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Holdings of the Fund as of 7/15/2019 *
Futures **
| US 2YR NOTE (CBT) Sep19 |
TUU9 |
Financial - Interest Rates |
5.0000 |
$1,073,710.94 |
9.64% |
| US 5YR NOTE (CBT) Sep19 |
FVU9 |
Financial - Interest Rates |
5.0000 |
$588,164.07 |
5.28% |
| US 10YR NOTE (CBT)Sep19 |
TYU9 |
Financial - Interest Rates |
4.0000 |
$508,687.50 |
4.57% |
| COCOA FUTURE Sep19 |
CCU9 |
Agricultural |
19.0000 |
$459,800.00 |
4.13% |
| BRENT CRUDE FUTR Sep19 |
COU9 |
Energy |
6.0000 |
$398,880.00 |
3.58% |
| GASOLINE RBOB FUT Sep19 |
XBU9 |
Energy |
5.0000 |
$396,207.00 |
3.56% |
| US ULTRA BOND CBT Sep19 |
WNU9 |
Financial - Interest Rates |
2.0000 |
$350,062.50 |
3.14% |
| SPI 200 FUTURES Sep19 |
XPU9 |
Financial - Equity Index |
3.0000 |
$348,272.12 |
3.13% |
| CAC40 10 EURO FUT Sep19 |
CFU9 |
Financial - Equity Index |
5.0000 |
$313,760.46 |
2.82% |
| US LONG BOND(CBT) Sep19 |
USU9 |
Financial - Interest Rates |
2.0000 |
$308,125.00 |
2.77% |
| EURO STOXX 50 Sep19 |
VGU9 |
Financial - Equity Index |
7.0000 |
$275,821.00 |
2.48% |
| FTSE 100 IDX FUT Sep19 |
Z U9 |
Financial - Equity Index |
2.0000 |
$187,216.77 |
1.68% |
| PALLADIUM FUTURE Sep19 |
PAU9 |
Metals |
1.0000 |
$156,290.00 |
1.40% |
| DJIA MINI e-CBOT Sep19 |
DMU9 |
Financial - Equity Index |
1.0000 |
$136,710.00 |
1.23% |
| COPPER FUTURE Sep19 |
HGU9 |
Metals |
2.0000 |
$135,550.00 |
1.22% |
| LME ZINC FUTURE Aug19 |
LXQ9 |
Metals |
2.0000 |
$122,400.00 |
1.10% |
| Low Su Gasoil G Sep19 |
QSU9 |
Energy |
2.0000 |
$120,700.00 |
1.08% |
| CORN FUTURE Dec19 |
C Z9 |
Agricultural |
4.0000 |
$89,400.00 |
0.80% |
| C$ CURRENCY FUT Sep19 |
CDU9 |
Financial - Currency |
1.0000 |
$76,750.00 |
0.69% |
| DAX Mini Future Sep19 |
DFWU9 |
Financial - Equity Index |
1.0000 |
$69,720.79 |
0.63% |
| LME LEAD FUTURE Aug19 |
LLQ9 |
Metals |
1.0000 |
$49,506.25 |
0.44% |
| LIVE CATTLE FUTR Aug19 |
LCQ9 |
Agricultural |
1.0000 |
$43,400.00 |
0.39% |
| SOYBEAN MEAL FUTR Dec19 |
SMZ9 |
Agricultural |
1.0000 |
$31,820.00 |
0.29% |
| WTI CRUDE FUTURE Sep19 |
CLU9 |
Energy |
-1.0000 |
($59,680.00) |
-0.54% |
| PLATINUM FUTURE Oct19 |
PLV9 |
Metals |
-2.0000 |
($84,520.00) |
-0.76% |
| IBEX 35 INDX FUTR Aug19 |
IBQ9 |
Financial - Equity Index |
-1.0000 |
($105,025.88) |
-0.94% |
| JPN YEN CURR FUT Sep19 |
JYU9 |
Financial - Currency |
-1.0000 |
($116,387.50) |
