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Holdings of the Fund as of 7/31/2026
Futures **
| BRAZIL REAL FUT Sep26 |
BRU6 |
Financial - Currency |
1,005.0000 |
$19,672,875.00 |
7.65% |
| MEXICAN PESO FUT Sep26 |
PEU6 |
Financial - Currency |
518.0000 |
$14,902,860.00 |
5.79% |
| CAN 10YR BOND FUT Sep26 |
CNU6 |
Financial - Interest Rates |
164.0000 |
$13,895,866.12 |
5.40% |
| GASOLINE RBOB FUT Sep26 |
XBU6 |
Energy |
97.0000 |
$12,687,250.80 |
4.93% |
| S&P/TSX 60 IX FUT Sep26 |
PTU6 |
Financial - Equity Index |
42.0000 |
$12,490,494.70 |
4.85% |
| SOYBEAN FUTURE Nov26 |
S X6 |
Agricultural |
199.0000 |
$11,815,625.00 |
4.59% |
| LME ZINC FUTURE Sep26 |
LXU6 |
Industrial Metals |
114.0000 |
$10,445,734.50 |
4.06% |
| Low Su Gasoil G Sep26 |
QSU6 |
Energy |
85.0000 |
$10,459,250.00 |
4.06% |
| E-Mini Russ 2000 Sep26 |
RTYU6 |
Financial - Equity Index |
62.0000 |
$9,107,800.00 |
3.54% |
| NY Harb ULSD Fut Sep26 |
HOU6 |
Energy |
53.0000 |
$9,116,583.00 |
3.54% |
| IBEX 35 INDX FUTR Aug26 |
IBQ6 |
Financial - Equity Index |
34.0000 |
$7,767,593.03 |
3.02% |
| S&P MID 400 EMINI Sep26 |
FAU6 |
Financial - Equity Index |
20.0000 |
$7,545,800.00 |
2.93% |
| SOYBEAN OIL FUTR Dec26 |
BOZ6 |
Agricultural |
184.0000 |
$7,385,760.00 |
2.87% |
| OMXS30 IND FUTURE Aug26 |
QCQ6 |
Financial - Equity Index |
203.0000 |
$6,945,600.81 |
2.70% |
| FTSE/MIB IDX FUT Sep26 |
STU6 |
Financial - Equity Index |
22.0000 |
$6,639,145.81 |
2.58% |
| NIKKEI 225 (OSE) Sep26 |
NKU6 |
Financial - Equity Index |
16.0000 |
$6,407,843.87 |
2.49% |
| AUDUSD Crncy Fut Sep26 |
ADU6 |
Financial - Currency |
89.0000 |
$6,258,480.00 |
2.43% |
| S&P500 EMINI FUT Sep26 |
ESU6 |
Financial - Equity Index |
16.0000 |
$6,015,400.00 |
2.34% |
| DJIA MINI e-CBOT Sep26 |
DMU6 |
Financial - Equity Index |
18.0000 |
$4,737,150.00 |
1.84% |
| MSCI EmgMkt Sep26 |
MESU6 |
Financial - Equity Index |
46.0000 |
$3,777,290.00 |
1.47% |
| GOLD 100 OZ FUTR Dec26 |
GCZ6 |
Precious Metals |
9.0000 |
$3,696,300.00 |
1.44% |
| NASDAQ 100 E-MINI Sep26 |
NQU6 |
Financial - Equity Index |
6.0000 |
$3,408,510.00 |
1.32% |
| FTSE 100 IDX FUT Sep26 |
Z U6 |
Financial - Equity Index |
23.0000 |
$3,367,947.37 |
1.31% |
| TOPIX INDX FUTR Sep26 |
TPU6 |
Financial - Equity Index |
13.0000 |
$3,257,251.53 |
1.27% |
| SILVER FUTURE Sep26 |
SIU6 |
Precious Metals |
9.0000 |
$2,600,370.00 |
1.01% |
| COCOA FUTURE Dec26 |
CCZ6 |
Agricultural |
38.0000 |
$2,103,680.00 |
0.82% |
| LME PRI ALUM FUTR Sep26 |
LAU26 |
Industrial Metals |
20.0000 |
$1,594,205.00 |
0.62% |
| CANOLA FUTR (WCE) Nov26 |
RSX6 |
Agricultural |
104.0000 |
$1,124,981.99 |
0.44% |
| TTF NAT GAS F Oct26 |
TZTV6 |
Energy |
20.0000 |
$1,012,991.16 |
0.39% |
| COPPER FUTURE Sep26 |
HGU6 |
Industrial Metals |
6.0000 |
$969,825.00 |
0.38% |
| CATTLE FEEDER FUT Sep26 |
FCU6 |
Livestock |
-6.0000 |
($1,031,325.00) |
-0.40% |
| NEW ZEALAND $ FUT Sep26 |
NVU6 |
Financial - Currency |
-28.0000 |
($1,651,300.00) |
-0.64% |
| BRENT CRUDE FUTR Oct26 |
COV6 |
Energy |
-22.0000 |
($1,934,460.00) |
-0.75% |
| LONG GILT FUTURE Sep26 |
G U6 |
Financial - Interest Rates |
-18.0000 |
($2,098,196.37) |
-0.82% |
| ECX EMISSION Dec26 |
MOZ26 |
Energy |
-25.0000 |
($2,342,624.23) |
-0.91% |
| SPI 200 FUTURES Sep26 |
XPU6 |
