Holdings of the Fund as of 5/1/2024
Futures **
| WTI CRUDE FUTURE Jul24 |
CLN4 |
Energy |
132.0000 |
$10,354,080.00 |
8.26% |
| GOLD 100 OZ FUTR Jun24 |
GCM4 |
Precious Metals |
44.0000 |
$10,168,400.00 |
8.11% |
| COFFEE 'C' FUTURE Jul24 |
KCN4 |
Agricultural |
121.0000 |
$9,801,000.00 |
7.82% |
| BRENT CRUDE FUTR Jul24 |
CON4 |
Energy |
117.0000 |
$9,762,480.00 |
7.79% |
| LIVE CATTLE FUTR Jun24 |
LCM4 |
Livestock |
101.0000 |
$7,023,540.00 |
5.60% |
| SOYBEAN MEAL FUTR Jul24 |
SMN4 |
Agricultural |
195.0000 |
$6,805,500.00 |
5.43% |
| Low Su Gasoil G Jun24 |
QSM4 |
Energy |
87.0000 |
$6,579,375.00 |
5.25% |
| GASOLINE RBOB FUT Jun24 |
XBM4 |
Energy |
60.0000 |
$6,495,048.00 |
5.18% |
| CATTLE FEEDER FUT Aug24 |
FCQ4 |
Livestock |
48.0000 |
$6,042,000.00 |
4.82% |
| COPPER FUTURE Jul24 |
HGN4 |
Industrial Metals |
50.0000 |
$5,682,500.00 |
4.53% |
| KC HRW WHEAT FUT Jul24 |
KWN4 |
Agricultural |
103.0000 |
$3,218,750.00 |
2.57% |
| SOYBEAN FUTURE Jul24 |
S N4 |
Agricultural |
55.0000 |
$3,218,187.50 |
2.57% |
| LME ZINC FUTURE Jun24 |
LXM4 |
Industrial Metals |
38.0000 |
$2,727,089.00 |
2.18% |
| SUGAR #11 (WORLD) Jul24 |
SBN4 |
Agricultural |
112.0000 |
$2,410,956.80 |
1.92% |
| GASOLINE RBOB FUT Jul24 |
XBN4 |
Energy |
18.0000 |
$1,924,095.60 |
1.53% |
| BRENT CRUDE FUTR Aug24 |
COQ4 |
Energy |
17.0000 |
$1,407,430.00 |
1.12% |
| COCOA FUTURE Sep24 |
CCU4 |
Agricultural |
18.0000 |
$1,399,860.00 |
1.12% |
| LME NICKEL FUTURE Jun24 |
LNM4 |
Industrial Metals |
9.0000 |
$1,015,297.74 |
0.81% |
| COCOA FUTURE Jul24 |
CCN4 |
Agricultural |
11.0000 |
$911,240.00 |
0.73% |
| SILVER FUTURE Jul24 |
SIN4 |
Precious Metals |
5.0000 |
$668,700.00 |
0.53% |
| SOYBEAN OIL FUTR Jul24 |
BON4 |
Agricultural |
6.0000 |
$155,736.00 |
0.12% |
| LME PRI ALUM FUTR Jun24 |
LAM24 |
Industrial Metals |
-3.0000 |
($192,083.25) |
-0.15% |
| LEAN HOGS FUTURE Jun24 |
LHM4 |
Livestock |
-22.0000 |
($883,740.00) |
-0.70% |
| COTTON NO.2 FUTR Jul24 |
CTN4 |
Agricultural |
-34.0000 |
($1,300,670.00) |
-1.04% |
| LME LEAD FUTURE Jun24 |
LLM4 |
Industrial Metals |
-49.0000 |
($2,655,665.25) |
-2.12% |
| WHEAT FUTURE(CBT) Jul24 |
W N4 |
Agricultural |
-119.0000 |
($3,565,537.50) |
-2.84% |
| NY Harb ULSD Fut Jun24 |
HOM4 |
Energy |
-61.0000 |
($6,281,767.80) |
-5.01% |
| CORN FUTURE Jul24 |
C N4 |
Agricultural |
-313.0000 |
($7,054,237.50) |
-5.63% |
| NATURAL GAS FUTR Jun24 |
NGM24 |
Energy |
-455.0000 |
($8,790,600.00) |
-7.01% |
Cash and Collateral
| US Dollar |
$USD |
|
32,676,088 |
$32,676,088.29 |
26.06% |
| U.S. Treasury Note, 0.375%, due 11/30/2025 |
|
91282CAZ4 |
24,000,000 |
$22,305,000.00 |
17.79% |
| U.S. Treasury Note, 0.25%, due 09/30/2025 |
|
91282CAM3 |
13,000,000 |
$12,147,382.78 |
9.69% |
| U.S. Treasury Note, 0.25%, due 06/15/2024 |
|
91282CCG4 |
12,000,000 |
$11,924,133.72 |
9.51% |
| U.S. Treasury Note, 0.375%, due 09/15/2024 |
|
91282CCX7 |
12,000,000 |
$11,782,713.60 |
9.40% |
| U.S. Treasury Note, 1%, due 12/15/2024 |
|
91282CDN8 |
12,000,000 |
$11,686,446.60 |
9.32% |
| U.S. Treasury Note, 0.50%, due 03/31/2025 |
|
912828ZF0 |
12,000,000 |
$11,500,510.92 |
9.17% |
| U.S. Treasury Note, 0.25%, due 06/30/2025 |
|
912828ZW3 |
12,000,000 |
$11,342,343.72 |
9.05% |
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.
|
|