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Holdings of the Fund as of 3/28/2025
Futures **
| 3 MONTH SOFR FUT Mar27 |
SFRH7 |
Financial - Interest Rates |
150.0000 |
$36,210,000.00 |
23.44% |
| GOLD 100 OZ FUTR Jun25 |
GCM5 |
Precious Metals |
34.0000 |
$10,588,620.00 |
6.86% |
| CAN 10YR BOND FUT Jun25 |
CNM5 |
Financial - Interest Rates |
101.0000 |
$8,748,539.50 |
5.66% |
| COFFEE 'C' FUTURE Jul25 |
KCN5 |
Agricultural |
57.0000 |
$8,045,550.00 |
5.21% |
| CATTLE FEEDER FUT May25 |
FCK5 |
Livestock |
56.0000 |
$7,984,900.00 |
5.17% |
| FTSE/MIB IDX FUT Jun25 |
STM5 |
Financial - Equity Index |
35.0000 |
$7,205,372.53 |
4.66% |
| LIVE CATTLE FUTR Jun25 |
LCM5 |
Livestock |
86.0000 |
$7,046,840.00 |
4.56% |
| IBEX 35 INDX FUTR Apr25 |
IBJ5 |
Financial - Equity Index |
42.0000 |
$6,038,371.96 |
3.91% |
| COCOA FUTURE Jul25 |
CCN5 |
Agricultural |
69.0000 |
$5,528,280.00 |
3.58% |
| DAX Mini Future Jun25 |
DFWM5 |
Financial - Equity Index |
38.0000 |
$4,664,947.15 |
3.02% |
| BRAZIL REAL FUT May25 |
BRK5 |
Financial - Currency |
245.0000 |
$4,232,375.00 |
2.74% |
| COPPER FUTURE May25 |
HGK5 |
Industrial Metals |
31.0000 |
$3,975,750.00 |
2.57% |
| SILVER FUTURE May25 |
SIK5 |
Precious Metals |
22.0000 |
$3,829,540.00 |
2.48% |
| NATURAL GAS FUTR May25 |
NGK25 |
Energy |
90.0000 |
$3,658,500.00 |
2.37% |
| SUGAR #11 (WORLD) Jul25 |
SBN5 |
Agricultural |
156.0000 |
$3,276,000.00 |
2.12% |
| CORN FUTURE May25 |
C K5 |
Agricultural |
140.0000 |
$3,172,750.00 |
2.05% |
| TOPIX INDX FUTR Jun25 |
TPM5 |
Financial - Equity Index |
16.0000 |
$2,935,114.56 |
1.90% |
| GASOLINE RBOB FUT May25 |
XBK5 |
Energy |
30.0000 |
$2,826,810.00 |
1.83% |
| BRENT CRUDE FUTR Jul25 |
CON5 |
Energy |
36.0000 |
$2,592,720.00 |
1.68% |
| MSCI EAFE Jun25 |
MFSM5 |
Financial - Equity Index |
21.0000 |
$2,563,470.00 |
1.66% |
| S&P/TSX 60 IX FUT Jun25 |
PTM5 |
Financial - Equity Index |
12.0000 |
$2,489,839.42 |
1.61% |
| EURO STOXX 50 Jun25 |
VGM5 |
Financial - Equity Index |
43.0000 |
$2,452,821.14 |
1.59% |
| TTF NAT GAS F May25 |
TZTK5 |
Energy |
70.0000 |
$2,301,229.85 |
1.49% |
| SOYBEAN FUTURE May25 |
S K5 |
Agricultural |
34.0000 |
$1,739,100.00 |
1.13% |
| CBOE VIX FUTURE Apr25 |
UXJ5 |
Financial - Equity Index |
81.0000 |
$1,699,517.70 |
1.10% |
| LME ZINC FUTURE Jun25 |
LXM5 |
Industrial Metals |
22.0000 |
$1,571,784.50 |
1.02% |
| Low Su Gasoil G May25 |
QSK5 |
Energy |
21.0000 |
$1,397,025.00 |
0.90% |
| CAC40 10 EURO FUT Apr25 |
CFJ5 |
