Semi-Annual
Report |
For
the Six Months Ended
February
29, 2024 |
FT
Vest U.S. Equity Buffer ETF - January (FJAN) |
FT
Vest U.S. Equity Deep Buffer ETF - January (DJAN) |
FT
Vest U.S. Equity Buffer ETF - February (FFEB) |
FT
Vest U.S. Equity Deep Buffer ETF - February
(DFEB) |
FT
Vest U.S. Equity Buffer ETF - March (FMAR) |
FT
Vest U.S. Equity Deep Buffer ETF - March (DMAR) |
FT
Vest U.S. Equity Buffer ETF - April (FAPR) |
FT
Vest U.S. Equity Deep Buffer ETF - April (DAPR) |
FT
Vest U.S. Equity Buffer ETF - May (FMAY) |
FT
Vest U.S. Equity Deep Buffer ETF - May (DMAY) |
FT
Vest U.S. Equity Buffer ETF - June (FJUN) |
FT
Vest U.S. Equity Deep Buffer ETF - June (DJUN) |
FT
Vest U.S. Equity Buffer ETF - July (FJUL) |
FT
Vest U.S. Equity Deep Buffer ETF - July (DJUL) |
FT
Vest U.S. Equity Buffer ETF - August (FAUG) |
FT
Vest U.S. Equity Deep Buffer ETF - August (DAUG) |
FT
Vest U.S. Equity Buffer ETF - September (FSEP) |
FT
Vest U.S. Equity Deep Buffer ETF - September
(DSEP) |
FT
Vest U.S. Equity Buffer ETF - October (FOCT) |
FT
Vest U.S. Equity Deep Buffer ETF - October (DOCT) |
FT
Vest U.S. Equity Buffer ETF - November (FNOV) |
FT
Vest U.S. Equity Deep Buffer ETF - November
(DNOV) |
FT
Vest U.S. Equity Buffer ETF - December (FDEC) |
FT
Vest U.S. Equity Deep Buffer ETF - December
(DDEC) |
FT
Vest Buffered Allocation Defensive ETF (BUFT) |
FT
Vest Buffered Allocation Growth ETF
(BUFG) |
2 | |
3 | |
4 | |
5 | |
6 | |
7 | |
8 | |
9 | |
10 | |
11 | |
12 | |
13 | |
14 | |
15 | |
16 | |
17 | |
18 | |
19 | |
20 | |
21 | |
22 | |
23 | |
24 | |
25 | |
26 | |
27 | |
28 | |
29 | |
30 | |
31 | |
34 | |
36 | |
38 | |
40 | |
42 | |
44 | |
46 | |
48 | |
50 | |
52 | |
54 | |
56 | |
58 | |
60 | |
62 | |
64 | |
66 | |
68 | |
70 | |
72 | |
74 | |
76 | |
78 | |
80 |
82 | |
83 | |
84 | |
90 | |
96 | |
107 | |
133 | |
151 |
Performance | ||||
|
|
|
Average
Annual
Total
Returns |
Cumulative
Total
Returns |
|
6
Months
Ended
2/29/24 |
1
Year
Ended
2/29/24 |
Inception
(1/15/21)
to
2/29/24 |
Inception
(1/15/21)
to
2/29/24 |
Fund
Performance |
|
|
|
|
NAV |
9.74% |
21.59% |
10.75% |
37.52% |
Market
Price |
9.74% |
21.52% |
10.75% |
37.52% |
Index
Performance |
|
|
|
|
S&P
500®
Index |
13.93% |
30.45% |
11.88% |
42.01% |
![]() |
Performance
figures assume reinvestment of
all
distributions and do not reflect the
deduction
of taxes that a shareholder would
pay
on Fund distributions or the redemption
or
sale of Fund shares. An index is a statistical
composite
that tracks a specified financial
market
or sector. Unlike the Fund, the index
does
not actually hold a portfolio of securities
and
therefore does not incur the expenses
incurred
by the Fund. These expenses
negatively
impact the performance of the
Fund.
The Fund’s past performance does not
predict
future performance. |
*
|
Prior
to January 22, 2024, the Fund’s investment objective included an upside
cap of 19.04% and an Outcome Period of January 23, 2023 through
January
19, 2024. |
Performance | ||||
|
|
|
Average
Annual
Total
Returns |
Cumulative
Total
Returns |
|
6
Months
Ended
2/29/24 |
1
Year
Ended
2/29/24 |
Inception
(1/15/21)
to
2/29/24 |
Inception
(1/15/21)
to
2/29/24 |
Fund
Performance |
|
|
|
|
NAV |
7.11% |
16.67% |
5.52% |
18.26% |
Market
Price |
7.34% |
16.75% |
5.52% |
18.26% |
Index
Performance |
|
|
|
|
S&P
500®
Index |
13.93% |
30.45% |
11.88% |
42.01% |
![]() |
Performance
figures assume reinvestment of
all
distributions and do not reflect the
deduction
of taxes that a shareholder would
pay
on Fund distributions or the redemption
or
sale of Fund shares. An index is a statistical
composite
that tracks a specified financial
market
or sector. Unlike the Fund, the index
does
not actually hold a portfolio of securities
and
therefore does not incur the expenses
incurred
by the Fund. These expenses
negatively
impact the performance of the
Fund.
The Fund’s past performance does not
predict
future performance. |
*
|
Prior
to January 22, 2024, the Fund’s investment objective included an upside
cap of 14.70% and an Outcome Period of January 23, 2023 through
January
19, 2024. |
Performance | ||||
|
|
|
Average
Annual
Total
Returns |
Cumulative
Total
Returns |
|
6
Months
Ended
2/29/24 |
1
Year
Ended
2/29/24 |
Inception
(2/21/20)
to
2/29/24 |
Inception
(2/21/20)
to
2/29/24 |
Fund
Performance |
|
|
|
|
NAV |
10.24% |
22.24% |
9.68% |
44.95% |
Market
Price |
10.09% |
22.11% |
9.64% |
44.75% |
Index
Performance |
|
|
|
|
S&P
500®
Index |
13.93% |
30.45% |
12.90% |
62.95% |
![]() |
Performance
figures assume reinvestment of
all
distributions and do not reflect the
deduction
of taxes that a shareholder would
pay
on Fund distributions or the redemption
or
sale of Fund shares. An index is a statistical
composite
that tracks a specified financial
market
or sector. Unlike the Fund, the index
does
not actually hold a portfolio of securities
and
therefore does not incur the expenses
incurred
by the Fund. These expenses
negatively
impact the performance of the
Fund.
The Fund’s past performance does not
predict
future performance. |
*
|
Prior
to February 20, 2024, the Fund’s investment objective included an upside
cap of 19.25% and an Outcome Period of February 21, 2023
through
February 16, 2024. |
Performance | ||||
|
|
|
Average
Annual
Total
Returns |
Cumulative
Total
Returns |
|
6
Months
Ended
2/29/24 |
1
Year
Ended
2/29/24 |
Inception
(2/21/20)
to
2/29/24 |
Inception
(2/21/20)
to
2/29/24 |
Fund
Performance |
|
|
|
|
NAV |
7.16% |
16.94% |
5.78% |
25.36% |
Market
Price |
7.43% |
16.90% |
5.78% |
25.33% |
Index
Performance |
|
|
|
|
S&P
500®
Index |
13.93% |
30.45% |
12.90% |
62.95% |
![]() |
Performance
figures assume reinvestment of
all
distributions and do not reflect the
deduction
of taxes that a shareholder would
pay
on Fund distributions or the redemption
or
sale of Fund shares. An index is a statistical
composite
that tracks a specified financial
market
or sector. Unlike the Fund, the index
does
not actually hold a portfolio of securities
and
therefore does not incur the expenses
incurred
by the Fund. These expenses
negatively
impact the performance of the
Fund.
The Fund’s past performance does not
predict
future performance. |
*
|
Prior
to February 20, 2024, the Fund’s investment objective included an upside
cap of 14.97% and an Outcome Period of February 21, 2023
through
February 16, 2024. |
Performance | ||||
|
|
|
Average
Annual
Total
Returns |
Cumulative
Total
Returns |
|
6
Months
Ended
2/29/24 |
1
Year
Ended
2/29/24 |
Inception
(3/19/21)
to
2/29/24 |
Inception
(3/19/21)
to
2/29/24 |
Fund
Performance |
|
|
|
|
NAV |
6.74% |
18.39% |
9.32% |
30.03% |
Market
Price |
6.74% |
18.13% |
9.33% |
30.07% |
Index
Performance |
|
|
|
|
S&P
500®
Index |
13.93% |
30.45% |
11.08% |
36.36% |
![]() |
Performance
figures assume reinvestment of
all
distributions and do not reflect the
deduction
of taxes that a shareholder would
pay
on Fund distributions or the redemption
or
sale of Fund shares. An index is a statistical
composite
that tracks a specified financial
market
or sector. Unlike the Fund, the index
does
not actually hold a portfolio of securities
and
therefore does not incur the expenses
incurred
by the Fund. These expenses
negatively
impact the performance of the
Fund.
The Fund’s past performance does not
predict
future performance. |
*
|
Prior
to March 20, 2023, the Fund’s investment objective included an upside cap
of 14.78% and an Outcome Period of March 21, 2022 through
March
17, 2023. |
Performance | ||||
|
|
|
Average
Annual
Total
Returns |
Cumulative
Total
Returns |
|
6
Months
Ended
2/29/24 |
1
Year
Ended
2/29/24 |
Inception
(3/19/21)
to
2/29/24 |
Inception
(3/19/21)
to
2/29/24 |
Fund
Performance |
|
|
|
|
NAV |
4.89% |
13.50% |
5.14% |
15.91% |
Market
Price |
5.15% |
13.53% |
5.14% |
15.91% |
Index
Performance |
|
|
|
|
S&P
500®
Index |
13.93% |
30.45% |
11.08% |
36.36% |
![]() |
Performance
figures assume reinvestment of
all
distributions and do not reflect the
deduction
of taxes that a shareholder would
pay
on Fund distributions or the redemption
or
sale of Fund shares. An index is a statistical
composite
that tracks a specified financial
market
or sector. Unlike the Fund, the index
does
not actually hold a portfolio of securities
and
therefore does not incur the expenses
incurred
by the Fund. These expenses
negatively
impact the performance of the
Fund.
The Fund’s past performance does not
predict
future performance. |
*
|
Prior
to March 20, 2023, the Fund’s investment objective included an upside cap
of 10.02% and an Outcome Period of March 21, 2022 through
March
17, 2023. |
Performance | ||||
|
|
|
Average
Annual
Total
Returns |
Cumulative
Total
Returns |
|
6
Months
Ended
2/29/24 |
1
Year
Ended
2/29/24 |
Inception
(4/16/21)
to
2/29/24 |
Inception
(4/16/21)
to
2/29/24 |
Fund
Performance |
|
|
|
|
NAV |
8.69% |
19.63% |
6.65% |
20.31% |
Market
Price |
8.72% |
19.39% |
6.65% |
20.31% |
Index
Performance |
|
|
|
|
S&P
500®
Index |
13.93% |
30.45% |
8.78% |
27.38% |
![]() |
Performance
figures assume reinvestment of
all
distributions and do not reflect the
deduction
of taxes that a shareholder would
pay
on Fund distributions or the redemption
or
sale of Fund shares. An index is a statistical
composite
that tracks a specified financial
market
or sector. Unlike the Fund, the index
does
not actually hold a portfolio of securities
and
therefore does not incur the expenses
incurred
by the Fund. These expenses
negatively
impact the performance of the
Fund.
The Fund’s past performance does not
predict
future performance. |
*
|
Prior
to April 24, 2023, the Fund’s investment objective included an upside cap
of 16.35% and an Outcome Period of April 18, 2022 through
April
21, 2023. |
Performance | ||||
|
|
|
Average
Annual
Total
Returns |
Cumulative
Total
Returns |
|
6
Months
Ended
2/29/24 |
1
Year
Ended
2/29/24 |
Inception
(4/16/21)
to
2/29/24 |
Inception
(4/16/21)
to
2/29/24 |
Fund
Performance |
|
|
|
|
NAV |
6.43% |
12.16% |
3.46% |
10.25% |
Market
Price |
6.70% |
12.04% |
3.46% |
10.25% |
Index
Performance |
|
|
|
|
S&P
500®
Index |
13.93% |
30.45% |
8.78% |
27.38% |
![]() |
Performance
figures assume reinvestment of
all
distributions and do not reflect the
deduction
of taxes that a shareholder would
pay
on Fund distributions or the redemption
or
sale of Fund shares. An index is a statistical
composite
that tracks a specified financial
market
or sector. Unlike the Fund, the index
does
not actually hold a portfolio of securities
and
therefore does not incur the expenses
incurred
by the Fund. These expenses
negatively
impact the performance of the
Fund.
The Fund’s past performance does not
predict
future performance. |
*
|
Prior
to April 24, 2023, the Fund’s investment objective included an upside cap
of 10.96% and an Outcome Period of April 18, 2022 through
April
21, 2023. |
Performance | ||||
|
|
|
Average
Annual
Total
Returns |
Cumulative
Total
Returns |
|
6
Months
Ended
2/29/24 |
1
Year
Ended
2/29/24 |
Inception
(5/15/20)
to
2/29/24 |
Inception
(5/15/20)
to
2/29/24 |
Fund
Performance |
|
|
|
|
NAV |
8.73% |
19.19% |
9.53% |
41.23% |
Market
Price |
8.65% |
19.08% |
9.51% |
41.13% |
Index
Performance |
|
|
|
|
S&P
500®
Index |
13.93% |
30.45% |
18.27% |
89.00% |
![]() |
Performance
figures assume reinvestment of
all
distributions and do not reflect the
deduction
of taxes that a shareholder would
pay
on Fund distributions or the redemption
or
sale of Fund shares. An index is a statistical
composite
that tracks a specified financial
market
or sector. Unlike the Fund, the index
does
not actually hold a portfolio of securities
and
therefore does not incur the expenses
incurred
by the Fund. These expenses
negatively
impact the performance of the
Fund.
The Fund’s past performance does not
predict
future performance. |
*
|
Prior
to May 22, 2023, the Fund’s investment objective included an upside cap of
20.45% and an Outcome Period of May 23, 2022 through
May
19, 2023. |
Performance | ||||
|
|
|
Average
Annual
Total
Returns |
Cumulative
Total
Returns |
|
6
Months
Ended
2/29/24 |
1
Year
Ended
2/29/24 |
Inception
(5/15/20)
to
2/29/24 |
Inception
(5/15/20)
to
2/29/24 |
Fund
Performance |
|
|
|
|
NAV |
6.62% |
16.55% |
5.39% |
22.04% |
Market
Price |
6.93% |
16.49% |
5.38% |
21.98% |
Index
Performance |
|
|
|
|
S&P
500®
Index |
13.93% |
30.45% |
18.27% |
89.00% |
![]() |
Performance
figures assume reinvestment of
all
distributions and do not reflect the
deduction
of taxes that a shareholder would
pay
on Fund distributions or the redemption
or
sale of Fund shares. An index is a statistical
composite
that tracks a specified financial
market
or sector. Unlike the Fund, the index
does
not actually hold a portfolio of securities
and
therefore does not incur the expenses
incurred
by the Fund. These expenses
negatively
impact the performance of the
Fund.
The Fund’s past performance does not
predict
future performance. |
*
|
Prior
to May 22, 2023, the Fund’s investment objective included an upside cap of
13.93% and an Outcome Period of May 23, 2022 through
May
19, 2023. |
Performance | ||||
|
|
|
Average
Annual
Total
Returns |
Cumulative
Total
Returns |
|
6
Months
Ended
2/29/24 |
1
Year
Ended
2/29/24 |
Inception
(6/19/20)
to
2/29/24 |
Inception
(6/19/20)
to
2/29/24 |
Fund
Performance |
|
|
|
|
NAV |
9.76% |
24.51% |
12.16% |
52.83% |
Market
Price |
9.98% |
24.17% |
12.13% |
52.66% |
Index
Performance |
|
|
|
|
S&P
500®
Index |
13.93% |
30.45% |
16.22% |
74.35% |
![]() |
Performance
figures assume reinvestment of
all
distributions and do not reflect the
deduction
of taxes that a shareholder would
pay
on Fund distributions or the redemption
or
sale of Fund shares. An index is a statistical
composite
that tracks a specified financial
market
or sector. Unlike the Fund, the index
does
not actually hold a portfolio of securities
and
therefore does not incur the expenses
incurred
by the Fund. These expenses
negatively
impact the performance of the
Fund.
The Fund’s past performance does not
predict
future performance. |
*
|
Prior
to June 20, 2023, the Fund’s investment objective included an upside cap
of 22.20% and an Outcome Period of June 21, 2022 through
June
16, 2023. |
Performance | ||||
|
|
|
Average
Annual
Total
Returns |
Cumulative
Total
Returns |
|
6
Months
Ended
2/29/24 |
1
Year
Ended
2/29/24 |
Inception
(6/19/20)
to
2/29/24 |
Inception
(6/19/20)
to
2/29/24 |
Fund
Performance |
|
|
|
|
NAV |
8.63% |
19.04% |
7.50% |
30.64% |
Market
Price |
8.55% |
19.01% |
7.49% |
30.58% |
Index
Performance |
|
|
|
|
S&P
500®
Index |
13.93% |
30.45% |
16.22% |
74.35% |
![]() |
Performance
figures assume reinvestment of
all
distributions and do not reflect the
deduction
of taxes that a shareholder would
pay
on Fund distributions or the redemption
or
sale of Fund shares. An index is a statistical
composite
that tracks a specified financial
market
or sector. Unlike the Fund, the index
does
not actually hold a portfolio of securities
and
therefore does not incur the expenses
incurred
by the Fund. These expenses
negatively
impact the performance of the
Fund.
The Fund’s past performance does not
predict
future performance. |
*
|
Prior
to June 20, 2023, the Fund’s investment objective included an upside cap
of 15.59% and an Outcome Period of June 21, 2022 through
June
16, 2023. |
Performance | ||||
|
|
|
Average
Annual
Total
Returns |
Cumulative
Total
Returns |
|
6
Months
Ended
2/29/24 |
1
Year
Ended
2/29/24 |
Inception
(7/17/20)
to
2/29/24 |
Inception
(7/17/20)
to
2/29/24 |
Fund
Performance |
|
|
|
|
NAV |
9.94% |
23.36% |
10.61% |
44.05% |
Market
Price |
10.02% |
23.65% |
10.64% |
44.18% |
Index
Performance |
|
|
|
|
S&P
500®
Index |
13.93% |
30.45% |
15.27% |
67.31% |
![]() |
Performance
figures assume reinvestment of
all
distributions and do not reflect the
deduction
of taxes that a shareholder would
pay
on Fund distributions or the redemption
or
sale of Fund shares. An index is a statistical
composite
that tracks a specified financial
market
or sector. Unlike the Fund, the index
does
not actually hold a portfolio of securities
and
therefore does not incur the expenses
incurred
by the Fund. These expenses
negatively
impact the performance of the
Fund.
The Fund’s past performance does not
predict
future performance. |
*
|
Prior
to July 24, 2023, the Fund’s investment objective included an upside cap
of 21.30% and an Outcome Period of July 18, 2022 through
July
21, 2023. |
Performance | ||||
|
|
|
Average
Annual
Total
Returns |
Cumulative
Total
Returns |
|
6
Months
Ended
2/29/24 |
1
Year
Ended
2/29/24 |
Inception
(7/17/20)
to
2/29/24 |
Inception
(7/17/20)
to
2/29/24 |
Fund
Performance |
|
|
|
|
NAV |
9.01% |
20.79% |
6.60% |
26.03% |
Market
Price |
8.77% |
20.74% |
6.57% |
25.89% |
Index
Performance |
|
|
|
|
S&P
500®
Index |
13.93% |
30.45% |
15.27% |
67.31% |
![]() |
Performance
figures assume reinvestment of
all
distributions and do not reflect the
deduction
of taxes that a shareholder would
pay
on Fund distributions or the redemption
or
sale of Fund shares. An index is a statistical
composite
that tracks a specified financial
market
or sector. Unlike the Fund, the index
does
not actually hold a portfolio of securities
and
therefore does not incur the expenses
incurred
by the Fund. These expenses
negatively
impact the performance of the
Fund.
The Fund’s past performance does not
predict
future performance. |
*
|
Prior
to July 24, 2023, the Fund’s investment objective included an upside cap
of 15.02% and an Outcome Period of July 18, 2022 through
July
21, 2023. |
Performance | ||||
|
|
|
Average
Annual
Total
Returns |
Cumulative
Total
Returns |
|
6
Months
Ended
2/29/24 |
1
Year
Ended
2/29/24 |
Inception
(11/6/19)
to
2/29/24 |
Inception
(11/6/19)
to
2/29/24 |
Fund
Performance |
|
|
|
|
NAV |
9.35% |
18.52% |
8.17% |
40.30% |
Market
Price |
9.32% |
18.59% |
8.17% |
40.33% |
Index
Performance |
|
|
|
|
S&P
500®
Index |
13.93% |
30.45% |
14.27% |
77.87% |
![]() |
Performance
figures assume reinvestment of
all
distributions and do not reflect the
deduction
of taxes that a shareholder would
pay
on Fund distributions or the redemption
or
sale of Fund shares. An index is a statistical
composite
that tracks a specified financial
market
or sector. Unlike the Fund, the index
does
not actually hold a portfolio of securities
and
therefore does not incur the expenses
incurred
by the Fund. These expenses
negatively
impact the performance of the
Fund.
The Fund’s past performance does not
predict
future performance. |
*
|
Prior
to August 21, 2023, the Fund’s investment objective included an upside cap
of 20.46% and an Outcome Period of August 22, 2022 through
August
18, 2023. |
Performance | ||||
|
|
|
Average
Annual
Total
Returns |
Cumulative
Total
Returns |
|
6
Months
Ended
2/29/24 |
1
Year
Ended
2/29/24 |
Inception
(11/6/19)
to
2/29/24 |
Inception
(11/6/19)
to
2/29/24 |
Fund
Performance |
|
|
|
|
NAV |
7.52% |
16.23% |
4.64% |
21.59% |
Market
Price |
7.78% |
16.09% |
4.63% |
21.53% |
Index
Performance |
|
|
|
|
S&P
500®
Index |
13.93% |
30.45% |
14.27% |
77.87% |
![]() |
Performance
figures assume reinvestment of
all
distributions and do not reflect the
deduction
of taxes that a shareholder would
pay
on Fund distributions or the redemption
or
sale of Fund shares. An index is a statistical
composite
that tracks a specified financial
market
or sector. Unlike the Fund, the index
does
not actually hold a portfolio of securities
and
therefore does not incur the expenses
incurred
by the Fund. These expenses
negatively
impact the performance of the
Fund.
The Fund’s past performance does not
predict
future performance. |
*
|
Prior
to August 21, 2023, the Fund’s investment objective included an upside cap
of 14.47% and an Outcome Period of August 22, 2022 through
August
18, 2023. |
Performance | ||||
|
|
|
Average
Annual
Total
Returns |
Cumulative
Total
Returns |
|
6
Months
Ended
2/29/24 |
1
Year
Ended
2/29/24 |
Inception
(9/18/20)
to
2/29/24 |
Inception
(9/18/20)
to
2/29/24 |
Fund
Performance |
|
|
|
|
NAV |
8.68% |
21.67% |
10.38% |
40.56% |
Market
Price |
8.70% |
21.66% |
10.39% |
40.59% |
Index
Performance |
|
|
|
|
S&P
500®
Index |
13.93% |
30.45% |
15.02% |
62.04% |
![]() |
Performance
figures assume reinvestment of
all
distributions and do not reflect the
deduction
of taxes that a shareholder would
pay
on Fund distributions or the redemption
or
sale of Fund shares. An index is a statistical
composite
that tracks a specified financial
market
or sector. Unlike the Fund, the index
does
not actually hold a portfolio of securities
and
therefore does not incur the expenses
incurred
by the Fund. These expenses
negatively
impact the performance of the
Fund.
The Fund’s past performance does not
predict
future performance. |
*
|
Prior
to September 18, 2023, the Fund’s investment objective included an upside
cap of 23.41% and an Outcome Period of September 19, 2022
through
September 15, 2023. |
Performance | ||||
|
|
|
Average
Annual
Total
Returns |
Cumulative
Total
Returns |
|
6
Months
Ended
2/29/24 |
1
Year
Ended
2/29/24 |
Inception
(9/18/20)
to
2/29/24 |
Inception
(9/18/20)
to
2/29/24 |
Fund
Performance |
|
|
|
|
NAV |
8.04% |
20.61% |
7.14% |
26.81% |
Market
Price |
7.93% |
20.42% |
7.09% |
26.61% |
Index
Performance |
|
|
|
|
S&P
500®
Index |
13.93% |
30.45% |
15.02% |
62.04% |
![]() |
Performance
figures assume reinvestment of
all
distributions and do not reflect the
deduction
of taxes that a shareholder would
pay
on Fund distributions or the redemption
or
sale of Fund shares. An index is a statistical
composite
that tracks a specified financial
market
or sector. Unlike the Fund, the index
does
not actually hold a portfolio of securities
and
therefore does not incur the expenses
incurred
by the Fund. These expenses
negatively
impact the performance of the
Fund.
The Fund’s past performance does not
predict
future performance. |
*
|
Prior
to September 18, 2023, the Fund’s investment objective included an upside
cap of 16.98% and an Outcome Period of September 19, 2022
through
September 15, 2023. |
Performance | ||||
|
|
|
Average
Annual
Total
Returns |
Cumulative
Total
Returns |
|
6
Months
Ended
2/29/24 |
1
Year
Ended
2/29/24 |
Inception
(10/16/20)
to
2/29/24 |
Inception
(10/16/20)
to
2/29/24 |
Fund
Performance |
|
|
|
|
NAV |
4.78% |
17.62% |
9.14% |
34.28% |
Market
Price |
4.86% |
17.85% |
9.17% |
34.38% |
Index
Performance |
|
|
|
|
S&P
500®
Index |
13.93% |
30.45% |
13.71% |
54.23% |
![]() |
Performance
figures assume reinvestment of
all
distributions and do not reflect the
deduction
of taxes that a shareholder would
pay
on Fund distributions or the redemption
or
sale of Fund shares. An index is a statistical
composite
that tracks a specified financial
market
or sector. Unlike the Fund, the index
does
not actually hold a portfolio of securities
and
therefore does not incur the expenses
incurred
by the Fund. These expenses
negatively
impact the performance of the
Fund.
The Fund’s past performance does not
predict
future performance. |
*
|
Prior
to October 23, 2023, the Fund’s investment objective included an upside
cap of 27.12% and an Outcome Period of October 24, 2022 through
October
20, 2023. |
Performance | ||||
|
|
|
Average
Annual
Total
Returns |
Cumulative
Total
Returns |
|
6
Months
Ended
2/29/24 |
1
Year
Ended
2/29/24 |
Inception
(10/16/20)
to
2/29/24 |
Inception
(10/16/20)
to
2/29/24 |
Fund
Performance |
|
|
|
|
NAV |
5.07% |
16.16% |
6.82% |
24.91% |
Market
Price |
5.13% |
16.16% |
6.81% |
24.87% |
Index
Performance |
|
|
|
|
S&P
500®
Index |
13.93% |
30.45% |
13.71% |
54.23% |
![]() |
Performance
figures assume reinvestment of
all
distributions and do not reflect the
deduction
of taxes that a shareholder would
pay
on Fund distributions or the redemption
or
sale of Fund shares. An index is a statistical
composite
that tracks a specified financial
market
or sector. Unlike the Fund, the index
does
not actually hold a portfolio of securities
and
therefore does not incur the expenses
incurred
by the Fund. These expenses
negatively
impact the performance of the
Fund.
The Fund’s past performance does not
predict
future performance. |
*
|
Prior
to October 23, 2023, the Fund’s investment objective included an upside
cap of 19.20% and an Outcome Period of October 24, 2022 through
October
20, 2023. |
Performance | ||||
|
|
|
Average
Annual
Total
Returns |
Cumulative
Total
Returns |
|
6
Months
Ended
2/29/24 |
1
Year
Ended
2/29/24 |
Inception
(11/15/19)
to
2/29/24 |
Inception
(11/15/19)
to
2/29/24 |
Fund
Performance |
|
|
|
|
NAV |
7.88% |
20.54% |
8.91% |
44.21% |
Market
Price |
8.17% |
20.66% |
8.92% |
44.27% |
Index
Performance |
|
|
|
|
S&P
500®
Index |
13.93% |
30.45% |
13.95% |
75.18% |
![]() |
Performance
figures assume reinvestment of
all
distributions and do not reflect the
deduction
of taxes that a shareholder would
pay
on Fund distributions or the redemption
or
sale of Fund shares. An index is a statistical
composite
that tracks a specified financial
market
or sector. Unlike the Fund, the index
does
not actually hold a portfolio of securities
and
therefore does not incur the expenses
incurred
by the Fund. These expenses
negatively
impact the performance of the
Fund.
The Fund’s past performance does not
predict
future performance. |
*
|
Prior
to November 20, 2023, the Fund’s investment objective included an upside
cap of 23.77% and an Outcome Period of November 21, 2022
through
November 17, 2023. |
Performance | ||||
|
|
|
Average
Annual
Total
Returns |
Cumulative
Total
Returns |
|
6
Months
Ended
2/29/24 |
1
Year
Ended
2/29/24 |
Inception
(11/15/19)
to
2/29/24 |
Inception
(11/15/19)
to
2/29/24 |
Fund
Performance |
|
|
|
|
NAV |
8.18% |
19.43% |
6.46% |
30.80% |
Market
Price |
8.13% |
19.22% |
6.41% |
30.54% |
Index
Performance |
|
|
|
|
S&P
500®
Index |
13.93% |
30.45% |
13.95% |
75.18% |
![]() |
Performance
figures assume reinvestment of
all
distributions and do not reflect the
deduction
of taxes that a shareholder would
pay
on Fund distributions or the redemption
or
sale of Fund shares. An index is a statistical
composite
that tracks a specified financial
market
or sector. Unlike the Fund, the index
does
not actually hold a portfolio of securities
and
therefore does not incur the expenses
incurred
by the Fund. These expenses
negatively
impact the performance of the
Fund.
The Fund’s past performance does not
predict
future performance. |
*
|
Prior
to November 20, 2023, the Fund’s investment objective included an upside
cap of 17.19% and an Outcome Period of November 21, 2022
through
November 17, 2023. |
Performance | ||||
|
|
|
Average
Annual
Total
Returns |
Cumulative
Total
Returns |
|
6
Months
Ended
2/29/24 |
1
Year
Ended
2/29/24 |
Inception
(12/18/20)
to
2/29/24 |
Inception
(12/18/20)
to
2/29/24 |
Fund
Performance |
|
|
|
|
NAV |
11.29% |
24.20% |
9.70% |
34.46% |
Market
Price |
11.00% |
23.88% |
9.59% |
34.03% |
Index
Performance |
|
|
|
|
S&P
500®
Index |
13.93% |
30.45% |
12.17% |
44.42% |
![]() |
Performance
figures assume reinvestment of
all
distributions and do not reflect the
deduction
of taxes that a shareholder would
pay
on Fund distributions or the redemption
or
sale of Fund shares. An index is a statistical
composite
that tracks a specified financial
market
or sector. Unlike the Fund, the index
does
not actually hold a portfolio of securities
and
therefore does not incur the expenses
incurred
by the Fund. These expenses
negatively
impact the performance of the
Fund.
The Fund’s past performance does not
predict
future performance. |
*
|
Prior
to December 18, 2023, the Fund’s investment objective included an upside
cap of 23.10% and an Outcome Period of December 19, 2022
through
December 15, 2023. |
Performance | ||||
|
|
|
Average
Annual
Total
Returns |
Cumulative
Total
Returns |
|
6
Months
Ended
2/29/24 |
1
Year
Ended
2/29/24 |
Inception
(12/18/20)
to
2/29/24 |
Inception
(12/18/20)
to
2/29/24 |
Fund
Performance |
|
|
|
|
NAV |
8.24% |
18.22% |
6.53% |
22.40% |
Market
Price |
7.89% |
17.83% |
6.43% |
22.04% |
Index
Performance |
|
|
|
|
S&P
500®
Index |
13.93% |
30.45% |
12.17% |
44.42% |
![]() |
Performance
figures assume reinvestment of
all
distributions and do not reflect the
deduction
of taxes that a shareholder would
pay
on Fund distributions or the redemption
or
sale of Fund shares. An index is a statistical
composite
that tracks a specified financial
market
or sector. Unlike the Fund, the index
does
not actually hold a portfolio of securities
and
therefore does not incur the expenses
incurred
by the Fund. These expenses
negatively
impact the performance of the
Fund.
The Fund’s past performance does not
predict
future performance. |
*
|
Prior
to December 18, 2023, the Fund’s investment objective included an upside
cap of 16.68% and an Outcome Period of December 19, 2022
through
December 15, 2023. |
Performance | ||||
|
|
|
Average
Annual
Total
Returns |
Cumulative
Total
Returns |
|
6
Months
Ended
2/29/24 |
1
Year
Ended
2/29/24 |
Inception
(10/26/21)
to
2/29/24 |
Inception
(10/26/21)
to
2/29/24 |
Fund
Performance |
|
|
|
|
NAV |
5.72% |
13.64% |
2.58% |
6.15% |
Market
Price |
5.72% |
13.76% |
2.60% |
6.20% |
Index
Performance |
|
|
|
|
S&P
500®
Index |
13.93% |
30.45% |
6.42% |
15.72% |
![]() |
Performance
figures assume reinvestment of
all
distributions and do not reflect the
deduction
of taxes that a shareholder would
pay
on Fund distributions or the redemption
or
sale of Fund shares. An index is a statistical
composite
that tracks a specified financial
market
or sector. Unlike the Fund, the index
does
not actually hold a portfolio of securities
and
therefore does not incur the expenses
incurred
by the Fund. These expenses
negatively
impact the performance of the
Fund.
