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Holdings of the Fund as of 9/24/2018 *
Futures **
| S&P500 EMINI FUT Dec18 |
ESZ8 |
Financial - Equity Index |
13.0000 |
$1,901,575.00 |
12.71% |
| BRENT CRUDE FUTR Dec18 |
COZ8 |
Energy |
12.0000 |
$966,360.00 |
6.46% |
| NIKKEI 225 (OSE) Dec18 |
NKZ8 |
Financial - Equity Index |
2.0000 |
$421,099.29 |
2.81% |
| WTI CRUDE FUTURE Dec18 |
CLZ8 |
Energy |
5.0000 |
$358,800.00 |
2.40% |
| NY Harb ULSD Fut Dec18 |
HOZ8 |
Energy |
3.0000 |
$289,094.40 |
1.93% |
| WTI CRUDE FUTURE Nov18 |
CLX8 |
Energy |
4.0000 |
$288,320.00 |
1.93% |
| WTI CRUDE FUTURE Jan19 |
CLF9 |
Energy |
4.0000 |
$286,040.00 |
1.91% |
| Low Su Gasoil G Nov18 |
QSX8 |
Energy |
4.0000 |
$280,700.00 |
1.88% |
| Low Su Gasoil G Dec18 |
QSZ8 |
Energy |
4.0000 |
$279,400.00 |
1.87% |
| Low Su Gasoil G Jan19 |
QSF9 |
Energy |
4.0000 |
$278,700.00 |
1.86% |
| CAC40 10 EURO FUT Dec18 |
CFZ8 |
Financial - Equity Index |
4.0000 |
$255,918.43 |
1.71% |
| LIVE CATTLE FUTR Dec18 |
LCZ8 |
Agricultural |
5.0000 |
$234,000.00 |
1.56% |
| GASOLINE RBOB FUT Nov18 |
XBX8 |
Energy |
2.0000 |
$171,536.40 |
1.15% |
| GASOLINE RBOB FUT Dec18 |
XBZ8 |
Energy |
2.0000 |
$170,436.00 |
1.14% |
| GASOLINE RBOB FUT Jan19 |
XBF9 |
Energy |
2.0000 |
$170,284.80 |
1.14% |
| COTTON NO.2 FUTR Dec18 |
CTZ8 |
Agricultural |
4.0000 |
$157,160.00 |
1.05% |
| S&P/TSX 60 IX FUT Dec18 |
PTZ8 |
Financial - Equity Index |
1.0000 |
$147,760.96 |
0.99% |
| SPI 200 FUTURES Dec18 |
XPZ8 |
Financial - Equity Index |
1.0000 |
$112,203.91 |
0.75% |
| NY Harb ULSD Fut Jan19 |
HOF9 |
Energy |
1.0000 |
$96,478.20 |
0.64% |
| NY Harb ULSD Fut Nov18 |
HOX8 |
Energy |
1.0000 |
$96,188.40 |
0.64% |
| DAX INDEX FUTURE Dec18 |
GXZ8 |
Financial - Equity Index |
0.0000 |
$0.00 |
0.00% |
| NATURAL GAS FUTR Dec18 |
NGZ18 |
Energy |
0.0000 |
$0.00 |
0.00% |
| IBEX 35 INDX FUTR Oct18 |
IBV8 |
Financial - Equity Index |
-1.0000 |
($111,429.78) |
-0.74% |
| LEAN HOGS FUTURE Oct18 |
LHV8 |
Agricultural |
-5.0000 |
($122,000.00) |
-0.82% |
| FTSE/MIB IDX FUT Dec18 |
STZ8 |
Financial - Equity Index |
-1.0000 |
($125,033.96) |
-0.84% |
| CHF CURRENCY FUT Dec18 |
SFZ8 |
Financial - Currency |
-1.0000 |
($130,737.50) |
-0.87% |
| AUDUSD Crncy Fut Dec18 |
ADZ8 |
Financial - Currency |
-2.0000 |
($145,200.00) |
-0.97% |
| SOYBEAN MEAL FUTR Dec18 |
SMZ8 |
Agricultural |
-5.0000 |
($153,750.00) |
-1.03% |
| SOYBEAN OIL FUTR Dec18 |
BOZ8 |
Agricultural |
-9.0000 |
($154,008.00) |
-1.03% |
| WHEAT FUTURE(CBT) Dec18 |
W Z8 |
Agricultural |
-6.0000 |
($158,100.00) |
-1.06% |
| FTSE 100 IDX FUT Dec18 |
Z Z8 |
Financial - Equity Index |
-2.0000 |
($194,772.60) |
-1.30% |
