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Holdings of the Fund as of 10/9/2024
Futures **
| GOLD 100 OZ FUTR Dec24 |
GCZ4 |
Precious Metals |
50.0000 |
$13,130,000.00 |
11.45% |
| SOYBEAN MEAL FUTR Dec24 |
SMZ4 |
Agricultural |
280.0000 |
$8,993,600.00 |
7.84% |
| SUGAR #11 (WORLD) Mar25 |
SBH5 |
Agricultural |
316.0000 |
$7,800,396.80 |
6.80% |
| LIVE CATTLE FUTR Dec24 |
LCZ4 |
Livestock |
95.0000 |
$7,114,550.00 |
6.20% |
| COPPER FUTURE Dec24 |
HGZ4 |
Industrial Metals |
60.0000 |
$6,599,250.00 |
5.75% |
| WTI CRUDE FUTURE Dec24 |
CLZ4 |
Energy |
84.0000 |
$6,097,560.00 |
5.32% |
| KC HRW WHEAT FUT Dec24 |
KWZ4 |
Agricultural |
175.0000 |
$5,326,562.50 |
4.64% |
| COFFEE 'C' FUTURE Dec24 |
KCZ4 |
Agricultural |
48.0000 |
$4,500,900.00 |
3.92% |
| CATTLE FEEDER FUT Nov24 |
FCX4 |
Livestock |
31.0000 |
$3,854,462.50 |
3.36% |
| BRENT CRUDE FUTR Dec24 |
COZ4 |
Energy |
50.0000 |
$3,829,000.00 |
3.34% |
| SILVER FUTURE Dec24 |
SIZ4 |
Precious Metals |
22.0000 |
$3,373,700.00 |
2.94% |
| COCOA FUTURE Mar25 |
CCH5 |
Agricultural |
50.0000 |
$3,259,000.00 |
2.84% |
| LME ZINC FUTURE Dec24 |
LXZ4 |
Industrial Metals |
41.0000 |
$3,091,369.25 |
2.70% |
| GASOLINE RBOB FUT Dec24 |
XBZ4 |
Energy |
33.0000 |
$2,827,994.40 |
2.47% |
| SOYBEAN OIL FUTR Dec24 |
BOZ4 |
Agricultural |
80.0000 |
$2,066,880.00 |
1.80% |
| Low Su Gasoil G Dec24 |
QSZ4 |
Energy |
28.0000 |
$1,927,800.00 |
1.68% |
| LEAN HOGS FUTURE Dec24 |
LHZ4 |
Livestock |
35.0000 |
$1,058,050.00 |
0.92% |
| LME PRI ALUM FUTR Dec24 |
LAZ24 |
Industrial Metals |
8.0000 |
$506,410.00 |
0.44% |
| BRENT CRUDE FUTR Jan25 |
COF5 |
Energy |
1.0000 |
$76,130.00 |
0.07% |
| LME LEAD FUTURE Dec24 |
LLZ4 |
Industrial Metals |
-9.0000 |
($461,448.00) |
-0.40% |
| LME NICKEL FUTURE Dec24 |
LNZ4 |
Industrial Metals |
-8.0000 |
($830,736.00) |
-0.72% |
| NATURAL GAS FUTR Dec24 |
NGZ24 |
Energy |
-55.0000 |
($1,713,800.00) |
-1.49% |
| CORN FUTURE Dec24 |
C Z4 |
Agricultural |
-109.0000 |
($2,294,450.00) |
-2.00% |
| WHEAT FUTURE(CBT) Dec24 |
W Z4 |
Agricultural |
-139.0000 |
($4,163,050.00) |
-3.63% |
| COTTON NO.2 FUTR Dec24 |
CTZ4 |
Agricultural |
-125.0000 |
($4,515,625.00) |
-3.94% |
| NY Harb ULSD Fut Dec24 |
HOZ4 |
Energy |
-72.0000 |
($6,915,888.00) |
-6.03% |
Cash and Collateral
| US Dollar |
$USD |
|
28,628,091 |
$28,628,090.51 |
24.96% |
| U.S. Treasury Note, 0.375%, due 11/30/2025 |
|
91282CAZ4 |
24,000,000 |
$22,983,750.00 |
20.04% |
| U.S. Treasury Note, 0.75%, due 03/31/2026 |
|
91282CBT7 |
16,000,000 |
$15,235,624.96 |
13.28% |
| U.S. Treasury Note, 0.25%, due 09/30/2025 |
|
91282CAM3 |
13,000,000 |
$12,502,517.56 |
10.90% |
| U.S. Treasury Note, 1%, due 12/15/2024 |
|
91282CDN8 |
12,000,000 |
$11,921,628.48 |
10.39% |
| U.S. Treasury Note, 0.50%, due 03/31/2025 |
|
912828ZF0 |
12,000,000 |
$11,778,049.92 |
10.27% |
| U.S. Treasury Note, 0.25%, due 06/30/2025 |
|
912828ZW3 |
12,000,000 |
$11,652,308.40 |
10.16% |
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 professionals 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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