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Holdings of the Fund as of 2/14/2019 *
Futures **
| GOLD 100 OZ FUTR Apr19 |
GCJ9 |
Metals |
180.0000 |
$23,650,200.00 |
13.89% |
| COPPER FUTURE Mar19 |
HGH9 |
Metals |
167.0000 |
$11,581,450.00 |
6.80% |
| SOYBEAN MEAL FUTR Mar19 |
SMH9 |
Agricultural |
342.0000 |
$10,448,100.00 |
6.14% |
| SILVER FUTURE Mar19 |
SIH9 |
Metals |
117.0000 |
$9,083,880.00 |
5.33% |
| LIVE CATTLE FUTR Apr19 |
LCJ9 |
Agricultural |
162.0000 |
$8,253,900.00 |
4.85% |
| KC HRW WHEAT FUT Mar19 |
KWH9 |
Agricultural |
334.0000 |
$8,041,050.00 |
4.72% |
| LME ZINC FUTURE Mar19 |
LXH9 |
Metals |
113.0000 |
$7,336,525.00 |
4.31% |
| SOYBEAN OIL FUTR Mar19 |
BOH9 |
Agricultural |
396.0000 |
$7,101,864.00 |
4.17% |
| SOYBEAN FUTURE Mar19 |
S H9 |
Agricultural |
154.0000 |
$6,956,950.00 |
4.09% |
| SUGAR #11 (WORLD) Mar19 |
SBH9 |
Agricultural |
429.0000 |
$6,058,852.80 |
3.56% |
| CORN FUTURE Mar19 |
C H9 |
Agricultural |
287.0000 |
$5,377,662.50 |
3.16% |
| COTTON NO.2 FUTR May19 |
CTK9 |
Agricultural |
146.0000 |
$5,234,830.00 |
3.07% |
| GASOLINE RBOB FUT Mar19 |
XBH9 |
Energy |
72.0000 |
$4,561,704.00 |
2.68% |
| NY Harb ULSD Fut Apr19 |
HOJ9 |
Energy |
53.0000 |
$4,379,432.40 |
2.57% |
| COCOA FUTURE May19 |
CCK9 |
Agricultural |
153.0000 |
$3,473,100.00 |
2.04% |
| Low Su Gasoil G Mar19 |
QSH9 |
Energy |
55.0000 |
$3,284,875.00 |
1.93% |
| COFFEE 'C' FUTURE May19 |
KCK9 |
Agricultural |
86.0000 |
$3,271,762.50 |
1.92% |
| NY Harb ULSD Fut Mar19 |
HOH9 |
Energy |
39.0000 |
$3,229,480.80 |
1.90% |
| CATTLE FEEDER FUT Mar19 |
FCH9 |
Agricultural |
42.0000 |
$3,025,575.00 |
1.78% |
| Low Su Gasoil G May19 |
QSK9 |
Energy |
49.0000 |
$2,909,375.00 |
1.71% |
| BRENT CRUDE FUTR Apr19 |
COJ9 |
Energy |
44.0000 |
$2,841,080.00 |
1.67% |
| BRENT CRUDE FUTR May19 |
COK9 |
Energy |
43.0000 |
$2,774,360.00 |
1.63% |
| COPPER FUTURE May19 |
HGK9 |
Metals |
35.0000 |
$2,433,375.00 |
1.43% |
| LME LEAD FUTURE Mar19 |
LLH9 |
Metals |
47.0000 |
$2,390,243.75 |
1.40% |
| LME NICKEL FUTURE Mar19 |
LNH9 |
Metals |
32.0000 |
$2,332,272.00 |
1.37% |
| NATURAL GAS FUTR May19 |
NGK19 |
Energy |
72.0000 |
$1,900,080.00 |
1.12% |
| WTI CRUDE FUTURE Apr19 |
CLJ9 |
Energy |
33.0000 |
$1,808,070.00 |
1.06% |
| Low Su Gasoil G Apr19 |
QSJ9 |
Energy |
30.0000 |
$1,783,500.00 |
1.05% |
| GASOLINE RBOB FUT Apr19 |
XBJ9 |
Energy |
24.0000 |
$1,697,270.40 |
1.00% |
| LME PRI ALUM FUTR Mar19 |
LAH19 |
Metals |
34.0000 |
$1,561,025.00 |
0.92% |
| LEAN HOGS FUTURE Apr19 |
LHJ9 |
Agricultural |
60.0000 |
$1,408,800.00 |
0.83% |
| KC HRW WHEAT FUT May19 |
KWK9 |
Agricultural |
55.0000 |
$1,342,687.50 |
0.79% |
| NY Harb ULSD Fut May19 |
HOK9 |
Energy |
15.0000 |
$1,237,131.00 |
0.73% |
| WTI CRUDE FUTURE May19 |
CLK9 |
Energy |
22.0000 |
$1,217,700.00 |
0.72% |
| SUGAR #11 (WORLD) May19 |
SBK9 |
Agricultural |
87.0000 |
$1,210,204.80 |
0.71% |
| SOYBEAN FUTURE May19 |
S K9 |
Agricultural |
21.0000 |
$963,637.50 |
0.57% |
| SOYBEAN OIL FUTR May19 |
BOK9 |
Agricultural |
2.0000 |
$36,276.00 |
0.02% |
Cash and Collateral
| US Dollar |
$USD |
27,673,162 |
$27,673,161.77 |
16.25% |
| U.S. Treasury Bill, 0%, due 04/11/2019 |
912796RG6 |
19,000,000 |
$18,931,530.65 |
11.12% |
| U.S. Treasury Bill, 0%, due 04/18/2019 |
912796RH4 |
19,000,000 |
$18,923,042.78 |
11.11% |
| U.S. Treasury Bill, 0%, due 03/21/2019 |
912796RC5 |
18,000,000 |
$17,960,188.86 |
10.55% |
| U.S. Treasury Bill, 0%, due 03/14/2019 |
912796RB7 |
17,000,000 |
$16,970,205.29 |
9.97% |
| U.S. Treasury Bill, 0%, due 03/28/2019 |
912796PX1 |
16,000,000 |
$15,956,949.92 |
9.37% |
| U.S. Treasury Bill, 0%, due 04/25/2019 |
912796QC6 |
15,000,000 |
$14,931,754.65 |
8.77% |
| U.S. Treasury Bill, 0%, due 03/05/2019 |
912796UR8 |
13,000,000 |
$12,984,595.00 |
7.63% |
| U.S. Treasury Bill, 0%, due 02/21/2019 |
912796QY8 |
10,000,000 |
$9,996,145.80 |
5.87% |
| U.S. Treasury Bill, 0%, due 03/07/2019 |
912796QZ5 |
10,000,000 |
$9,986,875.00 |
5.87% |
| U.S. Treasury Bill, 0%, due 05/16/2019 |
912796RQ4 |
6,000,000 |
$5,964,412.50 |
3.50% |
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.
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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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