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Holdings of the Fund as of 9/18/2020
Total Number of Holdings (excluding cash): 52
| NOTA DO TESOURO NACIONAL 10%, due 01/01/2025 |
BJ0X0K1 |
50,950 |
$10,630,590.63 |
5.91% |
| REPUBLIC OF SOUTH AFRICA N/C, 8.875%, due 02/28/2035 |
BYY9RY3 |
192,270,000 |
$10,109,049.46 |
5.62% |
| BONOS DE TESORERIA N/C, 6.95%, due 08/12/2031 |
P87324BH4 |
28,435,000 |
$10,035,760.07 |
5.58% |
| MEX BONOS DESARR FIX RT N/C, 8.50%, due 05/31/2029 |
P9767G6N6 |
1,308,200 |
$7,407,190.35 |
4.12% |
| TURKEY GOVERNMENT BOND N/C, 10.60%, due 02/11/2026 |
BDGP106 |
54,790,000 |
$6,593,539.53 |
3.67% |
| INDONESIA GOVERNMENT N/C, 8.375%, due 03/15/2034 |
Y39814JF9 |
82,503,000,000 |
$6,025,210.59 |
3.35% |
| HUNGARY GOVERNMENT BOND N/C, 6.75%, due 10/22/2028 |
X9379QRH5 |
1,343,000,000 |
$6,004,244.03 |
3.34% |
| BONOS TESORERIA PESOS N/C, 4.50%, due 03/01/2026 |
BWWC438 |
3,955,000,000 |
$5,979,621.26 |
3.33% |
| REPUBLIC OF SOUTH AFRICA N/C, 10.50%, due 12/21/2026 |
S69124FF7 |
81,435,000 |
$5,791,527.39 |
3.22% |
| POLAND GOVERNMENT BOND N/C, 2.75%, due 04/25/2028 |
BDRZS93 |
18,455,000 |
$5,460,218.61 |
3.04% |
| NOTA DO TESOURO NACIONAL N/C, 10%, due 01/01/2027 |
BYYCKC1 |
25,650 |
$5,341,342.00 |
2.97% |
| TITULOS DE TESORERIA B N/C, 7.50%, due 08/26/2026 |
P3107FAR6 |
16,420,000,000 |
$5,097,351.68 |
2.84% |
| TITULOS DE TESORERIA N/C, 6%, due 04/28/2028 |
B8CLGQ4 |
17,600,000,000 |
$5,007,069.65 |
2.79% |
| REPUBLIC OF SOUTH AFRICA N/C, 9%, due 01/31/2040 |
BYM2NZ7 |
97,000,000 |
$4,875,833.38 |
2.71% |
| INTL FINANCE CORP N/C, 6.30%, due 11/25/2024 |
45950VEM4 |
337,000,000 |
$4,716,073.10 |
2.62% |
| ISRAEL FIXED BOND N/C, 2.25%, due 09/28/2028 |
BD1ZZV0 |
13,475,000 |
$4,551,408.91 |
2.53% |
| ASIAN DEVELOPMENT BANK N/C, 6.20%, due 10/06/2026 |
BYVQYB3 |
323,500,000 |
$4,492,358.25 |
2.50% |
| TITULOS DE TESORERIA B N/C, 7.75%, due 09/18/2030 |
BVFPYD7 |
14,080,000,000 |
$4,449,186.57 |
2.48% |
| MEX BONOS DESARR FIX RT 7.75%, due 05/29/2031 |
P9767HEK1 |
763,700 |
$4,154,163.72 |
2.31% |
| MEX BONOS DESARR FIX RT N/C, 10%, due 11/20/2036 |
P9767GR78 |
56,510,000 |
$3,647,023.62 |
2.03% |
| MALAYSIA GOVERNMENT 4.181%, due 07/15/2024 |
Y55745QW9 |
13,360,000 |
$3,497,862.96 |
1.95% |
