FT Vest U.S. Equity Moderate Buffer ETF - January (GJAN)Portfolio of InvestmentsMay 31, 2024 (Unaudited)
Shares | Description | Value | |||
MONEY MARKET FUNDS — 0.9% | |||||
2,286,275 | Dreyfus Government Cash Management Fund, Institutional Shares - 5.19% (a) | $2,286,275 | |||
(Cost $2,286,275) | |||||
Total Investments — 0.9% | 2,286,275 | ||||
(Cost $2,286,275) |
Number of Contracts | Description | Notional Amount | Exercise Price | Expiration Date | Value |
PURCHASED OPTIONS — 103.5% | |||||
Call Options Purchased — 102.0% | |||||
5,450 | SPDR® S&P 500® ETF Trust | $287,416,650 | $4.84 | 01/17/25 | 282,014,697 |
(Cost $260,095,312) | |||||
Put Options Purchased — 1.5% | |||||
5,450 | SPDR® S&P 500® ETF Trust | 287,416,650 | 482.45 | 01/17/25 | 4,156,704 |
(Cost $11,692,832) | |||||
Total Purchased Options | 286,171,401 | ||||
(Cost $271,788,144) | |||||
WRITTEN OPTIONS — (4.3)% | |||||
Call Options Written — (3.8)% | |||||
(5,450) | SPDR® S&P 500® ETF Trust | (287,416,650 ) | 544.92 | 01/17/25 | (10,372,406 ) |
(Premiums received $4,295,800) | |||||
Put Options Written — (0.5)% | |||||
(5,450) | SPDR® S&P 500® ETF Trust | (287,416,650 ) | 410.09 | 01/17/25 | (1,458,409 ) |
(Premiums received $4,826,353) | |||||
Total Written Options | (11,830,815 ) | ||||
(Premiums received $9,122,153) | |||||
Net Other Assets and Liabilities — (0.1)% | (192,238 ) | ||||
Net Assets — 100.0% | $276,434,623 |
(a) | Rate shown reflects yield as of May 31, 2024. |
Valuation Inputs
A summary of the inputs used to value the Fund’s investments as of May 31, 2024 is as follows (see Valuation Inputs in the Additional Information section):
ASSETS TABLE | ||||
Total Value at 5/31/2024 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Money Market Funds | $2,286,275 | $2,286,275 | $— | $— |
Purchased Options | 286,171,401 | — | 286,171,401 | — |
Total | $288,457,676 | $2,286,275 | $286,171,401 | $— |
LIABILITIES TABLE | ||||
Total Value at 5/31/2024 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Written Options | $(11,830,815 ) | $— | $(11,830,815 ) | $— |
FT Vest U.S. Equity Moderate Buffer ETF - February (GFEB)Portfolio of InvestmentsMay 31, 2024 (Unaudited)
Number of Contracts | Description | Notional Amount | Exercise Price | Expiration Date | Value |
PURCHASED OPTIONS — 102.1% | |||||
Call Options Purchased — 99.8% | |||||
7,893 | SPDR® S&P 500® ETF Trust | $416,253,141 | $5.02 | 02/21/25 | $407,667,108 |
(Cost $390,091,181) | |||||
Put Options Purchased — 2.3% | |||||
7,893 | SPDR® S&P 500® ETF Trust | 416,253,141 | 499.53 | 02/21/25 | 9,304,435 |
(Cost $16,147,231) | |||||
Total Purchased Options | 416,971,543 | ||||
(Cost $406,238,412) | |||||
WRITTEN OPTIONS — (2.9)% | |||||
Call Options Written — (2.1)% | |||||
(7,893) | SPDR® S&P 500® ETF Trust | (416,253,141 ) | 569.26 | 02/21/25 | (8,721,139 ) |
(Premiums received $8,064,887) | |||||
Put Options Written — (0.8)% | |||||
(7,893) | SPDR® S&P 500® ETF Trust | (416,253,141 ) | 424.60 | 02/21/25 | (3,026,352 ) |
(Premiums received $5,967,035) | |||||
Total Written Options | (11,747,491 ) | ||||
(Premiums received $14,031,922) | |||||
Net Other Assets and Liabilities — 0.8% | 3,423,707 | ||||
Net Assets — 100.0% | $408,647,759 |
Valuation Inputs
A summary of the inputs used to value the Fund’s investments as of May 31, 2024 is as follows (see Valuation Inputs in the Additional Information section):
ASSETS TABLE | ||||
Total Value at 5/31/2024 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Purchased Options | $416,971,543 | $— | $416,971,543 | $— |
LIABILITIES TABLE | ||||
Total Value at 5/31/2024 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Written Options | $(11,747,491 ) | $— | $(11,747,491 ) | $— |
FT Vest U.S. Small Cap Moderate Buffer ETF - February (SFEB)Portfolio of InvestmentsMay 31, 2024 (Unaudited)
Shares | Description | Value | |||
MONEY MARKET FUNDS — 1.0% | |||||
645,283 | Dreyfus Government Cash Management Fund, Institutional Shares - 5.19% (a) | $645,283 | |||
(Cost $645,283) | |||||
Total Investments — 1.0% | 645,283 | ||||
(Cost $645,283) |
Number of Contracts | Description | Notional Amount | Exercise Price | Expiration Date | Value |
PURCHASED OPTIONS — 102.1% | |||||
Call Options Purchased — 97.8% | |||||
3,283 | iShares Russell 2000 ETF | $67,554,291 | $2.02 | 02/21/25 | 66,323,971 |
(Cost $65,386,611) | |||||
Put Options Purchased — 4.3% | |||||
3,283 | iShares Russell 2000 ETF | 67,554,291 | 201.66 | 02/21/25 | 2,916,867 |
(Cost $3,950,215) | |||||
Total Purchased Options | 69,240,838 | ||||
(Cost $69,336,826) | |||||
WRITTEN OPTIONS — (3.0)% | |||||
Call Options Written — (1.7)% | |||||
(3,283) | iShares Russell 2000 ETF | (67,554,291 ) | 240.54 | 02/21/25 | (1,171,593 ) |
(Premiums received $1,815,012) | |||||
Put Options Written — (1.3)% | |||||
(3,283) | iShares Russell 2000 ETF | (67,554,291 ) | 171.41 | 02/21/25 | (870,806 ) |
(Premiums received $1,404,444) | |||||
Total Written Options | (2,042,399 ) | ||||
(Premiums received $3,219,456) | |||||
Net Other Assets and Liabilities — (0.1)% | (44,074 ) | ||||
Net Assets — 100.0% | $67,799,648 |
(a) | Rate shown reflects yield as of May 31, 2024. |
Valuation Inputs
A summary of the inputs used to value the Fund’s investments as of May 31, 2024 is as follows (see Valuation Inputs in the Additional Information section):
ASSETS TABLE | ||||
Total Value at 5/31/2024 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Money Market Funds | $645,283 | $645,283 | $— | $— |
Purchased Options | 69,240,838 | — | 69,240,838 | — |
Total | $69,886,121 | $645,283 | $69,240,838 | $— |
LIABILITIES TABLE | ||||
Total Value at 5/31/2024 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Written Options | $(2,042,399 ) | $— | $(2,042,399 ) | $— |
FT Vest U.S. Equity Buffer & Premium Income ETF - March (XIMR)Portfolio of InvestmentsMay 31, 2024 (Unaudited)
Principal Value | Description | Stated Coupon | Stated Maturity | Value | |
U.S. TREASURY BILLS — 5.4% | |||||
