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Holdings of the Fund as of 2/18/2020
Total Number of Holdings (excluding cash): 54
| NOTA DO TESOURO NACIONAL 10%, due 01/01/2025 |
BJ0X0K1 |
47,950 |
$12,689,485.35 |
6.37% |
| REPUBLIC OF SOUTH AFRICA N/C, 8.875%, due 02/28/2035 |
BYY9RY3 |
196,590,000 |
$12,173,070.76 |
6.11% |
| BONOS DE TESORERIA N/C, 6.95%, due 08/12/2031 |
P87324BH4 |
30,150,000 |
$11,138,606.24 |
5.59% |
| HUNGARY GOVERNMENT BOND N/C, 6.75%, due 10/22/2028 |
X9379QRH5 |
2,471,000,000 |
$10,885,150.88 |
5.46% |
| NOTA DO TESOURO NACIONAL N/C, 10%, due 01/01/2027 |
BYYCKC1 |
31,650 |
$8,598,448.63 |
4.31% |
| TITULOS DE TESORERIA B N/C, 7.50%, due 08/26/2026 |
P3107FAR6 |
24,900,000,000 |
$8,180,370.95 |
4.10% |
| REPUBLIC OF SOUTH AFRICA N/C, 8.50%, due 01/31/2037 |
BFDTGL1 |
138,340,000 |
$8,125,316.63 |
4.08% |
| INDONESIA GOVERNMENT N/C, 8.25%, due 05/15/2036 |
BYPGH98 |
93,032,000,000 |
$7,423,401.96 |
3.72% |
| INTL FINANCE CORP N/C, 6.30%, due 11/25/2024 |
45950VEM4 |
501,500,000 |
$7,245,207.94 |
3.63% |
| TURKEY GOVERNMENT BOND N/C, 10.60%, due 02/11/2026 |
BDGP106 |
42,790,000 |
$6,939,624.52 |
3.48% |
| REPUBLIC OF SOUTH AFRICA Series R209, 6.25%, due 03/31/2036 |
S69124MZ5 |
135,305,000 |
$6,429,122.93 |
3.23% |
| ISRAEL FIXED BOND N/C, 2.25%, due 09/28/2028 |
BD1ZZV0 |
18,970,000 |
$6,239,389.98 |
3.13% |
| TITULOS DE TESORERIA B N/C, 7.75%, due 09/18/2030 |
BVFPYD7 |
14,080,000,000 |
$4,768,426.99 |
2.39% |
| MEX BONOS DESARR FIX RT 7.25%, due 12/09/2021 |
BDDR354 |
871,000 |
$4,743,840.12 |
2.38% |
| NOTA DO TESOURO NACIONAL N/C, 10%, due 01/01/2029 |
BF4LY56 |
15,700 |
$4,383,189.38 |
2.20% |
| PERU BONO SOBERANO N/C, 8.20%, due 08/12/2026 |
P87324BD3 |
11,450,000 |
$4,370,456.13 |
2.19% |
| TITULOS DE TESORERIA N/C, 6%, due 04/28/2028 |
B8CLGQ4 |
14,100,000,000 |
$4,266,771.80 |
2.14% |
| REPUBLIC OF SOUTH AFRICA N/C, 10.50%, due 12/21/2026 |
S69124FF7 |
55,735,000 |
$4,191,762.60 |
2.10% |
| BONOS TESORERIA PESOS N/C, 4.50%, due 03/01/2026 |
BWWC438 |
3,040,000,000 |
$4,032,351.85 |
2.02% |
| INDONESIA GOVERNMENT N/C, 8.375%, due 03/15/2034 |
Y39814JF9 |
46,670,000,000 |
$3,804,555.85 |
1.91% |
| INDONESIA GOVERNMENT N/C, 8.375%, due 09/15/2026 |
Y20721AS8 |
45,936,000,000 |
$3,750,992.76 |
1.88% |
| ASIAN DEVELOPMENT BANK N/C, 6.20%, due 10/06/2026 |
BYVQYB3 |
253,500,000 |
$3,641,964.50 |
1.83% |
| POLAND GOVERNMENT BOND N/C, 2.75%, due 04/25/2028 |