| BONOS DE TESORERIA N/C, 6.90%, due 08/12/2037 |
P87324BF8 |
9,860,000 |
$3,381,258.86 |
1.88% |
| REPUBLIC OF SOUTH AFRICA Series R209, 6.25%, due 03/31/2036 |
S69124MZ5 |
80,105,000 |
$3,283,707.64 |
1.83% |
| ROMANIA GOVERNMENT BOND N/C, 4.50%, due 06/17/2024 |
BKLC5N2 |
12,475,000 |
$3,184,183.75 |
1.77% |
| ISRAEL FIXED BOND 6.25%, due 10/30/2026 |
M8489CJQ6 |
8,190,000 |
$3,107,077.60 |
1.73% |
| REPUBLIC OF PHILIPPINES N/C, 4.95%, due 01/15/2021 |
718286BJ5 |
150,000,000 |
$3,116,998.17 |
1.73% |
| INDONESIA GOVERNMENT N/C, 8.25%, due 05/15/2036 |
BYPGH98 |
40,076,000,000 |
$2,885,417.60 |
1.61% |
| THAILAND GOVERNMENT BOND N/C, 3.65%, due 06/20/2031 |
Y6065ANG0 |
73,300,000 |
$2,876,837.05 |
1.60% |
| BONOS DE TESORERIA N/C, 8.20%, due 08/12/2026 |
P87324BD3 |
6,670,000 |
$2,527,223.51 |
1.41% |
| BONOS TESORERIA PESOS N/C, 4.70%, due 09/01/2030 |
BG7P9X5 |
1,595,000,000 |
$2,473,435.16 |
1.38% |
| NOTA DO TESOURO NACIONAL N/C, 10%, due 01/01/2029 |
BF4LY56 |
11,200 |
$2,392,651.76 |
1.33% |
| ROMANIA GOVERNMENT BOND N/C, 5.85%, due 04/26/2023 |
B8VZLP1 |
8,400,000 |
$2,192,471.90 |
1.22% |
| MALAYSIA GOVERNMENT N/C, 4.048%, due 09/30/2021 |
BL2FQ34 |
8,250,000 |
$2,052,170.36 |
1.14% |
| NOTA DO TESOURO NACIONAL N/C, 10%, due 01/01/2023 |
B4Q5YM6 |
10,000 |
$2,026,812.34 |
1.13% |
| POLAND GOVERNMENT BOND 5.75%, due 04/25/2029 |
X6650PNF1 |
5,465,000 |
$1,996,656.73 |
1.11% |
| REPUBLIC OF SOUTH AFRICA N/C, 8.50%, due 01/31/2037 |
BFDTGL1 |
37,640,000 |
$1,860,485.95 |
1.04% |
| REPUBLIC OF PHILIPPINES N/C, 6.25%, due 01/14/2036 |
718286BM8 |
64,000,000 |
$1,690,236.79 |
0.94% |
| THAILAND GOVERNMENT BOND N/C, 3.625%, due 06/16/2023 |
Y6065ALN7 |
48,470,000 |
$1,686,152.76 |
0.94% |
| REPUBLIC OF SOUTH AFRICA N/C, 8.25%, due 03/31/2032 |
BP4JP79 |
30,000,000 |
$1,609,423.70 |
0.90% |
| US Dollar |
$USD |
1,409,735 |
$1,409,735.38 |
0.78% |
| ROMANIA GOVERNMENT BOND 5.80%, due 07/26/2027 |
B7M1R08 |
4,690,000 |
$1,316,204.54 |
0.73% |
| REPUBLIC OF PHILIPPINES N/C, 3.90%, due 11/26/2022 |
718286BX4 |
60,000,000 |
$1,269,496.81 |
0.71% |
| TITULOS DE TESORERIA B N/C, 7%, due 05/04/2022 |
B7RQ430 |
4,201,000,000 |
$1,205,230.28 |
0.67% |
| MALAYSIA GOVERNMENT N/C, 4.16%, due 07/15/2021 |
Y557778L6 |
4,220,000 |
$1,046,147.74 |
0.58% |
| INTL FINANCE CORP 0%, due 02/22/2038 |