The Fund’s past performance does not
predict
future performance. |
Performance | ||||
|
|
|
Average
Annual
Total
Returns |
Cumulative
Total
Returns |
|
6
Months
Ended
2/29/24 |
1
Year
Ended
2/29/24 |
Inception
(10/26/21)
to
2/29/24 |
Inception
(10/26/21)
to
2/29/24 |
Fund
Performance |
|
|
|
|
NAV |
8.48% |
19.50% |
4.37% |
10.54% |
Market
Price |
8.38% |
19.58% |
4.35% |
10.49% |
Index
Performance |
|
|
|
|
S&P
500®
Index |
13.93% |
30.45% |
6.42% |
15.72% |
![]() |
Performance
figures assume reinvestment of
all
distributions and do not reflect the
deduction
of taxes that a shareholder would
pay
on Fund distributions or the redemption
or
sale of Fund shares. An index is a statistical
composite
that tracks a specified financial
market
or sector. Unlike the Fund, the index
does
not actually hold a portfolio of securities
and
therefore does not incur the expenses
incurred
by the Fund. These expenses
negatively
impact the performance of the
Fund.
The Fund’s past performance does not
predict
future performance. |
|
Beginning
Account
Value
September
1, 2023
|
Ending
Account
Value
February
29, 2024
|
Annualized
Expense
Ratio
Based
on the
Six-Month
Period
|
Expenses
Paid
During
the
Six-Month
Period
(a) |
FT
Vest U.S. Equity Buffer ETF - January (FJAN)
| ||||
Actual |
$1,000.00 |
$1,097.40 |
0.85% |
$4.43 |
Hypothetical
(5% return before expenses) |
$1,000.00 |
$1,020.64 |
0.85% |
$4.27 |
FT
Vest U.S. Equity Deep Buffer ETF - January (DJAN)
| ||||
Actual |
$1,000.00 |
$1,071.10 |
0.85% |
$4.38 |
Hypothetical
(5% return before expenses) |
$1,000.00 |
$1,020.64 |
0.85% |
$4.27 |
FT
Vest U.S. Equity Buffer ETF - February (FFEB)
| ||||
Actual |
$1,000.00 |
$1,102.40 |
0.85% |
$4.44 |
Hypothetical
(5% return before expenses) |
$1,000.00 |
$1,020.64 |
0.85% |
$4.27 |
FT
Vest U.S. Equity Deep Buffer ETF - February (DFEB)
| ||||
Actual |
$1,000.00 |
$1,071.60 |
0.85% |
$4.38 |
Hypothetical
(5% return before expenses) |
$1,000.00 |
$1,020.64 |
0.85% |
$4.27 |
|
Beginning
Account
Value
September
1, 2023
|
Ending
Account
Value
February
29, 2024
|
Annualized
Expense
Ratio
Based
on the
Six-Month
Period
|
Expenses
Paid
During
the
Six-Month
Period
(a) |
FT
Vest U.S. Equity Buffer ETF - March (FMAR)
| ||||
Actual |
$1,000.00 |
$1,067.40 |
0.85% |
$4.37 |
Hypothetical
(5% return before expenses) |
$1,000.00 |
$1,020.64 |
0.85% |
$4.27 |
FT
Vest U.S. Equity Deep Buffer ETF - March (DMAR)
| ||||
Actual |
$1,000.00 |
$1,048.90 |
0.85% |
$4.33 |
Hypothetical
(5% return before expenses) |
$1,000.00 |
$1,020.64 |
0.85% |
$4.27 |
FT
Vest U.S. Equity Buffer ETF - April (FAPR)
| ||||
Actual |
$1,000.00 |
$1,086.90 |
0.85% |
$4.41 |
Hypothetical
(5% return before expenses) |
$1,000.00 |
$1,020.64 |
0.85% |
$4.27 |
FT
Vest U.S. Equity Deep Buffer ETF - April (DAPR)
| ||||
Actual |
$1,000.00 |
$1,064.30 |
0.85% |
$4.36 |
Hypothetical
(5% return before expenses) |
$1,000.00 |
$1,020.64 |
0.85% |
$4.27 |
FT
Vest U.S. Equity Buffer ETF - May (FMAY)
| ||||
Actual |
$1,000.00 |
$1,087.30 |
0.85% |
$4.41 |
Hypothetical
(5% return before expenses) |
$1,000.00 |
$1,020.64 |
0.85% |
$4.27 |
FT
Vest U.S. Equity Deep Buffer ETF - May (DMAY)
| ||||
Actual |
$1,000.00 |
$1,066.20 |
0.85% |
$4.37 |
Hypothetical
(5% return before expenses) |
$1,000.00 |
$1,020.64 |
0.85% |
$4.27 |
FT
Vest U.S. Equity Buffer ETF - June (FJUN)
| ||||
Actual |
$1,000.00 |
$1,097.60 |
0.85% |
$4.43 |
Hypothetical
(5% return before expenses) |
$1,000.00 |
$1,020.64 |
0.85% |
$4.27 |
FT
Vest U.S. Equity Deep Buffer ETF - June (DJUN)
| ||||
Actual |
$1,000.00 |
$1,086.30 |
0.85% |
$4.41 |
Hypothetical
(5% return before expenses) |
$1,000.00 |
$1,020.64 |
0.85% |
$4.27 |
FT
Vest U.S. Equity Buffer ETF - July (FJUL)
| ||||
Actual |
$1,000.00 |
$1,099.40 |
0.85% |
$4.44 |
Hypothetical
(5% return before expenses) |
$1,000.00 |
$1,020.64 |
0.85% |
$4.27 |
FT
Vest U.S. Equity Deep Buffer ETF - July (DJUL)
| ||||
Actual |
$1,000.00 |
$1,090.10 |
0.85% |
$4.42 |
Hypothetical
(5% return before expenses) |
$1,000.00 |
$1,020.64 |
0.85% |
$4.27 |
FT
Vest U.S. Equity Buffer ETF - August (FAUG)
| ||||
Actual |
$1,000.00 |
$1,093.50 |
0.85% |
$4.42 |
Hypothetical
(5% return before expenses) |
$1,000.00 |
$1,020.64 |
0.85% |
$4.27 |
FT
Vest U.S. Equity Deep Buffer ETF - August (DAUG)
| ||||
Actual |
$1,000.00 |
$1,075.20 |
0.85% |
$4.39 |
Hypothetical
(5% return before expenses) |
$1,000.00 |
$1,020.64 |
0.85% |
$4.27 |
FT
Vest U.S. Equity Buffer ETF - September (FSEP)
| ||||
Actual |
$1,000.00 |
$1,086.80 |
0.85% |
$4.41 |
Hypothetical
(5% return before expenses) |
$1,000.00 |
$1,020.64 |
0.85% |
$4.27 |
FT
Vest U.S. Equity Deep Buffer ETF - September (DSEP)
| ||||
Actual |
$1,000.00 |
$1,080.40 |
0.85% |
$4.40 |
Hypothetical
(5% return before expenses) |
$1,000.00 |
$1,020.64 |
0.85% |
$4.27 |
FT
Vest U.S. Equity Buffer ETF - October (FOCT)
| ||||
Actual |
$1,000.00 |
$1,047.80 |
0.85% |
$4.33 |
Hypothetical
(5% return before expenses) |
$1,000.00 |
$1,020.64 |
0.85% |
$4.27 |
|
Beginning
Account
Value
September
1, 2023
|
Ending
Account
Value
February
29, 2024
|
Annualized
Expense
Ratio
Based
on the
Six-Month
Period
|
Expenses
Paid
During
the
Six-Month
Period
(a) |
FT
Vest U.S. Equity Deep Buffer ETF - October (DOCT)
| ||||
Actual |
$1,000.00 |
$1,050.70 |
0.85% |
$4.33 |
Hypothetical
(5% return before expenses) |
$1,000.00 |
$1,020.64 |
0.85% |
$4.27 |
FT
Vest U.S. Equity Buffer ETF - November (FNOV)
| ||||
Actual |
$1,000.00 |
$1,078.80 |
0.85% |
$4.39 |
Hypothetical
(5% return before expenses) |
$1,000.00 |
$1,020.64 |
0.85% |
$4.27 |
FT
Vest U.S. Equity Deep Buffer ETF - November (DNOV)
| ||||
Actual |
$1,000.00 |
$1,081.80 |
0.85% |
$4.40 |
Hypothetical
(5% return before expenses) |
$1,000.00 |
$1,020.64 |
0.85% |
$4.27 |
FT
Vest U.S. Equity Buffer ETF - December (FDEC)
| ||||
Actual |
$1,000.00 |
$1,112.90 |
0.85% |
$4.47 |
Hypothetical
(5% return before expenses) |
$1,000.00 |
$1,020.64 |
0.85% |
$4.27 |
FT
Vest U.S. Equity Deep Buffer ETF - December (DDEC)
| ||||
Actual |
$1,000.00 |
$1,082.40 |
0.85% |
$4.40 |
Hypothetical
(5% return before expenses) |
$1,000.00 |
$1,020.64 |
0.85% |
$4.27 |
FT
Vest Buffered Allocation Defensive ETF (BUFT) (b) | ||||
Actual |
$1,000.00 |
$1,057.20 |
0.20% |
$1.02 |
Hypothetical
(5% return before expenses) |
$1,000.00 |
$1,023.87 |
0.20% |
$1.01 |
FT
Vest Buffered Allocation Growth ETF (BUFG) (b) | ||||
Actual |
$1,000.00 |
$1,084.80 |
0.20% |
$1.04 |
Hypothetical
(5% return before expenses) |
$1,000.00 |
$1,023.87 |
0.20% |
$1.01 |
(a) |
Expenses
are equal to the annualized expense ratio as indicated in the table
multiplied by the average account value over the period
(September
1, 2023 through February 29, 2024), multiplied by 182/366 (to reflect the
six-month period). |
(b) |
Annualized
expense ratio and expenses paid during the six-month period do not include
fees and expenses of the underlying funds in which the
Fund
invests. |
Shares |
Description |
Value | |||
MONEY
MARKET FUNDS — 1.1% | |||||
7,512,116 |
Dreyfus
Government Cash Management Fund, Institutional Shares - 5.21%
(a) |
$7,512,116 | |||
|
(Cost
$7,512,116) |
| |||
|
Total
Investments — 1.1% |
7,512,116 | |||
|
(Cost
$7,512,116) |
|
Number
of
Contracts |
Description |
Notional
Amount |
Exercise
Price |
Expiration
Date |
Value |
PURCHASED
OPTIONS — 102.9% | |||||
|
Call
Options Purchased — 100.0% |
| |||
14,468 |
SPDR®
S&P 500®
ETF Trust
|
$735,090,144 |
$4.82 |
01/17/25 |
719,652,788 |
|
(Cost
$686,271,943) |
|
|
|
|
|
Put
Options Purchased — 2.9% |
| |||
14,468 |
SPDR®
S&P 500®
ETF Trust
|
735,090,144 |
482.43 |
01/17/25 |
20,544,560 |
|
(Cost
$32,041,314) |
|
|
|
|
|
Total
Purchased Options |
740,197,348 | |||
|
(Cost
$718,313,257) |
| |||
WRITTEN
OPTIONS — (3.9)% | |||||
|
Call
Options Written — (2.5)% |
| |||
(14,468) |
SPDR®
S&P 500®
ETF Trust
|
(735,090,144
) |
558.17 |
01/17/25 |
(17,810,108
) |
|
(Premiums
received $8,253,399) |
|
|
|
|
|
Put
Options Written — (1.4)% |
| |||
(14,468) |
SPDR®
S&P 500®
ETF Trust
|
(735,090,144
) |
434.19 |
01/17/25 |
(10,214,408
) |
|
(Premiums
received $16,703,961) |
|
|
|
|
|
Total
Written Options |
(28,024,516
) | |||
|
(Premiums
received $24,957,360) |
| |||
|
Net
Other Assets and Liabilities — (0.1)% |
(432,329
) | |||
|
Net
Assets — 100.0% |
$719,252,619 |
(a) |
Rate
shown reflects yield as of February 29,
2024. |
Fund
Allocation |
%
of
Net
Assets |
Money
Market Funds |
1.1% |
Purchased
Options |
102.9 |
Written
Options |
(3.9) |
Net
Other Assets and Liabilities |
(0.1) |
Total |
100.0% |
ASSETS
TABLE | ||||
|
Total
Value
at
2/29/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Money
Market Funds |
$7,512,116 |
$7,512,116 |
$— |
$— |
Purchased
Options |
740,197,348 |
— |
740,197,348 |
— |
Total |
$747,709,464 |
$7,512,116 |
$740,197,348 |
$— |
LIABILITIES
TABLE | ||||
|
Total
Value
at
2/29/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Written
Options |
$(28,024,516
) |
$— |
$(28,024,516
) |
$— |
Shares |
Description |
Value | |||
MONEY
MARKET FUNDS — 1.0% | |||||
3,293,913 |
Dreyfus
Government Cash Management Fund, Institutional Shares - 5.21%
(a) |
$3,293,913 | |||
|
(Cost
$3,293,913) |
| |||
|
Total
Investments — 1.0% |
3,293,913 | |||
|
(Cost
$3,293,913) |
|
Number
of
Contracts |
Description |
Notional
Amount |
Exercise
Price |
Expiration
Date |
Value |
PURCHASED
OPTIONS — 102.7% | |||||
|
Call
Options Purchased — 100.7% |
| |||
6,394 |
SPDR®
S&P 500®
ETF Trust
|
$324,866,352 |
$4.81 |
01/17/25 |
318,510,716 |
|
(Cost
$303,167,223) |
|
|
|
|
|
Put
Options Purchased — 2.0% |
| |||
6,394 |
SPDR®
S&P 500®
ETF Trust
|
324,866,352 |
458.31 |
01/17/25 |
6,349,242 |
|
(Cost
$9,532,175) |
|
|
|
|
|
Total
Purchased Options |
324,859,958 | |||
|
(Cost
$312,699,398) |
| |||
WRITTEN
OPTIONS — (3.6)% | |||||
|
Call
Options Written — (3.2)% |
| |||
(6,394) |
SPDR®
S&P 500®
ETF Trust
|
(324,866,352
) |
549.68 |
01/17/25 |
(10,153,672
) |
|
(Premiums
received $4,261,379) |
|
|
|
|
|
Put
Options Written — (0.4)% |
| |||
(6,394) |
SPDR®
S&P 500®
ETF Trust
|
(324,866,352
) |
337.70 |
01/17/25 |
(1,368,316
) |
|
(Premiums
received $2,101,945) |
|
|
|
|
|
Total
Written Options |
(11,521,988
) | |||
|
(Premiums
received $6,363,324) |
| |||
|
Net
Other Assets and Liabilities — (0.1)% |
(212,802
) | |||
|
Net
Assets — 100.0% |
$316,419,081 |
(a) |
Rate
shown reflects yield as of February 29,
2024. |
Fund
Allocation |
%
of
Net
Assets |
Money
Market Funds |
1.0% |
Purchased
Options |
102.7 |
Written
Options |
(3.6) |
Net
Other Assets and Liabilities |
(0.1) |
Total |
100.0% |
ASSETS
TABLE | ||||
|
Total
Value
at
2/29/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Money
Market Funds |
$3,293,913 |
$3,293,913 |
$— |
$— |
Purchased
Options |
324,859,958 |
— |
324,859,958 |
— |
Total |
$328,153,871 |
$3,293,913 |
$324,859,958 |
$— |
LIABILITIES
TABLE | ||||
|
Total
Value
at
2/29/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Written
Options |
$(11,521,988
) |
$— |
$(11,521,988
) |
$— |
Shares |
Description |
Value | |||
MONEY
MARKET FUNDS — 1.1% | |||||
8,529,898 |
Dreyfus
Government Cash Management Fund, Institutional Shares - 5.21%
(a) |
$8,529,898 | |||
|
(Cost
$8,529,898) |
| |||
|
Total
Investments — 1.1% |
8,529,898 | |||
|
(Cost
$8,529,898) |
|
Number
of
Contracts |
Description |
Notional
Amount |
Exercise
Price |
Expiration
Date |
Value |
PURCHASED
OPTIONS — 102.2% | |||||
|
Call
Options Purchased — 98.5% |
| |||
15,003 |
SPDR®
S&P 500®
ETF Trust
|
$762,272,424 |
$5.00 |
02/21/25 |
748,422,631 |
|
(Cost
$734,849,329) |
|
|
|
|
|
Put
Options Purchased — 3.7% |
| |||
15,003 |
SPDR®
S&P 500®
ETF Trust
|
762,272,424 |
499.51 |
02/21/25 |
28,046,476 |
|
(Cost
$32,445,956) |
|
|
|
|
|
Total
Purchased Options |
776,469,107 | |||
|
(Cost
$767,295,285) |
| |||
WRITTEN
OPTIONS — (3.3)% | |||||
|
Call
Options Written — (1.4)% |
| |||
(15,003) |
SPDR®
S&P 500®
ETF Trust
|
(762,272,424
) |
583.53 |
02/21/25 |
(10,870,597
) |
|
(Premiums
received $8,626,806) |
|
|
|
|
|
Put
Options Written — (1.9)% |
| |||
(15,003) |
SPDR®
S&P 500®
ETF Trust
|
(762,272,424
) |
449.56 |
02/21/25 |
(14,380,110
) |
|
(Premiums
received $16,679,229) |
|
|
|
|
|
Total
Written Options |
(25,250,707
) | |||
|
(Premiums
received $25,306,035) |
| |||
|
Net
Other Assets and Liabilities — (0.0)% |
(376,911
) | |||
|
Net
Assets — 100.0% |
$759,371,387 |
(a) |
Rate
shown reflects yield as of February 29,
2024. |
Fund
Allocation |
%
of
Net
Assets |
Money
Market Funds |
1.1% |
Purchased
Options |
102.2 |
Written
Options |
(3.3) |
Net
Other Assets and Liabilities |
(0.0)(1)
|
Total |
100.0% |
(1)
|
Amount
is less than 0.1%. |
ASSETS
TABLE | ||||
|
Total
Value
at
2/29/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Money
Market Funds |
$8,529,898 |
$8,529,898 |
$— |
$— |
Purchased
Options |
776,469,107 |
— |
776,469,107 |
— |
Total |
$784,999,005 |
$8,529,898 |
$776,469,107 |
$— |
LIABILITIES
TABLE | ||||
|
Total
Value
at
2/29/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Written
Options |
$(25,250,707
) |
$— |
$(25,250,707
) |
$— |
Shares |
Description |
Value | |||
MONEY
MARKET FUNDS — 1.1% | |||||
3,397,693 |
Dreyfus
Government Cash Management Fund, Institutional Shares - 5.21%
(a) |
$3,397,693 | |||
|
(Cost
$3,397,693) |
| |||
|
Total
Investments — 1.1% |
3,397,693 | |||
|
(Cost
$3,397,693) |
|
Number
of
Contracts |
Description |
Notional
Amount |
Exercise
Price |
Expiration
Date |
Value |
PURCHASED
OPTIONS — 101.3% | |||||
|
Call
Options Purchased — 98.6% |
| |||
6,159 |
SPDR®
S&P 500®
ETF Trust
|
$312,926,472 |
$4.99 |
02/21/25 |
306,373,296 |
|
(Cost
$301,847,563) |
|
|
|
|
|
Put
Options Purchased — 2.7% |
| |||
6,159 |
SPDR®
S&P 500®
ETF Trust
|
312,926,472 |
474.53 |
02/21/25 |
8,400,876 |
|
(Cost
$9,536,757) |
|
|
|
|
|
Total
Purchased Options |
314,774,172 | |||
|
(Cost
$311,384,320) |
| |||
WRITTEN
OPTIONS — (2.4)% | |||||
|
Call
Options Written — (1.9)% |
| |||
(6,159) |
SPDR®
S&P 500®
ETF Trust
|
(312,926,472
) |
574.69 |
02/21/25 |
(5,838,732
) |
|
(Premiums
received $4,707,520) |
|
|
|
|
|
Put
Options Written — (0.5)% |
| |||
(6,159) |
SPDR®
S&P 500®
ETF Trust
|
(312,926,472
) |
349.66 |
02/21/25 |
(1,687,566
) |
|
(Premiums
received $1,932,120) |
|
|
|
|
|
Total
Written Options |
(7,526,298
) | |||
|
(Premiums
received $6,639,640) |
| |||
|
Net
Other Assets and Liabilities — (0.0)% |
(108,049
) | |||
|
Net
Assets — 100.0% |
$310,537,518 |
(a) |
Rate
shown reflects yield as of February 29,
2024. |
Fund
Allocation |
%
of
Net
Assets |
Money
Market Funds |
1.1% |
Purchased
Options |
101.3 |
Written
Options |
(2.4) |
Net
Other Assets and Liabilities |
(0.0)(1)
|
Total |
100.0% |
(1)
|
Amount
is less than 0.1%. |
ASSETS
TABLE | ||||
|
Total
Value
at
2/29/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Money
Market Funds |
$3,397,693 |
$3,397,693 |
$— |
$— |
Purchased
Options |
314,774,172 |
— |
314,774,172 |
— |
Total |
$318,171,865 |
$3,397,693 |
$314,774,172 |
$— |
LIABILITIES
TABLE | ||||
|
Total
Value
at
2/29/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Written
Options |
$(7,526,298
) |
$— |
$(7,526,298
) |
$— |
Shares |
Description |
Value | |||
MONEY
MARKET FUNDS — 0.3% | |||||
1,299,138 |
Dreyfus
Government Cash Management Fund, Institutional Shares - 5.21%
(a) |
$1,299,138 | |||
|
(Cost
$1,299,138) |
| |||
|
Total
Investments — 0.3% |
1,299,138 | |||
|
(Cost
$1,299,138) |
|
Number
of
Contracts |
Description |
Notional
Amount |
Exercise
Price |
Expiration
Date |
Value |
PURCHASED
OPTIONS — 109.1% | |||||
|
Call
Options Purchased — 109.1% |
| |||
9,495 |
SPDR®
S&P 500®
ETF Trust
|
$482,421,960 |
$3.90 |
03/15/24 |
477,435,467 |
|
(Cost
$391,498,271) |
|
|
|
|
|
Put
Options Purchased — 0.0% |
| |||
9,495 |
SPDR®
S&P 500®
ETF Trust
|
482,421,960 |
389.99 |
03/15/24 |
52,326 |
|
(Cost
$14,536,629) |
|
|
|
|
|
Total
Purchased Options |
477,487,793 | |||
|
(Cost
$406,034,900) |
| |||
WRITTEN
OPTIONS — (9.3)% | |||||
|
Call
Options Written — (9.3)% |
| |||
(9,495) |
SPDR®
S&P 500®
ETF Trust
|
(482,421,960
) |
465.45 |
03/15/24 |
(40,620,204
) |
|
(Premiums
received $10,552,686) |
|
|
|
|
|
Put
Options Written — (0.0)% |
| |||
(9,495) |
SPDR®
S&P 500®
ETF Trust
|
(482,421,960
) |
350.99 |
03/15/24 |
(31,491
) |
|
(Premiums
received $6,570,594) |
|
|
|
|
|
Total
Written Options |
(40,651,695
) | |||
|
(Premiums
received $17,123,280) |
| |||
|
Net
Other Assets and Liabilities — (0.1)% |
(292,169
) | |||
|
Net
Assets — 100.0% |
$437,843,067 |
(a) |
Rate
shown reflects yield as of February 29,
2024. |
Fund
Allocation |
%
of
Net
Assets |
Money
Market Funds |
0.3% |
Purchased
Options |
109.1 |
Written
Options |
(9.3) |
Net
Other Assets and Liabilities |
(0.1) |
Total |
100.0% |
ASSETS
TABLE | ||||
|
Total
Value
at
2/29/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Money
Market Funds |
$1,299,138 |
$1,299,138 |
$— |
$— |
Purchased
Options |
477,487,793 |
— |
477,487,793 |
— |
Total |
$478,786,931 |
$1,299,138 |
$477,487,793 |
$— |
LIABILITIES
TABLE | ||||
|
Total
Value
at
2/29/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Written
Options |
$(40,651,695
) |
$— |
$(40,651,695
) |
$— |
Shares |
Description |
Value | |||
MONEY
MARKET FUNDS — 0.3% | |||||
506,168 |
Dreyfus
Government Cash Management Fund, Institutional Shares - 5.21%
(a) |
$506,168 | |||
|
(Cost
$506,168) |
| |||
|
Total
Investments — 0.3% |
506,168 | |||
|
(Cost
$506,168) |
|
Number
of
Contracts |
Description |
Notional
Amount |
Exercise
Price |
Expiration
Date |
Value |
PURCHASED
OPTIONS — 113.8% | |||||
|
Call
Options Purchased — 113.8% |
| |||
3,708 |
SPDR®
S&P 500®
ETF Trust
|
$188,396,064 |
$3.89 |
03/15/24 |
186,452,430 |
|
(Cost
$145,746,835) |
|
|
|
|
|
Put
Options Purchased — 0.0% |
| |||
3,708 |
SPDR®
S&P 500®
ETF Trust
|
188,396,064 |
370.49 |
03/15/24 |
15,774 |
|
(Cost
$8,154,971) |
|
|
|
|
|
Total
Purchased Options |
186,468,204 | |||
|
(Cost
$153,901,806) |
| |||
WRITTEN
OPTIONS — (14.0)% | |||||
|
Call
Options Written — (14.0)% |
| |||
(3,708) |
SPDR®
S&P 500®
ETF Trust
|
(188,396,064
) |
445.99 |
03/15/24 |
(23,032,601
) |
|
(Premiums
received $4,133,308) |
|
|
|
|
|
Put
Options Written — (0.0)% |
| |||
(3,708) |
SPDR®
S&P 500®
ETF Trust
|
(188,396,064
) |
272.99 |
03/15/24 |
(4,728
) |
|
(Premiums
received $1,715,111) |
|
|
|
|
|
Total
Written Options |
(23,037,329
) | |||
|
(Premiums
received $5,848,419) |
| |||
|
Net
Other Assets and Liabilities — (0.1)% |
(127,824
) | |||
|
Net
Assets — 100.0% |
$163,809,219 |
(a) |
Rate
shown reflects yield as of February 29,
2024. |
Fund
Allocation |
%
of
Net
Assets |
Money
Market Funds |
0.3% |
Purchased
Options |
113.8 |
Written
Options |
(14.0) |
Net
Other Assets and Liabilities |
(0.1) |
Total |
100.0% |
ASSETS
TABLE | ||||
|
Total
Value
at
2/29/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Money
Market Funds |
$506,168 |
$506,168 |
$— |
$— |
Purchased
Options |
186,468,204 |
— |
186,468,204 |
— |
Total |
$186,974,372 |
$506,168 |
$186,468,204 |
$— |
LIABILITIES
TABLE | ||||
|
Total
Value
at
2/29/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Written
Options |
$(23,037,329
) |
$— |
$(23,037,329
) |
$— |
Shares |
Description |
Value | |||
MONEY
MARKET FUNDS — 0.6% | |||||
2,724,441 |
Dreyfus
Government Cash Management Fund, Institutional Shares - 5.21%
(a) |
$2,724,441 | |||
|
(Cost
$2,724,441) |
| |||
|
Total
Investments — 0.6% |
2,724,441 | |||
|
(Cost
$2,724,441) |
|
Number
of
Contracts |
Description |
Notional
Amount |
Exercise
Price |
Expiration
Date |
Value |
PURCHASED
OPTIONS — 104.9% | |||||
|
Call
Options Purchased — 104.8% |
| |||
9,685 |
SPDR®
S&P 500®
ETF Trust
|
$492,075,480 |
$4.12 |
04/19/24 |
486,642,195 |
|
(Cost
$414,344,575) |
|
|
|
|
|
Put
Options Purchased — 0.1% |
| |||
9,685 |
SPDR®
S&P 500®
ETF Trust
|
492,075,480 |
412.20 |
04/19/24 |
319,605 |
|
(Cost
$23,968,980) |
|
|
|
|
|
Total
Purchased Options |
486,961,800 | |||
|
(Cost
$438,313,555) |
| |||
WRITTEN
OPTIONS — (5.2)% | |||||
|
Call
Options Written — (5.2)% |
| |||
(9,685) |
SPDR®
S&P 500®
ETF Trust
|
(492,075,480
) |
488.37 |
04/19/24 |
(23,863,840
) |
|
(Premiums
received $5,474,929) |
|
|
|
|
|
Put
Options Written — (0.0)% |
| |||
(9,685) |
SPDR®
S&P 500®
ETF Trust
|
(492,075,480
) |
370.98 |
04/19/24 |
(174,330
) |
|
(Premiums
received $8,196,258) |
|
|
|
|
|
Total
Written Options |
(24,038,170
) | |||
|
(Premiums
received $13,671,187) |
| |||
|
Net
Other Assets and Liabilities — (0.3)% |
(1,209,293
) | |||
|
Net
Assets — 100.0% |
$464,438,778 |
(a) |
Rate
shown reflects yield as of February 29,
2024. |
Fund
Allocation |
%
of
Net
Assets |
Money
Market Funds |
0.6% |
Purchased
Options |
104.9 |
Written
Options |
(5.2) |
Net
Other Assets and Liabilities |
(0.3) |
Total |
100.0% |
ASSETS
TABLE | ||||
|
Total
Value
at
2/29/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Money
Market Funds |
$2,724,441 |
$2,724,441 |
$— |
$— |
Purchased
Options |
486,961,800 |
— |
486,961,800 |
— |
Total |
$489,686,241 |
$2,724,441 |
$486,961,800 |
$— |
LIABILITIES
TABLE | ||||
|
Total
Value
at
2/29/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Written
Options |
$(24,038,170
) |
$— |
$(24,038,170
) |
$— |
Shares |
Description |
Value | |||
MONEY
MARKET FUNDS — 0.4% | |||||
844,724 |
Dreyfus
Government Cash Management Fund, Institutional Shares - 5.21%
(a) |
$844,724 | |||
|
(Cost
$844,724) |
| |||
|
Total
Investments — 0.4% |
844,724 | |||
|
(Cost
$844,724) |
|
Number
of
Contracts |
Description |
Notional
Amount |
Exercise
Price |
Expiration
Date |
Value |
PURCHASED
OPTIONS — 108.8% | |||||
|
Call
Options Purchased — 108.7% |
| |||
4,580 |
SPDR®
S&P 500®
ETF Trust
|
$232,700,640 |
$4.11 |
04/19/24 |
230,399,200 |
|
(Cost
$188,836,740) |
|
|
|
|
|
Put
Options Purchased — 0.1% |
| |||
4,580 |
SPDR®
S&P 500®
ETF Trust
|
232,700,640 |
391.59 |
04/19/24 |
102,336 |
|
(Cost
$9,104,782) |
|
|
|
|
|
Total
Purchased Options |
230,501,536 | |||
|
(Cost
$197,941,522) |
| |||
WRITTEN
OPTIONS — (9.1)% | |||||
|
Call
Options Written — (9.1)% |
| |||
(4,580) |
SPDR®
S&P 500®
ETF Trust
|
(232,700,640
) |
470.11 |
04/19/24 |
(19,204,813
) |
|
(Premiums
received $5,508,593) |
|
|
|
|
|
Put
Options Written — (0.0)% |
| |||
(4,580) |
SPDR®
S&P 500®
ETF Trust
|
(232,700,640
) |
288.54 |
04/19/24 |
(18,047
) |
|
(Premiums
received $1,610,523) |
|
|
|
|
|
Total
Written Options |
(19,222,860
) | |||
|
(Premiums
received $7,119,116) |
| |||
|
Net
Other Assets and Liabilities — (0.1)% |
(134,442
) | |||
|
Net
Assets — 100.0% |
$211,988,958 |
(a) |
Rate
shown reflects yield as of February 29,
2024. |
Fund
Allocation |
%
of
Net
Assets |
Money
Market Funds |
0.4% |
Purchased
Options |
108.8 |
Written
Options |
(9.1) |
Net
Other Assets and Liabilities |
(0.1) |
Total |
100.0% |
ASSETS
TABLE | ||||
|
Total
Value
at
2/29/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Money
Market Funds |
$844,724 |
$844,724 |
$— |
$— |
Purchased
Options |
230,501,536 |
— |
230,501,536 |
— |
Total |
$231,346,260 |
$844,724 |
$230,501,536 |
$— |
LIABILITIES
TABLE | ||||
|
Total
Value
at
2/29/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Written
Options |
$(19,222,860
) |
$— |
$(19,222,860
) |
$— |
Shares |
Description |
Value | |||
MONEY
MARKET FUNDS — 0.5% | |||||
2,482,382 |
Dreyfus
Government Cash Management Fund, Institutional Shares - 5.21%
(a) |
$2,482,382 | |||
|
(Cost
$2,482,382) |
| |||
|
Total
Investments — 0.5% |
2,482,382 | |||
|
(Cost
$2,482,382) |
|
Number
of
Contracts |
Description |
Notional
Amount |
Exercise
Price |
Expiration
Date |
Value |
PURCHASED
OPTIONS — 105.0% | |||||
|
Call
Options Purchased — 104.8% |
| |||
11,178 |
SPDR®
