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Holdings of the Fund as of 8/15/2019 *
Futures **
| GOLD 100 OZ FUTR Dec19 |
GCZ9 |
Metals |
116.0000 |
$17,761,920.00 |
11.04% |
| COPPER FUTURE Sep19 |
HGU9 |
Metals |
209.0000 |
$13,558,875.00 |
8.42% |
| SILVER FUTURE Sep19 |
SIU9 |
Metals |
117.0000 |
$10,070,190.00 |
6.26% |
| CORN FUTURE Dec19 |
C Z9 |
Agricultural |
314.0000 |
$5,824,700.00 |
3.62% |
| NATURAL GAS FUTR Jan20 |
NGF20 |
Energy |
216.0000 |
$5,590,080.00 |
3.47% |
| SOYBEAN FUTURE Nov19 |
S X9 |
Agricultural |
126.0000 |
$5,485,725.00 |
3.41% |
| LIVE CATTLE FUTR Oct19 |
LCV9 |
Agricultural |
139.0000 |
$5,477,990.00 |
3.40% |
| COFFEE 'C' FUTURE Dec19 |
KCZ9 |
Agricultural |
143.0000 |
$5,255,250.00 |
3.27% |
| KC HRW WHEAT FUT Sep19 |
KWU9 |
Agricultural |
251.0000 |
$4,891,362.50 |
3.04% |
| NY Harb ULSD Fut Dec19 |
HOZ9 |
Energy |
61.0000 |
$4,671,550.80 |
2.90% |
| LIVE CATTLE FUTR Dec19 |
LCZ9 |
Agricultural |
108.0000 |
$4,504,680.00 |
2.80% |
| SOYBEAN OIL FUTR Dec19 |
BOZ9 |
Agricultural |
247.0000 |
$4,364,490.00 |
2.71% |
| LME PRI ALUM FUTR Oct19 |
LAV19 |
Metals |
94.0000 |
$4,164,787.50 |
2.59% |
| LME NICKEL FUTURE Oct19 |
LNV9 |
Metals |
40.0000 |
$3,906,240.00 |
2.43% |
| SOYBEAN MEAL FUTR Dec19 |
SMZ9 |
Agricultural |
131.0000 |
$3,889,390.00 |
2.42% |
| COTTON NO.2 FUTR Dec19 |
CTZ9 |
Agricultural |
125.0000 |
$3,726,250.00 |
2.32% |
| COCOA FUTURE Dec19 |
CCZ9 |
Agricultural |
164.0000 |
$3,604,720.00 |
2.24% |
| GASOLINE RBOB FUT Sep19 |
XBU9 |
Energy |
51.0000 |
$3,505,168.80 |
2.18% |
| BRENT CRUDE FUTR Dec19 |
COZ9 |
Energy |
60.0000 |
$3,440,400.00 |
2.14% |
| SUGAR #11 (WORLD) Oct19 |
SBV9 |
Agricultural |
249.0000 |
$3,243,374.40 |
2.02% |
| KC HRW WHEAT FUT Dec19 |
KWZ9 |
Agricultural |
158.0000 |
$3,193,575.00 |
1.98% |
| LME ZINC FUTURE Oct19 |
LXV9 |
Metals |
55.0000 |
$3,112,656.25 |
1.93% |
| LME LEAD FUTURE Oct19 |
LLV9 |
Metals |
58.0000 |
$2,994,975.00 |
1.86% |
| BRENT CRUDE FUTR Jan20 |
COF0 |
Energy |
47.0000 |
$2,679,470.00 |
1.66% |
| Low Su Gasoil G Oct19 |
QSV9 |
Energy |
44.0000 |
$2,472,800.00 |
1.54% |
| Low Su Gasoil G Dec19 |
QSZ9 |
Energy |
44.0000 |
$2,443,100.00 |
1.52% |
| GASOLINE RBOB FUT Oct19 |
XBV9 |
Energy |
35.0000 |
$2,215,143.00 |
1.38% |
| GASOLINE RBOB FUT Nov19 |
XBX9 |
Energy |
34.0000 |
$2,105,300.40 |
1.31% |
| LEAN HOGS FUTURE Dec19 |
LHZ9 |
Agricultural |
71.0000 |
$1,810,500.00 |
1.12% |
| LEAN HOGS FUTURE Feb20 |
LHG0 |
Agricultural |
63.0000 |
$1,770,300.00 |
1.10% |
| NATURAL GAS FUTR Feb20 |
NGG20 |
Energy |
69.0000 |
$1,762,950.00 |
1.10% |
| LEAN HOGS FUTURE Oct19 |
LHV9 |
Agricultural |
63.0000 |
$1,638,000.00 |
1.02% |
| BRENT CRUDE FUTR Oct19 |
COV9 |
Energy |
28.0000 |
$1,630,440.00 |
1.01% |
| Low Su Gasoil G Sep19 |
QSU9 |
Energy |
27.0000 |
$1,512,000.00 |
0.94% |
| PLATINUM FUTURE Oct19 |
PLV9 |
Metals |
34.0000 |
$1,431,400.00 |
0.89% |
| CATTLE FEEDER FUT Oct19 |
FCV9 |
Agricultural |
20.0000 |
$1,337,500.00 |
0.83% |
| WTI CRUDE FUTURE Dec19 |
CLZ9 |
Energy |
25.0000 |
$1,342,750.00 |
0.83% |
| CATTLE FEEDER FUT Sep19 |
FCU9 |
Agricultural |
18.0000 |
$1,199,700.00 |
0.75% |
| WTI CRUDE FUTURE Nov19 |
CLX9 |
Energy |
21.0000 |
$1,135,890.00 |
0.71% |
| WTI CRUDE FUTURE Jan20 |
CLF0 |
Energy |
20.0000 |
$1,066,600.00 |
0.66% |
| LME PRI ALUM FUTR Sep19 |
LAU19 |
Metals |
19.0000 |
$838,018.75 |
0.52% |
| GASOLINE RBOB FUT Dec19 |
XBZ9 |
Energy |
9.0000 |
$548,364.60 |
0.34% |
Cash and Collateral
| US Dollar |
$USD |
24,177,918 |
$24,177,917.54 |
15.02% |
| U.S. Treasury Bill, 0%, due 09/12/2019 |
912796RA9 |
22,000,000 |
$21,968,674.64 |
13.65% |
| U.S. Treasury Bill, 0%, due 09/19/2019 |
912796SJ9 |
18,000,000 |
$17,967,427.92 |
11.16% |
| U.S. Treasury Bill, 0%, due 09/26/2019 |
912796SK6 |
17,000,000 |
$16,963,533.30 |
10.54% |
| U.S. Treasury Bill, 0%, due 10/10/2019 |
912796RF8 |
17,000,000 |
$16,951,392.92 |
10.53% |
| U.S. Treasury Bill, 0%, due 10/03/2019 |
912796SL4 |
15,000,000 |
$14,962,530.00 |
9.30% |
| U.S. Treasury Bill, 0%, due 08/22/2019 |
912796SE0 |
14,000,000 |
$13,995,660.00 |
8.70% |
| U.S. Treasury Bill, 0%, due 08/29/2019 |
912796SF7 |
14,000,000 |
$13,990,937.94 |
8.69% |
| U.S. Treasury Bill, 0%, due 09/05/2019 |
912796SG5 |
14,000,000 |
$13,985,338.92 |
8.69% |
| U.S. Treasury Bill, 0%, due 11/07/2019 |
912796RM3 |
6,000,000 |
$5,974,567.44 |
3.71% |
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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