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Holdings of the Fund as of 7/25/2024
Futures **
| 3 MONTH SOFR FUT Sep25 |
SFRU5 |
Financial - Interest Rates |
145.0000 |
$34,867,062.50 |
24.54% |
| US 2YR NOTE (CBT) Sep24 |
TUU4 |
Financial - Interest Rates |
102.0000 |
$20,910,000.00 |
14.72% |
| BP CURRENCY FUT Sep24 |
BPU4 |
Financial - Currency |
85.0000 |
$6,834,531.25 |
4.81% |
| AUDUSD Crncy Fut Sep24 |
ADU4 |
Financial - Currency |
100.0000 |
$6,551,500.00 |
4.61% |
| SPI 200 FUTURES Sep24 |
XPU4 |
Financial - Equity Index |
42.0000 |
$5,378,629.13 |
3.79% |
| COFFEE 'C' FUTURE Sep24 |
KCU4 |
Agricultural |
58.0000 |
$5,104,725.00 |
3.59% |
| TOPIX INDX FUTR Sep24 |
TPU4 |
Financial - Equity Index |
23.0000 |
$4,038,994.35 |
2.84% |
| COPPER FUTURE Sep24 |
HGU4 |
Industrial Metals |
38.0000 |
$3,919,225.00 |
2.76% |
| LIVE CATTLE FUTR Oct24 |
LCV4 |
Livestock |
51.0000 |
$3,847,440.00 |
2.71% |
| US LONG BOND(CBT) Sep24 |
USU4 |
Financial - Interest Rates |
31.0000 |
$3,677,375.00 |
2.59% |
| MSCI EmgMkt Sep24 |
MESU4 |
Financial - Equity Index |
68.0000 |
$3,637,660.00 |
2.56% |
| BRENT CRUDE FUTR Oct24 |
COV4 |
Energy |
41.0000 |
$3,336,990.00 |
2.35% |
| MEXICAN PESO FUT Sep24 |
PEU4 |
Financial - Currency |
117.0000 |
$3,146,715.00 |
2.22% |
| LME ZINC FUTURE Sep24 |
LXU4 |
Industrial Metals |
46.0000 |
$3,063,473.50 |
2.16% |
| GOLD 100 OZ FUTR Dec24 |
GCZ4 |
Precious Metals |
12.0000 |
$2,879,880.00 |
2.03% |
| GASOLINE RBOB FUT Sep24 |
XBU4 |
Energy |
28.0000 |
$2,857,092.00 |
2.01% |
| Low Su Gasoil G Sep24 |
QSU4 |
Energy |
38.0000 |
$2,860,450.00 |
2.01% |
| US ULTRA BOND CBT Sep24 |
WNU4 |
Financial - Interest Rates |
22.0000 |
$2,752,750.00 |
1.94% |
| WTI CRUDE FUTURE Dec24 |
CLZ4 |
Energy |
35.0000 |
$2,642,850.00 |
1.86% |
| DJIA MINI e-CBOT Sep24 |
DMU4 |
Financial - Equity Index |
12.0000 |
$2,411,520.00 |
1.70% |
| MSCI EAFE Sep24 |
MFSU4 |
Financial - Equity Index |
20.0000 |
$2,334,200.00 |
1.64% |
| FTSE/MIB IDX FUT Sep24 |
STU4 |
Financial - Equity Index |
12.0000 |
$2,210,859.25 |
1.56% |
| S&P/TSX 60 IX FUT Sep24 |
PTU4 |
Financial - Equity Index |
11.0000 |
$2,155,601.26 |
1.52% |
| S&P MID 400 EMINI Sep24 |
FAU4 |
Financial - Equity Index |
7.0000 |
$2,131,570.00 |
1.50% |
| CAN 10YR BOND FUT Sep24 |
CNU4 |
Financial - Interest Rates |
24.0000 |
$2,109,915.94 |
1.49% |
| COCOA FUTURE Dec24 |
CCZ4 |
Agricultural |
