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Holdings of the Fund as of 7/16/2024
Futures **
| 3 MONTH SOFR FUT Sep25 |
SFRU5 |
Financial - Interest Rates |
90.0000 |
$21,654,000.00 |
15.10% |
| US 2YR NOTE (CBT) Sep24 |
TUU4 |
Financial - Interest Rates |
91.0000 |
$18,674,906.25 |
13.02% |
| S&P500 EMINI FUT Sep24 |
ESU4 |
Financial - Equity Index |
23.0000 |
$6,574,837.50 |
4.59% |
| WTI CRUDE FUTURE Sep24 |
CLU4 |
Energy |
77.0000 |
$6,137,670.00 |
4.28% |
| MEXICAN PESO FUT Sep24 |
PEU4 |
Financial - Currency |
218.0000 |
$6,115,990.00 |
4.27% |
| COPPER FUTURE Sep24 |
HGU4 |
Industrial Metals |
53.0000 |
$5,895,587.50 |
4.11% |
| TOPIX INDX FUTR Sep24 |
TPU4 |
Financial - Equity Index |
31.0000 |
$5,685,172.15 |
3.97% |
| BRENT CRUDE FUTR Oct24 |
COV4 |
Energy |
67.0000 |
$5,547,600.00 |
3.87% |
| FTSE/MIB IDX FUT Sep24 |
STU4 |
Financial - Equity Index |
29.0000 |
$5,457,458.53 |
3.81% |
| NEW ZEALAND $ FUT Sep24 |
NVU4 |
Financial - Currency |
86.0000 |
$5,202,140.00 |
3.63% |
| GASOLINE RBOB FUT Sep24 |
XBU4 |
Energy |
49.0000 |
$5,033,250.60 |
3.51% |
| US LONG BOND(CBT) Sep24 |
USU4 |
Financial - Interest Rates |
41.0000 |
$4,931,531.25 |
3.44% |
| COFFEE 'C' FUTURE Sep24 |
KCU4 |
Agricultural |
50.0000 |
$4,567,500.00 |
3.19% |
| LIVE CATTLE FUTR Oct24 |
LCV4 |
Livestock |
61.0000 |
$4,502,410.00 |
3.14% |
| COCOA FUTURE Dec24 |
CCZ4 |
Agricultural |
65.0000 |
$4,447,300.00 |
3.10% |
| Low Su Gasoil G Aug24 |
QSQ4 |
Energy |
58.0000 |
$4,410,900.00 |
3.08% |
| OMXS30 IND FUTURE Aug24 |
QCQ4 |
Financial - Equity Index |
171.0000 |
$4,233,702.83 |
2.95% |
| AUDUSD Crncy Fut Sep24 |
ADU4 |
Financial - Currency |
58.0000 |
$3,911,520.00 |
2.73% |
| GOLD 100 OZ FUTR Dec24 |
GCZ4 |
Precious Metals |
14.0000 |
$3,523,380.00 |
2.46% |
| US ULTRA BOND CBT Sep24 |
WNU4 |
Financial - Interest Rates |
27.0000 |
$3,452,625.00 |
2.41% |
| SUGAR #11 (WORLD) Oct24 |
SBV4 |
Agricultural |
127.0000 |
$2,790,748.80 |
1.95% |
| BP CURRENCY FUT Sep24 |
BPU4 |
Financial - Currency |
33.0000 |
$2,676,093.75 |
1.87% |
| IBEX 35 INDX FUTR Aug24 |
IBQ4 |
Financial - Equity Index |
22.0000 |
$2,670,548.02 |
1.86% |
| NIKKEI 225 (OSE) Sep24 |
NKU4 |
Financial - Equity Index |
10.0000 |
$2,603,481.20 |
1.82% |
| S&P MID 400 EMINI Sep24 |
FAU4 |
Financial - Equity Index |
8.0000 |
$2,512,960.00 |
1.75% |
| MSCI EmgMkt Sep24 |
MESU4 |
Financial - Equity Index |
44.0000 |
$2,486,880.00 |
1.73% |
| NASDAQ 100 E-MINI Sep24 |
NQU4 |
Financial - Equity Index |
6.0000 |
$2,471,760.00 |
1.72% |
| CAC40 10 EURO FUT Aug24 |
CFQ4 |
Financial - Equity Index |
27.0000 |
$2,238,961.26 |
1.56% |
| LME ZINC FUTURE Sep24 |
LXU4 |
Industrial Metals |
30.0000 |
$2,151,150.00 |
1.50% |
| FTSE 100 IDX FUT Sep24 |
Z U4 |
Financial - Equity Index |
18.0000 |
$1,912,006.06 |
1.33% |
| SPI 200 FUTURES Sep24 |
XPU4 |
Financial - Equity Index |
13.0000 |
$1,746,851.93 |
1.22% |
| SOYBEAN OIL FUTR Dec24 |
BOZ4 |
Agricultural |
61.0000 |
$1,644,804.00 |
1.15% |
| US 10YR NOTE (CBT)Sep24 |
TYU4 |
Financial - Interest Rates |
13.0000 |
$1,447,265.63 |
1.01% |
| SOYBEAN MEAL FUTR Dec24 |
SMZ4 |
Agricultural |
40.0000 |
$1,240,400.00 |
0.87% |
| DAX Mini Future Sep24 |
DFWU4 |
Financial - Equity Index |
10.0000 |
$1,017,476.75 |
0.71% |
| S&P/TSX 60 IX FUT Sep24 |
PTU4 |
Financial - Equity Index |
4.0000 |
$805,558.79 |
0.56% |
| DJIA MINI e-CBOT Sep24 |
