Holdings of the Fund as of 12/5/2019 *
Futures **
| LIVE CATTLE FUTR Feb20 |
LCG0 |
Agricultural |
54.0000 |
$2,691,360.00 |
6.10% |
| GOLD 100 OZ FUTR Feb20 |
GCG0 |
Metals |
15.0000 |
$2,224,650.00 |
5.04% |
| WHEAT FUTURE(CBT) Mar20 |
W H0 |
Agricultural |
67.0000 |
$1,754,562.50 |
3.98% |
| PLATINUM FUTURE Jan20 |
PLF0 |
Metals |
31.0000 |
$1,395,930.00 |
3.16% |
| CATTLE FEEDER FUT Jan20 |
FCF0 |
Agricultural |
17.0000 |
$1,194,675.00 |
2.71% |
| LME ZINC FUTURE Mar20 |
LXH0 |
Metals |
19.0000 |
$1,059,725.00 |
2.40% |
| SOYBEAN OIL FUTR Jan20 |
BOF0 |
Agricultural |
56.0000 |
$1,024,800.00 |
2.32% |
| GASOLINE RBOB FUT Feb20 |
XBG0 |
Energy |
11.0000 |
$751,165.80 |
1.70% |
| BRENT CRUDE FUTR Mar20 |
COH0 |
Energy |
11.0000 |
$687,280.00 |
1.56% |
| SILVER FUTURE Mar20 |
SIH0 |
Metals |
8.0000 |
$682,360.00 |
1.55% |
| BRENT CRUDE FUTR Feb20 |
COG0 |
Energy |
10.0000 |
$633,900.00 |
1.44% |
| BRENT CRUDE FUTR Apr20 |
COJ0 |
Energy |
10.0000 |
$617,900.00 |
1.40% |
| GASOLINE RBOB FUT Mar20 |
XBH0 |
Energy |
9.0000 |
$619,353.00 |
1.40% |
| GASOLINE RBOB FUT Jan20 |
XBF0 |
Energy |
9.0000 |
$612,775.80 |
1.39% |
| NATURAL GAS FUTR Jan20 |
NGF20 |
Energy |
18.0000 |
$436,860.00 |
0.99% |
| COCOA FUTURE Mar20 |
CCH0 |
Agricultural |
13.0000 |
$335,400.00 |
0.76% |
| LME NICKEL FUTURE Mar20 |
LNH0 |
Metals |
4.0000 |
$318,792.00 |
0.72% |
| LME LEAD FUTURE Mar20 |
LLH0 |
Metals |
6.0000 |
$285,637.50 |
0.65% |
| LME PRI ALUM FUTR Mar20 |
LAH20 |
Metals |
3.0000 |
$131,306.25 |
0.30% |
| Low Su Gasoil G Jan20 |
QSF0 |
Energy |
2.0000 |
$116,850.00 |
0.26% |
| CORN FUTURE Mar20 |
C H0 |
Agricultural |
-20.0000 |
($376,750.00) |
-0.85% |
| WTI CRUDE FUTURE Jan20 |
CLF0 |
Energy |
-8.0000 |
($467,440.00) |
-1.06% |
| SOYBEAN MEAL FUTR Jan20 |
SMF0 |
Agricultural |
-16.0000 |
($482,400.00) |
-1.09% |
| COFFEE 'C' FUTURE Mar20 |
KCH0 |
Agricultural |
-14.0000 |
($655,462.50) |
-1.49% |
| KC HRW WHEAT FUT Mar20 |
KWH0 |
Agricultural |
-35.0000 |
($762,125.00) |
-1.73% |
| COTTON NO.2 FUTR Mar20 |
CTH0 |
Agricultural |
-27.0000 |
($870,885.00) |
-1.97% |
| NY Harb ULSD Fut Jan20 |
HOF0 |
Energy |
-14.0000 |
($1,136,604.00) |
-2.58% |
| SUGAR #11 (WORLD) Mar20 |
SBH0 |
Agricultural |
-78.0000 |
($1,142,668.80) |
-2.59% |
| SOYBEAN FUTURE Jan20 |
S F0 |
Agricultural |
-34.0000 |
($1,503,225.00) |
-3.41% |
Cash and Collateral
| U.S. Treasury Bill, 0%, due 12/19/2019 |
912796SX8 |
7,000,000 |
$6,996,372.25 |
15.86% |
| US Dollar |
$USD |
6,574,050 |
$6,574,049.84 |
14.90% |
| U.S. Treasury Bill, 0%, due 12/12/2019 |
912796SW0 |
6,000,000 |
$5,998,543.98 |
13.60% |
| U.S. Treasury Bill, 0%, due 01/09/2020 |
912796TA7 |
6,000,000 |
$5,991,627.48 |
13.58% |
| U.S. Treasury Bill, 0%, due 02/13/2020 |
912796TF6 |
5,000,000 |
$4,985,589.05 |
11.30% |
| U.S. Treasury Bill, 0%, due 02/06/2020 |
912796TE9 |
4,000,000 |
$3,989,830.28 |
9.05% |
| U.S. Treasury Bill, 0%, due 01/23/2020 |
912796TC3 |
3,000,000 |
$2,994,090.00 |
6.79% |
| U.S. Treasury Bill, 0%, due 01/16/2020 |
912796TB5 |
2,000,000 |
$1,996,645.98 |
4.53% |
| U.S. Treasury Bill, 0%, due 01/30/2020 |
912796RY7 |
2,000,000 |
$1,995,477.78 |
4.52% |
| U.S. Treasury Bill, 0%, due 02/20/2020 |
912796TG4 |
1,000,000 |
$996,841.78 |
2.26% |
| U.S. Treasury Bill, 0%, due 04/16/2020 |
912796TR0 |
800,000 |
$795,606.85 |
1.80% |
| U.S. Treasury Bill, 0%, due 06/18/2020 |
912796SV2 |
800,000 |
$793,492.06 |
1.80% |
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.
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