|
|
 |
|
Holdings of the Fund as of 6/20/2025
Futures **
| 3 MONTH SOFR FUT Mar27 |
SFRH7 |
Financial - Interest Rates |
161.0000 |
$38,943,887.50 |
25.25% |
| MEXICAN PESO FUT Sep25 |
PEU5 |
Financial - Currency |
617.0000 |
$15,937,110.00 |
10.33% |
| BRAZIL REAL FUT Jul25 |
BRN5 |
Financial - Currency |
878.0000 |
$15,861,070.00 |
10.28% |
| BP CURRENCY FUT Sep25 |
BPU5 |
Financial - Currency |
174.0000 |
$14,650,800.00 |
9.50% |
| IBEX 35 INDX FUTR Jul25 |
IBN5 |
Financial - Equity Index |
71.0000 |
$11,253,412.23 |
7.30% |
| NEW ZEALAND $ FUT Sep25 |
NVU5 |
Financial - Currency |
162.0000 |
$9,698,940.00 |
6.29% |
| LIVE CATTLE FUTR Aug25 |
LCQ5 |
Livestock |
115.0000 |
$9,651,950.00 |
6.26% |
| CATTLE FEEDER FUT Aug25 |
FCQ5 |
Livestock |
59.0000 |
$8,922,275.00 |
5.78% |
| EURO FX CURR FUT Sep25 |
ECU5 |
Financial - Currency |
59.0000 |
$8,550,943.75 |
5.54% |
| FTSE/MIB IDX FUT Sep25 |
STU5 |
Financial - Equity Index |
37.0000 |
$8,355,422.05 |
5.42% |
| CHF CURRENCY FUT Sep25 |
SFU5 |
Financial - Currency |
49.0000 |
$7,575,093.75 |
4.91% |
| GOLD 100 OZ FUTR Aug25 |
GCQ5 |
Precious Metals |
21.0000 |
$7,109,970.00 |
4.61% |
| S&P/TSX 60 IX FUT Sep25 |
PTU5 |
Financial - Equity Index |
28.0000 |
$6,420,494.37 |
4.16% |
| DAX Mini Future Sep25 |
DFWU5 |
Financial - Equity Index |
45.0000 |
$6,076,108.40 |
3.94% |
| EURO-BOBL FUTURE Sep25 |
OEU5 |
Financial - Interest Rates |
42.0000 |
$5,700,538.41 |
3.70% |
| EURO-SCHATZ FUT Sep25 |
DUU5 |
Financial - Interest Rates |
44.0000 |
$5,434,634.88 |
3.52% |
| AUDUSD Crncy Fut Sep25 |
ADU5 |
Financial - Currency |
83.0000 |
$5,365,950.00 |
3.48% |
| COCOA FUTURE Sep25 |
CCU5 |
Agricultural |
61.0000 |
$4,983,090.00 |
3.23% |
| LEAN HOGS FUTURE Jul25 |
LHN5 |
Livestock |
82.0000 |
$3,699,020.00 |
2.40% |
| GASOLINE RBOB FUT Aug25 |
XBQ5 |
Energy |
36.0000 |
$3,493,476.00 |
2.26% |
| COFFEE 'C' FUTURE Sep25 |
KCU5 |
Agricultural |
28.0000 |
$3,308,025.00 |
2.14% |
| SPI 200 FUTURES Sep25 |
XPU5 |
Financial - Equity Index |
24.0000 |
$3,284,983.24 |
2.13% |
| NY Harb ULSD Fut Aug25 |
HOQ5 |
Energy |
31.0000 |
$3,259,687.20 |
2.11% |
| MSCI EAFE Sep25 |
MFSU5 |
Financial - Equity Index |
24.0000 |
$3,108,360.00 |
2.02% |
| C$ CURRENCY FUT Sep25 |
CDU5 |
Financial - Currency |
41.0000 |
$2,999,355.00 |
1.94% |
| SOYBEAN FUTURE Nov25 |
S X5 |
Agricultural |
56.0000 |
$2,970,100.00 |
1.93% |
| WTI CRUDE FUTURE Aug25 |
CLQ5 |
Energy |
39.0000 |
$2,879,760.00 |
1.87% |
| CAC40 10 EURO FUT Jul25 |
CFN5 |
Financial - Equity Index |
31.0000 |
$2,711,732.20 |
1.76% |
| MSCI EmgMkt Sep25 |
MESU5 |
Financial - Equity Index |
39.0000 |
$2,311,140.00 |
1.50% |
| Low Su Gasoil G Aug25 |
QSQ5 |
Energy |
30.0000 |
$2,217,750.00 |
1.44% |
| CANOLA FUTR (WCE) Nov25 |
RSX5 |
Agricultural |
194.0000 |
$2,096,909.17 |
1.36% |
| SOYBEAN OIL FUTR Dec25 |
BOZ5 |
Agricultural |
56.0000 |
$1,851,360.00 |
1.20% |
| FTSE 100 IDX FUT Sep25 |
Z U5 |
Financial - Equity Index |
15.0000 |
$1,773,722.54 |
1.15% |
| EURO STOXX 50 Sep25 |
VGU5 |
Financial - Equity Index |
24.0000 |
$1,449,905.43 |
0.94% |
| SILVER FUTURE Sep25 |
SIU5 |
Precious Metals |
5.0000 |
$908,625.00 |
0.59% |
| BRENT CRUDE FUTR Sep25 |
COU5 |
Energy |
7.0000 |
$528,360.00 |
0.34% |
| LME PRI ALUM FUTR Sep25 |
LAU25 |
Industrial Metals |
-9.0000 |
($574,260.75) |
-0.37% |
| NASDAQ 100 E-MINI Sep25 |
NQU5 |
Financial - Equity Index |
-2.0000 |
($873,790.00) |
-0.57% |
