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First Trust Alternative Absolute Return Strategy ETF (FAAR)
Holdings of the Fund as of 6/4/2026

Futures **
Security Name Identifier Classification Shares /
Contracts
Notional Value Weighting Descending sort
GASOLINE RBOB FUT Jul26 XBN6 Energy 137.0000 $17,482,378.20 9.69%
SOYBEAN MEAL FUTR Jul26 SMN6 Agricultural 528.0000 $16,563,360.00 9.18%
GOLD 100 OZ FUTR Aug26 GCQ6 Precious Metals 35.0000 $15,767,500.00 8.74%
BRENT CRUDE FUTR Aug26 COQ6 Energy 161.0000 $15,299,830.00 8.48%
SOYBEAN OIL FUTR Jul26 BON6 Agricultural 317.0000 $14,510,358.00 8.04%
LIVE CATTLE FUTR Aug26 LCQ6 Livestock 133.0000 $12,849,130.00 7.12%
LME PRI ALUM FUTR Sep26 LAU26 Industrial Metals 101.0000 $9,234,606.75 5.12%
SILVER FUTURE Jul26 SIN6 Precious Metals 25.0000 $9,246,375.00 5.12%
CATTLE FEEDER FUT Aug26 FCQ6 Livestock 50.0000 $8,834,375.00 4.89%
COFFEE 'C' FUTURE Sep26 KCU6 Agricultural 96.0000 $8,726,400.00 4.83%
LME ZINC FUTURE Sep26 LXU6 Industrial Metals 65.0000 $5,823,821.25 3.23%
SOYBEAN FUTURE Jul26 S N6 Agricultural 103.0000 $5,816,925.00 3.22%
NATURAL GAS FUTR Jul26 NGN26 Energy 172.0000 $5,737,920.00 3.18%
NY Harb ULSD Fut Jul26 HON6 Energy 34.0000 $5,246,186.40 2.91%
WTI CRUDE FUTURE Jul26 CLN6 Energy 45.0000 $4,186,800.00 2.32%
LME LEAD FUTURE Sep26 LLU6 Industrial Metals 62.0000 $3,137,603.00 1.74%
SOYBEAN OIL FUTR Dec26 BOZ6 Agricultural 65.0000 $2,817,750.00 1.56%
COPPER FUTURE Sep26 HGU6 Industrial Metals 17.0000 $2,802,875.00 1.55%
NATURAL GAS FUTR Aug26 NGQ26 Energy 58.0000 $1,954,600.00 1.08%
BRENT CRUDE FUTR Sep26 COU6 Energy 16.0000 $1,480,160.00 0.82%
SOYBEAN MEAL FUTR Dec26 SMZ6 Agricultural 45.0000 $1,409,850.00 0.78%
SOYBEAN FUTURE Nov26 S X6 Agricultural 16.0000 $913,200.00 0.51%
NY Harb ULSD Fut Aug26 HOQ6 Energy 5.0000 $760,410.00 0.42%
COPPER FUTURE Jul26 HGN6 Industrial Metals 4.0000 $653,500.00 0.36%
SUGAR #11 (WORLD) Oct26 SBV6 Agricultural -12.0000 ($197,971.20) -0.11%
WHEAT FUTURE(CBT) Sep26 W U6 Agricultural -8.0000 ($238,100.00) -0.13%
COCOA FUTURE Sep26 CCU6 Agricultural -11.0000 ($444,840.00) -0.25%
LME NICKEL FUTURE Sep26 LNU6 Industrial Metals -10.0000 ($1,123,189.80) -0.62%
KC HRW WHEAT FUT Sep26 KWU6 Agricultural -76.0000 ($2,401,600.00) -1.33%
CORN FUTURE Dec26 C Z6 Agricultural -107.0000 ($2,416,862.50) -1.34%
KC HRW WHEAT FUT Jul26 KWN6 Agricultural -80.0000 ($2,481,000.00) -1.37%
COTTON NO.2 FUTR Dec26 CTZ6 Agricultural -70.0000 ($2,747,150.00) -1.52%
COTTON NO.2 FUTR Jul26 CTN6 Agricultural -108.0000 ($4,044,060.00) -2.24%
COCOA FUTURE Jul26 CCN6 Agricultural -169.0000 ($6,700,850.00) -3.71%
Low Su Gasoil G Jul26 QSN6 Energy -69.0000 ($7,332,975.00) -4.06%
LEAN HOGS FUTURE Jul26 LHN6 Livestock -220.0000 ($8,940,800.00) -4.95%
WHEAT FUTURE(CBT) Jul26 W N6 Agricultural -315.0000 ($9,162,562.50) -5.08%
CORN FUTURE Jul26 C N6 Agricultural -506.0000 ($10,739,850.00) -5.95%
SUGAR #11 (WORLD) Jul26 SBN6 Agricultural -1,117.0000 ($17,852,340.80) -9.89%
Cash and Collateral
Security Name Identifier CUSIP Shares / Quantity Notional Value Weighting Descending sort
US Dollar $USD 95,929,628 $95,929,627.62 53.15%
U.S. Treasury Bill, 0%, due 06/16/2026 912797UA3 20,000,000 $19,978,030.60 11.07%
U.S. Treasury Bill, 0%, due 07/30/2026 912797TQ0 20,000,000 $19,889,648.60 11.02%
U.S. Treasury Bill, 0%, due 07/14/2026 912797UP0 15,000,000 $14,941,581.30 8.28%
U.S. Treasury Bill, 0%, due 08/18/2026 912797UU9 15,000,000 $14,888,559.90 8.25%
U.S. Treasury Bill, 0%, due 09/03/2026 912797RS8 15,000,000 $14,864,156.25 8.24%
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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