Holdings of the Fund as of 11/20/2024
Futures **
| S&P/TSX 60 IX FUT Dec24 |
PTZ4 |
Financial - Equity Index |
130.0000 |
$27,905,166.61 |
11.48% |
| SPI 200 FUTURES Dec24 |
XPZ4 |
Financial - Equity Index |
167.0000 |
$22,691,181.12 |
9.33% |
| 3 MONTH SOFR FUT Dec25 |
SFRZ5 |
Financial - Interest Rates |
83.0000 |
$19,941,787.50 |
8.20% |
| GOLD 100 OZ FUTR Feb25 |
GCG5 |
Precious Metals |
74.0000 |
$19,799,440.00 |
8.14% |
| EURO-SCHATZ FUT Dec24 |
DUZ4 |
Financial - Interest Rates |
132.0000 |
$14,851,144.04 |
6.11% |
| BP CURRENCY FUT Dec24 |
BPZ4 |
Financial - Currency |
181.0000 |
$14,305,787.50 |
5.88% |
| IBEX 35 INDX FUTR Dec24 |
IBZ4 |
Financial - Equity Index |
95.0000 |
$11,607,025.63 |
4.77% |
| DJIA MINI e-CBOT Dec24 |
DMZ4 |
Financial - Equity Index |
48.0000 |
$10,443,840.00 |
4.30% |
| COCOA FUTURE Mar25 |
CCH5 |
Agricultural |
119.0000 |
$10,105,480.00 |
4.16% |
| LEAN HOGS FUTURE Feb25 |
LHG5 |
Livestock |
299.0000 |
$10,103,210.00 |
4.16% |
| COFFEE 'C' FUTURE Mar25 |
KCH5 |
Agricultural |
92.0000 |
$10,091,250.00 |
4.15% |
| TOPIX INDX FUTR Dec24 |
TPZ4 |
Financial - Equity Index |
58.0000 |
$10,091,756.40 |
4.15% |
| US 2YR NOTE (CBT) Dec24 |
TUZ4 |
Financial - Interest Rates |
48.0000 |
$9,852,000.00 |
4.05% |
| S&P MID 400 EMINI Dec24 |
FAZ4 |
Financial - Equity Index |
27.0000 |
$8,760,960.00 |
3.60% |
| LME ZINC FUTURE Dec24 |
LXZ4 |
Industrial Metals |
117.0000 |
$8,728,843.50 |
3.59% |
| EURO-BOBL FUTURE Dec24 |
OEZ4 |
Financial - Interest Rates |
62.0000 |
$7,744,934.17 |
3.19% |
| S&P500 EMINI FUT Dec24 |
ESZ4 |
Financial - Equity Index |
26.0000 |
$7,719,075.00 |
3.17% |
| TTF NAT GAS F Jan25 |
TZTF5 |
Energy |
200.0000 |
$7,390,756.87 |
3.04% |
| OMXS30 IND FUTURE Dec24 |
QCZ4 |
Financial - Equity Index |
321.0000 |
$7,257,523.54 |
2.98% |
| SOYBEAN OIL FUTR Jan25 |
BOF5 |
Agricultural |
275.0000 |
$7,154,400.00 |
2.94% |
| LME PRI ALUM FUTR Mar25 |
LAH25 |
Industrial Metals |
99.0000 |
$6,558,997.50 |
2.70% |
| NIKKEI 225 (OSE) Dec24 |
NKZ4 |
Financial - Equity Index |
26.0000 |
$6,426,399.20 |
2.64% |
| FTSE/MIB IDX FUT Dec24 |
STZ4 |
Financial - Equity Index |
35.0000 |
$6,146,558.60 |
2.53% |
| SUGAR #11 (WORLD) Mar25 |
SBH5 |
Agricultural |
244.0000 |
$5,916,512.00 |
2.43% |
| LIVE CATTLE FUTR Feb25 |
LCG5 |
Livestock |
75.0000 |
$5,637,750.00 |
2.32% |
| E-Mini Russ 2000 Dec24 |
RTYZ4 |
Financial - Equity Index |
48.0000 |
$5,604,480.00 |
2.30% |
| EURO FX CURR FUT Dec24 |
ECZ4 |
Financial - Currency |
40.0000 |
$5,275,250.00 |
2.17% |
| CAN 10YR BOND FUT Dec24 |
CNZ4 |
Financial - Interest Rates |