$94,600 | U.S. Treasury Bill | (a) | 06/27/24 | $94,269 | |
94,600 | U.S. Treasury Bill | (a) | 08/01/24 | 93,786 | |
94,600 | U.S. Treasury Bill | (a) | 08/29/24 | 93,403 | |
94,600 | U.S. Treasury Bill | (a) | 09/12/24 | 93,217 | |
94,600 | U.S. Treasury Bill | (a) | 10/31/24 | 92,557 | |
94,600 | U.S. Treasury Bill | (a) | 11/29/24 | 92,177 | |
94,600 | U.S. Treasury Bill | (a) | 12/26/24 | 91,871 | |
94,600 | U.S. Treasury Bill | (a) | 01/23/25 | 91,579 | |
189,200 | U.S. Treasury Bill | (a) | 02/20/25 | 182,335 | |
Total U.S. Treasury Bills | 925,194 | ||||
(Cost $925,195) | |||||
Total Investments — 5.4% | 925,194 | ||||
(Cost $925,195) |
Number of Contracts | Description | Notional Amount | Exercise Price | Expiration Date | Value |
PURCHASED OPTIONS — 103.4% | |||||
Call Options Purchased — 100.4% | |||||
330 | SPDR® S&P 500® ETF Trust | $17,403,210 | $0.05 | 03/21/25 | 17,194,738 |
(Cost $16,709,501) | |||||
Put Options Purchased — 3.0% | |||||
330 | SPDR® S&P 500® ETF Trust | 17,403,210 | 512.89 | 03/21/25 | 515,109 |
(Cost $767,847) | |||||
Total Purchased Options | 17,709,847 | ||||
(Cost $17,477,348) | |||||
WRITTEN OPTIONS — (10.1)% | |||||
Call Options Written — (8.7)% | |||||
(330) | SPDR® S&P 500® ETF Trust | (17,403,210 ) | 512.89 | 03/21/25 | (1,489,706 ) |
(Premiums received $1,375,191) | |||||
Put Options Written — (1.4)% | |||||
(330) | SPDR® S&P 500® ETF Trust | (17,403,210 ) | 461.60 | 03/21/25 | (239,723 ) |
(Premiums received $386,910) | |||||
Total Written Options | (1,729,429 ) | ||||
(Premiums received $1,762,101) | |||||
Net Other Assets and Liabilities — 1.3% | 228,932 | ||||
Net Assets — 100.0% | $17,134,544 |
(a) | Zero coupon security. |
FT Vest U.S. Equity Buffer & Premium Income ETF - March (XIMR)Portfolio of Investments (Continued)May 31, 2024 (Unaudited)
Valuation Inputs
A summary of the inputs used to value the Fund’s investments as of May 31, 2024 is as follows (see Valuation Inputs in the Additional Information section):
ASSETS TABLE | ||||
Total Value at 5/31/2024 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
U.S. Treasury Bills | $925,194 | $— | $925,194 | $— |
Purchased Options | 17,709,847 | — | 17,709,847 | — |
Total | $18,635,041 | $— | $18,635,041 | $— |
LIABILITIES TABLE | ||||
Total Value at 5/31/2024 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Written Options | $(1,729,429 ) | $— | $(1,729,429 ) | $— |
FT Vest U.S. Equity Moderate Buffer ETF - March (GMAR)Portfolio of InvestmentsMay 31, 2024 (Unaudited)
Shares | Description | Value | |||
MONEY MARKET FUNDS — 1.0% | |||||
3,641,072 | Dreyfus Government Cash Management Fund, Institutional Shares - 5.19% (a) | $3,641,072 | |||
(Cost $3,641,072) | |||||
Total Investments — 1.0% | 3,641,072 | ||||
(Cost $3,641,072) |
Number of Contracts | Description | Notional Amount | Exercise Price | Expiration Date | Value |
PURCHASED OPTIONS — 101.7% | |||||
Call Options Purchased — 98.8% | |||||
7,141 | SPDR® S&P 500® ETF Trust | $376,594,917 | $5.12 | 03/21/25 | 368,613,811 |
(Cost $360,107,646) | |||||
Put Options Purchased — 2.9% | |||||
7,141 | SPDR® S&P 500® ETF Trust | 376,594,917 | 509.85 | 03/21/25 | 10,643,411 |
(Cost $15,866,583) | |||||
Total Purchased Options | 379,257,222 | ||||
(Cost $375,974,229) | |||||
WRITTEN OPTIONS — (2.6)% | |||||
Call Options Written — (1.6)% | |||||
(7,141) | SPDR® S&P 500® ETF Trust | (376,594,917 ) | 583.11 | 03/21/25 | (6,033,505 ) |
(Premiums received $7,285,951) | |||||
Put Options Written — (1.0)% | |||||
(7,141) | SPDR® S&P 500® ETF Trust | (376,594,917 ) | 433.38 | 03/21/25 | (3,521,866 ) |
(Premiums received $5,981,482) | |||||
Total Written Options | (9,555,371 ) | ||||
(Premiums received $13,267,433) | |||||
Net Other Assets and Liabilities — (0.1)% | (251,404 ) | ||||
Net Assets — 100.0% | $373,091,519 |
(a) | Rate shown reflects yield as of May 31, 2024. |
Valuation Inputs
A summary of the inputs used to value the Fund’s investments as of May 31, 2024 is as follows (see Valuation Inputs in the Additional Information section):
ASSETS TABLE | ||||
Total Value at 5/31/2024 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Money Market Funds | $3,641,072 | $3,641,072 | $— | $— |
Purchased Options | 379,257,222 | — | 379,257,222 | — |
Total | $382,898,294 | $3,641,072 | $379,257,222 | $— |
LIABILITIES TABLE | ||||
Total Value at 5/31/2024 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Written Options | $(9,555,371 ) | $— | $(9,555,371 ) | $— |
FT Vest U.S. Equity Moderate Buffer ETF - April (GAPR)Portfolio of InvestmentsMay 31, 2024 (Unaudited)
Shares | Description | Value | |||
MONEY MARKET FUNDS — 1.1% | |||||
2,341,337 | Dreyfus Government Cash Management Fund, Institutional Shares - 5.19% (a) | $2,341,337 | |||
(Cost $2,341,337) | |||||
Total Investments — 1.1% | 2,341,337 | ||||
(Cost $2,341,337) |
Number of Contracts | Description | Notional Amount | Exercise Price | Expiration Date | Value |
PURCHASED OPTIONS — 102.8% | |||||
Call Options Purchased — 100.2% | |||||
4,385 | SPDR® S&P 500® ETF Trust | $231,251,745 | $4.97 | 04/17/25 | 225,486,177 |
(Cost $214,768,559) | |||||
Put Options Purchased — 2.6% | |||||
4,385 | SPDR® S&P 500® ETF Trust | 231,251,745 | 495.18 | 04/17/25 | 5,899,571 |
(Cost $9,888,371) | |||||
Total Purchased Options | 231,385,748 | ||||
(Cost $224,656,930) | |||||
WRITTEN OPTIONS — (3.8)% | |||||
Call Options Written — (2.9)% | |||||
(4,385) | SPDR® S&P 500® ETF Trust | (231,251,745 ) | 568.61 | 04/17/25 | (6,455,143 ) |
(Premiums received $5,025,519) | |||||
Put Options Written — (0.9)% | |||||
(4,385) | SPDR® S&P 500® ETF Trust | (231,251,745 ) | 420.91 | 04/17/25 | (2,095,945 ) |
(Premiums received $3,721,650) | |||||
Total Written Options | (8,551,088 ) | ||||
(Premiums received $8,747,169) | |||||
Net Other Assets and Liabilities — (0.1)% | (146,970 ) | ||||
Net Assets — 100.0% | $225,029,027 |
(a) | Rate shown reflects yield as of May 31, 2024. |
Valuation Inputs
