|
|
 |
|
Holdings of the Fund as of 6/10/2025
Futures **
| 3 MONTH SOFR FUT Mar27 |
SFRH7 |
Financial - Interest Rates |
141.0000 |
$34,053,262.50 |
21.65% |
| BP CURRENCY FUT Sep25 |
BPU5 |
Financial - Currency |
195.0000 |
$16,456,781.25 |
10.46% |
| MEXICAN PESO FUT Sep25 |
PEU5 |
Financial - Currency |
613.0000 |
$15,913,480.00 |
10.12% |
| IBEX 35 INDX FUTR Jun25 |
IBM5 |
Financial - Equity Index |
86.0000 |
$14,006,691.40 |
8.91% |
| LIVE CATTLE FUTR Aug25 |
LCQ5 |
Livestock |
143.0000 |
$12,481,040.00 |
7.94% |
| BRAZIL REAL FUT Jul25 |
BRN5 |
Financial - Currency |
650.0000 |
$11,615,500.00 |
7.39% |
| EURO FX CURR FUT Sep25 |
ECU5 |
Financial - Currency |
74.0000 |
$10,632,875.00 |
6.76% |
| US 5YR NOTE (CBT) Sep25 |
FVU5 |
Financial - Interest Rates |
95.0000 |
$10,231,796.88 |
6.51% |
| CATTLE FEEDER FUT Aug25 |
FCQ5 |
Livestock |
64.0000 |
$10,020,800.00 |
6.37% |
| FTSE/MIB IDX FUT Jun25 |
STM5 |
Financial - Equity Index |
38.0000 |
$8,733,697.74 |
5.55% |
| US 2YR NOTE (CBT) Sep25 |
TUU5 |
Financial - Interest Rates |
37.0000 |
$7,659,289.04 |
4.87% |
| DAX Mini Future Jun25 |
DFWM5 |
Financial - Equity Index |
49.0000 |
$6,734,954.12 |
4.28% |
| AUDUSD Crncy Fut Sep25 |
ADU5 |
Financial - Currency |
94.0000 |
$6,139,610.00 |
3.90% |
| EURO-BOBL FUTURE Sep25 |
OEU5 |
Financial - Interest Rates |
44.0000 |
$5,924,044.94 |
3.77% |
| NEW ZEALAND $ FUT Sep25 |
NVU5 |
Financial - Currency |
96.0000 |
$5,819,520.00 |
3.70% |
| S&P/TSX 60 IX FUT Jun25 |
PTM5 |
Financial - Equity Index |
25.0000 |
$5,764,489.70 |
3.67% |
| EURO-SCHATZ FUT Sep25 |
DUU5 |
Financial - Interest Rates |
46.0000 |
$5,637,529.17 |
3.58% |
| CANOLA FUTR (WCE) Nov25 |
RSX5 |
Agricultural |
552.0000 |
$5,581,164.07 |
3.55% |
| CHF CURRENCY FUT Sep25 |
SFU5 |
Financial - Currency |
36.0000 |
$5,534,550.00 |
3.52% |
| MSCI EAFE Jun25 |
MFSM5 |
Financial - Equity Index |
41.0000 |
$5,400,520.00 |
3.43% |
| GOLD 100 OZ FUTR Aug25 |
GCQ5 |
Precious Metals |
16.0000 |
$5,349,440.00 |
3.40% |
| COCOA FUTURE Sep25 |
CCU5 |
Agricultural |
57.0000 |
$5,147,100.00 |
3.27% |
| JPN YEN CURR FUT Sep25 |
JYU5 |
Financial - Currency |
56.0000 |
$4,881,450.00 |
3.10% |
| LEAN HOGS FUTURE Jul25 |
LHN5 |
Livestock |
99.0000 |
$4,284,720.00 |
2.72% |
| GASOLINE RBOB FUT Aug25 |
XBQ5 |
Energy |
44.0000 |
$3,830,534.40 |
2.44% |
| FTSE 100 IDX FUT Jun25 |
Z M5 |
Financial - Equity Index |
31.0000 |
$3,715,772.85 |
2.36% |
| SILVER FUTURE Sep25 |
SIU5 |
Precious Metals |
19.0000 |
$3,512,340.00 |
2.23% |
| SPI 200 FUTURES Jun25 |
XPM5 |
Financial - Equity Index |
24.0000 |
