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Holdings of the Fund as of 3/16/2026
Futures **
| BRAZIL REAL FUT Apr26 |
BRJ6 |
Financial - Currency |
1,275.0000 |
$24,269,625.00 |
9.84% |
| GOLD 100 OZ FUTR Apr26 |
GCJ6 |
Precious Metals |
48.0000 |
$24,010,560.00 |
9.74% |
| AUDUSD Crncy Fut Jun26 |
ADM6 |
Financial - Currency |
323.0000 |
$22,828,025.00 |
9.26% |
| LME ZINC FUTURE Jun26 |
LXM6 |
Industrial Metals |
207.0000 |
$16,918,368.75 |
6.86% |
| GASOLINE RBOB FUT May26 |
XBK6 |
Energy |
119.0000 |
$14,762,092.80 |
5.99% |
| SOYBEAN OIL FUTR May26 |
BOK6 |
Agricultural |
365.0000 |
$14,002,860.00 |
5.68% |
| MEXICAN PESO FUT Jun26 |
PEM6 |
Financial - Currency |
488.0000 |
$13,688,400.00 |
5.55% |
| CATTLE FEEDER FUT Apr26 |
FCJ6 |
Livestock |
64.0000 |
$11,195,200.00 |
4.54% |
| SOYBEAN MEAL FUTR May26 |
SMK6 |
Agricultural |
352.0000 |
$10,989,440.00 |
4.46% |
| IBEX 35 INDX FUTR Apr26 |
IBJ6 |
Financial - Equity Index |
48.0000 |
$9,407,779.17 |
3.81% |
| NY Harb ULSD Fut May26 |
HOK6 |
Energy |
61.0000 |
$9,186,051.00 |
3.72% |
| C$ CURRENCY FUT Jun26 |
CDM6 |
Financial - Currency |
113.0000 |
$8,296,460.00 |
3.36% |
| S&P/TSX 60 IX FUT Jun26 |
PTM6 |
Financial - Equity Index |
29.0000 |
$8,113,385.48 |
3.29% |
| SOYBEAN FUTURE May26 |
S K6 |
Agricultural |
130.0000 |
$7,509,125.00 |
3.04% |
| LME PRI ALUM FUTR Jun26 |
LAM26 |
Industrial Metals |
81.0000 |
$6,869,812.50 |
2.79% |
| US 5YR NOTE (CBT) Jun26 |
FVM6 |
Financial - Interest Rates |
62.0000 |
$6,744,921.91 |
2.74% |
| OMXS30 IND FUTURE Apr26 |
QCJ6 |
Financial - Equity Index |
208.0000 |
$6,672,477.24 |
2.71% |
| NEW ZEALAND $ FUT Jun26 |
NVM6 |
Financial - Currency |
111.0000 |
$6,528,465.00 |
2.65% |
| FTSE 100 IDX FUT Jun26 |
Z M6 |
Financial - Equity Index |
47.0000 |
$6,466,541.72 |
2.62% |
| SILVER FUTURE May26 |
SIK6 |
Precious Metals |
15.0000 |
$6,051,150.00 |
2.45% |
| BP CURRENCY FUT Jun26 |
BPM6 |
Financial - Currency |
70.0000 |
$5,832,312.50 |
2.36% |
| CAN 10YR BOND FUT Jun26 |
CNM6 |
Financial - Interest Rates |
63.0000 |
$5,532,246.53 |
2.24% |
| LEAN HOGS FUTURE Jun26 |
LHM6 |
Livestock |
129.0000 |
$5,534,100.00 |
2.24% |
| US 10YR NOTE (CBT)Jun26 |
TYM6 |
Financial - Interest Rates |
48.0000 |
$5,370,750.00 |
2.18% |
| TOPIX INDX FUTR Jun26 |
TPM6 |
Financial - Equity Index |
23.0000 |
$5,185,459.71 |
2.10% |
| LONG GILT FUTURE Jun26 |
G M6 |
Financial - Interest Rates |
43.0000 |
$5,106,552.46 |
2.07% |
| NIKKEI 225 (OSE) Jun26 |
NKM6 |
Financial - Equity Index |