A summary of the inputs used to value the Fund’s investments as of May 31, 2024 is as follows (see Valuation Inputs in the Additional Information section):
ASSETS TABLE | ||||
Total Value at 5/31/2024 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Money Market Funds | $2,341,337 | $2,341,337 | $— | $— |
Purchased Options | 231,385,748 | — | 231,385,748 | — |
Total | $233,727,085 | $2,341,337 | $231,385,748 | $— |
LIABILITIES TABLE | ||||
Total Value at 5/31/2024 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Written Options | $(8,551,088 ) | $— | $(8,551,088 ) | $— |
FT Vest U.S. Equity Moderate Buffer ETF - May (GMAY)Portfolio of InvestmentsMay 31, 2024 (Unaudited)
Shares | Description | Value | |||
MONEY MARKET FUNDS — 1.1% | |||||
2,685,050 | Dreyfus Government Cash Management Fund, Institutional Shares - 5.19% (a) | $2,685,050 | |||
(Cost $2,685,050) | |||||
Total Investments — 1.1% | 2,685,050 | ||||
(Cost $2,685,050) |
Number of Contracts | Description | Notional Amount | Exercise Price | Expiration Date | Value |
PURCHASED OPTIONS — 101.7% | |||||
Call Options Purchased — 97.8% | |||||
4,632 | SPDR® S&P 500® ETF Trust | $244,277,784 | $5.31 | 05/16/25 | 239,488,296 |
(Cost $239,982,314) | |||||
Put Options Purchased — 3.9% | |||||
4,632 | SPDR® S&P 500® ETF Trust | 244,277,784 | 529.47 | 05/16/25 | 9,676,248 |
(Cost $10,866,999) | |||||
Total Purchased Options | 249,164,544 | ||||
(Cost $250,849,313) | |||||
WRITTEN OPTIONS — (2.8)% | |||||
Call Options Written — (1.5)% | |||||
(4,632) | SPDR® S&P 500® ETF Trust | (244,277,784 ) | 601.42 | 05/16/25 | (3,534,216 ) |
(Premiums received $3,985,532) | |||||
Put Options Written — (1.3)% | |||||
(4,632) | SPDR® S&P 500® ETF Trust | (244,277,784 ) | 450.05 | 05/16/25 | (3,284,088 ) |
(Premiums received $4,171,931) | |||||
Total Written Options | (6,818,304 ) | ||||
(Premiums received $8,157,463) | |||||
Net Other Assets and Liabilities — (0.0)% | (56,671 ) | ||||
Net Assets — 100.0% | $244,974,619 |
(a) | Rate shown reflects yield as of May 31, 2024. |
Valuation Inputs
A summary of the inputs used to value the Fund’s investments as of May 31, 2024 is as follows (see Valuation Inputs in the Additional Information section):
ASSETS TABLE | ||||
Total Value at 5/31/2024 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Money Market Funds | $2,685,050 | $2,685,050 | $— | $— |
Purchased Options | 249,164,544 | — | 249,164,544 | — |
Total | $251,849,594 | $2,685,050 | $249,164,544 | $— |
LIABILITIES TABLE | ||||
Total Value at 5/31/2024 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Written Options | $(6,818,304 ) | $— | $(6,818,304 ) | $— |
FT Vest U.S. Small Cap Moderate Buffer ETF - May (SMAY)Portfolio of InvestmentsMay 31, 2024 (Unaudited)
Shares | Description | Value | |||
MONEY MARKET FUNDS — 1.2% | |||||
425,574 | Dreyfus Government Cash Management Fund, Institutional Shares - 5.19% (a) | $425,574 | |||
(Cost $425,574) | |||||
Total Investments — 1.2% | 425,574 | ||||
(Cost $425,574) |
Number of Contracts | Description | Notional Amount | Exercise Price | Expiration Date | Value |
PURCHASED OPTIONS — 103.1% | |||||
Call Options Purchased — 96.9% | |||||
1,749 | iShares Russell 2000 ETF | $35,989,173 | $2.08 | 05/16/25 | 35,107,734 |
(Cost $35,465,816) | |||||
Put Options Purchased — 6.2% | |||||
1,749 | iShares Russell 2000 ETF | 35,989,173 | 208.08 | 05/16/25 | 2,251,261 |
(Cost $2,253,561) | |||||
Total Purchased Options | 37,358,995 | ||||
(Cost $37,719,377) | |||||
WRITTEN OPTIONS — (4.2)% | |||||
Call Options Written — (2.1)% | |||||
(1,749) | iShares Russell 2000 ETF | (35,989,173 ) | 245.39 | 05/16/25 | (763,780 ) |
(Premiums received $901,984) | |||||
Put Options Written — (2.1)% | |||||
(1,749) | iShares Russell 2000 ETF | (35,989,173 ) | 176.87 | 05/16/25 | (770,156 ) |
(Premiums received $899,205) | |||||
Total Written Options | (1,533,936 ) | ||||
(Premiums received $1,801,189) | |||||
Net Other Assets and Liabilities — (0.1)% | (19,917 ) | ||||
Net Assets — 100.0% | $36,230,716 |
(a) | Rate shown reflects yield as of May 31, 2024. |
Valuation Inputs
A summary of the inputs used to value the Fund’s investments as of May 31, 2024 is as follows (see Valuation Inputs in the Additional Information section):
ASSETS TABLE | ||||
Total Value at 5/31/2024 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Money Market Funds | $425,574 | $425,574 | $— | $— |
Purchased Options | 37,358,995 | — | 37,358,995 | — |
Total | $37,784,569 | $425,574 | $37,358,995 | $— |
LIABILITIES TABLE | ||||
Total Value at 5/31/2024 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Written Options | $(1,533,936 ) | $— | $(1,533,936 ) | $— |
FT Vest U.S. Equity Moderate Buffer ETF - June (GJUN)Portfolio of InvestmentsMay 31, 2024 (Unaudited)
Shares | Description | Value | |||
MONEY MARKET FUNDS — 0.3% | |||||
601,407 | Dreyfus Government Cash Management Fund, Institutional Shares - 5.19% (a) | $601,407 | |||
(Cost $601,407) | |||||
Total Investments — 0.3% | 601,407 | ||||
(Cost $601,407) |
Number of Contracts | Description | Notional Amount | Exercise Price | Expiration Date | Value |
PURCHASED OPTIONS — 104.7% | |||||
Call Options Purchased — 104.6% | |||||
3,587 | SPDR® S&P 500® ETF Trust | $189,167,619 | $4.41 | 06/21/24 | 186,893,071 |
(Cost $158,541,604) | |||||
Put Options Purchased — 0.1% | |||||
3,587 | SPDR® S&P 500® ETF Trust | 189,167,619 | 439.48 | 06/21/24 | 48,737 |
(Cost $8,151,562) | |||||
Total Purchased Options | 186,941,808 | ||||
(Cost $166,693,166) | |||||
WRITTEN OPTIONS — (4.9)% | |||||
Call Options Written — (4.9)% | |||||
(3,587) | SPDR® S&P 500® ETF Trust | (189,167,619 ) | 503.84 | 06/21/24 | (8,751,779 ) |
(Premiums received $1,897,804) | |||||
Put Options Written — (0.0)% | |||||
(3,587) | SPDR® S&P 500® ETF Trust | (189,167,619 ) | 373.56 | 06/21/24 | (30,163 ) |
(Premiums received $2,322,272) | |||||
Total Written Options | (8,781,942 ) | ||||
(Premiums received $4,220,076) | |||||
Net Other Assets and Liabilities — (0.1)% | (129,807 ) | ||||