Financial - Equity Index |
14.0000 |
$1,201,830.07 |
0.78% |
| WTI CRUDE FUTURE Jun25 |
CLM5 |
Energy |
17.0000 |
$1,171,300.00 |
0.76% |
| MEXICAN PESO FUT Jun25 |
PEM5 |
Financial - Currency |
45.0000 |
$1,090,575.00 |
0.71% |
| OMXS30 IND FUTURE Apr25 |
QCJ5 |
Financial - Equity Index |
35.0000 |
$885,121.38 |
0.57% |
| LEAN HOGS FUTURE Jun25 |
LHM5 |
Livestock |
-31.0000 |
($1,187,610.00) |
-0.77% |
| BP CURRENCY FUT Jun25 |
BPM5 |
Financial - Currency |
-15.0000 |
($1,213,031.25) |
-0.79% |
| JPN YEN CURR FUT Jun25 |
JYM5 |
Financial - Currency |
-16.0000 |
($1,345,300.00) |
-0.87% |
| KC HRW WHEAT FUT May25 |
KWK5 |
Agricultural |
-58.0000 |
($1,600,075.00) |
-1.04% |
| DJIA MINI e-CBOT Jun25 |
DMM5 |
Financial - Equity Index |
-8.0000 |
($1,674,040.00) |
-1.08% |
| EURO-BUND FUTURE Jun25 |
RXM5 |
Financial - Interest Rates |
-13.0000 |
($1,813,273.42) |
-1.17% |
| NIKKEI 225 (OSE) Jun25 |
NKM5 |
Financial - Equity Index |
-9.0000 |
($2,224,375.02) |
-1.44% |
| SOYBEAN OIL FUTR May25 |
BOK5 |
Agricultural |
-84.0000 |
($2,276,064.00) |
-1.47% |
| CANOLA FUTR (WCE) May25 |
RSK5 |
Agricultural |
-266.0000 |
($2,278,992.23) |
-1.48% |
| NY Harb ULSD Fut May25 |
HOK5 |
Energy |
-28.0000 |
($2,621,068.80) |
-1.70% |
| LME LEAD FUTURE Jun25 |
LLM5 |
Industrial Metals |
-54.0000 |
($2,735,248.50) |
-1.77% |
| MSCI EmgMkt Jun25 |
MESM5 |
Financial - Equity Index |
-49.0000 |
($2,729,055.00) |
-1.77% |
| S&P500 EMINI FUT Jun25 |
ESM5 |
Financial - Equity Index |
-10.0000 |
($2,811,500.00) |
-1.82% |
| CHF CURRENCY FUT Jun25 |
SFM5 |
Financial - Currency |
-22.0000 |
($3,147,237.50) |
-2.04% |
| EURO-BOBL FUTURE Jun25 |
OEM5 |
Financial - Interest Rates |
-26.0000 |
($3,316,359.41) |
-2.15% |
| CBOE VIX FUTURE Aug25 |
UXQ5 |
Financial - Equity Index |
-194.0000 |
($3,985,458.40) |
-2.58% |
| NEW ZEALAND $ FUT Jun25 |
NVM5 |
Financial - Currency |
-70.0000 |
($4,007,500.00) |
-2.59% |
| US 10YR NOTE (CBT)Jun25 |
TYM5 |
Financial - Interest Rates |
-37.0000 |
($4,114,515.63) |
-2.66% |
| LME NICKEL FUTURE Jun25 |
LNM5 |
Industrial Metals |
-48.0000 |
($4,711,469.76) |
-3.05% |
| ECX EMISSION Dec25 |
MOZ25 |
Energy |
-64.0000 |
($4,766,917.50) |
-3.09% |
| US LONG BOND(CBT) Jun25 |
USM5 |
Financial - Interest Rates |
-41.0000 |
($4,800,843.75) |
-3.11% |
| US 5YR NOTE (CBT) Jun25 |
FVM5 |
Financial - Interest Rates |
-45.0000 |
($4,868,437.50) |
-3.15% |
| NASDAQ 100 E-MINI Jun25 |
NQM5 |
Financial - Equity Index |
-13.0000 |
($5,058,820.00) |
-3.28% |
