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First Trust Alternative Absolute Return Strategy ETF (FAAR)
Holdings of the Fund as of 9/24/2018 *

Futures **
Security Name Identifier Classification Shares /
Contracts
Notional Value Weighting Descending sort
BRENT CRUDE FUTR Dec18 COZ8 Energy 17.0000 $1,369,010.00 6.79%
SOYBEAN MEAL FUTR Dec18 SMZ8 Agricultural 24.0000 $738,000.00 3.66%
KC HRW WHEAT FUT Dec18 KWZ8 Agricultural 23.0000 $608,350.00 3.02%
GASOLINE RBOB FUT Dec18 XBZ8 Energy 7.0000 $596,526.00 2.96%
Low Su Gasoil G Dec18 QSZ8 Energy 8.0000 $558,800.00 2.77%
GASOLINE RBOB FUT Jan19 XBF9 Energy 5.0000 $425,712.00 2.11%
WTI CRUDE FUTURE Nov18 CLX8 Energy 5.0000 $360,400.00 1.79%
WTI CRUDE FUTURE Dec18 CLZ8 Energy 5.0000 $358,800.00 1.78%
PLATINUM FUTURE Jan19 PLF9 Metals 7.0000 $291,445.00 1.45%
WTI CRUDE FUTURE Jan19 CLF9 Energy 4.0000 $286,040.00 1.42%
COPPER FUTURE Dec18 HGZ8 Metals 4.0000 $283,600.00 1.41%
SILVER FUTURE Dec18 SIZ8 Metals 3.0000 $215,115.00 1.07%
LME ZINC FUTURE Dec18 LXZ8 Metals 3.0000 $192,525.00 0.96%
NY Harb ULSD Fut Dec18 HOZ8 Energy 2.0000 $192,729.60 0.96%
NY Harb ULSD Fut Jan19 HOF9 Energy 2.0000 $192,956.40 0.96%
GASOLINE RBOB FUT Nov18 XBX8 Energy 2.0000 $171,536.40 0.85%
GOLD 100 OZ FUTR Dec18 GCZ8 Metals 1.0000 $120,440.00 0.60%
LIVE CATTLE FUTR Dec18 LCZ8 Agricultural -1.0000 ($46,800.00) -0.23%
LEAN HOGS FUTURE Dec18 LHZ8 Agricultural -3.0000 ($68,370.00) -0.34%
LME LEAD FUTURE Dec18 LLZ8 Metals -3.0000 ($153,300.00) -0.76%
LME NICKEL FUTURE Dec18 LNZ8 Metals -2.0000 ($155,424.00) -0.77%
CATTLE FEEDER FUT Oct18 FCV8 Agricultural -2.0000 ($156,300.00) -0.78%
CATTLE FEEDER FUT Nov18 FCX8 Agricultural -3.0000 ($233,887.50) -1.16%
LME PRI ALUM FUTR Dec18 LAZ18 Metals -5.0000 ($258,750.00) -1.28%
NATURAL GAS FUTR Nov18 NGX18 Energy -14.0000 ($424,060.00) -2.10%
SOYBEAN FUTURE Nov18 S X8 Agricultural -14.0000 ($588,700.00) -2.92%
WHEAT FUTURE(CBT) Dec18 W Z8 Agricultural -23.0000 ($606,050.00) -3.01%
COCOA FUTURE Dec18 CCZ8 Agricultural -30.0000 ($670,500.00) -3.33%
SUGAR #11 (WORLD) Mar19 SBH9 Agricultural -62.0000 ($779,811.20) -3.87%
COTTON NO.2 FUTR Dec18 CTZ8 Agricultural -25.0000 ($982,250.00) -4.87%
LEAN HOGS FUTURE Oct18 LHV8 Agricultural -45.0000 ($1,098,000.00) -5.45%
CORN FUTURE Dec18 C Z8 Agricultural -62.0000 ($1,117,550.00) -5.55%
SOYBEAN OIL FUTR Dec18 BOZ8 Agricultural -66.0000 ($1,129,392.00) -5.60%
COFFEE 'C' FUTURE Dec18 KCZ8 Agricultural -57.0000 ($2,105,437.50) -10.45%
Cash and Collateral
Security Name Identifier Shares / Quantity Market Value Weighting Descending sort
US Dollar $USD 6,207,154 $6,207,153.99 30.80%
U.S. Treasury Bill, 0%, due 10/25/2018 912796QE2 3,000,000 $2,994,826.74 14.86%
U.S. Treasury Bill, 0%, due 01/10/2019 912796QS1 3,000,000 $2,980,505.94 14.79%
U.S. Treasury Bill, 0%, due 12/13/2018 912796QN2 2,500,000 $2,488,355.75 12.35%
U.S. Treasury Bill, 0%, due 11/15/2018 912796QJ1 1,500,000 $1,495,601.25 7.42%
U.S. Treasury Bill, 0%, due 10/11/2018 912796NZ8 1,000,000 $999,120.00 4.96%
U.S. Treasury Bill, 0%, due 12/06/2018 912796PE3 1,000,000 $995,777.50 4.94%
U.S. Treasury Bill, 0%, due 12/20/2018 912796QP7 1,000,000 $994,923.61 4.94%
U.S. Treasury Bill, 0%, due 11/01/2018 912796QF9 500,000 $498,948.46 2.48%
U.S. Treasury Bill, 0%, due 01/24/2019 912796QU6 500,000 $496,243.96 2.46%
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 and the Internal Revenue Code. First Trust has no knowledge of and has not been provided any information regarding any investor. Financial advisors must determine whether particular investments are appropriate for their clients. First Trust believes the financial advisor is a fiduciary, is capable of evaluating investment risks independently and is responsible for exercising independent judgment with respect to its retirement plan clients.
First Trust Portfolios L.P.  Member SIPC and FINRA.
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