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Holdings of the Fund as of 9/24/2018 *
Futures **
| COPPER FUTURE Dec18 |
HGZ8 |
Metals |
252.0000 |
$17,866,800.00 |
8.07% |
| SOYBEAN MEAL FUTR Dec18 |
SMZ8 |
Agricultural |
508.0000 |
$15,621,000.00 |
7.06% |
| GOLD 100 OZ FUTR Dec18 |
GCZ8 |
Metals |
127.0000 |
$15,295,880.00 |
6.91% |
| BRENT CRUDE FUTR Dec18 |
COZ8 |
Energy |
174.0000 |
$14,012,220.00 |
6.33% |
| SILVER FUTURE Dec18 |
SIZ8 |
Metals |
168.0000 |
$12,046,440.00 |
5.44% |
| LIVE CATTLE FUTR Oct18 |
LCV8 |
Agricultural |
255.0000 |
$11,441,850.00 |
5.17% |
| COTTON NO.2 FUTR Dec18 |
CTZ8 |
Agricultural |
274.0000 |
$10,765,460.00 |
4.86% |
| COCOA FUTURE Dec18 |
CCZ8 |
Agricultural |
378.0000 |
$8,448,300.00 |
3.82% |
| LME ZINC FUTURE Dec18 |
LXZ8 |
Metals |
128.0000 |
$8,214,400.00 |
3.71% |
| KC HRW WHEAT FUT Dec18 |
KWZ8 |
Agricultural |
283.0000 |
$7,485,350.00 |
3.38% |
| SUGAR #11 (WORLD) Mar19 |
SBH9 |
Agricultural |
557.0000 |
$7,005,723.20 |
3.16% |
| CORN FUTURE Dec18 |
C Z8 |
Agricultural |
387.0000 |
$6,975,675.00 |
3.15% |
| NATURAL GAS FUTR Nov18 |
NGX18 |
Energy |
217.0000 |
$6,572,930.00 |
2.97% |
| GASOLINE RBOB FUT Dec18 |
XBZ8 |
Energy |
64.0000 |
$5,453,952.00 |
2.46% |
| CATTLE FEEDER FUT Nov18 |
FCX8 |
Agricultural |
67.0000 |
$5,223,487.50 |
2.36% |
| NY Harb ULSD Fut Dec18 |
HOZ8 |
Energy |
47.0000 |
$4,529,145.60 |
2.05% |
| Low Su Gasoil G Dec18 |
QSZ8 |
Energy |
64.0000 |
$4,470,400.00 |
2.02% |
| LME LEAD FUTURE Dec18 |
LLZ8 |
Metals |
87.0000 |
$4,445,700.00 |
2.01% |
| Low Su Gasoil G Jan19 |
QSF9 |
Energy |
64.0000 |
$4,459,200.00 |
2.01% |
| WTI CRUDE FUTURE Nov18 |
CLX8 |
Energy |
61.0000 |
$4,396,880.00 |
1.99% |
| LME NICKEL FUTURE Dec18 |
LNZ8 |
Metals |
56.0000 |
$4,351,872.00 |
1.97% |
| Low Su Gasoil G Nov18 |
QSX8 |
Energy |
61.0000 |
$4,280,675.00 |
1.93% |
| NY Harb ULSD Fut Jan19 |
HOF9 |
Energy |
43.0000 |
$4,148,562.60 |
1.87% |
| LEAN HOGS FUTURE Dec18 |
LHZ8 |
Agricultural |
155.0000 |
$3,532,450.00 |
1.60% |
| SOYBEAN FUTURE Nov18 |
S X8 |
Agricultural |
83.0000 |
$3,490,150.00 |
1.58% |
| WTI CRUDE FUTURE Dec18 |
CLZ8 |
Energy |
43.0000 |
$3,085,680.00 |
1.39% |
| WTI CRUDE FUTURE Jan19 |
CLF9 |
Energy |
43.0000 |
$3,074,930.00 |
1.39% |
| LME PRI ALUM FUTR Dec18 |
LAZ18 |
Metals |
58.0000 |
$3,001,500.00 |
1.36% |
| NY Harb ULSD Fut Nov18 |
HOX8 |
Energy |
31.0000 |
$2,981,840.40 |
1.35% |
| GASOLINE RBOB FUT Nov18 |
XBX8 |
Energy |
34.0000 |
$2,916,118.80 |
1.32% |
| GASOLINE RBOB FUT Jan19 |
XBF9 |
Energy |
31.0000 |
$2,639,414.40 |
1.19% |
| PLATINUM FUTURE Jan19 |
PLF9 |
Metals |
44.0000 |
$1,831,940.00 |
0.83% |
| COFFEE 'C' FUTURE Dec18 |
KCZ8 |
Agricultural |
46.0000 |
$1,699,125.00 |
0.77% |
| LEAN HOGS FUTURE Oct18 |
LHV8 |
Agricultural |
49.0000 |
$1,195,600.00 |
0.54% |
| SOYBEAN OIL FUTR Dec18 |
BOZ8 |
Agricultural |
61.0000 |
$1,043,832.00 |
0.47% |
Cash and Collateral
| US Dollar |
$USD |
41,054,329 |
$41,054,328.61 |
18.55% |
| U.S. Treasury Bill, 0%, due 11/15/2018 |
912796QJ1 |
32,000,000 |
$31,906,160.00 |
14.41% |
| U.S. Treasury Bill, 0%, due 12/06/2018 |
912796PE3 |
30,000,000 |
$29,873,325.00 |
13.50% |
| U.S. Treasury Bill, 0%, due 10/11/2018 |
912796NZ8 |
25,000,000 |
$24,978,000.00 |
11.28% |
| U.S. Treasury Bill, 0%, due 12/20/2018 |
912796QP7 |
25,000,000 |
$24,873,090.25 |
11.24% |
| U.S. Treasury Bill, 0%, due 01/24/2019 |
912796QU6 |
18,000,000 |
$17,864,782.56 |
8.07% |
| U.S. Treasury Bill, 0%, due 01/10/2019 |
912796QS1 |
16,000,000 |
$15,896,031.68 |
7.18% |
| U.S. Treasury Bill, 0%, due 11/01/2018 |
912796QF9 |
15,000,000 |
$14,968,453.65 |
6.76% |
| U.S. Treasury Bill, 0%, due 10/25/2018 |
912796QE2 |
10,000,000 |
$9,982,755.80 |
4.51% |
| U.S. Treasury Bill, 0%, due 12/13/2018 |
912796QN2 |
10,000,000 |
$9,953,423.00 |
4.50% |
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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