$3,364,823.40 |
2.14% |
| ECX EMISSION Dec25 |
MOZ25 |
Energy |
40.0000 |
$3,320,689.88 |
2.11% |
| COFFEE 'C' FUTURE Sep25 |
KCU5 |
Agricultural |
23.0000 |
$3,045,056.25 |
1.94% |
| EURO STOXX 50 Jun25 |
VGM5 |
Financial - Equity Index |
41.0000 |
$2,540,835.05 |
1.62% |
| C$ CURRENCY FUT Sep25 |
CDU5 |
Financial - Currency |
34.0000 |
$2,495,600.00 |
1.59% |
| COPPER FUTURE Sep25 |
HGU5 |
Industrial Metals |
16.0000 |
$1,980,600.00 |
1.26% |
| CAC40 10 EURO FUT Jun25 |
CFM5 |
Financial - Equity Index |
20.0000 |
$1,782,368.64 |
1.13% |
| SOYBEAN FUTURE Nov25 |
S X5 |
Agricultural |
26.0000 |
$1,340,625.00 |
0.85% |
| MSCI EmgMkt Sep25 |
MESU5 |
Financial - Equity Index |
14.0000 |
$845,530.00 |
0.54% |
| NIKKEI 225 (OSE) Sep25 |
NKU5 |
Financial - Equity Index |
-2.0000 |
($527,512.44) |
-0.34% |
| BRENT CRUDE FUTR Sep25 |
COU5 |
Energy |
-9.0000 |
($595,170.00) |
-0.38% |
| SOYBEAN OIL FUTR Dec25 |
BOZ5 |
Agricultural |
-24.0000 |
($696,240.00) |
-0.44% |
| CAN 10YR BOND FUT Sep25 |
CNU5 |
Financial - Interest Rates |
-10.0000 |
($885,573.07) |
-0.56% |
| Low Su Gasoil G Jul25 |
QSN5 |
Energy |
-17.0000 |
($1,082,050.00) |
-0.69% |
| OMXS30 IND FUTURE Jun25 |
QCM5 |
Financial - Equity Index |
-48.0000 |
($1,256,341.63) |
-0.80% |
| WTI CRUDE FUTURE Aug25 |
CLQ5 |
Energy |
-20.0000 |
($1,278,200.00) |
-0.81% |
| E-Mini Russ 2000 Jun25 |
RTYM5 |
Financial - Equity Index |
-12.0000 |
($1,295,640.00) |
-0.82% |
| EURO-BUND FUTURE Sep25 |
RXU5 |
Financial - Interest Rates |
-10.0000 |
($1,494,790.32) |
-0.95% |
| NY Harb ULSD Fut Aug25 |
HOQ5 |
Energy |
-20.0000 |
($1,786,764.00) |
-1.14% |
| LME LEAD FUTURE Sep25 |
LLU5 |
Industrial Metals |
-37.0000 |
($1,835,736.50) |
-1.17% |
| SUGAR #11 (WORLD) Oct25 |
SBV5 |
Agricultural |
-108.0000 |
($2,038,176.00) |
-1.30% |
| S&P500 EMINI FUT Jun25 |
ESM5 |
Financial - Equity Index |
-7.0000 |
($2,115,750.00) |
-1.35% |
| NASDAQ 100 E-MINI Jun25 |
NQM5 |
Financial - Equity Index |
-5.0000 |
($2,196,250.00) |
-1.40% |
| S&P MID 400 EMINI Jun25 |
FAM5 |
Financial - Equity Index |
-9.0000 |
($2,763,180.00) |
-1.76% |
| TTF NAT GAS F Aug25 |
TZTQ5 |
Energy |
-100.0000 |
($2,972,549.40) |
-1.89% |
| LME PRI ALUM FUTR Sep25 |
LAU25 |
Industrial Metals |
-55.0000 |
($3,429,428.75) |
-2.18% |
| US LONG BOND(CBT) Sep25 |
USU5 |
Financial - Interest Rates |
-31.0000 |
($3,489,437.50) |
-2.22% |
| LME ZINC FUTURE Sep25 |
LXU5 |
Industrial Metals |
-54.0000 |
($3,590,541.00) |
-2.28% |
| DJIA MINI e-CBOT Jun25 |
DMM5 |
Financial - Equity Index |
-22.0000 |
($4,720,210.00) |
-3.00% |
| US ULTRA BOND CBT Sep25 |
