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First Trust Alternative Absolute Return Strategy ETF (FAAR)
Holdings of the Fund as of 5/14/2026

Futures **
Security Name Identifier Classification Shares /
Contracts
Notional Value Weighting Descending sort
GASOLINE RBOB FUT Jul26 XBN6 Energy 113.0000 $16,424,482.20 9.66%
SOYBEAN OIL FUTR Jul26 BON6 Agricultural 372.0000 $16,440,912.00 9.66%
SOYBEAN MEAL FUTR Jul26 SMN6 Agricultural 464.0000 $15,428,000.00 9.07%
BRENT CRUDE FUTR Aug26 COQ6 Energy 147.0000 $14,902,860.00 8.76%
COFFEE 'C' FUTURE Jul26 KCN6 Agricultural 115.0000 $11,889,562.50 6.99%
GOLD 100 OZ FUTR Jun26 GCM6 Precious Metals 22.0000 $10,307,660.00 6.06%
CATTLE FEEDER FUT Aug26 FCQ6 Livestock 53.0000 $9,487,000.00 5.58%
NY Harb ULSD Fut Jul26 HON6 Energy 54.0000 $8,560,112.40 5.03%
SOYBEAN FUTURE Jul26 S N6 Agricultural 143.0000 $8,526,375.00 5.01%
LME PRI ALUM FUTR Jun26 LAM26 Industrial Metals 83.0000 $7,684,555.00 4.52%
SILVER FUTURE Jul26 SIN6 Precious Metals 14.0000 $5,972,960.00 3.51%
LIVE CATTLE FUTR Jun26 LCM6 Livestock 55.0000 $5,545,650.00 3.26%
NATURAL GAS FUTR Jul26 NGN26 Energy 166.0000 $5,132,720.00 3.02%
LME ZINC FUTURE Jun26 LXM6 Industrial Metals 57.0000 $5,103,480.75 3.00%
COPPER FUTURE Jul26 HGN6 Industrial Metals 14.0000 $2,314,025.00 1.36%
LME LEAD FUTURE Jun26 LLM6 Industrial Metals 41.0000 $2,062,382.00 1.21%
COTTON NO.2 FUTR Jul26 CTN6 Agricultural -6.0000 ($251,820.00) -0.15%
LEAN HOGS FUTURE Jul26 LHN6 Livestock -26.0000 ($1,087,320.00) -0.64%
WTI CRUDE FUTURE Jul26 CLN6 Energy -18.0000 ($1,744,560.00) -1.03%
LME NICKEL FUTURE Jun26 LNM6 Industrial Metals -23.0000 ($2,592,795.06) -1.52%
KC HRW WHEAT FUT Jul26 KWN6 Agricultural -79.0000 ($2,785,737.50) -1.64%
CORN FUTURE Jul26 C N6 Agricultural -217.0000 ($5,072,375.00) -2.98%
Low Su Gasoil G Jun26 QSM6 Energy -51.0000 ($5,845,875.00) -3.44%
WHEAT FUTURE(CBT) Jul26 W N6 Agricultural -203.0000 ($6,678,700.00) -3.93%
LEAN HOGS FUTURE Jun26 LHM6 Livestock -180.0000 ($7,165,800.00) -4.21%
COCOA FUTURE Jul26 CCN6 Agricultural -200.0000 ($8,378,000.00) -4.93%
SUGAR #11 (WORLD) Jul26 SBN6 Agricultural -999.0000 ($16,772,011.20) -9.86%
Cash and Collateral
Security Name Identifier CUSIP Shares / Quantity Notional Value Weighting Descending sort
US Dollar $USD 100,441,092 $100,441,091.99 59.05%
U.S. Treasury Bill, 0%, due 06/16/2026 912797UA3 20,000,000 $19,936,155.60 11.72%
U.S. Treasury Bill, 0%, due 07/30/2026 912797TQ0 20,000,000 $19,848,422.20 11.67%
U.S. Treasury Bill, 0%, due 06/02/2026 912797TU1 15,000,000 $14,973,243.75 8.80%
U.S. Treasury Bill, 0%, due 07/14/2026 912797UP0 15,000,000 $14,910,062.55 8.77%
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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