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First Trust Alternative Absolute Return Strategy ETF (FAAR)
Holdings of the Fund as of 2/5/2026

Futures **
Security Name Identifier Classification Shares /
Contracts
Notional Value Weighting Descending sort
GASOLINE RBOB FUT Apr26 XBJ6 Energy 158.0000 $14,258,109.60 10.14%
BRENT CRUDE FUTR May26 COK6 Energy 212.0000 $14,199,760.00 10.10%
COFFEE 'C' FUTURE May26 KCK6 Agricultural 125.0000 $13,898,437.50 9.88%
GOLD 100 OZ FUTR Apr26 GCJ6 Precious Metals 24.0000 $11,734,800.00 8.34%
Low Su Gasoil G Mar26 QSH6 Energy 145.0000 $9,910,750.00 7.05%
NY Harb ULSD Fut Apr26 HOJ6 Energy 89.0000 $8,711,409.00 6.19%
LIVE CATTLE FUTR Apr26 LCJ6 Livestock 85.0000 $8,010,400.00 5.70%
CATTLE FEEDER FUT Mar26 FCH6 Livestock 39.0000 $7,099,462.50 5.05%
LME ZINC FUTURE Mar26 LXH6 Industrial Metals 85.0000 $7,002,810.00 4.98%
WTI CRUDE FUTURE Apr26 CLJ6 Energy 99.0000 $6,237,990.00 4.44%
SUGAR #11 (WORLD) May26 SBK6 Agricultural 161.0000 $2,495,628.80 1.77%
CORN FUTURE Mar26 C H6 Agricultural 113.0000 $2,457,750.00 1.75%
SUGAR #11 (WORLD) Mar26 SBH6 Agricultural 148.0000 $2,365,395.20 1.68%
LME PRI ALUM FUTR Mar26 LAH26 Industrial Metals 30.0000 $2,262,585.00 1.61%
SILVER FUTURE Mar26 SIH6 Precious Metals 4.0000 $1,534,280.00 1.09%
LEAN HOGS FUTURE Apr26 LHJ6 Livestock 31.0000 $1,219,850.00 0.87%
SOYBEAN MEAL FUTR Mar26 SMH6 Agricultural 35.0000 $1,061,200.00 0.75%
COPPER FUTURE May26 HGK6 Industrial Metals 6.0000 $881,700.00 0.63%
COPPER FUTURE Mar26 HGH6 Industrial Metals 3.0000 $436,575.00 0.31%
SOYBEAN OIL FUTR May26 BOK6 Agricultural -37.0000 ($1,246,974.00) -0.89%
SOYBEAN FUTURE Mar26 S H6 Agricultural -34.0000 ($1,890,825.00) -1.34%
NATURAL GAS FUTR Apr26 NGJ26 Energy -82.0000 ($2,731,420.00) -1.94%
WHEAT FUTURE(CBT) May26 W K6 Agricultural -103.0000 ($2,801,600.00) -1.99%
WHEAT FUTURE(CBT) Mar26 W H6 Agricultural -111.0000 ($2,970,637.50) -2.11%
COCOA FUTURE May26 CCK6 Agricultural -95.0000 ($4,079,300.00) -2.90%
LME LEAD FUTURE Mar26 LLH6 Industrial Metals -90.0000 ($4,342,950.00) -3.09%
LME NICKEL FUTURE Mar26 LNH6 Industrial Metals -52.0000 ($5,288,424.96) -3.76%
KC HRW WHEAT FUT Mar26 KWH6 Agricultural -199.0000 ($5,358,075.00) -3.81%
COTTON NO.2 FUTR May26 CTK6 Agricultural -409.0000 ($12,985,750.00) -9.23%
Cash and Collateral
Security Name Identifier CUSIP Shares / Quantity Notional Value Weighting Descending sort
US Dollar $USD 72,857,274 $72,857,274.29 51.80%
U.S. Treasury Note, 0.75%, due 03/31/2026 91282CBT7 16,000,000 $15,931,229.60 11.33%
U.S. Treasury Bill, 0%, due 02/19/2026 912797PM3 15,000,000 $14,980,608.30 10.65%
U.S. Treasury Bill, 0%, due 03/12/2026 912797SB4 15,000,000 $14,948,752.05 10.63%
U.S. Treasury Bill, 0%, due 02/12/2026 912797RT6 12,000,000 $11,992,865.04 8.53%
U.S. Treasury Bill, 0%, due 04/16/2026 912797QD2 10,000,000 $9,931,479.20 7.06%
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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