Holdings of the Fund as of 8/19/2025
Futures **
| BRAZIL REAL FUT Sep25 |
BRU5 |
Financial - Currency |
1,060.0000 |
$19,244,300.00 |
11.00% |
| US 2YR NOTE (CBT) Sep25 |
TUU5 |
Financial - Interest Rates |
82.0000 |
$17,026,531.33 |
9.73% |
| 3 MONTH SOFR FUT Dec26 |
SFRZ6 |
Financial - Interest Rates |
70.0000 |
$16,953,125.00 |
9.69% |
| MEXICAN PESO FUT Sep25 |
PEU5 |
Financial - Currency |
517.0000 |
$13,682,405.00 |
7.82% |
| AUDUSD Crncy Fut Sep25 |
ADU5 |
Financial - Currency |
194.0000 |
$12,522,700.00 |
7.16% |
| IBEX 35 INDX FUTR Sep25 |
IBU5 |
Financial - Equity Index |
58.0000 |
$10,362,366.18 |
5.92% |
| CBOE VIX FUTURE Dec25 |
UXZ5 |
Financial - Equity Index |
474.0000 |
$10,000,452.00 |
5.71% |
| US 5YR NOTE (CBT) Sep25 |
FVU5 |
Financial - Interest Rates |
89.0000 |
$9,678,750.00 |
5.53% |
| CATTLE FEEDER FUT Sep25 |
FCU5 |
Livestock |
54.0000 |
$9,515,475.00 |
5.44% |
| LIVE CATTLE FUTR Oct25 |
LCV5 |
Livestock |
89.0000 |
$8,236,060.00 |
4.71% |
| FTSE/MIB IDX FUT Sep25 |
STU5 |
Financial - Equity Index |
31.0000 |
$7,781,680.99 |
4.45% |
| SOYBEAN OIL FUTR Dec25 |
BOZ5 |
Agricultural |
244.0000 |
$7,584,984.00 |
4.33% |
| GOLD 100 OZ FUTR Dec25 |
GCZ5 |
Precious Metals |
22.0000 |
$7,389,140.00 |
4.22% |
| US 10YR NOTE (CBT)Sep25 |
TYU5 |
Financial - Interest Rates |
63.0000 |
$7,041,234.38 |
4.02% |
| FTSE 100 IDX FUT Sep25 |
Z U5 |
Financial - Equity Index |
56.0000 |
$6,963,739.71 |
3.98% |
| NEW ZEALAND $ FUT Sep25 |
NVU5 |
Financial - Currency |
118.0000 |
$6,961,410.00 |
3.98% |
| GASOLINE RBOB FUT Oct25 |
XBV5 |
Energy |
82.0000 |
$6,621,778.80 |
3.78% |
| S&P/TSX 60 IX FUT Sep25 |
PTU5 |
Financial - Equity Index |
25.0000 |
$5,960,987.68 |
3.41% |
| EURO-BOBL FUTURE Sep25 |
OEU5 |
Financial - Interest Rates |
40.0000 |
$5,459,647.72 |
3.12% |
| EURO FX CURR FUT Sep25 |
ECU5 |
Financial - Currency |
37.0000 |
$5,396,450.00 |
3.08% |
| LEAN HOGS FUTURE Oct25 |
LHV5 |
Livestock |
135.0000 |
$4,868,100.00 |
2.78% |
| NY Harb ULSD Fut Oct25 |
HOV5 |
Energy |
50.0000 |
$4,711,560.00 |
2.69% |
| SILVER FUTURE Dec25 |
SIZ5 |
Precious Metals |
24.0000 |
$4,537,680.00 |
2.59% |
| BP CURRENCY FUT Sep25 |
BPU5 |
Financial - Currency |
51.0000 |
$4,299,618.75 |
2.46% |
| DAX Mini Future Sep25 |
DFWU5 |
Financial - Equity Index |
30.0000 |
$4,277,477.22 |
2.44% |
| MSCI EmgMkt Sep25 |
MESU5 |
Financial - Equity Index |
58.0000 |
$3,673,140.00 |
2.10% |
| Low Su Gasoil G Sep25 |
QSU5 |
Energy |
51.0000 |
$3,363,450.00 |
1.92% |
| Low Su Gasoil G Oct25 |
QSV5 |
Energy |
46.0000 |
$3,017,600.00 |
1.72% |
| COCOA FUTURE Dec25 |
CCZ5 |
Agricultural |
36.0000 |
$2,944,080.00 |
1.68% |
| COFFEE 'C' FUTURE Dec25 |
KCZ5 |
Agricultural |
22.0000 |
$2,879,662.50 |
1.65% |
| MSCI EAFE Sep25 |
MFSU5 |
Financial - Equity Index |
20.0000 |
$2,745,100.00 |
1.57% |
| TOPIX INDX FUTR Sep25 |
