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First Trust Alternative Absolute Return Strategy ETF (FAAR)
Holdings of the Fund as of 8/20/2026

Futures **
Security Name Identifier Classification Shares /
Contracts
Notional Value Weighting Descending sort
GASOLINE RBOB FUT Oct26 XBV6 Energy 163.0000 $20,600,298.60 9.90%
NY Harb ULSD Fut Oct26 HOV6 Energy 94.0000 $17,266,578.00 8.30%
GOLD 100 OZ FUTR Dec26 GCZ6 Precious Metals 34.0000 $15,542,760.00 7.47%
LME ZINC FUTURE Sep26 LXU6 Industrial Metals 158.0000 $15,024,457.00 7.22%
SOYBEAN FUTURE Nov26 S X6 Agricultural 241.0000 $14,899,825.00 7.16%
CATTLE FEEDER FUT Sep26 FCU6 Livestock 83.0000 $13,650,387.50 6.56%
SOYBEAN OIL FUTR Dec26 BOZ6 Agricultural 304.0000 $13,008,768.00 6.25%
BRENT CRUDE FUTR Nov26 COX6 Energy 131.0000 $12,048,070.00 5.79%
SILVER FUTURE Dec26 SIZ6 Precious Metals 32.0000 $11,021,120.00 5.30%
NATURAL GAS FUTR Oct26 NGV26 Energy 359.0000 $9,908,400.00 4.76%
COFFEE 'C' FUTURE Dec26 KCZ6 Agricultural 65.0000 $8,026,687.50 3.86%
LIVE CATTLE FUTR Oct26 LCV6 Livestock 62.0000 $5,406,400.00 2.60%
LME PRI ALUM FUTR Sep26 LAU26 Industrial Metals 66.0000 $5,290,543.50 2.54%
COPPER FUTURE Dec26 HGZ6 Industrial Metals 31.0000 $5,091,362.50 2.45%
Low Su Gasoil G Oct26 QSV6 Energy 13.0000 $1,635,400.00 0.79%
LME ZINC FUTURE Dec26 LXZ6 Industrial Metals 17.0000 $1,594,969.75 0.77%
LME PRI ALUM FUTR Dec26 LAZ26 Industrial Metals 7.0000 $561,256.50 0.27%
COCOA FUTURE Dec26 CCZ6 Agricultural -14.0000 ($848,960.00) -0.41%
LME LEAD FUTURE Sep26 LLU6 Industrial Metals -46.0000 ($2,160,010.50) -1.04%
LME LEAD FUTURE Dec26 LLZ6 Industrial Metals -48.0000 ($2,299,500.00) -1.11%
KC HRW WHEAT FUT Dec26 KWZ6 Agricultural -79.0000 ($3,067,175.00) -1.47%
WHEAT FUTURE(CBT) Dec26 W Z6 Agricultural -146.0000 ($5,110,000.00) -2.46%
WTI CRUDE FUTURE Oct26 CLV6 Energy -74.0000 ($6,425,420.00) -3.09%
SOYBEAN MEAL FUTR Dec26 SMZ6 Agricultural -217.0000 ($7,026,460.00) -3.38%
CORN FUTURE Dec26 C Z6 Agricultural -330.0000 ($8,307,750.00) -3.99%
COTTON NO.2 FUTR Dec26 CTZ6 Agricultural -204.0000 ($9,010,680.00) -4.33%
LEAN HOGS FUTURE Oct26 LHV6 Livestock -356.0000 ($11,424,040.00) -5.49%
Cash and Collateral
Security Name Identifier CUSIP Shares / Quantity Notional Value Weighting Descending sort
US Dollar $USD 118,405,981 $118,405,981.42 56.91%
U.S. Treasury Bill, 0%, due 09/15/2026 912797VC8 20,000,000 $19,949,791.60 9.59%
U.S. Treasury Bill, 0%, due 09/29/2026 912797VE4 20,000,000 $19,921,891.60 9.58%
U.S. Treasury Bill, 0%, due 10/15/2026 912797UK1 20,000,000 $19,888,869.40 9.56%
U.S. Treasury Bill, 0%, due 09/03/2026 912797RS8 15,000,000 $14,980,590.75 7.20%
U.S. Treasury Bill, 0%, due 10/29/2026 912797SK4 15,000,000 $14,894,271.90 7.16%
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.


 
The information presented is not intended to constitute an investment recommendation for, or advice to, any specific person. By providing this information, First Trust is not undertaking to give advice in any fiduciary capacity within the meaning of ERISA, the Internal Revenue Code or any other regulatory framework. Financial professionals are responsible for evaluating investment risks independently and for exercising independent judgment in determining whether investments are appropriate for their clients.
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