15.0000 |
$5,045,398.85 |
2.05% |
| FTSE/MIB IDX FUT Jun26 |
STM6 |
Financial - Equity Index |
20.0000 |
$5,019,217.55 |
2.04% |
| CBOE VIX FUTURE Apr26 |
UXJ6 |
Financial - Equity Index |
203.0000 |
$4,666,970.00 |
1.89% |
| BRENT CRUDE FUTR Jun26 |
COM6 |
Energy |
46.0000 |
$4,417,840.00 |
1.79% |
| E-Mini Russ 2000 Jun26 |
RTYM6 |
Financial - Equity Index |
30.0000 |
$3,781,350.00 |
1.53% |
| LIVE CATTLE FUTR Jun26 |
LCM6 |
Livestock |
31.0000 |
$2,875,250.00 |
1.17% |
| MSCI EmgMkt Jun26 |
MESM6 |
Financial - Equity Index |
38.0000 |
$2,850,190.00 |
1.16% |
| EURO STOXX 50 Jun26 |
VGM6 |
Financial - Equity Index |
40.0000 |
$2,612,658.26 |
1.06% |
| EURO-BUND FUTURE Jun26 |
RXM6 |
Financial - Interest Rates |
18.0000 |
$2,613,832.02 |
1.06% |
| Low Su Gasoil G Apr26 |
QSJ6 |
Energy |
22.0000 |
$2,552,000.00 |
1.03% |
| CAC40 10 EURO FUT Apr26 |
CFJ6 |
Financial - Equity Index |
26.0000 |
$2,376,950.55 |
0.96% |
| DJIA MINI e-CBOT Jun26 |
DMM6 |
Financial - Equity Index |
10.0000 |
$2,364,450.00 |
0.96% |
| S&P MID 400 EMINI Jun26 |
FAM6 |
Financial - Equity Index |
7.0000 |
$2,372,370.00 |
0.96% |
| MSCI EAFE Jun26 |
MFSM6 |
Financial - Equity Index |
16.0000 |
$2,348,800.00 |
0.95% |
| US LONG BOND(CBT) Jun26 |
USM6 |
Financial - Interest Rates |
13.0000 |
$1,490,125.00 |
0.60% |
| NATURAL GAS FUTR Apr26 |
NGJ26 |
Energy |
-10.0000 |
($302,300.00) |
-0.12% |
| DAX Mini Future Jun26 |
DFWM6 |
Financial - Equity Index |
-7.0000 |
($958,049.49) |
-0.39% |
| ECX EMISSION Dec26 |
MOZ26 |
Energy |
-17.0000 |
($1,349,827.40) |
-0.55% |
| TTF NAT GAS F Jun26 |
TZTM6 |
Energy |
-40.0000 |
($1,662,678.05) |
-0.65% |
| S&P500 EMINI FUT Jun26 |
ESM6 |
Financial - Equity Index |
-5.0000 |
($1,688,875.00) |
-0.68% |
| COPPER FUTURE May26 |
HGK6 |
Industrial Metals |
-12.0000 |
($1,749,450.00) |
-0.71% |
| NATURAL GAS FUTR May26 |
NGK26 |
Energy |
-122.0000 |
($3,673,420.00) |
-1.49% |
| 3 MONTH SOFR FUT Jun27 |
SFRM7 |
Financial - Interest Rates |
-19.0000 |
($4,590,400.00) |
-1.86% |
| US ULTRA BOND CBT Jun26 |
WNM6 |
Financial - Interest Rates |
-44.0000 |
($5,160,375.00) |
-2.09% |
| NASDAQ 100 E-MINI Jun26 |
NQM6 |
Financial - Equity Index |
-12.0000 |
($5,973,900.00) |
-2.42% |
| COFFEE 'C' FUTURE May26 |
KCK6 |
Agricultural |
-56.0000 |
($6,149,850.00) |
-2.49% |
| CHF CURRENCY FUT Jun26 |
SFM6 |
Financial - Currency |
-47.0000 |
($7,538,800.00) |
-3.06% |
| EURO FX CURR FUT Jun26 |
ECM6 |
Financial - Currency |
-54.0000 |
($7,808,400.00) |
-3.17% |
| WHEAT FUTURE(CBT) May26 |
