Holdings of the Fund as of 7/18/2025
Futures **
| MEXICAN PESO FUT Sep25 |
PEU5 |
Financial - Currency |
585.0000 |
$15,520,050.00 |
9.59% |
| AUDUSD Crncy Fut Sep25 |
ADU5 |
Financial - Currency |
212.0000 |
$13,806,500.00 |
8.53% |
| BP CURRENCY FUT Sep25 |
BPU5 |
Financial - Currency |
145.0000 |
$12,165,500.00 |
7.51% |
| US 5YR NOTE (CBT) Sep25 |
FVU5 |
Financial - Interest Rates |
100.0000 |
$10,821,875.00 |
6.68% |
| NEW ZEALAND $ FUT Sep25 |
NVU5 |
Financial - Currency |
173.0000 |
$10,333,290.00 |
6.38% |
| C$ CURRENCY FUT Sep25 |
CDU5 |
Financial - Currency |
135.0000 |
$9,863,100.00 |
6.09% |
| IBEX 35 INDX FUTR Aug25 |
IBQ5 |
Financial - Equity Index |
53.0000 |
$8,631,902.90 |
5.33% |
| BRAZIL REAL FUT Aug25 |
BRQ5 |
Financial - Currency |
480.0000 |
$8,556,000.00 |
5.28% |
| Low Su Gasoil G Sep25 |
QSU5 |
Energy |
117.0000 |
$8,266,050.00 |
5.11% |
| LIVE CATTLE FUTR Oct25 |
LCV5 |
Livestock |
93.0000 |
$8,177,490.00 |
5.05% |
| US 2YR NOTE (CBT) Sep25 |
TUU5 |
Financial - Interest Rates |
39.0000 |
$8,086,101.58 |
4.99% |
| 3 MONTH SOFR FUT Dec26 |
SFRZ6 |
Financial - Interest Rates |
33.0000 |
$7,986,825.00 |
4.93% |
| CATTLE FEEDER FUT Aug25 |
FCQ5 |
Livestock |
45.0000 |
$7,290,000.00 |
4.50% |
| GOLD 100 OZ FUTR Dec25 |
GCZ5 |
Precious Metals |
21.0000 |
$7,169,610.00 |
4.43% |
| SOYBEAN OIL FUTR Dec25 |
BOZ5 |
Agricultural |
214.0000 |
$7,137,756.00 |
4.41% |
| SILVER FUTURE Sep25 |
SIU5 |
Precious Metals |
37.0000 |
$7,115,840.00 |
4.40% |
| EURO FX CURR FUT Sep25 |
ECU5 |
Financial - Currency |
48.0000 |
$6,999,900.00 |
4.32% |
| FTSE/MIB IDX FUT Sep25 |
STU5 |
Financial - Equity Index |
29.0000 |
$6,796,495.14 |
4.20% |
| GASOLINE RBOB FUT Sep25 |
XBU5 |
Energy |
75.0000 |
$6,660,675.00 |
4.11% |
| S&P/TSX 60 IX FUT Sep25 |
PTU5 |
Financial - Equity Index |
28.0000 |
$6,636,374.43 |
4.10% |
| EURO-SCHATZ FUT Sep25 |
DUU5 |
Financial - Interest Rates |
53.0000 |
$6,605,903.57 |
4.08% |
| EURO-BOBL FUTURE Sep25 |
OEU5 |
Financial - Interest Rates |
48.0000 |
$6,556,763.66 |
4.05% |
| NY Harb ULSD Fut Sep25 |
HOU5 |
Energy |
53.0000 |
$5,405,395.80 |
3.34% |
| FTSE 100 IDX FUT Sep25 |
Z U5 |
Financial - Equity Index |
43.0000 |
$5,185,449.98 |
3.20% |
| CHF CURRENCY FUT Sep25 |
SFU5 |
Financial - Currency |
32.0000 |
$5,025,200.00 |
3.10% |
| SPI 200 FUTURES Sep25 |
XPU5 |
Financial - Equity Index |
34.0000 |
$4,832,754.91 |
2.99% |
| DAX Mini Future Sep25 |
DFWU5 |
Financial - Equity Index |
34.0000 |
$4,817,654.10 |
2.98% |
| MSCI EmgMkt Sep25 |
MESU5 |
Financial - Equity Index |
68.0000 |
$4,260,200.00 |
2.63% |
| MSCI EAFE Sep25 |
MFSU5 |
Financial - Equity Index |
28.0000 |
$3,698,800.00 |
2.28% |
| NIKKEI 225 (OSE) Sep25 |
NKU5 |
Financial - Equity Index |
13.0000 |
$3,481,102.17 |
2.15% |
| COCOA FUTURE Sep25 |
CCU5 |
Agricultural |
35.0000 |
$2,730,000.00 |
1.69% |
| COCOA FUTURE Dec25 |
CCZ5 |
Agricultural |
38.0000 |
$2,705,980.00 |
1.67% |
| TOPIX INDX FUTR Sep25 |
TPU5 |
Financial - Equity Index |
14.0000 |
$2,671,653.04 |
1.65% |
| LEAN HOGS FUTURE Oct25 |
LHV5 |
Livestock |
57.0000 |
$2,066,250.00 |
1.28% |
| COPPER FUTURE Sep25 |
HGU5 |
Industrial Metals |
12.0000 |
$1,681,350.00 |
1.04% |
| CAC40 10 EURO FUT Aug25 |
CFQ5 |
Financial - Equity Index |
16.0000 |
$1,456,717.66 |
0.90% |
| EURO STOXX 50 Sep25 |
VGU5 |
Financial - Equity Index |
19.0000 |
$1,186,506.16 |
0.73% |
| TTF NAT GAS F Sep25 |
