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Holdings of the Fund as of 5/23/2019 *
Futures **
| S&P500 EMINI FUT Jun19 |
ESM9 |
Financial - Equity Index |
9.0000 |
$1,268,775.00 |
11.37% |
| BRENT CRUDE FUTR Sep19 |
COU9 |
Energy |
8.0000 |
$524,480.00 |
4.70% |
| GOLD 100 OZ FUTR Aug19 |
GCQ9 |
Metals |
4.0000 |
$516,400.00 |
4.63% |
| Low Su Gasoil G Jul19 |
QSN9 |
Energy |
4.0000 |
$242,800.00 |
2.18% |
| DAX Mini Future Jun19 |
DFWM9 |
Financial - Equity Index |
3.0000 |
$200,521.22 |
1.80% |
| FTSE 100 IDX FUT Jun19 |
Z M9 |
Financial - Equity Index |
2.0000 |
$182,774.20 |
1.64% |
| Low Su Gasoil G Aug19 |
QSQ9 |
Energy |
3.0000 |
$182,250.00 |
1.63% |
| CAC40 10 EURO FUT Jun19 |
CFM9 |
Financial - Equity Index |
3.0000 |
$175,428.81 |
1.57% |
| S&P/TSX 60 IX FUT Jun19 |
PTM9 |
Financial - Equity Index |
1.0000 |
$143,824.23 |
1.29% |
| FTSE/MIB IDX FUT Jun19 |
STM9 |
Financial - Equity Index |
1.0000 |
$112,692.20 |
1.01% |
| SPI 200 FUTURES Jun19 |
XPM9 |
Financial - Equity Index |
1.0000 |
$111,971.79 |
1.00% |
| IBEX 35 INDX FUTR Jun19 |
IBM9 |
Financial - Equity Index |
1.0000 |
$101,591.82 |
0.91% |
| DAX INDEX FUTURE Sep19 |
GXU9 |
Financial - Equity Index |
0.0000 |
$0.00 |
0.00% |
| GASOLINE RBOB FUT Aug19 |
XBQ9 |
Energy |
0.0000 |
$0.00 |
0.00% |
| NATURAL GAS FUTR Aug19 |
NGQ19 |
Energy |
0.0000 |
$0.00 |
0.00% |
| NY Harb ULSD Fut Aug19 |
HOQ9 |
Energy |
0.0000 |
$0.00 |
0.00% |
| WTI CRUDE FUTURE Aug19 |
CLQ9 |
Energy |
0.0000 |
$0.00 |
0.00% |
| SOYBEAN OIL FUTR Jul19 |
BON9 |
Agricultural |
-6.0000 |
($96,408.00) |
-0.86% |
| COTTON NO.2 FUTR Jul19 |
CTN9 |
Agricultural |
-3.0000 |
($101,220.00) |
-0.91% |
| KC HRW WHEAT FUT Jul19 |
KWN9 |
Agricultural |
-5.0000 |
($106,312.50) |
-0.95% |
| SUGAR #11 (WORLD) Jul19 |
SBN9 |
Agricultural |
-10.0000 |
($129,584.00) |
-1.16% |
| AUDUSD Crncy Fut Jun19 |
ADM9 |
Financial - Currency |
-2.0000 |
($137,940.00) |
-1.24% |
| COFFEE 'C' FUTURE Jul19 |
KCN9 |
Agricultural |
-4.0000 |
($140,250.00) |
-1.26% |
| SILVER FUTURE Jul19 |
SIN9 |
Metals |
-2.0000 |
($146,130.00) |
-1.31% |
| C$ CURRENCY FUT Jun19 |
CDM9 |
Financial - Currency |
-2.0000 |
($148,390.00) |
-1.33% |
| LIVE CATTLE FUTR Aug19 |
LCQ9 |
Agricultural |
-4.0000 |
($173,040.00) |
-1.55% |
| WHEAT FUTURE(CBT) Jul19 |
W N9 |
Agricultural |
-8.0000 |
($188,100.00) |
-1.69% |
| COPPER FUTURE Jul19 |
HGN9 |
Metals |
-3.0000 |
($201,037.50) |
-1.80% |
| SOYBEAN MEAL FUTR Jul19 |
SMN9 |
Agricultural |
-7.0000 |
($208,040.00) |
-1.86% |
| CHF CURRENCY FUT Jun19 |
SFM9 |
Financial - Currency |
-2.0000 |
($249,875.00) |
-2.24% |
| JPN YEN CURR FUT Jun19 |
JYM9 |
Financial - Currency |
-3.0000 |
($343,106.25) |
-3.07% |
| NIKKEI 225 (OSE) Jun19 |
NKM9 |
Financial - Equity Index |
-2.0000 |
($385,141.92) |
-3.45% |
| BP CURRENCY FUT Jun19 |
BPM9 |
Financial - Currency |
-5.0000 |
($395,906.25) |
-3.55% |
| CORN FUTURE Jul19 |
C N9 |
Agricultural |
-23.0000 |
($448,212.50) |
-4.02% |
| SOYBEAN FUTURE Jul19 |
S N9 |
Agricultural |
-12.0000 |
($492,900.00) |
-4.42% |
| EURO FX CURR FUT Jun19 |
ECM9 |
Financial - Currency |
-11.0000 |
($1,540,481.25) |
-13.80% |
Cash and Collateral
| US Dollar |
$USD |
2,136,260 |
$2,136,259.91 |
19.14% |
| U.S. Treasury Bill, 0%, due 07/11/2019 |
912796RZ4 |
2,000,000 |
$1,993,876.00 |
17.86% |
| U.S. Treasury Bill, 0%, due 06/27/2019 |
912796RV3 |
1,500,000 |
$1,496,787.36 |
13.41% |
| U.S. Treasury Bill, 0%, due 07/25/2019 |
912796SA8 |
1,250,000 |
$1,245,087.73 |
11.16% |
| U.S. Treasury Bill, 0%, due 05/30/2019 |
912796RR2 |
1,000,000 |
$999,642.25 |
8.96% |
| U.S. Treasury Bill, 0%, due 06/20/2019 |
912796QM4 |
1,000,000 |
$998,318.12 |
8.94% |
| U.S. Treasury Bill, 0%, due 06/06/2019 |
912796RS0 |
500,000 |
$499,595.11 |
4.48% |
| U.S. Treasury Bill, 0%, due 07/05/2019 |
912796RW1 |
500,000 |
$498,661.64 |
4.47% |
| U.S. Treasury Bill, 0%, due 07/18/2019 |
912796QR3 |
500,000 |
$498,258.34 |
4.46% |
| U.S. Treasury Bill, 0%, due 11/07/2019 |
912796RM3 |
300,000 |
$296,786.41 |
2.66% |
| U.S. Treasury Bill, 0%, due 06/13/2019 |
912796RU5 |
250,000 |
$249,687.39 |
2.24% |
| U.S. Treasury Bill, 0%, due 09/12/2019 |
912796RA9 |
250,000 |
$248,236.72 |
2.22% |
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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