BDRZS93 |
13,290,000 |
$3,506,929.29 |
1.76% |
| MALAYSIA GOVERNMENT 4.181%, due 07/15/2024 |
Y55745QW9 |
13,360,000 |
$3,410,523.17 |
1.71% |
| ROMANIA GOVERNMENT BOND N/C, 5.85%, due 04/26/2023 |
B8VZLP1 |
13,940,000 |
$3,385,988.60 |
1.70% |
| MALAYSIA GOVERNMENT N/C, 4.048%, due 09/30/2021 |
BL2FQ34 |
12,100,000 |
$2,983,431.38 |
1.50% |
| REPUBLIC OF PHILIPPINES N/C, 4.95%, due 01/15/2021 |
718286BJ5 |
150,000,000 |
$2,996,877.55 |
1.50% |
| REPUBLIC OF CHILE N/C, 5.50%, due 08/05/2020 |
168863AU2 |
2,210,000,000 |
$2,822,605.73 |
1.42% |
| MALAYSIA GOVERNMENT N/C, 4.16%, due 07/15/2021 |
Y557778L6 |
10,220,000 |
$2,512,493.55 |
1.26% |
| THAILAND GOVERNMENT BOND N/C, 3.625%, due 06/16/2023 |
Y6065ALN7 |
69,470,000 |
$2,422,864.11 |
1.22% |
| ISRAEL FIXED BOND 6.25%, due 10/30/2026 |
M8489CJQ6 |
5,940,000 |
$2,359,880.66 |
1.18% |
| ROMANIA GOVERNMENT BOND 5.80%, due 07/26/2027 |
B7M1R08 |
7,780,000 |
$1,979,478.59 |
0.99% |
| US Dollar |
$USD |
1,770,425 |
$1,770,424.97 |
0.89% |
| REPUBLIC OF SOUTH AFRICA N/C, 9%, due 01/31/2040 |
BYM2NZ7 |
28,000,000 |
$1,689,002.10 |
0.85% |
| REPUBLIC OF PHILIPPINES N/C, 6.25%, due 01/14/2036 |
718286BM8 |
64,000,000 |
$1,578,418.95 |
0.79% |
| CZECH REPUBLIC 2.40%, due 09/17/2025 |
BMMV220 |
33,480,000 |
$1,514,576.25 |
0.76% |
| MEX BONOS DESARR FIX RT N/C, 10%, due 12/05/2024 |
P9767GB34 |
242,100 |
$1,491,202.25 |
0.75% |
| NOTA DO TESOURO NACIONAL N/C, 10%, due 01/01/2021 |
P80551PC5 |
6,100 |
$1,463,684.14 |
0.73% |
| TITULOS DE TESORERIA B N/C, 7%, due 05/04/2022 |
B7RQ430 |
4,201,000,000 |
$1,296,603.91 |
0.65% |
| POLAND GOVERNMENT BOND N/C, 4%, due 10/25/2023 |
B9275T5 |
4,375,000 |
$1,197,037.09 |
0.60% |
| REPUBLIC OF PHILIPPINES N/C, 3.90%, due 11/26/2022 |
718286BX4 |
60,000,000 |
$1,184,431.37 |
0.59% |
| BONOS DE TESORERIA N/C, 6.90%, due 08/12/2037 |
P87324BF8 |
3,100,000 |
$1,156,583.77 |
0.58% |
| THAILAND GOVERNMENT BOND N/C, 3.65%, due 06/20/2031 |
Y6065ANG0 |
27,500,000 |
$1,105,629.78 |
0.55% |
| POLAND GOVERNMENT BOND N/C, 3.25%, due 07/25/2025 |
BN89SK5 |
4,000,000 |
$1,080,712.62 |
0.54% |
| POLAND GOVERNMENT BOND 5.75%, due 04/25/2029 |
X6650PNF1 |
3,115,000 |
$1,034,946.00 |
0.52% |
| HUNGARY GOVERNMENT BOND 5.50%, due 06/24/2025 |
BJYRQ12 |
234,000,000 |
$907,875.43 |
0.46% |
| ROMANIA GOVERNMENT BOND N/C, 4.50%, due 06/17/2024 |
BKLC5N2 |
3,800,000 |
$889,989.84 |
0.45% |
