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First Trust Alternative Absolute Return Strategy ETF (FAAR)
Holdings of the Fund as of 4/21/2026

Futures **
Security Name Identifier Classification Shares /
Contracts
Notional Value Weighting Descending sort
GOLD 100 OZ FUTR Jun26 GCM6 Precious Metals 34.0000 $16,046,640.00 9.85%
COFFEE 'C' FUTURE Jul26 KCN6 Agricultural 147.0000 $15,581,081.25 9.56%
SOYBEAN MEAL FUTR Jul26 SMN6 Agricultural 472.0000 $15,160,640.00 9.31%
GASOLINE RBOB FUT Jun26 XBM6 Energy 104.0000 $13,664,414.40 8.39%
BRENT CRUDE FUTR Jul26 CON6 Energy 144.0000 $13,426,560.00 8.24%
CATTLE FEEDER FUT May26 FCK6 Livestock 62.0000 $11,115,050.00 6.82%
SOYBEAN OIL FUTR Jul26 BON6 Agricultural 237.0000 $10,188,630.00 6.25%
SOYBEAN FUTURE Jul26 S N6 Agricultural 143.0000 $8,510,287.50 5.22%
NY Harb ULSD Fut Jun26 HOM6 Energy 52.0000 $7,940,805.60 4.87%
LME PRI ALUM FUTR Jun26 LAM26 Industrial Metals 86.0000 $7,701,192.50 4.73%
LIVE CATTLE FUTR Jun26 LCM6 Livestock 46.0000 $4,481,320.00 2.75%
LME ZINC FUTURE Jun26 LXM6 Industrial Metals 47.0000 $4,071,657.00 2.50%
NATURAL GAS FUTR Jun26 NGM26 Energy 119.0000 $3,381,980.00 2.08%
SILVER FUTURE Jul26 SIN6 Precious Metals 7.0000 $2,696,540.00 1.66%
LME LEAD FUTURE Jun26 LLM6 Industrial Metals 32.0000 $1,569,176.00 0.96%
WTI CRUDE FUTURE Jun26 CLM6 Energy -9.0000 ($807,030.00) -0.50%
WHEAT FUTURE(CBT) Jul26 W N6 Agricultural -93.0000 ($2,849,287.50) -1.75%
LEAN HOGS FUTURE Jun26 LHM6 Livestock -85.0000 ($3,508,800.00) -2.15%
KC HRW WHEAT FUT Jul26 KWN6 Agricultural -139.0000 ($4,557,462.50) -2.80%
Low Su Gasoil G May26 QSK6 Energy -42.0000 ($4,725,000.00) -2.90%
LME NICKEL FUTURE Jun26 LNM6 Industrial Metals -44.0000 ($4,792,975.44) -2.94%
CORN FUTURE Jul26 C N6 Agricultural -241.0000 ($5,567,100.00) -3.42%
COCOA FUTURE Jul26 CCN6 Agricultural -195.0000 ($6,450,600.00) -3.96%
COTTON NO.2 FUTR Jul26 CTN6 Agricultural -273.0000 ($11,037,390.00) -6.78%
SUGAR #11 (WORLD) Jul26 SBN6 Agricultural -754.0000 ($11,586,265.60) -7.11%
Cash and Collateral
Security Name Identifier CUSIP Shares / Quantity Notional Value Weighting Descending sort
US Dollar $USD 83,246,324 $83,246,323.77 51.10%
U.S. Treasury Bill, 0%, due 06/16/2026 912797UA3 20,000,000 $19,889,686.80 12.21%
U.S. Treasury Bill, 0%, due 04/30/2026 912797SN8 15,000,000 $14,988,055.50 9.20%
U.S. Treasury Bill, 0%, due 05/14/2026 912797QN0 15,000,000 $14,967,206.25 9.19%
U.S. Treasury Bill, 0%, due 06/02/2026 912797TU1 15,000,000 $14,938,518.15 9.17%
U.S. Treasury Bill, 0%, due 07/14/2026 912797UP0 15,000,000 $14,876,103.45 9.13%
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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