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First Trust Alternative Absolute Return Strategy ETF (FAAR)
Holdings of the Fund as of 6/20/2018 *

Futures **
Security Name Identifier Classification Shares /
Contracts
Notional Value Weighting Descending sort
BRENT CRUDE FUTR Oct18 COV8 Energy 7.0000 $517,230.00 5.14%
GOLD 100 OZ FUTR Aug18 GCQ8 Metals 4.0000 $509,800.00 5.07%
SUGAR #11 (WORLD) Oct18 SBV8 Agricultural 34.0000 $464,195.20 4.61%
NY Harb ULSD Fut Sep18 HOU8 Energy 5.0000 $444,234.00 4.42%
SOYBEAN FUTURE Nov18 S X8 Agricultural 9.0000 $409,725.00 4.07%
LME ZINC FUTURE Sep18 LXU8 Metals 5.0000 $374,562.50 3.72%
GASOLINE RBOB FUT Aug18 XBQ8 Energy 4.0000 $337,881.60 3.36%
SOYBEAN MEAL FUTR Jul18 SMN8 Agricultural 10.0000 $333,200.00 3.31%
COPPER FUTURE Sep18 HGU8 Metals 4.0000 $306,200.00 3.04%
BRENT CRUDE FUTR Sep18 COU8 Energy 4.0000 $297,320.00 2.95%
Low Su Gasoil G Aug18 QSQ8 Energy 4.0000 $259,300.00 2.58%
WTI CRUDE FUTURE Oct18 CLV8 Energy 4.0000 $258,880.00 2.57%
GASOLINE RBOB FUT Sep18 XBU8 Energy 3.0000 $251,344.80 2.50%
PLATINUM FUTURE Oct18 PLV8 Metals 5.0000 $219,400.00 2.18%
LIVE CATTLE FUTR Aug18 LCQ8 Agricultural 5.0000 $213,300.00 2.12%
COCOA FUTURE Sep18 CCU8 Agricultural 8.0000 $204,240.00 2.03%
COTTON NO.2 FUTR Dec18 CTZ8 Agricultural 4.0000 $168,360.00 1.67%
SILVER FUTURE Jul18 SIN8 Metals 2.0000 $163,090.00 1.62%
GASOLINE RBOB FUT Nov18 XBX8 Energy 2.0000 $156,626.40 1.56%
SOYBEAN MEAL FUTR Dec18 SMZ8 Agricultural 4.0000 $134,920.00 1.34%
SOYBEAN MEAL FUTR Sep18 SMU8 Agricultural 4.0000 $134,400.00 1.34%
LME LEAD FUTURE Sep18 LLU8 Metals 2.0000 $120,100.00 1.19%
LME PRI ALUM FUTR Sep18 LAU18 Metals 2.0000 $108,337.50 1.08%
LME NICKEL FUTURE Sep18 LNU8 Metals 1.0000 $89,850.00 0.89%
Low Su Gasoil G Jul18 QSN8 Energy 1.0000 $64,725.00 0.64%
WHEAT FUTURE(CBT) Sep18 W U8 Agricultural -5.0000 ($124,812.50) -1.24%
SOYBEAN OIL FUTR Dec18 BOZ8 Agricultural -7.0000 ($126,168.00) -1.25%
KC HRW WHEAT FUT Jul18 KWN8 Agricultural -8.0000 ($195,500.00) -1.94%
LEAN HOGS FUTURE Jul18 LHN8 Agricultural -10.0000 ($320,100.00) -3.18%
CORN FUTURE Dec18 C Z8 Agricultural -22.0000 ($413,325.00) -4.11%
COFFEE 'C' FUTURE Sep18 KCU8 Agricultural -11.0000 ($481,181.25) -4.78%
Cash and Collateral
Security Name Identifier Shares / Quantity Market Value Weighting Descending sort
U.S. Treasury Bill, 0%, due 08/09/2018 912796PU7 3,000,000 $2,992,466.25 29.74%
U.S. Treasury Bill, 0%, due 07/19/2018 912796MK2 2,000,000 $1,997,184.44 19.85%
US Dollar $USD 1,087,448 $1,087,448.16 10.81%
U.S. Treasury Bill, 0%, due 06/21/2018 912796MF3 1,000,000 $1,000,000.00 9.94%
U.S. Treasury Bill, 0%, due 08/23/2018 912796PV5 1,000,000 $996,727.50 9.91%
U.S. Treasury Bill, 0%, due 10/11/2018 912796NZ8 1,000,000 $994,026.67 9.88%
U.S. Treasury Bill, 0%, due 09/20/2018 912796PZ6 500,000 $497,611.25 4.95%
U.S. Treasury Bill, 0%, due 11/01/2018 912796QF9 500,000 $496,342.50 4.93%
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 and the Internal Revenue Code. First Trust has no knowledge of and has not been provided any information regarding any investor. Financial advisors must determine whether particular investments are appropriate for their clients. First Trust believes the financial advisor is a fiduciary, is capable of evaluating investment risks independently and is responsible for exercising independent judgment with respect to its retirement plan clients.
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