TPU5 |
Financial - Equity Index |
13.0000 |
$2,747,499.69 |
1.57% |
| OMXS30 IND FUTURE Sep25 |
QCU5 |
Financial - Equity Index |
85.0000 |
$2,362,562.79 |
1.35% |
| NIKKEI 225 (OSE) Sep25 |
NKU5 |
Financial - Equity Index |
7.0000 |
$2,065,833.00 |
1.18% |
| LME PRI ALUM FUTR Dec25 |
LAZ25 |
Industrial Metals |
32.0000 |
$2,052,200.00 |
1.17% |
| CANOLA FUTR (WCE) Nov25 |
RSX5 |
Agricultural |
218.0000 |
$2,031,272.09 |
1.16% |
| SPI 200 FUTURES Sep25 |
XPU5 |
Financial - Equity Index |
14.0000 |
$2,000,097.89 |
1.14% |
| WTI CRUDE FUTURE Dec25 |
CLZ5 |
Energy |
18.0000 |
$1,098,900.00 |
0.63% |
| COPPER FUTURE Dec25 |
HGZ5 |
Industrial Metals |
7.0000 |
$785,487.50 |
0.45% |
| CAC40 10 EURO FUT Sep25 |
CFU5 |
Financial - Equity Index |
8.0000 |
$745,035.30 |
0.43% |
| DJIA MINI e-CBOT Sep25 |
DMU5 |
Financial - Equity Index |
3.0000 |
$674,985.00 |
0.39% |
| EURO STOXX 50 Sep25 |
VGU5 |
Financial - Equity Index |
9.0000 |
$576,316.85 |
0.33% |
| COCOA FUTURE Mar26 |
CCH6 |
Agricultural |
4.0000 |
$316,960.00 |
0.18% |
| NASDAQ 100 E-MINI Sep25 |
NQU5 |
Financial - Equity Index |
-2.0000 |
($938,780.00) |
-0.54% |
| S&P500 EMINI FUT Sep25 |
ESU5 |
Financial - Equity Index |
-4.0000 |
($1,286,500.00) |
-0.74% |
| NATURAL GAS FUTR Dec25 |
NGZ25 |
Energy |
-39.0000 |
($1,483,170.00) |
-0.85% |
| TTF NAT GAS F Oct25 |
TZTV5 |
Energy |
-65.0000 |
($1,778,536.40) |
-1.02% |
| CHF CURRENCY FUT Sep25 |
SFU5 |
Financial - Currency |
-16.0000 |
($2,484,700.00) |
-1.42% |
| LME NICKEL FUTURE Sep25 |
LNU5 |
Industrial Metals |
-30.0000 |
($2,676,565.80) |
-1.53% |
| BRENT CRUDE FUTR Nov25 |
COX5 |
Energy |
-43.0000 |
($2,807,900.00) |
-1.60% |
| SUGAR #11 (WORLD) Oct25 |
SBV5 |
Agricultural |
-171.0000 |
($3,123,691.20) |
-1.78% |
| EURO-BUND FUTURE Sep25 |
RXU5 |
Financial - Interest Rates |
-21.0000 |
($3,156,884.41) |
-1.80% |
| ECX EMISSION Dec25 |
MOZ25 |
Energy |
-43.0000 |
($3,563,842.24) |
-2.04% |
| CBOE VIX FUTURE Sep25 |
UXU5 |
Financial - Equity Index |
-224.0000 |
($4,120,054.40) |
-2.35% |
| US ULTRA BOND CBT Sep25 |
WNU5 |
Financial - Interest Rates |
-37.0000 |
($4,333,625.00) |
-2.48% |
| LME LEAD FUTURE Sep25 |
LLU5 |
Industrial Metals |
-92.0000 |
($4,477,985.00) |
-2.56% |
| US LONG BOND(CBT) Sep25 |
USU5 |
Financial - Interest Rates |
-42.0000 |
($4,802,437.50) |
-2.74% |
| JPN YEN CURR FUT Sep25 |
JYU5 |
Financial - Currency |
-65.0000 |
($5,524,187.50) |
-3.16% |
| SOYBEAN FUTURE Nov25 |
S X5 |
Agricultural |
-118.0000 |
($6,099,125.00) |
-3.48% |
| LONG GILT FUTURE Sep25 |
G U5 |
Financial - Interest Rates |
-51.0000 |
($6,237,750.99) |
-3.56% |
| NATURAL GAS FUTR Oct25 |
NGV25 |
Energy |
-263.0000 |
($7,527,060.00) |
-4.30% |
| KC HRW WHEAT FUT Dec25 |
KWZ5 |
Agricultural |
-337.0000 |
($8,791,487.50) |
-5.02% |
| EURO-SCHATZ FUT Sep25 |
DUU5 |
Financial - Interest Rates |