| AUDUSD Crncy Fut Jun25 |
ADM5 |
Financial - Currency |
-87.0000 |
($5,472,735.00) |
-3.54% |
| US ULTRA BOND CBT Jun25 |
WNM5 |
Financial - Interest Rates |
-47.0000 |
($5,725,187.50) |
-3.71% |
| S&P MID 400 EMINI Jun25 |
FAM5 |
Financial - Equity Index |
-20.0000 |
($5,866,400.00) |
-3.80% |
| E-Mini Russ 2000 Jun25 |
RTYM5 |
Financial - Equity Index |
-62.0000 |
($6,315,010.00) |
-4.09% |
| LONG GILT FUTURE Jun25 |
G M5 |
Financial - Interest Rates |
-68.0000 |
($8,052,606.04) |
-5.21% |
| EURO FX CURR FUT Jun25 |
ECM5 |
Financial - Currency |
-60.0000 |
($8,154,375.00) |
-5.28% |
| SOYBEAN MEAL FUTR May25 |
SMK5 |
Agricultural |
-280.0000 |
($8,218,000.00) |
-5.32% |
| WHEAT FUTURE(CBT) May25 |
W K5 |
Agricultural |
-333.0000 |
($8,795,362.50) |
-5.69% |
| COTTON NO.2 FUTR Jul25 |
CTN5 |
Agricultural |
-307.0000 |
($10,453,350.00) |
-6.77% |
| US 2YR NOTE (CBT) Jun25 |
TUM5 |
Financial - Interest Rates |
-63.0000 |
($13,052,320.34) |
-8.45% |
| EURO-SCHATZ FUT Jun25 |
DUM5 |
Financial - Interest Rates |
-148.0000 |
($17,140,896.61) |
-11.10% |
| C$ CURRENCY FUT Jun25 |
CDM5 |
Financial - Currency |
-248.0000 |
($17,391,000.00) |
-11.26% |
| JPN 10Y BOND(OSE) Jun25 |
JBM5 |
Financial - Interest Rates |
-22.0000 |
($20,240,616.00) |
-13.10% |
Cash and Collateral
| US Dollar |
$USD |
|
51,956,745 |
$51,956,745.08 |
33.64% |
| U.S. Treasury Note, 0.75%, due 03/31/2026 |
|
91282CBT7 |
31,000,000 |
$29,999,551.57 |
19.42% |
| U.S. Treasury Bill, 0%, due 04/22/2025 |
|
912797PA9 |
25,000,000 |
$24,935,049.00 |
16.14% |
| U.S. Treasury Note, 0.375%, due 11/30/2025 |
|
91282CAZ4 |
21,000,000 |
$20,476,885.59 |
13.26% |
| U.S. Treasury Note, 0.25%, due 09/30/2025 |
|
91282CAM3 |
12,000,000 |
$11,766,107.28 |
7.62% |
| U.S. Treasury Note, 0.25%, due 06/30/2025 |
|
912828ZW3 |
11,000,000 |
$10,889,474.31 |
7.05% |
| U.S. Treasury Note, 0.875%, due 06/30/2026 |
|
91282CCJ8 |
7,000,000 |
$6,734,218.75 |
4.36% |
| Japanese Yen |
$JPY |
|
220,597,273 |
$1,471,924.15 |
0.95% |
| Swedish Krona |
$SEK |
|
-196,724 |
($19,644.70) |
-0.01% |
| Swiss Franc |
$CHF |
|
-89,159 |
($101,167.34) |
-0.07% |
| Canadian Dollar |
$CAD |
|
-630,077 |
($440,028.86) |
-0.28% |
| Pound Sterling |
$GBP |
|
-451,574 |
($584,517.58) |
-0.38% |
| Australian Dollar |
$AUD |
|
-1,067,049 |
($671,067.10) |
-0.43% |
| Euro |
$EUR |
|
-1,799,636 |
($1,949,005.65) |
-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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