BDRTCZ9 |
67,000,000 |
$1,006,807.21 |
0.56% |
| AFRICAN DEVELOPMENT BANK N/C, 0%, due 04/05/2046 |
BK8T4L7 |
100,000,000 |
$882,141.58 |
0.49% |
| CZECH REPUBLIC 2.40%, due 09/17/2025 |
BMMV220 |
17,080,000 |
$825,283.47 |
0.46% |
| CZECH REPUBLIC N/C, 0.75%, due 02/23/2021 |
BDZ9YT9 |
18,000,000 |
$799,984.07 |
0.45% |
| INTL FINANCE CORP N/C, 5.85%, due 11/25/2022 |
45950VLJ3 |
51,050,000 |
$709,392.28 |
0.39% |
| NOTA DO TESOURO NACIONAL N/C, 10%, due 01/01/2021 |
P80551PC5 |
2,600 |
$492,280.08 |
0.27% |
| REPUBLIC OF SOUTH AFRICA 6.75%, due 03/31/2021 |
S69124NA9 |
4,000,000 |
$249,122.66 |
0.14% |
| BONO BCO CENT CHILE PES N/C, 6%, due 02/01/2021 |
P077A5YR3 |
120,000,000 |
$159,030.66 |
0.09% |
| POLAND GOVERNMENT BOND N/C, 4%, due 10/25/2023 |
B9275T5 |
545,000 |
$161,525.10 |
0.09% |
Currency Forward Positions
| USD->BRL 10-21-2020 |
-31,715,000.00 BRL |
$6,014,032.43 |
($6,146,202.29) |
($132,169.86) |
| USD->CNY 10-21-2020 |
18,700,000.00 CNY |
($2,757,537.30) |
$2,760,659.39 |
$3,122.09 |
| USD->HUF 10-21-2020 |
-200,270,740.00 HUF |
$661,596.46 |
($665,551.11) |
($3,954.65) |
| USD->IDR 10-21-2020 |
42,200,000,000.00 IDR |
($2,832,504.01) |
$2,806,384.56 |
($26,119.45) |
| USD->ILS 10-21-2020 |
2,100,000.00 ILS |
($614,355.56) |
$614,370.66 |
$15.10 |
| USD->INR 10-21-2020 |
327,000,000.00 INR |
($4,426,369.58) |
$4,419,604.26 |
($6,765.32) |
| USD->KRW 10-21-2020 |
6,450,000,000.00 KRW |
($5,490,358.56) |
$5,444,756.77 |
($45,601.79) |
| USD->MXN 10-21-2020 |
98,400,000.00 MXN |
($4,639,013.80) |
$4,636,693.40 |
($2,320.40) |
| USD->PEN 10-21-2020 |
-18,600,000.00 PEN |
$5,249,788.31 |
($5,222,830.96) |
$26,957.35 |
| USD->PHP 10-21-2020 |
87,350,000.00 PHP |
($1,804,322.98) |
$1,809,284.55 |
$4,961.57 |
| USD->RON 10-21-2020 |
36,643,025.00 RON |
($8,933,431.68) |
$8,949,984.12 |
$16,552.44 |
| USD->RUB 10-21-2020 |
850,900,000.00 RUB |
($11,355,174.48) |
$11,491,193.66 |
$136,019.18 |
| USD->TRY 10-21-2020 |
-6,500,000.00 TRY |
$856,708.74 |
($864,132.80) |
($7,424.06) |
| USD->ZAR 10-21-2020 |
22,000,000.00 ZAR |
($1,340,469.51) |
$1,337,927.86 |
($2,541.65) |
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, 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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