First Trust Alternative Absolute Return Strategy ETF (FAAR)
Holdings of the Fund as of 11/4/2025

Futures **
Security Name Identifier Classification Shares /
Contracts
Notional Value Weighting Descending sort
COFFEE 'C' FUTURE Mar26 KCH6 Agricultural 91.0000 $13,150,068.75 10.43%
GASOLINE RBOB FUT Dec25 XBZ5 Energy 159.0000 $12,840,458.40 10.19%
Low Su Gasoil G Dec25 QSZ5 Energy 181.0000 $12,774,075.00 10.14%
LME ZINC FUTURE Dec25 LXZ5 Industrial Metals 160.0000 $12,575,160.00 9.98%
NY Harb ULSD Fut Dec25 HOZ5 Energy 114.0000 $11,704,744.80 9.29%
BRENT CRUDE FUTR Jan26 COF6 Energy 153.0000 $9,859,320.00 7.82%
LIVE CATTLE FUTR Dec25 LCZ5 Livestock 108.0000 $9,839,880.00 7.81%
LEAN HOGS FUTURE Dec25 LHZ5 Livestock 188.0000 $6,010,360.00 4.77%
SILVER FUTURE Dec25 SIZ5 Precious Metals 24.0000 $5,674,920.00 4.50%
SUGAR #11 (WORLD) Mar26 SBH6 Agricultural 301.0000 $4,793,846.40 3.80%
GOLD 100 OZ FUTR Dec25 GCZ5 Precious Metals 12.0000 $4,752,600.00 3.77%
COPPER FUTURE Dec25 HGZ5 Industrial Metals 29.0000 $3,587,662.50 2.85%
LME NICKEL FUTURE Dec25 LNZ5 Industrial Metals 30.0000 $2,693,446.20 2.14%
CATTLE FEEDER FUT Jan26 FCF6 Livestock 16.0000 $2,633,800.00 2.09%
WTI CRUDE FUTURE Jan26 CLF6 Energy 26.0000 $1,568,060.00 1.24%
COCOA FUTURE Mar26 CCH6 Agricultural -12.0000 ($801,720.00) -0.64%
CORN FUTURE Dec25 C Z5 Agricultural -43.0000 ($927,725.00) -0.74%
LME PRI ALUM FUTR Dec25 LAZ25 Industrial Metals -14.0000 ($999,274.50) -0.79%
SOYBEAN FUTURE Jan26 S F6 Agricultural -32.0000 ($1,794,400.00) -1.42%
SOYBEAN MEAL FUTR Dec25 SMZ5 Agricultural -100.0000 ($3,174,000.00) -2.52%
NATURAL GAS FUTR Jan26 NGF26 Energy -131.0000 ($5,990,630.00) -4.75%
SOYBEAN OIL FUTR Dec25 BOZ5 Agricultural -224.0000 ($6,656,832.00) -5.28%
WHEAT FUTURE(CBT) Dec25 W Z5 Agricultural -261.0000 ($7,180,762.50) -5.70%
COTTON NO.2 FUTR Mar26 CTH6 Agricultural -311.0000 ($10,328,310.00) -8.19%
KC HRW WHEAT FUT Dec25 KWZ5 Agricultural -482.0000 ($12,929,650.00) -10.26%
Cash and Collateral
Security Name Identifier CUSIP Shares / Quantity Notional Value Weighting Descending sort
US Dollar $USD 55,461,000 $55,461,000.32 44.00%
U.S. Treasury Note, 0.375%, due 11/30/2025 91282CAZ4 24,000,000 $23,940,298.80 18.99%
U.S. Treasury Note, 0.75%, due 03/31/2026 91282CBT7 16,000,000 $15,807,187.36 12.54%
U.S. Treasury Bill, 0%, due 02/12/2026 912797RT6 12,000,000 $11,876,763.12 9.42%
U.S. Treasury Bill, 0%, due 12/11/2025 912797QY6 10,000,000 $9,961,400.00 7.90%
U.S. Treasury Bill, 0%, due 11/20/2025 912797QR1 5,000,000 $4,991,985.40 3.96%
U.S. Treasury Bill, 0%, due 11/06/2025 912797QP5 4,000,000 $3,999,578.48 3.17%
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.