TZTU5 |
Energy |
35.0000 |
$996,840.91 |
0.60% |
| COCOA FUTURE Mar26 |
CCH6 |
Agricultural |
6.0000 |
$414,300.00 |
0.26% |
| NASDAQ 100 E-MINI Sep25 |
NQU5 |
Financial - Equity Index |
-1.0000 |
($464,485.00) |
-0.29% |
| ECX EMISSION Dec25 |
MOZ25 |
Energy |
-12.0000 |
($974,755.84) |
-0.60% |
| LME ZINC FUTURE Sep25 |
LXU5 |
Industrial Metals |
-15.0000 |
($1,060,023.75) |
-0.65% |
| BRENT CRUDE FUTR Oct25 |
COV5 |
Energy |
-39.0000 |
($2,667,600.00) |
-1.65% |
| EURO-BUND FUTURE Sep25 |
RXU5 |
Financial - Interest Rates |
-20.0000 |
($3,011,389.76) |
-1.86% |
| DJIA MINI e-CBOT Sep25 |
DMU5 |
Financial - Equity Index |
-15.0000 |
($3,340,500.00) |
-2.06% |
| S&P500 EMINI FUT Sep25 |
ESU5 |
Financial - Equity Index |
-12.0000 |
($3,800,850.00) |
-2.35% |
| LONG GILT FUTURE Sep25 |
G U5 |
Financial - Interest Rates |
-38.0000 |
($4,644,168.25) |
-2.87% |
| SUGAR #11 (WORLD) Oct25 |
SBV5 |
Agricultural |
-262.0000 |
($4,935,660.80) |
-3.05% |
| LME LEAD FUTURE Sep25 |
LLU5 |
Industrial Metals |
-108.0000 |
($5,403,483.00) |
-3.34% |
| US LONG BOND(CBT) Sep25 |
USU5 |
Financial - Interest Rates |
-51.0000 |
($5,734,312.50) |
-3.54% |
| WHEAT FUTURE(CBT) Sep25 |
W U5 |
Agricultural |
-234.0000 |
($6,391,125.00) |
-3.95% |
| LME NICKEL FUTURE Sep25 |
LNU5 |
Industrial Metals |
-77.0000 |
($7,004,520.60) |
-4.33% |
| NATURAL GAS FUTR Sep25 |
NGU25 |
Energy |
-206.0000 |
($7,413,940.00) |
-4.58% |
| CORN FUTURE Dec25 |
C Z5 |
Agricultural |
-411.0000 |
($8,790,262.50) |
-5.43% |
| COTTON NO.2 FUTR Dec25 |
CTZ5 |
Agricultural |
-293.0000 |
($10,061,620.00) |
-6.21% |
| US ULTRA BOND CBT Sep25 |
WNU5 |
Financial - Interest Rates |
-93.0000 |
($10,697,906.25) |
-6.61% |
| SOYBEAN MEAL FUTR Dec25 |
SMZ5 |
Agricultural |
-436.0000 |
($12,591,680.00) |
-7.78% |
| KC HRW WHEAT FUT Sep25 |
KWU5 |
Agricultural |
-506.0000 |
($13,383,700.00) |
-8.27% |
| CAN 10YR BOND FUT Sep25 |
CNU5 |
Financial - Interest Rates |
-155.0000 |
($13,477,185.21) |
-8.32% |
| JPN 10Y BOND(OSE) Sep25 |
JBU5 |
Financial - Interest Rates |
-20.0000 |
($18,602,540.00) |
-11.49% |
Cash and Collateral
| US Dollar |
$USD |
|
57,909,481 |
$57,909,480.84 |
35.77% |
| U.S. Treasury Note, 0.75%, due 03/31/2026 |
|
91282CBT7 |
31,000,000 |
$30,273,798.96 |
18.70% |
| U.S. Treasury Bill, 0%, due 09/16/2025 |
|
912797QU4 |
25,000,000 |
$24,831,493.75 |
15.34% |
| U.S. Treasury Note, 0.375%, due 11/30/2025 |
|
91282CAZ4 |
21,000,000 |
$20,703,244.80 |
12.79% |
| U.S. Treasury Note, 0.25%, due 09/30/2025 |
|
91282CAM3 |
12,000,000 |
$11,904,150.96 |
7.35% |
| U.S. Treasury Bill, 0%, due 08/14/2025 |
|
912797PN1 |
11,000,000 |
$10,969,016.63 |
6.78% |
| U.S. Treasury Note, 0.875%, due 06/30/2026 |
|
91282CCJ8 |
7,000,000 |
$6,792,472.12 |
4.20% |
| U.S. Treasury Bill, 0%, due 07/31/2025 |
|
912797PG6 |
2,000,000 |
$1,997,652.50 |
1.23% |
| Japanese Yen |
$JPY |
|
158,044,279 |
$1,062,054.16 |
0.66% |
| Canadian Dollar |
$CAD |
|
47,431 |
$34,542.69 |
0.02% |
| Swiss Franc |
$CHF |
|
-89,483 |
($111,644.67) |
-0.07% |
| Pound Sterling |
$GBP |
|
-217,006 |
($291,005.34) |
-0.18% |
| Swedish Krona |
$SEK |
|
-4,376,628 |
($452,416.07) |
-0.28% |
| Australian Dollar |
$AUD |
|
-846,190 |
($550,446.69) |
-0.34% |
| Euro |
$EUR |
|
-2,733,340 |
($3,176,961.04) |
-1.96% |
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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