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Szilárd's information engine is a canonical example in the field of thermodynamics of information. We realize experimentally a macroscopic many-particle Szilárd engine that consists of active particles and use it to lift a mass against gravity. We show that the extractable work per cycle increases when the raised weight is changed more gradually during the process. Interestingly, we find that the ideal extractable work grows with the number of particles due to giant number fluctuations. This is in contrast to the calculated behavior of a similar engine operating on thermal particles.