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Holdings of the Fund as of 7/16/2024
Futures **
| COPPER FUTURE Sep24 |
HGU4 |
Industrial Metals |
1,836.0000 |
$204,232,050.00 |
8.72% |
| SOYBEAN FUTURE Nov24 |
S X4 |
Agricultural |
2,697.0000 |
$140,682,262.50 |
6.01% |
| SOYBEAN MEAL FUTR Dec24 |
SMZ4 |
Agricultural |
4,536.0000 |
$140,661,360.00 |
6.01% |
| GOLD 100 OZ FUTR Aug24 |
GCQ4 |
Precious Metals |
527.0000 |
$130,053,060.00 |
5.56% |
| SUGAR #11 (WORLD) Oct24 |
SBV4 |
Agricultural |
5,459.0000 |
$119,958,249.60 |
5.12% |
| WTI CRUDE FUTURE Sep24 |
CLU4 |
Energy |
1,400.0000 |
$111,594,000.00 |
4.77% |
| GOLD 100 OZ FUTR Dec24 |
GCZ4 |
Precious Metals |
442.0000 |
$111,238,140.00 |
4.75% |
| SILVER FUTURE Sep24 |
SIU4 |
Precious Metals |
689.0000 |
$108,372,810.00 |
4.63% |
| NATURAL GAS FUTR Sep24 |
NGU24 |
Energy |
4,309.0000 |
$95,056,540.00 |
4.06% |
| GASOLINE RBOB FUT Sep24 |
XBU4 |
Energy |
765.0000 |
$78,580,341.00 |
3.36% |
| BRENT CRUDE FUTR Dec24 |
COZ4 |
Energy |
870.0000 |
$70,800,600.00 |
3.02% |
| BRENT CRUDE FUTR Oct24 |
COV4 |
Energy |
852.0000 |
$70,545,600.00 |
3.01% |
| COFFEE 'C' FUTURE Sep24 |
KCU4 |
Agricultural |
765.0000 |
$69,882,750.00 |
2.99% |
| LME PRI ALUM FUTR Sep24 |
LAU24 |
Industrial Metals |
1,157.0000 |
$69,112,527.25 |
2.95% |
| GASOLINE RBOB FUT Oct24 |
XBV4 |
Energy |
725.0000 |
$68,637,345.00 |
2.93% |
| LME ZINC FUTURE Sep24 |
LXU4 |
Industrial Metals |
852.0000 |
$61,092,660.00 |
2.61% |
| Low Su Gasoil G Aug24 |
QSQ4 |
Energy |
725.0000 |
$55,136,250.00 |
2.36% |
| NY Harb ULSD Fut Sep24 |
HOU4 |
Energy |
523.0000 |
$54,567,937.20 |
2.33% |
| CORN FUTURE Dec24 |
C Z4 |
Agricultural |
2,645.0000 |
$54,057,187.50 |
2.31% |
| SOYBEAN OIL FUTR Dec24 |
BOZ4 |
Agricultural |
1,948.0000 |
$52,525,872.00 |
2.24% |
| KC HRW WHEAT FUT Sep24 |
KWU4 |
Agricultural |
1,857.0000 |
$51,090,712.50 |
2.18% |
| WTI CRUDE FUTURE Dec24 |
CLZ4 |
Energy |
635.0000 |
$48,964,850.00 |
2.09% |
| LIVE CATTLE FUTR Oct24 |
LCV4 |
Livestock |
557.0000 |
$41,112,170.00 |
1.76% |
| COCOA FUTURE Dec24 |
CCZ4 |
Agricultural |
566.0000 |
$38,725,720.00 |
1.65% |
| Low Su Gasoil G Sep24 |
QSU4 |
Energy |
476.0000 |
$36,259,300.00 |
1.55% |
| LME NICKEL FUTURE Sep24 |
LNU4 |
Industrial Metals |
348.0000 |
$34,460,352.00 |
1.47% |
| LME LEAD FUTURE Sep24 |
LLU4 |
Industrial Metals |
575.0000 |
$31,160,400.00 |
1.33% |
| CATTLE FEEDER FUT Aug24 |
FCQ4 |
Livestock |
158.0000 |
$20,431,375.00 |
0.87% |
| GASOLINE RBOB FUT Dec24 |
XBZ4 |
Energy |
200.0000 |
$18,136,440.00 |
0.77% |
| COTTON NO.2 FUTR Dec24 |
CTZ4 |
Agricultural |
480.0000 |
$17,128,800.00 |
0.73% |
| WHEAT FUTURE(CBT) Sep24 |
W U4 |
Agricultural |
630.0000 |
$16,718,625.00 |
0.71% |
| LEAN HOGS FUTURE Aug24 |
LHQ4 |
Livestock |
381.0000 |
$13,910,310.00 |
0.59% |
| LEAN HOGS FUTURE Oct24 |
LHV4 |
Livestock |
422.0000 |
$12,187,360.00 |
0.52% |
Cash and Collateral
| US Dollar |
$USD |
|
697,077,412 |
$697,077,412.24 |
29.78% |
| U.S. Treasury Note, 0.375%, due 11/30/2025 |
|
91282CAZ4 |
320,000,000 |
$301,918,748.80 |
12.90% |
| U.S. Treasury Note, 0.25%, due 09/30/2025 |
|
91282CAM3 |
185,000,000 |
$175,341,699.45 |
7.49% |
| U.S. Treasury Note, 1%, due 12/15/2024 |
|
91282CDN8 |
175,000,000 |
$172,015,037.25 |
7.35% |
| U.S. Treasury Note, 0.50%, due 03/31/2025 |
|
912828ZF0 |
170,000,000 |
$164,720,072.00 |
7.04% |
| U.S. Treasury Note, 0.375%, due 09/15/2024 |
|
91282CCX7 |
150,000,000 |
$148,781,409.00 |
6.36% |
| U.S. Treasury Note, 0.25%, due 06/30/2025 |
|
912828ZW3 |
150,000,000 |
$143,598,517.50 |
6.13% |
| U.S. Treasury Note, 0.75%, due 03/31/2026 |
|
91282CBT7 |
150,000,000 |
$140,809,570.50 |
6.01% |
| U.S. Treasury Bill, 0%, due 08/01/2024 |
|
912797JU2 |
100,000,000 |
$99,782,240.00 |
4.26% |
| U.S. Treasury Bill, 0%, due 08/29/2024 |
|
912797KD8 |
100,000,000 |
$99,373,574.00 |
4.24% |
| U.S. Treasury Bill, 0%, due 09/26/2024 |
|
912797KM8 |
100,000,000 |
$98,976,712.00 |
4.23% |
| U.S. Treasury Bill, 0%, due 10/15/2024 |
|
912797LT2 |
100,000,000 |
$98,697,500.00 |
4.22% |
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.
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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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