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First Trust Alternative Absolute Return Strategy ETF (FAAR)
Holdings of the Fund as of 11/21/2019 *

Futures **
Security Name Identifier Classification Shares /
Contracts
Notional Value Weighting Descending sort
LIVE CATTLE FUTR Dec19 LCZ9 Agricultural 65.0000 $3,102,450.00 6.96%
GOLD 100 OZ FUTR Feb20 GCG0 Metals 16.0000 $2,352,800.00 5.28%
CATTLE FEEDER FUT Jan20 FCF0 Agricultural 24.0000 $1,711,200.00 3.84%
SOYBEAN OIL FUTR Jan20 BOF0 Agricultural 90.0000 $1,667,520.00 3.74%
PLATINUM FUTURE Jan20 PLF0 Metals 32.0000 $1,468,000.00 3.29%
WHEAT FUTURE(CBT) Mar20 W H0 Agricultural 44.0000 $1,126,400.00 2.53%
SILVER FUTURE Mar20 SIH0 Metals 13.0000 $1,118,715.00 2.51%
LME ZINC FUTURE Dec19 LXZ9 Metals 18.0000 $1,041,750.00 2.34%
GASOLINE RBOB FUT Jan20 XBF0 Energy 13.0000 $927,271.80 2.08%
COCOA FUTURE Mar20 CCH0 Agricultural 35.0000 $924,700.00 2.07%
GASOLINE RBOB FUT Feb20 XBG0 Energy 11.0000 $782,951.40 1.76%
GASOLINE RBOB FUT Mar20 XBH0 Energy 9.0000 $643,356.00 1.44%
BRENT CRUDE FUTR Feb20 COG0 Energy 10.0000 $629,400.00 1.41%
BRENT CRUDE FUTR Apr20 COJ0 Energy 10.0000 $616,600.00 1.38%
LME LEAD FUTURE Dec19 LLZ9 Metals 12.0000 $586,200.00 1.31%
BRENT CRUDE FUTR Mar20 COH0 Energy 9.0000 $559,710.00 1.25%
NATURAL GAS FUTR Jan20 NGF20 Energy 18.0000 $471,960.00 1.06%
COPPER FUTURE Mar20 HGH0 Metals 7.0000 $461,300.00 1.03%
SOYBEAN MEAL FUTR Jan20 SMF0 Agricultural 10.0000 $303,200.00 0.68%
LME NICKEL FUTURE Dec19 LNZ9 Metals 3.0000 $260,235.00 0.58%
LME ZINC FUTURE Mar20 LXH0 Metals 3.0000 $171,562.50 0.38%
SOYBEAN FUTURE Jan20 S F0 Agricultural 3.0000 $135,150.00 0.30%
LME PRI ALUM FUTR Dec19 LAZ19 Metals 1.0000 $43,537.50 0.10%
SUGAR #11 (WORLD) Mar20 SBH0 Agricultural -31.0000 ($437,819.20) -0.98%
NY Harb ULSD Fut Jan20 HOF0 Energy -8.0000 ($652,881.60) -1.46%
KC HRW WHEAT FUT Mar20 KWH0 Agricultural -32.0000 ($685,600.00) -1.54%
WTI CRUDE FUTURE Jan20 CLF0 Energy -12.0000 ($702,960.00) -1.58%
COTTON NO.2 FUTR Mar20 CTH0 Agricultural -27.0000 ($864,135.00) -1.94%
CORN FUTURE Mar20 C H0 Agricultural -46.0000 ($871,700.00) -1.95%
COFFEE 'C' FUTURE Mar20 KCH0 Agricultural -40.0000 ($1,743,750.00) -3.91%
Cash and Collateral
Security Name Identifier Shares / Quantity Market Value Weighting Descending sort
US Dollar $USD 7,062,439 $7,062,438.84 15.83%
U.S. Treasury Bill, 0%, due 12/19/2019 912796SX8 7,000,000 $6,992,504.33 15.68%
U.S. Treasury Bill, 0%, due 12/12/2019 912796SW0 6,000,000 $5,995,061.64 13.44%
U.S. Treasury Bill, 0%, due 01/09/2020 912796TA7 6,000,000 $5,987,808.00 13.43%
U.S. Treasury Bill, 0%, due 11/26/2019 912796WF2 5,000,000 $4,999,186.10 11.21%
U.S. Treasury Bill, 0%, due 12/05/2019 912796RN1 4,000,000 $3,997,923.60 8.96%
U.S. Treasury Bill, 0%, due 01/23/2020 912796TC3 3,000,000 $2,992,128.57 6.71%
U.S. Treasury Bill, 0%, due 01/16/2020 912796TB5 2,000,000 $1,995,385.60 4.47%
U.S. Treasury Bill, 0%, due 01/30/2020 912796RY7 2,000,000 $1,994,124.46 4.47%
U.S. Treasury Bill, 0%, due 02/20/2020 912796TG4 1,000,000 $996,164.17 2.23%
U.S. Treasury Bill, 0%, due 04/16/2020 912796TR0 800,000 $795,039.25 1.78%
U.S. Treasury Bill, 0%, due 06/18/2020 912796SV2 800,000 $792,894.00 1.78%
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 advisors 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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