48.0000 |
$4,141,702.46 |
1.70% |
| CBOE VIX FUTURE Dec24 |
UXZ4 |
Financial - Equity Index |
225.0000 |
$3,814,245.00 |
1.57% |
| NEW ZEALAND $ FUT Dec24 |
NVZ4 |
Financial - Currency |
61.0000 |
$3,582,225.00 |
1.47% |
| EURO-BUND FUTURE Dec24 |
RXZ4 |
Financial - Interest Rates |
23.0000 |
$3,201,567.43 |
1.32% |
| DAX Mini Future Dec24 |
DFWZ4 |
Financial - Equity Index |
31.0000 |
$3,113,198.25 |
1.28% |
| US 5YR NOTE (CBT) Dec24 |
FVZ4 |
Financial - Interest Rates |
29.0000 |
$3,093,484.38 |
1.27% |
| WTI CRUDE FUTURE Jan25 |
CLF5 |
Energy |
43.0000 |
$2,956,250.00 |
1.22% |
| GASOLINE RBOB FUT Jan25 |
XBF5 |
Energy |
30.0000 |
$2,508,912.00 |
1.03% |
| NASDAQ 100 E-MINI Dec24 |
NQZ4 |
Financial - Equity Index |
5.0000 |
$2,074,900.00 |
0.85% |
| SILVER FUTURE Mar25 |
SIH5 |
Precious Metals |
13.0000 |
$2,043,210.00 |
0.84% |
| CHF CURRENCY FUT Dec24 |
SFZ4 |
Financial - Currency |
14.0000 |
$1,984,237.50 |
0.82% |
| US LONG BOND(CBT) Dec24 |
USZ4 |
Financial - Interest Rates |
17.0000 |
$1,981,562.50 |
0.81% |
| CORN FUTURE Mar25 |
C H5 |
Agricultural |
69.0000 |
$1,518,000.00 |
0.62% |
| CATTLE FEEDER FUT Jan25 |
FCF5 |
Livestock |
11.0000 |
$1,387,787.50 |
0.57% |
| MSCI EmgMkt Dec24 |
MESZ4 |
Financial - Equity Index |
25.0000 |
$1,369,000.00 |
0.56% |
| SOYBEAN FUTURE Jan25 |
S F5 |
Agricultural |
24.0000 |
$1,188,600.00 |
0.49% |
| COCOA FUTURE May25 |
CCK5 |
Agricultural |
10.0000 |
$806,900.00 |
0.33% |
| EURO STOXX 50 Dec24 |
VGZ4 |
Financial - Equity Index |
-21.0000 |
($1,049,490.71) |
-0.43% |
| US 10YR NOTE (CBT)Dec24 |
TYZ4 |
Financial - Interest Rates |
-14.0000 |
($1,535,625.00) |
-0.63% |
| COPPER FUTURE Mar25 |
HGH5 |
Industrial Metals |
-16.0000 |
($1,676,000.00) |
-0.69% |
| AUDUSD Crncy Fut Dec24 |
ADZ4 |
Financial - Currency |
-36.0000 |
($2,339,280.00) |
-0.96% |
| CANOLA FUTR (WCE) Jan25 |
RSF5 |
Agricultural |
-331.0000 |
($2,921,863.11) |
-1.20% |
| LME NICKEL FUTURE Mar25 |
LNH5 |
Industrial Metals |
-37.0000 |
($3,547,435.68) |
-1.46% |
| US ULTRA BOND CBT Dec24 |
WNZ4 |
Financial - Interest Rates |
-35.0000 |
($4,298,437.50) |
-1.77% |
| FTSE 100 IDX FUT Dec24 |
Z Z4 |
Financial - Equity Index |
-49.0000 |
($5,021,580.61) |
-2.07% |
| SOYBEAN MEAL FUTR Jan25 |
SMF5 |
Agricultural |
-177.0000 |
($5,156,010.00) |
-2.12% |
| Low Su Gasoil G Jan25 |
QSF5 |
Energy |
-79.0000 |
($5,344,350.00) |
-2.20% |
| CBOE VIX FUTURE Jan25 |
UXF5 |
Financial - Equity Index |
-319.0000 |
($5,553,471.00) |
-2.28% |
| KC HRW WHEAT FUT Mar25 |
KWH5 |
Agricultural |
-237.0000 |
($6,787,087.50) |
-2.79% |
| LME LEAD FUTURE Dec24 |