| COFFEE 'C' FUTURE Dec18 |
KCZ8 |
Agricultural |
-6.0000 |
($221,625.00) |
-1.48% |
| C$ CURRENCY FUT Dec18 |
CDZ8 |
Financial - Currency |
-3.0000 |
($232,200.00) |
-1.55% |
| COPPER FUTURE Dec18 |
HGZ8 |
Metals |
-4.0000 |
($283,600.00) |
-1.89% |
| SILVER FUTURE Dec18 |
SIZ8 |
Metals |
-4.0000 |
($286,820.00) |
-1.92% |
| DAX Mini Future Dec18 |
DFWZ8 |
Financial - Equity Index |
-4.0000 |
($289,964.14) |
-1.94% |
| SUGAR #11 (WORLD) Mar19 |
SBH9 |
Agricultural |
-26.0000 |
($327,017.60) |
-2.18% |
| CORN FUTURE Dec18 |
C Z8 |
Agricultural |
-19.0000 |
($342,475.00) |
-2.29% |
| JPN YEN CURR FUT Dec18 |
JYZ8 |
Financial - Currency |
-4.0000 |
($446,325.00) |
-2.98% |
| SOYBEAN FUTURE Nov18 |
S X8 |
Agricultural |
-13.0000 |
($546,650.00) |
-3.65% |
| GOLD 100 OZ FUTR Dec18 |
GCZ8 |
Metals |
-5.0000 |
($602,200.00) |
-4.02% |
| BP CURRENCY FUT Dec18 |
BPZ8 |
Financial - Currency |
-8.0000 |
($658,350.00) |
-4.40% |
| EURO FX CURR FUT Dec18 |
ECZ8 |
Financial - Currency |
-13.0000 |
($1,923,350.00) |
-12.85% |
Cash and Collateral
| US Dollar |
$USD |
4,011,882 |
$4,011,882.16 |
26.81% |
| U.S. Treasury Bill, 0%, due 12/06/2018 |
912796PE3 |
2,000,000 |
$1,991,555.00 |
13.31% |
| U.S. Treasury Bill, 0%, due 10/25/2018 |
912796QE2 |
1,500,000 |
$1,497,413.37 |
10.00% |
| U.S. Treasury Bill, 0%, due 12/13/2018 |
912796QN2 |
1,500,000 |
$1,493,013.45 |
9.98% |
| U.S. Treasury Bill, 0%, due 01/24/2019 |
912796QU6 |
1,500,000 |
$1,488,731.88 |
9.95% |
| U.S. Treasury Bill, 0%, due 11/15/2018 |
912796QJ1 |
1,250,000 |
$1,246,334.38 |
8.33% |
| U.S. Treasury Bill, 0%, due 10/11/2018 |
912796NZ8 |
1,000,000 |
$999,120.00 |
6.68% |
| U.S. Treasury Bill, 0%, due 01/10/2019 |
912796QS1 |
1,000,000 |
$993,501.98 |
6.64% |
| U.S. Treasury Bill, 0%, due 12/20/2018 |
912796QP7 |
750,000 |
$746,192.71 |
4.99% |
| U.S. Treasury Bill, 0%, due 11/01/2018 |
912796QF9 |
500,000 |
$498,948.46 |
3.33% |
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.
** The futures investments are held indirectly through the FT Cayman Subsidiary, a wholly-owned subsidiary of the Fund, organized under the laws of the Cayman Islands.
*** The weight represents the fund's aggregate exposure to each futures investment whether the exposure is long, short or flat. Long positions are represented by positive weightings, short positions are represented by negative weightings, and flat positions are represented by no weightings. See the fund's prospectus and SAI for further details on the fund's investment strategy.
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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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