Holdings of the Fund as of 11/20/2024
Futures **
| GOLD 100 OZ FUTR Feb25 |
GCG5 |
Precious Metals |
904.0000 |
$241,874,240.00 |
10.94% |
| SUGAR #11 (WORLD) Mar25 |
SBH5 |
Agricultural |
6,061.0000 |
$146,967,128.00 |
6.65% |
| COPPER FUTURE Mar25 |
HGH5 |
Industrial Metals |
1,104.0000 |
$115,644,000.00 |
5.23% |
| SILVER FUTURE Mar25 |
SIH5 |
Precious Metals |
729.0000 |
$114,576,930.00 |
5.18% |
| NATURAL GAS FUTR Jan25 |
NGF25 |
Energy |
3,173.0000 |
$107,691,620.00 |
4.87% |
| COFFEE 'C' FUTURE Mar25 |
KCH5 |
Agricultural |
887.0000 |
$97,292,812.50 |
4.40% |
| BRENT CRUDE FUTR Feb25 |
COG5 |
Energy |
1,279.0000 |
$92,714,710.00 |
4.20% |
| GASOLINE RBOB FUT Jan25 |
XBF5 |
Energy |
1,068.0000 |
$89,317,267.20 |
4.04% |
| SOYBEAN MEAL FUTR Jan25 |
SMF5 |
Agricultural |
2,585.0000 |
$75,301,050.00 |
3.41% |
| SOYBEAN FUTURE Jan25 |
S F5 |
Agricultural |
1,477.0000 |
$73,148,425.00 |
3.31% |
| SOYBEAN OIL FUTR Jan25 |
BOF5 |
Agricultural |
2,759.0000 |
$71,778,144.00 |
3.25% |
| Low Su Gasoil G Jan25 |
QSF5 |
Energy |
1,028.0000 |
$69,544,200.00 |
3.15% |
| CORN FUTURE Mar25 |
C H5 |
Agricultural |
2,912.0000 |
$64,064,000.00 |
2.90% |
| GASOLINE RBOB FUT Feb25 |
XBG5 |
Energy |
736.0000 |
$61,564,339.20 |
2.79% |
| WTI CRUDE FUTURE Jan25 |
CLF5 |
Energy |
885.0000 |
$60,843,750.00 |
2.75% |
| WTI CRUDE FUTURE Feb25 |
CLG5 |
Energy |
807.0000 |
$55,295,640.00 |
2.50% |
| WHEAT FUTURE(CBT) Mar25 |
W H5 |
Agricultural |
1,808.0000 |
$51,731,400.00 |
2.34% |
| COCOA FUTURE Mar25 |
CCH5 |
Agricultural |
571.0000 |
$48,489,320.00 |
2.19% |
| Low Su Gasoil G Dec24 |
QSZ4 |
Energy |
708.0000 |
$48,303,300.00 |
2.19% |
| LME PRI ALUM FUTR Dec24 |
LAZ24 |
Industrial Metals |
719.0000 |
$47,196,418.25 |
2.14% |
| LME NICKEL FUTURE Mar25 |
LNH5 |
Industrial Metals |
478.0000 |
$45,829,033.92 |
2.07% |
| LME ZINC FUTURE Dec24 |
LXZ4 |
Industrial Metals |
589.0000 |
$43,942,639.50 |
1.99% |
| BRENT CRUDE FUTR Mar25 |
COH5 |
Energy |
530.0000 |
$38,297,800.00 |
1.73% |
| LIVE CATTLE FUTR Feb25 |
LCG5 |
Livestock |
479.0000 |
$36,006,430.00 |
1.63% |
| LME PRI ALUM FUTR Mar25 |
LAH25 |
Industrial Metals |
534.0000 |
$35,378,835.00 |
1.60% |
| KC HRW WHEAT FUT Mar25 |
KWH5 |
Agricultural |
1,093.0000 |
$31,300,787.50 |
1.42% |
| NY Harb ULSD Fut Jan25 |
HOF5 |
Energy |
323.0000 |
$30,340,359.00 |
1.37% |
| LEAN HOGS FUTURE Feb25 |
LHG5 |
Livestock |
892.0000 |
$30,140,680.00 |
1.36% |
| LME LEAD FUTURE Mar25 |
LLH5 |
Industrial Metals |
455.0000 |
$23,075,552.50 |
1.04% |
| COTTON NO.2 FUTR Mar25 |
CTH5 |
Agricultural |
550.0000 |
$19,327,000.00 |
0.87% |
| NY Harb ULSD Fut Mar25 |
HOH5 |
Energy |
185.0000 |
$17,344,194.00 |
0.78% |
| LME ZINC FUTURE Mar25 |
LXH5 |
Industrial Metals |
223.0000 |
$16,675,717.00 |
0.75% |
| COCOA FUTURE May25 |
CCK5 |
Agricultural |
150.0000 |
$12,103,500.00 |
0.55% |
| LME NICKEL FUTURE Dec24 |
LNZ4 |
Industrial Metals |
102.0000 |
$9,632,494.44 |
0.44% |
| LME LEAD FUTURE Dec24 |
LLZ4 |
Industrial Metals |
165.0000 |
$8,272,935.00 |
0.37% |
Cash and Collateral
| US Dollar |
$USD |
|
824,145,445 |
$824,145,445.15 |
37.29% |
| U.S. Treasury Note, 0.375%, due 11/30/2025 |
|
91282CAZ4 |
320,000,000 |
$307,163,257.60 |
13.90% |
| U.S. Treasury Note, 0.75%, due 03/31/2026 |
|
91282CBT7 |
275,000,000 |
$261,958,983.00 |
11.85% |
| U.S. Treasury Note, 0.25%, due 09/30/2025 |
|
91282CAM3 |
185,000,000 |
$178,551,527.15 |
8.08% |
| U.S. Treasury Note, 1%, due 12/15/2024 |
|
91282CDN8 |
175,000,000 |
$174,589,604.00 |
7.90% |
| U.S. Treasury Note, 0.50%, due 03/31/2025 |
|
912828ZF0 |
170,000,000 |
$167,655,110.10 |
7.59% |
| U.S. Treasury Note, 0.25%, due 06/30/2025 |
|
912828ZW3 |
150,000,000 |
$146,286,835.50 |
6.62% |
| U.S. Treasury Bill, 0%, due 11/29/2024 |
|
912797HP5 |
100,000,000 |
$99,899,822.00 |
4.52% |
| U.S. Treasury Bill, 0%, due 01/16/2025 |
|
912797LY1 |
50,000,000 |
$49,658,828.00 |
2.25% |
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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