Treasury Bill, 0%, due 01/17/2019 |
912796QT9 |
3,000,000 |
$2,993,596.68 |
16.06% |
| US Dollar |
$USD |
2,892,638 |
$2,892,637.53 |
15.52% |
| U.S. Treasury Bill, 0%, due 02/07/2019 |
912796QW2 |
2,000,000 |
$1,992,880.56 |
10.69% |
| U.S. Treasury Bill, 0%, due 12/20/2018 |
912796QP7 |
1,000,000 |
$999,636.25 |
5.36% |
| U.S. Treasury Bill, 0%, due 03/14/2019 |
912796RB7 |
1,000,000 |
$994,075.00 |
5.33% |
| U.S. Treasury Bill, 0%, due 01/24/2019 |
912796QU6 |
500,000 |
$498,720.18 |
2.68% |
| U.S. Treasury Bill, 0%, due 04/11/2019 |
912796RG6 |
500,000 |
$496,037.99 |
2.66% |
| U.S. Treasury Bill, 0%, due 05/16/2019 |
912796RQ4 |
300,000 |
$296,869.88 |
1.59% |
| U.S. Treasury Bill, 0%, due 03/07/2019 |
912796QZ5 |
250,000 |
$248,654.75 |
1.33% |
| U.S. Treasury Bill, 0%, due 04/18/2019 |
912796RH4 |
250,000 |
$247,897.14 |
1.33% |
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.
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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 and the Internal Revenue Code. First Trust has no knowledge of and has not been provided any information regarding any investor. Financial advisors must determine whether particular investments are appropriate for their clients. First Trust believes the financial advisor is a fiduciary, is capable of evaluating investment risks independently and is responsible for exercising independent judgment with respect to its retirement plan clients.
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