First Trust Alternative Absolute Return Strategy ETF (FAAR)
Holdings of the Fund as of 6/11/2026

Futures **
Security Name Identifier Classification Shares /
Contracts
Notional Value Weighting Descending sort
SOYBEAN OIL FUTR Dec26 BOZ6 Agricultural 439.0000 $18,474,876.00 10.26%
BRENT CRUDE FUTR Sep26 COU6 Energy 205.0000 $18,267,550.00 10.15%
GASOLINE RBOB FUT Aug26 XBQ6 Energy 140.0000 $17,909,304.00 9.95%
GOLD 100 OZ FUTR Aug26 GCQ6 Precious Metals 37.0000 $15,221,800.00 8.45%
SOYBEAN MEAL FUTR Dec26 SMZ6 Agricultural 433.0000 $13,184,850.00 7.32%
NATURAL GAS FUTR Aug26 NGQ26 Energy 345.0000 $10,805,400.00 6.00%
LIVE CATTLE FUTR Aug26 LCQ6 Livestock 108.0000 $10,483,560.00 5.82%
SILVER FUTURE Jul26 SIN6 Precious Metals 31.0000 $9,920,155.00 5.51%
LME PRI ALUM FUTR Sep26 LAU26 Industrial Metals 113.0000 $9,884,844.50 5.49%
COFFEE 'C' FUTURE Sep26 KCU6 Agricultural 81.0000 $7,601,343.75 4.22%
CATTLE FEEDER FUT Aug26 FCQ6 Livestock 32.0000 $5,754,400.00 3.20%
LME ZINC FUTURE Sep26 LXU6 Industrial Metals 64.0000 $5,588,912.00 3.10%
NY Harb ULSD Fut Aug26 HOQ6 Energy 31.0000 $4,534,996.20 2.52%
WTI CRUDE FUTURE Aug26 CLQ6 Energy 46.0000 $3,963,360.00 2.20%
COPPER FUTURE Sep26 HGU6 Industrial Metals 22.0000 $3,484,525.00 1.94%
SOYBEAN FUTURE Nov26 S X6 Agricultural 44.0000 $2,494,800.00 1.39%
LME LEAD FUTURE Sep26 LLU6 Industrial Metals 17.0000 $826,667.50 0.46%
LME NICKEL FUTURE Sep26 LNU6 Industrial Metals -15.0000 ($1,593,103.50) -0.88%
KC HRW WHEAT FUT Sep26 KWU6 Agricultural -104.0000 ($3,334,500.00) -1.85%
Low Su Gasoil G Jul26 QSN6 Energy -78.0000 ($8,047,650.00) -4.47%
COCOA FUTURE Sep26 CCU6 Agricultural -237.0000 ($9,001,260.00) -5.00%
LEAN HOGS FUTURE Jul26 LHN6 Livestock -247.0000 ($9,546,550.00) -5.30%
COTTON NO.2 FUTR Dec26 CTZ6 Agricultural -266.0000 ($10,155,880.00) -5.64%
WHEAT FUTURE(CBT) Sep26 W U6 Agricultural -408.0000 ($12,204,300.00) -6.78%
CORN FUTURE Dec26 C Z6 Agricultural -641.0000 ($14,085,975.00) -7.82%
SUGAR #11 (WORLD) Oct26 SBV6 Agricultural -1,236.0000 ($19,851,148.80) -11.03%
Cash and Collateral
Security Name Identifier CUSIP Shares / Quantity Notional Value Weighting Descending sort
US Dollar $USD 95,414,263 $95,414,263.46 53.00%
U.S. Treasury Bill, 0%, due 06/16/2026 912797UA3 20,000,000 $19,991,977.80 11.10%
U.S. Treasury Bill, 0%, due 07/30/2026 912797TQ0 20,000,000 $19,904,107.00 11.06%
U.S. Treasury Bill, 0%, due 07/14/2026 912797UP0 15,000,000 $14,952,075.00 8.31%
U.S. Treasury Bill, 0%, due 08/18/2026 912797UU9 15,000,000 $14,899,430.25 8.28%
U.S. Treasury Bill, 0%, due 09/03/2026 912797RS8 15,000,000 $14,874,808.35 8.26%
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.