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Holdings of the Fund as of 4/23/2024
Futures **
| MEXICAN PESO FUT Jun24 |
PEM4 |
Financial - Currency |
238.0000 |
$6,946,030.00 |
4.84% |
| SPI 200 FUTURES Jun24 |
XPM4 |
Financial - Equity Index |
50.0000 |
$6,241,163.12 |
4.35% |
| Low Su Gasoil G Jun24 |
QSM4 |
Energy |
68.0000 |
$5,351,600.00 |
3.73% |
| GASOLINE RBOB FUT Jun24 |
XBM4 |
Energy |
46.0000 |
$5,218,525.20 |
3.64% |
| FTSE/MIB IDX FUT Jun24 |
STM4 |
Financial - Equity Index |
28.0000 |
$5,117,319.54 |
3.57% |
| DAX Mini Future Jun24 |
DFWM4 |
Financial - Equity Index |
44.0000 |
$4,319,661.47 |
3.01% |
| BRENT CRUDE FUTR Jul24 |
CON4 |
Energy |
47.0000 |
$4,107,330.00 |
2.86% |
| S&P/TSX 60 IX FUT Jun24 |
PTM4 |
Financial - Equity Index |
21.0000 |
$4,075,335.56 |
2.84% |
| DJIA MINI e-CBOT Jun24 |
DMM4 |
Financial - Equity Index |
20.0000 |
$3,872,600.00 |
2.70% |
| S&P MID 400 EMINI Jun24 |
FAM4 |
Financial - Equity Index |
13.0000 |
$3,792,360.00 |
2.64% |
| EURO STOXX 50 Jun24 |
VGM4 |
Financial - Equity Index |
65.0000 |
$3,460,924.17 |
2.41% |
| CAC40 10 EURO FUT May24 |
CFK4 |
Financial - Equity Index |
39.0000 |
$3,364,853.09 |
2.35% |
| COFFEE 'C' FUTURE Jul24 |
KCN4 |
Agricultural |
38.0000 |
$3,161,362.50 |
2.20% |
| WTI CRUDE FUTURE Jun24 |
CLM4 |
Energy |
37.0000 |
$3,084,320.00 |
2.15% |
| IBEX 35 INDX FUTR May24 |
IBK4 |
Financial - Equity Index |
26.0000 |
$3,072,187.60 |
2.14% |
| OMXS30 IND FUTURE May24 |
QCK4 |
Financial - Equity Index |
127.0000 |
$2,982,915.97 |
2.08% |
| NIKKEI 225 (OSE) Jun24 |
NKM4 |
Financial - Equity Index |
10.0000 |
$2,425,354.50 |
1.69% |
| COCOA FUTURE Jul24 |
CCN4 |
Agricultural |
22.0000 |
$2,297,680.00 |
1.60% |
| S&P500 EMINI FUT Jun24 |
ESM4 |
Financial - Equity Index |
9.0000 |
$2,297,925.00 |
1.60% |
| TOPIX INDX FUTR Jun24 |
TPM4 |
Financial - Equity Index |
13.0000 |
$2,236,880.88 |
1.56% |
| COCOA FUTURE Sep24 |
CCU4 |
Agricultural |
21.0000 |
$2,102,100.00 |
1.47% |
| GOLD 100 OZ FUTR Jun24 |
GCM4 |
Precious Metals |
9.0000 |
$2,107,890.00 |
1.47% |
| BP CURRENCY FUT Jun24 |
BPM4 |
Financial - Currency |
19.0000 |
$1,478,793.75 |
1.03% |
| MSCI EmgMkt Jun24 |
MESM4 |
Financial - Equity Index |
28.0000 |
$1,440,180.00 |
1.00% |
| WTI CRUDE FUTURE Jul24 |
CLN4 |
Energy |
15.0000 |
$1,238,400.00 |
0.86% |
| BRENT CRUDE FUTR Aug24 |
COQ4 |
Energy |
13.0000 |
$1,125,150.00 |
0.78% |
| LIVE CATTLE FUTR Jun24 |
LCM4 |
Livestock |
15.0000 |
$1,062,900.00 |
0.74% |
| LME ZINC FUTURE Jun24 |
LXM4 |
Industrial Metals |
15.0000 |
$1,043,628.75 |
0.73% |
| MSCI EAFE Jun24 |
MFSM4 |
Financial - Equity Index |
9.0000 |
$1,029,645.00 |
0.72% |
| LME NICKEL FUTURE Jun24 |
LNM4 |
Industrial Metals |
-5.0000 |
($568,499.10) |
-0.40% |
| CANOLA FUTR (WCE) Jul24 |
RSN4 |
Agricultural |
-64.0000 |
($605,450.32) |
-0.42% |
| ECX EMISSION Dec24 |
MOZ24 |
Energy |
-9.0000 |
($632,550.45) |
-0.44% |
| NY Harb ULSD Fut Jul24 |
HON4 |
Energy |
-8.0000 |
($871,147.20) |
-0.61% |
| BRAZIL REAL FUT May24 |
BRK4 |
Financial - Currency |
-46.0000 |
($897,000.00) |
-0.63% |
| FTSE 100 IDX FUT Jun24 |
Z M4 |
Financial - Equity Index |
-13.0000 |
($1,304,757.36) |
-0.91% |
| LEAN HOGS FUTURE Jul24 |
LHN4 |
Livestock |
-30.0000 |
($1,319,400.00) |
-0.92% |
| SILVER FUTURE Jul24 |
SIN4 |
Precious Metals |
-10.0000 |
($1,381,900.00) |
-0.96% |
| NASDAQ 100 E-MINI Jun24 |
NQM4 |
Financial - Equity Index |
-4.0000 |
($1,408,540.00) |
-0.98% |
| E-Mini Russ 2000 Jun24 |
RTYM4 |
