First Trust Alternative Absolute Return Strategy ETF (FAAR)
Holdings of the Fund as of 8/10/2026

Futures **
Security Name Identifier Classification Shares /
Contracts
Notional Value Weighting Descending sort
GASOLINE RBOB FUT Oct26 XBV6 Energy 164.0000 $19,777,514.40 9.84%
BRENT CRUDE FUTR Nov26 COX6 Energy 200.0000 $17,178,000.00 8.54%
NY Harb ULSD Fut Oct26 HOV6 Energy 91.0000 $15,622,042.80 7.77%
SOYBEAN OIL FUTR Dec26 BOZ6 Agricultural 329.0000 $13,648,236.00 6.79%
CATTLE FEEDER FUT Sep26 FCU6 Livestock 58.0000 $9,992,675.00 4.97%
NATURAL GAS FUTR Sep26 NGU26 Energy 329.0000 $9,192,260.00 4.57%
LME ZINC FUTURE Sep26 LXU6 Industrial Metals 80.0000 $7,485,600.00 3.72%
SOYBEAN FUTURE Nov26 S X6 Agricultural 111.0000 $6,546,225.00 3.26%
GOLD 100 OZ FUTR Dec26 GCZ6 Precious Metals 14.0000 $6,187,580.00 3.08%
SILVER FUTURE Sep26 SIU6 Precious Metals 19.0000 $6,200,840.00 3.08%
COFFEE 'C' FUTURE Dec26 KCZ6 Agricultural 51.0000 $6,003,337.50 2.99%
LIVE CATTLE FUTR Oct26 LCV6 Livestock 37.0000 $3,358,120.00 1.67%
SOYBEAN MEAL FUTR Dec26 SMZ6 Agricultural 105.0000 $3,271,800.00 1.63%
COPPER FUTURE Sep26 HGU6 Industrial Metals 17.0000 $2,811,800.00 1.40%
NATURAL GAS FUTR Oct26 NGV26 Energy 35.0000 $998,200.00 0.50%
LME PRI ALUM FUTR Sep26 LAU26 Industrial Metals 9.0000 $746,838.00 0.37%
LME NICKEL FUTURE Sep26 LNU6 Industrial Metals -32.0000 ($3,226,202.88) -1.60%
LME LEAD FUTURE Sep26 LLU6 Industrial Metals -78.0000 ($3,674,482.50) -1.83%
COCOA FUTURE Dec26 CCZ6 Agricultural -93.0000 ($5,516,760.00) -2.74%
WHEAT FUTURE(CBT) Dec26 W Z6 Agricultural -179.0000 ($5,900,287.50) -2.93%
Low Su Gasoil G Sep26 QSU6 Energy -49.0000 ($5,954,725.00) -2.96%
CORN FUTURE Dec26 C Z6 Agricultural -380.0000 ($8,773,250.00) -4.36%
KC HRW WHEAT FUT Dec26 KWZ6 Agricultural -284.0000 ($10,383,750.00) -5.16%
WTI CRUDE FUTURE Oct26 CLV6 Energy -134.0000 ($10,875,440.00) -5.41%
LEAN HOGS FUTURE Oct26 LHV6 Livestock -365.0000 ($12,216,550.00) -6.08%
COTTON NO.2 FUTR Dec26 CTZ6 Agricultural -351.0000 ($14,717,430.00) -7.32%
SUGAR #11 (WORLD) Oct26 SBV6 Agricultural -884.0000 ($16,306,617.60) -8.11%
Cash and Collateral
Security Name Identifier CUSIP Shares / Quantity Notional Value Weighting Descending sort
US Dollar $USD 171,103,748 $171,103,747.90 85.10%
U.S. Treasury Bill, 0%, due 08/18/2026 912797UU9 15,000,000 $14,989,536.45 7.46%
U.S. Treasury Bill, 0%, due 09/03/2026 912797RS8 15,000,000 $14,965,461.60 7.44%
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.