Holdings of the Fund as of 7/6/2020
Futures **
| COPPER FUTURE Sep20 |
HGU0 |
Metals |
41.0000 |
$2,843,862.50 |
7.45% |
| SOYBEAN FUTURE Nov20 |
S X0 |
Agricultural |
50.0000 |
$2,265,625.00 |
5.94% |
| SILVER FUTURE Sep20 |
SIU0 |
Metals |
19.0000 |
$1,765,290.00 |
4.63% |
| GASOLINE RBOB FUT Dec20 |
XBZ0 |
Energy |
37.0000 |
$1,734,730.20 |
4.55% |
| COTTON NO.2 FUTR Dec20 |
CTZ0 |
Agricultural |
48.0000 |
$1,515,360.00 |
3.97% |
| LIVE CATTLE FUTR Aug20 |
LCQ0 |
Agricultural |
36.0000 |
$1,441,440.00 |
3.78% |
| COCOA FUTURE Sep20 |
CCU0 |
Agricultural |
58.0000 |
$1,248,160.00 |
3.27% |
| SUGAR #11 (WORLD) Oct20 |
SBV0 |
Agricultural |
92.0000 |
$1,229,267.20 |
3.22% |
| BRENT CRUDE FUTR Oct20 |
COV0 |
Energy |
27.0000 |
$1,167,480.00 |
3.06% |
| GOLD 100 OZ FUTR Aug20 |
GCQ0 |
Metals |
6.0000 |
$1,076,100.00 |
2.82% |
| SOYBEAN OIL FUTR Dec20 |
BOZ0 |
Agricultural |
41.0000 |
$719,058.00 |
1.88% |
| Low Su Gasoil G Sep20 |
QSU0 |
Energy |
11.0000 |
$414,975.00 |
1.09% |
| NY Harb ULSD Fut Aug20 |
HOQ0 |
Energy |
8.0000 |
$417,211.20 |
1.09% |
| WTI CRUDE FUTURE Sep20 |
CLU0 |
Energy |
10.0000 |
$407,300.00 |
1.07% |
| SOYBEAN FUTURE Aug20 |
S Q0 |
Agricultural |
2.0000 |
$89,850.00 |
0.24% |
| CORN FUTURE Sep20 |
C U0 |
Agricultural |
-20.0000 |
($346,500.00) |
-0.91% |
| SOYBEAN MEAL FUTR Dec20 |
SMZ0 |
Agricultural |
-13.0000 |
($397,800.00) |
-1.04% |
| CORN FUTURE Dec20 |
C Z0 |
Agricultural |
-24.0000 |
($427,500.00) |
-1.12% |
| PLATINUM FUTURE Oct20 |
PLV0 |
Metals |
-12.0000 |
($502,620.00) |
-1.32% |
| CATTLE FEEDER FUT Aug20 |
FCQ0 |
Agricultural |
-8.0000 |
($544,600.00) |
-1.43% |
| KC HRW WHEAT FUT Sep20 |
KWU0 |
Agricultural |
-26.0000 |
($570,050.00) |
-1.49% |
| COFFEE 'C' FUTURE Sep20 |
KCU0 |
Agricultural |
-17.0000 |
($625,706.25) |
-1.64% |
| LEAN HOGS FUTURE Aug20 |
LHQ0 |
Agricultural |
-37.0000 |
($729,270.00) |
-1.91% |
| LME PRI ALUM FUTR Sep20 |
LAU20 |
Metals |
-19.0000 |
($773,062.50) |
-2.03% |
| NATURAL GAS FUTR Feb21 |
NGG21 |
Energy |
-54.0000 |
($1,533,060.00) |
-4.02% |
Cash and Collateral
| US Dollar |
$USD |
37,161,139 |
$37,161,139.08 |
97.38% |
| U.S. Treasury Bill, 0%, due 07/09/2020 |
912796WW5 |
1,000,000 |
$999,994.03 |
2.62% |
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.
|
|