DMU4 |
Financial - Equity Index |
3.0000 |
$618,825.00 |
0.43% |
| CBOE VIX FUTURE Sep24 |
UXU4 |
Financial - Equity Index |
2.0000 |
$30,788.80 |
0.02% |
| SOYBEAN FUTURE Nov24 |
S X4 |
Agricultural |
-10.0000 |
($521,625.00) |
-0.36% |
| NY Harb ULSD Fut Sep24 |
HOU4 |
Energy |
-9.0000 |
($939,027.60) |
-0.65% |
| CANOLA FUTR (WCE) Nov24 |
RSX4 |
Agricultural |
-127.0000 |
($1,154,156.37) |
-0.80% |
| TTF NAT GAS F Sep24 |
TZTU4 |
Energy |
-55.0000 |
($1,454,616.34) |
-0.98% |
| EURO-BUND FUTURE Sep24 |
RXU4 |
Financial - Interest Rates |
-12.0000 |
($1,731,929.12) |
-1.21% |
| NATURAL GAS FUTR Sep24 |
NGU24 |
Energy |
-94.0000 |
($2,073,640.00) |
-1.45% |
| KC HRW WHEAT FUT Sep24 |
KWU4 |
Agricultural |
-78.0000 |
($2,145,975.00) |
-1.50% |
| EURO FX CURR FUT Sep24 |
ECU4 |
Financial - Currency |
-17.0000 |
($2,322,200.00) |
-1.62% |
| LME PRI ALUM FUTR Sep24 |
LAU24 |
Industrial Metals |
-47.0000 |
($2,807,509.75) |
-1.96% |
| ECX EMISSION Dec24 |
MOZ24 |
Energy |
-39.0000 |
($2,892,196.05) |
-2.02% |
| EURO-BOBL FUTURE Sep24 |
OEU4 |
Financial - Interest Rates |
-27.0000 |
($3,435,566.24) |
-2.40% |
| CHF CURRENCY FUT Sep24 |
SFU4 |
Financial - Currency |
-27.0000 |
($3,801,937.50) |
-2.65% |
| WHEAT FUTURE(CBT) Dec24 |
W Z4 |
Agricultural |
-192.0000 |
($5,332,800.00) |
-3.72% |
| LME NICKEL FUTURE Sep24 |
LNU4 |
Industrial Metals |
-54.0000 |
($5,347,296.00) |
-3.73% |
| EURO-SCHATZ FUT Sep24 |
DUU4 |
Financial - Interest Rates |
-54.0000 |
($6,227,055.79) |
-4.34% |
| CORN FUTURE Dec24 |
C Z4 |
Agricultural |
-315.0000 |
($6,437,812.50) |
-4.49% |
| LEAN HOGS FUTURE Aug24 |
LHQ4 |
Livestock |
-181.0000 |
($6,608,310.00) |
-4.61% |
| COTTON NO.2 FUTR Dec24 |
CTZ4 |
Agricultural |
-198.0000 |
($7,065,630.00) |
-4.93% |
| BRAZIL REAL FUT Aug24 |
BRQ4 |
Financial - Currency |
-418.0000 |
($7,684,930.00) |
-5.36% |
| C$ CURRENCY FUT Sep24 |
CDU4 |
Financial - Currency |
-154.0000 |
($11,276,650.00) |
-7.86% |
| JPN YEN CURR FUT Sep24 |
JYU4 |
Financial - Currency |
-168.0000 |
($13,385,400.00) |
-9.34% |
Cash and Collateral
| US Dollar |
$USD |
|
61,403,205 |
$61,403,204.81 |
42.83% |
| U.S. Treasury Note, 0.375%, due 11/30/2025 |
|
91282CAZ4 |
21,000,000 |
$19,813,417.89 |
13.82% |
| U.S. Treasury Note, 0.25%, due 09/30/2025 |
|
91282CAM3 |
12,000,000 |
$11,373,515.64 |
7.93% |
| U.S. Treasury Note, 0.375%, due 09/15/2024 |
|
91282CCX7 |
11,000,000 |
$10,910,636.66 |
7.61% |
| U.S. Treasury Note, 1%, due 12/15/2024 |
|
91282CDN8 |
11,000,000 |
$10,812,373.77 |
7.54% |
| U.S. Treasury Note, 0.50%, due 03/31/2025 |
|
912828ZF0 |
11,000,000 |
$10,658,357.60 |
7.43% |
| U.S. Treasury Note, 0.25%, due 06/30/2025 |
|
912828ZW3 |
11,000,000 |
$10,530,557.95 |
7.34% |
| U.S. Treasury Note, 0.75%, due 03/31/2026 |
|
91282CBT7 |
11,000,000 |
$10,326,035.17 |
7.20% |
| Japanese Yen |
$JPY |
|
232,384,437 |
$1,467,166.09 |
1.02% |
| Swedish Krona |
$SEK |
|
506,143 |
$47,784.99 |
0.03% |
| Swiss Franc |
$CHF |
|
-88,124 |
($98,583.94) |
-0.07% |
| Pound Sterling |
$GBP |
|
-212,747 |
($276,018.58) |
-0.19% |
| Canadian Dollar |
$CAD |
|
-1,136,250 |
($830,895.77) |
-0.58% |
| Australian Dollar |
$AUD |
|
-1,303,500 |
($877,776.83) |
-0.61% |
| Euro |
$EUR |
|
-1,726,034 |
($1,881,377.09) |
-1.31% |
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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