LLZ4 |
Industrial Metals |
-154.0000 |
($7,721,406.00) |
-3.18% |
| ECX EMISSION Dec24 |
MOZ24 |
Energy |
-112.0000 |
($8,071,325.70) |
-3.32% |
| CAC40 10 EURO FUT Dec24 |
CFZ4 |
Financial - Equity Index |
-114.0000 |
($8,664,194.94) |
-3.56% |
| NATURAL GAS FUTR Jan25 |
NGF25 |
Energy |
-265.0000 |
($8,994,100.00) |
-3.70% |
| LME NICKEL FUTURE Dec24 |
LNZ4 |
Industrial Metals |
-100.0000 |
($9,443,622.00) |
-3.88% |
| WHEAT FUTURE(CBT) Mar25 |
W H5 |
Agricultural |
-408.0000 |
($11,673,900.00) |
-4.80% |
| COTTON NO.2 FUTR Mar25 |
CTH5 |
Agricultural |
-364.0000 |
($12,790,960.00) |
-5.26% |
| MEXICAN PESO FUT Dec24 |
PEZ4 |
Financial - Currency |
-562.0000 |
($13,766,190.00) |
-5.66% |
| NY Harb ULSD Fut Jan25 |
HOF5 |
Energy |
-148.0000 |
($13,902,084.00) |
-5.72% |
| C$ CURRENCY FUT Dec24 |
CDZ4 |
Financial - Currency |
-201.0000 |
($14,386,575.00) |
-5.92% |
| JPN YEN CURR FUT Dec24 |
JYZ4 |
Financial - Currency |
-207.0000 |
($16,707,487.50) |
-6.87% |
| LONG GILT FUTURE Dec24 |
G Z4 |
Financial - Interest Rates |
-152.0000 |
($18,005,941.28) |
-7.41% |
| BRAZIL REAL FUT Dec24 |
BRZ4 |
Financial - Currency |
-1,230.0000 |
($21,180,600.00) |
-8.71% |
Cash and Collateral
| US Dollar |
$USD |
|
102,203,479 |
$102,203,478.52 |
42.03% |
| U.S. Treasury Note, 0.75%, due 03/31/2026 |
|
91282CBT7 |
31,000,000 |
$29,529,921.72 |
12.14% |
| U.S. Treasury Bill, 0%, due 11/29/2024 |
|
912797HP5 |
25,000,000 |
$24,974,955.50 |
10.27% |
| U.S. Treasury Bill, 0%, due 01/16/2025 |
|
912797LY1 |
25,000,000 |
$24,829,414.00 |
10.21% |
| U.S. Treasury Note, 0.375%, due 11/30/2025 |
|
91282CAZ4 |
21,000,000 |
$20,157,588.78 |
8.29% |
| U.S. Treasury Note, 0.25%, due 09/30/2025 |
|
91282CAM3 |
12,000,000 |
$11,581,720.68 |
4.76% |
| U.S. Treasury Note, 1%, due 12/15/2024 |
|
91282CDN8 |
11,000,000 |
$10,974,203.68 |
4.51% |
| U.S. Treasury Note, 0.50%, due 03/31/2025 |
|
912828ZF0 |
11,000,000 |
$10,848,271.83 |
4.46% |
| U.S. Treasury Note, 0.25%, due 06/30/2025 |
|
912828ZW3 |
11,000,000 |
$10,727,701.27 |
4.41% |
| Japanese Yen |
$JPY |
|
179,161,742 |
$1,152,610.28 |
0.47% |
| Swedish Krona |
$SEK |
|
-1,002,499 |
($90,906.54) |
-0.04% |
| Swiss Franc |
$CHF |
|
-88,723 |
($100,353.91) |
-0.04% |
| Australian Dollar |
$AUD |
|
-586,116 |
($381,327.25) |
-0.16% |
| Pound Sterling |
$GBP |
|
-337,422 |
($426,939.69) |
-0.18% |
| Canadian Dollar |
$CAD |
|
-1,226,040 |
($877,246.41) |
-0.36% |
| Euro |
$EUR |
|
-1,853,597 |
($1,954,433.06) |
-0.80% |
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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