31.0000 |
$2,089,400.00 |
1.47% |
| NIKKEI 225 (OSE) Sep24 |
NKU4 |
Financial - Equity Index |
7.0000 |
$1,716,186.78 |
1.21% |
| SOYBEAN OIL FUTR Dec24 |
BOZ4 |
Agricultural |
65.0000 |
$1,722,630.00 |
1.21% |
| GASOLINE RBOB FUT Oct24 |
XBV4 |
Energy |
18.0000 |
$1,694,271.60 |
1.19% |
| SUGAR #11 (WORLD) Oct24 |
SBV4 |
Agricultural |
81.0000 |
$1,692,835.20 |
1.19% |
| S&P500 EMINI FUT Sep24 |
ESU4 |
Financial - Equity Index |
6.0000 |
$1,632,375.00 |
1.15% |
| NEW ZEALAND $ FUT Sep24 |
NVU4 |
Financial - Currency |
25.0000 |
$1,472,625.00 |
1.04% |
| US 10YR NOTE (CBT)Sep24 |
TYU4 |
Financial - Interest Rates |
13.0000 |
$1,440,359.38 |
1.01% |
| SILVER FUTURE Sep24 |
SIU4 |
Precious Metals |
9.0000 |
$1,258,875.00 |
0.89% |
| E-Mini Russ 2000 Sep24 |
RTYU4 |
Financial - Equity Index |
8.0000 |
$896,120.00 |
0.63% |
| WTI CRUDE FUTURE Oct24 |
CLV4 |
Energy |
11.0000 |
$848,210.00 |
0.60% |
| SOYBEAN MEAL FUTR Dec24 |
SMZ4 |
Agricultural |
22.0000 |
$724,240.00 |
0.51% |
| IBEX 35 INDX FUTR Aug24 |
IBQ4 |
Financial - Equity Index |
5.0000 |
$606,215.76 |
0.43% |
| CBOE VIX FUTURE Sep24 |
UXU4 |
Financial - Equity Index |
3.0000 |
$52,698.30 |
0.04% |
| LONG GILT FUTURE Sep24 |
G U4 |
Financial - Interest Rates |
-6.0000 |
($755,571.59) |
-0.53% |
| NASDAQ 100 E-MINI Sep24 |
NQU4 |
Financial - Equity Index |
-2.0000 |
($759,690.00) |
-0.53% |
| C$ CURRENCY FUT Sep24 |
CDU4 |
Financial - Currency |
-12.0000 |
($869,460.00) |
-0.61% |
| NY Harb ULSD Fut Sep24 |
HOU4 |
Energy |
-9.0000 |
($940,501.80) |
-0.66% |
| OMXS30 IND FUTURE Aug24 |
QCQ4 |
Financial - Equity Index |
-42.0000 |
($995,554.29) |
-0.70% |
| SOYBEAN FUTURE Nov24 |
S X4 |
Agricultural |
-23.0000 |
($1,241,425.00) |
-0.87% |
| CAC40 10 EURO FUT Aug24 |
CFQ4 |
Financial - Equity Index |
-17.0000 |
($1,372,663.24) |
-0.97% |
| CANOLA FUTR (WCE) Nov24 |
RSX4 |
Agricultural |
-157.0000 |
($1,525,596.46) |
-1.07% |
| EURO FX CURR FUT Sep24 |
ECU4 |
Financial - Currency |
-13.0000 |
($1,767,025.00) |
-1.24% |
| TTF NAT GAS F Sep24 |
TZTU4 |
Energy |
-80.0000 |
($2,038,839.80) |
-1.39% |
| CHF CURRENCY FUT Sep24 |
SFU4 |
Financial - Currency |
-14.0000 |
($1,999,462.50) |
-1.41% |
| NATURAL GAS FUTR Sep24 |
NGU24 |
Energy |
-99.0000 |
($2,051,280.00) |
-1.44% |
| ECX EMISSION Dec24 |
MOZ24 |
Energy |
-29.0000 |
($2,101,308.65) |
-1.48% |
| KC HRW WHEAT FUT Sep24 |
KWU4 |
Agricultural |
