First Trust Alternative Absolute Return Strategy ETF (FAAR)

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Holdings

Holdings of the Fund as of 11/21/2019 *

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Futures **

Security Name	Identifier	Classification	Shares / Contracts	Notional Value	Weighting
LIVE CATTLE FUTR Dec19	LCZ9	Agricultural	65.0000	$3,102,450.00	6.96%
GOLD 100 OZ FUTR Feb20	GCG0	Metals	16.0000	$2,352,800.00	5.28%
CATTLE FEEDER FUT Jan20	FCF0	Agricultural	24.0000	$1,711,200.00	3.84%
SOYBEAN OIL FUTR Jan20	BOF0	Agricultural	90.0000	$1,667,520.00	3.74%
PLATINUM FUTURE Jan20	PLF0	Metals	32.0000	$1,468,000.00	3.29%
WHEAT FUTURE(CBT) Mar20	W H0	Agricultural	44.0000	$1,126,400.00	2.53%
SILVER FUTURE Mar20	SIH0	Metals	13.0000	$1,118,715.00	2.51%
LME ZINC FUTURE Dec19	LXZ9	Metals	18.0000	$1,041,750.00	2.34%
GASOLINE RBOB FUT Jan20	XBF0	Energy	13.0000	$927,271.80	2.08%
COCOA FUTURE Mar20	CCH0	Agricultural	35.0000	$924,700.00	2.07%
GASOLINE RBOB FUT Feb20	XBG0	Energy	11.0000	$782,951.40	1.76%
GASOLINE RBOB FUT Mar20	XBH0	Energy	9.0000	$643,356.00	1.44%
BRENT CRUDE FUTR Feb20	COG0	Energy	10.0000	$629,400.00	1.41%
BRENT CRUDE FUTR Apr20	COJ0	Energy	10.0000	$616,600.00	1.38%
LME LEAD FUTURE Dec19	LLZ9	Metals	12.0000	$586,200.00	1.31%
BRENT CRUDE FUTR Mar20	COH0	Energy	9.0000	$559,710.00	1.25%
NATURAL GAS FUTR Jan20	NGF20	Energy	18.0000	$471,960.00	1.06%
COPPER FUTURE Mar20	HGH0	Metals	7.0000	$461,300.00	1.03%
SOYBEAN MEAL FUTR Jan20	SMF0	Agricultural	10.0000	$303,200.00	0.68%
LME NICKEL FUTURE Dec19	LNZ9	Metals	3.0000	$260,235.00	0.58%
LME ZINC FUTURE Mar20	LXH0	Metals	3.0000	$171,562.50	0.38%
SOYBEAN FUTURE Jan20	S F0	Agricultural	3.0000	$135,150.00	0.30%
LME PRI ALUM FUTR Dec19	LAZ19	Metals	1.0000	$43,537.50	0.10%
SUGAR #11 (WORLD) Mar20	SBH0	Agricultural	-31.0000	($437,819.20)	-0.98%
NY Harb ULSD Fut Jan20	HOF0	Energy	-8.0000	($652,881.60)	-1.46%
KC HRW WHEAT FUT Mar20	KWH0	Agricultural	-32.0000	($685,600.00)	-1.54%
WTI CRUDE FUTURE Jan20	CLF0	Energy	-12.0000	($702,960.00)	-1.58%
COTTON NO.2 FUTR Mar20	CTH0	Agricultural	-27.0000	($864,135.00)	-1.94%
CORN FUTURE Mar20	C H0	Agricultural	-46.0000	($871,700.00)	-1.95%
COFFEE 'C' FUTURE Mar20	KCH0	Agricultural	-40.0000	($1,743,750.00)	-3.91%

Cash and Collateral

Security Name	Identifier	Shares / Quantity	Market Value	Weighting
US Dollar	$USD	7,062,439	$7,062,438.84	15.83%
U.S. Treasury Bill, 0%, due 12/19/2019	912796SX8	7,000,000	$6,992,504.33	15.68%
U.S. Treasury Bill, 0%, due 12/12/2019	912796SW0	6,000,000	$5,995,061.64	13.44%
U.S. Treasury Bill, 0%, due 01/09/2020	912796TA7	6,000,000	$5,987,808.00	13.43%
U.S. Treasury Bill, 0%, due 11/26/2019	912796WF2	5,000,000	$4,999,186.10	11.21%
U.S. Treasury Bill, 0%, due 12/05/2019	912796RN1	4,000,000	$3,997,923.60	8.96%
U.S. Treasury Bill, 0%, due 01/23/2020	912796TC3	3,000,000	$2,992,128.57	6.71%
U.S. Treasury Bill, 0%, due 01/16/2020	912796TB5	2,000,000	$1,995,385.60	4.47%
U.S. Treasury Bill, 0%, due 01/30/2020	912796RY7	2,000,000	$1,994,124.46	4.47%
U.S. Treasury Bill, 0%, due 02/20/2020	912796TG4	1,000,000	$996,164.17	2.23%
U.S. Treasury Bill, 0%, due 04/16/2020	912796TR0	800,000	$795,039.25	1.78%
U.S. Treasury Bill, 0%, due 06/18/2020	912796SV2	800,000	$792,894.00	1.78%

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.