S&P 500®
ETF Trust
|
$567,931,824 |
$4.19 |
05/17/24 |
562,604,935 |
|
(Cost
$483,352,719) |
|
|
|
|
|
Put
Options Purchased — 0.2% |
| |||
11,178 |
SPDR®
S&P 500®
ETF Trust
|
567,931,824 |
418.62 |
05/17/24 |
764,769 |
|
(Cost
$28,911,619) |
|
|
|
|
|
Total
Purchased Options |
563,369,704 | |||
|
(Cost
$512,264,338) |
| |||
WRITTEN
OPTIONS — (5.4)% | |||||
|
Call
Options Written — (5.3)% |
| |||
(11,178) |
SPDR®
S&P 500®
ETF Trust
|
(567,931,824
) |
492.51 |
05/17/24 |
(28,417,219
) |
|
(Premiums
received $6,238,985) |
|
|
|
|
|
Put
Options Written — (0.1)% |
| |||
(11,178) |
SPDR®
S&P 500®
ETF Trust
|
(567,931,824
) |
376.76 |
05/17/24 |
(368,782
) |
|
(Premiums
received $9,044,452) |
|
|
|
|
|
Total
Written Options |
(28,786,001
) | |||
|
(Premiums
received $15,283,437) |
| |||
|
Net
Other Assets and Liabilities — (0.1)% |
(375,010
) | |||
|
Net
Assets — 100.0% |
$536,691,075 |
(a) |
Rate
shown reflects yield as of February 29,
2024. |
Fund
Allocation |
%
of
Net
Assets |
Money
Market Funds |
0.5% |
Purchased
Options |
105.0 |
Written
Options |
(5.4) |
Net
Other Assets and Liabilities |
(0.1) |
Total |
100.0% |
ASSETS
TABLE | ||||
|
Total
Value
at
2/29/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Money
Market Funds |
$2,482,382 |
$2,482,382 |
$— |
$— |
Purchased
Options |
563,369,704 |
— |
563,369,704 |
— |
Total |
$565,852,086 |
$2,482,382 |
$563,369,704 |
$— |
LIABILITIES
TABLE | ||||
|
Total
Value
at
2/29/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Written
Options |
$(28,786,001
) |
$— |
$(28,786,001
) |
$— |
Shares |
Description |
Value | |||
MONEY
MARKET FUNDS — 0.5% | |||||
837,921 |
Dreyfus
Government Cash Management Fund, Institutional Shares - 5.21%
(a) |
$837,921 | |||
|
(Cost
$837,921) |
| |||
|
Total
Investments — 0.5% |
837,921 | |||
|
(Cost
$837,921) |
|
Number
of
Contracts |
Description |
Notional
Amount |
Exercise
Price |
Expiration
Date |
Value |
PURCHASED
OPTIONS — 108.2% | |||||
|
Call
Options Purchased — 108.1% |
| |||
3,917 |
SPDR®
S&P 500®
ETF Trust
|
$199,014,936 |
$4.18 |
05/17/24 |
197,152,155 |
|
(Cost
$165,432,710) |
|
|
|
|
|
Put
Options Purchased — 0.1% |
| |||
3,917 |
SPDR®
S&P 500®
ETF Trust
|
199,014,936 |
397.69 |
05/17/24 |
186,945 |
|
(Cost
$7,948,558) |
|
|
|
|
|
Total
Purchased Options |
197,339,100 | |||
|
(Cost
$173,381,268) |
| |||
WRITTEN
OPTIONS — (8.6)% | |||||
|
Call
Options Written — (8.6)% |
| |||
(3,917) |
SPDR®
S&P 500®
ETF Trust
|
(199,014,936
) |
475.85 |
05/17/24 |
(15,619,527
) |
|
(Premiums
received $4,411,060) |
|
|
|
|
|
Put
Options Written — (0.0)% |
| |||
(3,917) |
SPDR®
S&P 500®
ETF Trust
|
(199,014,936
) |
293.03 |
05/17/24 |
(26,727
) |
|
(Premiums
received $1,180,837) |
|
|
|
|
|
Total
Written Options |
(15,646,254
) | |||
|
(Premiums
received $5,591,897) |
| |||
|
Net
Other Assets and Liabilities — (0.1)% |
(113,957
) | |||
|
Net
Assets — 100.0% |
$182,416,810 |
(a) |
Rate
shown reflects yield as of February 29,
2024. |
Fund
Allocation |
%
of
Net
Assets |
Money
Market Funds |
0.5% |
Purchased
Options |
108.2 |
Written
Options |
(8.6) |
Net
Other Assets and Liabilities |
(0.1) |
Total |
100.0% |
ASSETS
TABLE | ||||
|
Total
Value
at
2/29/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Money
Market Funds |
$837,921 |
$837,921 |
$— |
$— |
Purchased
Options |
197,339,100 |
— |
197,339,100 |
— |
Total |
$198,177,021 |
$837,921 |
$197,339,100 |
$— |
LIABILITIES
TABLE | ||||
|
Total
Value
at
2/29/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Written
Options |
$(15,646,254
) |
$— |
$(15,646,254
) |
$— |
Shares |
Description |
Value | |||
MONEY
MARKET FUNDS — 2.8% | |||||
18,645,570 |
Dreyfus
Government Cash Management Fund, Institutional Shares - 5.21%
(a) |
$18,645,570 | |||
|
(Cost
$18,645,570) |
| |||
|
Total
Investments — 2.8% |
18,645,570 | |||
|
(Cost
$18,645,570) |
|
Number
of
Contracts |
Description |
Notional
Amount |
Exercise
Price |
Expiration
Date |
Value |
PURCHASED
OPTIONS — 101.9% | |||||
|
Call
Options Purchased — 101.5% |
| |||
13,335 |
SPDR®
S&P 500®
ETF Trust
|
$677,524,680 |
$4.39 |
06/21/24 |
668,734,859 |
|
(Cost
$592,055,092) |
|
|
|
|
|
Put
Options Purchased — 0.4% |
| |||
13,335 |
SPDR®
S&P 500®
ETF Trust
|
677,524,680 |
439.46 |
06/21/24 |
2,469,883 |
|
(Cost
$25,228,477) |
|
|
|
|
|
Total
Purchased Options |
671,204,742 | |||
|
(Cost
$617,283,569) |
| |||
WRITTEN
OPTIONS — (2.4)% | |||||
|
Call
Options Written — (2.2)% |
| |||
(13,335) |
SPDR®
S&P 500®
ETF Trust
|
(677,524,680
) |
519.66 |
06/21/24 |
(14,448,405
) |
|
(Premiums
received $7,140,921) |
|
|
|
|
|
Put
Options Written — (0.2)% |
| |||
(13,335) |
SPDR®
S&P 500®
ETF Trust
|
(677,524,680
) |
395.51 |
06/21/24 |
(1,192,663
) |
|
(Premiums
received $10,995,574) |
|
|
|
|
|
Total
Written Options |
(15,641,068
) | |||
|
(Premiums
received $18,136,495) |
| |||
|
Net
Other Assets and Liabilities — (2.3)% |
(15,439,490
) | |||
|
Net
Assets — 100.0% |
$658,769,754 |
(a) |
Rate
shown reflects yield as of February 29,
2024. |
Fund
Allocation |
%
of
Net
Assets |
Money
Market Funds |
2.8% |
Purchased
Options |
101.9 |
Written
Options |
(2.4) |
Net
Other Assets and Liabilities |
(2.3) |
Total |
100.0% |
ASSETS
TABLE | ||||
|
Total
Value
at
2/29/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Money
Market Funds |
$18,645,570 |
$18,645,570 |
$— |
$— |
Purchased
Options |
671,204,742 |
— |
671,204,742 |
— |
Total |
$689,850,312 |
$18,645,570 |
$671,204,742 |
$— |
LIABILITIES
TABLE | ||||
|
Total
Value
at
2/29/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Written
Options |
$(15,641,068
) |
$— |
$(15,641,068
) |
$— |
Shares |
Description |
Value | |||
MONEY
MARKET FUNDS — 0.6% | |||||
957,683 |
Dreyfus
Government Cash Management Fund, Institutional Shares - 5.21%
(a) |
$957,683 | |||
|
(Cost
$957,683) |
| |||
|
Total
Investments — 0.6% |
957,683 | |||
|
(Cost
$957,683) |
|
Number
of
Contracts |
Description |
Notional
Amount |
Exercise
Price |
Expiration
Date |
Value |
PURCHASED
OPTIONS — 103.7% | |||||
|
Call
Options Purchased — 103.4% |
| |||
3,525 |
SPDR®
S&P 500®
ETF Trust
|
$179,098,200 |
$4.38 |
06/21/24 |
176,778,147 |
|
(Cost
$153,156,222) |
|
|
|
|
|
Put
Options Purchased — 0.3% |
| |||
3,525 |
SPDR®
S&P 500®
ETF Trust
|
179,098,200 |
417.49 |
06/21/24 |
439,701 |
|
(Cost
$7,048,803) |
|
|
|
|
|
Total
Purchased Options |
177,217,848 | |||
|
(Cost
$160,205,025) |
| |||
WRITTEN
OPTIONS — (4.2)% | |||||
|
Call
Options Written — (4.1)% |
| |||
(3,525) |
SPDR®
S&P 500®
ETF Trust
|
(179,098,200
) |
504.06 |
06/21/24 |
(7,054,571
) |
|
(Premiums
received $2,351,481) |
|
|
|
|
|
Put
Options Written — (0.1)% |
| |||
(3,525) |
SPDR®
S&P 500®
ETF Trust
|
(179,098,200
) |
307.62 |
06/21/24 |
(84,206
) |
|
(Premiums
received $2,076,705) |
|
|
|
|
|
Total
Written Options |
(7,138,777
) | |||
|
(Premiums
received $4,428,186) |
| |||
|
Net
Other Assets and Liabilities — (0.1)% |
(110,689
) | |||
|
Net
Assets — 100.0% |
$170,926,065 |
(a) |
Rate
shown reflects yield as of February 29,
2024. |
Fund
Allocation |
%
of
Net
Assets |
Money
Market Funds |
0.6% |
Purchased
Options |
103.7 |
Written
Options |
(4.2) |
Net
Other Assets and Liabilities |
(0.1) |
Total |
100.0% |
ASSETS
TABLE | ||||
|
Total
Value
at
2/29/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Money
Market Funds |
$957,683 |
$957,683 |
$— |
$— |
Purchased
Options |
177,217,848 |
— |
177,217,848 |
— |
Total |
$178,175,531 |
$957,683 |
$177,217,848 |
$— |
LIABILITIES
TABLE | ||||
|
Total
Value
at
2/29/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Written
Options |
$(7,138,777
) |
$— |
$(7,138,777
) |
$— |
Shares |
Description |
Value | |||
MONEY
MARKET FUNDS — 0.6% | |||||
3,691,149 |
Dreyfus
Government Cash Management Fund, Institutional Shares - 5.21%
(a) |
$3,691,149 | |||
|
(Cost
$3,691,149) |
| |||
|
Total
Investments — 0.6% |
3,691,149 | |||
|
(Cost
$3,691,149) |
|
Number
of
Contracts |
Description |
Notional
Amount |
Exercise
Price |
Expiration
Date |
Value |
PURCHASED
OPTIONS — 101.5% | |||||
|
Call
Options Purchased — 100.8% |
| |||
11,698 |
SPDR®
S&P 500®
ETF Trust
|
$594,351,984 |
$4.52 |
07/19/24 |
585,016,980 |
|
(Cost
$521,718,815) |
|
|
|
|
|
Put
Options Purchased — 0.7% |
| |||
11,698 |
SPDR®
S&P 500®
ETF Trust
|
594,351,984 |
452.18 |
07/19/24 |
3,755,058 |
|
(Cost
$25,253,816) |
|
|
|
|
|
Total
Purchased Options |
588,772,038 | |||
|
(Cost
$546,972,631) |
| |||
WRITTEN
OPTIONS — (2.0)% | |||||
|
Call
Options Written — (1.7)% |
| |||
(11,698) |
SPDR®
S&P 500®
ETF Trust
|
(594,351,984
) |
531.13 |
07/19/24 |
(10,013,488
) |
|
(Premiums
received $3,873,313) |
|
|
|
|
|
Put
Options Written — (0.3)% |
| |||
(11,698) |
SPDR®
S&P 500®
ETF Trust
|
(594,351,984
) |
406.96 |
07/19/24 |
(1,661,116
) |
|
(Premiums
received $11,018,392) |
|
|
|
|
|
Total
Written Options |
(11,674,604
) | |||
|
(Premiums
received $14,891,705) |
| |||
|
Net
Other Assets and Liabilities — (0.1)% |
(411,894
) | |||
|
Net
Assets — 100.0% |
$580,376,689 |
(a) |
Rate
shown reflects yield as of February 29,
2024. |
Fund
Allocation |
%
of
Net
Assets |
Money
Market Funds |
0.6% |
Purchased
Options |
101.5 |
Written
Options |
(2.0) |
Net
Other Assets and Liabilities |
(0.1) |
Total |
100.0% |
ASSETS
TABLE | ||||
|
Total
Value
at
2/29/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Money
Market Funds |
$3,691,149 |
$3,691,149 |
$— |
$— |
Purchased
Options |
588,772,038 |
— |
588,772,038 |
— |
Total |
$592,463,187 |
$3,691,149 |
$588,772,038 |
$— |
LIABILITIES
TABLE | ||||
|
Total
Value
at
2/29/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Written
Options |
$(11,674,604
) |
$— |
$(11,674,604
) |
$— |
Shares |
Description |
Value | |||
MONEY
MARKET FUNDS — 0.7% | |||||
2,632,352 |
Dreyfus
Government Cash Management Fund, Institutional Shares - 5.21%
(a) |
$2,632,352 | |||
|
(Cost
$2,632,352) |
| |||
|
Total
Investments — 0.7% |
2,632,352 | |||
|
(Cost
$2,632,352) |
|
Number
of
Contracts |
Description |
Notional
Amount |
Exercise
Price |
Expiration
Date |
Value |
PURCHASED
OPTIONS — 102.2% | |||||
|
Call
Options Purchased — 101.8% |
| |||
8,426 |
SPDR®
S&P 500®
ETF Trust
|
$428,108,208 |
$4.51 |
07/19/24 |
421,899,335 |
|
(Cost
$369,656,173) |
|
|
|
|
|
Put
Options Purchased — 0.4% |
| |||
8,426 |
SPDR®
S&P 500®
ETF Trust
|
428,108,208 |
429.57 |
07/19/24 |
1,831,438 |
|
(Cost
$15,673,302) |
|
|
|
|
|
Total
Purchased Options |
423,730,773 | |||
|
(Cost
$385,329,475) |
| |||
WRITTEN
OPTIONS — (2.8)% | |||||
|
Call
Options Written — (2.7)% |
| |||
(8,426) |
SPDR®
S&P 500®
ETF Trust
|
(428,108,208
) |
519.06 |
07/19/24 |
(11,344,370
) |
|
(Premiums
received $3,234,254) |
|
|
|
|
|
Put
Options Written — (0.1)% |
| |||
(8,426) |
SPDR®
S&P 500®
ETF Trust
|
(428,108,208
) |
316.53 |
07/19/24 |
(273,016
) |
|
(Premiums
received $2,705,825) |
|
|
|
|
|
Total
Written Options |
(11,617,386
) | |||
|
(Premiums
received $5,940,079) |
| |||
|
Net
Other Assets and Liabilities — (0.1)% |
(277,986
) | |||
|
Net
Assets — 100.0% |
$414,467,753 |
(a) |
Rate
shown reflects yield as of February 29,
2024. |
Fund
Allocation |
%
of
Net
Assets |
Money
Market Funds |
0.7% |
Purchased
Options |
102.2 |
Written
Options |
(2.8) |
Net
Other Assets and Liabilities |
(0.1) |
Total |
100.0% |
ASSETS
TABLE | ||||
|
Total
Value
at
2/29/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Money
Market Funds |
$2,632,352 |
$2,632,352 |
$— |
$— |
Purchased
Options |
423,730,773 |
— |
423,730,773 |
— |
Total |
$426,363,125 |
$2,632,352 |
$423,730,773 |
$— |
LIABILITIES
TABLE | ||||
|
Total
Value
at
2/29/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Written
Options |
$(11,617,386
) |
$— |
$(11,617,386
) |
$— |
Shares |
Description |
Value | |||
MONEY
MARKET FUNDS — 0.7% | |||||
3,997,965 |
Dreyfus
Government Cash Management Fund, Institutional Shares - 5.21%
(a) |
$3,997,965 | |||
|
(Cost
$3,997,965) |
| |||
|
Total
Investments — 0.7% |
3,997,965 | |||
|
(Cost
$3,997,965) |
|
Number
of
Contracts |
Description |
Notional
Amount |
Exercise
Price |
Expiration
Date |
Value |
PURCHASED
OPTIONS — 103.3% | |||||
|
Call
Options Purchased — 102.6% |
| |||
12,139 |
SPDR®
S&P 500®
ETF Trust
|
$616,758,312 |
$4.37 |
08/16/24 |
607,945,398 |
|
(Cost
$520,485,582) |
|
|
|
|
|
Put
Options Purchased — 0.7% |
| |||
12,139 |
SPDR®
S&P 500®
ETF Trust
|
616,758,312 |
436.50 |
08/16/24 |
3,860,202 |
|
(Cost
$25,765,586) |
|
|
|
|
|
Total
Purchased Options |
611,805,600 | |||
|
(Cost
$546,251,168) |
| |||
WRITTEN
OPTIONS — (3.9)% | |||||
|
Call
Options Written — (3.6)% |
| |||
(12,139) |
SPDR®
S&P 500®
ETF Trust
|
(616,758,312
) |
518.13 |
08/16/24 |
(21,218,972
) |
|
(Premiums
received $5,281,528) |
|
|
|
|
|
Put
Options Written — (0.3)% |
| |||
(12,139) |
SPDR®
S&P 500®
ETF Trust
|
(616,758,312
) |
392.85 |
08/16/24 |
(1,954,379
) |
|
(Premiums
received $12,685,859) |
|
|
|
|
|
Total
Written Options |
(23,173,351
) | |||
|
(Premiums
received $17,967,387) |
| |||
|
Net
Other Assets and Liabilities — (0.1)% |
(382,549
) | |||
|
Net
Assets — 100.0% |
$592,247,665 |
(a) |
Rate
shown reflects yield as of February 29,
2024. |
Fund
Allocation |
%
of
Net
Assets |
Money
Market Funds |
0.7% |
Purchased
Options |
103.3 |
Written
Options |
(3.9) |
Net
Other Assets and Liabilities |
(0.1) |
Total |
100.0% |
ASSETS
TABLE | ||||
|
Total
Value
at
2/29/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Money
Market Funds |
$3,997,965 |
$3,997,965 |
$— |
$— |
Purchased
Options |
611,805,600 |
— |
611,805,600 |
— |
Total |
$615,803,565 |
$3,997,965 |
$611,805,600 |
$— |
LIABILITIES
TABLE | ||||
|
Total
Value
at
2/29/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Written
Options |
$(23,173,351
) |
$— |
$(23,173,351
) |
$— |
Shares |
Description |
Value | |||
MONEY
MARKET FUNDS — 0.7% | |||||
2,245,872 |
Dreyfus
Government Cash Management Fund, Institutional Shares - 5.21%
(a) |
$2,245,872 | |||
|
(Cost
$2,245,872) |
| |||
|
Total
Investments — 0.7% |
2,245,872 | |||
|
(Cost
$2,245,872) |
|
Number
of
Contracts |
Description |
Notional
Amount |
Exercise
Price |
Expiration
Date |
Value |
PURCHASED
OPTIONS — 105.0% | |||||
|
Call
Options Purchased — 104.5% |
| |||
7,070 |
SPDR®
S&P 500®
ETF Trust
|
$359,212,560 |
$4.36 |
08/16/24 |
353,934,923 |
|
(Cost
$304,260,377) |
|
|
|
|
|
Put
Options Purchased — 0.5% |
| |||
7,070 |
SPDR®
S&P 500®
ETF Trust
|
359,212,560 |
414.68 |
08/16/24 |
1,593,198 |
|
(Cost
$10,612,028) |
|
|
|
|
|
Total
Purchased Options |
355,528,121 | |||
|
(Cost
$314,872,405) |
| |||
WRITTEN
OPTIONS — (5.6)% | |||||
|
Call
Options Written — (5.5)% |
| |||
(7,070) |
SPDR®
S&P 500®
ETF Trust
|
(359,212,560
) |
503.02 |
08/16/24 |
(18,806,127
) |
|
(Premiums
received $5,202,939) |
|
|
|
|
|
Put
Options Written — (0.1)% |
| |||
(7,070) |
SPDR®
S&P 500®
ETF Trust
|
(359,212,560
) |
305.55 |
08/16/24 |
(245,025
) |
|
(Premiums
received $2,366,203) |
|
|
|
|
|
Total
Written Options |
(19,051,152
) | |||
|
(Premiums
received $7,569,142) |
| |||
|
Net
Other Assets and Liabilities — (0.1)% |
(209,522
) | |||
|
Net
Assets — 100.0% |
$338,513,319 |
(a) |
Rate
shown reflects yield as of February 29,
2024. |
Fund
Allocation |
%
of
Net
Assets |
Money
Market Funds |
0.7% |
Purchased
Options |
105.0 |
Written
Options |
(5.6) |
Net
Other Assets and Liabilities |
(0.1) |
Total |
100.0% |
ASSETS
TABLE | ||||
|
Total
Value
at
2/29/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Money
Market Funds |
$2,245,872 |
$2,245,872 |
$— |
$— |
Purchased
Options |
355,528,121 |
— |
355,528,121 |
— |
Total |
$357,773,993 |
$2,245,872 |
$355,528,121 |
$— |
LIABILITIES
TABLE | ||||
|
Total
Value
at
2/29/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Written
Options |
$(19,051,152
) |
$— |
$(19,051,152
) |
$— |
Shares |
Description |
Value | |||
MONEY
MARKET FUNDS — 0.8% | |||||
3,586,424 |
Dreyfus
Government Cash Management Fund, Institutional Shares - 5.21%
(a) |
$3,586,424 | |||
|
(Cost
$3,586,424) |
| |||
|
Total
Investments — 0.8% |
3,586,424 | |||
|
(Cost
$3,586,424) |
|
Number
of
Contracts |
Description |
Notional
Amount |
Exercise
Price |
Expiration
Date |
Value |
PURCHASED
OPTIONS — 103.3% | |||||
|
Call
Options Purchased — 102.4% |
| |||
9,775 |
SPDR®
S&P 500®
ETF Trust
|
$496,648,200 |
$4.43 |
09/20/24 |
488,046,200 |
|
(Cost
$429,744,944) |
|
|
|
|
|
Put
Options Purchased — 0.9% |
| |||
9,775 |
SPDR®
S&P 500®
ETF Trust
|
496,648,200 |
443.37 |
09/20/24 |
4,467,175 |
|
(Cost
$20,259,704) |
|
|
|
|
|
Total
Purchased Options |
492,513,375 | |||
|
(Cost
$450,004,648) |
| |||
WRITTEN
OPTIONS — (4.0)% | |||||
|
Call
Options Written — (3.5)% |
| |||
(9,775) |
SPDR®
S&P 500®
ETF Trust
|
(496,648,200
) |
524.06 |
09/20/24 |
(16,666,375
) |
|
(Premiums
received $7,637,096) |
|
|
|
|
|
Put
Options Written — (0.5)% |
| |||
(9,775) |
SPDR®
S&P 500®
ETF Trust
|
(496,648,200
) |
399.03 |
09/20/24 |
(2,238,475
) |
|
(Premiums
received $9,521,526) |
|
|
|
|
|
Total
Written Options |
(18,904,850
) | |||
|
(Premiums
received $17,158,622) |
| |||
|
Net
Other Assets and Liabilities — (0.1)% |
(318,240
) | |||
|
Net
Assets — 100.0% |
$476,876,709 |
(a) |
Rate
shown reflects yield as of February 29,
2024. |
Fund
Allocation |
%
of
Net
Assets |
Money
Market Funds |
0.8% |
Purchased
Options |
103.3 |
Written
Options |
(4.0) |
Net
Other Assets and Liabilities |
(0.1) |
Total |
100.0% |
ASSETS
TABLE | ||||
|
Total
Value
at
2/29/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Money
Market Funds |
$3,586,424 |
$3,586,424 |
$— |
$— |
Purchased
Options |
492,513,375 |
— |
492,513,375 |
— |
Total |
$496,099,799 |
$3,586,424 |
$492,513,375 |
$— |
LIABILITIES
TABLE | ||||
|
Total
Value
at
2/29/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Written
Options |
$(18,904,850
) |
$— |
$(18,904,850
) |
$— |
Shares |
Description |
Value | |||
MONEY
MARKET FUNDS — 0.8% | |||||
1,376,634 |
Dreyfus
Government Cash Management Fund, Institutional Shares - 5.21%
(a) |
$1,376,634 | |||
|
(Cost
$1,376,634) |
| |||
|
Total
Investments — 0.8% |
1,376,634 | |||
|
(Cost
$1,376,634) |
|
Number
of
Contracts |
Description |
Notional
Amount |
Exercise
Price |
Expiration
Date |
Value |
PURCHASED
OPTIONS — 104.6% | |||||
|
Call
Options Purchased — 103.9% |
| |||
3,841 |
SPDR®
S&P 500®
ETF Trust
|
$195,153,528 |
$4.42 |
09/20/24 |
192,174,537 |
|
(Cost
$165,803,192) |
|
|
|
|
|
Put
Options Purchased — 0.7% |
| |||
3,841 |
SPDR®
S&P 500®
ETF Trust
|
195,153,528 |
421.20 |
09/20/24 |
1,218,564 |
|
(Cost
$7,051,067) |
|
|
|
|
|
Total
Purchased Options |
193,393,101 | |||
|
(Cost
$172,854,259) |
| |||
WRITTEN
OPTIONS — (5.3)% | |||||
|
Call
Options Written — (5.1)% |
| |||
(3,841) |
SPDR®
S&P 500®
ETF Trust
|
(195,153,528
) |
511.21 |
09/20/24 |
(9,427,631
) |
|
(Premiums
received $2,035,319) |
|
|
|
|
|
Put
Options Written — (0.2)% |
| |||
(3,841) |
SPDR®
S&P 500®
ETF Trust
|
(195,153,528
) |
310.36 |
09/20/24 |
(293,535
) |
|
(Premiums
received $1,299,875) |
|
|
|
|
|
Total
Written Options |
(9,721,166
) | |||
|
(Premiums
received $3,335,194) |
| |||
|
Net
Other Assets and Liabilities — (0.1)% |
(112,522
) | |||
|
Net
Assets — 100.0% |
$184,936,047 |
(a) |
Rate
shown reflects yield as of February 29,
2024. |
Fund
Allocation |
%
of
Net
Assets |
Money
Market Funds |
0.8% |
Purchased
Options |
104.6 |
Written
Options |
(5.3) |
Net
Other Assets and Liabilities |
(0.1) |
Total |
100.0% |
ASSETS
TABLE | ||||
|
Total
Value
at
2/29/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Money
Market Funds |
$1,376,634 |
$1,376,634 |
$— |
$— |
Purchased
Options |
193,393,101 |
— |
193,393,101 |
— |
Total |
$194,769,735 |
$1,376,634 |
$193,393,101 |
$— |
LIABILITIES
TABLE | ||||
|
Total
Value
at
2/29/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Written
Options |
$(9,721,166
) |
$— |
$(9,721,166
) |
$— |
Shares |
Description |
Value | |||
MONEY
MARKET FUNDS — 0.8% | |||||
4,045,307 |
Dreyfus
Government Cash Management Fund, Institutional Shares - 5.21%
(a) |
$4,045,307 | |||
|
(Cost
$4,045,307) |
| |||
|
Total
Investments — 0.8% |
4,045,307 | |||
|
(Cost
$4,045,307) |
|
Number
of
Contracts |
Description |
Notional
Amount |
Exercise
Price |
Expiration
Date |
Value |
PURCHASED
OPTIONS — 107.1% | |||||
|
Call
Options Purchased — 106.3% |
| |||
10,853 |
SPDR®
S&P 500®
ETF Trust
|
$551,419,224 |
$4.21 |
10/18/24 |
542,595,735 |
|
(Cost
$458,773,013) |
|
|
|
|
|
Put
Options Purchased — 0.8% |
| |||
10,853 |
SPDR®
S&P 500®
ETF Trust
|
551,419,224 |
421.19 |
10/18/24 |
4,048,169 |
|
(Cost
$25,236,610) |
|
|
|
|
|
Total
Purchased Options |
546,643,904 | |||
|
(Cost
$484,009,623) |
| |||
WRITTEN
OPTIONS — (7.8)% | |||||
|
Call
Options Written — (7.4)% |
| |||
(10,853) |
SPDR®
S&P 500®
ETF Trust
|
(551,419,224
) |
500.58 |
10/18/24 |
(37,605,645
) |
|
(Premiums
received $6,774,938) |
|
|
|
|
|
Put
Options Written — (0.4)% |
| |||
(10,853) |
SPDR®
S&P 500®
ETF Trust
|
(551,419,224
) |
379.07 |
10/18/24 |
(2,376,807
) |
|
(Premiums
received $13,554,102) |
|
|
|
|
|
Total
Written Options |
(39,982,452
) | |||
|
(Premiums
received $20,329,040) |
| |||
|
Net
Other Assets and Liabilities — (0.1)% |
(361,532
) | |||
|
Net
Assets — 100.0% |
$510,345,227 |
(a) |
Rate
shown reflects yield as of February 29,
2024. |
Fund
Allocation |
%
of
Net
Assets |
Money
Market Funds |
0.8% |
Purchased
Options |
107.1 |
Written
Options |
(7.8) |
Net
Other Assets and Liabilities |
(0.1) |
Total |
100.0% |
ASSETS
TABLE | ||||
|
Total
Value
at
2/29/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Money
Market Funds |
$4,045,307 |
$4,045,307 |
$— |
$— |
Purchased
Options |
546,643,904 |
— |
546,643,904 |
— |
Total |
$550,689,211 |
$4,045,307 |
$546,643,904 |
$— |
LIABILITIES
TABLE | ||||
|
Total
Value
at
2/29/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Written
Options |
$(39,982,452
) |
$— |
$(39,982,452
) |
$— |
Shares |
Description |
Value | |||
MONEY
MARKET FUNDS — 0.8% | |||||
1,449,183 |
Dreyfus
Government Cash Management Fund, Institutional Shares - 5.21%
(a) |
$1,449,183 | |||
|
(Cost
$1,449,183) |
| |||
|
Total
Investments — 0.8% |
1,449,183 | |||
|
(Cost
$1,449,183) |
|
Number
of
Contracts |
Description |
Notional
Amount |
Exercise
Price |
Expiration
Date |
Value |
PURCHASED
OPTIONS — 109.3% | |||||
|
Call
Options Purchased — 108.7% |
| |||
4,034 |
SPDR®
S&P 500®
ETF Trust
|
$204,959,472 |
$4.20 |
10/18/24 |
201,774,220 |
|
(Cost
$166,840,657) |
|
|
|
|
|
Put
Options Purchased — 0.6% |
| |||
4,034 |
SPDR®
S&P 500®
ETF Trust
|
204,959,472 |
400.13 |
10/18/24 |
1,111,563 |
|
(Cost
$7,364,418) |
|
|
|
|
|
Total
Purchased Options |
202,885,783 | |||
|
(Cost
$174,205,075) |
| |||
WRITTEN
OPTIONS — (10.0)% | |||||
|
Call
Options Written — (9.9)% |
| |||
(4,034) |
SPDR®
S&P 500®
ETF Trust
|
(204,959,472
) |
485.97 |
10/18/24 |
(18,318,562
) |
|
(Premiums
received $3,361,029) |
|
|
|
|
|
Put
Options Written — (0.1)% |
| |||
(4,034) |
SPDR®
S&P 500®
ETF Trust
|
(204,959,472
) |
294.83 |
10/18/24 |
(291,877
) |
|
(Premiums
received $1,355,983) |
|
|
|
|
|
Total
Written Options |
(18,610,439
) | |||
|
(Premiums
received $4,717,012) |
| |||
|
Net
Other Assets and Liabilities — (0.1)% |
(119,095
) | |||
|
Net
Assets — 100.0% |
$185,605,432 |
(a) |
Rate
shown reflects yield as of February 29,
2024. |
Fund
Allocation |
%
of
Net
Assets |
Money
Market Funds |
0.8% |
Purchased
Options |
109.3 |
Written
Options |
(10.0) |
Net
Other Assets and Liabilities |
(0.1) |
Total |
100.0% |
ASSETS
TABLE | ||||
|
Total
Value
at
2/29/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Money
Market Funds |
$1,449,183 |
$1,449,183 |
$— |
$— |
Purchased
Options |
202,885,783 |
— |
202,885,783 |
— |
Total |
$204,334,966 |
$1,449,183 |
$202,885,783 |
