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First Trust Alternative Absolute Return Strategy ETF (FAAR)
Holdings of the Fund as of 11/17/2025

Futures **
Security Name Identifier Classification Shares /
Contracts
Notional Value Weighting Descending sort
Low Su Gasoil G Dec25 QSZ5 Energy 173.0000 $12,866,875.00 9.95%
GASOLINE RBOB FUT Jan26 XBF6 Energy 160.0000 $12,859,392.00 9.94%
LME ZINC FUTURE Dec25 LXZ5 Industrial Metals 170.0000 $12,829,772.50 9.92%
COFFEE 'C' FUTURE Mar26 KCH6 Agricultural 87.0000 $12,286,575.00 9.50%
NY Harb ULSD Fut Jan26 HOF6 Energy 100.0000 $10,484,460.00 8.11%
LIVE CATTLE FUTR Feb26 LCG6 Livestock 103.0000 $9,137,130.00 7.07%
BRENT CRUDE FUTR Feb26 COG6 Energy 143.0000 $9,117,680.00 7.05%
GOLD 100 OZ FUTR Feb26 GCG6 Precious Metals 21.0000 $8,630,580.00 6.67%
SUGAR #11 (WORLD) Mar26 SBH6 Agricultural 336.0000 $5,569,536.00 4.31%
SILVER FUTURE Mar26 SIH6 Precious Metals 21.0000 $5,391,015.00 4.17%
LEAN HOGS FUTURE Dec25 LHZ5 Livestock 117.0000 $3,677,310.00 2.84%
SOYBEAN FUTURE Jan26 S F6 Agricultural 60.0000 $3,471,750.00 2.68%
CATTLE FEEDER FUT Jan26 FCF6 Livestock 20.0000 $3,262,750.00 2.52%
COPPER FUTURE Mar26 HGH6 Industrial Metals 22.0000 $2,797,575.00 2.16%
LME NICKEL FUTURE Dec25 LNZ5 Industrial Metals 11.0000 $957,885.72 0.74%
LME LEAD FUTURE Dec25 LLZ5 Industrial Metals 10.0000 $503,370.00 0.39%
SOYBEAN MEAL FUTR Jan26 SMF6 Agricultural 6.0000 $199,560.00 0.15%
WTI CRUDE FUTURE Jan26 CLF6 Energy -24.0000 ($1,436,640.00) -1.11%
COCOA FUTURE Mar26 CCH6 Agricultural -55.0000 ($2,989,800.00) -2.31%
NATURAL GAS FUTR Jan26 NGF26 Energy -67.0000 ($3,077,310.00) -2.38%
CORN FUTURE Mar26 C H6 Agricultural -160.0000 ($3,584,000.00) -2.77%
WHEAT FUTURE(CBT) Mar26 W H6 Agricultural -141.0000 ($3,937,425.00) -3.05%
SOYBEAN OIL FUTR Jan26 BOF6 Agricultural -252.0000 ($7,783,776.00) -6.02%
COTTON NO.2 FUTR Mar26 CTH6 Agricultural -335.0000 ($10,730,050.00) -8.30%
KC HRW WHEAT FUT Mar26 KWH6 Agricultural -481.0000 ($13,101,237.50) -10.13%
Cash and Collateral
Security Name Identifier CUSIP Shares / Quantity Notional Value Weighting Descending sort
US Dollar $USD 52,707,158 $52,707,157.97 40.76%
U.S. Treasury Note, 0.375%, due 11/30/2025 91282CAZ4 24,000,000 $23,971,270.32 18.54%
U.S. Treasury Note, 0.75%, due 03/31/2026 91282CBT7 16,000,000 $15,823,176.80 12.24%
U.S. Treasury Bill, 0%, due 02/12/2026 912797RT6 12,000,000 $11,891,640.00 9.20%
U.S. Treasury Bill, 0%, due 12/11/2025 912797QY6 10,000,000 $9,975,428.30 7.71%
U.S. Treasury Bill, 0%, due 01/13/2026 912797SF5 10,000,000 $9,940,266.70 7.69%
U.S. Treasury Bill, 0%, due 11/20/2025 912797QR1 5,000,000 $4,998,940.20 3.87%
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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