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First Trust Alternative Absolute Return Strategy ETF (FAAR)
Holdings of the Fund as of 1/14/2026

Futures **
Security Name Identifier Classification Shares /
Contracts
Notional Value Weighting Descending sort
GASOLINE RBOB FUT Mar26 XBH6 Energy 178.0000 $13,909,098.00 10.39%
BRENT CRUDE FUTR Apr26 COJ6 Energy 204.0000 $13,429,320.00 10.03%
COFFEE 'C' FUTURE Mar26 KCH6 Agricultural 99.0000 $13,216,500.00 9.87%
GOLD 100 OZ FUTR Apr26 GCJ6 Precious Metals 21.0000 $9,807,210.00 7.32%
LME ZINC FUTURE Mar26 LXH6 Industrial Metals 119.0000 $9,728,547.50 7.27%
Low Su Gasoil G Feb26 QSG6 Energy 125.0000 $8,240,625.00 6.15%
CATTLE FEEDER FUT Mar26 FCH6 Livestock 36.0000 $6,474,600.00 4.84%
WTI CRUDE FUTURE Mar26 CLH6 Energy 95.0000 $5,878,600.00 4.39%
LIVE CATTLE FUTR Feb26 LCG6 Livestock 60.0000 $5,643,600.00 4.22%
SILVER FUTURE Mar26 SIH6 Precious Metals 10.0000 $4,569,250.00 3.41%
LME PRI ALUM FUTR Mar26 LAH26 Industrial Metals 49.0000 $3,898,072.50 2.91%
CORN FUTURE Mar26 C H6 Agricultural 172.0000 $3,629,200.00 2.71%
LEAN HOGS FUTURE Feb26 LHG6 Livestock 74.0000 $2,536,720.00 1.89%
SUGAR #11 (WORLD) Mar26 SBH6 Agricultural 144.0000 $2,367,590.40 1.77%
NY Harb ULSD Fut Mar26 HOH6 Energy 21.0000 $2,001,963.60 1.50%
SOYBEAN MEAL FUTR Mar26 SMH6 Agricultural 56.0000 $1,634,640.00 1.22%
LME LEAD FUTURE Mar26 LLH6 Industrial Metals -8.0000 ($414,184.00) -0.31%
NATURAL GAS FUTR Mar26 NGH26 Energy -27.0000 ($734,130.00) -0.55%
SOYBEAN OIL FUTR Mar26 BOH6 Agricultural -27.0000 ($825,876.00) -0.62%
COPPER FUTURE Mar26 HGH6 Industrial Metals -6.0000 ($908,325.00) -0.68%
SOYBEAN FUTURE Mar26 S H6 Agricultural -23.0000 ($1,198,875.00) -0.90%
LME NICKEL FUTURE Mar26 LNH6 Industrial Metals -25.0000 ($2,795,901.00) -2.09%
WHEAT FUTURE(CBT) Mar26 W H6 Agricultural -121.0000 ($3,100,625.00) -2.32%
COCOA FUTURE Mar26 CCH6 Agricultural -104.0000 ($5,293,600.00) -3.95%
KC HRW WHEAT FUT Mar26 KWH6 Agricultural -310.0000 ($8,094,875.00) -6.05%
COTTON NO.2 FUTR Mar26 CTH6 Agricultural -269.0000 ($8,741,155.00) -6.53%
Cash and Collateral
Security Name Identifier CUSIP Shares / Quantity Notional Value Weighting Descending sort
US Dollar $USD 74,096,665 $74,096,664.71 55.34%
U.S. Treasury Note, 0.75%, due 03/31/2026 91282CBT7 16,000,000 $15,906,127.52 11.88%
U.S. Treasury Bill, 0%, due 02/19/2026 912797PM3 15,000,000 $14,947,791.60 11.16%
U.S. Treasury Bill, 0%, due 02/03/2026 912797SJ7 12,000,000 $11,977,437.48 8.95%
U.S. Treasury Bill, 0%, due 02/12/2026 912797RT6 12,000,000 $11,966,773.32 8.94%
U.S. Treasury Bill, 0%, due 01/22/2026 912797PD3 5,000,000 $4,996,548.60 3.73%
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.


 
The information presented is not intended to constitute an investment recommendation for, or advice to, any specific person. By providing this information, First Trust is not undertaking to give advice in any fiduciary capacity within the meaning of ERISA, the Internal Revenue Code or any other regulatory framework. Financial professionals are responsible for evaluating investment risks independently and for exercising independent judgment in determining whether investments are appropriate for their clients.
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