$— |
LIABILITIES
TABLE | ||||
|
Total
Value
at
2/29/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Written
Options |
$(18,610,439
) |
$— |
$(18,610,439
) |
$— |
Shares |
Description |
Value | |||
MONEY
MARKET FUNDS — 0.9% | |||||
5,002,361 |
Dreyfus
Government Cash Management Fund, Institutional Shares - 5.21%
(a) |
$5,002,361 | |||
|
(Cost
$5,002,361) |
| |||
|
Total
Investments — 0.9% |
5,002,361 | |||
|
(Cost
$5,002,361) |
|
Number
of
Contracts |
Description |
Notional
Amount |
Exercise
Price |
Expiration
Date |
Value |
PURCHASED
OPTIONS — 104.2% | |||||
|
Call
Options Purchased — 102.7% |
| |||
11,872 |
SPDR®
S&P 500®
ETF Trust
|
$603,192,576 |
$4.51 |
11/15/24 |
592,875,808 |
|
(Cost
$525,488,346) |
|
|
|
|
|
Put
Options Purchased — 1.5% |
| |||
11,872 |
SPDR®
S&P 500®
ETF Trust
|
603,192,576 |
450.79 |
11/15/24 |
8,619,072 |
|
(Cost
$30,275,185) |
|
|
|
|
|
Total
Purchased Options |
601,494,880 | |||
|
(Cost
$555,763,531) |
| |||
WRITTEN
OPTIONS — (5.0)% | |||||
|
Call
Options Written — (4.2)% |
| |||
(11,872) |
SPDR®
S&P 500®
ETF Trust
|
(603,192,576
) |
529.45 |
11/15/24 |
(24,468,192
) |
|
(Premiums
received $5,575,638) |
|
|
|
|
|
Put
Options Written — (0.8)% |
| |||
(11,872) |
SPDR®
S&P 500®
ETF Trust
|
(603,192,576
) |
405.71 |
11/15/24 |
(4,428,256
) |
|
(Premiums
received $16,977,288) |
|
|
|
|
|
Total
Written Options |
(28,896,448
) | |||
|
(Premiums
received $22,552,926) |
| |||
|
Net
Other Assets and Liabilities — (0.1)% |
(341,848
) | |||
|
Net
Assets — 100.0% |
$577,258,945 |
(a) |
Rate
shown reflects yield as of February 29,
2024. |
Fund
Allocation |
%
of
Net
Assets |
Money
Market Funds |
0.9% |
Purchased
Options |
104.2 |
Written
Options |
(5.0) |
Net
Other Assets and Liabilities |
(0.1) |
Total |
100.0% |
ASSETS
TABLE | ||||
|
Total
Value
at
2/29/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Money
Market Funds |
$5,002,361 |
$5,002,361 |
$— |
$— |
Purchased
Options |
601,494,880 |
— |
601,494,880 |
— |
Total |
$606,497,241 |
$5,002,361 |
$601,494,880 |
$— |
LIABILITIES
TABLE | ||||
|
Total
Value
at
2/29/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Written
Options |
$(28,896,448
) |
$— |
$(28,896,448
) |
$— |
Shares |
Description |
Value | |||
MONEY
MARKET FUNDS — 0.9% | |||||
2,360,195 |
Dreyfus
Government Cash Management Fund, Institutional Shares - 5.21%
(a) |
$2,360,195 | |||
|
(Cost
$2,360,195) |
| |||
|
Total
Investments — 0.9% |
2,360,195 | |||
|
(Cost
$2,360,195) |
|
Number
of
Contracts |
Description |
Notional
Amount |
Exercise
Price |
Expiration
Date |
Value |
PURCHASED
OPTIONS — 104.8% | |||||
|
Call
Options Purchased — 103.8% |
| |||
5,681 |
SPDR®
S&P 500®
ETF Trust
|
$288,640,248 |
$4.50 |
11/15/24 |
284,101,041 |
|
(Cost
$250,530,230) |
|
|
|
|
|
Put
Options Purchased — 1.0% |
| |||
5,681 |
SPDR®
S&P 500®
ETF Trust
|
288,640,248 |
428.25 |
11/15/24 |
2,780,195 |
|
(Cost
$10,840,930) |
|
|
|
|
|
Total
Purchased Options |
286,881,236 | |||
|
(Cost
$261,371,160) |
| |||
WRITTEN
OPTIONS — (5.6)% | |||||
|
Call
Options Written — (5.4)% |
| |||
(5,681) |
SPDR®
S&P 500®
ETF Trust
|
(288,640,248
) |
518.68 |
11/15/24 |
(14,674,768
) |
|
(Premiums
received $5,184,361) |
|
|
|
|
|
Put
Options Written — (0.2)% |
| |||
(5,681) |
SPDR®
S&P 500®
ETF Trust
|
(288,640,248
) |
315.55 |
11/15/24 |
(645,531
) |
|
(Premiums
received $1,994,188) |
|
|
|
|
|
Total
Written Options |
(15,320,299
) | |||
|
(Premiums
received $7,178,549) |
| |||
|
Net
Other Assets and Liabilities — (0.1)% |
(170,649
) | |||
|
Net
Assets — 100.0% |
$273,750,483 |
(a) |
Rate
shown reflects yield as of February 29,
2024. |
Fund
Allocation |
%
of
Net
Assets |
Money
Market Funds |
0.9% |
Purchased
Options |
104.8 |
Written
Options |
(5.6) |
Net
Other Assets and Liabilities |
(0.1) |
Total |
100.0% |
ASSETS
TABLE | ||||
|
Total
Value
at
2/29/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Money
Market Funds |
$2,360,195 |
$2,360,195 |
$— |
$— |
Purchased
Options |
286,881,236 |
— |
286,881,236 |
— |
Total |
$289,241,431 |
$2,360,195 |
$286,881,236 |
$— |
LIABILITIES
TABLE | ||||
|
Total
Value
at
2/29/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Written
Options |
$(15,320,299
) |
$— |
$(15,320,299
) |
$— |
Shares |
Description |
Value | |||
MONEY
MARKET FUNDS — 1.0% | |||||
6,936,933 |
Dreyfus
Government Cash Management Fund, Institutional Shares - 5.21%
(a) |
$6,936,933 | |||
|
(Cost
$6,936,933) |
| |||
|
Total
Investments — 1.0% |
6,936,933 | |||
|
(Cost
$6,936,933) |
|
Number
of
Contracts |
Description |
Notional
Amount |
Exercise
Price |
Expiration
Date |
Value |
PURCHASED
OPTIONS — 103.1% | |||||
|
Call
Options Purchased — 101.0% |
| |||
14,712 |
SPDR®
S&P 500®
ETF Trust
|
$747,487,296 |
$4.69 |
12/20/24 |
734,936,214 |
|
(Cost
$678,359,561) |
|
|
|
|
|
Put
Options Purchased — 2.1% |
| |||
14,712 |
SPDR®
S&P 500®
ETF Trust
|
747,487,296 |
469.33 |
12/20/24 |
15,551,247 |
|
(Cost
$31,195,390) |
|
|
|
|
|
Total
Purchased Options |
750,487,461 | |||
|
(Cost
$709,554,951) |
| |||
WRITTEN
OPTIONS — (4.0)% | |||||
|
Call
Options Written — (2.9)% |
| |||
(14,712) |
SPDR®
S&P 500®
ETF Trust
|
(747,487,296
) |
547.47 |
12/20/24 |
(21,384,328
) |
|
(Premiums
received $7,352,378) |
|
|
|
|
|
Put
Options Written — (1.1)% |
| |||
(14,712) |
SPDR®
S&P 500®
ETF Trust
|
(747,487,296
) |
422.40 |
12/20/24 |
(8,004,262
) |
|
(Premiums
received $16,132,190) |
|
|
|
|
|
Total
Written Options |
(29,388,590
) | |||
|
(Premiums
received $23,484,568) |
| |||
|
Net
Other Assets and Liabilities — (0.1)% |
(460,878
) | |||
|
Net
Assets — 100.0% |
$727,574,926 |
(a) |
Rate
shown reflects yield as of February 29,
2024. |
Fund
Allocation |
%
of
Net
Assets |
Money
Market Funds |
1.0% |
Purchased
Options |
103.1 |
Written
Options |
(4.0) |
Net
Other Assets and Liabilities |
(0.1) |
Total |
100.0% |
ASSETS
TABLE | ||||
|
Total
Value
at
2/29/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Money
Market Funds |
$6,936,933 |
$6,936,933 |
$— |
$— |
Purchased
Options |
750,487,461 |
— |
750,487,461 |
— |
Total |
$757,424,394 |
$6,936,933 |
$750,487,461 |
$— |
LIABILITIES
TABLE | ||||
|
Total
Value
at
2/29/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Written
Options |
$(29,388,590
) |
$— |
$(29,388,590
) |
$— |
Shares |
Description |
Value | |||
MONEY
MARKET FUNDS — 1.0% | |||||
3,230,592 |
Dreyfus
Government Cash Management Fund, Institutional Shares - 5.21%
(a) |
$3,230,592 | |||
|
(Cost
$3,230,592) |
| |||
|
Total
Investments — 1.0% |
3,230,592 | |||
|
(Cost
$3,230,592) |
|
Number
of
Contracts |
Description |
Notional
Amount |
Exercise
Price |
Expiration
Date |
Value |
PURCHASED
OPTIONS — 103.4% | |||||
|
Call
Options Purchased — 101.9% |
| |||
6,950 |
SPDR®
S&P 500®
ETF Trust
|
$353,115,600 |
$4.68 |
12/20/24 |
347,193,090 |
|
(Cost
$319,952,836) |
|
|
|
|
|
Put
Options Purchased — 1.5% |
| |||
6,950 |
SPDR®
S&P 500®
ETF Trust
|
353,115,600 |
445.86 |
12/20/24 |
5,267,595 |
|
(Cost
$11,005,123) |
|
|
|
|
|
Total
Purchased Options |
352,460,685 | |||
|
(Cost
$330,957,959) |
| |||
WRITTEN
OPTIONS — (4.3)% | |||||
|
Call
Options Written — (3.9)% |
| |||
(6,950) |
SPDR®
S&P 500®
ETF Trust
|
(353,115,600
) |
536.68 |
12/20/24 |
(13,391,394
) |
|
(Premiums
received $5,046,709) |
|
|
|
|
|
Put
Options Written — (0.4)% |
| |||
(6,950) |
SPDR®
S&P 500®
ETF Trust
|
(353,115,600
) |
328.53 |
12/20/24 |
(1,188,302
) |
|
(Premiums
received $2,119,718) |
|
|
|
|
|
Total
Written Options |
(14,579,696
) | |||
|
(Premiums
received $7,166,427) |
| |||
|
Net
Other Assets and Liabilities — (0.1)% |
(212,991
) | |||
|
Net
Assets — 100.0% |
$340,898,590 |
(a) |
Rate
shown reflects yield as of February 29,
2024. |
Fund
Allocation |
%
of
Net
Assets |
Money
Market Funds |
1.0% |
Purchased
Options |
103.4 |
Written
Options |
(4.3) |
Net
Other Assets and Liabilities |
(0.1) |
Total |
100.0% |
ASSETS
TABLE | ||||
|
Total
Value
at
2/29/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Money
Market Funds |
$3,230,592 |
$3,230,592 |
$— |
$— |
Purchased
Options |
352,460,685 |
— |
352,460,685 |
— |
Total |
$355,691,277 |
$3,230,592 |
$352,460,685 |
$— |
LIABILITIES
TABLE | ||||
|
Total
Value
at
2/29/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Written
Options |
$(14,579,696
) |
$— |
$(14,579,696
) |
$— |
Shares |
Description |
Value | |||
EXCHANGE-TRADED
FUNDS — 99.8% | |||||
|
Capital
Markets (a) — 99.8% |
| |||
792,878 |
FT
Vest U.S. Equity Deep
Buffer
ETF - April (b) |
$26,264,084 | |||
602,243 |
FT
Vest U.S. Equity Deep
Buffer
ETF - May (b) |
22,289,014 | |||
453,107 |
FT
Vest U.S. Equity Deep
Buffer
ETF - August (b) |
16,579,185 | |||
433,092 |
FT
Vest U.S. Equity Buffer ETF
-
October (b) |
17,387,301 | |||
459,694 |
FT
Vest U.S. Equity Deep
Buffer
ETF - October (b) |
17,154,539 | |||
|
Total
Exchange-Traded Funds |
99,674,123 | |||
|
(Cost
$96,791,334) |
| |||
MONEY
MARKET FUNDS — 0.2% | |||||
172,434 |
Morgan
Stanley Institutional
Liquidity
Funds - Treasury
Portfolio
- Institutional Class -
5.17%
(c) |
172,434 | |||
|
(Cost
$172,434) |
| |||
| |||||
| |||||
|
Total
Investments — 100.0% |
99,846,557 | |||
|
(Cost
$96,963,768) |
| |||
|
Net
Other Assets and
Liabilities
— (0.0)% |
(15,663
) | |||
|
Net
Assets — 100.0% |
$99,830,894 |
(a) |
Represents
investments in affiliated funds. |
(b) |
Non-income
producing security. |
(c) |
Rate
shown reflects yield as of February 29,
2024. |
Fund
Allocation |
%
of
Net
Assets |
Exchange-Traded
Funds |
99.8% |
Money
Market Funds |
0.2 |
Net
Other Assets and Liabilities |
(0.0)(1)
|
Total |
100.0% |
(1)
|
Amount
is less than 0.1%. |
|
Total
Value
at
2/29/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Exchange-Traded
Funds* |
$ 99,674,123 |
$ 99,674,123 |
$ — |
$ — |
Money
Market Funds |
172,434 |
172,434 |
— |
— |
Total
Investments |
$99,846,557 |
$99,846,557 |
$— |
$— |
* |
See
Portfolio of Investments for industry
breakout. |
Shares |
Description |
Value | |||
EXCHANGE-TRADED
FUNDS — 99.9% | |||||
|
Capital
Markets (a) — 99.9% |
| |||
963,858 |
FT
Vest U.S. Equity Buffer ETF
-
January (b) |
$39,874,805 | |||
901,811 |
FT
Vest U.S. Equity Deep
Buffer
ETF - January (b) |
32,023,309 | |||
1,233,285 |
FT
Vest U.S. Equity Buffer ETF
-
February (b) |
54,782,520 | |||
1,146,170 |
FT
Vest U.S. Equity Deep
Buffer
ETF - February (b) |
44,093,160 | |||
801,208 |
FT
Vest U.S. Equity Buffer ETF
-
December (b) |
32,561,093 | |||
|
Total
Exchange-Traded Funds |
203,334,887 | |||
|
(Cost
$200,260,142) |
| |||
MONEY
MARKET FUNDS — 0.1% | |||||
245,076 |
Morgan
Stanley Institutional
Liquidity
Funds - Treasury
Portfolio
- Institutional Class -
5.17%
(c) |
245,076 | |||
|
(Cost
$245,076) |
| |||
| |||||
| |||||
|
Total
Investments — 100.0% |
203,579,963 | |||
|
(Cost
$200,505,218) |
| |||
|
Net
Other Assets and
Liabilities
— (0.0)% |
(31,973
) | |||
|
Net
Assets — 100.0% |
$203,547,990 |
(a) |
Represents
investments in affiliated funds. |
(b) |
Non-income
producing security. |
(c) |
Rate
shown reflects yield as of February 29,
2024. |
Fund
Allocation |
%
of
Net
Assets |
Exchange-Traded
Funds |
99.9% |
Money
Market Funds |
0.1 |
Net
Other Assets and Liabilities |
(0.0)(1)
|
Total |
100.0% |
(1)
|
Amount
is less than 0.1%. |
|
Total
Value
at
2/29/2024 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Exchange-Traded
Funds* |
$ 203,334,887 |
$ 203,334,887 |
$ — |
$ — |
Money
Market
Funds |
245,076 |
245,076 |
— |
— |
Total
Investments |
$203,579,963 |
$203,579,963 |
$— |
$— |
* |
See
Portfolio of Investments for industry
breakout. |
|
FT
Vest
U.S.
Equity
Buffer
ETF -
January
(FJAN)
|
FT
Vest
U.S.
Equity
Deep
Buffer
ETF
- January
(DJAN)
|
FT
Vest
U.S.
Equity
Buffer
ETF -
February
(FFEB)
|
FT
Vest
U.S.
Equity
Deep
Buffer
ETF
- February
(DFEB)
|
ASSETS: |
|
|
|
|
Investments,
at value - Unaffiliated |
$7,512,116 |
$3,293,913 |
$8,529,898 |
$3,397,693 |
Investments,
at value - Affiliated |
— |
— |
— |
— |
Total
investments, at value |
7,512,116 |
3,293,913 |
8,529,898 |
3,397,693 |
Options
contracts purchased, at value |
740,197,348 |
324,859,958 |
776,469,107 |
314,774,172 |
Cash |
— |
— |
— |
— |
Due
from broker |
743 |
1,350 |
162 |
7,447 |
Receivables: |
|
|
|
|
Capital
shares sold |
2,067,036 |
202 |
— |
1,923,030 |
Investment
securities sold |
81,244 |
1,828,944 |
— |
46,337 |
Dividends |
30,767 |
14,204 |
14,688 |
5,560 |
Total
Assets |
749,889,254 |
329,998,571 |
785,013,855 |
320,154,239 |
| ||||
LIABILITIES: |
|
|
|
|
Options
contracts written, at value |
28,024,516 |
11,521,988 |
25,250,707 |
7,526,298 |
Due
to broker |
— |
— |
— |
— |
Payables: |
|
|
|
|
Investment
securities purchased |
2,148,871 |
64,966 |
— |
1,942,202 |
Investment
advisory fees |
463,248 |
214,901 |
391,761 |
148,221 |
Capital
shares redeemed |
— |
1,777,635 |
— |
— |
Total
Liabilities |
30,636,635 |
13,579,490 |
25,642,468 |
9,616,721 |
NET
ASSETS |
$719,252,619 |
$316,419,081 |
$759,371,387 |
$310,537,518 |
| ||||
NET
ASSETS consist of: |
|
|
|
|
Paid-in
capital |
$673,890,891 |
$305,246,302 |
$704,241,994 |
$323,192,470 |
Par
value |
174,000 |
89,000 |
170,750 |
80,750 |
Accumulated
distributable earnings (loss) |
45,187,728 |
11,083,779 |
54,958,643 |
(12,735,702
) |
NET
ASSETS |
$719,252,619 |
$316,419,081 |
$759,371,387 |
$310,537,518 |
NET
ASSET VALUE,
per share |
$41.34 |
$35.55 |
$44.47 |
$38.46 |
Number
of shares outstanding (unlimited number of
shares
authorized, par value $0.01 per share) |
17,400,002 |
8,900,002 |
17,075,002 |
8,075,002 |
Investments,
at cost - Unaffiliated |
$7,512,116 |
$3,293,913 |
$8,529,898 |
$3,397,693 |
Investments,
at cost - Affiliated |
$— |
$— |
$— |
$— |
Total
investments, at cost |
$7,512,116 |
$3,293,913 |
$8,529,898 |
$3,397,693 |
Premiums
paid on options contracts purchased |
$718,313,257 |
$312,699,398 |
$767,295,285 |
$311,384,320 |
Premiums
received on options contracts written |
$24,957,360 |
$6,363,324 |
$25,306,035 |
$6,639,640 |
FT
Vest
U.S.
Equity Buffer
ETF
- March
(FMAR)
|
FT
Vest
U.S.
Equity Deep
Buffer
ETF -
March
(DMAR)
|
FT
Vest
U.S.
Equity Buffer
ETF
- April
(FAPR)
|
FT
Vest
U.S.
Equity Deep
Buffer
ETF -
April
(DAPR)
|
FT
Vest
U.S.
Equity Buffer
ETF
- May
(FMAY)
|
FT
Vest
U.S.
Equity Deep
Buffer
ETF - May
(DMAY)
|
|
|
|
|
|
|
$1,299,138 |
$506,168 |
$2,724,441 |
$844,724 |
$2,482,382 |
$837,921 |
— |
— |
— |
— |
— |
— |
1,299,138 |
506,168 |
2,724,441 |
844,724 |
2,482,382 |
837,921 |
477,487,793 |
186,468,204 |
486,961,800 |
230,501,536 |
563,369,704 |
197,339,100 |
— |
— |
— |
— |
— |
— |
358 |
1,797 |
— |
132 |
1,345 |
791 |
|
|
|
|
|
|
— |
— |
903,707 |
— |
— |
— |
— |
— |
47,109 |
— |
— |
— |
5,714 |
2,688 |
7,805 |
3,475 |
13,747 |
3,458 |
478,793,003 |
186,978,857 |
490,644,862 |
231,349,867 |
565,867,178 |
198,181,270 |
| |||||
|
|
|
|
|
|
40,651,695 |
23,037,329 |
24,038,170 |
19,222,860 |
28,786,001 |
15,646,254 |
— |
— |
170 |
— |
— |
— |
|
|
|
|
|
|
— |
— |
955,369 |
— |
— |
— |
298,241 |
132,309 |
309,456 |
138,049 |
390,102 |
118,206 |
— |
— |
902,919 |
— |
— |
— |
40,949,936 |
23,169,638 |
26,206,084 |
19,360,909 |
29,176,103 |
15,764,460 |
$437,843,067 |
$163,809,219 |
$464,438,778 |
$211,988,958 |
$536,691,075 |
$182,416,810 |
| |||||
|
|
|
|
|
|
$407,232,097 |
$165,610,921 |
$437,703,200 |
$220,973,323 |
$508,788,593 |
$180,555,013 |
113,750 |
47,750 |
128,500 |
64,000 |
125,250 |
49,250 |
30,497,220 |
(1,849,452
) |
26,607,078 |
(9,048,365
) |
27,777,232 |
1,812,547 |
$437,843,067 |
$163,809,219 |
$464,438,778 |
$211,988,958 |
$536,691,075 |
$182,416,810 |
$38.49 |
$34.31 |
$36.14 |
$33.12 |
$42.85 |
$37.04 |
11,375,002 |
4,775,002 |
12,850,002 |
6,400,002 |
12,525,002 |
4,925,002 |
$1,299,138 |
$506,168 |
$2,724,441 |
$844,724 |
$2,482,382 |
$837,921 |
$— |
$— |
$— |
$— |
$— |
$— |
$1,299,138 |
$506,168 |
$2,724,441 |
$844,724 |
$2,482,382 |
$837,921 |
$406,034,900 |
$153,901,806 |
$438,313,555 |
$197,941,522 |
$512,264,338 |
$173,381,268 |
$17,123,280 |
$5,848,419 |
$13,671,187 |
$7,119,116 |
$15,283,437 |
$5,591,897 |
|
FT
Vest
U.S.
Equity
Buffer
ETF -
June
(FJUN)
|
FT
Vest
U.S.
Equity
Deep
Buffer
ETF
- June
(DJUN)
|
FT
Vest
U.S.
Equity
Buffer
ETF -
July
(FJUL)
|
FT
Vest
U.S.
Equity
Deep
Buffer
ETF
- July
(DJUL)
|
ASSETS: |
|
|
|
|
Investments,
at value - Unaffiliated |
$18,645,570 |
$957,683 |
$3,691,149 |
$2,632,352 |
Investments,
at value - Affiliated |
— |
— |
— |
— |
Total
investments, at value |
18,645,570 |
957,683 |
3,691,149 |
2,632,352 |
Options
contracts purchased, at value |
671,204,742 |
177,217,848 |
588,772,038 |
423,730,773 |
Cash |
— |
984,936 |
— |
— |
Due
from broker |
930 |
1,384 |
374 |
114 |
Receivables: |
|
|
|
|
Capital
shares sold |
1,704 |
117 |
1,089,001 |
— |
Investment
securities sold |
2,315,367 |
— |
21,899 |
— |
Dividends |
17,543 |
4,032 |
19,775 |
14,160 |
Total
Assets |
692,185,856 |
179,166,000 |
593,594,236 |
426,377,399 |
| ||||
LIABILITIES: |
|
|
|
|
Options
contracts written, at value |
15,641,068 |
7,138,777 |
11,674,604 |
11,617,386 |
Due
to broker |
— |
— |
— |
— |
Payables: |
|
|
|
|
Investment
securities purchased |
53,955 |
— |
1,107,339 |
— |
Investment
advisory fees |
430,100 |
116,104 |
435,604 |
292,260 |
Capital
shares redeemed |
17,290,979 |
985,054 |
— |
— |
Total
Liabilities |
33,416,102 |
8,239,935 |
13,217,547 |
11,909,646 |
NET
ASSETS |
$658,769,754 |
$170,926,065 |
$580,376,689 |
$414,467,753 |
| ||||
NET
ASSETS consist of: |
|
|
|
|
Paid-in
capital |
$620,824,500 |
$163,176,976 |
$552,932,034 |
$382,573,351 |
Par
value |
142,500 |
43,250 |
133,250 |
108,750 |
Accumulated
distributable earnings (loss) |
37,802,754 |
7,705,839 |
27,311,405 |
31,785,652 |
NET
ASSETS |
$658,769,754 |
$170,926,065 |
$580,376,689 |
$414,467,753 |
NET
ASSET VALUE,
per share |
$46.23 |
$39.52 |
$43.56 |
$38.11 |
Number
of shares outstanding (unlimited number of
shares
authorized, par value $0.01 per share) |
14,250,002 |
4,325,002 |
13,325,002 |
10,875,002 |
Investments,
at cost - Unaffiliated |
$18,645,570 |
$957,683 |
$3,691,149 |
$2,632,352 |
Investments,
at cost - Affiliated |
$— |
$— |
$— |
$— |
Total
investments, at cost |
$18,645,570 |
$957,683 |
$3,691,149 |
$2,632,352 |
Premiums
paid on options contracts purchased |
$617,283,569 |
$160,205,025 |
$546,972,631 |
$385,329,475 |
Premiums
received on options contracts written |
$18,136,495 |
$4,428,186 |
$14,891,705 |
$5,940,079 |
FT
Vest
U.S.
Equity Buffer
ETF
- August
(FAUG)
|
FT
Vest
U.S.
Equity Deep
Buffer
ETF -
August
(DAUG)
|
FT
Vest
U.S.
Equity Buffer
ETF
- September
(FSEP)
|
FT
Vest
U.S.
Equity Deep
Buffer
ETF -
September
(DSEP)
|
FT
Vest
U.S.
Equity Buffer
ETF
- October
(FOCT)
|
FT
Vest
U.S.
Equity Deep
Buffer
ETF -
October
(DOCT)
|
|
|
|
|
|
|
$3,997,965 |
$2,245,872 |
$3,586,424 |
$1,376,634 |
$4,045,307 |
$1,449,183 |
— |
— |
— |
— |
— |
— |
3,997,965 |
2,245,872 |
3,586,424 |
1,376,634 |
4,045,307 |
1,449,183 |
611,805,600 |
355,528,121 |
492,513,375 |
193,393,101 |
546,643,904 |
202,885,783 |
— |
— |
1,044,361 |
— |
— |
— |
7,967 |
— |
1,474 |
4,393 |
— |
270 |
|
|
|
|
|
|
1,055,814 |
— |
1,045,896 |
— |
1,002,877 |
— |
41,941 |
— |
42,491 |
— |
2,115,330 |
— |
17,299 |
9,349 |
15,173 |
7,478 |
16,852 |
6,389 |
616,926,586 |
357,783,342 |
498,249,194 |
194,781,606 |
553,824,270 |
204,341,625 |
| |||||
|
|
|
|
|
|
23,173,351 |
19,051,152 |
18,904,850 |
9,721,166 |
39,982,452 |
18,610,439 |
— |
186 |
— |
— |
645 |
— |
|
|
|
|
|
|
1,108,857 |
— |
1,108,527 |
— |
154,837 |
— |
396,713 |
218,685 |
314,747 |
124,393 |
333,181 |
125,754 |
— |
— |
1,044,361 |
— |
3,007,928 |
— |
24,678,921 |
19,270,023 |
21,372,485 |
9,845,559 |
43,479,043 |
18,736,193 |
$592,247,665 |
$338,513,319 |
$476,876,709 |
$184,936,047 |
$510,345,227 |
$185,605,432 |
| |||||
|
|
|
|
|
|
$612,215,088 |
$365,563,103 |
$413,263,520 |
$147,717,013 |
$460,651,308 |
$166,583,820 |
140,250 |
92,500 |
114,000 |
49,000 |
127,250 |
49,750 |
(20,107,673
) |
(27,142,284
) |
63,499,189 |
37,170,034 |
49,566,669 |
18,971,862 |
$592,247,665 |
$338,513,319 |
$476,876,709 |
$184,936,047 |
$510,345,227 |
$185,605,432 |
$42.23 |
$36.60 |
$41.83 |
$37.74 |
$40.11 |
$37.31 |
14,025,002 |
9,250,002 |
11,400,002 |
4,900,002 |
12,725,002 |
4,975,002 |
$3,997,965 |
$2,245,872 |
$3,586,424 |
$1,376,634 |
$4,045,307 |
$1,449,183 |
$— |
$— |
$— |
$— |
$— |
$— |
$3,997,965 |
$2,245,872 |
$3,586,424 |
$1,376,634 |
$4,045,307 |
$1,449,183 |
$546,251,168 |
$314,872,405 |
$450,004,648 |
$172,854,259 |
$484,009,623 |
$174,205,075 |
$17,967,387 |
$7,569,142 |
$17,158,622 |
$3,335,194 |
$20,329,040 |
$4,717,012 |
|
FT
Vest
U.S.
Equity
Buffer
ETF -
November
(FNOV)
|
FT
Vest
U.S.
Equity
Deep
Buffer
ETF
-
November
(DNOV)
|
FT
Vest
U.S.
Equity
Buffer
ETF -
December
(FDEC)
|
FT
Vest
U.S.
Equity
Deep
Buffer
ETF
- December
(DDEC)
|
ASSETS: |
|
|
|
|
Investments,
at value - Unaffiliated |
$5,002,361 |
$2,360,195 |
$6,936,933 |
$3,230,592 |
Investments,
at value - Affiliated |
— |
— |
— |
— |
Total
investments, at value |
5,002,361 |
2,360,195 |
6,936,933 |
3,230,592 |
Options
contracts purchased, at value |
601,494,880 |
286,881,236 |
750,487,461 |
352,460,685 |
Cash |
— |
— |
— |
— |
Due
from broker |
204 |
3,131 |
3,384 |
1,105 |
Receivables: |
|
|
|
|
Capital
shares sold |
1,101,754 |
— |
— |
— |
Investment
securities sold |
53,491 |
— |
— |
— |
Dividends |
23,383 |
10,116 |
31,028 |
13,802 |
Total
Assets |
607,676,073 |
289,254,678 |
757,458,806 |
355,706,184 |
| ||||
LIABILITIES: |
|
|
|
|
Options
contracts written, at value |
28,896,448 |
15,320,299 |
29,388,590 |
14,579,696 |
Due
to broker |
— |
— |
— |
— |
Payables: |
|
|
|
|
Investment
securities purchased |
1,114,687 |
— |
— |
— |
Investment
advisory fees |
405,993 |
183,896 |
495,290 |
227,898 |
Capital
shares redeemed |
— |
— |
— |
— |
Total
Liabilities |
30,417,128 |
15,504,195 |
29,883,880 |
14,807,594 |
NET
ASSETS |
$577,258,945 |
$273,750,483 |
$727,574,926 |
$340,898,590 |
| ||||
NET
ASSETS consist of: |
|
|
|
|
Paid-in
capital |
$537,991,350 |
$265,275,930 |
$667,175,665 |
$311,640,639 |
Par
value |
131,000 |
68,500 |
178,750 |
92,000 |
Accumulated
distributable earnings (loss) |
39,136,595 |
8,406,053 |
60,220,511 |
29,165,951 |
NET
ASSETS |
$577,258,945 |
$273,750,483 |
$727,574,926 |
$340,898,590 |
NET
ASSET VALUE,
per share |
$44.07 |
$39.96 |
$40.70 |
$37.05 |
Number
of shares outstanding (unlimited number of
shares
authorized, par value $0.01 per share) |
13,100,002 |
6,850,002 |
17,875,002 |
9,200,002 |
Investments,
at cost - Unaffiliated |
$5,002,361 |
$2,360,195 |
$6,936,933 |
$3,230,592 |
Investments,
at cost - Affiliated |
$— |
$— |
$— |
$— |
Total
investments, at cost |
$5,002,361 |
$2,360,195 |
$6,936,933 |
$3,230,592 |
Premiums
paid on options contracts purchased |
$555,763,531 |
$261,371,160 |
$709,554,951 |
$330,957,959 |
Premiums
received on options contracts written |
$22,552,926 |
$7,178,549 |
$23,484,568 |
$7,166,427 |
FT
Vest
Buffered
Allocation
Defensive
ETF
(BUFT)
|
FT
Vest
Buffered
Allocation
Growth
ETF
(BUFG)
|
|
|
$172,434 |
$245,076 |
99,674,123 |
203,334,887 |
99,846,557 |
203,579,963 |
— |
— |
— |
— |
— |
— |
|
|
— |
— |
— |
— |
360 |
162 |
99,846,917 |
203,580,125 |
| |
|
|
— |
— |
— |
— |
|
|
— |
— |
16,023 |
32,135 |
— |
— |
16,023 |
32,135 |
$99,830,894 |
$203,547,990 |
| |
|
|
$96,251,536 |
$198,939,517 |
47,000 |
92,000 |
3,532,358 |
4,516,473 |
$99,830,894 |
$203,547,990 |
$21.24 |
$22.12 |
4,700,002 |
9,200,002 |
$172,434 |
$245,076 |
$96,791,334 |
$200,260,142 |
$96,963,768 |
$200,505,218 |
$— |
$— |
$— |
$— |
|
FT
Vest
U.S.
Equity
Buffer
ETF -
January
(FJAN)
|
FT
Vest
U.S.
Equity
Deep
Buffer
ETF
- January
(DJAN)
|
FT
Vest
U.S.
Equity
Buffer
ETF -
February
(FFEB)
|
FT
Vest
U.S.
