First Trust Alternative Absolute Return Strategy ETF (FAAR)
Holdings of the Fund as of 2/2/2026

Futures **
Security Name Identifier Classification Shares /
Contracts
Notional Value Weighting Descending sort
GASOLINE RBOB FUT Apr26 XBJ6 Energy 174.0000 $15,258,373.20 10.88%
BRENT CRUDE FUTR May26 COK6 Energy 207.0000 $13,572,990.00 9.67%
COFFEE 'C' FUTURE May26 KCK6 Agricultural 104.0000 $12,286,950.00 8.76%
GOLD 100 OZ FUTR Apr26 GCJ6 Precious Metals 19.0000 $8,839,940.00 6.30%
Low Su Gasoil G Mar26 QSH6 Energy 128.0000 $8,640,000.00 6.16%
LME ZINC FUTURE Mar26 LXH6 Industrial Metals 89.0000 $7,412,387.25 5.28%
NY Harb ULSD Fut Apr26 HOJ6 Energy 76.0000 $7,261,800.00 5.18%
CATTLE FEEDER FUT Mar26 FCH6 Livestock 39.0000 $7,143,825.00 5.09%
LIVE CATTLE FUTR Apr26 LCJ6 Livestock 63.0000 $6,036,030.00 4.30%
WTI CRUDE FUTURE Apr26 CLJ6 Energy 92.0000 $5,678,240.00 4.05%
LEAN HOGS FUTURE Apr26 LHJ6 Livestock 83.0000 $3,207,950.00 2.29%
CORN FUTURE Mar26 C H6 Agricultural 146.0000 $3,107,975.00 2.22%
SOYBEAN MEAL FUTR Mar26 SMH6 Agricultural 100.0000 $2,945,000.00 2.10%
LME PRI ALUM FUTR Mar26 LAH26 Industrial Metals 36.0000 $2,745,702.00 1.96%
SUGAR #11 (WORLD) Mar26 SBH6 Agricultural 148.0000 $2,363,737.60 1.68%
SILVER FUTURE Mar26 SIH6 Precious Metals 4.0000 $1,540,180.00 1.10%
COPPER FUTURE Mar26 HGH6 Industrial Metals 3.0000 $436,912.50 0.31%
SOYBEAN FUTURE Mar26 S H6 Agricultural -44.0000 ($2,332,550.00) -1.66%
NATURAL GAS FUTR Apr26 NGJ26 Energy -75.0000 ($2,379,750.00) -1.70%
WHEAT FUTURE(CBT) Mar26 W H6 Agricultural -111.0000 ($2,929,012.50) -2.09%
LME LEAD FUTURE Mar26 LLH6 Industrial Metals -78.0000 ($3,787,095.00) -2.70%
LME NICKEL FUTURE Mar26 LNH6 Industrial Metals -44.0000 ($4,413,726.24) -3.15%
COCOA FUTURE May26 CCK6 Agricultural -140.0000 ($5,979,400.00) -4.26%
KC HRW WHEAT FUT Mar26 KWH6 Agricultural -232.0000 ($6,208,900.00) -4.43%
COTTON NO.2 FUTR May26 CTK6 Agricultural -344.0000 ($11,076,800.00) -7.89%
Cash and Collateral
Security Name Identifier CUSIP Shares / Quantity Notional Value Weighting Descending sort
US Dollar $USD 75,482,430 $75,482,430.29 53.80%
U.S. Treasury Note, 0.75%, due 03/31/2026 91282CBT7 16,000,000 $15,927,235.68 11.35%
U.S. Treasury Bill, 0%, due 02/19/2026 912797PM3 15,000,000 $14,975,845.05 10.67%
U.S. Treasury Bill, 0%, due 02/03/2026 912797SJ7 12,000,000 $12,000,000.00 8.55%
U.S. Treasury Bill, 0%, due 02/12/2026 912797RT6 12,000,000 $11,989,256.28 8.55%
U.S. Treasury Bill, 0%, due 04/16/2026 912797QD2 10,000,000 $9,928,329.00 7.08%
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.