Financial - Equity Index |
-15.0000 |
($1,511,175.00) |
-1.05% |
| US ULTRA BOND CBT Jun24 |
WNM4 |
Financial - Interest Rates |
-17.0000 |
($2,055,937.50) |
-1.43% |
| EURO-BUND FUTURE Jun24 |
RXM4 |
Financial - Interest Rates |
-18.0000 |
($2,525,000.38) |
-1.76% |
| CAN 10YR BOND FUT Jun24 |
CNM4 |
Financial - Interest Rates |
-30.0000 |
($2,583,537.54) |
-1.80% |
| JPN 10Y BOND(OSE) Jun24 |
JBM4 |
Financial - Interest Rates |
-3.0000 |
($2,794,746.00) |
-1.95% |
| C$ CURRENCY FUT Jun24 |
CDM4 |
Financial - Currency |
-39.0000 |
($2,857,140.00) |
-1.99% |
| TTF NAT GAS F Jun24 |
TZTM4 |
Energy |
-135.0000 |
($2,962,520.69) |
-2.00% |
| CHF CURRENCY FUT Jun24 |
SFM4 |
Financial - Currency |
-21.0000 |
($2,898,000.00) |
-2.02% |
| SOYBEAN OIL FUTR Jul24 |
BON4 |
Agricultural |
-110.0000 |
($3,028,080.00) |
-2.11% |
| LME LEAD FUTURE Jun24 |
LLM4 |
Industrial Metals |
-56.0000 |
($3,048,528.00) |
-2.12% |
| LME PRI ALUM FUTR Jun24 |
LAM24 |
Industrial Metals |
-48.0000 |
($3,084,888.00) |
-2.15% |
| EURO FX CURR FUT Jun24 |
ECM4 |
Financial - Currency |
-26.0000 |
($3,486,600.00) |
-2.43% |
| KC HRW WHEAT FUT Jul24 |
KWN4 |
Agricultural |
-130.0000 |
($3,992,625.00) |
-2.78% |
| EURO-BOBL FUTURE Jun24 |
OEM4 |
Financial - Interest Rates |
-34.0000 |
($4,259,641.79) |
-2.97% |
| US 10YR NOTE (CBT)Jun24 |
TYM4 |
Financial - Interest Rates |
-49.0000 |
($5,295,828.13) |
-3.69% |
| WHEAT FUTURE(CBT) Jul24 |
W N4 |
Agricultural |
-183.0000 |
($5,515,162.50) |
-3.84% |
| CORN FUTURE Jul24 |
C N4 |
Agricultural |
-246.0000 |
($5,565,750.00) |
-3.88% |
| US 5YR NOTE (CBT) Jun24 |
FVM4 |
Financial - Interest Rates |
-69.0000 |
($7,259,015.63) |
-5.06% |
| NATURAL GAS FUTR Jun24 |
NGM24 |
Energy |
-362.0000 |
($7,580,280.00) |
-5.28% |
| EURO-SCHATZ FUT Jun24 |
DUM4 |
Financial - Interest Rates |
-107.0000 |
($12,065,496.02) |
-8.41% |
| JPN YEN CURR FUT Jun24 |
JYM4 |
Financial - Currency |
-166.0000 |
($13,521,737.50) |
-9.42% |
| US 2YR NOTE (CBT) Jun24 |
TUM4 |
Financial - Interest Rates |
-79.0000 |
($16,053,046.95) |
-11.19% |
Cash and Collateral
| US Dollar |
$USD |
|
61,401,820 |
$61,401,820.26 |
42.80% |
| U.S. Treasury Note, 0.375%, due 11/30/2025 |
|
91282CAZ4 |
21,000,000 |
$19,515,644.61 |
13.60% |
| U.S. Treasury Note, 0.25%, due 09/30/2025 |
|
91282CAM3 |
12,000,000 |
$11,212,031.28 |
7.81% |
| U.S. Treasury Note, 0.25%, due 06/15/2024 |
|
91282CCG4 |
11,000,000 |
$10,918,973.56 |
7.61% |
| U.S. Treasury Note, 0.375%, due 09/15/2024 |
|
91282CCX7 |
11,000,000 |
$10,791,915.97 |
7.52% |
| U.S. Treasury Note, 1%, due 12/15/2024 |
|
91282CDN8 |
11,000,000 |
$10,706,321.12 |
7.46% |
| U.S. Treasury Note, 0.50%, due 03/31/2025 |
|
912828ZF0 |
11,000,000 |
$10,537,920.91 |
7.34% |
| U.S. Treasury Note, 0.25%, due 06/30/2025 |
|
912828ZW3 |
11,000,000 |
$10,393,496.08 |
7.24% |
| Japanese Yen |
$JPY |
|
185,739,376 |
$1,199,711.77 |
0.84% |
| Swedish Krona |
$SEK |
|
155,130 |
$14,343.34 |
0.01% |
| Swiss Franc |
$CHF |
|
-87,619 |
($96,095.01) |
-0.07% |
| Pound Sterling |
$GBP |
|
-175,921 |
($219,003.68) |
-0.15% |
| Canadian Dollar |
$CAD |
|
-1,095,462 |
($801,831.33) |
-0.56% |
| Australian Dollar |
$AUD |
|
-1,369,708 |
($888,529.69) |
-0.62% |
| Euro |
$EUR |
|
-1,135,737 |
($1,215,465.23) |
-0.85% |
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.
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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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