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Holdings of the Fund as of 12/17/2018 *
Futures **
| S&P500 EMINI FUT Mar19 |
ESH9 |
Financial - Equity Index |
13.0000 |
$1,661,237.50 |
11.73% |
| NATURAL GAS FUTR Mar19 |
NGH19 |
Energy |
12.0000 |
$396,960.00 |
2.80% |
| NIKKEI 225 (OSE) Mar19 |
NKH9 |
Financial - Equity Index |
2.0000 |
$380,184.33 |
2.68% |
| Low Su Gasoil G Feb19 |
QSG9 |
Energy |
4.0000 |
$220,300.00 |
1.56% |
| Low Su Gasoil G Mar19 |
QSH9 |
Energy |
4.0000 |
$220,500.00 |
1.56% |
| Low Su Gasoil G Jan19 |
QSF9 |
Energy |
4.0000 |
$220,100.00 |
1.55% |
| NATURAL GAS FUTR Apr19 |
NGJ19 |
Energy |
6.0000 |
$166,800.00 |
1.18% |
| NY Harb ULSD Fut Feb19 |
HOG9 |
Energy |
2.0000 |
$153,014.40 |
1.08% |
| NY Harb ULSD Fut Jan19 |
HOF9 |
Energy |
1.0000 |
$76,721.40 |
0.54% |
| NY Harb ULSD Fut Mar19 |
HOH9 |
Energy |
1.0000 |
$76,116.60 |
0.54% |
| NY Harb ULSD Fut Apr19 |
HOJ9 |
Energy |
1.0000 |
$75,654.60 |
0.53% |
| BRENT CRUDE FUTR Feb19 |
COG9 |
Energy |
0.0000 |
$0.00 |
0.00% |
| DAX INDEX FUTURE Mar19 |
GXH9 |
Financial - Equity Index |
0.0000 |
$0.00 |
0.00% |
| GASOLINE RBOB FUT Feb19 |
XBG9 |
Energy |
0.0000 |
$0.00 |
0.00% |
| WTI CRUDE FUTURE Feb19 |
CLG9 |
Energy |
0.0000 |
$0.00 |
0.00% |
| IBEX 35 INDX FUTR Jan19 |
IBF9 |
Financial - Equity Index |
-1.0000 |
($99,481.73) |
-0.70% |
| SPI 200 FUTURES Mar19 |
XPH9 |
Financial - Equity Index |
-1.0000 |
($100,761.18) |
-0.71% |
| LEAN HOGS FUTURE Feb19 |
LHG9 |
Agricultural |
-4.0000 |
($102,120.00) |
-0.72% |
| FTSE/MIB IDX FUT Mar19 |
STH9 |
Financial - Equity Index |
-1.0000 |
($105,653.95) |
-0.75% |
| SOYBEAN MEAL FUTR Mar19 |
SMH9 |
Agricultural |
-4.0000 |
($125,360.00) |
-0.89% |
| CHF CURRENCY FUT Mar19 |
SFH9 |
Financial - Currency |
-1.0000 |
($127,087.50) |
-0.90% |
| S&P/TSX 60 IX FUT Mar19 |
PTH9 |
Financial - Equity Index |
-1.0000 |
($128,551.19) |
-0.91% |
| WHEAT FUTURE(CBT) Mar19 |
W H9 |
Agricultural |
-5.0000 |
($133,812.50) |
-0.94% |
| AUDUSD Crncy Fut Mar19 |
ADH9 |
Financial - Currency |
-2.0000 |
($143,740.00) |
-1.01% |
| COFFEE 'C' FUTURE Mar19 |
KCH9 |
Agricultural |
-4.0000 |
($150,150.00) |
-1.06% |
| SOYBEAN OIL FUTR Mar19 |
BOH9 |
Agricultural |
-9.0000 |
($153,630.00) |
-1.08% |
| COTTON NO.2 FUTR Mar19 |
CTH9 |
Agricultural |
-4.0000 |
($157,080.00) |
-1.11% |
| FTSE 100 IDX FUT Mar19 |
Z H9 |
