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Holdings of the Fund as of 3/6/2026
Futures **
| BRAZIL REAL FUT Apr26 |
BRJ6 |
Financial - Currency |
1,300.0000 |
$24,544,000.00 |
10.04% |
| AUDUSD Crncy Fut Mar26 |
ADH6 |
Financial - Currency |
304.0000 |
$21,356,000.00 |
8.74% |
| LME PRI ALUM FUTR Jun26 |
LAM26 |
Industrial Metals |
222.0000 |
$19,106,152.50 |
7.82% |
| LME ZINC FUTURE Jun26 |
LXM6 |
Industrial Metals |
228.0000 |
$18,805,554.00 |
7.70% |
| GASOLINE RBOB FUT May26 |
XBK6 |
Energy |
124.0000 |
$14,052,746.40 |
5.75% |
| MEXICAN PESO FUT Mar26 |
PEH6 |
Financial - Currency |
476.0000 |
$13,358,940.00 |
5.47% |
| GOLD 100 OZ FUTR Apr26 |
GCJ6 |
Precious Metals |
24.0000 |
$12,380,880.00 |
5.07% |
| TOPIX INDX FUTR Mar26 |
TPH6 |
Financial - Equity Index |
45.0000 |
$10,593,850.95 |
4.34% |
| LONG GILT FUTURE Jun26 |
G M6 |
Financial - Interest Rates |
81.0000 |
$9,761,741.57 |
3.99% |
| IBEX 35 INDX FUTR Mar26 |
IBH6 |
Financial - Equity Index |
49.0000 |
$9,697,969.78 |
3.97% |
| BRENT CRUDE FUTR Jun26 |
COM6 |
Energy |
109.0000 |
$9,504,800.00 |
3.89% |
| OMXS30 IND FUTURE Mar26 |
QCH6 |
Financial - Equity Index |
286.0000 |
$9,456,796.84 |
3.87% |
| NY Harb ULSD Fut May26 |
HOK6 |
Energy |
66.0000 |
$9,158,688.00 |
3.75% |
| CAN 10YR BOND FUT Jun26 |
CNM6 |
Financial - Interest Rates |
102.0000 |
$9,046,479.96 |
3.70% |
| S&P/TSX 60 IX FUT Mar26 |
PTH6 |
Financial - Equity Index |
29.0000 |
$8,169,477.06 |
3.34% |
| SOYBEAN FUTURE May26 |
S K6 |
Agricultural |
131.0000 |
$7,864,912.50 |
3.22% |
| CATTLE FEEDER FUT Apr26 |
FCJ6 |
Livestock |
43.0000 |
$7,559,937.50 |
3.09% |
| SOYBEAN OIL FUTR May26 |
BOK6 |
Agricultural |
183.0000 |
$7,310,484.00 |
2.99% |
| FTSE 100 IDX FUT Mar26 |
Z H6 |
Financial - Equity Index |
52.0000 |
$7,134,844.89 |
2.92% |
| Low Su Gasoil G Apr26 |
QSJ6 |
Energy |
63.0000 |
$6,663,825.00 |
2.73% |
| NIKKEI 225 (OSE) Mar26 |
NKH6 |
Financial - Equity Index |
18.0000 |
$6,352,605.92 |
2.60% |
| E-Mini Russ 2000 Mar26 |
RTYH6 |
Financial - Equity Index |
46.0000 |
$5,811,410.00 |
2.38% |
| MSCI EmgMkt Mar26 |
MESH6 |
Financial - Equity Index |
79.0000 |
$5,801,365.00 |
2.37% |
| FTSE/MIB IDX FUT Mar26 |
STH6 |
Financial - Equity Index |
22.0000 |
$5,639,998.94 |
2.31% |
| SOYBEAN MEAL FUTR May26 |
SMK6 |
Agricultural |
177.0000 |
$5,614,440.00 |
2.30% |
| C$ CURRENCY FUT Mar26 |
CDH6 |
Financial - Currency |
74.0000 |
$5,448,990.00 |
2.23% |
| CBOE VIX FUTURE Apr26 |
UXJ6 |
Financial - Equity Index |
214.0000 |
$5,350,577.80 |
2.19% |
| COPPER FUTURE May26 |
HGK6 |
Industrial Metals |
34.0000 |
$4,935,950.00 |
2.02% |
| BP CURRENCY FUT Mar26 |
BPH6 |
Financial - Currency |
58.0000 |
$4,852,787.50 |
1.99% |
| US 10YR NOTE (CBT)Jun26 |
TYM6 |
Financial - Interest Rates |
42.0000 |
$4,722,375.00 |
1.93% |
| SILVER FUTURE May26 |
SIK6 |
Precious Metals |
11.0000 |
$4,637,105.00 |
1.90% |
| S&P MID 400 EMINI Mar26 |
FAH6 |
Financial - Equity Index |
13.0000 |
$4,435,990.00 |
1.82% |
| DJIA MINI e-CBOT Mar26 |
DMH6 |