Net Assets — 100.0% | $178,631,466 |
(a) | Rate shown reflects yield as of May 31, 2024. |
Valuation Inputs
A summary of the inputs used to value the Fund’s investments as of May 31, 2024 is as follows (see Valuation Inputs in the Additional Information section):
ASSETS TABLE | ||||
Total Value at 5/31/2024 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Money Market Funds | $601,407 | $601,407 | $— | $— |
Purchased Options | 186,941,808 | — | 186,941,808 | — |
Total | $187,543,215 | $601,407 | $186,941,808 | $— |
LIABILITIES TABLE | ||||
Total Value at 5/31/2024 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Written Options | $(8,781,942 ) | $— | $(8,781,942 ) | $— |
FT Vest U.S. Equity Moderate Buffer ETF - July (GJUL)Portfolio of InvestmentsMay 31, 2024 (Unaudited)
Shares | Description | Value | |||
MONEY MARKET FUNDS — 0.4% | |||||
1,014,982 | Dreyfus Government Cash Management Fund, Institutional Shares - 5.19% (a) | $1,014,982 | |||
(Cost $1,014,982) | |||||
Total Investments — 0.4% | 1,014,982 | ||||
(Cost $1,014,982) |
Number of Contracts | Description | Notional Amount | Exercise Price | Expiration Date | Value |
PURCHASED OPTIONS — 103.0% | |||||
Call Options Purchased — 102.9% | |||||
5,202 | SPDR® S&P 500® ETF Trust | $274,337,874 | $4.54 | 07/19/24 | 270,590,686 |
(Cost $233,705,727) | |||||
Put Options Purchased — 0.1% | |||||
5,202 | SPDR® S&P 500® ETF Trust | 274,337,874 | 452.20 | 07/19/24 | 286,871 |
(Cost $11,242,899) | |||||
Total Purchased Options | 270,877,557 | ||||
(Cost $244,948,626) | |||||
WRITTEN OPTIONS — (3.3)% | |||||
Call Options Written — (3.3)% | |||||
(5,202) | SPDR® S&P 500® ETF Trust | (274,337,874 ) | 516.84 | 07/19/24 | (8,669,295 ) |
(Premiums received $1,963,591) | |||||
Put Options Written — (0.0)% | |||||
(5,202) | SPDR® S&P 500® ETF Trust | (274,337,874 ) | 384.35 | 07/19/24 | (97,789 ) |
(Premiums received $2,936,903) | |||||
Total Written Options | (8,767,084 ) | ||||
(Premiums received $4,900,494) | |||||
Net Other Assets and Liabilities — (0.1)% | (185,652 ) | ||||
Net Assets — 100.0% | $262,939,803 |
(a) | Rate shown reflects yield as of May 31, 2024. |
Valuation Inputs
A summary of the inputs used to value the Fund’s investments as of May 31, 2024 is as follows (see Valuation Inputs in the Additional Information section):
ASSETS TABLE | ||||
Total Value at 5/31/2024 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Money Market Funds | $1,014,982 | $1,014,982 | $— | $— |
Purchased Options | 270,877,557 | — | 270,877,557 | — |
Total | $271,892,539 | $1,014,982 | $270,877,557 | $— |
LIABILITIES TABLE | ||||
Total Value at 5/31/2024 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Written Options | $(8,767,084 ) | $— | $(8,767,084 ) | $— |
FT Vest U.S. Equity Moderate Buffer ETF - August (GAUG)Portfolio of InvestmentsMay 31, 2024 (Unaudited)
Shares | Description | Value | |||
MONEY MARKET FUNDS — 0.5% | |||||
459,011 | Dreyfus Government Cash Management Fund, Institutional Shares - 5.19% (a) | $459,011 | |||
(Cost $459,011) | |||||
Total Investments — 0.5% | 459,011 | ||||
(Cost $459,011) |
Number of Contracts | Description | Notional Amount | Exercise Price | Expiration Date | Value |
PURCHASED OPTIONS — 106.2% | |||||
Call Options Purchased — 106.0% | |||||
2,091 | SPDR® S&P 500® ETF Trust | $110,273,067 | $4.39 | 08/16/24 | 108,924,682 |
(Cost $95,862,125) | |||||
Put Options Purchased — 0.2% | |||||
2,091 | SPDR® S&P 500® ETF Trust | 110,273,067 | 436.52 | 08/16/24 | 165,287 |
(Cost $4,206,776) | |||||
Total Purchased Options | 109,089,969 | ||||
(Cost $100,068,901) | |||||
WRITTEN OPTIONS — (6.6)% | |||||
Call Options Written — (6.5)% | |||||
(2,091) | SPDR® S&P 500® ETF Trust | (110,273,067 ) | 503.13 | 08/16/24 | (6,694,684 ) |
(Premiums received $1,687,926) | |||||
Put Options Written — (0.1)% | |||||
(2,091) | SPDR® S&P 500® ETF Trust | (110,273,067 ) | 371.05 | 08/16/24 | (71,583 ) |
(Premiums received $1,130,875) | |||||
Total Written Options | (6,766,267 ) | ||||
(Premiums received $2,818,801) | |||||
Net Other Assets and Liabilities — (0.1)% | (77,734 ) | ||||
Net Assets — 100.0% | $102,704,979 |
(a) | Rate shown reflects yield as of May 31, 2024. |
Valuation Inputs
A summary of the inputs used to value the Fund’s investments as of May 31, 2024 is as follows (see Valuation Inputs in the Additional Information section):
ASSETS TABLE | ||||
Total Value at 5/31/2024 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Money Market Funds | $459,011 | $459,011 | $— | $— |
Purchased Options | 109,089,969 | — | 109,089,969 | — |
Total | $109,548,980 | $459,011 | $109,089,969 | $— |
LIABILITIES TABLE | ||||
Total Value at 5/31/2024 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Written Options | $(6,766,267 ) | $— | $(6,766,267 ) | $— |
FT Vest U.S. Small Cap Moderate Buffer ETF - August (SAUG)Portfolio of InvestmentsMay 31, 2024 (Unaudited)
Shares | Description | Value | |||
MONEY MARKET FUNDS — 0.5% | |||||
188,250 | Dreyfus Government Cash Management Fund, Institutional Shares - 5.19% (a) | $188,250 | |||
(Cost $188,250) | |||||
Total Investments — 0.5% | 188,250 | ||||
(Cost $188,250) |
Number of Contracts | Description | Notional Amount | Exercise Price | Expiration Date | Value |
PURCHASED OPTIONS — 100.7% | |||||
Call Options Purchased — 100.1% | |||||
1,944 | iShares Russell 2000 ETF | $40,001,688 | $1.85 | 08/16/24 | 39,506,415 |
(Cost $35,313,768) | |||||
Put Options Purchased — 0.6% | |||||
1,944 | iShares Russell 2000 ETF | 40,001,688 | 184.65 | 08/16/24 | 213,328 |
(Cost $2,283,210) | |||||
Total Purchased Options | 39,719,743 | ||||
(Cost $37,596,978) | |||||
WRITTEN OPTIONS — (1.1)% | |||||
Call Options Written — (1.0)% | |||||
(1,944) | iShares Russell 2000 ETF | (40,001,688 ) | 219.86 | 08/16/24 | (380,570 ) |
(Premiums received $509,072) | |||||
Put Options Written — (0.1)% | |||||
(1,944) | iShares Russell 2000 ETF | (40,001,688 ) | 156.95 | 08/16/24 | (44,063 ) |
(Premiums received $713,407) | |||||
