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Holdings of the Fund as of 8/28/2026
Futures **
| MEXICAN PESO FUT Sep26 |
PEU6 |
Financial - Currency |
710.0000 |
$20,803,000.00 |
7.66% |
| S&P/TSX 60 IX FUT Sep26 |
PTU6 |
Financial - Equity Index |
55.0000 |
$16,954,723.63 |
6.24% |
| LME ZINC FUTURE Dec26 |
LXZ6 |
Industrial Metals |
158.0000 |
$15,277,612.50 |
5.62% |
| BRAZIL REAL FUT Oct26 |
BRV6 |
Financial - Currency |
775.0000 |
$14,787,000.00 |
5.44% |
| GASOLINE RBOB FUT Oct26 |
XBV6 |
Energy |
106.0000 |
$13,579,490.40 |
5.00% |
| SOYBEAN FUTURE Nov26 |
S X6 |
Agricultural |
205.0000 |
$13,202,000.00 |
4.86% |
| NY Harb ULSD Fut Oct26 |
HOV6 |
Energy |
63.0000 |
$11,242,854.00 |
4.14% |
| Low Su Gasoil G Oct26 |
QSV6 |
Energy |
90.0000 |
$11,025,000.00 |
4.06% |
| FTSE/MIB IDX FUT Sep26 |
STU6 |
Financial - Equity Index |
35.0000 |
$10,687,115.09 |
3.93% |
| IBEX 35 INDX FUTR Sep26 |
IBU6 |
Financial - Equity Index |
44.0000 |
$10,241,282.03 |
3.77% |
| DJIA MINI e-CBOT Sep26 |
DMU6 |
Financial - Equity Index |
36.0000 |
$9,645,120.00 |
3.55% |
| OMXS30 IND FUTURE Sep26 |
QCU6 |
Financial - Equity Index |
244.0000 |
$8,474,691.84 |
3.12% |
| FTSE 100 IDX FUT Sep26 |
Z U6 |
Financial - Equity Index |
56.0000 |
$8,215,979.16 |
3.02% |
| S&P500 EMINI FUT Sep26 |
ESU6 |
Financial - Equity Index |
20.0000 |
$7,722,000.00 |
2.84% |
| GOLD 100 OZ FUTR Dec26 |
GCZ6 |
Precious Metals |
15.0000 |
$6,794,850.00 |
2.50% |
| DAX Mini Future Sep26 |
DFWU6 |
Financial - Equity Index |
43.0000 |
$6,631,579.27 |
2.44% |
| AUDUSD Crncy Fut Sep26 |
ADU6 |
Financial - Currency |
91.0000 |
$6,512,870.00 |
2.40% |
| SUGAR #11 (WORLD) Mar27 |
SBH7 |
Agricultural |
281.0000 |
$5,847,497.60 |
2.15% |
| MSCI EmgMkt Sep26 |
MESU6 |
Financial - Equity Index |
64.0000 |
$5,487,040.00 |
2.02% |
| E-Mini Russ 2000 Sep26 |
RTYU6 |
Financial - Equity Index |
36.0000 |
$5,359,500.00 |
1.97% |
| TTF NAT GAS F Oct26 |
TZTV6 |
Energy |
80.0000 |
$4,625,290.99 |
1.71% |
| TOPIX INDX FUTR Sep26 |
TPU6 |
Financial - Equity Index |
17.0000 |
$4,409,433.14 |
1.62% |
| CAN 10YR BOND FUT Dec26 |
CNZ6 |
Financial - Interest Rates |
51.0000 |
$4,307,498.10 |
1.59% |
| NIKKEI 225 (OSE) Sep26 |
NKU6 |
Financial - Equity Index |
10.0000 |
$4,151,179.13 |
1.53% |
| EURO STOXX 50 Sep26 |
VGU6 |
Financial - Equity Index |
41.0000 |
$3,088,765.67 |
1.14% |
| SILVER FUTURE Dec26 |
SIZ6 |
Precious Metals |
8.0000 |
$2,711,440.00 |
1.00% |
| S&P MID 400 EMINI Sep26 |
FAU6 |
Financial - Equity Index |
7.0000 |
$2,649,850.00 |
0.98% |
| COPPER FUTURE Dec26 |
HGZ6 |
Industrial Metals |
15.0000 |
$2,497,125.00 |
0.92% |
| LME PRI ALUM FUTR Dec26 |
LAZ26 |
Industrial Metals |
24.0000 |
$1,947,330.00 |
0.72% |
| NEW ZEALAND $ FUT Sep26 |
NVU6 |
Financial - Currency |
31.0000 |
$1,832,410.00 |
0.67% |
| CANOLA FUTR (WCE) Nov26 |
RSX6 |
Agricultural |
141.0000 |
$1,670,682.92 |
0.62% |
| MSCI EAFE Sep26 |
MFSU6 |
Financial - Equity Index |
8.0000 |
$1,295,120.00 |
0.48% |
| CAC40 10 EURO FUT Sep26 |
CFU6 |
Financial - Equity Index |
12.0000 |
$1,170,148.86 |
0.43% |
| KC HRW WHEAT FUT Dec26 |
KWZ6 |
Agricultural |
-29.0000 |
($1,224,162.50) |
-0.45% |
| NATURAL GAS FUTR Nov26 |
NGX26 |
Energy |
-75.0000 |
($2,276,250.00) |
-0.84% |
| CORN FUTURE Dec26 |
C Z6 |
Agricultural |
-118.0000 |
($3,165,350.00) |
-1.17% |
| LME NICKEL FUTURE Dec26 |
LNZ6 |
Industrial Metals |
-33.0000 |
($3,347,980.02) |
-1.23% |
| COTTON NO.2 FUTR Dec26 |
CTZ6 |
Agricultural |
-75.0000 |
($3,426,750.00) |
