{"ticker":"FAAR","name":"First Trust Alternative Absolute Return Strategy ETF","page_url":null,"cite_as":"TickerInside, First Trust Alternative Absolute Return Strategy ETF (FAAR), holdings and contracts from SEC Form N-PORT for the period ended 2026-06-30, filed 2026-08-21, https://tickerinside.com/api/v1/etf/faar.json, CC BY 4.0","cite_html":"<a href=\"https://tickerinside.com/api/v1/etf/faar.json\">TickerInside</a> (https://tickerinside.com/api/v1/etf/faar.json)","identifiers":{"asset_type":"etf","exchange":"Nasdaq","composite_figi":"BBG00CW1P7N7","share_class_figi":"BBG00CW1P7P5","cik":"0001561785","series_id":"S000053488","class_id":"C000168150"},"source_layer":"sec_nport_derivatives","category":{"id":"managed-futures","label":"Managed Futures","group":"alternative","group_label":"Alternatives","asset_class":"derivative_based","rule":"In its filing for 2026-06-30, its futures are long and short across 3 asset classes.","basis":"contracts","as_of":"2026-06-30","facets":{},"measured":{},"method":"https://tickerinside.com/etf/category/"},"as_of":null,"holdings_as_of":"2026-06-30","report_date":"2026-06-30","filed":"2026-08-21","filing_url":"https://www.sec.gov/Archives/edgar/data/1561785/000094040026033062/","net_assets":178238517,"multi_class":false,"stock_pct":0.0,"unmapped_pct":0.0,"abroad":[],"expense_ratio":0.98,"expense_ratio_gross":0.98,"expense_ratio_source":"sec_filing","expense_ratio_as_of":"2026-04-30","expense_ratio_filing_url":"https://www.sec.gov/Archives/edgar/data/1561785/000144554626003188/","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":26,"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 2026-06-30, FAAR held money market funds (57.6%) and US Treasury notes and bonds (36.3%), as percent of net assets. It carried futures on Soybean Oil Futures, ,ETH (10.8% long), Sugar No. 11 Futures - NYCC, (10.5% short) and Corn Futures, ,ETH (9.3% short), and 22 more underlyings, as notional exposure in percent of net assets.","composition":[{"kind":"money_market_funds","label":"Money market funds","pct":57.58},{"kind":"treasury_notes_and_bonds","label":"US Treasury notes and bonds","pct":36.33}],"derivatives":[{"instrument":"future","description":"futures","underlying":"Soybean Oil Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","direction":"long","notional_pct":10.7998,"value_pct":-0.8784,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-12-14","expires_last":"2026-12-14"},{"instrument":"future","description":"futures","underlying":"Sugar No. 11 Futures - NYCC,","underlying_ticker":null,"underlying_kind":"commodity","direction":"short","notional_pct":10.4999,"value_pct":-0.1256,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-09-30","expires_last":"2026-09-30"},{"instrument":"future","description":"futures","underlying":"Corn Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","direction":"short","notional_pct":9.3459,"value_pct":0.2951,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-12-14","expires_last":"2026-12-14"},{"instrument":"future","description":"futures","underlying":"RBOB Gasoline Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","direction":"long","notional_pct":8.5321,"value_pct":-0.2098,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-07-31","expires_last":"2026-07-31"},{"instrument":"future","description":"futures","underlying":"Cotton No. 2 Futures - NYCC,","underlying_ticker":null,"underlying_kind":"commodity","direction":"short","notional_pct":7.0133,"value_pct":0.0976,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-12-08","expires_last":"2026-12-08"},{"instrument":"future","description":"futures","underlying":null,"underlying_ticker":"GOLD","underlying_kind":"stock","direction":"long","notional_pct":6.81,"value_pct":-0.6923,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-08-27","expires_last":"2026-08-27"},{"instrument":"future","description":"futures","underlying":"Brent Crude Futures - North Sea,","underlying_ticker":null,"underlying_kind":"commodity","direction":"long","notional_pct":6.2426,"value_pct":-1.2903,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-07-31","expires_last":"2026-07-31"},{"instrument":"future","description":"futures","underlying":"Henry Hub Natural Gas Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","direction":"long","notional_pct":6.1456,"value_pct":-0.0086,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-07-29","expires_last":"2026-07-29"},{"instrument":"future","description":"futures","underlying":"NY Harbor ULSD Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","direction":"long","notional_pct":5.8412,"value_pct":-0.2105,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-07-31","expires_last":"2026-07-31"},{"instrument":"future","description":"futures","underlying":"Lean