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Holdings of the Fund as of 6/20/2018 *
Futures **
| GOLD 100 OZ FUTR Aug18 |
GCQ8 |
Metals |
333.0000 |
$42,440,850.00 |
14.18% |
| COPPER FUTURE Sep18 |
HGU8 |
Metals |
376.0000 |
$28,782,800.00 |
9.62% |
| SOYBEAN FUTURE Nov18 |
S X8 |
Agricultural |
400.0000 |
$18,210,000.00 |
6.08% |
| KC HRW WHEAT FUT Sep18 |
KWU8 |
Agricultural |
493.0000 |
$12,466,737.50 |
4.16% |
| SUGAR #11 (WORLD) Oct18 |
SBV8 |
Agricultural |
908.0000 |
$12,396,742.40 |
4.14% |
| SILVER FUTURE Jul18 |
SIN8 |
Metals |
151.0000 |
$12,313,295.00 |
4.11% |
| NY Harb ULSD Fut Aug18 |
HOQ8 |
Energy |
133.0000 |
$11,790,370.20 |
3.94% |
| BRENT CRUDE FUTR Sep18 |
COU8 |
Energy |
153.0000 |
$11,372,490.00 |
3.80% |
| NATURAL GAS FUTR Sep18 |
NGU18 |
Energy |
359.0000 |
$10,568,960.00 |
3.53% |
| SOYBEAN MEAL FUTR Sep18 |
SMU8 |
Agricultural |
278.0000 |
$9,340,800.00 |
3.12% |
| LME PRI ALUM FUTR Sep18 |
LAU18 |
Metals |
170.0000 |
$9,208,687.50 |
3.08% |
| SOYBEAN MEAL FUTR Jul18 |
SMN8 |
Agricultural |
262.0000 |
$8,729,840.00 |
2.92% |
| LIVE CATTLE FUTR Aug18 |
LCQ8 |
Agricultural |
196.0000 |
$8,361,360.00 |
2.79% |
| SOYBEAN MEAL FUTR Dec18 |
SMZ8 |
Agricultural |
238.0000 |
$8,027,740.00 |
2.68% |
| GASOLINE RBOB FUT Aug18 |
XBQ8 |
Energy |
94.0000 |
$7,940,217.60 |
2.65% |
| GASOLINE RBOB FUT Sep18 |
XBU8 |
Energy |
89.0000 |
$7,456,562.40 |
2.49% |
| COTTON NO.2 FUTR Dec18 |
CTZ8 |
Agricultural |
174.0000 |
$7,323,660.00 |
2.45% |
| COCOA FUTURE Sep18 |
CCU8 |
Agricultural |
270.0000 |
$6,893,100.00 |
2.30% |
| LME NICKEL FUTURE Sep18 |
LNU8 |
Metals |
76.0000 |
$6,828,600.00 |
2.28% |
| BRENT CRUDE FUTR Oct18 |
COV8 |
Energy |
87.0000 |
$6,428,430.00 |
2.15% |
| WTI CRUDE FUTURE Aug18 |
CLQ8 |
Energy |
79.0000 |
$5,191,090.00 |
1.73% |
| LME ZINC FUTURE Sep18 |
LXU8 |
Metals |
67.0000 |
$5,019,137.50 |
1.68% |
| NY Harb ULSD Fut Sep18 |
HOU8 |
Energy |
53.0000 |
$4,708,880.40 |
1.57% |
| LME LEAD FUTURE Sep18 |
LLU8 |
Metals |
74.0000 |
$4,443,700.00 |
1.48% |
| GASOLINE RBOB FUT Nov18 |
XBX8 |
Energy |
55.0000 |
$4,307,226.00 |
1.44% |
| Low Su Gasoil G Aug18 |
QSQ8 |
Energy |
65.0000 |
$4,213,625.00 |
1.41% |
| CATTLE FEEDER FUT Aug18 |
FCQ8 |
Agricultural |
54.0000 |
$4,034,475.00 |
1.35% |
| WTI CRUDE FUTURE Sep18 |
CLU8 |
Energy |
57.0000 |
$3,718,680.00 |
1.24% |
| WTI CRUDE FUTURE Nov18 |
CLX8 |
Energy |
45.0000 |
$2,900,250.00 |
0.97% |
| LEAN HOGS FUTURE Jul18 |
LHN8 |
Agricultural |
85.0000 |
$2,720,850.00 |
0.91% |
| SOYBEAN OIL FUTR Dec18 |
BOZ8 |
Agricultural |
101.0000 |
$1,820,424.00 |
0.61% |
| COFFEE 'C' FUTURE Sep18 |
KCU8 |
Agricultural |
27.0000 |
$1,181,081.25 |
0.39% |
| CORN FUTURE Dec18 |
C Z8 |
Agricultural |
58.0000 |
$1,089,675.00 |
0.36% |
| WTI CRUDE FUTURE Oct18 |
CLV8 |
Energy |
14.0000 |
$906,080.00 |
0.30% |
| PLATINUM FUTURE Oct18 |
PLV8 |
Metals |
15.0000 |
$658,200.00 |
0.22% |
Cash and Collateral
| U.S. Treasury Bill, 0%, due 08/09/2018 |
912796PU7 |
82,000,000 |
$81,794,077.50 |
27.33% |
| US Dollar |
$USD |
48,126,132 |
$48,126,132.43 |
16.08% |
| U.S. Treasury Bill, 0%, due 06/21/2018 |
912796MF3 |
30,000,000 |
$30,000,000.00 |
10.02% |
| U.S. Treasury Bill, 0%, due 07/19/2018 |
912796MK2 |
25,000,000 |
$24,964,805.50 |
8.34% |
| U.S. Treasury Bill, 0%, due 08/23/2018 |
912796PV5 |
25,000,000 |
$24,918,187.50 |
8.32% |
| U.S. Treasury Bill, 0%, due 09/06/2018 |
912796PY9 |
25,000,000 |
$24,899,204.75 |
8.32% |
| U.S. Treasury Bill, 0%, due 09/20/2018 |
912796PZ6 |
25,000,000 |
$24,880,562.50 |
8.31% |
| U.S. Treasury Bill, 0%, due 10/11/2018 |
912796NZ8 |
25,000,000 |
$24,850,666.75 |
8.30% |
| U.S. Treasury Bill, 0%, due 11/01/2018 |
912796QF9 |
15,000,000 |
$14,890,275.00 |
4.97% |
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 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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