-1.05% |
| SOYBEAN FUTURE Nov19 |
S X9 |
Agricultural |
-3.0000 |
($138,000.00) |
-1.24% |
| S&P/TSX 60 IX FUT Sep19 |
PTU9 |
Financial - Equity Index |
-1.0000 |
($150,766.17) |
-1.35% |
| SILVER FUTURE Sep19 |
SIU9 |
Metals |
-2.0000 |
($153,650.00) |
-1.38% |
| LEAN HOGS FUTURE Aug19 |
LHQ9 |
Agricultural |
-5.0000 |
($160,200.00) |
-1.44% |
| NIKKEI 225 (OSE) Sep19 |
NKU9 |
Financial - Equity Index |
-1.0000 |
($200,481.97) |
-1.80% |
| COFFEE 'C' FUTURE Sep19 |
KCU9 |
Agricultural |
-5.0000 |
($206,718.75) |
-1.86% |
| CATTLE FEEDER FUT Aug19 |
FCQ9 |
Agricultural |
-3.0000 |
($212,475.00) |
-1.91% |
| COTTON NO.2 FUTR Dec19 |
CTZ9 |
Agricultural |
-8.0000 |
($255,800.00) |
-2.30% |
| SOYBEAN OIL FUTR Dec19 |
BOZ9 |
Agricultural |
-15.0000 |
($259,110.00) |
-2.33% |
| SUGAR #11 (WORLD) Oct19 |
SBV9 |
Agricultural |
-21.0000 |
($283,651.20) |
-2.55% |
| LME PRI ALUM FUTR Aug19 |
LAQ19 |
Metals |
-7.0000 |
($320,993.75) |
-2.88% |
| LME NICKEL FUTURE Aug19 |
LNQ9 |
Metals |
-4.0000 |
($327,264.00) |
-2.94% |
| BP CURRENCY FUT Sep19 |
BPU9 |
Financial - Currency |
-5.0000 |
($392,406.25) |
-3.52% |
| KC HRW WHEAT FUT Sep19 |
KWU9 |
Agricultural |
-19.0000 |
($426,550.00) |
-3.83% |
| NATURAL GAS FUTR Sep19 |
NGU19 |
Energy |
-18.0000 |
($429,480.00) |
-3.86% |
Cash and Collateral
| U.S. Treasury Bill, 0%, due 07/25/2019 |
912796SA8 |
2,500,000 |
$2,498,748.42 |
22.44% |
| U.S. Treasury Bill, 0%, due 09/05/2019 |
912796SG5 |
2,000,000 |
$1,994,028.04 |
17.90% |
| US Dollar |
$USD |
1,854,568 |
$1,854,567.61 |
16.65% |
| U.S. Treasury Bill, 0%, due 08/22/2019 |
912796SE0 |
1,500,000 |
$1,496,731.67 |
13.44% |
| U.S. Treasury Bill, 0%, due 08/15/2019 |
912796QV4 |
1,000,000 |
$998,316.67 |
8.96% |
| U.S. Treasury Bill, 0%, due 07/18/2019 |
912796QR3 |
500,000 |
$499,946.11 |
4.49% |
| U.S. Treasury Bill, 0%, due 08/01/2019 |
912796SB6 |
500,000 |
$499,541.67 |
4.49% |
| U.S. Treasury Bill, 0%, due 08/29/2019 |
912796SF7 |
500,000 |
$498,708.93 |
4.48% |
| U.S. Treasury Bill, 0%, due 11/07/2019 |
912796RM3 |
300,000 |
$298,064.38 |
2.68% |
| U.S. Treasury Bill, 0%, due 08/08/2019 |
912796SC4 |
250,000 |
$249,680.28 |
2.24% |
| U.S. Treasury Bill, 0%, due 09/12/2019 |
912796RA9 |
250,000 |
$249,149.47 |
2.24% |
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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