-84.0000 |
($10,472,236.99) |
-5.98% |
| CAN 10YR BOND FUT Sep25 |
CNU5 |
Financial - Interest Rates |
-125.0000 |
($10,881,840.50) |
-6.22% |
| CORN FUTURE Dec25 |
C Z5 |
Agricultural |
-564.0000 |
($11,371,650.00) |
-6.50% |
| WHEAT FUTURE(CBT) Dec25 |
W Z5 |
Agricultural |
-494.0000 |
($12,874,875.00) |
-7.36% |
| SOYBEAN MEAL FUTR Dec25 |
SMZ5 |
Agricultural |
-440.0000 |
($13,019,600.00) |
-7.44% |
| COTTON NO.2 FUTR Dec25 |
CTZ5 |
Agricultural |
-388.0000 |
($13,106,640.00) |
-7.49% |
| JPN 10Y BOND(OSE) Sep25 |
JBU5 |
Financial - Interest Rates |
-27.0000 |
($25,174,152.00) |
-14.38% |
Cash and Collateral
| US Dollar |
$USD |
|
68,656,829 |
$68,656,829.48 |
39.23% |
| U.S. Treasury Note, 0.75%, due 03/31/2026 |
|
91282CBT7 |
31,000,000 |
$30,391,873.62 |
17.36% |
| U.S. Treasury Bill, 0%, due 09/16/2025 |
|
912797QU4 |
25,000,000 |
$24,920,125.00 |
14.24% |
| U.S. Treasury Note, 0.375%, due 11/30/2025 |
|
91282CAZ4 |
21,000,000 |
$20,777,486.52 |
11.87% |
| U.S. Treasury Note, 0.25%, due 09/30/2025 |
|
91282CAM3 |
12,000,000 |
$11,945,601.72 |
6.83% |
| U.S. Treasury Bill, 0%, due 02/12/2026 |
|
912797RT6 |
11,000,000 |
$10,788,276.84 |
6.16% |
| U.S. Treasury Note, 0.875%, due 06/30/2026 |
|
91282CCJ8 |
7,000,000 |
$6,817,700.05 |
3.90% |
| U.S. Treasury Bill, 0%, due 09/09/2025 |
|
912797QT7 |
2,000,000 |
$1,995,283.34 |
1.14% |
| Japanese Yen |
$JPY |
|
246,581,054 |
$1,669,698.36 |
0.95% |
| Swiss Franc |
$CHF |
|
-89,549 |
($110,841.21) |
-0.06% |
| Canadian Dollar |
$CAD |
|
-164,348 |
($118,500.29) |
-0.07% |
| Pound Sterling |
$GBP |
|
-91,759 |
($123,792.27) |
-0.07% |
| Swedish Krona |
$SEK |
|
-4,057,553 |
($422,860.01) |
-0.24% |
| Australian Dollar |
$AUD |
|
-797,092 |
($514,363.23) |
-0.29% |
| Euro |
$EUR |
|
-1,419,587 |
($1,653,251.11) |
-0.94% |
Holdings are subject to change.
The holdings information set forth above for the date indicated reflects creation and redemption transactions from the prior business day and may differ from the holdings information currently available from the Fund's custodian and accounting agent. With respect to the market value of the Fund's holdings set forth above, the pricing sources are generally third party vendors. The Fund ultimately relies on pricing information provided by the Fund's accounting agent.
** The futures investments are held indirectly through the FT Cayman Subsidiary, a wholly-owned subsidiary of the Fund, organized under the laws of the Cayman Islands.
*** The weight represents the fund's aggregate exposure to each futures investment whether the exposure is long or short. Long positions are represented by positive weightings and short positions are represented by negative weightings. See the fund's prospectus and Statement of Additional Information for further details on the fund's investment strategy.
|
|