Total Written Options | (424,633 ) | ||||
(Premiums received $1,222,479) | |||||
Net Other Assets and Liabilities — (0.1)% | (28,623 ) | ||||
Net Assets — 100.0% | $39,454,737 |
(a) | Rate shown reflects yield as of May 31, 2024. |
Valuation Inputs
A summary of the inputs used to value the Fund’s investments as of May 31, 2024 is as follows (see Valuation Inputs in the Additional Information section):
ASSETS TABLE | ||||
Total Value at 5/31/2024 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Money Market Funds | $188,250 | $188,250 | $— | $— |
Purchased Options | 39,719,743 | — | 39,719,743 | — |
Total | $39,907,993 | $188,250 | $39,719,743 | $— |
LIABILITIES TABLE | ||||
Total Value at 5/31/2024 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Written Options | $(424,633 ) | $— | $(424,633 ) | $— |
FT Vest U.S. Equity Buffer & Premium Income ETF - September (XISE)Portfolio of InvestmentsMay 31, 2024 (Unaudited)
Principal Value | Description | Stated Coupon | Stated Maturity | Value | |
U.S. TREASURY BILLS — 2.4% | |||||
$331,200 | U.S. Treasury Bill | (a) | 06/13/24 | $330,716 | |
331,200 | U.S. Treasury Bill | (a) | 07/11/24 | 329,360 | |
331,200 | U.S. Treasury Bill | (a) | 08/08/24 | 328,018 | |
331,200 | U.S. Treasury Bill | (a) | 09/05/24 | 326,690 | |
Total U.S. Treasury Bills | 1,314,784 | ||||
(Cost $1,314,408) |
Shares | Description | Value | |||
MONEY MARKET FUNDS — 1.0% | |||||
567,297 | Dreyfus Government Cash Management Fund, Institutional Shares - 5.19% (b) | 567,297 | |||
(Cost $567,297) | |||||
Total Investments — 3.4% | 1,882,081 | ||||
(Cost $1,881,705) |
Number of Contracts | Description | Notional Amount | Exercise Price | Expiration Date | Value |
PURCHASED OPTIONS — 116.7% | |||||
Call Options Purchased — 116.3% | |||||
1,224 | SPDR® S&P 500® ETF Trust | $64,550,088 | $0.04 | 09/20/24 | 64,072,935 |
(Cost $54,826,127) | |||||
Put Options Purchased — 0.4% | |||||
1,224 | SPDR® S&P 500® ETF Trust | 64,550,088 | 443.35 | 09/20/24 | 197,753 |
(Cost $2,332,032) | |||||
Total Purchased Options | 64,270,688 | ||||
(Cost $57,158,159) | |||||
WRITTEN OPTIONS — (20.0)% | |||||
Call Options Written — (19.8)% | |||||
(1,224) | SPDR® S&P 500® ETF Trust | (64,550,088 ) | 443.35 | 09/20/24 | (10,927,381 ) |
(Premiums received $5,276,633) | |||||
Put Options Written — (0.2)% | |||||
(1,224) | SPDR® S&P 500® ETF Trust | (64,550,088 ) | 399.01 | 09/20/24 | (105,619 ) |
(Premiums received $1,221,723) | |||||
Total Written Options | (11,033,000 ) | ||||
(Premiums received $6,498,356) | |||||
Net Other Assets and Liabilities — (0.1)% | (37,294 ) | ||||
Net Assets — 100.0% | $55,082,475 |
(a) | Zero coupon security. |
(b) | Rate shown reflects yield as of May 31, 2024. |
FT Vest U.S. Equity Buffer & Premium Income ETF - September (XISE)Portfolio of Investments (Continued)May 31, 2024 (Unaudited)
Valuation Inputs
A summary of the inputs used to value the Fund’s investments as of May 31, 2024 is as follows (see Valuation Inputs in the Additional Information section):
ASSETS TABLE | ||||
Total Value at 5/31/2024 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
U.S. Treasury Bills | $1,314,784 | $— | $1,314,784 | $— |
Money Market Funds | 567,297 | 567,297 | — | — |
Total Investments | 1,882,081 | 567,297 | 1,314,784 | — |
Purchased Options | 64,270,688 | — | 64,270,688 | — |
Total | $66,152,769 | $567,297 | $65,585,472 | $— |
LIABILITIES TABLE | ||||
Total Value at 5/31/2024 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Written Options | $(11,033,000 ) | $— | $(11,033,000 ) | $— |
FT Vest U.S. Equity Moderate Buffer ETF - September (GSEP)Portfolio of InvestmentsMay 31, 2024 (Unaudited)
Shares | Description | Value | |||
MONEY MARKET FUNDS — 0.5% | |||||
623,885 | Dreyfus Government Cash Management Fund, Institutional Shares - 5.19% (a) | $623,885 | |||
(Cost $623,885) | |||||
Total Investments — 0.5% | 623,885 | ||||
(Cost $623,885) |
Number of Contracts | Description | Notional Amount | Exercise Price | Expiration Date | Value |
PURCHASED OPTIONS — 105.9% | |||||
Call Options Purchased — 105.5% | |||||
2,414 | SPDR® S&P 500® ETF Trust | $127,307,118 | $4.45 | 09/20/24 | 125,319,517 |
(Cost $102,177,950) | |||||
Put Options Purchased — 0.4% | |||||
2,414 | SPDR® S&P 500® ETF Trust | 127,307,118 | 443.39 | 09/20/24 | 390,270 |
(Cost $6,592,694) | |||||
Total Purchased Options | 125,709,787 | ||||
(Cost $108,770,644) | |||||
WRITTEN OPTIONS — (6.3)% | |||||
Call Options Written — (6.2)% | |||||
(2,414) | SPDR® S&P 500® ETF Trust | (127,307,118 ) | 508.83 | 09/20/24 | (7,301,659 ) |
(Premiums received $1,063,929) | |||||
Put Options Written — (0.1)% | |||||
(2,414) | SPDR® S&P 500® ETF Trust | (127,307,118 ) | 376.88 | 09/20/24 | (172,454 ) |
(Premiums received $2,365,316) | |||||
Total Written Options | (7,474,113 ) | ||||
(Premiums received $3,429,245) | |||||
Net Other Assets and Liabilities — (0.1)% | (84,226 ) | ||||
Net Assets — 100.0% | $118,775,333 |
(a) | Rate shown reflects yield as of May 31, 2024. |
Valuation Inputs
A summary of the inputs used to value the Fund’s investments as of May 31, 2024 is as follows (see Valuation Inputs in the Additional Information section):
ASSETS TABLE | ||||
Total Value at 5/31/2024 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Money Market Funds | $623,885 | $623,885 | $— | $— |
Purchased Options | 125,709,787 | — | 125,709,787 | — |
Total | $126,333,672 | $623,885 | $125,709,787 | $— |
LIABILITIES TABLE | ||||
Total Value at 5/31/2024 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Written Options | $(7,474,113 ) | $— | $(7,474,113 ) | $— |
FT Vest U.S. Equity Moderate Buffer ETF - October (GOCT)Portfolio of InvestmentsMay 31, 2024 (Unaudited)
Shares | Description | Value | |||
MONEY MARKET FUNDS — 0.6% | |||||
566,114 | Dreyfus Government Cash Management Fund, Institutional Shares - 5.19% (a) | $566,114 | |||
(Cost $566,114) | |||||
Total Investments — 0.6% | 566,114 | ||||
(Cost $566,114) |