Equity
Deep
Buffer
ETF
- February
(DFEB)
|
INVESTMENT
INCOME: |
|
|
|
|
Dividends
- Unaffiliated |
$72,950 |
$34,853 |
$68,500 |
$27,500 |
Total
investment income |
72,950 |
34,853 |
68,500 |
27,500 |
| ||||
EXPENSES: |
|
|
|
|
Investment
advisory fees |
1,839,502 |
858,822 |
2,164,125 |
875,022 |
Total
expenses |
1,839,502 |
858,822 |
2,164,125 |
875,022 |
NET
INVESTMENT INCOME (LOSS) |
(1,766,552
) |
(823,969
) |
(2,095,625
) |
(847,522
) |
| ||||
NET
REALIZED AND UNREALIZED GAIN
(LOSS): |
|
|
|
|
Net
realized gain (loss) on: |
|
|
|
|
Investments
- Affiliated |
— |
— |
— |
— |
In-kind
redemptions - Affiliated |
— |
— |
— |
— |
Purchased
options contracts |
(9,021,254
) |
6,446,216 |
(17,454,130
) |
29,571,025 |
Written
options contracts |
(6,443,074
) |
(6,148,952
) |
(11,088,262
) |
(8,019,464
) |
In-kind
redemptions - Purchased options
contracts |
59,270,412 |
20,448,503 |
99,769,113 |
5,960,317 |
In-kind
redemptions - Written options contracts |
12,309,111 |
348,343 |
8,789,145 |
70,153 |
Net
realized gain (loss) |
56,115,195 |
21,094,110 |
80,015,866 |
27,582,031 |
Net
change in unrealized appreciation (depreciation)
on: |
|
|
|
|
Investments
- Affiliated |
— |
— |
— |
— |
Purchased
options contracts |
(33,702
) |
(2,702,425
) |
(10,540,976
) |
(10,995,410
) |
Written
options contracts |
(9,804,488
) |
(3,744,314
) |
(9,093,350
) |
(1,015,566
) |
Net
change in unrealized appreciation (depreciation) |
(9,838,190
) |
(6,446,739
) |
(19,634,326
) |
(12,010,976
) |
NET
REALIZED AND UNREALIZED GAIN
(LOSS) |
46,277,005 |
14,647,371 |
60,381,540 |
15,571,055 |
NET
INCREASE (DECREASE) IN NET
ASSETS
RESULTING FROM
OPERATIONS |
$44,510,453 |
$13,823,402 |
$58,285,915 |
$14,723,533 |
FT
Vest
U.S.
Equity Buffer
ETF
- March
(FMAR)
|
FT
Vest
U.S.
Equity Deep
Buffer
ETF -
March
(DMAR)
|
FT
Vest
U.S.
Equity Buffer
ETF
- April
(FAPR)
|
FT
Vest
U.S.
Equity Deep
Buffer
ETF -
April
(DAPR)
|
FT
Vest
U.S.
Equity Buffer
ETF
- May
(FMAY)
|
FT
Vest
U.S.
Equity Deep
Buffer
ETF - May
(DMAY)
|
|
|
|
|
|
|
$49,098 |
$27,907 |
$69,178 |
$36,348 |
$100,955 |
$32,563 |
49,098 |
27,907 |
69,178 |
36,348 |
100,955 |
32,563 |
| |||||
|
|
|
|
|
|
1,573,697 |
829,610 |
1,847,433 |
901,356 |
2,356,183 |
770,518 |
1,573,697 |
829,610 |
1,847,433 |
901,356 |
2,356,183 |
770,518 |
(1,524,599
) |
(801,703
) |
(1,778,255
) |
(865,008
) |
(2,255,228
) |
(737,955
) |
| |||||
|
|
|
|
|
|
|
|
|
|
|
|
— |
— |
— |
— |
— |
— |
— |
— |
— |
— |
— |
— |
(57,503
) |
469,291 |
166,467 |
268,380 |
998,317 |
150,903 |
62,160 |
(149,740
) |
(41,543
) |
(59,112
) |
(385,525
) |
(11,313
) |
5,320,244 |
11,249,958 |
18,338,752 |
3,443,817 |
31,379,377 |
4,359,196 |
101,909 |
(3,275,225
) |
4,738,084 |
651,306 |
4,948,368 |
143,904 |
5,426,810 |
8,294,284 |
23,201,760 |
4,304,391 |
36,940,537 |
4,642,690 |
|
|
|
|
|
|
— |
— |
— |
— |
— |
— |
46,664,358 |
13,124,689 |
32,120,787 |
18,443,342 |
37,089,228 |
16,260,665 |
(24,876,807
) |
(11,521,652
) |
(17,284,079
) |
(10,453,069
) |
(20,300,510
) |
(8,842,886
) |
21,787,551 |
1,603,037 |
14,836,708 |
7,990,273 |
16,788,718 |
7,417,779 |
27,214,361 |
9,897,321 |
38,038,468 |
12,294,664 |
53,729,255 |
12,060,469 |
$25,689,762 |
$9,095,618 |
$36,260,213 |
$11,429,656 |
$51,474,027 |
$11,322,514 |
|
FT
Vest
U.S.
Equity
Buffer
ETF -
June
(FJUN)
|
FT
Vest
U.S.
Equity
Deep
Buffer
ETF
- June
(DJUN)
|
FT
Vest
U.S.
Equity
Buffer
ETF -
July
(FJUL)
|
FT
Vest
U.S.
Equity
Deep
Buffer
ETF
- July
(DJUL)
|
INVESTMENT
INCOME: |
|
|
|
|
Dividends
- Unaffiliated |
$126,122 |
$37,507 |
$134,510 |
$100,163 |
Total
investment income |
126,122 |
37,507 |
134,510 |
100,163 |
| ||||
EXPENSES: |
|
|
|
|
Investment
advisory fees |
2,522,975 |
772,029 |
2,417,372 |
1,733,956 |
Total
expenses |
2,522,975 |
772,029 |
2,417,372 |
1,733,956 |
NET
INVESTMENT INCOME (LOSS) |
(2,396,853
) |
(734,522
) |
(2,282,862
) |
(1,633,793
) |
| ||||
NET
REALIZED AND UNREALIZED GAIN
(LOSS): |
|
|
|
|
Net
realized gain (loss) on: |
|
|
|
|
Investments
- Affiliated |
— |
— |
— |
— |
In-kind
redemptions - Affiliated |
— |
— |
— |
— |
Purchased
options contracts |
380,195 |
234,561 |
429,891 |
969,454 |
Written
options contracts |
37,089 |
75,823 |
56,800 |
92,713 |
In-kind
redemptions - Purchased options
contracts |
14,162,258 |
4,282,008 |
11,178,211 |
10,774,142 |
In-kind
redemptions - Written options contracts |
5,327,500 |
1,363,773 |
2,167,472 |
771,413 |
Net
realized gain (loss) |
19,907,042 |
5,956,165 |
13,832,374 |
12,607,722 |
Net
change in unrealized appreciation (depreciation)
on: |
|
|
|
|
Investments
- Affiliated |
— |
— |
— |
— |
Purchased
options contracts |
48,698,635 |
17,152,901 |
44,725,358 |
40,352,601 |
Written
options contracts |
(4,663,115
) |
(5,506,083
) |
674,024 |
(7,087,046
) |
Net
change in unrealized appreciation (depreciation) |
44,035,520 |
11,646,818 |
45,399,382 |
33,265,555 |
NET
REALIZED AND UNREALIZED GAIN
(LOSS) |
63,942,562 |
17,602,983 |
59,231,756 |
45,873,277 |
NET
INCREASE (DECREASE) IN NET
ASSETS
RESULTING FROM
OPERATIONS |
$61,545,709 |
$16,868,461 |
$56,948,894 |
$44,239,484 |
FT
Vest
U.S.
Equity Buffer
ETF
- August
(FAUG)
|
FT
Vest
U.S.
Equity Deep
Buffer
ETF -
August
(DAUG)
|
FT
Vest
U.S.
Equity Buffer
ETF
- September
(FSEP)
|
FT
Vest
U.S.
Equity Deep
Buffer
ETF -
September
(DSEP)
|
FT
Vest
U.S.
Equity Buffer
ETF
- October
(FOCT)
|
FT
Vest
U.S.
Equity Deep
Buffer
ETF -
October
(DOCT)
|
|
|
|
|
|
|
$141,415 |
$87,055 |
$101,196 |
$45,614 |
$90,048 |
$37,689 |
141,415 |
87,055 |
101,196 |
45,614 |
90,048 |
37,689 |
| |||||
|
|
|
|
|
|
2,459,509 |
1,449,471 |
1,774,587 |
781,563 |
1,730,845 |
737,981 |
2,459,509 |
1,449,471 |
1,774,587 |
781,563 |
1,730,845 |
737,981 |
(2,318,094
) |
(1,362,416
) |
(1,673,391
) |
(735,949
) |
(1,640,797
) |
(700,292
) |
| |||||
|
|
|
|
|
|
|
|
|
|
|
|
— |
— |
— |
— |
— |
— |
— |
— |
— |
— |
— |
— |
192,882 |
523,647 |
(17,949,195
) |
(9,481,664
) |
(26,358,576
) |
(10,681,714
) |
781 |
14,477 |
77,339 |
20,339 |
1,191,991 |
1,053,009 |
6,024,908 |
3,031,529 |
38,527,648 |
23,143,816 |
38,468,857 |
16,749,948 |
907,848 |
(118,619
) |
11,296,904 |
4,213,466 |
14,187,730 |
4,809,476 |
7,126,419 |
3,451,034 |
31,952,696 |
17,895,957 |
27,490,002 |
11,930,719 |
|
|
|
|
|
|
— |
— |
— |
— |
— |
— |
53,528,568 |
29,751,640 |
20,998,706 |
9,974,556 |
37,799,043 |
15,211,099 |
(5,031,722
) |
(8,143,421
) |
(11,911,172
) |
(9,381,980
) |
(33,362,862
) |
(16,013,123
) |
48,496,846 |
21,608,219 |
9,087,534 |
592,576 |
4,436,181 |
(802,024
) |
55,623,265 |
25,059,253 |
41,040,230 |
18,488,533 |
31,926,183 |
11,128,695 |
$53,305,171 |
$23,696,837 |
$39,366,839 |
$17,752,584 |
$30,285,386 |
$10,428,403 |
|
FT
Vest
U.S.
Equity
Buffer
ETF -
November
(FNOV)
|
FT
Vest
U.S.
Equity
Deep
Buffer
ETF
-
November
(DNOV)
|
FT
Vest
U.S.
Equity
Buffer
ETF -
December
(FDEC)
|
FT
Vest
U.S.
Equity
Deep
Buffer
ETF
- December
(DDEC)
|
INVESTMENT
INCOME: |
|
|
|
|
Dividends
- Unaffiliated |
$105,264 |
$51,293 |
$95,482 |
$56,556 |
Total
investment income |
105,264 |
51,293 |
95,482 |
56,556 |
| ||||
EXPENSES: |
|
|
|
|
Investment
advisory fees |
2,146,010 |
1,093,341 |
1,961,436 |
1,247,053 |
Total
expenses |
2,146,010 |
1,093,341 |
1,961,436 |
1,247,053 |
NET
INVESTMENT INCOME (LOSS) |
(2,040,746
) |
(1,042,048
) |
(1,865,954
) |
(1,190,497
) |
| ||||
NET
REALIZED AND UNREALIZED GAIN
(LOSS): |
|
|
|
|
Net
realized gain (loss) on: |
|
|
|
|
Investments
- Affiliated |
— |
— |
— |
— |
In-kind
redemptions - Affiliated |
— |
— |
— |
— |
Purchased
options contracts |
(20,704,758
) |
7,108,472 |
(7,190,737
) |
3,406,958 |
Written
options contracts |
506,120 |
4,240,764 |
25,672 |
(6,212,068
) |
In-kind
redemptions - Purchased options
contracts |
48,501,946 |
17,650,517 |
56,387,182 |
35,786,542 |
In-kind
redemptions - Written options contracts |
17,642,267 |
4,722,954 |
10,811,020 |
4,432,720 |
Net
realized gain (loss) |
45,945,575 |
33,722,707 |
60,033,137 |
37,414,152 |
Net
change in unrealized appreciation (depreciation)
on: |
|
|
|
|
Investments
- Affiliated |
— |
— |
— |
— |
Purchased
options contracts |
23,822,611 |
5,544,177 |
16,215,487 |
(5,716,248
) |
Written
options contracts |
(23,288,712
) |
(13,968,387
) |
(13,414,165
) |
(7,687,715
) |
Net
change in unrealized appreciation (depreciation) |
533,899 |
(8,424,210
) |
2,801,322 |
(13,403,963
) |
NET
REALIZED AND UNREALIZED GAIN
(LOSS) |
46,479,474 |
25,298,497 |
62,834,459 |
24,010,189 |
NET
INCREASE (DECREASE) IN NET
ASSETS
RESULTING FROM
OPERATIONS |
$44,438,728 |
$24,256,449 |
$60,968,505 |
$22,819,692 |
FT
Vest
Buffered
Allocation
Defensive
ETF
(BUFT)
|
FT
Vest
Buffered
Allocation
Growth
ETF
(BUFG)
|
|
|
$1,114 |
$1,555 |
1,114 |
1,555 |
| |
|
|
103,159 |
176,154 |
103,159 |
176,154 |
(102,045
) |
(174,599
) |
| |
|
|
|
|
1,349,888 |
(2,433,708
) |
6,171,664 |
18,519,685 |
— |
— |
— |
— |
— |
— |
— |
— |
7,521,552 |
16,085,977 |
|
|
(1,207,192
) |
(900,752
) |
— |
— |
— |
— |
(1,207,192
) |
(900,752
) |
6,314,360 |
15,185,225 |
$6,212,315 |
$15,010,626 |
|
FT
Vest U.S. Equity Buffer ETF -
January
(FJAN) |
FT
Vest U.S. Equity Deep Buffer
ETF
- January (DJAN) | ||
|
Six
Months
Ended
2/29/2024
(Unaudited) |
Year
Ended
8/31/2023 |
Six
Months
Ended
2/29/2024
(Unaudited) |
Year
Ended
8/31/2023 |
OPERATIONS: |
|
|
|
|
Net
investment income (loss) |
$(1,766,552
) |
$(1,992,302
) |
$(823,969
) |
$(1,472,394
) |
Net
realized gain (loss) |
56,115,195 |
272,339 |
21,094,110 |
(2,932,419
) |
Net
change in unrealized appreciation (depreciation) |
(9,838,190
) |
39,662,230 |
(6,446,739
) |
19,857,278 |
Net
increase (decrease) in net assets resulting from
operations |
44,510,453 |
37,942,267 |
13,823,402 |
15,452,465 |
| ||||
SHAREHOLDER
TRANSACTIONS: |
|
|
|
|
Proceeds
from shares sold |
735,578,861 |
406,801,786 |
269,230,944 |
258,344,193 |
Cost
of shares redeemed |
(397,956,006
) |
(296,858,003
) |
(151,663,655
) |
(221,699,055
) |
Net
increase (decrease) in net assets resulting from
shareholder
transactions |
337,622,855 |
109,943,783 |
117,567,289 |
36,645,138 |
Total
increase (decrease) in net assets |
382,133,308 |
147,886,050 |
131,390,691 |
52,097,603 |
| ||||
NET
ASSETS: |
|
|
|
|
Beginning
of period |
337,119,311 |
189,233,261 |
185,028,390 |
132,930,787 |
End
of period |
$719,252,619 |
$337,119,311 |
$316,419,081 |
$185,028,390 |
| ||||
CHANGES
IN SHARES OUTSTANDING: |
|
|
|
|
Shares
outstanding, beginning of period |
8,950,002 |
5,850,002 |
5,575,002 |
4,325,002 |
Shares
sold |
18,400,000 |
11,950,000 |
7,775,000 |
8,425,000 |
Shares
redeemed |
(9,950,000
) |
(8,850,000
) |
(4,450,000
) |
(7,175,000
) |
Shares
outstanding, end of period |
17,400,002 |
8,950,002 |
8,900,002 |
5,575,002 |
FT
Vest U.S. Equity Buffer ETF -
February
(FFEB) |
FT
Vest U.S. Equity Deep Buffer ETF -
February
(DFEB) |
FT
Vest U.S. Equity Buffer ETF -
March
(FMAR) | |||
Six
Months
Ended
2/29/2024
(Unaudited) |
Year
Ended
8/31/2023 |
Six
Months
Ended
2/29/2024
(Unaudited) |
Year
Ended
8/31/2023 |
Six
Months
Ended
2/29/2024
(Unaudited) |
Year
Ended
8/31/2023 |
|
|
|
|
|
|
$(2,095,625
) |
$(2,659,240
) |
$(847,522
) |
$(2,231,079
) |
$(1,524,599
) |
$(1,870,741
) |
80,015,866 |
4,021,661 |
27,582,031 |
(11,489,878
) |
5,426,810 |
1,945,093 |
(19,634,326
) |
44,100,136 |
(12,010,976
) |
26,799,203 |
21,787,551 |
37,525,066 |
58,285,915 |
45,462,557 |
14,723,533 |
13,078,246 |
25,689,762 |
37,599,418 |
| |||||
|
|
|
|
|
|
940,259,123 |
243,479,786 |
137,629,161 |
130,634,777 |
129,878,314 |
404,646,429 |
(625,407,804
) |
(205,787,010
) |
(48,157,946
) |
(240,475,793
) |
(38,626,248
) |
(318,408,317
) |
314,851,319 |
37,692,776 |
89,471,215 |
(109,841,016
) |
91,252,066 |
86,238,112 |
373,137,234 |
83,155,333 |
104,194,748 |
(96,762,770
) |
116,941,828 |
123,837,530 |
| |||||
|
|
|
|
|
|
386,234,153 |
303,078,820 |
206,342,770 |
303,105,540 |
320,901,239 |
197,063,709 |
$759,371,387 |
$386,234,153 |
$310,537,518 |
$206,342,770 |
$437,843,067 |
$320,901,239 |
| |||||
|
|
|
|
|
|
9,575,002 |
8,550,002 |
5,750,002 |
8,925,002 |
8,900,002 |
6,300,002 |
21,875,000 |
6,550,000 |
3,625,000 |
3,925,000 |
3,500,000 |
12,450,000 |
(14,375,000
) |
(5,525,000
) |
(1,300,000
) |
(7,100,000
) |
(1,025,000
) |
(9,850,000
) |
17,075,002 |
9,575,002 |
8,075,002 |
5,750,002 |
11,375,002 |
8,900,002 |
|
FT
Vest U.S. Equity Deep Buffer
ETF
- March (DMAR) |
FT
Vest U.S. Equity Buffer ETF -
April
(FAPR) | ||
|
Six
Months
Ended
2/29/2024
(Unaudited) |
Year
Ended
8/31/2023 |
Six
Months
Ended
2/29/2024
(Unaudited) |
Year
Ended
8/31/2023 |
OPERATIONS: |
|
|
|
|
Net
investment income (loss) |
$(801,703
) |
$(1,849,081
) |
$(1,778,255
) |
$(2,509,611
) |
Net
realized gain (loss) |
8,294,284 |
(6,721,689
) |
23,201,760 |
7,477,814 |
Net
change in unrealized appreciation (depreciation) |
1,603,037 |
24,278,131 |
14,836,708 |
35,605,596 |
Net
increase (decrease) in net assets resulting from
operations |
9,095,618 |
15,707,361 |
36,260,213 |
40,573,799 |
| ||||
SHAREHOLDER
TRANSACTIONS: |
|
|
|
|
Proceeds
from shares sold |
27,415,851 |
225,304,811 |
189,342,818 |
472,382,047 |
Cost
of shares redeemed |
(73,861,044
) |
(232,646,017
) |
(166,857,385
) |
(388,773,781
) |
Net
increase (decrease) in net assets resulting from
shareholder
transactions |
(46,445,193
) |
(7,341,206
) |
22,485,433 |
83,608,266 |
Total
increase (decrease) in net assets |
(37,349,575
) |
8,366,155 |
58,745,646 |
124,182,065 |
| ||||
NET
ASSETS: |
|
|
|
|
Beginning
of period |
201,158,794 |
192,792,639 |
405,693,132 |
281,511,067 |
End
of period |
$163,809,219 |
$201,158,794 |
$464,438,778 |
$405,693,132 |
| ||||
CHANGES
IN SHARES OUTSTANDING: |
|
|
|
|
Shares
outstanding, beginning of period |
6,150,002 |
6,350,002 |
12,200,002 |
9,575,002 |
Shares
sold |
825,000 |
7,425,000 |
5,525,000 |
15,175,000 |
Shares
redeemed |
(2,200,000
) |
(7,625,000
) |
(4,875,000
) |
(12,550,000
) |
Shares
outstanding, end of period |
4,775,002 |
6,150,002 |
12,850,002 |
12,200,002 |
FT
Vest U.S. Equity Deep Buffer ETF -
April
(DAPR) |
FT
Vest U.S. Equity Buffer ETF - May
(FMAY) |
FT
Vest U.S. Equity Deep Buffer ETF -
May
(DMAY) | |||
Six
Months
Ended
2/29/2024
(Unaudited) |
Year
Ended
8/31/2023 |
Six
Months
Ended
2/29/2024
(Unaudited) |
Year
Ended
8/31/2023 |
Six
Months
Ended
2/29/2024
(Unaudited) |
Year
Ended
8/31/2023 |
|
|
|
|
|
|
$(865,008
) |
$(2,388,611
) |
$(2,255,228
) |
$(3,153,230
) |
$(737,955
) |
$(1,447,811
) |
4,304,391 |
(4,330,617
) |
36,940,537 |
26,950,416 |
4,642,690 |
10,138,028 |
7,990,273 |
19,578,401 |
16,788,718 |
18,571,692 |
7,417,779 |
7,587,488 |
11,429,656 |
12,859,173 |
51,474,027 |
42,368,878 |
11,322,514 |
16,277,705 |
| |||||
|
|
|
|
|
|
41,369,360 |
396,673,654 |
237,833,590 |
625,530,976 |
57,657,565 |
170,656,279 |
(75,731,049
) |
(440,445,298
) |
(276,757,265
) |
(507,606,893
) |
(59,372,693
) |
(240,142,974
) |
(34,361,689
) |
(43,771,644
) |
(38,923,675
) |
117,924,083 |
(1,715,128
) |
(69,486,695
) |
(22,932,033
) |
(30,912,471
) |
12,550,352 |
160,292,961 |
9,607,386 |
(53,208,990
) |
| |||||
|
|
|
|
|
|
234,920,991 |
265,833,462 |
524,140,723 |
363,847,762 |
172,809,424 |
226,018,414 |
$211,988,958 |
$234,920,991 |
$536,691,075 |
$524,140,723 |
$182,416,810 |
$172,809,424 |
| |||||
|
|
|
|
|
|
7,550,002 |
8,900,002 |
13,300,002 |
10,200,002 |
4,975,002 |
7,150,002 |
1,300,000 |
13,400,000 |
5,925,000 |
16,850,000 |
1,650,000 |
5,250,000 |
(2,450,000
) |
(14,750,000
) |
(6,700,000
) |
(13,750,000
) |
(1,700,000
) |
(7,425,000
) |
6,400,002 |
7,550,002 |
12,525,002 |
13,300,002 |
4,925,002 |
4,975,002 |
|
FT
Vest U.S. Equity Buffer ETF -
June
(FJUN) |
FT
Vest U.S. Equity Deep Buffer
ETF
- June (DJUN) | ||
|
Six
Months
Ended
2/29/2024
(Unaudited) |
Year
Ended
8/31/2023 |
Six
Months
Ended
2/29/2024
(Unaudited) |
Year
Ended
8/31/2023 |
OPERATIONS: |
|
|
|
|
Net
investment income (loss) |
$(2,396,853
) |
$(2,674,644
) |
$(734,522
) |
$(1,307,997
) |
Net
realized gain (loss) |
19,907,042 |
51,651,309 |
5,956,165 |
19,896,691 |
Net
change in unrealized appreciation (depreciation) |
44,035,520 |
(444,750
) |
11,646,818 |
(2,592,810
) |
Net
increase (decrease) in net assets resulting from
operations |
61,545,709 |
48,531,915 |
16,868,461 |
15,995,884 |
| ||||
SHAREHOLDER
TRANSACTIONS: |
|
|
|
|
Proceeds
from shares sold |
254,367,267 |
538,441,639 |
36,687,133 |
111,081,853 |
Cost
of shares redeemed |
(191,035,866
) |
(351,578,773
) |
(58,142,003
) |
(131,629,473
) |
Net
increase (decrease) in net assets resulting from
shareholder
transactions |
63,331,401 |
186,862,866 |
(21,454,870
) |
(20,547,620
) |
Total
increase (decrease) in net assets |
124,877,110 |
235,394,781 |
(4,586,409
) |
(4,551,736
) |
| ||||
NET
ASSETS: |
|
|
|
|
Beginning
of period |
533,892,644 |
298,497,863 |
175,512,474 |
180,064,210 |
End
of period |
$658,769,754 |
$533,892,644 |
$170,926,065 |
$175,512,474 |
| ||||
CHANGES
IN SHARES OUTSTANDING: |
|
|
|
|
Shares
outstanding, beginning of period |
12,675,002 |
8,200,002 |
4,825,002 |
5,550,002 |
Shares
sold |
5,900,000 |
13,375,000 |
1,050,000 |
3,150,000 |
Shares
redeemed |
(4,325,000
) |
(8,900,000
) |
(1,550,000
) |
(3,875,000
) |
Shares
outstanding, end of period |
14,250,002 |
12,675,002 |
4,325,002 |
4,825,002 |
FT
Vest U.S. Equity Buffer ETF - July
(FJUL) |
FT
Vest U.S. Equity Deep Buffer ETF -
July
(DJUL) |
FT
Vest U.S. Equity Buffer ETF -
August
(FAUG) | |||
Six
Months
Ended
2/29/2024
(Unaudited) |
Year
Ended
8/31/2023 |
Six
Months
Ended
2/29/2024
(Unaudited) |
Year
Ended
8/31/2023 |
Six
Months
Ended
2/29/2024
(Unaudited) |
Year
Ended
8/31/2023 |
|
|
|
|
|
|
$(2,282,862
) |
$(2,088,888
) |
$(1,633,793
) |
$(1,294,026
) |
$(2,318,094
) |
$(3,003,919
) |
13,832,374 |
38,604,244 |
12,607,722 |
16,365,178 |
7,126,419 |
5,806,643 |
45,399,382 |
(3,036,837
) |
33,265,555 |
(1,028,162
) |
48,496,846 |
23,865,275 |
56,948,894 |
33,478,519 |
44,239,484 |
14,042,990 |
53,305,171 |
26,667,999 |
| |||||
|
|
|
|
|
|
230,212,763 |
538,570,165 |
221,919,496 |
329,544,964 |
103,913,399 |
864,196,916 |
(209,996,881
) |
(289,430,146
) |
(138,328,750
) |
(214,085,902
) |
(126,902,651
) |
(651,916,272
) |
20,215,882 |
249,140,019 |
83,590,746 |
115,459,062 |
(22,989,252
) |
212,280,644 |
77,164,776 |
282,618,538 |
127,830,230 |
129,502,052 |
30,315,919 |
238,948,643 |
| |||||
|
|
|
|
|
|
503,211,913 |
220,593,375 |
286,637,523 |
157,135,471 |
561,931,746 |
322,983,103 |
$580,376,689 |
$503,211,913 |
$414,467,753 |
$286,637,523 |
$592,247,665 |
$561,931,746 |
| |||||
|
|
|
|
|
|
12,700,002 |
6,350,002 |
8,200,002 |
5,050,002 |
14,550,002 |
9,150,002 |
5,725,000 |
13,800,000 |
6,500,000 |
9,550,000 |
2,675,000 |
22,750,000 |
(5,100,000
) |
(7,450,000
) |
(3,825,000
) |
(6,400,000
) |
(3,200,000
) |
(17,350,000
) |
13,325,002 |
12,700,002 |
10,875,002 |
8,200,002 |
14,025,002 |
14,550,002 |
|
FT
Vest U.S. Equity Deep Buffer
ETF
- August (DAUG) |
FT
Vest U.S. Equity Buffer ETF -
September
(FSEP) | ||
|
Six
Months
Ended
2/29/2024
(Unaudited) |
Year
Ended
8/31/2023 |
Six
Months
Ended
2/29/2024
(Unaudited) |
Year
Ended
8/31/2023 |
OPERATIONS: |
|
|
|
|
Net
investment income (loss) |
$(1,362,416
) |
$(3,258,712
) |
$(1,673,391
) |
$(2,165,154
) |
Net
realized gain (loss) |
3,451,034 |
31,897,478 |
31,952,696 |
4,556,289 |
Net
change in unrealized appreciation (depreciation) |
21,608,219 |
11,810,301 |
9,087,534 |
40,185,060 |
Net
increase (decrease) in net assets resulting from
operations |
23,696,837 |
40,449,067 |
39,366,839 |
42,576,195 |
| ||||
SHAREHOLDER
TRANSACTIONS: |
|
|
|
|
Proceeds
from shares sold |
35,231,488 |
804,513,065 |
431,036,181 |
395,959,039 |
Cost
of shares redeemed |
(98,266,192
) |
(624,260,248
) |
(317,833,038
) |
(239,350,219
) |
Net
increase (decrease) in net assets resulting from
shareholder
transactions |
(63,034,704
) |
180,252,817 |
113,203,143 |
156,608,820 |
Total
increase (decrease) in net assets |
(39,337,867
) |
220,701,884 |
152,569,982 |
199,185,015 |
| ||||
NET
ASSETS: |
|
|
|
|
Beginning
of period |
377,851,186 |
157,149,302 |
324,306,727 |
125,121,712 |
End
of period |
$338,513,319 |
$377,851,186 |
$476,876,709 |
$324,306,727 |
| ||||
CHANGES
IN SHARES OUTSTANDING: |
|
|
|
|
Shares
outstanding, beginning of period |
11,100,002 |
4,975,002 |
8,425,002 |
3,750,002 |
Shares
sold |
1,000,000 |
24,750,000 |
11,250,000 |
11,600,000 |
Shares
redeemed |
(2,850,000
) |
(18,625,000
) |
(8,275,000
) |
(6,925,000
) |
Shares
outstanding, end of period |
9,250,002 |
11,100,002 |
11,400,002 |
8,425,002 |
FT
Vest U.S. Equity Deep Buffer ETF -
September
(DSEP) |
FT
Vest U.S. Equity Buffer ETF -
October
(FOCT) |
FT
Vest U.S. Equity Deep Buffer ETF -
October
(DOCT) | |||
Six
Months
Ended
2/29/2024
(Unaudited) |
Year
Ended
8/31/2023 |
Six
Months
Ended
2/29/2024
(Unaudited) |
Year
Ended
8/31/2023 |
Six
Months
Ended
2/29/2024
(Unaudited) |
Year
Ended
8/31/2023 |
|
|
|
|
|
|
$(735,949
) |
$(1,586,586
) |
$(1,640,797
) |
$(2,147,532
) |
$(700,292
) |
$(1,423,515
) |
17,895,957 |
10,193,950 |
27,490,002 |
(3,414,285
) |
11,930,719 |
1,554,335 |
592,576 |
21,152,396 |
4,436,181 |
48,545,456 |
(802,024
) |
24,938,133 |
17,752,584 |
29,759,760 |
30,285,386 |
42,983,639 |
10,428,403 |
25,068,953 |
| |||||
|
|
|
|
|
|
225,175,783 |
301,664,319 |
512,165,794 |
296,029,591 |
166,607,022 |
204,061,583 |
(196,827,581
) |
(291,488,077
) |
(310,566,439
) |
(206,921,003
) |
(151,219,021
) |
(193,274,484
) |
28,348,202 |
10,176,242 |
201,599,355 |
89,108,588 |
15,388,001 |
10,787,099 |
46,100,786 |
39,936,002 |
231,884,741 |
132,092,227 |
25,816,404 |
35,856,052 |
| |||||
|
|
|
|
|
|
138,835,261 |
98,899,259 |
278,460,486 |
146,368,259 |
159,789,028 |
123,932,976 |
$184,936,047 |
$138,835,261 |
$510,345,227 |
$278,460,486 |
$185,605,432 |
$159,789,028 |
| |||||
|
|
|
|
|
|
3,975,002 |
3,250,002 |
7,275,002 |
4,450,002 |
4,500,002 |
4,050,002 |
6,525,000 |
9,950,000 |
13,800,000 |
8,950,000 |
4,775,000 |
6,475,000 |
(5,600,000
) |
(9,225,000
) |
(8,350,000
) |
(6,125,000
) |
(4,300,000
) |
(6,025,000
) |
4,900,002 |
3,975,002 |
12,725,002 |
7,275,002 |
4,975,002 |
4,500,002 |
|
FT
Vest U.S. Equity Buffer ETF -
November
(FNOV) |
FT
Vest U.S. Equity Deep Buffer
ETF
- November (DNOV) | ||
|
Six
Months
Ended
2/29/2024
(Unaudited) |
Year
Ended
8/31/2023 |
Six
Months
Ended
2/29/2024
(Unaudited) |
Year
Ended
8/31/2023 |
OPERATIONS: |
|
|
|
|
Net
investment income (loss) |
$(2,040,746
) |
$(2,952,732
) |
$(1,042,048
) |
$(2,488,779
) |
Net
realized gain (loss) |
45,945,575 |
(3,527,750
) |
33,722,707 |
(6,644,479
) |
Net
change in unrealized appreciation (depreciation) |
533,899 |
60,994,440 |
(8,424,210
) |
42,222,317 |
Net
increase (decrease) in net assets resulting from
operations |
44,438,728 |
54,513,958 |
24,256,449 |
33,089,059 |
| ||||
SHAREHOLDER
TRANSACTIONS: |
|
|
|
|
Proceeds
from shares sold |
546,956,845 |
319,979,614 |
193,888,500 |
337,167,210 |
Cost
of shares redeemed |
(407,315,647
) |
(242,372,424
) |
(185,438,875
) |
(529,405,035
) |
Net
increase (decrease) in net assets resulting from
shareholder
transactions |
139,641,198 |
77,607,190 |
8,449,625 |
(192,237,825
) |
Total
increase (decrease) in net assets |
184,079,926 |
132,121,148 |
32,706,074 |
(159,148,766
) |
| ||||
NET
ASSETS: |
|
|
|
|
Beginning
of period |
393,179,019 |
261,057,871 |
241,044,409 |
400,193,175 |
End
of period |
$577,258,945 |
$393,179,019 |
$273,750,483 |
$241,044,409 |
| ||||
CHANGES
IN SHARES OUTSTANDING: |
|
|
|
|
Shares
outstanding, beginning of period |
9,625,002 |
7,350,002 |
6,525,002 |
12,200,002 |
Shares
sold |
13,425,000 |
8,775,000 |
5,275,000 |
10,200,000 |
Shares
redeemed |
(9,950,000
) |
(6,500,000
) |
(4,950,000
) |
(15,875,000
) |
Shares
outstanding, end of period |
13,100,002 |
9,625,002 |
6,850,002 |
6,525,002 |
FT
Vest U.S. Equity Buffer ETF -
December
(FDEC) |
FT
Vest U.S. Equity Deep Buffer ETF -
December
(DDEC) |
FT
Vest Buffered Allocation Defensive
ETF
(BUFT) | |||
Six
Months
Ended
2/29/2024
(Unaudited) |
Year
Ended
8/31/2023 |
Six
Months
Ended
2/29/2024
(Unaudited) |
Year
Ended
8/31/2023 |
Six
Months
Ended
2/29/2024
(Unaudited) |
Year
Ended
8/31/2023 |
|
|
|
|
|
|
$(1,865,954
) |
$(1,933,139
) |
$(1,190,497
) |
$(2,394,409
) |
$(102,045
) |
$(246,661
) |
60,033,137 |
(9,145,882
) |
37,414,152 |
2,394,268 |
7,521,552 |
3,446,596 |
2,801,322 |
49,599,041 |
(13,403,963
) |
35,948,038 |
(1,207,192
) |
4,773,322 |
60,968,505 |
38,520,020 |
22,819,692 |
35,947,897 |
6,212,315 |
7,973,257 |
| |||||
|
|
|
|
|
|
763,738,868 |
391,728,791 |
336,071,388 |
397,801,826 |
136,140,269 |
63,344,481 |
(394,263,938
) |
(323,259,505
) |
(296,975,542
) |
(406,358,710
) |
(137,952,134
) |
(130,727,007
) |
369,474,930 |
68,469,286 |
39,095,846 |
(8,556,884
) |
(1,811,865
) |
(67,382,526
) |
430,443,435 |
106,989,306 |
61,915,538 |
27,391,013 |
4,400,450 |
(59,409,269
) |
| |||||
|
|
|
|
|
|
297,131,491 |
190,142,185 |
278,983,052 |
251,592,039 |
95,430,444 |
154,839,713 |
$727,574,926 |
$297,131,491 |
$340,898,590 |
$278,983,052 |
$99,830,894 |
$95,430,444 |
| |||||
|
|
|
|
|
|
8,125,002 |
6,000,002 |
8,150,002 |
8,275,002 |
4,750,002 |
8,300,002 |
19,950,000 |
11,975,000 |
9,475,000 |
12,950,000 |
6,600,000 |
3,250,000 |
(10,200,000
) |
(9,850,000
) |
(8,425,000
) |
(13,075,000
) |
(6,650,000
) |
(6,800,000
) |
17,875,002 |
8,125,002 |
9,200,002 |
8,150,002 |
4,700,002 |
4,750,002 |
|
FT
Vest Buffered Allocation
Growth
ETF (BUFG) | |
|
Six
Months
Ended
2/29/2024
(Unaudited) |
Year
Ended
8/31/2023 |
OPERATIONS: |
|
|
Net
investment income (loss) |
$(174,599
) |
$(299,352
) |
Net
realized gain (loss) |
16,085,977 |
11,554,925 |
Net
change in unrealized appreciation
(depreciation) |
(900,752
) |
5,644,353 |
Net
increase (decrease) in net assets resulting
from
operations |
15,010,626 |
16,899,926 |
| ||
SHAREHOLDER
TRANSACTIONS: |
|
|
Proceeds
from shares sold |
376,428,986 |
288,555,492 |
Cost
of shares redeemed |
(352,039,433
) |
(304,725,396
) |
Net
increase (decrease) in net assets resulting
from
shareholder transactions |
24,389,553 |
(16,169,904
) |
Total
increase (decrease) in net assets |
39,400,179 |
730,022 |
| ||
NET
ASSETS: |
|
|
Beginning
of period |
164,147,811 |
163,417,789 |
End
of period |
$203,547,990 |
$164,147,811 |
| ||
CHANGES
IN SHARES OUTSTANDING: |
|
|
Shares
outstanding, beginning of period |
8,050,002 |
9,000,002 |
Shares
sold |
17,650,000 |
14,900,000 |
Shares
redeemed |
(16,500,000
) |
(15,850,000
) |
Shares
outstanding, end of period |
9,200,002 |
8,050,002 |
|
Six
Months
Ended
2/29/2024
(Unaudited) |
Year
Ended August
31,
|
Period
Ended
8/31/2021
(a) | |
|
2023
|
2022
| ||
Net
asset value, beginning of period |
$37.67 |
$32.35 |
$33.37 |
$30.06 |
Income
from investment operations: |
|
|
|
|
Net
investment income (loss)
|
(0.16
) (b) |
(0.29
) (b) |
(0.19
) |
(0.14
) |
Net
realized and unrealized gain (loss) |