Financial - Equity Index |
17.0000 |
$4,038,945.00 |
1.65% |
| MSCI EAFE Mar26 |
MFSH6 |
Financial - Equity Index |
23.0000 |
$3,395,145.00 |
1.39% |
| LEAN HOGS FUTURE Jun26 |
LHM6 |
Livestock |
63.0000 |
$2,786,490.00 |
1.14% |
| US LONG BOND(CBT) Jun26 |
USM6 |
Financial - Interest Rates |
24.0000 |
$2,788,500.00 |
1.14% |
| EURO-BOBL FUTURE Jun26 |
OEM6 |
Financial - Interest Rates |
19.0000 |
$2,569,648.29 |
1.05% |
| NEW ZEALAND $ FUT Mar26 |
NVH6 |
Financial - Currency |
41.0000 |
$2,420,025.00 |
0.99% |
| US 5YR NOTE (CBT) Jun26 |
FVM6 |
Financial - Interest Rates |
22.0000 |
$2,402,125.00 |
0.98% |
| EURO STOXX 50 Mar26 |
VGH6 |
Financial - Equity Index |
33.0000 |
$2,186,722.10 |
0.89% |
| CAC40 10 EURO FUT Mar26 |
CFH6 |
Financial - Equity Index |
23.0000 |
$2,135,419.20 |
0.87% |
| SPI 200 FUTURES Mar26 |
XPH6 |
Financial - Equity Index |
11.0000 |
$1,707,174.61 |
0.70% |
| US ULTRA BOND CBT Jun26 |
WNM6 |
Financial - Interest Rates |
-11.0000 |
($1,311,406.25) |
-0.54% |
| S&P500 EMINI FUT Mar26 |
ESH6 |
Financial - Equity Index |
-4.0000 |
($1,348,750.00) |
-0.55% |
| TTF NAT GAS F Jun26 |
TZTM6 |
Energy |
-40.0000 |
($1,709,548.05) |
-0.68% |
| DAX Mini Future Mar26 |
DFWH6 |
Financial - Equity Index |
-15.0000 |
($2,049,823.45) |
-0.84% |
| EURO FX CURR FUT Mar26 |
ECH6 |
Financial - Currency |
-22.0000 |
($3,191,512.50) |
-1.31% |
| NATURAL GAS FUTR May26 |
NGK26 |
Energy |
-122.0000 |
($3,904,000.00) |
-1.60% |
| WTI CRUDE FUTURE May26 |
CLK6 |
Energy |
-50.0000 |
($4,376,000.00) |
-1.79% |
| NASDAQ 100 E-MINI Mar26 |
NQH6 |
Financial - Equity Index |
-9.0000 |
($4,440,645.00) |
-1.82% |
| NATURAL GAS FUTR Apr26 |
NGJ26 |
Energy |
-142.0000 |
($4,524,120.00) |
-1.85% |
| US 2YR NOTE (CBT) Jun26 |
TUM6 |
Financial - Interest Rates |
-23.0000 |
($4,795,320.32) |
-1.96% |
| 3 MONTH SOFR FUT Jun27 |
SFRM7 |
Financial - Interest Rates |
-21.0000 |
($5,082,000.00) |
-2.08% |
| COFFEE 'C' FUTURE May26 |
KCK6 |
Agricultural |
-50.0000 |
($5,499,375.00) |
-2.25% |
| CHF CURRENCY FUT Mar26 |
SFH6 |
Financial - Currency |
-44.0000 |
($7,084,000.00) |
-2.90% |
| CANOLA FUTR (WCE) May26 |
RSK6 |
Agricultural |
-754.0000 |
($8,111,334.04) |
-3.32% |
| WHEAT FUTURE(CBT) May26 |
W K6 |
Agricultural |
-288.0000 |
($8,881,200.00) |
-3.63% |
| KC HRW WHEAT FUT May26 |
KWK6 |
Agricultural |
-342.0000 |
($10,661,850.00) |
-4.36% |
| COCOA FUTURE May26 |
CCK6 |
Agricultural |
-404.0000 |
($13,049,200.00) |
-5.34% |
| LME NICKEL FUTURE Jun26 |
LNM6 |
Industrial Metals |
-141.0000 |
($14,797,842.84) |
-6.06% |
| SUGAR #11 (WORLD) May26 |
SBK6 |
Agricultural |
-958.0000 |
($15,128,736.00) |
-6.19% |
| CORN FUTURE May26 |
C K6 |
Agricultural |
-661.0000 |
($15,219,525.00) |
-6.23% |
| CBOE VIX FUTURE Aug26 |
UXQ6 |
Financial - Equity Index |
-654.0000 |
($15,303,600.00) |
-6.26% |
| LME LEAD FUTURE Jun26 |
LLM6 |
Industrial Metals |
-335.0000 |
($16,403,358.75) |
-6.71% |
| JPN YEN CURR FUT Mar26 |
JYH6 |
Financial - Currency |
-254.0000 |
($20,124,737.50) |
-8.24% |
| COTTON NO.2 FUTR May26 |