| CZECH REPUBLIC N/C, 0.75%, due 02/23/2021 |
BDZ9YT9 |
18,000,000 |
$770,063.59 |
0.39% |
| INTL FINANCE CORP N/C, 5.85%, due 11/25/2022 |
45950VLJ3 |
51,050,000 |
$716,170.95 |
0.36% |
| MEX BONOS DESARR FIX RT 7.75%, due 05/29/2031 |
P9767HEK1 |
92,900 |
$545,982.73 |
0.27% |
| POLAND GOVERNMENT BOND N/C, 1.75%, due 07/25/2021 |
BD2MS99 |
2,000,000 |
$508,125.96 |
0.25% |
| INDONESIA GOVERNMENT N/C, 8.375%, due 03/15/2024 |
BDFM7X3 |
5,416,000,000 |
$432,536.46 |
0.22% |
| REPUBLIC OF SOUTH AFRICA 6.75%, due 03/31/2021 |
S69124NA9 |
4,000,000 |
$267,147.10 |
0.13% |
| BONO BCO CENT CHILE PES N/C, 6%, due 02/01/2021 |
P077A5YR3 |
120,000,000 |
$155,835.07 |
0.08% |
| NOTA DO TESOURO NACIONAL N/C, 10%, due 01/01/2023 |
B4Q5YM6 |
700,000 |
$160,357.32 |
0.08% |
Currency Forward Positions
| USD->BRL 03-20-2020 |
-47,475,000.00 BRL |
$10,994,547.59 |
($10,885,515.79) |
$109,031.80 |
| USD->CLP 03-20-2020 |
-2,025,000,000.00 CLP |
$2,559,565.19 |
($2,540,503.79) |
$19,061.40 |
| USD->COP 03-20-2020 |
-8,800,000,000.00 COP |
$2,606,557.86 |
($2,583,033.60) |
$23,524.26 |
| USD->HUF 03-20-2020 |
-2,467,509,243.00 HUF |
$7,980,462.13 |
($7,941,965.91) |
$38,496.22 |
| USD->IDR 03-20-2020 |
44,150,000,000.00 IDR |
($3,218,141.13) |
$3,218,331.15 |
$190.02 |
| USD->INR 03-20-2020 |
437,000,000.00 INR |
($6,112,133.45) |
$6,089,438.10 |
($22,695.35) |
| USD->KRW 03-20-2020 |
2,000,000,000.00 KRW |
($1,693,844.74) |
$1,680,585.42 |
($13,259.32) |
| USD->MXN 03-20-2020 |
137,868,900.00 MXN |
($7,374,391.47) |
$7,387,799.61 |
$13,408.14 |
| USD->PEN 03-20-2020 |
-3,200,000.00 PEN |
$946,745.56 |
($945,012.11) |
$1,733.45 |
| USD->PHP 03-20-2020 |
211,700,000.00 PHP |
($4,192,061.78) |
$4,181,315.43 |
($10,746.35) |
| USD->PLN 03-20-2020 |
-18,479,780.00 PLN |
$4,720,823.20 |
($4,675,111.31) |
$45,711.89 |
| USD->RON 03-20-2020 |
-4,019,000.00 RON |
$912,800.21 |
($907,530.77) |
$5,269.44 |
| USD->RUB 03-20-2020 |
1,103,700,000.00 RUB |
($17,318,374.39) |
$17,250,946.01 |
($67,428.38) |
| USD->THB 03-20-2020 |
16,500,000.00 THB |
($528,675.01) |
$528,427.82 |
($247.19) |
| USD->TRY 03-20-2020 |
5,890,000.00 TRY |
($963,707.02) |
$964,040.79 |
$333.77 |
| USD->ZAR 03-20-2020 |
58,846,000.00 ZAR |
($3,944,084.17) |
$3,903,445.35 |
($40,638.82) |
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 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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