Financial - Equity Index |
-17.0000 |
($2,674,419.13) |
-1.04% |
| KC HRW WHEAT FUT Sep26 |
KWU6 |
Agricultural |
-85.0000 |
($3,006,875.00) |
-1.17% |
| COFFEE 'C' FUTURE Dec26 |
KCZ6 |
Agricultural |
-29.0000 |
($3,421,818.75) |
-1.33% |
| SOYBEAN MEAL FUTR Dec26 |
SMZ6 |
Agricultural |
-113.0000 |
($3,629,560.00) |
-1.41% |
| US LONG BOND(CBT) Sep26 |
USU6 |
Financial - Interest Rates |
-41.0000 |
($4,440,812.50) |
-1.73% |
| COTTON NO.2 FUTR Dec26 |
CTZ6 |
Agricultural |
-160.0000 |
($6,543,200.00) |
-2.54% |
| WHEAT FUTURE(CBT) Sep26 |
W U6 |
Agricultural |
-209.0000 |
($6,680,162.50) |
-2.60% |
| LME NICKEL FUTURE Sep26 |
LNU6 |
Industrial Metals |
-71.0000 |
($7,315,016.40) |
-2.84% |
| CORN FUTURE Dec26 |
C Z6 |
Agricultural |
-333.0000 |
($7,725,600.00) |
-3.00% |
| NATURAL GAS FUTR Sep26 |
NGU26 |
Energy |
-281.0000 |
($7,719,070.00) |
-3.00% |
| EURO-BUND FUTURE Sep26 |
RXU6 |
Financial - Interest Rates |
-59.0000 |
($8,460,938.31) |
-3.29% |
| WTI CRUDE FUTURE Oct26 |
CLV6 |
Energy |
-109.0000 |
($8,882,410.00) |
-3.45% |
| LME LEAD FUTURE Sep26 |
LLU6 |
Industrial Metals |
-206.0000 |
($9,576,991.50) |
-3.72% |
| SUGAR #11 (WORLD) Oct26 |
SBV6 |
Agricultural |
-619.0000 |
($10,163,484.80) |
-3.95% |
| LEAN HOGS FUTURE Oct26 |
LHV6 |
Livestock |
-314.0000 |
($10,657,160.00) |
-4.14% |
| US 10YR NOTE (CBT)Sep26 |
TYU6 |
Financial - Interest Rates |
-191.0000 |
($20,628,000.00) |
-8.02% |
| EURO FX CURR FUT Sep26 |
ECU6 |
Financial - Currency |
-165.0000 |
($23,821,875.00) |
-9.26% |
| EURO-BOBL FUTURE Sep26 |
OEU6 |
Financial - Interest Rates |
-202.0000 |
($26,517,468.39) |
-10.31% |
| CHF CURRENCY FUT Sep26 |
SFU6 |
Financial - Currency |
-175.0000 |
($27,190,625.00) |
-10.57% |
| JPN 10Y BOND(OSE) Sep26 |
JBU6 |
Financial - Interest Rates |
-39.0000 |
($31,147,545.00) |
-12.10% |
| US 5YR NOTE (CBT) Sep26 |
FVU6 |
Financial - Interest Rates |
-294.0000 |
($31,157,109.52) |
-12.11% |
| C$ CURRENCY FUT Sep26 |
CDU6 |
Financial - Currency |
-486.0000 |
($34,731,990.00) |
-13.50% |
| US 2YR NOTE (CBT) Sep26 |
TUU6 |
Financial - Interest Rates |
-187.0000 |
($38,448,953.31) |
-14.94% |
| EURO-SCHATZ FUT Sep26 |
DUU6 |
Financial - Interest Rates |
-318.0000 |
($38,670,527.69) |
-15.03% |
| JPN YEN CURR FUT Sep26 |
JYU6 |
Financial - Currency |
-574.0000 |
($45,306,537.50) |
-17.61% |
| 3 MONTH SOFR FUT Dec27 |
SFRZ7 |
Financial - Interest Rates |
-214.0000 |
($51,282,425.00) |
-19.93% |
Cash and Collateral
| US Dollar |
$USD |
|
212,078,559 |
$212,078,559.38 |
82.42% |
| U.S. Treasury Bill, 0%, due 08/18/2026 |
|
912797UU9 |
20,000,000 |
$19,969,979.20 |
7.76% |
| U.S. Treasury Bill, 0%, due 09/03/2026 |
|
912797RS8 |
20,000,000 |
$19,937,452.40 |
7.75% |
| Japanese Yen |
$JPY |
|
996,489,560 |
$6,324,909.93 |
2.46% |
| Euro |
$EUR |
|
490,353 |
$566,063.69 |
0.22% |
| Swedish Krona |
$SEK |
|
3,386,770 |
$356,280.83 |
0.14% |
| Swiss Franc |
$CHF |
|
-90,257 |
($111,815.28) |
-0.04% |
| Pound Sterling |
$GBP |
|
-213,417 |
($287,921.14) |
-0.11% |
| Canadian Dollar |
$CAD |
|
-683,901 |
($488,047.71) |
-0.19% |
| Australian Dollar |
$AUD |
|
-1,460,324 |
($1,028,068.23) |
-0.40% |
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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