-1.26% |
| BRENT CRUDE FUTR Nov26 |
COX6 |
Energy |
-41.0000 |
($3,612,100.00) |
-1.33% |
| WTI CRUDE FUTURE Nov26 |
CLX6 |
Energy |
-48.0000 |
($3,927,840.00) |
-1.45% |
| NATURAL GAS FUTR Oct26 |
NGV26 |
Energy |
-145.0000 |
($4,187,600.00) |
-1.54% |
| COCOA FUTURE Dec26 |
CCZ6 |
Agricultural |
-65.0000 |
($4,321,200.00) |
-1.59% |
| SOYBEAN MEAL FUTR Dec26 |
SMZ6 |
Agricultural |
-133.0000 |
($4,640,370.00) |
-1.71% |
| CATTLE FEEDER FUT Oct26 |
FCV6 |
Livestock |
-31.0000 |
($4,906,137.50) |
-1.81% |
| LIVE CATTLE FUTR Oct26 |
LCV6 |
Livestock |
-60.0000 |
($5,081,400.00) |
-1.87% |
| LONG GILT FUTURE Dec26 |
G Z6 |
Financial - Interest Rates |
-54.0000 |
($6,297,975.02) |
-2.32% |
| US ULTRA BOND CBT Dec26 |
WNZ6 |
Financial - Interest Rates |
-85.0000 |
($9,413,750.00) |
-3.47% |
| US LONG BOND(CBT) Dec26 |
USZ6 |
Financial - Interest Rates |
-91.0000 |
($9,938,906.25) |
-3.66% |
| EURO-BUND FUTURE Dec26 |
RXZ6 |
Financial - Interest Rates |
-71.0000 |
($10,103,726.50) |
-3.72% |
| EURO FX CURR FUT Sep26 |
ECU6 |
Financial - Currency |
-76.0000 |
($11,008,125.00) |
-4.05% |
| LEAN HOGS FUTURE Oct26 |
LHV6 |
Livestock |
-361.0000 |
($11,826,360.00) |
-4.35% |
| WHEAT FUTURE(CBT) Dec26 |
W Z6 |
Agricultural |
-323.0000 |
($12,661,600.00) |
-4.66% |
| LME LEAD FUTURE Dec26 |
LLZ6 |
Industrial Metals |
-385.0000 |
($18,417,630.00) |
-6.78% |
| C$ CURRENCY FUT Sep26 |
CDU6 |
Financial - Currency |
-310.0000 |
($22,306,050.00) |
-8.21% |
| JPN YEN CURR FUT Sep26 |
JYU6 |
Financial - Currency |
-294.0000 |
($22,974,262.50) |
-8.46% |
| US 10YR NOTE (CBT)Dec26 |
TYZ6 |
Financial - Interest Rates |
-220.0000 |
($23,732,500.00) |
-8.74% |
| CHF CURRENCY FUT Sep26 |
SFU6 |
Financial - Currency |
-173.0000 |
($26,753,368.75) |
-9.85% |
| JPN 10Y BOND(OSE) Sep26 |
JBU6 |
Financial - Interest Rates |
-36.0000 |
($28,359,216.00) |
-10.44% |
| EURO-BOBL FUTURE Dec26 |
OEZ6 |
Financial - Interest Rates |
-236.0000 |
($31,115,031.07) |
-11.46% |
| US 5YR NOTE (CBT) Dec26 |
FVZ6 |
Financial - Interest Rates |
-354.0000 |
($37,454,859.55) |
-13.79% |
| EURO-SCHATZ FUT Dec26 |
DUZ6 |
Financial - Interest Rates |
-332.0000 |
($40,475,341.43) |
-14.90% |
| US 2YR NOTE (CBT) Dec26 |
TUZ6 |
Financial - Interest Rates |
-198.0000 |
($40,637,953.22) |
-14.96% |
| 3 MONTH SOFR FUT Dec27 |
SFRZ7 |
Financial - Interest Rates |
-226.0000 |
($54,112,875.00) |
-19.92% |
Cash and Collateral
| US Dollar |
$USD |
|
145,174,605 |
$145,174,604.89 |
53.45% |
| U.S. Treasury Bill, 0%, due 09/15/2026 |
|
912797VC8 |
30,000,000 |
$29,954,645.70 |
11.03% |
| U.S. Treasury Bill, 0%, due 09/29/2026 |
|
912797VE4 |
30,000,000 |
$29,910,945.90 |
11.01% |
| U.S. Treasury Bill, 0%, due 10/15/2026 |
|
912797UK1 |
30,000,000 |
$29,861,718.60 |
10.99% |
| U.S. Treasury Bill, 0%, due 09/03/2026 |
|
912797RS8 |
20,000,000 |
$19,993,983.40 |
7.36% |
| U.S. Treasury Bill, 0%, due 10/29/2026 |
|
912797SK4 |
10,000,000 |
$9,939,105.40 |
3.66% |
| Japanese Yen |
$JPY |
|
1,087,255,537 |
$6,790,678.51 |
2.50% |
| Euro |
$EUR |
|
1,056,890 |
$1,224,195.39 |
0.45% |
| Swedish Krona |
$SEK |
|
4,222,458 |
$439,518.92 |
0.16% |
| Swiss Franc |
$CHF |
|
-90,323 |
($111,592.93) |
-0.04% |
| Canadian Dollar |
$CAD |
|
-229,459 |
($164,995.36) |
-0.06% |
| Pound Sterling |
$GBP |
|
-185,101 |
($250,496.53) |
-0.09% |
| Australian Dollar |
$AUD |
|
-1,601,583 |
($1,146,893.88) |
-0.42% |
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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