Number of Contracts | Description | Notional Amount | Exercise Price | Expiration Date | Value |
PURCHASED OPTIONS — 110.5% | |||||
Call Options Purchased — 110.2% | |||||
2,106 | SPDR® S&P 500® ETF Trust | $111,064,122 | $4.23 | 10/18/24 | 109,156,223 |
(Cost $94,593,036) | |||||
Put Options Purchased — 0.3% | |||||
2,106 | SPDR® S&P 500® ETF Trust | 111,064,122 | 421.21 | 10/18/24 | 323,328 |
(Cost $4,134,677) | |||||
Total Purchased Options | 109,479,551 | ||||
(Cost $98,727,713) | |||||
WRITTEN OPTIONS — (11.0)% | |||||
Call Options Written — (10.8)% | |||||
(2,106) | SPDR® S&P 500® ETF Trust | (111,064,122 ) | 486.49 | 10/18/24 | (10,758,084 ) |
(Premiums received $3,490,022) | |||||
Put Options Written — (0.2)% | |||||
(2,106) | SPDR® S&P 500® ETF Trust | (111,064,122 ) | 358.03 | 10/18/24 | (161,770 ) |
(Premiums received $996,631) | |||||
Total Written Options | (10,919,854 ) | ||||
(Premiums received $4,486,653) | |||||
Net Other Assets and Liabilities — (0.1)% | (74,662 ) | ||||
Net Assets — 100.0% | $99,051,149 |
(a) | Rate shown reflects yield as of May 31, 2024. |
Valuation Inputs
A summary of the inputs used to value the Fund’s investments as of May 31, 2024 is as follows (see Valuation Inputs in the Additional Information section):
ASSETS TABLE | ||||
Total Value at 5/31/2024 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Money Market Funds | $566,114 | $566,114 | $— | $— |
Purchased Options | 109,479,551 | — | 109,479,551 | — |
Total | $110,045,665 | $566,114 | $109,479,551 | $— |
LIABILITIES TABLE | ||||
Total Value at 5/31/2024 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Written Options | $(10,919,854 ) | $— | $(10,919,854 ) | $— |
FT Vest U.S. Equity Moderate Buffer ETF - November (GNOV)Portfolio of InvestmentsMay 31, 2024 (Unaudited)
Shares | Description | Value | |||
MONEY MARKET FUNDS — 0.6% | |||||
1,017,825 | Dreyfus Government Cash Management Fund, Institutional Shares - 5.19% (a) | $1,017,825 | |||
(Cost $1,017,825) | |||||
Total Investments — 0.6% | 1,017,825 | ||||
(Cost $1,017,825) |
Number of Contracts | Description | Notional Amount | Exercise Price | Expiration Date | Value |
PURCHASED OPTIONS — 106.4% | |||||
Call Options Purchased — 105.7% | |||||
3,196 | SPDR® S&P 500® ETF Trust | $168,547,452 | $4.53 | 11/15/24 | 165,982,964 |
(Cost $143,737,083) | |||||
Put Options Purchased — 0.7% | |||||
3,196 | SPDR® S&P 500® ETF Trust | 168,547,452 | 450.81 | 11/15/24 | 1,026,045 |
(Cost $6,261,123) | |||||
Total Purchased Options | 167,009,009 | ||||
(Cost $149,998,206) | |||||
WRITTEN OPTIONS — (6.9)% | |||||
Call Options Written — (6.6)% | |||||
(3,196) | SPDR® S&P 500® ETF Trust | (168,547,452 ) | 515.14 | 11/15/24 | (10,449,184 ) |
(Premiums received $2,576,102) | |||||
Put Options Written — (0.3)% | |||||
(3,196) | SPDR® S&P 500® ETF Trust | (168,547,452 ) | 383.19 | 11/15/24 | (453,234 ) |
(Premiums received $2,185,238) | |||||
Total Written Options | (10,902,418 ) | ||||
(Premiums received $4,761,340) | |||||
Net Other Assets and Liabilities — (0.1)% | (110,365 ) | ||||
Net Assets — 100.0% | $157,014,051 |
(a) | Rate shown reflects yield as of May 31, 2024. |
Valuation Inputs
A summary of the inputs used to value the Fund’s investments as of May 31, 2024 is as follows (see Valuation Inputs in the Additional Information section):
ASSETS TABLE | ||||
Total Value at 5/31/2024 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Money Market Funds | $1,017,825 | $1,017,825 | $— | $— |
Purchased Options | 167,009,009 | — | 167,009,009 | — |
Total | $168,026,834 | $1,017,825 | $167,009,009 | $— |
LIABILITIES TABLE | ||||
Total Value at 5/31/2024 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Written Options | $(10,902,418 ) | $— | $(10,902,418 ) | $— |
FT Vest U.S. Small Cap Moderate Buffer ETF - November (SNOV)Portfolio of InvestmentsMay 31, 2024 (Unaudited)
Shares | Description | Value | |||
MONEY MARKET FUNDS — 0.7% | |||||
195,665 | Dreyfus Government Cash Management Fund, Institutional Shares - 5.19% (a) | $195,665 | |||
(Cost $195,665) | |||||
Total Investments — 0.7% | 195,665 | ||||
(Cost $195,665) |
Number of Contracts | Description | Notional Amount | Exercise Price | Expiration Date | Value |
PURCHASED OPTIONS — 104.8% | |||||
Call Options Purchased — 103.7% | |||||
1,512 | iShares Russell 2000 ETF | $31,112,424 | $1.78 | 11/15/24 | 30,675,751 |
(Cost $28,196,932) | |||||
Put Options Purchased — 1.1% | |||||
1,512 | iShares Russell 2000 ETF | 31,112,424 | 178.29 | 11/15/24 | 323,404 |
(Cost $1,196,084) | |||||
Total Purchased Options | 30,999,155 | ||||
(Cost $29,393,016) | |||||
WRITTEN OPTIONS — (5.4)% | |||||
Call Options Written — (5.1)% | |||||
(1,512) | iShares Russell 2000 ETF | (31,112,424 ) | 210.24 | 11/15/24 | (1,500,129 ) |
(Premiums received $1,230,274) | |||||
Put Options Written — (0.3)% | |||||
(1,512) | iShares Russell 2000 ETF | (31,112,424 ) | 151.55 | 11/15/24 | (95,713 ) |
(Premiums received $437,880) | |||||
Total Written Options | (1,595,842 ) | ||||
(Premiums received $1,668,154) | |||||
Net Other Assets and Liabilities — (0.1)% | (21,516 ) | ||||
Net Assets — 100.0% | $29,577,462 |
(a) | Rate shown reflects yield as of May 31, 2024. |
Valuation Inputs
A summary of the inputs used to value the Fund’s investments as of May 31, 2024 is as follows (see Valuation Inputs in the Additional Information section):
ASSETS TABLE | ||||
Total Value at 5/31/2024 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Money Market Funds | $195,665 | $195,665 | $— | $— |
Purchased Options | 30,999,155 | — | 30,999,155 | — |
Total | $31,194,820 | $195,665 | $30,999,155 | $— |
LIABILITIES TABLE | ||||
Total Value at 5/31/2024 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Written Options | $(1,595,842 ) | $— | $(1,595,842 ) | $— |
FT Vest U.S. Equity Buffer & Premium Income ETF - December (XIDE)Portfolio of InvestmentsMay 31, 2024 (Unaudited)
Principal Value | Description | Stated Coupon | Stated Maturity | Value | |
U.S. TREASURY BILLS — 3.7% | |||||