Financial - Equity Index |
-2.0000 |
($169,558.22) |
-1.20% |
| CAC40 10 EURO FUT Mar19 |
CFH9 |
Financial - Equity Index |
-4.0000 |
($217,139.75) |
-1.53% |
| C$ CURRENCY FUT Mar19 |
CDH9 |
Financial - Currency |
-3.0000 |
($224,220.00) |
-1.58% |
| SUGAR #11 (WORLD) Mar19 |
SBH9 |
Agricultural |
-16.0000 |
($223,820.80) |
-1.58% |
| LIVE CATTLE FUTR Feb19 |
LCG9 |
Agricultural |
-5.0000 |
($243,100.00) |
-1.72% |
| DAX Mini Future Mar19 |
DFWH9 |
Financial - Equity Index |
-4.0000 |
($244,506.30) |
-1.73% |
| COPPER FUTURE Mar19 |
HGH9 |
Metals |
-4.0000 |
($275,450.00) |
-1.94% |
| SILVER FUTURE Mar19 |
SIH9 |
Metals |
-4.0000 |
($295,180.00) |
-2.08% |
| CORN FUTURE Mar19 |
C H9 |
Agricultural |
-18.0000 |
($345,600.00) |
-2.44% |
| JPN YEN CURR FUT Mar19 |
JYH9 |
Financial - Currency |
-4.0000 |
($447,025.00) |
-3.16% |
| SOYBEAN FUTURE Mar19 |
S H9 |
Agricultural |
-11.0000 |
($504,900.00) |
-3.56% |
| GOLD 100 OZ FUTR Feb19 |
GCG9 |
Metals |
-5.0000 |
($625,900.00) |
-4.42% |
| BP CURRENCY FUT Mar19 |
BPH9 |
Financial - Currency |
-8.0000 |
($634,450.00) |
-4.48% |
| EURO FX CURR FUT Mar19 |
ECH9 |
Financial - Currency |
-14.0000 |
($2,002,350.00) |
-14.14% |
Cash and Collateral
| US Dollar |
$USD |
2,908,816 |
$2,908,815.61 |
20.54% |
| U.S. Treasury Bill, 0%, due 03/14/2019 |
912796RB7 |
2,000,000 |
$1,988,808.06 |
14.04% |
| U.S. Treasury Bill, 0%, due 01/24/2019 |
912796QU6 |
1,500,000 |
$1,496,465.73 |
10.56% |
| U.S. Treasury Bill, 0%, due 02/21/2019 |
912796QY8 |
1,500,000 |
$1,493,665.89 |
10.55% |
| U.S. Treasury Bill, 0%, due 03/07/2019 |
912796QZ5 |
1,500,000 |
$1,492,293.39 |
10.54% |
| U.S. Treasury Bill, 0%, due 01/10/2019 |
912796QS1 |
1,000,000 |
$998,580.78 |
7.05% |
| U.S. Treasury Bill, 0%, due 01/17/2019 |
912796QT9 |
1,000,000 |
$998,093.75 |
7.05% |
| U.S. Treasury Bill, 0%, due 02/07/2019 |
912796QW2 |
1,000,000 |
$996,697.40 |
7.04% |
| U.S. Treasury Bill, 0%, due 12/20/2018 |
912796QP7 |
750,000 |
$749,910.32 |
5.29% |
| U.S. Treasury Bill, 0%, due 04/11/2019 |
912796RG6 |
500,000 |
$496,180.21 |
3.50% |
| U.S. Treasury Bill, 0%, due 05/16/2019 |
912796RQ4 |
300,000 |
$296,965.68 |
2.10% |
| U.S. Treasury Bill, 0%, due 04/18/2019 |
912796RH4 |
250,000 |
$247,960.23 |
1.75% |
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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