-97.0000 |
($2,723,275.00) |
-1.92% |
| EURO-BOBL FUTURE Sep24 |
OEU4 |
Financial - Interest Rates |
-22.0000 |
($2,791,398.24) |
-1.96% |
| EURO-BUND FUTURE Sep24 |
RXU4 |
Financial - Interest Rates |
-20.0000 |
($2,877,099.54) |
-2.03% |
| LME PRI ALUM FUTR Sep24 |
LAU24 |
Industrial Metals |
-56.0000 |
($3,143,742.00) |
-2.21% |
| WHEAT FUTURE(CBT) Dec24 |
W Z4 |
Agricultural |
-147.0000 |
($4,134,375.00) |
-2.91% |
| EURO-SCHATZ FUT Sep24 |
DUU4 |
Financial - Interest Rates |
-37.0000 |
($4,250,402.68) |
-2.99% |
| CORN FUTURE Dec24 |
C Z4 |
Agricultural |
-223.0000 |
($4,691,362.50) |
-3.30% |
| LME NICKEL FUTURE Sep24 |
LNU4 |
Industrial Metals |
-60.0000 |
($5,637,801.60) |
-3.97% |
| LEAN HOGS FUTURE Oct24 |
LHV4 |
Livestock |
-184.0000 |
($5,726,080.00) |
-4.03% |
| COTTON NO.2 FUTR Dec24 |
CTZ4 |
Agricultural |
-187.0000 |
($6,442,150.00) |
-4.53% |
| JPN 10Y BOND(OSE) Sep24 |
JBU4 |
Financial - Interest Rates |
-8.0000 |
($7,420,200.00) |
-5.22% |
| BRAZIL REAL FUT Aug24 |
BRQ4 |
Financial - Currency |
-482.0000 |
($8,521,760.00) |
-6.00% |
Cash and Collateral
| US Dollar |
$USD |
|
60,602,954 |
$60,602,954.27 |
42.66% |
| U.S. Treasury Note, 0.375%, due 11/30/2025 |
|
91282CAZ4 |
21,000,000 |
$19,825,722.63 |
13.96% |
| U.S. Treasury Note, 0.25%, due 09/30/2025 |
|
91282CAM3 |
12,000,000 |
$11,383,593.72 |
8.01% |
| U.S. Treasury Note, 0.375%, due 09/15/2024 |
|
91282CCX7 |
11,000,000 |
$10,923,676.94 |
7.69% |
| U.S. Treasury Note, 1%, due 12/15/2024 |
|
91282CDN8 |
11,000,000 |
$10,827,007.29 |
7.62% |
| U.S. Treasury Note, 0.50%, due 03/31/2025 |
|
912828ZF0 |
11,000,000 |
$10,672,340.91 |
7.51% |
| U.S. Treasury Note, 0.25%, due 06/30/2025 |
|
912828ZW3 |
11,000,000 |
$10,544,026.35 |
7.42% |
| U.S. Treasury Note, 0.75%, due 03/31/2026 |
|
91282CBT7 |
11,000,000 |
$10,329,472.67 |
7.27% |
| Japanese Yen |
$JPY |
|
158,108,973 |
$1,026,748.31 |
0.72% |
| Swedish Krona |
$SEK |
|
446,368 |
$41,202.16 |
0.03% |
| Swiss Franc |
$CHF |
|
-88,124 |
($99,959.37) |
-0.07% |
| Pound Sterling |
$GBP |
|
-217,730 |
($279,805.26) |
-0.20% |
| Australian Dollar |
$AUD |
|
-1,444,522 |
($944,283.87) |
-0.66% |
| Canadian Dollar |
$CAD |
|
-1,391,864 |
($1,006,627.53) |
-0.71% |
| Euro |
$EUR |
|
-1,647,289 |
($1,786,649.74) |
-1.26% |
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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