Hog Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","direction":"short","notional_pct":5.7464,"value_pct":-0.0936,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-08-18","expires_last":"2026-08-18"},{"instrument":"future","description":"futures","underlying":"Chicago SRW Wheat Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","direction":"short","notional_pct":5.314,"value_pct":0.074,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-09-14","expires_last":"2026-09-14"},{"instrument":"future","description":"futures","underlying":"Primary Aluminium future composite","underlying_ticker":null,"underlying_kind":"commodity","direction":"long","notional_pct":4.7324,"value_pct":-0.7064,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-09-16","expires_last":"2026-09-16"},{"instrument":"future","description":"futures","underlying":"Live Cattle Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","direction":"long","notional_pct":4.2416,"value_pct":0.0019,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-08-31","expires_last":"2026-08-31"},{"instrument":"future","description":"futures","underlying":"LS Gas Oil Futures - ULSD-ARA,","underlying_ticker":null,"underlying_kind":"commodity","direction":"short","notional_pct":4.1489,"value_pct":-0.2978,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-08-12","expires_last":"2026-08-12"},{"instrument":"future","description":"futures","underlying":"Silver","underlying_ticker":null,"underlying_kind":"commodity","direction":"long","notional_pct":3.9511,"value_pct":-0.4211,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-09-28","expires_last":"2026-09-28"},{"instrument":"future","description":"futures","underlying":"KC HRW Wheat Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","direction":"short","notional_pct":2.9806,"value_pct":0.034,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-09-14","expires_last":"2026-09-14"},{"instrument":"future","description":"futures","underlying":null,"underlying_ticker":"JVA","underlying_kind":"stock","direction":"long","notional_pct":2.9639,"value_pct":0.4041,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-09-18","expires_last":"2026-09-18"},{"instrument":"future","description":"futures","underlying":"Feeder Cattle Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","direction":"long","notional_pct":2.6137,"value_pct":0.0456,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-08-28","expires_last":"2026-08-28"},{"instrument":"future","description":"futures","underlying":"Lead future composite","underlying_ticker":null,"underlying_kind":"other","direction":"short","notional_pct":2.3388,"value_pct":0.0864,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-09-16","expires_last":"2026-09-16"},{"instrument":"future","description":"futures","underlying":"Copper","underlying_ticker":null,"underlying_kind":"commodity","direction":"long","notional_pct":2.0172,"value_pct":-0.0874,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-09-28","expires_last":"2026-09-28"},{"instrument":"future","description":"futures","underlying":"Crude Oil Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","direction":"long","notional_pct":1.7298,"value_pct":-0.3651,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-07-21","expires_last":"2026-07-21"},{"instrument":"future","description":"futures","underlying":"Cocoa Futures - NYCC,","underlying_ticker":null,"underlying_kind":"commodity","direction":"short","notional_pct":1.5379,"value_pct":-0.4849,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-09-15","expires_last":"2026-09-15"},{"instrument":"future","description":"futures","underlying":"Nickel future composite","underlying_ticker":null,"underlying_kind":"commodity","direction":"short","notional_pct":1.2981,"value_pct":0.1489,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-09-16","expires_last":"2026-09-16"},{"instrument":"future","description":"futures","underlying":"Soybean Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","direction":"short","notional_pct":1.2417,"value_pct":-0.0096,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-11-13","expires_last":"2026-11-13"},{"instrument":"future","description":"futures","underlying":"Soybean Meal Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","direction":"long","notional_pct":1.1199,"value_pct":-0.0146,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-12-14","expires_last":"2026-12-14"},{"instrument":"future","description":"futures","underlying":"Zinc future composite","underlying_ticker":null,"underlying_kind":"commodity","direction":"long","notional_pct":1.0402,"value_pct":0.0109,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-09-15","expires_last":"2026-09-15"}],"underlyings":[{"underlying":"Soybean