3.83 |
5.61 |
(0.83
) |
3.45 |
Total
from investment operations |
3.67 |
5.32 |
(1.02
) |
3.31 |
Net
asset value, end of period |
$41.34 |
$37.67 |
$32.35 |
$33.37 |
Total
return
(c) |
9.74
% |
16.45
% |
(3.06
)% |
11.01
% |
| ||||
Ratios
to average net assets/supplemental data: |
|
|
|
|
Net
assets, end of period (in 000’s) |
$719,253 |
$337,119 |
$189,233 |
$126,811 |
Ratio
of total expenses to average net assets |
0.85
% (d) |
0.85
% |
0.85
% |
0.85
% (d) |
Ratio
of net investment income (loss) to average net
assets |
(0.82
)% (d) |
(0.82
)% |
(0.85
)% |
(0.85
)% (d) |
Portfolio
turnover rate (e) |
0
% |
0
% |
0
% |
0
% |
(a) |
Inception
date is January 15, 2021, which is consistent with the commencement of
investment operations and is the date the initial creation units
were
established. |
(b) |
Based
on average shares outstanding. |
(c) |
Total
return is calculated assuming an initial investment made at the net asset
value at the beginning of the period, reinvestment of all
distributions
at net asset value during the period, and redemption at net asset value on
the last day of the period. The returns presented do not
reflect
the deduction of taxes that a shareholder would pay on Fund distributions
or the redemption or sale of Fund shares. Total return is
calculated
for the time period presented and is not annualized for periods of less
than a year. |
(d) |
Annualized. |
(e) |
Portfolio
turnover is calculated for the time period presented and is not annualized
for periods of less than a year and does not include securities
received
or delivered from processing creations or redemptions, derivatives and
in-kind transactions. |
|
Six
Months
Ended
2/29/2024
(Unaudited) |
Year
Ended August
31,
|
Period
Ended
8/31/2021
(a) | |
|
2023
|
2022
| ||
Net
asset value, beginning of period |
$33.19 |
$30.74 |
$31.94 |
$30.06 |
Income
from investment operations: |
|
|
|
|
Net
investment income (loss)
|
(0.14
) (b) |
(0.26
) (b) |
(0.04
) |
(0.22
) |
Net
realized and unrealized gain (loss) |
2.50 |
2.71 |
(1.16
) |
2.10 |
Total
from investment operations |
2.36 |
2.45 |
(1.20
) |
1.88 |
Net
asset value, end of period |
$35.55 |
$33.19 |
$30.74 |
$31.94 |
Total
return
(c) |
7.11
% |
7.97
% |
(3.76
)% |
6.25
% |
| ||||
Ratios
to average net assets/supplemental data: |
|
|
|
|
Net
assets, end of period (in 000’s) |
$316,419 |
$185,028 |
$132,931 |
$49,511 |
Ratio
of total expenses to average net assets |
0.85
% (d) |
0.85
% |
0.85
% |
0.85
% (d) |
Ratio
of net investment income (loss) to average net
assets |
(0.82
)% (d) |
(0.82
)% |
(0.85
)% |
(0.85
)% (d) |
Portfolio
turnover rate (e) |
0
% |
0
% |
0
% |
0
% |
(a) |
Inception
date is January 15, 2021, which is consistent with the commencement of
investment operations and is the date the initial creation units
were
established. |
(b) |
Based
on average shares outstanding. |
(c) |
Total
return is calculated assuming an initial investment made at the net asset
value at the beginning of the period, reinvestment of all
distributions
at net asset value during the period, and redemption at net asset value on
the last day of the period. The returns presented do not
reflect
the deduction of taxes that a shareholder would pay on Fund distributions
or the redemption or sale of Fund shares. Total return is
calculated
for the time period presented and is not annualized for periods of less
than a year. |
(d) |
Annualized. |
(e) |
Portfolio
turnover is calculated for the time period presented and is not annualized
for periods of less than a year and does not include securities
received
or delivered from processing creations or redemptions, derivatives and
in-kind transactions. |
|
Six
Months
Ended
2/29/2024
(Unaudited) |
Year
Ended August
31,
|
Period
Ended
8/31/2020
(a) | ||
|
2023
|
2022
|
2021
| ||
Net
asset value, beginning of period |
$40.34 |
$35.45 |
$37.46 |
$31.48 |
$30.68 |
Income
from investment operations: |
|
|
|
|
|
Net
investment income (loss)
|
(0.17
) (b) |
(0.31
) (b) |
(0.22
) |
(0.30
) |
(0.08
) |
Net
realized and unrealized gain (loss) |
4.30 |
5.20 |
(1.79
) |
6.28 |
0.88 |
Total
from investment operations |
4.13 |
4.89 |
(2.01
) |
5.98 |
0.80 |
Net
asset value, end of period |
$44.47 |
$40.34 |
$35.45 |
$37.46 |
$31.48 |
Total
return
(c) |
10.24
% |
13.79
% |
(5.37
)% |
19.00
% |
2.61
% |
| |||||
Ratios
to average net assets/supplemental data: |
|
|
|
|
|
Net
assets, end of period (in 000’s) |
$759,371 |
$386,234 |
$303,079 |
$258,453 |
$210,925 |
Ratio
of total expenses to average net assets |
0.85
% (d) |
0.85
% |
0.85
% |
0.85
% |
0.85
% (d) |
Ratio
of net investment income (loss) to average net
assets |
(0.82
)% (d) |
(0.82
)% |
(0.84
)% |
(0.85
)% |
(0.85
)% (d) |
Portfolio
turnover rate (e) |
0
% |
0
% |
0
% |
0
% |
0
% |
(a) |
Inception
date is February 21, 2020, which is consistent with the commencement of
investment operations and is the date the initial creation
units
were established. |
(b) |
Based
on average shares outstanding. |
(c) |
Total
return is calculated assuming an initial investment made at the net asset
value at the beginning of the period, reinvestment of all
distributions
at net asset value during the period, and redemption at net asset value on
the last day of the period. The returns presented do not
reflect
the deduction of taxes that a shareholder would pay on Fund distributions
or the redemption or sale of Fund shares. Total return is
calculated
for the time period presented and is not annualized for periods of less
than a year. |
(d) |
Annualized. |
(e) |
Portfolio
turnover is calculated for the time period presented and is not annualized
for periods of less than a year and does not include securities
received
or delivered from processing creations or redemptions, derivatives and
in-kind transactions. |
|
Six
Months
Ended
2/29/2024
(Unaudited) |
Year
Ended August
31,
|
Period
Ended
8/31/2020
(a) | ||
|
2023
|
2022
|
2021
| ||
Net
asset value, beginning of period |
$35.89 |
$33.96 |
$34.68 |
$31.24 |
$30.68 |
Income
from investment operations: |
|
|
|
|
|
Net
investment income (loss)
|
(0.15
) (b) |
(0.28
) (b) |
(0.25
) |
(0.52
) |
(0.11
) |
Net
realized and unrealized gain (loss) |
2.72 |
2.21 |
(0.47
) |
3.96 |
0.67 |
Total
from investment operations |
2.57 |
1.93 |
(0.72
) |
3.44 |
0.56 |
Net
asset value, end of period |
$38.46 |
$35.89 |
$33.96 |
$34.68 |
$31.24 |
Total
return
(c) |
7.16
% |
5.68
% |
(2.08
)% |
11.01
% |
1.83
% |
| |||||
Ratios
to average net assets/supplemental data: |
|
|
|
|
|
Net
assets, end of period (in 000’s) |
$310,538 |
$206,343 |
$303,106 |
$282,634 |
$534,276 |
Ratio
of total expenses to average net assets |
0.85
% (d) |
0.85
% |
0.85
% |
0.85
% |
0.85
% (d) |
Ratio
of net investment income (loss) to average net
assets |
(0.82
)% (d) |
(0.82
)% |
(0.85
)% |
(0.85
)% |
(0.85
)% (d) |
Portfolio
turnover rate (e) |
0
% |
0
% |
0
% |
0
% |
0
% |
(a) |
Inception
date is February 21, 2020, which is consistent with the commencement of
investment operations and is the date the initial creation
units
were established. |
(b) |
Based
on average shares outstanding. |
(c) |
Total
return is calculated assuming an initial investment made at the net asset
value at the beginning of the period, reinvestment of all
distributions
at net asset value during the period, and redemption at net asset value on
the last day of the period. The returns presented do not
reflect
the deduction of taxes that a shareholder would pay on Fund distributions
or the redemption or sale of Fund shares. Total return is
calculated
for the time period presented and is not annualized for periods of less
than a year. |
(d) |
Annualized. |
(e) |
Portfolio
turnover is calculated for the time period presented and is not annualized
for periods of less than a year and does not include securities
received
or delivered from processing creations or redemptions, derivatives and
in-kind transactions. |
|
Six
Months
Ended
2/29/2024
(Unaudited) |
Year
Ended August
31,
|
Period
Ended
8/31/2021
(a) | |
|
2023
|
2022
| ||
Net
asset value, beginning of period |
$36.06 |
$31.28 |
$32.40 |
$29.60 |
Income
from investment operations: |
|
|
|
|
Net
investment income (loss)
|
(0.15
) (b) |
(0.27
) (b) |
(0.13
) |
(0.10
) |
Net
realized and unrealized gain (loss) |
2.58 |
5.05 |
(0.99
) |
2.90 |
Total
from investment operations |
2.43 |
4.78 |
(1.12
) |
2.80 |
Net
asset value, end of period |
$38.49 |
$36.06 |
$31.28 |
$32.40 |
Total
return
(c) |
6.74
% |
15.28
% |
(3.46
)% |
9.46
% |
| ||||
Ratios
to average net assets/supplemental data: |
|
|
|
|
Net
assets, end of period (in 000’s) |
$437,843 |
$320,901 |
$197,064 |
$82,609 |
Ratio
of total expenses to average net assets |
0.85
% (d) |
0.85
% |
0.85
% |
0.85
% (d) |
Ratio
of net investment income (loss) to average net
assets |
(0.82
)% (d) |
(0.82
)% |
(0.84
)% |
(0.85
)% (d) |
Portfolio
turnover rate (e) |
0
% |
0
% |
0
% |
0
% |
(a) |
Inception
date is March 19, 2021, which is consistent with the commencement of
investment operations and is the date the initial creation units
were
established. |
(b) |
Based
on average shares outstanding. |
(c) |
Total
return is calculated assuming an initial investment made at the net asset
value at the beginning of the period, reinvestment of all
distributions
at net asset value during the period, and redemption at net asset value on
the last day of the period. The returns presented do not
reflect
the deduction of taxes that a shareholder would pay on Fund distributions
or the redemption or sale of Fund shares. Total return is
calculated
for the time period presented and is not annualized for periods of less
than a year. |
(d) |
Annualized. |
(e) |
Portfolio
turnover is calculated for the time period presented and is not annualized
for periods of less than a year and does not include securities
received
or delivered from processing creations or redemptions, derivatives and
in-kind transactions. |
|
Six
Months
Ended
2/29/2024
(Unaudited) |
Year
Ended August
31,
|
Period
Ended
8/31/2021
(a) | |
|
2023
|
2022
| ||
Net
asset value, beginning of period |
$32.71 |
$30.36 |
$31.45 |
$29.60 |
Income
from investment operations: |
|
|
|
|
Net
investment income (loss)
|
(0.14
) (b) |
(0.25
) (b) |
(0.09
) |
(0.10
) |
Net
realized and unrealized gain (loss) |
1.74 |
2.60 |
(1.00
) |
1.95 |
Total
from investment operations |
1.60 |
2.35 |
(1.09
) |
1.85 |
Net
asset value, end of period |
$34.31 |
$32.71 |
$30.36 |
$31.45 |
Total
return
(c) |
4.89
% |
7.74
% |
(3.47
)% |
6.25
% |
| ||||
Ratios
to average net assets/supplemental data: |
|
|
|
|
Net
assets, end of period (in 000’s) |
$163,809 |
$201,159 |
$192,793 |
$66,053 |
Ratio
of total expenses to average net assets |
0.85
% (d) |
0.85
% |
0.85
% |
0.85
% (d) |
Ratio
of net investment income (loss) to average net
assets |
(0.82
)% (d) |
(0.82
)% |
(0.84
)% |
(0.85
)% (d) |
Portfolio
turnover rate (e) |
0
% |
0
% |
0
% |
0
% |
(a) |
Inception
date is March 19, 2021, which is consistent with the commencement of
investment operations and is the date the initial creation units
were
established. |
(b) |
Based
on average shares outstanding. |
(c) |
Total
return is calculated assuming an initial investment made at the net asset
value at the beginning of the period, reinvestment of all
distributions
at net asset value during the period, and redemption at net asset value on
the last day of the period. The returns presented do not
reflect
the deduction of taxes that a shareholder would pay on Fund distributions
or the redemption or sale of Fund shares. Total return is
calculated
for the time period presented and is not annualized for periods of less
than a year. |
(d) |
Annualized. |
(e) |
Portfolio
turnover is calculated for the time period presented and is not annualized
for periods of less than a year and does not include securities
received
or delivered from processing creations or redemptions, derivatives and
in-kind transactions. |
|
Six
Months
Ended
2/29/2024
(Unaudited) |
Year
Ended August
31,
|
Period
Ended
8/31/2021
(a) | |
|
2023
|
2022
| ||
Net
asset value, beginning of period |
$33.25 |
$29.40 |
$31.71 |
$30.04 |
Income
from investment operations: |
|
|
|
|
Net
investment income (loss)
|
(0.14
) (b) |
(0.25
) (b) |
(0.12
) |
(0.08
) |
Net
realized and unrealized gain (loss) |
3.03 |
4.10 |
(2.19
) |
1.75 |
Total
from investment operations |
2.89 |
3.85 |
(2.31
) |
1.67 |
Net
asset value, end of period |
$36.14 |
$33.25 |
$29.40 |
$31.71 |
Total
return
(c) |
8.69
% |
13.10
% |
(7.28
)% |
5.56
% |
| ||||
Ratios
to average net assets/supplemental data: |
|
|
|
|
Net
assets, end of period (in 000’s) |
$464,439 |
$405,693 |
$281,511 |
$134,751 |
Ratio
of total expenses to average net assets |
0.85
% (d) |
0.85
% |
0.85
% |
0.85
% (d) |
Ratio
of net investment income (loss) to average net
assets |
(0.82
)% (d) |
(0.82
)% |
(0.84
)% |
(0.85
)% (d) |
Portfolio
turnover rate (e) |
0
% |
0
% |
0
% |
0
% |
(a) |
Inception
date is April 16, 2021, which is consistent with the commencement of
investment operations and is the date the initial creation units
were
established. |
(b) |
Based
on average shares outstanding. |
(c) |
Total
return is calculated assuming an initial investment made at the net asset
value at the beginning of the period, reinvestment of all
distributions
at net asset value during the period, and redemption at net asset value on
the last day of the period. The returns presented do not
reflect
the deduction of taxes that a shareholder would pay on Fund distributions
or the redemption or sale of Fund shares. Total return is
calculated
for the time period presented and is not annualized for periods of less
than a year. |
(d) |
Annualized. |
(e) |
Portfolio
turnover is calculated for the time period presented and is not annualized
for periods of less than a year and does not include securities
received
or delivered from processing creations or redemptions, derivatives and
in-kind transactions. |
|
Six
Months
Ended
2/29/2024
(Unaudited) |
Year
Ended August
31,
|
Period
Ended
8/31/2021
(a) | |
|
2023
|
2022
| ||
Net
asset value, beginning of period |
$31.12 |
$29.87 |
$31.08 |
$30.04 |
Income
from investment operations: |
|
|
|
|
Net
investment income (loss)
|
(0.13
) (b) |
(0.24
) (b) |
(0.07
) |
(0.10
) |
Net
realized and unrealized gain (loss) |
2.13 |
1.49 |
(1.14
) |
1.14 |
Total
from investment operations |
2.00 |
1.25 |
(1.21
) |
1.04 |
Net
asset value, end of period |
$33.12 |
$31.12 |
$29.87 |
$31.08 |
Total
return
(c) |
6.43
% |
4.18
% |
(3.89
)% |
3.46
% |
| ||||
Ratios
to average net assets/supplemental data: |
|
|
|
|
Net
assets, end of period (in 000’s) |
$211,989 |
$234,921 |
$265,833 |
$93,226 |
Ratio
of total expenses to average net assets |
0.85
% (d) |
0.85
% |
0.85
% |
0.85
% (d) |
Ratio
of net investment income (loss) to average net
assets |
(0.82
)% (d) |
(0.82
)% |
(0.84
)% |
(0.85
)% (d) |
Portfolio
turnover rate (e) |
0
% |
0
% |
0
% |
0
% |
(a) |
Inception
date is April 16, 2021, which is consistent with the commencement of
investment operations and is the date the initial creation units
were
established. |
(b) |
Based
on average shares outstanding. |
(c) |
Total
return is calculated assuming an initial investment made at the net asset
value at the beginning of the period, reinvestment of all
distributions
at net asset value during the period, and redemption at net asset value on
the last day of the period. The returns presented do not
reflect
the deduction of taxes that a shareholder would pay on Fund distributions
or the redemption or sale of Fund shares. Total return is
calculated
for the time period presented and is not annualized for periods of less
than a year. |
(d) |
Annualized. |
(e) |
Portfolio
turnover is calculated for the time period presented and is not annualized
for periods of less than a year and does not include securities
received
or delivered from processing creations or redemptions, derivatives and
in-kind transactions. |
|
Six
Months
Ended
2/29/2024
(Unaudited) |
Year
Ended August
31,
|
Period
Ended
8/31/2020
(a) | ||
|
2023
|
2022
|
2021
| ||
Net
asset value, beginning of period |
$39.41 |
$35.67 |
$37.29 |
$33.47 |
$30.34 |
Income
from investment operations: |
|
|
|
|
|
Net
investment income (loss)
|
(0.16
) (b) |
(0.30
) (b) |
(0.05
) |
(0.16
) |
(0.07
) |
Net
realized and unrealized gain (loss) |
3.60 |
4.04 |
(1.57
) |
3.98 |
3.20 |
Total
from investment operations |
3.44 |
3.74 |
(1.62
) |
3.82 |
3.13 |
Net
asset value, end of period |
$42.85 |
$39.41 |
$35.67 |
$37.29 |
$33.47 |
Total
return
(c) |
8.73
% |
10.49
% |
(4.34
)% |
11.41
% |
10.32
% |
| |||||
Ratios
to average net assets/supplemental data: |
|
|
|
|
|
Net
assets, end of period (in 000’s) |
$536,691 |
$524,141 |
$363,848 |
$111,876 |
$38,487 |
Ratio
of total expenses to average net assets |
0.85
% (d) |
0.85
% |
0.85
% |
0.85
% |
0.85
% (d) |
Ratio
of net investment income (loss) to average net
assets |
(0.81
)% (d) |
(0.82
)% |
(0.84
)% |
(0.85
)% |
(0.85
)% (d) |
Portfolio
turnover rate (e) |
0
% |
0
% |
0
% |
0
% |
0
% |
(a) |
Inception
date is May 15, 2020, which is consistent with the commencement of
investment operations and is the date the initial creation units
were
established. |
(b) |
Based
on average shares outstanding. |
(c) |
Total
return is calculated assuming an initial investment made at the net asset
value at the beginning of the period, reinvestment of all
distributions
at net asset value during the period, and redemption at net asset value on
the last day of the period. The returns presented do not
reflect
the deduction of taxes that a shareholder would pay on Fund distributions
or the redemption or sale of Fund shares. Total return is
calculated
for the time period presented and is not annualized for periods of less
than a year. |
(d) |
Annualized. |
(e) |
Portfolio
turnover is calculated for the time period presented and is not annualized
for periods of less than a year and does not include securities
received
or delivered from processing creations or redemptions, derivatives and
in-kind transactions. |
|
Six
Months
Ended
2/29/2024
(Unaudited) |
Year
Ended August
31,
|
Period
Ended
8/31/2020
(a) | ||
|
2023
|
2022
|
2021
| ||
Net
asset value, beginning of period |
$34.74 |
$31.61 |
$34.25 |
$32.16 |
$30.35 |
Income
from investment operations: |
|
|
|
|
|
Net
investment income (loss)
|
(0.14
) (b) |
(0.27
) (b) |
(0.05
) |
(0.08
) |
(0.07
) |
Net
realized and unrealized gain (loss) |
2.44 |
3.40 |
(2.59
) |
2.17 |
1.88 |
Total
from investment operations |
2.30 |
3.13 |
(2.64
) |
2.09 |
1.81 |
Net
asset value, end of period |
$37.04 |
$34.74 |
$31.61 |
$34.25 |
$32.16 |
Total
return
(c) |
6.62
% |
9.90
% |
(7.71
)% |
6.50
% |
5.96
% |
| |||||
Ratios
to average net assets/supplemental data: |
|
|
|
|
|
Net
assets, end of period (in 000’s) |
$182,417 |
$172,809 |
$226,018 |
$63,371 |
$11,255 |
Ratio
of total expenses to average net assets |
0.85
% (d) |
0.85
% |
0.85
% |
0.85
% |
0.85
% (d) |
Ratio
of net investment income (loss) to average net
assets |
(0.81
)% (d) |
(0.82
)% |
(0.84
)% |
(0.85
)% |
(0.85
)% (d) |
Portfolio
turnover rate (e) |
0
% |
0
% |
0
% |
0
% |
0
% |
(a) |
Inception
date is May 15, 2020, which is consistent with the commencement of
investment operations and is the date the initial creation units
were
established. |
(b) |
Based
on average shares outstanding. |
(c) |
Total
return is calculated assuming an initial investment made at the net asset
value at the beginning of the period, reinvestment of all
distributions
at net asset value during the period, and redemption at net asset value on
the last day of the period. The returns presented do not
reflect
the deduction of taxes that a shareholder would pay on Fund distributions
or the redemption or sale of Fund shares. Total return is
calculated
for the time period presented and is not annualized for periods of less
than a year. |
(d) |
Annualized. |
(e) |
Portfolio
turnover is calculated for the time period presented and is not annualized
for periods of less than a year and does not include securities
received
or delivered from processing creations or redemptions, derivatives and
in-kind transactions. |
|
Six
Months
Ended
2/29/2024
(Unaudited) |
Year
Ended August
31,
|
Period
Ended
8/31/2020
(a) | ||
|
2023
|
2022
|
2021
| ||
Net
asset value, beginning of period |
$42.12 |
$36.40 |
$37.07 |
$32.56 |
$30.25 |
Income
from investment operations: |
|
|
|
|
|
Net
investment income (loss)
|
(0.17
) (b) |
(0.31
) (b) |
(0.08
) |
(0.15
) |
(0.05
) |
Net
realized and unrealized gain (loss) |
4.28 |
6.03 |
(0.59
) (c) |
4.66 |
2.36 |
Total
from investment operations |
4.11 |
5.72 |
(0.67
) |
4.51 |
2.31 |
Net
asset value, end of period |
$46.23 |
$42.12 |
$36.40 |
$37.07 |
$32.56 |
Total
return
(d) |
9.76
% |
15.71
% |
(1.81
)% |
13.85
% |
7.64
% |
| |||||
Ratios
to average net assets/supplemental data: |
|
|
|
|
|
Net
assets, end of period (in 000’s) |
$658,770 |
$533,893 |
$298,498 |
$113,075 |
$48,845 |
Ratio
of total expenses to average net assets |
0.85
% (e) |
0.85
% |
0.85
% |
0.85
% |
0.85
% (e) |
Ratio
of net investment income (loss) to average net
assets |
(0.81
)% (e) |
(0.82
)% |
(0.84
)% |
(0.85
)% |
(0.85
)% (e) |
Portfolio
turnover rate (f) |
0
% |
0
% |
0
% |
0
% |
0
% |
(a) |
Inception
date is June 19, 2020, which is consistent with the commencement of
investment operations and is the date the initial creation units
were
established. |
(b) |
Based
on average shares outstanding. |
(c) |
The
per share amount does not correlate with the aggregate realized and
unrealized gain (loss) due to the timing of the Fund share sales and
repurchases
in relation to market value fluctuation of the underlying
investments. |
(d) |
Total
return is calculated assuming an initial investment made at the net asset
value at the beginning of the period, reinvestment of all
distributions
at net asset value during the period, and redemption at net asset value on
the last day of the period. The returns presented do not
reflect
the deduction of taxes that a shareholder would pay on Fund distributions
or the redemption or sale of Fund shares. Total return is
calculated
for the time period presented and is not annualized for periods of less
than a year. |
(e) |
Annualized. |
(f) |
Portfolio
turnover is calculated for the time period presented and is not annualized
for periods of less than a year and does not include securities
received
or delivered from processing creations or redemptions, derivatives and
in-kind transactions. |
|
Six
Months
Ended
2/29/2024
(Unaudited) |
Year
Ended August
31,
|
Period
Ended
8/31/2020
(a) | ||
|
2023
|
2022
|
2021
| ||
Net
asset value, beginning of period |
$36.38 |
$32.44 |
$34.04 |
$31.62 |
$30.25 |
Income
from investment operations: |
|
|
|
|
|
Net
investment income (loss)
|
(0.15
) (b) |
(0.28
) (b) |
(0.07
) |
(0.13
) |
(0.04
) |
Net
realized and unrealized gain (loss) |
3.29 |
4.22 |
(1.53
) |
2.55 |
1.41 |
Total
from investment operations |
3.14 |
3.94 |
(1.60
) |
2.42 |
1.37 |
Net
asset value, end of period |
$39.52 |
$36.38 |
$32.44 |
$34.04 |
$31.62 |
Total
return
(c) |
8.63
% |
12.15
% |
(4.70
)% |
7.65
% |
4.53
% |
| |||||
Ratios
to average net assets/supplemental data: |
|
|
|
|
|
Net
assets, end of period (in 000’s) |
$170,926 |
$175,512 |
$180,064 |
$45,951 |
$20,551 |
Ratio
of total expenses to average net assets |
0.85
% (d) |
0.85
% |
0.85
% |
0.85
% |
0.85
% (d) |
Ratio
of net investment income (loss) to average net
assets |
(0.81
)% (d) |
(0.82
)% |
(0.84
)% |
(0.85
)% |
(0.85
)% (d) |
Portfolio
turnover rate (e) |
0
% |
0
% |
0
% |
0
% |
0
% |
(a) |
Inception
date is June 19, 2020, which is consistent with the commencement of
investment operations and is the date the initial creation units
were
established. |
(b) |
Based
on average shares outstanding. |
(c) |
Total
return is calculated assuming an initial investment made at the net asset
value at the beginning of the period, reinvestment of all
distributions
at net asset value during the period, and redemption at net asset value on
the last day of the period. The returns presented do not
reflect
the deduction of taxes that a shareholder would pay on Fund distributions
or the redemption or sale of Fund shares. Total return is
calculated
for the time period presented and is not annualized for periods of less
than a year. |
(d) |
Annualized. |
(e) |
Portfolio
turnover is calculated for the time period presented and is not annualized
for periods of less than a year and does not include securities
received
or delivered from processing creations or redemptions, derivatives and
in-kind transactions. |
|
Six
Months
Ended
2/29/2024
(Unaudited) |
Year
Ended August
31,
|
Period
Ended
8/31/2020
(a) | ||
|
2023
|
2022
|
2021
| ||
Net
asset value, beginning of period |
$39.62 |
$34.74 |
$35.63 |
$31.61 |
$30.24 |
Income
from investment operations: |
|
|
|
|
|
Net
investment income (loss)
|
(0.16
) (b) |
(0.30
) (b) |
(0.17
) |
(0.09
) |
(0.02
) |
Net
realized and unrealized gain (loss) |
4.10 |
5.18 |
(0.72
) |
4.11 |
1.39 |
Total
from investment operations |
3.94 |
4.88 |
(0.89
) |
4.02 |
1.37 |
Net
asset value, end of period |
$43.56 |
$39.62 |
$34.74 |
$35.63 |
$31.61 |
Total
return
(c) |
9.94
% |
14.05
% |
(2.50
)% |
12.72
% |
4.53
% |
| |||||
Ratios
to average net assets/supplemental data: |
|
|
|
|
|
Net
assets, end of period (in 000’s) |
$580,377 |
$503,212 |
$220,593 |
$124,722 |
$33,194 |
Ratio
of total expenses to average net assets |
0.85
% (d) |
0.85
% |
0.85
% |
0.85
% |
0.85
% (d) |
Ratio
of net investment income (loss) to average net
assets |
(0.80
)% (d) |
(0.82
)% |
(0.84
)% |
(0.85
)% |
(0.85
)% (d) |
Portfolio
turnover rate (e) |
0
% |
0
% |
0
% |
0
% |
0
% |
(a) |
Inception
date is July 17, 2020, which is consistent with the commencement of
investment operations and is the date the initial creation units
were
established. |
(b) |
Based
on average shares outstanding. |
(c) |
Total
return is calculated assuming an initial investment made at the net asset
value at the beginning of the period, reinvestment of all
distributions
at net asset value during the period, and redemption at net asset value on
the last day of the period. The returns presented do not
reflect
the deduction of taxes that a shareholder would pay on Fund distributions
or the redemption or sale of Fund shares. Total return is
calculated
for the time period presented and is not annualized for periods of less
than a year. |
(d) |
Annualized. |
(e) |
Portfolio
turnover is calculated for the time period presented and is not annualized
for periods of less than a year and does not include securities
received
or delivered from processing creations or redemptions, derivatives and