$102,500 | U.S. Treasury Bill | (a) | 06/13/24 | $102,350 | |
102,500 | U.S. Treasury Bill | (a) | 07/11/24 | 101,930 | |
102,500 | U.S. Treasury Bill | (a) | 08/08/24 | 101,515 | |
102,500 | U.S. Treasury Bill | (a) | 09/05/24 | 101,104 | |
102,500 | U.S. Treasury Bill | (a) | 10/31/24 | 100,286 | |
205,000 | U.S. Treasury Bill | (a) | 11/29/24 | 199,750 | |
Total U.S. Treasury Bills | 706,935 | ||||
(Cost $707,548) |
Shares | Description | Value | |||
MONEY MARKET FUNDS — 1.3% | |||||
239,948 | Dreyfus Government Cash Management Fund, Institutional Shares - 5.19% (b) | 239,948 | |||
(Cost $239,948) | |||||
Total Investments — 5.0% | 946,883 | ||||
(Cost $947,496) |
Number of Contracts | Description | Notional Amount | Exercise Price | Expiration Date | Value |
PURCHASED OPTIONS — 110.9% | |||||
Call Options Purchased — 109.8% | |||||
400 | SPDR® S&P 500® ETF Trust | $21,094,800 | $0.05 | 12/20/24 | 20,899,019 |
(Cost $19,089,366) | |||||
Put Options Purchased — 1.1% | |||||
400 | SPDR® S&P 500® ETF Trust | 21,094,800 | 469.36 | 12/20/24 | 213,293 |
(Cost $692,406) | |||||
Total Purchased Options | 21,112,312 | ||||
(Cost $19,781,772) | |||||
WRITTEN OPTIONS — (15.8)% | |||||
Call Options Written — (15.2)% | |||||
(400) | SPDR® S&P 500® ETF Trust | (21,094,800 ) | 469.36 | 12/20/24 | (2,895,364 ) |
(Premiums received $1,868,555) | |||||
Put Options Written — (0.6)% | |||||
(400) | SPDR® S&P 500® ETF Trust | (21,094,800 ) | 422.43 | 12/20/24 | (106,366 ) |
(Premiums received $357,799) | |||||
Total Written Options | (3,001,730 ) | ||||
(Premiums received $2,226,354) | |||||
Net Other Assets and Liabilities — (0.1)% | (13,026 ) | ||||
Net Assets — 100.0% | $19,044,439 |
(a) | Zero coupon security. |
(b) | Rate shown reflects yield as of May 31, 2024. |
FT Vest U.S. Equity Buffer & Premium Income ETF - December (XIDE)Portfolio of Investments (Continued)May 31, 2024 (Unaudited)
Valuation Inputs
A summary of the inputs used to value the Fund’s investments as of May 31, 2024 is as follows (see Valuation Inputs in the Additional Information section):
ASSETS TABLE | ||||
Total Value at 5/31/2024 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
U.S. Treasury Bills | $706,935 | $— | $706,935 | $— |
Money Market Funds | 239,948 | 239,948 | — | — |
Total Investments | 946,883 | 239,948 | 706,935 | — |
Purchased Options | 21,112,312 | — | 21,112,312 | — |
Total | $22,059,195 | $239,948 | $21,819,247 | $— |
LIABILITIES TABLE | ||||
Total Value at 5/31/2024 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Written Options | $(3,001,730 ) | $— | $(3,001,730 ) | $— |
FT Vest U.S. Equity Moderate Buffer ETF - December (GDEC)Portfolio of InvestmentsMay 31, 2024 (Unaudited)
Shares | Description | Value | |||
MONEY MARKET FUNDS — 0.7% | |||||
1,243,483 | Dreyfus Government Cash Management Fund, Institutional Shares - 5.19% (a) | $1,243,483 | |||
(Cost $1,243,483) | |||||
Total Investments — 0.7% | 1,243,483 | ||||
(Cost $1,243,483) |
Number of Contracts | Description | Notional Amount | Exercise Price | Expiration Date | Value |
PURCHASED OPTIONS — 104.6% | |||||
Call Options Purchased — 103.5% | |||||
3,666 | SPDR® S&P 500® ETF Trust | $193,333,842 | $4.71 | 12/20/24 | 189,881,736 |
(Cost $171,873,074) | |||||
Put Options Purchased — 1.1% | |||||
3,666 | SPDR® S&P 500® ETF Trust | 193,333,842 | 469.35 | 12/20/24 | 1,954,514 |
(Cost $7,489,582) | |||||
Total Purchased Options | 191,836,250 | ||||
(Cost $179,362,656) | |||||
WRITTEN OPTIONS — (5.2)% | |||||
Call Options Written — (4.8)% | |||||
(3,666) | SPDR® S&P 500® ETF Trust | (193,333,842 ) | 531.82 | 12/20/24 | (8,838,635 ) |
(Premiums received $3,586,966) | |||||
Put Options Written — (0.4)% | |||||
(3,666) | SPDR® S&P 500® ETF Trust | (193,333,842 ) | 398.95 | 12/20/24 | (728,176 ) |
(Premiums received $2,602,839) | |||||
Total Written Options | (9,566,811 ) | ||||
(Premiums received $6,189,805) | |||||
Net Other Assets and Liabilities — (0.1)% | (127,374 ) | ||||
Net Assets — 100.0% | $183,385,548 |
(a) | Rate shown reflects yield as of May 31, 2024. |
Valuation Inputs
A summary of the inputs used to value the Fund’s investments as of May 31, 2024 is as follows (see Valuation Inputs in the Additional Information section):
ASSETS TABLE | ||||
Total Value at 5/31/2024 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Money Market Funds | $1,243,483 | $1,243,483 | $— | $— |
Purchased Options | 191,836,250 | — | 191,836,250 | — |
Total | $193,079,733 | $1,243,483 | $191,836,250 | $— |
LIABILITIES TABLE | ||||
Total Value at 5/31/2024 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Written Options | $(9,566,811 ) | $— | $(9,566,811 ) | $— |
FT Vest Laddered Moderate Buffer ETF (BUFZ)Portfolio of InvestmentsMay 31, 2024 (Unaudited)
Shares | Description | Value | |||
EXCHANGE-TRADED FUNDS — 100.0% | |||||
Capital Markets (a) — 100.0% | |||||
240,116 | FT Vest U.S. Equity Moderate Buffer ETF - January (b) | $8,737,821 | |||
250,983 | FT Vest U.S. Equity Moderate Buffer ETF - February (b) | 8,729,691 | |||
250,430 | FT Vest U.S. Equity Moderate Buffer ETF - March (b) | 8,717,468 | |||
248,629 | FT Vest U.S. Equity Moderate Buffer ETF - April (b) | 8,704,501 | |||
253,949 | FT Vest U.S. Equity Moderate Buffer ETF - May (b) | 8,703,975 | |||
258,570 | FT Vest U.S. Equity Moderate Buffer ETF - June (b) | 8,758,774 | |||
254,212 | FT Vest U.S. Equity Moderate Buffer ETF - July (b) | 8,745,783 | |||
261,712 | FT Vest U.S. Equity Moderate Buffer ETF - August (b) | 8,744,583 | |||
261,046 | FT Vest U.S. Equity Moderate Buffer ETF - September (b) | 8,737,210 | |||
257,974 | FT Vest U.S. Equity Moderate Buffer ETF - October (b) | 8,742,584 | |||
261,400 | FT Vest U.S. Equity Moderate Buffer ETF - November (b) | 8,726,761 | |||
272,878 | FT Vest U.S. Equity Moderate Buffer ETF - December (b) | 8,732,014 | |||
Total Exchange-Traded Funds | 104,781,165 | ||||
(Cost $102,286,923) | |||||
MONEY MARKET FUNDS — 0.0% | |||||
58,770 | Dreyfus Government Cash Management Fund, Institutional Shares - 5.19% (c) | 58,770 | |||
