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Holdings of the Fund as of 6/20/2018 *
Futures **
| S&P500 EMINI FUT Sep18 |
ESU8 |
Financial - Equity Index |
11.0000 |
$1,524,600.00 |
12.68% |
| Low Su Gasoil G Aug18 |
QSQ8 |
Energy |
7.0000 |
$453,775.00 |
3.77% |
| BRENT CRUDE FUTR Oct18 |
COV8 |
Energy |
6.0000 |
$443,340.00 |
3.69% |
| NIKKEI 225 (OSE) Sep18 |
NKU8 |
Financial - Equity Index |
2.0000 |
$407,430.90 |
3.39% |
| NY Harb ULSD Fut Sep18 |
HOU8 |
Energy |
4.0000 |
$355,387.20 |
2.96% |
| WTI CRUDE FUTURE Aug18 |
CLQ8 |
Energy |
5.0000 |
$328,550.00 |
2.73% |
| BRENT CRUDE FUTR Sep18 |
COU8 |
Energy |
4.0000 |
$297,320.00 |
2.47% |
| DAX Mini Future Sep18 |
DFWU8 |
Financial - Equity Index |
4.0000 |
$293,884.37 |
2.44% |
| COPPER FUTURE Sep18 |
HGU8 |
Metals |
3.0000 |
$229,650.00 |
1.91% |
| FTSE 100 IDX FUT Sep18 |
Z U8 |
Financial - Equity Index |
2.0000 |
$199,620.34 |
1.66% |
| Low Su Gasoil G Jul18 |
QSN8 |
Energy |
3.0000 |
$194,175.00 |
1.61% |
| WTI CRUDE FUTURE Nov18 |
CLX8 |
Energy |
3.0000 |
$193,350.00 |
1.61% |
| WTI CRUDE FUTURE Oct18 |
CLV8 |
Energy |
3.0000 |
$194,160.00 |
1.61% |
| CAC40 10 EURO FUT Sep18 |
CFU8 |
Financial - Equity Index |
3.0000 |
$186,174.24 |
1.55% |
| GASOLINE RBOB FUT Aug18 |
XBQ8 |
Energy |
2.0000 |
$168,940.80 |
1.40% |
| GASOLINE RBOB FUT Nov18 |
XBX8 |
Energy |
2.0000 |
$156,626.40 |
1.30% |
| S&P/TSX 60 IX FUT Sep18 |
PTU8 |
Financial - Equity Index |
1.0000 |
$145,380.80 |
1.21% |
| COTTON NO.2 FUTR Dec18 |
CTZ8 |
Agricultural |
3.0000 |
$126,270.00 |
1.05% |
| WHEAT FUTURE(CBT) Sep18 |
W U8 |
Agricultural |
5.0000 |
$124,812.50 |
1.04% |
| SPI 200 FUTURES Sep18 |
XPU8 |
Financial - Equity Index |
1.0000 |
$112,837.81 |
0.94% |
| NY Harb ULSD Fut Aug18 |
HOQ8 |
Energy |
1.0000 |
$88,649.40 |
0.74% |
| GASOLINE RBOB FUT Sep18 |
XBU8 |
Energy |
1.0000 |
$83,781.60 |
0.70% |
| SOYBEAN MEAL FUTR Jul18 |
SMN8 |
Agricultural |
2.0000 |
$66,640.00 |
0.55% |
| SOYBEAN MEAL FUTR Dec18 |
SMZ8 |
Agricultural |
1.0000 |
$33,730.00 |
0.28% |
| SOYBEAN MEAL FUTR Sep18 |
SMU8 |
Agricultural |
1.0000 |
$33,600.00 |
0.28% |
| DAX INDEX FUTURE Sep18 |
GXU8 |
Financial - Equity Index |
0.0000 |
$0.00 |
0.00% |
| NATURAL GAS FUTR Sep18 |
NGU18 |
Energy |
0.0000 |
$0.00 |
0.00% |
| LEAN HOGS FUTURE Jul18 |
LHN8 |
Agricultural |
-3.0000 |
($96,030.00) |
-0.80% |
| IBEX 35 INDX FUTR Jul18 |
IBN8 |
Financial - Equity Index |
-1.0000 |
($112,835.71) |
-0.94% |
| CHF CURRENCY FUT Sep18 |
SFU8 |
Financial - Currency |
-1.0000 |
($126,462.50) |
-1.05% |
| SOYBEAN OIL FUTR Dec18 |
BOZ8 |
Agricultural |
-7.0000 |
($126,168.00) |
-1.05% |
| FTSE/MIB IDX FUT Sep18 |
STU8 |
Financial - Equity Index |
-1.0000 |
($127,682.18) |
-1.06% |
| AUDUSD Crncy Fut Sep18 |
ADU8 |
Financial - Currency |
-2.0000 |
($147,380.00) |
-1.23% |
| C$ CURRENCY FUT Sep18 |
CDU8 |
Financial - Currency |
-2.0000 |
($150,450.00) |
-1.25% |
| SILVER FUTURE Jul18 |
SIN8 |
Metals |
-2.0000 |
($163,090.00) |
-1.36% |
| COFFEE 'C' FUTURE Sep18 |
KCU8 |
Agricultural |
-4.0000 |
($174,975.00) |
-1.46% |
| SUGAR #11 (WORLD) Jul18 |
SBN8 |
Agricultural |
-15.0000 |
($199,752.00) |
-1.66% |
| LIVE CATTLE FUTR Aug18 |
LCQ8 |
Agricultural |
-5.0000 |
($213,300.00) |
-1.77% |
| CORN FUTURE Sep18 |
C U8 |
Agricultural |
-14.0000 |
($254,625.00) |
-2.12% |
| SOYBEAN FUTURE Jul18 |
S N8 |
Agricultural |
-9.0000 |
($400,275.00) |
-3.33% |
| JPN YEN CURR FUT Sep18 |
JYU8 |
Financial - Currency |
-4.0000 |
($455,725.00) |
-3.79% |
| BP CURRENCY FUT Sep18 |
BPU8 |
Financial - Currency |
-6.0000 |
($496,462.50) |
-4.13% |
| GOLD 100 OZ FUTR Aug18 |
GCQ8 |
Metals |
-4.0000 |
($509,800.00) |
-4.24% |
| EURO FX CURR FUT Sep18 |
ECU8 |
Financial - Currency |
-10.0000 |
($1,457,875.00) |
-12.12% |
Cash and Collateral
| U.S. Treasury Bill, 0%, due 07/19/2018 |
912796MK2 |
3,000,000 |
$2,995,776.66 |
24.91% |
| US Dollar |
$USD |
2,052,416 |
$2,052,415.73 |
17.07% |
| U.S. Treasury Bill, 0%, due 06/21/2018 |
912796MF3 |
2,000,000 |
$2,000,000.00 |
16.63% |
| U.S. Treasury Bill, 0%, due 09/20/2018 |
912796PZ6 |
1,500,000 |
$1,492,833.75 |
12.41% |
| U.S. Treasury Bill, 0%, due 08/09/2018 |
912796PU7 |
1,000,000 |
$997,488.75 |
8.29% |
| U.S. Treasury Bill, 0%, due 08/23/2018 |
912796PV5 |
1,000,000 |
$996,727.50 |
8.29% |
| U.S. Treasury Bill, 0%, due 10/11/2018 |
912796NZ8 |
1,000,000 |
$994,026.67 |
8.27% |
| U.S. Treasury Bill, 0%, due 11/01/2018 |
912796QF9 |
500,000 |
$496,342.50 |
4.13% |
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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