WNU5 |
Financial - Interest Rates |
-44.0000 |
($5,097,125.00) |
-3.24% |
| LME NICKEL FUTURE Sep25 |
LNU5 |
Industrial Metals |
-56.0000 |
($5,152,922.88) |
-3.28% |
| NATURAL GAS FUTR Aug25 |
NGQ25 |
Energy |
-172.0000 |
($6,245,320.00) |
-3.97% |
| CORN FUTURE Dec25 |
C Z5 |
Agricultural |
-331.0000 |
($7,282,000.00) |
-4.63% |
| KC HRW WHEAT FUT Sep25 |
KWU5 |
Agricultural |
-357.0000 |
($9,639,000.00) |
-6.13% |
| COTTON NO.2 FUTR Dec25 |
CTZ5 |
Agricultural |
-289.0000 |
($9,784,095.00) |
-6.22% |
| LONG GILT FUTURE Sep25 |
G U5 |
Financial - Interest Rates |
-88.0000 |
($11,010,845.65) |
-7.00% |
| WHEAT FUTURE(CBT) Sep25 |
W U5 |
Agricultural |
-402.0000 |
($11,029,875.00) |
-7.01% |
| JPN 10Y BOND(OSE) Sep25 |
JBU5 |
Financial - Interest Rates |
-14.0000 |
($13,389,740.00) |
-8.51% |
| SOYBEAN MEAL FUTR Dec25 |
SMZ5 |
Agricultural |
-468.0000 |
($14,376,960.00) |
-9.14% |
Cash and Collateral
| US Dollar |
$USD |
|
53,063,963 |
$53,063,962.61 |
33.74% |
| U.S. Treasury Note, 0.75%, due 03/31/2026 |
|
91282CBT7 |
31,000,000 |
$30,157,862.37 |
19.18% |
| U.S. Treasury Bill, 0%, due 07/15/2025 |
|
912797QA8 |
25,000,000 |
$24,901,187.50 |
15.83% |
| U.S. Treasury Note, 0.375%, due 11/30/2025 |
|
91282CAZ4 |
21,000,000 |
$20,619,288.48 |
13.11% |
| U.S. Treasury Note, 0.25%, due 09/30/2025 |
|
91282CAM3 |
12,000,000 |
$11,854,262.64 |
7.54% |
| U.S. Treasury Note, 0.25%, due 06/30/2025 |
|
912828ZW3 |
11,000,000 |
$10,976,683.63 |
6.98% |
| U.S. Treasury Note, 0.875%, due 06/30/2026 |
|
91282CCJ8 |
7,000,000 |
$6,765,266.13 |
4.30% |
| U.S. Treasury Bill, 0%, due 07/31/2025 |
|
912797PG6 |
2,000,000 |
$1,988,312.50 |
1.26% |
| Japanese Yen |
$JPY |
|
147,182,743 |
$1,015,824.03 |
0.65% |
| Swiss Franc |
$CHF |
|
-89,410 |
($108,665.86) |
-0.07% |
| Swedish Krona |
$SEK |
|
-3,255,609 |
($339,193.04) |
-0.22% |
| Pound Sterling |
$GBP |
|
-302,256 |
($408,015.48) |
-0.26% |
| Canadian Dollar |
$CAD |
|
-591,767 |
($432,799.45) |
-0.28% |
| Australian Dollar |
$AUD |
|
-932,372 |
($608,186.28) |
-0.39% |
| Euro |
$EUR |
|
-1,900,239 |
($2,171,022.51) |
-1.38% |
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.
*** The weight represents the fund's aggregate exposure to each futures investment whether the exposure is long or short. Long positions are represented by positive weightings and short positions are represented by negative weightings. See the fund's prospectus and Statement of Additional Information for further details on the fund's investment strategy.
|
|
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.
|