(Cost $58,770) | |||||
Total Investments — 100.0% | 104,839,935 | ||||
(Cost $102,345,693) | |||||
Net Other Assets and Liabilities — (0.0)% | (15,607 ) | ||||
Net Assets — 100.0% | $104,824,328 |
(a) | Represents investments in affiliated funds. |
(b) | Non-income producing security. |
(c) | Rate shown reflects yield as of May 31, 2024. |
Valuation Inputs
A summary of the inputs used to value the Fund’s investments as of May 31, 2024 is as follows (see Valuation Inputs in the Additional Information section):
Total Value at 5/31/2024 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Exchange-Traded Funds* | $ 104,781,165 | $ 104,781,165 | $ — | $ — |
Money Market Funds | 58,770 | 58,770 | — | — |
Total Investments | $104,839,935 | $104,839,935 | $— | $— |
* | See Portfolio of Investments for industry breakout. |
FT Vest Laddered Moderate Buffer ETF (BUFZ)Portfolio of Investments (Continued)May 31, 2024 (Unaudited)
Affiliated Transactions
Amounts relating to investments in affiliated funds at May 31, 2024, and for the fiscal year-to-date period (October 25, 2023 (commencement of investment operations) to May 31, 2024) are as follows:
Security Name | Shares at 5/31/2024 | Value at 10/25/2023 | Purchases | Sales | Change in Unrealized Appreciation (Depreciation) | Realized Gain (Loss) | Value at 5/31/2024 | Dividend Income |
FT Vest U.S. Equity Moderate Buffer ETF - January | 240,116 | $— | $15,881,132 | $(7,655,041 ) | $220,005 | $291,725 | $8,737,821 | $— |
FT Vest U.S. Equity Moderate Buffer ETF - February | 250,983 | — | 8,558,371 | (42,184 ) | 213,428 | 76 | 8,729,691 | — |
FT Vest U.S. Equity Moderate Buffer ETF - March | 250,430 | — | 8,541,246 | (8,264 ) | 184,498 | (12 ) | 8,717,468 | — |
FT Vest U.S. Equity Moderate Buffer ETF - April | 248,629 | — | 15,900,595 | (7,786,058 ) | 330,347 | 259,617 | 8,704,501 | — |
FT Vest U.S. Equity Moderate Buffer ETF - May | 253,949 | — | 8,605,357 | (8,305 ) | 106,897 | 26 | 8,703,975 | — |
FT Vest U.S. Equity Moderate Buffer ETF - June | 258,570 | — | 8,557,736 | (15,944 ) | 216,935 | 47 | 8,758,774 | — |
FT Vest U.S. Equity Moderate Buffer ETF - July | 254,212 | — | 15,994,198 | (7,898,400 ) | 256,320 | 393,665 | 8,745,783 | — |
FT Vest U.S. Equity Moderate Buffer ETF - August | 261,712 | — | 8,552,471 | (8,335 ) | 200,402 | 45 | 8,744,583 | — |
FT Vest U.S. Equity Moderate Buffer ETF - September | 261,046 | — | 8,547,669 | (10,791 ) | 200,295 | 37 | 8,737,210 | — |
FT Vest U.S. Equity Moderate Buffer ETF - October | 257,974 | — | 15,923,692 | (7,608,089 ) | 176,190 | 250,791 | 8,742,584 | — |
FT Vest U.S. Equity Moderate Buffer ETF - November | 261,400 | — | 8,550,903 | (8,308 ) | 184,134 | 32 | 8,726,761 | — |
FT Vest U.S. Equity Moderate Buffer ETF - December | 272,878 | — | 8,546,066 | (18,895 ) | 204,791 | 52 | 8,732,014 | — |
$— | $132,159,436 | $(31,068,614 ) | $2,494,242 | $1,196,101 | $104,781,165 | $— |
FT Vest Laddered Small Cap Moderate Buffer ETF (BUFS)Portfolio of InvestmentsMay 31, 2024 (Unaudited)
Shares | Description | Value | |||
EXCHANGE-TRADED FUNDS — 99.9% | |||||
Capital Markets (a) — 99.9% | |||||
12,338 | FT Vest U.S. Small Cap Moderate Buffer ETF - February (b) | $249,207 | |||
10,700 | FT Vest U.S. Small Cap Moderate Buffer ETF - May (b) | 250,701 | |||
11,453 | FT Vest U.S. Small Cap Moderate Buffer ETF - August (b) | 250,672 | |||
11,453 | FT Vest U.S. Small Cap Moderate Buffer ETF - November (b) | 250,422 | |||
Total Investments — 99.9% | 1,001,002 | ||||
(Cost $991,686) | |||||
Net Other Assets and Liabilities — 0.1% | 515 | ||||
Net Assets — 100.0% | $1,001,517 |
(a) | Represents investments in affiliated funds. |
(b) | Non-income producing security. |
Valuation Inputs
A summary of the inputs used to value the Fund’s investments as of May 31, 2024 is as follows (see Valuation Inputs in the Additional Information section):
Total Value at 5/31/2024 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Exchange-Traded Funds* | $ 1,001,002 | $ 1,001,002 | $ — | $ — |
* | See Portfolio of Investments for industry breakout. |
Affiliated Transactions
Amounts relating to investments in affiliated funds at May 31, 2024, and for the fiscal year-to-date period (May 29, 2024 (commencement of investment operations) to May 31, 2024) are as follows:
Security Name | Shares at 5/31/2024 | Value at 5/29/2024 | Purchases | Sales | Change in Unrealized Appreciation (Depreciation) | Realized Gain (Loss) | Value at 5/31/2024 | Dividend Income |
FT Vest U.S. Small Cap Moderate Buffer ETF - February | 12,338 | $— | $247,254 | $— | $1,953 | $— | $249,207 | $— |
FT Vest U.S. Small Cap Moderate Buffer ETF - May | 10,700 | — | 247,940 | — | 2,761 | — | 250,701 | — |
FT Vest U.S. Small Cap Moderate Buffer ETF - August | 11,453 | — | 247,789 | — | 2,883 | — | 250,672 | — |
FT Vest U.S. Small Cap Moderate Buffer ETF - November | 11,453 | — | 248,703 | — | 1,719 | — | 250,422 | — |
$— | $991,686 | $— | $9,316 | $— | $1,001,002 | $— |
First Trust Exchange-Traded Fund VIIIAdditional InformationMay 31, 2024 (Unaudited)
Valuation Inputs
The Funds are subject to fair value accounting standards that define fair value, establish the framework for measuring fair value and provide a three-level hierarchy for fair valuation based upon the inputs to the valuation as of the measurement date. The three levels of the fair value hierarchy are as follows:
• Level 1 – Level 1 inputs are quoted prices in active markets for identical investments.
• Level 2 – Level 2 inputs are observable inputs, either directly or indirectly. (Quoted prices for similar investments, valuations based on interest rates and yield curves, or valuations derived from observable market data.)
• Level 3 – Level 3 inputs are unobservable inputs that may reflect the reporting entity’s own assumptions about the assumptions that market participants would use in pricing the investment.
The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in those investments.