Holdings of the Fund as of 11/20/2024
Futures **
| BRENT CRUDE FUTR Feb25 |
COG5 |
Energy |
80.0000 |
$5,799,200.00 |
5.90% |
| SUGAR #11 (WORLD) Mar25 |
SBH5 |
Agricultural |
218.0000 |
$5,286,064.00 |
5.38% |
| Low Su Gasoil G Jan25 |
QSF5 |
Energy |
71.0000 |
$4,803,150.00 |
4.89% |
| GOLD 100 OZ FUTR Feb25 |
GCG5 |
Precious Metals |
17.0000 |
$4,548,520.00 |
4.63% |
| WTI CRUDE FUTURE Jan25 |
CLF5 |
Energy |
61.0000 |
$4,193,750.00 |
4.27% |
| GASOLINE RBOB FUT Jan25 |
XBF5 |
Energy |
48.0000 |
$4,014,259.20 |
4.08% |
| COFFEE 'C' FUTURE Mar25 |
KCH5 |
Agricultural |
31.0000 |
$3,400,312.50 |
3.46% |
| LIVE CATTLE FUTR Feb25 |
LCG5 |
Livestock |
40.0000 |
$3,006,800.00 |
3.06% |
| COCOA FUTURE Mar25 |
CCH5 |
Agricultural |
30.0000 |
$2,547,600.00 |
2.59% |
| SOYBEAN FUTURE Jan25 |
S F5 |
Agricultural |
35.0000 |
$1,733,375.00 |
1.76% |
| LEAN HOGS FUTURE Feb25 |
LHG5 |
Livestock |
27.0000 |
$912,330.00 |
0.93% |
| LME ZINC FUTURE Dec24 |
LXZ4 |
Industrial Metals |
12.0000 |
$895,266.00 |
0.91% |
| COCOA FUTURE May25 |
CCK5 |
Agricultural |
5.0000 |
$403,450.00 |
0.41% |
| COPPER FUTURE Mar25 |
HGH5 |
Industrial Metals |
-5.0000 |
($523,750.00) |
-0.53% |
| CORN FUTURE Mar25 |
C H5 |
Agricultural |
-43.0000 |
($946,000.00) |
-0.96% |
| LME NICKEL FUTURE Dec24 |
LNZ4 |
Industrial Metals |
-13.0000 |
($1,227,670.86) |
-1.25% |
| LME PRI ALUM FUTR Mar25 |
LAH25 |
Industrial Metals |
-24.0000 |
($1,590,060.00) |
-1.62% |
| SOYBEAN MEAL FUTR Jan25 |
SMF5 |
Agricultural |
-81.0000 |
($2,359,530.00) |
-2.40% |
| NATURAL GAS FUTR Jan25 |
NGF25 |
Energy |
-106.0000 |
($3,597,640.00) |
-3.66% |
| LME NICKEL FUTURE Mar25 |
LNH5 |
Industrial Metals |
-39.0000 |
($3,739,188.96) |
-3.80% |
| KC HRW WHEAT FUT Mar25 |
KWH5 |
Agricultural |
-152.0000 |
($4,352,900.00) |
-4.43% |
| LME LEAD FUTURE Mar25 |
LLH5 |
Industrial Metals |
-86.0000 |
($4,361,533.00) |
-4.44% |
| WHEAT FUTURE(CBT) Mar25 |
W H5 |
Agricultural |
-187.0000 |
($5,350,537.50) |
-5.44% |
| NY Harb ULSD Fut Jan25 |
HOF5 |
Energy |
-58.0000 |
($5,448,114.00) |
-5.54% |
| COTTON NO.2 FUTR Mar25 |
CTH5 |
Agricultural |
-227.0000 |
($7,976,780.00) |
-8.12% |
Cash and Collateral
| US Dollar |
$USD |
|
23,913,210 |
$23,913,209.76 |
24.33% |
| U.S. Treasury Note, 0.375%, due 11/30/2025 |
|
91282CAZ4 |
24,000,000 |
$23,037,244.32 |
23.44% |
| U.S. Treasury Note, 0.75%, due 03/31/2026 |
|
91282CBT7 |
16,000,000 |
$15,241,249.92 |
15.51% |
| U.S. Treasury Note, 0.25%, due 09/30/2025 |
|
91282CAM3 |
13,000,000 |
$12,546,864.07 |
12.77% |
| U.S. Treasury Note, 0.50%, due 03/31/2025 |
|
912828ZF0 |
12,000,000 |
$11,834,478.36 |
12.04% |
| U.S. Treasury Note, 0.25%, due 06/30/2025 |
|
912828ZW3 |
12,000,000 |
$11,702,946.84 |
11.91% |
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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