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First Trust Alternative Absolute Return Strategy ETF (FAAR)
Holdings of the Fund as of 1/28/2020

Futures **
Security Name Identifier Classification Shares /
Contracts
Notional Value Weighting Descending sort
PLATINUM FUTURE Apr20 PLJ0 Metals 22.0000 $1,094,500.00 4.31%
SUGAR #11 (WORLD) Mar20 SBH0 Agricultural 53.0000 $863,094.40 3.40%
GOLD 100 OZ FUTR Apr20 GCJ0 Metals 5.0000 $787,900.00 3.10%
LIVE CATTLE FUTR Apr20 LCJ0 Agricultural 16.0000 $772,480.00 3.04%
SOYBEAN OIL FUTR Mar20 BOH0 Agricultural 38.0000 $717,288.00 2.83%
BRENT CRUDE FUTR Apr20 COJ0 Energy 12.0000 $705,720.00 2.78%
GASOLINE RBOB FUT Mar20 XBH0 Energy 11.0000 $699,606.60 2.76%
BRENT CRUDE FUTR May20 COK0 Energy 12.0000 $699,120.00 2.75%
COPPER FUTURE Mar20 HGH0 Metals 10.0000 $644,875.00 2.54%
GASOLINE RBOB FUT Apr20 XBJ0 Energy 9.0000 $639,878.40 2.52%
SILVER FUTURE Mar20 SIH0 Metals 7.0000 $611,030.00 2.41%
LME ZINC FUTURE Mar20 LXH0 Metals 9.0000 $503,043.75 1.98%
WTI CRUDE FUTURE Apr20 CLJ0 Energy 9.0000 $481,680.00 1.90%
WHEAT FUTURE(CBT) Mar20 W H0 Agricultural 15.0000 $427,312.50 1.68%
CATTLE FEEDER FUT Mar20 FCH0 Agricultural 6.0000 $406,200.00 1.60%
SOYBEAN FUTURE Mar20 S H0 Agricultural 5.0000 $223,750.00 0.88%
COCOA FUTURE Mar20 CCH0 Agricultural 8.0000 $216,240.00 0.85%
WTI CRUDE FUTURE Mar20 CLH0 Energy 3.0000 $160,440.00 0.63%
LME NICKEL FUTURE Mar20 LNH0 Metals 2.0000 $150,180.00 0.59%
LME LEAD FUTURE Mar20 LLH0 Metals 3.0000 $141,862.50 0.56%
COTTON NO.2 FUTR Mar20 CTH0 Agricultural -2.0000 ($70,360.00) -0.28%
LME PRI ALUM FUTR Mar20 LAH20 Metals -3.0000 ($130,800.00) -0.52%
LEAN HOGS FUTURE Apr20 LHJ0 Agricultural -9.0000 ($256,680.00) -1.01%
Low Su Gasoil G Apr20 QSJ0 Energy -5.0000 ($263,000.00) -1.04%
SOYBEAN MEAL FUTR Mar20 SMH0 Agricultural -9.0000 ($267,840.00) -1.06%
KC HRW WHEAT FUT Mar20 KWH0 Agricultural -12.0000 ($289,200.00) -1.14%
COFFEE 'C' FUTURE Mar20 KCH0 Agricultural -9.0000 ($354,543.75) -1.40%
CORN FUTURE Mar20 C H0 Agricultural -23.0000 ($444,475.00) -1.75%
NY Harb ULSD Fut Mar20 HOH0 Energy -12.0000 ($864,964.80) -3.41%
Cash and Collateral
Security Name Identifier Shares / Quantity Market Value Weighting Descending sort
U.S. Treasury Bill, 0%, due 02/20/2020 912796TG4 7,000,000 $6,993,589.75 27.56%
U.S. Treasury Bill, 0%, due 02/13/2020 912796TF6 5,000,000 $4,996,926.55 19.69%
U.S. Treasury Bill, 0%, due 02/06/2020 912796TE9 4,000,000 $3,998,689.64 15.76%
U.S. Treasury Bill, 0%, due 03/19/2020 912796TL3 2,500,000 $2,494,730.90 9.83%
US Dollar $USD 2,301,503 $2,301,503.36 9.07%
U.S. Treasury Bill, 0%, due 01/30/2020 912796RY7 2,000,000 $1,999,917.12 7.88%
U.S. Treasury Bill, 0%, due 02/27/2020 912796SD2 1,000,000 $998,794.89 3.94%
U.S. Treasury Bill, 0%, due 04/16/2020 912796TR0 800,000 $797,348.00 3.14%
U.S. Treasury Bill, 0%, due 06/18/2020 912796SV2 800,000 $795,253.00 3.13%
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 advisors 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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