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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CBOE GLOBAL MARKETS, INC.</name>
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        <balance>-529.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-15584.34000000</valUSD>
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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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                  <ticker value="IWM"/>
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            <shareNo>100.00000000</shareNo>
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            <unrealizedAppr>219901.71000000</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CBOE GLOBAL MARKETS, INC.</name>
        <lei>529900RLNSGA90UPEH54</lei>
        <title>ISHARES RUSSELL 2000 ETF</title>
        <cusip>000000000</cusip>
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          <ticker value="IWM 8 P227.13"/>
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        <balance>160.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>13950.40000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CBOE GLOBAL MARKETS, INC.</counterpartyName>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
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                  <ticker value="IWM"/>
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            <shareNo>100.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-87054.35000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CBOE GLOBAL MARKETS, INC.</name>
        <lei>529900RLNSGA90UPEH54</lei>
        <title>ISHARES RUSSELL 2000 ETF</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="IWM 8 P227.13"/>
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        <balance>3780.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>329578.20000000</valUSD>
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        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CBOE GLOBAL MARKETS, INC.</counterpartyName>
              <counterpartyLei>529900RLNSGA90UPEH54</counterpartyLei>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>ISHARES TRUST</issuerName>
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                  <isin value="US4642876555"/>
                  <ticker value="IWM"/>
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            <shareNo>100.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-5855632.97000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CBOE GLOBAL MARKETS, INC.</name>
        <lei>529900RLNSGA90UPEH54</lei>
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        <cusip>000000000</cusip>
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          <ticker value="IWM 8 P227.13"/>
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        <curCd>USD</curCd>
        <valUSD>13863.21000000</valUSD>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CBOE GLOBAL MARKETS, INC.</counterpartyName>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
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                  <cusip value="464287655"/>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CBOE GLOBAL MARKETS, INC.</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CBOE GLOBAL MARKETS, INC.</counterpartyName>
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      <invstOrSec>
        <name>CBOE GLOBAL MARKETS, INC.</name>
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        <balance>-3728.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CBOE GLOBAL MARKETS, INC.</name>
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        <balance>-211.00000000</balance>
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        <valUSD>-640057.95000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>ISHARES TRUST</issuerName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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    <explntrNotes>
      <explntrNote note="Monthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees." noteItem="B.5.a"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2026-07-22</ncom:dateSigned>
      <ncom:nameOfApplicant>First Trust Exchange-Traded Fund VIII</ncom:nameOfApplicant>
      <ncom:signature>Derek Maltbie</ncom:signature>
      <ncom:signerName>Derek Maltbie</ncom:signerName>
      <ncom:title>Treasurer, Chief Financial Officer and Chief Accounting Officer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