Oil Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","long_pct":10.8,"short_pct":0.0,"options":{},"instruments":["future"],"complete":true,"net_pct":10.8},{"underlying":"Sugar No. 11 Futures - NYCC,","underlying_ticker":null,"underlying_kind":"commodity","long_pct":0.0,"short_pct":10.5,"options":{},"instruments":["future"],"complete":true,"net_pct":-10.5},{"underlying":"Corn Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","long_pct":0.0,"short_pct":9.35,"options":{},"instruments":["future"],"complete":true,"net_pct":-9.35},{"underlying":"RBOB Gasoline Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","long_pct":8.53,"short_pct":0.0,"options":{},"instruments":["future"],"complete":true,"net_pct":8.53},{"underlying":"Cotton No. 2 Futures - NYCC,","underlying_ticker":null,"underlying_kind":"commodity","long_pct":0.0,"short_pct":7.01,"options":{},"instruments":["future"],"complete":true,"net_pct":-7.01},{"underlying":null,"underlying_ticker":"GOLD","underlying_kind":"stock","long_pct":6.81,"short_pct":0.0,"options":{},"instruments":["future"],"complete":true,"net_pct":6.81},{"underlying":"Brent Crude Futures - North Sea,","underlying_ticker":null,"underlying_kind":"commodity","long_pct":6.24,"short_pct":0.0,"options":{},"instruments":["future"],"complete":true,"net_pct":6.24},{"underlying":"Henry Hub Natural Gas Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","long_pct":6.15,"short_pct":0.0,"options":{},"instruments":["future"],"complete":true,"net_pct":6.15},{"underlying":"NY Harbor ULSD Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","long_pct":5.84,"short_pct":0.0,"options":{},"instruments":["future"],"complete":true,"net_pct":5.84},{"underlying":"Lean Hog Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","long_pct":0.0,"short_pct":5.75,"options":{},"instruments":["future"],"complete":true,"net_pct":-5.75},{"underlying":"Chicago SRW Wheat Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","long_pct":0.0,"short_pct":5.31,"options":{},"instruments":["future"],"complete":true,"net_pct":-5.31},{"underlying":"Primary Aluminium future composite","underlying_ticker":null,"underlying_kind":"commodity","long_pct":4.73,"short_pct":0.0,"options":{},"instruments":["future"],"complete":true,"net_pct":4.73},{"underlying":"Live Cattle Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","long_pct":4.24,"short_pct":0.0,"options":{},"instruments":["future"],"complete":true,"net_pct":4.24},{"underlying":"LS Gas Oil Futures - ULSD-ARA,","underlying_ticker":null,"underlying_kind":"commodity","long_pct":0.0,"short_pct":4.15,"options":{},"instruments":["future"],"complete":true,"net_pct":-4.15},{"underlying":"Silver","underlying_ticker":null,"underlying_kind":"commodity","long_pct":3.95,"short_pct":0.0,"options":{},"instruments":["future"],"complete":true,"net_pct":3.95},{"underlying":"KC HRW Wheat Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","long_pct":0.0,"short_pct":2.98,"options":{},"instruments":["future"],"complete":true,"net_pct":-2.98},{"underlying":null,"underlying_ticker":"JVA","underlying_kind":"stock","long_pct":2.96,"short_pct":0.0,"options":{},"instruments":["future"],"complete":true,"net_pct":2.96},{"underlying":"Feeder Cattle Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","long_pct":2.61,"short_pct":0.0,"options":{},"instruments":["future"],"complete":true,"net_pct":2.61},{"underlying":"Copper","underlying_ticker":null,"underlying_kind":"commodity","long_pct":2.02,"short_pct":0.0,"options":{},"instruments":["future"],"complete":true,"net_pct":2.02},{"underlying":"Crude Oil Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","long_pct":1.73,"short_pct":0.0,"options":{},"instruments":["future"],"complete":true,"net_pct":1.73},{"underlying":"Cocoa Futures - NYCC,","underlying_ticker":null,"underlying_kind":"commodity","long_pct":0.0,"short_pct":1.54,"options":{},"instruments":["future"],"complete":true,"net_pct":-1.54},{"underlying":"Nickel future composite","underlying_ticker":null,"underlying_kind":"commodity","long_pct":0.0,"short_pct":1.3,"options":{},"instruments":["future"],"complete":true,"net_pct":-1.3},{"underlying":"Soybean Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","long_pct":0.0,"short_pct":1.24,"options":{},"instruments":["future"],"complete":true,"net_pct":-1.24},{"underlying":"Soybean Meal Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","long_pct":1.12,"short_pct":0.0,"options":{},"instruments":["future"],"complete":true,"net_pct":1.12},{"underlying":"Zinc future composite","underlying_ticker":null,"underlying_kind":"commodity","long_pct":1.04,"short_pct":0.0,"options":{},"instruments":["future"],"complete":true,"net_pct":1.04}],"exposure":{"stocks_pct":0.0,"swaps_futures_long_pct":68.78,"swaps_futures_short_pct":49.13,"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"}