in-kind transactions. |
|
Six
Months
Ended
2/29/2024
(Unaudited) |
Year
Ended August
31,
|
Period
Ended
8/31/2020
(a) | ||
|
2023
|
2022
|
2021
| ||
Net
asset value, beginning of period |
$34.96 |
$31.12 |
$33.17 |
$30.96 |
$30.24 |
Income
from investment operations: |
|
|
|
|
|
Net
investment income (loss)
|
(0.14
) (b) |
(0.26
) (b) |
(0.08
) |
(0.09
) |
(0.02
) |
Net
realized and unrealized gain (loss) |
3.29 |
4.10 |
(1.97
) |
2.30 |
0.74 |
Total
from investment operations |
3.15 |
3.84 |
(2.05
) |
2.21 |
0.72 |
Net
asset value, end of period |
$38.11 |
$34.96 |
$31.12 |
$33.17 |
$30.96 |
Total
return
(c) |
9.01
% |
12.34
% |
(6.18
)% |
7.14
% |
2.38
% |
| |||||
Ratios
to average net assets/supplemental data: |
|
|
|
|
|
Net
assets, end of period (in 000’s) |
$414,468 |
$286,638 |
$157,135 |
$54,735 |
$12,384 |
Ratio
of total expenses to average net assets |
0.85
% (d) |
0.85
% |
0.85
% |
0.85
% |
0.85
% (d) |
Ratio
of net investment income (loss) to average net
assets |
(0.80
)% (d) |
(0.82
)% |
(0.84
)% |
(0.85
)% |
(0.85
)% (d) |
Portfolio
turnover rate (e) |
0
% |
0
% |
0
% |
0
% |
0
% |
(a) |
Inception
date is July 17, 2020, which is consistent with the commencement of
investment operations and is the date the initial creation units
were
established. |
(b) |
Based
on average shares outstanding. |
(c) |
Total
return is calculated assuming an initial investment made at the net asset
value at the beginning of the period, reinvestment of all
distributions
at net asset value during the period, and redemption at net asset value on
the last day of the period. The returns presented do not
reflect
the deduction of taxes that a shareholder would pay on Fund distributions
or the redemption or sale of Fund shares. Total return is
calculated
for the time period presented and is not annualized for periods of less
than a year. |
(d) |
Annualized. |
(e) |
Portfolio
turnover is calculated for the time period presented and is not annualized
for periods of less than a year and does not include securities
received
or delivered from processing creations or redemptions, derivatives and
in-kind transactions. |
|
Six
Months
Ended
2/29/2024
(Unaudited) |
Year
Ended August
31,
|
Period
Ended
8/31/2020
(a) | ||
|
2023
|
2022
|
2021
| ||
Net
asset value, beginning of period |
$38.62 |
$35.30 |
$37.50 |
$32.95 |
$30.10 |
Income
from investment operations: |
|
|
|
|
|
Net
investment income (loss)
|
(0.16
) (b) |
(0.30
) (b) |
(0.12
) |
(0.13
) |
(0.08
) |
Net
realized and unrealized gain (loss) |
3.77 |
3.62 |
(2.08
) |
4.68 |
2.93 |
Total
from investment operations |
3.61 |
3.32 |
(2.20
) |
4.55 |
2.85 |
Net
asset value, end of period |
$42.23 |
$38.62 |
$35.30 |
$37.50 |
$32.95 |
Total
return
(c) |
9.35
% |
9.41
% |
(5.87
)% |
13.81
% |
9.47
% |
| |||||
Ratios
to average net assets/supplemental data: |
|
|
|
|
|
Net
assets, end of period (in 000’s) |
$592,248 |
$561,932 |
$322,983 |
$155,642 |
$36,246 |
Ratio
of total expenses to average net assets |
0.85
% (d) |
0.85
% |
0.85
% |
0.85
% |
0.85
% (d) |
Ratio
of net investment income (loss) to average net
assets |
(0.80
)% (d) |
(0.82
)% |
(0.84
)% |
(0.85
)% |
(0.85
)% (d) |
Portfolio
turnover rate (e) |
0
% |
0
% |
0
% |
0
% |
0
% |
(a) |
Inception
date is November 6, 2019, which is consistent with the commencement of
investment operations and is the date the initial creation
units
were established. |
(b) |
Based
on average shares outstanding. |
(c) |
Total
return is calculated assuming an initial investment made at the net asset
value at the beginning of the period, reinvestment of all
distributions
at net asset value during the period, and redemption at net asset value on
the last day of the period. The returns presented do not
reflect
the deduction of taxes that a shareholder would pay on Fund distributions
or the redemption or sale of Fund shares. Total return is
calculated
for the time period presented and is not annualized for periods of less
than a year. |
(d) |
Annualized. |
(e) |
Portfolio
turnover is calculated for the time period presented and is not annualized
for periods of less than a year and does not include securities
received
or delivered from processing creations or redemptions, derivatives and
in-kind transactions. |
|
Six
Months
Ended
2/29/2024
(Unaudited) |
Year
Ended August
31,
|
Period
Ended
8/31/2020
(a) | ||
|
2023
|
2022
|
2021
| ||
Net
asset value, beginning of period |
$34.04 |
$31.59 |
$34.76 |
$32.15 |
$30.10 |
Income
from investment operations: |
|
|
|
|
|
Net
investment income (loss)
|
(0.14
) (b) |
(0.26
) (b) |
(0.14
) |
(0.49
) |
(0.19
) |
Net
realized and unrealized gain (loss) |
2.70 |
2.71 |
(3.03
) |
3.10 |
2.24 |
Total
from investment operations |
2.56 |
2.45 |
(3.17
) |
2.61 |
2.05 |
Net
asset value, end of period |
$36.60 |
$34.04 |
$31.59 |
$34.76 |
$32.15 |
Total
return
(c) |
7.52
% |
7.76
% |
(9.12
)% |
8.12
% |
6.81
% |
| |||||
Ratios
to average net assets/supplemental data: |
|
|
|
|
|
Net
assets, end of period (in 000’s) |
$338,513 |
$377,851 |
$157,149 |
$90,370 |
$133,431 |
Ratio
of total expenses to average net assets |
0.85
% (d) |
0.85
% |
0.85
% |
0.85
% |
0.85
% (d) |
Ratio
of net investment income (loss) to average net
assets |
(0.80
)% (d) |
(0.82
)% |
(0.85
)% |
(0.85
)% |
(0.85
)% (d) |
Portfolio
turnover rate (e) |
0
% |
0
% |
0
% |
0
% |
0
% |
(a) |
Inception
date is November 6, 2019, which is consistent with the commencement of
investment operations and is the date the initial creation
units
were established. |
(b) |
Based
on average shares outstanding. |
(c) |
Total
return is calculated assuming an initial investment made at the net asset
value at the beginning of the period, reinvestment of all
distributions
at net asset value during the period, and redemption at net asset value on
the last day of the period. The returns presented do not
reflect
the deduction of taxes that a shareholder would pay on Fund distributions
or the redemption or sale of Fund shares. Total return is
calculated
for the time period presented and is not annualized for periods of less
than a year. |
(d) |
Annualized. |
(e) |
Portfolio
turnover is calculated for the time period presented and is not annualized
for periods of less than a year and does not include securities
received
or delivered from processing creations or redemptions, derivatives and
in-kind transactions. |
|
Six
Months
Ended
2/29/2024
(Unaudited) |
Year
Ended August
31,
|
Period
Ended
8/31/2021
(a) | |
|
2023
|
2022
| ||
Net
asset value, beginning of period |
$38.49 |
$33.37 |
$34.45 |
$29.76 |
Income
from investment operations: |
|
|
|
|
Net
investment income (loss)
|
(0.16
) (b) |
(0.29
) (b) |
(0.17
) |
(0.16
) |
Net
realized and unrealized gain (loss) |
3.50 |
5.41 |
(0.91
) |
4.85 |
Total
from investment operations |
3.34 |
5.12 |
(1.08
) |
4.69 |
Net
asset value, end of period |
$41.83 |
$38.49 |
$33.37 |
$34.45 |
Total
return
(c) |
8.68
% |
15.34
% |
(3.13
)% |
15.76
% |
| ||||
Ratios
to average net assets/supplemental data: |
|
|
|
|
Net
assets, end of period (in 000’s) |
$476,877 |
$324,307 |
$125,122 |
$41,344 |
Ratio
of total expenses to average net assets |
0.85
% (d) |
0.85
% |
0.85
% |
0.85
% (d) |
Ratio
of net investment income (loss) to average net
assets |
(0.80
)% (d) |
(0.82
)% |
(0.85
)% |
(0.85
)% (d) |
Portfolio
turnover rate (e) |
0
% |
0
% |
0
% |
0
% |
(a) |
Inception
date is September 18, 2020, which is consistent with the commencement of
investment operations and is the date the initial creation
units
were established. |
(b) |
Based
on average shares outstanding. |
(c) |
Total
return is calculated assuming an initial investment made at the net asset
value at the beginning of the period, reinvestment of all
distributions
at net asset value during the period, and redemption at net asset value on
the last day of the period. The returns presented do not
reflect
the deduction of taxes that a shareholder would pay on Fund distributions
or the redemption or sale of Fund shares. Total return is
calculated
for the time period presented and is not annualized for periods of less
than a year. |
(d) |
Annualized. |
(e) |
Portfolio
turnover is calculated for the time period presented and is not annualized
for periods of less than a year and does not include securities
received
or delivered from processing creations or redemptions, derivatives and
in-kind transactions. |
|
Six
Months
Ended
2/29/2024
(Unaudited) |
Year
Ended August
31,
|
Period
Ended
8/31/2021
(a) | |
|
2023
|
2022
| ||
Net
asset value, beginning of period |
$34.93 |
$30.43 |
$32.30 |
$29.76 |
Income
from investment operations: |
|
|
|
|
Net
investment income (loss)
|
(0.14
) (b) |
(0.26
) (b) |
(0.27
) (b) |
(0.25
) |
Net
realized and unrealized gain (loss) |
2.95 |
4.76 |
(1.60
) |
2.79 |
Total
from investment operations |
2.81 |
4.50 |
(1.87
) |
2.54 |
Net
asset value, end of period |
$37.74 |
$34.93 |
$30.43 |
$32.30 |
Total
return
(c) |
8.04
% |
14.79
% |
(5.79
)% |
8.53
% |
| ||||
Ratios
to average net assets/supplemental data: |
|
|
|
|
Net
assets, end of period (in 000’s) |
$184,936 |
$138,835 |
$98,899 |
$25,841 |
Ratio
of total expenses to average net assets |
0.85
% (d) |
0.85
% |
0.85
% |
0.85
% (d) |
Ratio
of net investment income (loss) to average net
assets |
(0.80
)% (d) |
(0.81
)% |
(0.85
)% |
(0.85
)% (d) |
Portfolio
turnover rate (e) |
0
% |
0
% |
0
% |
0
% |
(a) |
Inception
date is September 18, 2020, which is consistent with the commencement of
investment operations and is the date the initial creation
units
were established. |
(b) |
Based
on average shares outstanding. |
(c) |
Total
return is calculated assuming an initial investment made at the net asset
value at the beginning of the period, reinvestment of all
distributions
at net asset value during the period, and redemption at net asset value on
the last day of the period. The returns presented do not
reflect
the deduction of taxes that a shareholder would pay on Fund distributions
or the redemption or sale of Fund shares. Total return is
calculated
for the time period presented and is not annualized for periods of less
than a year. |
(d) |
Annualized. |
(e) |
Portfolio
turnover is calculated for the time period presented and is not annualized
for periods of less than a year and does not include securities
received
or delivered from processing creations or redemptions, derivatives and
in-kind transactions. |
|
Six
Months
Ended
2/29/2024
(Unaudited) |
Year
Ended August
31,
|
Period
Ended
8/31/2021
(a) | |
|
2023
|
2022
| ||
Net
asset value, beginning of period |
$38.28 |
$32.89 |
$34.40 |
$29.87 |
Income
from investment operations: |
|
|
|
|
Net
investment income (loss)
|
(0.15
) (b) |
(0.28
) (b) |
(0.17
) |
(0.21
) |
Net
realized and unrealized gain (loss) |
1.98 |
5.67 |
(1.34
) |
4.74 |
Total
from investment operations |
1.83 |
5.39 |
(1.51
) |
4.53 |
Net
asset value, end of period |
$40.11 |
$38.28 |
$32.89 |
$34.40 |
Total
return
(c) |
4.78
% |
16.39
% |
(4.39
)% |
15.17
% |
| ||||
Ratios
to average net assets/supplemental data: |
|
|
|
|
Net
assets, end of period (in 000’s) |
$510,345 |
$278,460 |
$146,368 |
$70,529 |
Ratio
of total expenses to average net assets |
0.85
% (d) |
0.85
% |
0.85
% |
0.85
% (d) |
Ratio
of net investment income (loss) to average net
assets |
(0.81
)% (d) |
(0.82
)% |
(0.85
)% |
(0.85
)% (d) |
Portfolio
turnover rate (e) |
0
% |
0
% |
0
% |
0
% |
(a) |
Inception
date is October 16, 2020, which is consistent with the commencement of
investment operations and is the date the initial creation units
were
established. |
(b) |
Based
on average shares outstanding. |
(c) |
Total
return is calculated assuming an initial investment made at the net asset
value at the beginning of the period, reinvestment of all
distributions
at net asset value during the period, and redemption at net asset value on
the last day of the period. The returns presented do not
reflect
the deduction of taxes that a shareholder would pay on Fund distributions
or the redemption or sale of Fund shares. Total return is
calculated
for the time period presented and is not annualized for periods of less
than a year. |
(d) |
Annualized. |
(e) |
Portfolio
turnover is calculated for the time period presented and is not annualized
for periods of less than a year and does not include securities
received
or delivered from processing creations or redemptions, derivatives and
in-kind transactions. |
|
Six
Months
Ended
2/29/2024
(Unaudited) |
Year
Ended August
31,
|
Period
Ended
8/31/2021
(a) | |
|
2023
|
2022
| ||
Net
asset value, beginning of period |
$35.51 |
$30.60 |
$32.41 |
$29.87 |
Income
from investment operations: |
|
|
|
|
Net
investment income (loss)
|
(0.14
) (b) |
(0.27
) (b) |
(0.08
) |
(0.21
) |
Net
realized and unrealized gain (loss) |
1.94 |
5.18 |
(1.73
) |
2.75 |
Total
from investment operations |
1.80 |
4.91 |
(1.81
) |
2.54 |
Net
asset value, end of period |
$37.31 |
$35.51 |
$30.60 |
$32.41 |
Total
return
(c) |
5.07
% |
16.05
% |
(5.58
)% |
8.50
% |
| ||||
Ratios
to average net assets/supplemental data: |
|
|
|
|
Net
assets, end of period (in 000’s) |
$185,605 |
$159,789 |
$123,933 |
$40,511 |
Ratio
of total expenses to average net assets |
0.85
% (d) |
0.85
% |
0.85
% |
0.85
% (d) |
Ratio
of net investment income (loss) to average net
assets |
(0.81
)% (d) |
(0.82
)% |
(0.85
)% |
(0.85
)% (d) |
Portfolio
turnover rate (e) |
0
% |
0
% |
0
% |
0
% |
(a) |
Inception
date is October 16, 2020, which is consistent with the commencement of
investment operations and is the date the initial creation units
were
established. |
(b) |
Based
on average shares outstanding. |
(c) |
Total
return is calculated assuming an initial investment made at the net asset
value at the beginning of the period, reinvestment of all
distributions
at net asset value during the period, and redemption at net asset value on
the last day of the period. The returns presented do not
reflect
the deduction of taxes that a shareholder would pay on Fund distributions
or the redemption or sale of Fund shares. Total return is
calculated
for the time period presented and is not annualized for periods of less
than a year. |
(d) |
Annualized. |
(e) |
Portfolio
turnover is calculated for the time period presented and is not annualized
for periods of less than a year and does not include securities
received
or delivered from processing creations or redemptions, derivatives and
in-kind transactions. |
|
Six
Months
Ended
2/29/2024
(Unaudited) |
Year
Ended August
31,
|
Period
Ended
8/31/2020
(a) | ||
|
2023
|
2022
|
2021
| ||
Net
asset value, beginning of period |
$40.85 |
$35.52 |
$38.30 |
$32.89 |
$30.56 |
Income
from investment operations: |
|
|
|
|
|
Net
investment income (loss)
|
(0.17
) (b) |
(0.31
) (b) |
(0.05
) |
(0.40
) |
(0.10
) |
Net
realized and unrealized gain (loss) |
3.39 |
5.64 |
(2.73
) |
5.81 |
2.43 |
Total
from investment operations |
3.22 |
5.33 |
(2.78
) |
5.41 |
2.33 |
Net
asset value, end of period |
$44.07 |
$40.85 |
$35.52 |
$38.30 |
$32.89 |
Total
return
(c) |
7.88
% |
15.01
% |
(7.26
)% |
16.45
% |
7.62
% |
| |||||
Ratios
to average net assets/supplemental data: |
|
|
|
|
|
Net
assets, end of period (in 000’s) |
$577,259 |
$393,179 |
$261,058 |
$143,616 |
$138,133 |
Ratio
of total expenses to average net assets |
0.85
% (d) |
0.85
% |
0.85
% |
0.85
% |
0.85
% (d) |
Ratio
of net investment income (loss) to average net
assets |
(0.81
)% (d) |
(0.82
)% |
(0.85
)% |
(0.85
)% |
(0.85
)% (d) |
Portfolio
turnover rate (e) |
0
% |
0
% |
0
% |
0
% |
0
% |
(a) |
Inception
date is November 15, 2019, which is consistent with the commencement of
investment operations and is the date the initial creation
units
were established. |
(b) |
Based
on average shares outstanding. |
(c) |
Total
return is calculated assuming an initial investment made at the net asset
value at the beginning of the period, reinvestment of all
distributions
at net asset value during the period, and redemption at net asset value on
the last day of the period. The returns presented do not
reflect
the deduction of taxes that a shareholder would pay on Fund distributions
or the redemption or sale of Fund shares. Total return is
calculated
for the time period presented and is not annualized for periods of less
than a year. |
(d) |
Annualized. |
(e) |
Portfolio
turnover is calculated for the time period presented and is not annualized
for periods of less than a year and does not include securities
received
or delivered from processing creations or redemptions, derivatives and
in-kind transactions. |
|
Six
Months
Ended
2/29/2024
(Unaudited) |
Year
Ended August
31,
|
Period
Ended
8/31/2020
(a) | ||
|
2023
|
2022
|
2021
| ||
Net
asset value, beginning of period |
$36.94 |
$32.80 |
$34.99 |
$32.09 |
$30.55 |
Income
from investment operations: |
|
|
|
|
|
Net
investment income (loss)
|
(0.15
) (b) |
(0.28
) (b) |
(0.28
) (b) |
(0.43
) |
(0.10
) |
Net
realized and unrealized gain (loss) |
3.17 |
4.42 |
(1.91
) |
3.33 |
1.64 |
Total
from investment operations |
3.02 |
4.14 |
(2.19
) |
2.90 |
1.54 |
Net
asset value, end of period |
$39.96 |
$36.94 |
$32.80 |
$34.99 |
$32.09 |
Total
return
(c) |
8.18
% |
12.62
% |
(6.26
)% |
9.04
% |
5.04
% |
| |||||
Ratios
to average net assets/supplemental data: |
|
|
|
|
|
Net
assets, end of period (in 000’s) |
$273,750 |
$241,044 |
$400,193 |
$90,968 |
$146,012 |
Ratio
of total expenses to average net assets |
0.85
% (d) |
0.85
% |
0.85
% |
0.85
% |
0.85
% (d) |
Ratio
of net investment income (loss) to average net
assets |
(0.81
)% (d) |
(0.82
)% |
(0.84
)% |
(0.85
)% |
(0.85
)% (d) |
Portfolio
turnover rate (e) |
0
% |
0
% |
0
% |
0
% |
0
% |
(a) |
Inception
date is November 15, 2019, which is consistent with the commencement of
investment operations and is the date the initial creation
units
were established. |
(b) |
Based
on average shares outstanding. |
(c) |
Total
return is calculated assuming an initial investment made at the net asset
value at the beginning of the period, reinvestment of all
distributions
at net asset value during the period, and redemption at net asset value on
the last day of the period. The returns presented do not
reflect
the deduction of taxes that a shareholder would pay on Fund distributions
or the redemption or sale of Fund shares. Total return is
calculated
for the time period presented and is not annualized for periods of less
than a year. |
(d) |
Annualized. |
(e) |
Portfolio
turnover is calculated for the time period presented and is not annualized
for periods of less than a year and does not include securities
received
or delivered from processing creations or redemptions, derivatives and
in-kind transactions. |
|
Six
Months
Ended
2/29/2024
(Unaudited) |
Year
Ended August
31,
|
Period
Ended
8/31/2021
(a) | |
|
2023
|
2022
| ||
Net
asset value, beginning of period |
$36.57 |
$31.69 |
$33.78 |
$30.27 |
Income
from investment operations: |
|
|
|
|
Net
investment income (loss)
|
(0.15
) (b) |
(0.27
) (b) |
(0.28
) (b) |
(0.17
) |
Net
realized and unrealized gain (loss) |
4.28 |
5.15 |
(1.81
) |
3.68 |
Total
from investment operations |
4.13 |
4.88 |
(2.09
) |
3.51 |
Net
asset value, end of period |
$40.70 |
$36.57 |
$31.69 |
$33.78 |
Total
return
(c) |
11.29
% |
15.40
% |
(6.19
)% |
11.60
% |
| ||||
Ratios
to average net assets/supplemental data: |
|
|
|
|
Net
assets, end of period (in 000’s) |
$727,575 |
$297,131 |
$190,142 |
$70,943 |
Ratio
of total expenses to average net assets |
0.85
% (d) |
0.85
% |
0.85
% |
0.85
% (d) |
Ratio
of net investment income (loss) to average net
assets |
(0.81
)% (d) |
(0.82
)% |
(0.84
)% |
(0.85
)% (d) |
Portfolio
turnover rate (e) |
0
% |
0
% |
0
% |
0
% |
(a) |
Inception
date is December 18, 2020, which is consistent with the commencement of
investment operations and is the date the initial creation
units
were established. |
(b) |
Based
on average shares outstanding. |
(c) |
Total
return is calculated assuming an initial investment made at the net asset
value at the beginning of the period, reinvestment of all
distributions
at net asset value during the period, and redemption at net asset value on
the last day of the period. The returns presented do not
reflect
the deduction of taxes that a shareholder would pay on Fund distributions
or the redemption or sale of Fund shares. Total return is
calculated
for the time period presented and is not annualized for periods of less
than a year. |
(d) |
Annualized. |
(e) |
Portfolio
turnover is calculated for the time period presented and is not annualized
for periods of less than a year and does not include securities
received
or delivered from processing creations or redemptions, derivatives and
in-kind transactions. |
|
Six
Months
Ended
2/29/2024
(Unaudited) |
Year
Ended August
31,
|
Period
Ended
8/31/2021
(a) | |
|
2023
|
2022
| ||
Net
asset value, beginning of period |
$34.23 |
$30.40 |
$32.19 |
$30.27 |
Income
from investment operations: |
|
|
|
|
Net
investment income (loss)
|
(0.14
) (b) |
(0.26
) (b) |
(0.26
) (b) |
(0.18
) |
Net
realized and unrealized gain (loss) |
2.96 |
4.09 |
(1.53
) |
2.10 |
Total
from investment operations |
2.82 |
3.83 |
(1.79
) |
1.92 |
Net
asset value, end of period |
$37.05 |
$34.23 |
$30.40 |
$32.19 |
Total
return
(c) |
8.24
% |
12.60
% |
(5.56
)% |
6.34
% |
| ||||
Ratios
to average net assets/supplemental data: |
|
|
|
|
Net
assets, end of period (in 000’s) |
$340,899 |
$278,983 |
$251,592 |
$59,546 |
Ratio
of total expenses to average net assets |
0.85
% (d) |
0.85
% |
0.85
% |
0.85
% (d) |
Ratio
of net investment income (loss) to average net
assets |
(0.81
)% (d) |
(0.82
)% |
(0.84
)% |
(0.85
)% (d) |
Portfolio
turnover rate (e) |
0
% |
0
% |
0
% |
0
% |
(a) |
Inception
date is December 18, 2020, which is consistent with the commencement of
investment operations and is the date the initial creation
units
were established. |
(b) |
Based
on average shares outstanding. |
(c) |
Total
return is calculated assuming an initial investment made at the net asset
value at the beginning of the period, reinvestment of all
distributions
at net asset value during the period, and redemption at net asset value on
the last day of the period. The returns presented do not
reflect
the deduction of taxes that a shareholder would pay on Fund distributions
or the redemption or sale of Fund shares. Total return is
calculated
for the time period presented and is not annualized for periods of less
than a year. |
(d) |
Annualized. |
(e) |
Portfolio
turnover is calculated for the time period presented and is not annualized
for periods of less than a year and does not include securities
received
or delivered from processing creations or redemptions, derivatives and
in-kind transactions. |
|
Six
Months
Ended
2/29/2024
(Unaudited) |
Year
Ended
8/31/2023
|
Period
Ended
8/31/2022
(a) |
| |||
Net
asset value, beginning of period |
$20.09 |
$18.66 |
$20.01 |
Income
from investment operations: |
|
|
|
Net
investment income (loss)
|
(0.02
) (b) |
(0.04
) (b) |
(0.02
) |
Net
realized and unrealized gain (loss) |
1.17 |
1.47 |
(1.33
) |
Total
from investment operations |
1.15 |
1.43 |
(1.35
) |
Net
asset value, end of period |
$21.24 |
$20.09 |
$18.66 |
Total
return
(c) |
5.72
% |
7.66
% |
(6.75
)% |
| |||
Ratios
to average net assets/supplemental data: |
|
|
|
Net
assets, end of period (in 000’s) |
$99,831 |
$95,430 |
$154,840 |
Ratio
of total expenses to average net assets (d) |
0.20
% (e) |
0.20
% |
0.20
% (e) |
Ratio
of net investment income (loss) to average net
assets |
(0.20
)% (e) |
(0.20
)% |
(0.20
)% (e) |
Portfolio
turnover rate (f) |
251
% |
372
% |
445
% |
(a) |
Inception
date is October 26, 2021, which is consistent with the commencement of
investment operations and is the date the initial creation units
were
established. |
(b) |
Based
on average shares outstanding. |
(c) |
Total
return is calculated assuming an initial investment made at the net asset
value at the beginning of the period, reinvestment of all
distributions
at net asset value during the period, and redemption at net asset value on
the last day of the period. The returns presented do not
reflect
the deduction of taxes that a shareholder would pay on Fund distributions
or the redemption or sale of Fund shares. Total return is
calculated
for the time period presented and is not annualized for periods of less
than a year. |
(d) |
The
Fund indirectly bears its proportionate share of fees and expenses
incurred by the underlying funds in which the Fund invests. This ratio
does
not include these indirect fees and expenses. |
(e) |
Annualized. |
(f) |
Portfolio
turnover is calculated for the time period presented and is not annualized
for periods of less than a year and does not include securities
received
or delivered from processing creations or redemptions and in-kind
transactions. |
|
Six
Months
Ended
2/29/2024
(Unaudited) |
Year
Ended
8/31/2023
|
Period
Ended
8/31/2022
(a) |
| |||
Net
asset value, beginning of period |
$20.39 |
$18.16 |
$20.01 |
Income
from investment operations: |
|
|
|
Net
investment income (loss)
|
(0.02
) (b) |
(0.04
) (b) |
(0.02
) |
Net
realized and unrealized gain (loss) |
1.75 |
2.27 |
(1.83
) |
Total
from investment operations |
1.73 |
2.23 |
(1.85
) |
Net
asset value, end of period |
$22.12 |
$20.39 |
$18.16 |
Total
return
(c) |
8.48
% |
12.28
% |
(9.25
)% |
| |||
Ratios
to average net assets/supplemental data: |
|
|
|
Net
assets, end of period (in 000’s) |
$203,548 |
$164,148 |
$163,418 |
Ratio
of total expenses to average net assets (d) |
0.20
% (e) |
0.20
% |
0.20
% (e) |
Ratio
of net investment income (loss) to average net
assets |
(0.20
)% (e) |
(0.20
)% |
(0.20
)% (e) |
Portfolio
turnover rate (f) |
252
% |
475
% |
411
% |
(a) |
Inception
date is October 26, 2021, which is consistent with the commencement of
investment operations and is the date the initial creation units
were
established. |
(b) |
Based
on average shares outstanding. |
(c) |
Total
return is calculated assuming an initial investment made at the net asset
value at the beginning of the period, reinvestment of all
distributions
at net asset value during the period, and redemption at net asset value on
the last day of the period. The return presented does not
reflect
the deduction of taxes that a shareholder would pay on Fund distributions
or the redemption or sale of Fund shares. Total return is
calculated
for the time period presented and is not annualized for periods of less
than a year. |
(d) |
The
Fund indirectly bears its proportionate share of fees and expenses
incurred by the underlying funds in which the Fund invests. This ratio
does
not include these indirect fees and expenses. |
(e) |
Annualized. |
(f) |
Portfolio
turnover is calculated for the time period presented and is not annualized