W K6 |
Agricultural |
-293.0000 |
($8,749,712.50) |
-3.55% |
| KC HRW WHEAT FUT May26 |
KWK6 |
Agricultural |
-298.0000 |
($9,185,850.00) |
-3.72% |
| LME NICKEL FUTURE Jun26 |
LNM6 |
Industrial Metals |
-91.0000 |
($9,536,436.00) |
-3.87% |
| CORN FUTURE May26 |
C K6 |
Agricultural |
-463.0000 |
($10,510,100.00) |
-4.26% |
| EURO-BOBL FUTURE Jun26 |
OEM6 |
Financial - Interest Rates |
-104.0000 |
($13,900,575.52) |
-5.64% |
| COCOA FUTURE May26 |
CCK6 |
Agricultural |
-421.0000 |
($14,389,780.00) |
-5.83% |
| CBOE VIX FUTURE Aug26 |
UXQ6 |
Financial - Equity Index |
-621.0000 |
($14,447,130.30) |
-5.86% |
| US 2YR NOTE (CBT) Jun26 |
TUM6 |
Financial - Interest Rates |
-84.0000 |
($17,472,000.00) |
-7.08% |
| SUGAR #11 (WORLD) May26 |
SBK6 |
Agricultural |
-1,290.0000 |
($20,501,712.00) |
-8.31% |
| LME LEAD FUTURE Jun26 |
LLM6 |
Industrial Metals |
-494.0000 |
($23,523,662.50) |
-9.54% |
| JPN YEN CURR FUT Jun26 |
JYM6 |
Financial - Currency |
-311.0000 |
($24,642,862.50) |
-9.99% |
| COTTON NO.2 FUTR May26 |
CTK6 |
Agricultural |
-760.0000 |
($25,912,200.00) |
-10.51% |
| JPN 10Y BOND(OSE) Jun26 |
JBM6 |
Financial - Interest Rates |
-42.0000 |
($34,582,800.00) |
-14.02% |
| EURO-SCHATZ FUT Jun26 |
DUM6 |
Financial - Interest Rates |
-406.0000 |
($49,605,351.61) |
-20.11% |
Cash and Collateral
| US Dollar |
$USD |
|
128,711,330 |
$128,711,330.39 |
52.19% |
| U.S. Treasury Note, 0.75%, due 03/31/2026 |
|
91282CBT7 |
31,000,000 |
$30,964,674.88 |
12.56% |
| U.S. Treasury Bill, 0%, due 04/30/2026 |
|
912797SN8 |
30,000,000 |
$29,866,899.90 |
12.11% |
| U.S. Treasury Bill, 0%, due 06/02/2026 |
|
912797TU1 |
20,000,000 |
$19,846,053.40 |
8.05% |
| U.S. Treasury Bill, 0%, due 04/16/2026 |
|
912797QD2 |
15,000,000 |
$14,954,593.80 |
6.06% |
| U.S. Treasury Bill, 0%, due 05/14/2026 |
|
912797QN0 |
15,000,000 |
$14,912,818.80 |
6.05% |
| U.S. Treasury Note, 0.875%, due 06/30/2026 |
|
91282CCJ8 |
7,000,000 |
$6,943,200.18 |
2.82% |
| Japanese Yen |
$JPY |
|
603,239,503 |
$3,792,528.00 |
1.54% |
| Swedish Krona |
$SEK |
|
-538,714 |
($57,664.52) |
-0.02% |
| Swiss Franc |
$CHF |
|
-89,998 |
($114,253.83) |
-0.05% |
| Pound Sterling |
$GBP |
|
-132,507 |
($176,552.51) |
-0.07% |
| Australian Dollar |
$AUD |
|
-1,109,560 |
($784,680.86) |
-0.32% |
| Canadian Dollar |
$CAD |
|
-1,365,160 |
($997,632.56) |
-0.40% |
| Euro |
$EUR |
|
-1,083,188 |
($1,246,424.44) |
-0.51% |
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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