Holdings of the Fund as of 6/28/2024
Futures **
| SOYBEAN MEAL FUTR Dec24 |
SMZ4 |
Agricultural |
279.0000 |
$9,360,450.00 |
7.56% |
| GOLD 100 OZ FUTR Aug24 |
GCQ4 |
Precious Metals |
36.0000 |
$8,422,560.00 |
6.80% |
| WTI CRUDE FUTURE Sep24 |
CLU4 |
Energy |
102.0000 |
$8,225,280.00 |
6.65% |
| LIVE CATTLE FUTR Aug24 |
LCQ4 |
Livestock |
106.0000 |
$7,862,020.00 |
6.35% |
| BRENT CRUDE FUTR Sep24 |
COU4 |
Energy |
67.0000 |
$5,695,000.00 |
4.60% |
| COPPER FUTURE Sep24 |
HGU4 |
Industrial Metals |
51.0000 |
$5,599,162.50 |
4.52% |
| BRENT CRUDE FUTR Oct24 |
COV4 |
Energy |
66.0000 |
$5,556,540.00 |
4.49% |
| Low Su Gasoil G Aug24 |
QSQ4 |
Energy |
62.0000 |
$4,860,800.00 |
3.93% |
| SOYBEAN FUTURE Nov24 |
S X4 |
Agricultural |
82.0000 |
$4,526,400.00 |
3.66% |
| COFFEE 'C' FUTURE Sep24 |
KCU4 |
Agricultural |
41.0000 |
$3,487,050.00 |
2.82% |
| GASOLINE RBOB FUT Aug24 |
XBQ4 |
Energy |
27.0000 |
$2,836,701.00 |
2.29% |
| SUGAR #11 (WORLD) Oct24 |
SBV4 |
Agricultural |
90.0000 |
$2,046,240.00 |
1.65% |
| LME ZINC FUTURE Sep24 |
LXU4 |
Industrial Metals |
25.0000 |
$1,834,668.75 |
1.48% |
| Low Su Gasoil G Sep24 |
QSU4 |
Energy |
17.0000 |
$1,332,800.00 |
1.08% |
| CATTLE FEEDER FUT Aug24 |
FCQ4 |
Livestock |
10.0000 |
$1,296,500.00 |
1.05% |
| COCOA FUTURE Dec24 |
CCZ4 |
Agricultural |
14.0000 |
$922,740.00 |
0.75% |
| KC HRW WHEAT FUT Sep24 |
KWU4 |
Agricultural |
23.0000 |
$674,187.50 |
0.54% |
| WHEAT FUTURE(CBT) Sep24 |
W U4 |
Agricultural |
-30.0000 |
($860,250.00) |
-0.69% |
| LEAN HOGS FUTURE Aug24 |
LHQ4 |
Livestock |
-38.0000 |
($1,360,400.00) |
-1.10% |
| NATURAL GAS FUTR Aug24 |
NGQ24 |
Energy |
-55.0000 |
($1,430,550.00) |
-1.16% |
| LME NICKEL FUTURE Sep24 |
LNU4 |
Industrial Metals |
-14.0000 |
($1,450,911.84) |
-1.17% |
| LME PRI ALUM FUTR Sep24 |
LAU24 |
Industrial Metals |
-42.0000 |
($2,649,738.00) |
-2.14% |
| LME LEAD FUTURE Sep24 |
LLU4 |
Industrial Metals |
-51.0000 |
($2,842,038.75) |
-2.30% |
| SOYBEAN OIL FUTR Dec24 |
BOZ4 |
Agricultural |
-164.0000 |
($4,308,936.00) |
-3.48% |
| SILVER FUTURE Sep24 |
SIU4 |
Precious Metals |
-30.0000 |
($4,434,000.00) |
-3.58% |
| CORN FUTURE Dec24 |
C Z4 |
Agricultural |
-217.0000 |
($4,565,137.50) |
-3.69% |
| WHEAT FUTURE(CBT) Dec24 |
W Z4 |
Agricultural |
-183.0000 |
($5,462,550.00) |
-4.41% |
| COTTON NO.2 FUTR Dec24 |
CTZ4 |
Agricultural |
-200.0000 |
($7,269,000.00) |
-5.87% |
| NY Harb ULSD Fut Aug24 |
HOQ4 |
Energy |
-97.0000 |
($10,319,849.40) |
-8.34% |
Cash and Collateral
| US Dollar |
$USD |
|
40,463,083 |
$40,463,082.91 |
32.69% |
| U.S. Treasury Note, 0.375%, due 11/30/2025 |
|
91282CAZ4 |
24,000,000 |
$22,518,281.28 |
18.19% |
| U.S. Treasury Note, 0.25%, due 09/30/2025 |
|
91282CAM3 |
13,000,000 |
$12,259,355.42 |
9.90% |
| U.S. Treasury Note, 0.375%, due 09/15/2024 |
|
91282CCX7 |
12,000,000 |
$11,878,246.44 |
9.60% |
| U.S. Treasury Note, 1%, due 12/15/2024 |
|
91282CDN8 |
12,000,000 |
$11,769,285.72 |
9.51% |
| U.S. Treasury Note, 0.50%, due 03/31/2025 |
|
912828ZF0 |
12,000,000 |
$11,588,977.20 |
9.36% |
| U.S. Treasury Note, 0.25%, due 06/30/2025 |
|
912828ZW3 |
12,000,000 |
$11,437,704.12 |
9.24% |
| U.S. Treasury Note, 0.75%, due 03/31/2026 |
|
91282CBT7 |
2,000,000 |
$1,865,429.68 |
1.51% |
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.
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