CTK6 |
Agricultural |
-769.0000 |
($24,684,900.00) |
-10.10% |
| JPN 10Y BOND(OSE) Mar26 |
JBH6 |
Financial - Interest Rates |
-38.0000 |
($31,878,048.00) |
-13.05% |
| EURO-SCHATZ FUT Jun26 |
DUM6 |
Financial - Interest Rates |
-398.0000 |
($49,133,874.51) |
-20.11% |
Cash and Collateral
| US Dollar |
$USD |
|
126,004,969 |
$126,004,968.85 |
51.57% |
| U.S. Treasury Note, 0.75%, due 03/31/2026 |
|
91282CBT7 |
31,000,000 |
$30,944,367.09 |
12.66% |
| U.S. Treasury Bill, 0%, due 04/30/2026 |
|
912797SN8 |
30,000,000 |
$29,843,133.30 |
12.21% |
| U.S. Treasury Bill, 0%, due 03/12/2026 |
|
912797SB4 |
20,000,000 |
$19,993,950.00 |
8.18% |
| U.S. Treasury Bill, 0%, due 04/16/2026 |
|
912797QD2 |
15,000,000 |
$14,942,445.90 |
6.12% |
| U.S. Treasury Bill, 0%, due 05/14/2026 |
|
912797QN0 |
15,000,000 |
$14,901,389.55 |
6.10% |
| U.S. Treasury Note, 0.875%, due 06/30/2026 |
|
91282CCJ8 |
7,000,000 |
$6,940,790.36 |
2.84% |
| Japanese Yen |
$JPY |
|
647,327,467 |
$4,101,682.09 |
1.68% |
| Swedish Krona |
$SEK |
|
-464,765 |
($50,624.08) |
-0.02% |
| Pound Sterling |
$GBP |
|
-90,208 |
($120,834.26) |
-0.05% |
| Swiss Franc |
$CHF |
|
-89,998 |
($115,931.65) |
-0.05% |
| Australian Dollar |
$AUD |
|
-1,045,278 |
($734,308.05) |
-0.30% |
| Canadian Dollar |
$CAD |
|
-1,193,617 |
($879,599.97) |
-0.36% |
| Euro |
$EUR |
|
-1,222,192 |
($1,418,965.34) |
-0.58% |
Holdings are subject to change.
The holdings information set forth above for the date indicated reflects creation and redemption transactions from the prior business day and may differ from the holdings information currently available from the Fund's custodian and accounting agent. With respect to the market value of the Fund's holdings set forth above, the pricing sources are generally third party vendors. The Fund ultimately relies on pricing information provided by the Fund's accounting agent.
** The futures investments are held indirectly through the FT Cayman Subsidiary, a wholly-owned subsidiary of the Fund, organized under the laws of the Cayman Islands. *** The weight represents the fund's aggregate exposure to each futures investment whether the exposure is long or short. Long positions are represented by positive weightings and short positions are represented by negative weightings. See the fund's prospectus and Statement of Additional Information for further details on the fund's investment strategy.
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The information presented is not intended to constitute an investment recommendation for, or advice to, any specific person. By providing this information, First Trust is not undertaking to give advice in any fiduciary capacity within the meaning of ERISA, the Internal Revenue Code or any other regulatory framework. Financial professionals are responsible for evaluating investment risks independently and for exercising independent judgment in determining whether investments are appropriate for their clients.
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