{"ticker":"CAAA","name":"First Trust AAA CMBS ETF","page_url":null,"cite_as":"TickerInside, First Trust AAA CMBS ETF (CAAA), holdings and contracts from SEC Form N-PORT for the period ended 2026-07-31, filed 2026-09-22, https://tickerinside.com/api/v1/etf/caaa.json, CC BY 4.0","cite_html":"<a href=\"https://tickerinside.com/api/v1/etf/caaa.json\">TickerInside</a> (https://tickerinside.com/api/v1/etf/caaa.json)","identifiers":{"asset_type":"etf","exchange":"NYSE Arca","composite_figi":"BBG01LPWBDS3","share_class_figi":"BBG01LPWBFM4","cik":"0001517936","series_id":"S000084026","class_id":"C000248162"},"source_layer":"sec_nport_derivatives","category":{"id":"securitized","label":"Securitized Bonds","group":"bond","group_label":"Bonds","asset_class":"bond","rule":"In its file of 2026-07-31, 100% of its debt is asset-backed, mortgage and collateralized debt; its filing gives no duration.","basis":"holdings","as_of":"2026-07-31","facets":{},"measured":{},"method":"https://tickerinside.com/etf/category/"},"as_of":null,"holdings_as_of":"2026-07-31","report_date":"2026-07-31","filed":"2026-09-22","filing_url":"https://www.sec.gov/Archives/edgar/data/1517936/000094040026037841/","net_assets":35204592,"multi_class":false,"stock_pct":0.0,"unmapped_pct":0.0,"abroad":[],"expense_ratio":0.46,"expense_ratio_gross":0.46,"expense_ratio_source":"sec_filing","expense_ratio_as_of":"2025-11-28","expense_ratio_filing_url":"https://www.sec.gov/Archives/edgar/data/1517936/000144554625007858/","yield":null,"aum_b":null,"aum_source":null,"aum_date":null,"etf_class_net_assets_b":null,"etf_class_net_assets_as_of":null,"derivative_positions":5,"vol":null,"beta":null,"mdd3":null,"r1":null,"r3":null,"r5":null,"last_close":null,"last_close_date":null,"day_change_pct":null,"high_52w":null,"low_52w":null,"currency":null,"held_outright":{},"summary":"On 2026-07-31, CAAA held asset-backed securities (96.2%), money market funds (2.0%) and agency mortgage-backed securities (1.6%), as percent of net assets. It carried futures on 2-Year T-Note Futures, ,ETH (27.0% long), 10-Year T-Note Futures, ,ETH (7.8% long) and 5-Year T-Note Futures, ,ETH (4.5% long), and 2 more underlyings, as notional exposure in percent of net assets.","composition":[{"kind":"asset_backed","label":"Asset-backed securities","pct":96.22},{"kind":"money_market_funds","label":"Money market funds","pct":2.01},{"kind":"agency_mortgage_pools","label":"Agency mortgage-backed securities","pct":1.57}],"derivatives":[{"instrument":"future","description":"futures","underlying":"2-Year T-Note Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","direction":"long","notional_pct":26.9597,"value_pct":-0.0938,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-09-30","expires_last":"2026-09-30"},{"instrument":"future","description":"futures","underlying":"10-Year T-Note Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","direction":"long","notional_pct":7.7708,"value_pct":-0.1014,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-09-21","expires_last":"2026-09-21"},{"instrument":"future","description":"futures","underlying":"5-Year T-Note Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","direction":"long","notional_pct":4.5408,"value_pct":-0.0254,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-09-30","expires_last":"2026-09-30"},{"instrument":"future","description":"futures","underlying":"Ultra 10-Year U.S. Treasury Note Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","direction":"long","notional_pct":2.2235,"value_pct":-0.0422,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-09-21","expires_last":"2026-09-21"},{"instrument":"future","description":"futures","underlying":"U.S. Treasury Bond Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","direction":"short","notional_pct":0.3224,"value_pct":0.0147,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-09-21","expires_last":"2026-09-21"}],"underlyings":[{"underlying":"2-Year T-Note Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","long_pct":26.96,"short_pct":0.0,"options":{},"instruments":["future"],"complete":true,"net_pct":26.96},{"underlying":"10-Year T-Note Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","long_pct":7.77,"short_pct":0.0,"options":{},"instruments":["future"],"complete":true,"net_pct":7.77},{"underlying":"5-Year T-Note Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","long_pct":4.54,"short_pct":0.0,"options":{},"instruments":["future"],"complete":true,"net_pct":4.54},{"underlying":"Ultra 10-Year U.S. Treasury Note Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","long_pct":2.22,"short_pct":0.0,"options":{},"instruments":["future"],"complete":true,"net_pct":2.22},{"underlying":"U.S. Treasury Bond Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","long_pct":0.0,"short_pct":0.32,"options":{},"instruments":["future"],"complete":true,"net_pct":-0.32}],"exposure":{"stocks_pct":0.0,"swaps_futures_long_pct":41.49,"swaps_futures_short_pct":0.32,"options_notional_pct":0,"complete":true,"long_exposure_pct":null},"exposure_notes":[],"weekly":null,"weeks_end":null,"license":"CC BY 4.0","attribution":"Credit TickerInside with a link to the page the figure comes from (cite_as gives it) wherever the medium allows a link, and by name where it does not. How you mark the link is up to you.","source":"https://tickerinside.com/api/#derivative-funds"}