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Holdings of the Fund as of 1/16/2020
Futures **
| SILVER FUTURE Mar20 |
SIH0 |
Metals |
145.0000 |
$13,005,775.00 |
8.34% |
| COPPER FUTURE Mar20 |
HGH0 |
Metals |
182.0000 |
$12,953,850.00 |
8.31% |
| GOLD 100 OZ FUTR Feb20 |
GCG0 |
Metals |
77.0000 |
$11,938,850.00 |
7.66% |
| LIVE CATTLE FUTR Feb20 |
LCG0 |
Agricultural |
169.0000 |
$8,526,050.00 |
5.47% |
| KC HRW WHEAT FUT Mar20 |
KWH0 |
Agricultural |
314.0000 |
$7,610,575.00 |
4.88% |
| SOYBEAN OIL FUTR Mar20 |
BOH0 |
Agricultural |
317.0000 |
$6,282,306.00 |
4.03% |
| SOYBEAN FUTURE Mar20 |
S H0 |
Agricultural |
107.0000 |
$4,943,400.00 |
3.17% |
| COFFEE 'C' FUTURE Mar20 |
KCH0 |
Agricultural |
116.0000 |
$4,913,325.00 |
3.15% |
| SUGAR #11 (WORLD) Mar20 |
SBH0 |
Agricultural |
304.0000 |
$4,913,126.40 |
3.15% |
| LME PRI ALUM FUTR Mar20 |
LAH20 |
Metals |
102.0000 |
$4,605,300.00 |
2.95% |
| NY Harb ULSD Fut Mar20 |
HOH0 |
Energy |
56.0000 |
$4,385,774.40 |
2.81% |
| LME ZINC FUTURE Mar20 |
LXH0 |
Metals |
69.0000 |
$4,192,181.25 |
2.69% |
| CORN FUTURE Mar20 |
C H0 |
Agricultural |
219.0000 |
$4,111,725.00 |
2.64% |
| LME NICKEL FUTURE Mar20 |
LNH0 |
Metals |
49.0000 |
$4,044,117.00 |
2.59% |
| COCOA FUTURE Mar20 |
CCH0 |
Agricultural |
147.0000 |
$3,986,640.00 |
2.56% |
| SOYBEAN MEAL FUTR Mar20 |
SMH0 |
Agricultural |
131.0000 |
$3,937,860.00 |
2.53% |
| GASOLINE RBOB FUT Apr20 |
XBJ0 |
Energy |
49.0000 |
$3,804,213.00 |
2.44% |
| GASOLINE RBOB FUT May20 |
XBK0 |
Energy |
45.0000 |
$3,498,768.00 |
2.24% |
| CATTLE FEEDER FUT Mar20 |
FCH0 |
Agricultural |
46.0000 |
$3,330,975.00 |
2.14% |
| LEAN HOGS FUTURE Feb20 |
LHG0 |
Agricultural |
125.0000 |
$3,343,750.00 |
2.14% |
| COTTON NO.2 FUTR Mar20 |
CTH0 |
Agricultural |
94.0000 |
$3,300,340.00 |
2.12% |
| GASOLINE RBOB FUT Mar20 |
XBH0 |
Energy |
46.0000 |
$3,220,644.00 |
2.07% |
| BRENT CRUDE FUTR May20 |
COK0 |
Energy |
40.0000 |
$2,526,800.00 |
1.62% |
| NATURAL GAS FUTR Mar20 |
NGH20 |
Energy |
113.0000 |
$2,311,980.00 |
1.48% |
| NATURAL GAS FUTR Feb20 |
NGG20 |
Energy |
108.0000 |
$2,243,160.00 |
1.44% |
| BRENT CRUDE FUTR Apr20 |
COJ0 |
Energy |
35.0000 |
$2,233,350.00 |
1.43% |
| Low Su Gasoil G Feb20 |
QSG0 |
Energy |
38.0000 |
$2,188,800.00 |
1.40% |
| WTI CRUDE FUTURE Apr20 |
CLJ0 |
Energy |
36.0000 |
$2,103,480.00 |
1.35% |
| WTI CRUDE FUTURE Mar20 |
CLH0 |
Energy |
36.0000 |
$2,107,080.00 |
1.35% |
| WTI CRUDE FUTURE May20 |
CLK0 |
Energy |
36.0000 |
$2,095,560.00 |
1.34% |
| NATURAL GAS FUTR Apr20 |
NGJ20 |
Energy |
96.0000 |
$1,981,440.00 |
1.27% |
| Low Su Gasoil G Apr20 |
QSJ0 |
Energy |
33.0000 |
$1,899,150.00 |
1.22% |
| BRENT CRUDE FUTR Mar20 |
COH0 |
Energy |
28.0000 |
$1,809,360.00 |
1.16% |
| Low Su Gasoil G Mar20 |
QSH0 |
Energy |
31.0000 |
$1,788,700.00 |
1.15% |
| LME LEAD FUTURE Mar20 |
LLH0 |
Metals |
34.0000 |
$1,702,550.00 |
1.09% |
| PLATINUM FUTURE Apr20 |
PLJ0 |
Metals |
29.0000 |
$1,451,740.00 |
0.93% |
| NATURAL GAS FUTR Feb21 |
NGG21 |
Energy |
30.0000 |
$795,600.00 |
0.51% |
Cash and Collateral
| US Dollar |
$USD |
26,063,061 |
$26,063,060.64 |
16.72% |
| U.S. Treasury Bill, 0%, due 02/20/2020 |
912796TG4 |
23,000,000 |
$22,967,682.70 |
14.73% |
| U.S. Treasury Bill, 0%, due 01/23/2020 |
912796TC3 |
18,000,000 |
$17,995,665.06 |
11.54% |
| U.S. Treasury Bill, 0%, due 01/30/2020 |
912796RY7 |
18,000,000 |
$17,990,371.80 |
11.54% |
| U.S. Treasury Bill, 0%, due 02/13/2020 |
912796TF6 |
16,000,000 |
$15,982,269.92 |
10.25% |
| U.S. Treasury Bill, 0%, due 02/27/2020 |
912796SD2 |
14,000,000 |
$13,975,884.02 |
8.97% |
| U.S. Treasury Bill, 0%, due 02/06/2020 |
912796TE9 |
13,000,000 |
$12,989,293.07 |
8.33% |
| U.S. Treasury Bill, 0%, due 03/05/2020 |
912796TH2 |
11,000,000 |
$10,977,901.00 |
7.04% |
| U.S. Treasury Bill, 0%, due 03/12/2020 |
912796TK5 |
11,000,000 |
$10,974,634.00 |
7.04% |
| U.S. Treasury Bill, 0%, due 04/16/2020 |
912796TR0 |
3,000,000 |
$2,988,581.25 |
1.92% |
| U.S. Treasury Bill, 0%, due 06/18/2020 |
912796SV2 |
3,000,000 |
$2,980,747.50 |
1.91% |
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.
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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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