for periods of less than a year and does not include securities
received
or delivered from processing creations or redemptions and in-kind
transactions. |
FT
Vest U.S. Equity Buffer ETF - January – (ticker
“FJAN”) |
FT
Vest U.S. Equity Deep Buffer ETF - January – (ticker
“DJAN”) |
FT
Vest U.S. Equity Buffer ETF - February – (ticker
“FFEB”) |
FT
Vest U.S. Equity Deep Buffer ETF - February – (ticker
“DFEB”) |
FT
Vest U.S. Equity Buffer ETF - March – (ticker
“FMAR”) |
FT
Vest U.S. Equity Deep Buffer ETF - March – (ticker
“DMAR”) |
FT
Vest U.S. Equity Buffer ETF - April – (ticker
“FAPR”) |
FT
Vest U.S. Equity Deep Buffer ETF - April – (ticker
“DAPR”) |
FT
Vest U.S. Equity Buffer ETF - May – (ticker
“FMAY”) |
FT
Vest U.S. Equity Deep Buffer ETF - May – (ticker
“DMAY”) |
FT
Vest U.S. Equity Buffer ETF - June – (ticker
“FJUN”) |
FT
Vest U.S. Equity Deep Buffer ETF - June – (ticker
“DJUN”) |
FT
Vest U.S. Equity Buffer ETF - July – (ticker
“FJUL”) |
FT
Vest U.S. Equity Deep Buffer ETF - July – (ticker
“DJUL”) |
FT
Vest U.S. Equity Buffer ETF - August – (ticker
“FAUG”) |
FT
Vest U.S. Equity Deep Buffer ETF - August – (ticker
“DAUG”) |
FT
Vest U.S. Equity Buffer ETF - September – (ticker
“FSEP”) |
FT
Vest U.S. Equity Deep Buffer ETF - September – (ticker
“DSEP”) |
FT
Vest U.S. Equity Buffer ETF - October – (ticker
“FOCT”) |
FT
Vest U.S. Equity Deep Buffer ETF - October – (ticker
“DOCT”) |
FT
Vest U.S. Equity Buffer ETF - November – (ticker
“FNOV”) |
FT
Vest U.S. Equity Deep Buffer ETF - November – (ticker
“DNOV”) |
FT
Vest U.S. Equity Buffer ETF - December – (ticker
“FDEC”) |
FT
Vest U.S. Equity Deep Buffer ETF - December – (ticker
“DDEC”) |
FT
Vest Buffered Allocation Defensive ETF – (ticker
“BUFT”) |
FT
Vest Buffered Allocation Growth ETF – (ticker
“BUFG”) |
Security
Name |
Shares
at
2/29/2024 |
Value
at
8/31/2023 |
Purchases |
Sales |
Change
in
Unrealized
Appreciation
(Depreciation) |
Realized
Gain
(Loss) |
Value
at
2/29/2024 |
Dividend
Income |
FT
Vest U.S. Equity Deep
Buffer
ETF - January |
— |
$18,127,786 |
$27,064,037 |
$(44,863,430
) |
$(137,378
) |
$(191,015
) |
$— |
$— |
FT
Vest U.S. Equity Deep
Buffer
ETF - February |
— |
— |
17,387,315 |
(17,605,561
) |
— |
218,246 |
— |
— |
FT
Vest U.S. Equity Buffer
ETF
- March |
— |
— |
33,368,569 |
(33,523,174
) |
— |
154,605 |
— |
— |
FT
Vest U.S. Equity Deep
Buffer
ETF - March |
— |
22,342,345 |
41,502,549 |
(65,009,093
) |
(1,175,199
) |
2,339,398 |
— |
— |
FT
Vest U.S. Equity Deep
Buffer
ETF - April |
792,878 |
17,375,605 |
32,853,460 |
(24,248,442
) |
(208,698
) |
492,159 |
26,264,084 |
— |
FT
Vest U.S. Equity Deep
Buffer
ETF - May |
602,243 |
— |
47,589,533 |
(25,733,414
) |
730,859 |
(297,964
) |
22,289,014 |
— |
FT
Vest U.S. Equity Deep
Buffer
ETF - June |
— |
— |
33,558,025 |
(34,637,612
) |
— |
1,079,587 |
— |
— |
FT
Vest U.S. Equity Deep
Buffer
ETF - July |
— |
— |
36,542,336 |
(37,625,950
) |
— |
1,083,614 |
— |
— |
FT
Vest U.S. Equity Deep
Buffer
ETF - August |
453,107 |
— |
16,556,530 |
— |
22,655 |
— |
16,579,185 |
— |
FT
Vest U.S. Equity Deep
Buffer
ETF - September |
— |
— |
33,904,017 |
(34,919,840
) |
— |
1,015,823 |
— |
— |
FT
Vest U.S. Equity Buffer
ETF
- October |
433,092 |
— |
17,349,666 |
— |
37,635 |
— |
17,387,301 |
— |
Security
Name |
Shares
at
2/29/2024 |
Value
at
8/31/2023 |
Purchases |
Sales |
Change
in
Unrealized
Appreciation
(Depreciation) |
Realized
Gain
(Loss) |
Value
at
2/29/2024 |
Dividend
Income |
FT
Vest U.S. Equity Deep
Buffer
ETF - October |
459,694 |
$18,495,286 |
$47,481,416 |
$(50,687,779
) |
$1,233,748 |
$631,868 |
$17,154,539 |
$— |
FT
Vest U.S. Equity Deep
Buffer
ETF - December |
— |
19,083,672 |
3,962,570 |
(22,330,659
) |
(1,710,814
) |
995,231 |
— |
— |
|
|
$95,424,694 |
$389,120,023 |
$(391,184,954
) |
$(1,207,192
) |
$7,521,552 |
$99,674,123 |
$— |
Security
Name |
Shares
at
2/29/2024 |
Value
at
8/31/2023 |
Purchases |
Sales |
Change
in
Unrealized
Appreciation
(Depreciation) |
Realized
Gain
(Loss) |
Value
at
2/29/2024 |
Dividend
Income |
FT
Vest U.S. Equity
Buffer
ETF - January |
963,858 |
$— |
$74,868,006 |
$(36,370,969
) |
$938,937 |
$438,831 |
$39,874,805 |
$— |
FT
Vest U.S. Equity
Deep
Buffer ETF -
January |
901,811 |
— |
57,811,655 |
(26,611,926
) |
570,507 |
253,073 |
32,023,309 |
— |
FT
Vest U.S. Equity
Buffer
ETF -
February |
1,233,285 |
— |
54,745,521 |
— |
36,999 |
— |
54,782,520 |
— |
FT
Vest U.S. Equity
Deep
Buffer ETF -
February |
1,146,170 |
— |
44,093,160 |
— |
— |
— |
44,093,160 |
— |
FT
Vest U.S. Equity
Buffer
ETF - May |
— |
27,665,209 |
170,934 |
(27,611,584
) |
(345,719
) |
121,160 |
— |
— |
FT
Vest U.S. Equity
Buffer
ETF - June |
— |
35,562,736 |
47,735,230 |
(84,982,717
) |
(701,947
) |
2,386,698 |
— |
— |
FT
Vest U.S. Equity
Buffer
ETF - July |
— |
35,601,683 |
94,976,706 |
(132,054,669
) |
(823,117
) |
2,299,397 |
— |
— |
FT
Vest U.S. Equity
Buffer
ETF - August |
— |
35,066,758 |
31,050,741 |
(66,983,396
) |
(1,592,137
) |
2,458,034 |
— |
— |
FT
Vest U.S. Equity
Buffer
ETF -
September |
— |
30,243,934 |
36,401,033 |
(67,353,498
) |
(512,577
) |
1,221,108 |
— |
— |
FT
Vest U.S. Equity
Buffer
ETF - October |
— |
— |
64,634,769 |
(66,986,223
) |
— |
2,351,454 |
— |
— |
FT
Vest U.S. Equity
Buffer
ETF -
November |
— |
— |
127,029,074 |
(127,847,888
) |
— |
818,814 |
— |
— |
FT
Vest U.S. Equity
Deep
Buffer ETF -
November |
— |
— |
43,902,486 |
(46,088,030
) |
— |
2,185,544 |
— |
— |
FT
Vest U.S. Equity
Buffer
ETF -
December |
801,208 |
— |
90,589,029 |
(60,435,170
) |
1,528,302 |
878,932 |
32,561,093 |
— |
FT
Vest U.S. Equity
Deep
Buffer ETF -
December |
— |
— |
49,772,446 |
(50,445,378
) |
— |
672,932 |
— |
— |
|
|
$164,140,320 |
$817,780,790 |
$(793,771,448
) |
$(900,752
) |
$16,085,977 |
$203,334,887 |
$— |
|
Taxable
Year-End |
Undistributed
Ordinary
Income |
Accumulated
Capital
and
Other
Gain
(Loss) |
Net
Unrealized
Appreciation
(Depreciation) |
FT
Vest U.S. Equity Buffer ETF - January |
31-Jan-23 |
$(137,306
) |
$(29,982,842
) |
$3,635,636 |
FT
Vest U.S. Equity Deep Buffer ETF - January |
31-Jan-23 |
(111,263
) |
(19,422,414
) |
2,022,145 |
FT
Vest U.S. Equity Buffer ETF - February |
28-Feb-23 |
(359,202
) |
(38,466,409
) |
(4,874,419
) |
FT
Vest U.S. Equity Deep Buffer ETF - February |
28-Feb-23 |
(385,824
) |
(44,870,121
) |
(3,539,050
) |
FT
Vest U.S. Equity Buffer ETF - March |
31-Mar-23 |
(420,703
) |
(21,718,387
) |
7,287,362 |
FT
Vest U.S. Equity Deep Buffer ETF - March |
31-Mar-23 |
(531,328
) |
(25,784,617
) |
3,881,233 |
FT
Vest U.S. Equity Buffer ETF - April |
30-Apr-23 |
(728,333
) |
(35,503,195
) |
3,283,226 |
FT
Vest U.S. Equity Deep Buffer ETF - April |
30-Apr-23 |
(845,872
) |
(36,358,995
) |
2,284,725 |
FT
Vest U.S. Equity Buffer ETF - May |
31-May-23 |
(1,243,191
) |
(45,808,011
) |
(485,840
) |
FT
Vest U.S. Equity Deep Buffer ETF - May |
31-May-23 |
(517,523
) |
(16,485,725
) |
(519,741
) |
FT
Vest U.S. Equity Buffer ETF - June |
30-Jun-23 |
(1,184,523
) |
(34,693,385
) |
4,319,551 |
FT
Vest U.S. Equity Deep Buffer ETF - June |
30-Jun-23 |
(597,215
) |
(10,997,219
) |
956,237 |
FT
Vest U.S. Equity Buffer ETF - July |
31-Jul-23 |
(1,179,058
) |
(27,762,019
) |
3,048,348 |
FT
Vest U.S. Equity Deep Buffer ETF - July |
31-Jul-23 |
(653,040
) |
(10,936,953
) |
1,730,127 |
FT
Vest U.S. Equity Buffer ETF - August |
31-Aug-23 |
(2,196,559
) |
(83,067,907
) |
11,851,622 |
FT
Vest U.S. Equity Deep Buffer ETF - August |
31-Aug-23 |
(2,544,081
) |
(55,860,527
) |
7,565,487 |
FT
Vest U.S. Equity Buffer ETF - September |
30-Sep-22 |
(855,077
) |
(17,454,328
) |
(8,870,272
) |
FT
Vest U.S. Equity Deep Buffer ETF - September |
30-Sep-22 |
(550,054
) |
(9,825,475
) |
(4,979,997
) |
FT
Vest U.S. Equity Buffer ETF - October |
31-Oct-22 |
(1,170,635
) |
(25,935,068
) |
4,939,509 |
FT
Vest U.S. Equity Deep Buffer ETF - October |
31-Oct-22 |
(866,505
) |
(15,859,109
) |
2,287,446 |
FT
Vest U.S. Equity Buffer ETF - November |
30-Nov-22 |
(2,295,294
) |
(50,685,759
) |
6,018,153 |
FT
Vest U.S. Equity Deep Buffer ETF - November |
30-Nov-22 |
(2,456,082
) |
(43,706,762
) |
4,082,331 |
FT
Vest U.S. Equity Buffer ETF - December |
31-Dec-22 |
— |
(35,037,567
) |
(1,156,060
) |
FT
Vest U.S. Equity Deep Buffer ETF - December |
31-Dec-22 |
— |
(28,144,288
) |
64,468 |
FT
Vest Buffered Allocation Defensive ETF |
31-Aug-23 |
(144,145
) |
(6,580,754
) |
4,044,942 |
FT
Vest Buffered Allocation Growth ETF |
31-Aug-23 |
(194,496
) |
(14,114,916
) |
3,815,259 |
|
Taxable
Year
End |
Non-Expiring
Capital
Loss
Carryforwards |
FT
Vest U.S. Equity Buffer ETF - January |
31-Jan-23 |
$29,982,842 |
FT
Vest U.S. Equity Deep Buffer ETF - January |
31-Jan-23 |
19,422,414 |
FT
Vest U.S. Equity Buffer ETF - February |
28-Feb-23 |
38,466,409 |
FT
Vest U.S. Equity Deep Buffer ETF - February |
28-Feb-23 |
44,870,121 |
FT
Vest U.S. Equity Buffer ETF - March |
31-Mar-23 |
21,718,387 |
FT
Vest U.S. Equity Deep Buffer ETF - March |
31-Mar-23 |
25,784,617 |
FT
Vest U.S. Equity Buffer ETF - April |
30-Apr-23 |
35,503,195 |
FT
Vest U.S. Equity Deep Buffer ETF - April |
30-Apr-23 |
36,358,995 |
FT
Vest U.S. Equity Buffer ETF - May |
31-May-23 |
45,808,011 |
FT
Vest U.S. Equity Deep Buffer ETF - May |
31-May-23 |
16,485,725 |
FT
Vest U.S. Equity Buffer ETF - June |
30-Jun-23 |
34,693,385 |
FT
Vest U.S. Equity Deep Buffer ETF - June |
30-Jun-23 |
10,997,219 |
FT
Vest U.S. Equity Buffer ETF - July |
31-Jul-23 |
27,762,019 |
FT
Vest U.S. Equity Deep Buffer ETF - July |
31-Jul-23 |
10,936,953 |
FT
Vest U.S. Equity Buffer ETF - August |
31-Aug-23 |
83,067,907 |
FT
Vest U.S. Equity Deep Buffer ETF - August |
31-Aug-23 |
55,860,527 |
FT
Vest U.S. Equity Buffer ETF - September |
30-Sep-22 |
17,454,328 |
FT
Vest U.S. Equity Deep Buffer ETF - September |
30-Sep-22 |
9,825,475 |
FT
Vest U.S. Equity Buffer ETF - October |
31-Oct-22 |
25,935,068 |
FT
Vest U.S. Equity Deep Buffer ETF - October |
31-Oct-22 |
15,859,109 |
FT
Vest U.S. Equity Buffer ETF - November |
30-Nov-22 |
50,685,759 |
FT
Vest U.S. Equity Deep Buffer ETF - November |
30-Nov-22 |
43,706,762 |
FT
Vest U.S. Equity Buffer ETF - December |
31-Dec-22 |
35,037,567 |
FT
Vest U.S. Equity Deep Buffer ETF - December |
31-Dec-22 |
28,144,288 |
FT
Vest Buffered Allocation Defensive ETF |
31-Aug-23 |
6,580,754 |
FT
Vest Buffered Allocation Growth ETF |
31-Aug-23 |
14,114,916 |
|
Capital
Loss
Utilized |
FT
Vest U.S. Equity Deep Buffer ETF - June |
$5,879,702 |
|
Taxable
Year
End |
Qualified
Late Year Losses | |
|
Ordinary
Losses |
Capital
Losses | |
FT
Vest U.S. Equity Buffer ETF - January |
31-Jan-23 |
$137,306 |
$— |
FT
Vest U.S. Equity Deep Buffer ETF - January |
31-Jan-23 |
111,263 |
— |
FT
Vest U.S. Equity Buffer ETF - February |
28-Feb-23 |
359,202 |
— |
FT
Vest U.S. Equity Deep Buffer ETF - February |
28-Feb-23 |
385,824 |
— |
FT
Vest U.S. Equity Buffer ETF - March |
31-Mar-23 |
420,703 |
— |
FT
Vest U.S. Equity Deep Buffer ETF - March |
31-Mar-23 |
531,328 |
— |
FT
Vest U.S. Equity Buffer ETF - April |
30-Apr-23 |
728,333 |
— |
FT
Vest U.S. Equity Deep Buffer ETF - April |
30-Apr-23 |
845,872 |
— |
FT
Vest U.S. Equity Buffer ETF - May |
31-May-23 |
1,243,191 |
— |
FT
Vest U.S. Equity Deep Buffer ETF - May |
31-May-23 |
517,523 |
— |
FT
Vest U.S. Equity Buffer ETF - June |
30-Jun-23 |
1,184,523 |
— |
FT
Vest U.S. Equity Deep Buffer ETF - June |
30-Jun-23 |
597,215 |
— |
FT
Vest U.S. Equity Buffer ETF - July |
31-Jul-23 |
1,179,058 |
— |
FT
Vest U.S. Equity Deep Buffer ETF - July |
31-Jul-23 |
653,040 |
— |
FT
Vest U.S. Equity Buffer ETF - August |
31-Aug-23 |
2,196,559 |
— |
FT
Vest U.S. Equity Deep Buffer ETF - August |
31-Aug-23 |
2,544,081 |
— |
FT
Vest U.S. Equity Buffer ETF - September |
30-Sep-22 |
855,077 |
— |
FT
Vest U.S. Equity Deep Buffer ETF - September |
30-Sep-22 |
550,054 |
— |
FT
Vest U.S. Equity Buffer ETF - October |
31-Oct-22 |
1,170,635 |
— |
FT
Vest U.S. Equity Deep Buffer ETF - October |
31-Oct-22 |
866,505 |
— |
FT
Vest U.S. Equity Buffer ETF - November |
30-Nov-22 |
2,295,294 |
— |
FT
Vest U.S. Equity Deep Buffer ETF - November |
30-Nov-22 |
2,456,082 |
— |
FT
Vest U.S. Equity Buffer ETF - December |
31-Dec-22 |
— |
— |
FT
Vest U.S. Equity Deep Buffer ETF - December |
31-Dec-22 |
— |
— |
FT
Vest Buffered Allocation Defensive ETF |
31-Aug-23 |
144,145 |
— |
FT
Vest Buffered Allocation Growth ETF |
31-Aug-23 |
194,496 |
— |
|
|
|
|
|
Tax
Cost |
Gross
Unrealized
Appreciation |
Gross
Unrealized
(Depreciation) |
Net
Unrealized
Appreciation
(Depreciation) |
FT
Vest U.S. Equity Buffer ETF - January |
$700,868,013 |
$39,870,398 |
$(21,053,463
) |
$18,816,935 |
FT
Vest U.S. Equity Deep Buffer ETF - January |
309,629,987 |
16,077,122 |
(9,075,226
) |
7,001,896 |
FT
Vest U.S. Equity Buffer ETF - February |
750,519,148 |
15,872,421 |
(6,643,271
) |
9,229,150 |
FT
Vest U.S. Equity Deep Buffer ETF - February |
308,142,373 |
4,770,287 |
(2,267,093
) |
2,503,194 |
FT
Vest U.S. Equity Buffer ETF - March |
390,210,758 |
92,476,299 |
(44,551,821
) |
47,924,478 |
FT
Vest U.S. Equity Deep Buffer ETF - March |
148,559,555 |
42,415,978 |
(27,038,490
) |
15,377,488 |
FT
Vest U.S. Equity Buffer ETF - April |
427,366,809 |
80,319,548 |
(42,038,286
) |
38,281,262 |
FT
Vest U.S. Equity Deep Buffer ETF - April |
191,667,130 |
43,154,936 |
(22,698,666
) |
20,456,270 |
FT
Vest U.S. Equity Buffer ETF - May |
499,463,283 |
87,927,886 |
(50,325,084
) |
37,602,802 |
FT
Vest U.S. Equity Deep Buffer ETF - May |
168,627,292 |
32,873,555 |
(18,970,080
) |
13,903,475 |
FT
Vest U.S. Equity Buffer ETF - June |
617,792,644 |
86,482,678 |
(30,066,078
) |
56,416,600 |
FT
Vest U.S. Equity Deep Buffer ETF - June |
156,734,522 |
25,614,424 |
(11,312,192
) |
14,302,232 |
FT
Vest U.S. Equity Buffer ETF - July |
535,772,075 |
72,655,441 |
(27,638,933
) |
45,016,508 |
|
Tax
Cost |
Gross
Unrealized
Appreciation |
Gross
Unrealized
(Depreciation) |
Net
Unrealized
Appreciation
(Depreciation) |
FT
Vest U.S. Equity Deep Buffer ETF - July |
$382,021,748 |
$54,675,971 |
$(21,951,980
) |
$32,723,991 |
FT
Vest U.S. Equity Buffer ETF - August |
532,281,746 |
98,191,296 |
(37,842,828
) |
60,348,468 |
FT
Vest U.S. Equity Deep Buffer ETF - August |
309,549,135 |
51,795,724 |
(22,622,018
) |
29,173,706 |
FT
Vest U.S. Equity Buffer ETF - September |
436,432,450 |
65,584,307 |
(24,821,808
) |
40,762,499 |
FT
Vest U.S. Equity Deep Buffer ETF - September |
170,895,699 |
27,377,685 |
(13,224,815
) |
14,152,870 |
FT
Vest U.S. Equity Buffer ETF - October |
467,725,890 |
95,000,017 |
(52,019,148
) |
42,980,869 |
FT
Vest U.S. Equity Deep Buffer ETF - October |
170,937,246 |
35,997,669 |
(21,210,388
) |
14,787,281 |
FT
Vest U.S. Equity Buffer ETF - November |
538,212,966 |
79,936,494 |
(40,548,667
) |
39,387,827 |
FT
Vest U.S. Equity Deep Buffer ETF - November |
256,552,806 |
34,919,468 |
(17,551,142
) |
17,368,326 |
FT
Vest U.S. Equity Buffer ETF - December |
693,007,316 |
64,704,581 |
(29,676,093
) |
35,028,488 |
FT
Vest U.S. Equity Deep Buffer ETF - December |
327,022,124 |
28,171,670 |
(14,082,213
) |
14,089,457 |
FT
Vest Buffered Allocation Defensive ETF |
96,963,768 |
2,882,789 |
— |
2,882,789 |
FT
Vest Buffered Allocation Growth ETF |
200,505,218 |
3,074,745 |
— |
3,074,745 |
Breakpoints |
|
Fund
net assets up to and including $2.5 billion |
0.85000
% |
Fund
net assets greater than $2.5 billion up to and including $5
billion |
0.82875
% |
Fund
net assets greater than $5 billion up to and including $7.5
billion |
0.80750
% |
Fund
net assets greater than $7.5 billion up to and including $10
billion |
0.78625
% |
Fund
net assets greater than $10 billion |
0.76500
% |
Breakpoints |
|
Fund
net assets up to and including $2.5 billion |
0.200
% |
Fund
net assets greater than $2.5 billion up to and including $5
billion |
0.195
% |
Fund
net assets greater than $5 billion up to and including $7.5
billion |
0.190
% |
Fund
net assets greater than $7.5 billion up to and including $10
billion |
0.185
% |
Fund
net assets greater than $10 billion up to and including $15
billion |
0.180
% |
Fund
net assets greater than $15 billion |
0.170
% |
|
Purchases |
Sales |
FT
Vest Buffered Allocation Defensive ETF |
$253,026,184 |
$253,223,071 |
FT
Vest Buffered Allocation Growth ETF |
441,345,624 |
441,567,034 |
|
Purchases |
Sales |
FT
Vest U.S. Equity Buffer ETF - January |
$— |
$380,667,510 |
FT
Vest U.S. Equity Deep Buffer ETF - January |
— |
142,101,041 |
FT
Vest U.S. Equity Buffer ETF - February |
— |
625,618,718 |
FT
Vest U.S. Equity Deep Buffer ETF - February |
— |
44,233,800 |
FT
Vest U.S. Equity Buffer ETF - March |
— |
21,223,482 |
FT
Vest U.S. Equity Deep Buffer ETF - March |
— |
59,150,742 |
|
Purchases |
Sales |
FT
Vest U.S. Equity Buffer ETF - April |
$— |
$154,297,788 |
FT
Vest U.S. Equity Deep Buffer ETF - April |
— |
64,767,713 |
FT
Vest U.S. Equity Buffer ETF - May |
— |
240,830,090 |
FT
Vest U.S. Equity Deep Buffer ETF - May |
— |
54,986,287 |
FT
Vest U.S. Equity Buffer ETF - June |
— |
155,400,009 |
FT
Vest U.S. Equity Deep Buffer ETF - June |
— |
49,415,140 |
FT
Vest U.S. Equity Buffer ETF - July |
— |
175,054,660 |
FT
Vest U.S. Equity Deep Buffer ETF - July |
— |
93,284,932 |
FT
Vest U.S. Equity Buffer ETF - August |
— |
105,714,705 |
FT
Vest U.S. Equity Deep Buffer ETF - August |
— |
61,715,097 |
FT
Vest U.S. Equity Buffer ETF - September |
— |
308,906,715 |
FT
Vest U.S. Equity Deep Buffer ETF - September |
864,486 |
192,656,329 |
FT
Vest U.S. Equity Buffer ETF - October |
— |
289,716,076 |
FT
Vest U.S. Equity Deep Buffer ETF - October |
— |
140,769,406 |
FT
Vest U.S. Equity Buffer ETF - November |
— |
399,947,713 |
FT
Vest U.S. Equity Deep Buffer ETF - November |
— |
181,329,439 |
FT
Vest U.S. Equity Buffer ETF - December |
— |
381,957,513 |
FT
Vest U.S. Equity Deep Buffer ETF - December |
— |
274,463,425 |
FT
Vest Buffered Allocation Defensive ETF |
136,093,839 |
137,961,883 |
FT
Vest Buffered Allocation Growth ETF |
376,435,166 |
352,204,414 |
|
|
Asset
Derivatives |
Liability
Derivatives | ||
Derivative
Instrument |
Risk
Exposure |
Statements
of Assets and
Liabilities
Location |
Value |
Statements
of Assets and
Liabilities
Location |
Value |
FJAN |
|
|
|
|
|
Options
contracts |
Equity
Risk |
Options
contracts
purchased,
at value |
$740,197,348 |
Options
contracts written,
at
value |
$28,024,516 |
DJAN |
|
|
|
|
|
Options
contracts |
Equity
Risk |
Options
contracts
purchased,
at value |
324,859,958 |
Options
contracts written,
at
value |
11,521,988 |
FFEB |
|
|
|
|
|
Options
contracts |
Equity
Risk |
Options
contracts
purchased,
at value |
776,469,107 |
Options
contracts written,
at
value |
25,250,707 |
DFEB |
|
|
|
|
|
Options
contracts |
Equity
Risk |
Options
contracts
purchased,
at value |
314,774,172 |
Options
contracts written,
at
value |
7,526,298 |
FMAR |
|
|
|
|
|
Options
contracts |
Equity
Risk |
Options
contracts
purchased,
at value |
477,487,793 |
Options
contracts written,
at
value |
40,651,695 |
DMAR |
|
|
|
|
|
Options
contracts |
Equity
Risk |
Options
contracts
purchased,
at value |
186,468,204 |
Options
contracts written,
at
value |
23,037,329 |
FAPR |
|
|
|
|
|
Options
contracts |
Equity
Risk |
Options
contracts
purchased,
at value |
486,961,800 |
Options
contracts written,
at
value |
24,038,170 |
|
|
Asset
Derivatives |
Liability
Derivatives | ||
Derivative
Instrument |
Risk
Exposure |
Statements
of Assets and
Liabilities
Location |
Value |
Statements
of Assets and
Liabilities
Location |
Value |
DAPR |
|
|
|
|
|
Options
contracts |
Equity
Risk |
Options
contracts
purchased,
at value |
$230,501,536 |
Options
contracts written,
at
value |
$19,222,860 |
FMAY |
|
|
|
|
|
Options
contracts |
Equity
Risk |
Options
contracts
purchased,
at value |
563,369,704 |
Options
contracts written,
at
value |
28,786,001 |
DMAY |
|
|
|
|
|
Options
contracts |
Equity
Risk |
Options
contracts
purchased,
at value |
197,339,100 |
Options
contracts written,
at
value |
15,646,254 |
FJUN |
|
|
|
|
|
Options
contracts |
Equity
Risk |
Options
contracts
purchased,
at value |
671,204,742 |
Options
contracts written,
at
value |
15,641,068 |
DJUN |
|
|
|
|
|
Options
contracts |
Equity
Risk |
Options
contracts
purchased,
at value |
177,217,848 |
Options
contracts written,
at
value |
7,138,777 |
FJUL |
|
|
|
|
|
Options
contracts |
Equity
Risk |
Options
contracts
purchased,
at value |
588,772,038 |
Options
contracts written,
at
value |
11,674,604 |
DJUL |
|
|
|
|
|
Options
contracts |
Equity
Risk |
Options
contracts
purchased,
at value |
423,730,773 |
Options
contracts written,
at
value |
11,617,386 |
FAUG |
|
|
|
|
|
Options
contracts |
Equity
Risk |
Options
contracts
purchased,
at value |
611,805,600 |
Options
contracts written,
at
value |
23,173,351 |
DAUG |
|
|
|
|
|
Options
contracts |
Equity
Risk |
Options
contracts
purchased,
at value |
355,528,121 |
Options
contracts written,
at
value |
19,051,152 |
FSEP |
|
|
|
|
|
Options
contracts |
Equity
Risk |
Options
contracts
purchased,
at value |
492,513,375 |
Options
contracts written,
at
value |
18,904,850 |
DSEP |
|
|
|
|
|
Options
contracts |
Equity
Risk |
Options
contracts
purchased,
at value |
193,393,101 |
Options
contracts written,
at
value |
9,721,166 |
FOCT |
|
|
|
|
|
Options
contracts |
Equity
Risk |
Options
contracts
purchased,
at value |
546,643,904 |
Options
contracts written,
at
value |
39,982,452 |
DOCT |
|
|
|
|
|
Options
contracts |
Equity
Risk |
Options
contracts
purchased,
at value |
202,885,783 |
Options
contracts written,
at
value |
18,610,439 |
FNOV |
|
|
|
|
|
Options
contracts |
Equity
Risk |
Options
contracts
purchased,
at value |
601,494,880 |
Options
contracts written,
at
value |
28,896,448 |
DNOV |
|
|
|
|
|
Options
contracts |
Equity
Risk |
Options
contracts
purchased,
at value |
286,881,236 |
Options
contracts written,
at
value |
15,320,299 |
|
|
Asset
Derivatives |
Liability
Derivatives | ||
Derivative
Instrument |
Risk
Exposure |
Statements
of Assets and
Liabilities
Location |
Value |
Statements
of Assets and
Liabilities
Location |
Value |
FDEC |
|
|
|
|
|
Options
contracts |
Equity
Risk |
Options
contracts
purchased,
at value |
$750,487,461 |
Options
contracts written,
at
value |
$29,388,590 |
DDEC |
|
|
|
|
|
Options
contracts |
Equity
Risk |
Options
contracts
purchased,
at value |
352,460,685 |
Options
contracts written,
at
value |
14,579,696 |
| ||||||
Statements
of Operations
Location |
FJAN
|
DJAN
|
FFEB
|
DFEB
|
FMAR
|
DMAR
|
Equity
Risk Exposure |
|
|
|
|
|
|
Net
realized gain (loss) on: |
|
|
|
|
|
|
Purchased
options
contracts |
$50,249,158 |
$26,894,719 |
$82,314,983 |
$35,531,342 |
$5,262,741 |
$11,719,249 |
Written
options contracts |
5,866,037 |
(5,800,609
) |
(2,299,117
) |
(7,949,311
) |
164,069 |
(3,424,965
) |
Net
change in unrealized
appreciation
(depreciation)
on: |
|
|
|
|
|
|
Purchased
options
contracts |
(33,702
) |
(2,702,425
) |
(10,540,976
) |
(10,995,410
) |
46,664,358 |
13,124,689 |
Written
options contracts |
(9,804,488
) |
(3,744,314
) |
(9,093,350
) |
(1,015,566
) |
(24,876,807
) |
(11,521,652
) |
| ||||||
Statements
of Operations
Location |
FAPR
|
DAPR
|
FMAY
|
DMAY
|
FJUN
|
DJUN
|
Equity
Risk Exposure |
|
|
|
|
|
|
Net
realized gain (loss) on: |
|
|
|
|
|
|
Purchased
options
contracts |
$18,505,219 |
$3,712,197 |
$32,377,694 |
$4,510,099 |
$14,542,453 |
$4,516,569 |
Written
options contracts |
4,696,541 |
592,194 |
4,562,843 |
132,591 |
5,364,589 |
1,439,596 |
Net
change in unrealized
appreciation
(depreciation)
on: |
|
|
|
|
|
|
Purchased
options
contracts |
32,120,787 |
18,443,342 |
37,089,228 |
16,260,665 |
48,698,635 |
17,152,901 |
Written
options contracts |
(17,284,079
) |
(10,453,069
) |
(20,300,510
) |
(8,842,886
) |
(4,663,115
) |
(5,506,083
) |
| ||||||
Statements
of Operations
Location |
FJUL
|
DJUL
|
FAUG
|
DAUG
|
FSEP
|
DSEP
|
Equity
Risk Exposure |
|
|
|
|
|
|
Net
realized gain (loss) on: |
|
|
|
|
|
|
Purchased
options
contracts |
$11,608,102 |
$11,743,596 |
$6,217,790 |
$3,555,176 |
$20,578,453 |
$13,662,152 |
Written
options contracts |
2,224,272 |
864,126 |
908,629 |
(104,142
) |
11,374,243 |
4,233,805 |
Net
change in unrealized
appreciation
(depreciation)
on: |
|
|
|
|
|
|
Purchased
options
contracts |
44,725,358 |
40,352,601 |
53,528,568 |
29,751,640 |
20,998,706 |
9,974,556 |
| ||||||
Statements
of Operations
Location |
FJUL
|
DJUL
|
FAUG
|
DAUG
|
FSEP
|
DSEP
|
Written
options contracts |
$674,024 |
$(7,087,046
) |
$(5,031,722
) |
$(8,143,421
) |
$(11,911,172
) |
$(9,381,980
) |
| ||||||
Statements
of Operations
Location |
FOCT
|
DOCT
|
FNOV
|
DNOV
|
FDEC
|
DDEC
|
Equity
Risk Exposure |
|
|
|
|
|
|
Net
realized gain (loss) on: |
|
|
|
|
|
|
Purchased
options
contracts |
$12,110,281 |
$6,068,234 |
$27,797,188 |
$24,758,989 |
$49,196,445 |
$39,193,500 |
Written
options contracts |
15,379,721 |
5,862,485 |
18,148,387 |
8,963,718 |
10,836,692 |
(1,779,348
) |
Net
change in unrealized
appreciation
(depreciation)
on: |
|
|
|
|
|
|
Purchased
options
contracts |
37,799,043 |
15,211,099 |
23,822,611 |
5,544,177 |
16,215,487 |
(5,716,248
) |
Written
options contracts |
(33,362,862
) |
(16,013,123
) |
(23,288,712
) |
(13,968,387
) |
(13,414,165
) |
(7,687,715
) |
|
Premiums
for
purchased
options
contracts
opened |
Premiums
for
purchased
options
contracts
closed,
exercised
and
expired |
Premiums
for
written
options
contracts
opened |
Premiums
for
written
options
contracts
closed,
exercised
and
expired |
FJAN |
$1,187,851,948 |
$789,958,758 |
$29,921,511 |
$18,763,711 |
DJAN |
433,470,551 |
297,360,197 |
10,340,069 |
9,999,194 |
FFEB |
1,494,357,271 |
1,097,790,358 |
37,273,018 |
27,709,131 |
DFEB |
337,594,316 |
222,924,216 |
7,344,385 |
6,873,978 |
FMAR |
132,952,530 |
33,908,235 |
5,421,521 |
2,654,812 |
DMAR |
28,969,154 |
69,102,309 |
1,666,557 |
3,824,251 |
FAPR |
190,018,638 |
148,943,430 |
3,734,486 |
8,179,905 |
DAPR |
43,212,112 |
73,937,923 |
1,775,570 |
2,673,897 |
FMAY |
238,687,059 |
248,740,663 |
5,410,400 |
13,507,299 |
DMAY |
59,467,790 |
56,792,361 |
1,862,465 |
2,085,800 |
FJUN |
252,682,268 |
172,674,825 |
5,556,275 |
8,226,117 |
DJUN |
36,714,463 |
54,130,074 |
377,936 |
2,355,736 |
FJUL |
233,326,542 |
202,302,512 |
4,702,730 |
7,306,252 |
DJUL |
218,179,380 |
123,482,490 |
2,424,482 |
2,843,908 |
FAUG |
102,806,820 |
120,029,888 |
2,884,261 |
4,362,526 |
DAUG |
35,465,474 |
95,302,781 |
1,463,067 |
2,287,581 |
FSEP |
767,264,959 |
619,141,700 |
20,006,943 |
13,027,805 |
DSEP |
366,605,302 |
322,814,772 |
4,859,257 |
5,660,925 |
FOCT |
810,789,652 |
579,980,020 |
25,494,446 |
19,362,122 |
DOCT |
297,339,205 |
273,415,296 |
5,992,819 |
7,897,105 |
FNOV |
993,728,724 |
808,505,804 |
26,187,263 |
21,540,681 |
DNOV |
468,770,970 |
430,642,828 |
8,960,876 |
10,774,987 |
FDEC |
1,150,956,462 |
716,064,427 |
26,009,622 |
13,668,857 |
DDEC |
584,823,155 |
515,546,282 |
14,250,091 |
18,527,195 |