| ECX EMISSION Dec25 |
MOZ25 |
Energy |
-12.0000 |
($1,008,383.52) |
-0.65% |
| OMXS30 IND FUTURE Jul25 |
QCN5 |
Financial - Equity Index |
-42.0000 |
($1,063,077.49) |
-0.69% |
| TTF NAT GAS F Aug25 |
TZTQ5 |
Energy |
-35.0000 |
($1,242,174.69) |
-0.81% |
| JPN YEN CURR FUT Sep25 |
JYU5 |
Financial - Currency |
-15.0000 |
($1,296,750.00) |
-0.84% |
| E-Mini Russ 2000 Sep25 |
RTYU5 |
Financial - Equity Index |
-14.0000 |
($1,487,430.00) |
-0.96% |
| S&P500 EMINI FUT Sep25 |
ESU5 |
Financial - Equity Index |
-6.0000 |
($1,805,400.00) |
-1.17% |
| EURO-BUND FUTURE Sep25 |
RXU5 |
Financial - Interest Rates |
-13.0000 |
($1,960,120.03) |
-1.27% |
| NATURAL GAS FUTR Aug25 |
NGQ25 |
Energy |
-52.0000 |
($2,053,480.00) |
-1.33% |
| LME LEAD FUTURE Sep25 |
LLU5 |
Industrial Metals |
-65.0000 |
($3,237,406.25) |
-2.10% |
| S&P MID 400 EMINI Sep25 |
FAU5 |
Financial - Equity Index |
-14.0000 |
($4,265,940.00) |
-2.77% |
| DJIA MINI e-CBOT Sep25 |
DMU5 |
Financial - Equity Index |
-24.0000 |
($5,101,800.00) |
-3.31% |
| US LONG BOND(CBT) Sep25 |
USU5 |
Financial - Interest Rates |
-51.0000 |
($5,802,843.75) |
-3.76% |
| SUGAR #11 (WORLD) Oct25 |
SBV5 |
Agricultural |
-313.0000 |
($5,808,779.20) |
-3.77% |
| LME NICKEL FUTURE Sep25 |
LNU5 |
Industrial Metals |
-82.0000 |
($7,385,874.48) |
-4.79% |
| CORN FUTURE Dec25 |
C Z5 |
Agricultural |
-341.0000 |
($7,523,312.50) |
-4.88% |
| US ULTRA BOND CBT Sep25 |
WNU5 |
Financial - Interest Rates |
-67.0000 |
($7,832,718.75) |
-5.08% |
| CAN 10YR BOND FUT Sep25 |
CNU5 |
Financial - Interest Rates |
-95.0000 |
($8,401,896.14) |
-5.45% |
| KC HRW WHEAT FUT Sep25 |
KWU5 |
Agricultural |
-332.0000 |
($9,607,250.00) |
-6.23% |
| COTTON NO.2 FUTR Dec25 |
CTZ5 |
Agricultural |
-289.0000 |
($9,638,150.00) |
-6.25% |
| WHEAT FUTURE(CBT) Sep25 |
W U5 |
Agricultural |
-361.0000 |
($10,532,175.00) |
-6.83% |
| LONG GILT FUTURE Sep25 |
G U5 |
Financial - Interest Rates |
-88.0000 |
($10,967,900.94) |
-7.11% |
| JPN 10Y BOND(OSE) Sep25 |
JBU5 |
Financial - Interest Rates |
-14.0000 |
($13,351,814.00) |
-8.66% |
| SOYBEAN MEAL FUTR Dec25 |
SMZ5 |
Agricultural |
-472.0000 |
($14,070,320.00) |
-9.12% |
Cash and Collateral
| US Dollar |
$USD |
|
51,376,141 |
$51,376,141.21 |
33.31% |
| U.S. Treasury Note, 0.75%, due 03/31/2026 |
|
91282CBT7 |
31,000,000 |
$30,203,059.13 |
19.58% |
| U.S. Treasury Bill, 0%, due 07/15/2025 |
|
912797QA8 |
25,000,000 |
$24,937,158.75 |
16.17% |
| U.S. Treasury Note, 0.375%, due 11/30/2025 |
|
91282CAZ4 |
21,000,000 |
$20,645,584.05 |
13.38% |
| U.S. Treasury Note, 0.25%, due 09/30/2025 |
|
91282CAM3 |
12,000,000 |
$11,870,106.36 |
7.70% |
| U.S. Treasury Note, 0.25%, due 06/30/2025 |
|
912828ZW3 |
11,000,000 |
$10,991,399.54 |
7.13% |
| U.S. Treasury Note, 0.875%, due 06/30/2026 |
|
91282CCJ8 |
7,000,000 |
$6,776,948.78 |
4.39% |
| U.S. Treasury Bill, 0%, due 07/31/2025 |
|
912797PG6 |
2,000,000 |
$1,991,128.06 |
1.29% |
| Japanese Yen |
$JPY |
|
135,442,133 |
$926,670.31 |
0.60% |
| Swiss Franc |
$CHF |
|
-89,410 |
($109,263.44) |
-0.07% |
| Canadian Dollar |
$CAD |
|
-367,074 |
($267,137.89) |
-0.17% |
| Swedish Krona |
$SEK |
|
-2,953,330 |
($305,130.71) |
-0.20% |
| Pound Sterling |
$GBP |
|
-330,631 |
($444,500.93) |
-0.29% |
| Australian Dollar |
$AUD |
|
-988,722 |
($637,725.92) |
-0.41% |
| Euro |
$EUR |
|
-3,220,813 |
($3,709,410.25) |
-2.40% |
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.
|