First Trust Alternative Absolute Return Strategy ETF (FAAR)
Holdings of the Fund as of 7/6/2020

Futures **
Security Name Identifier Classification Shares /
Contracts
Notional Value Weighting Descending sort
COPPER FUTURE Sep20 HGU0 Metals 41.0000 $2,843,862.50 7.45%
SOYBEAN FUTURE Nov20 S X0 Agricultural 50.0000 $2,265,625.00 5.94%
SILVER FUTURE Sep20 SIU0 Metals 19.0000 $1,765,290.00 4.63%
GASOLINE RBOB FUT Dec20 XBZ0 Energy 37.0000 $1,734,730.20 4.55%
COTTON NO.2 FUTR Dec20 CTZ0 Agricultural 48.0000 $1,515,360.00 3.97%
LIVE CATTLE FUTR Aug20 LCQ0 Agricultural 36.0000 $1,441,440.00 3.78%
COCOA FUTURE Sep20 CCU0 Agricultural 58.0000 $1,248,160.00 3.27%
SUGAR #11 (WORLD) Oct20 SBV0 Agricultural 92.0000 $1,229,267.20 3.22%
BRENT CRUDE FUTR Oct20 COV0 Energy 27.0000 $1,167,480.00 3.06%
GOLD 100 OZ FUTR Aug20 GCQ0 Metals 6.0000 $1,076,100.00 2.82%
SOYBEAN OIL FUTR Dec20 BOZ0 Agricultural 41.0000 $719,058.00 1.88%
Low Su Gasoil G Sep20 QSU0 Energy 11.0000 $414,975.00 1.09%
NY Harb ULSD Fut Aug20 HOQ0 Energy 8.0000 $417,211.20 1.09%
WTI CRUDE FUTURE Sep20 CLU0 Energy 10.0000 $407,300.00 1.07%
SOYBEAN FUTURE Aug20 S Q0 Agricultural 2.0000 $89,850.00 0.24%
CORN FUTURE Sep20 C U0 Agricultural -20.0000 ($346,500.00) -0.91%
SOYBEAN MEAL FUTR Dec20 SMZ0 Agricultural -13.0000 ($397,800.00) -1.04%
CORN FUTURE Dec20 C Z0 Agricultural -24.0000 ($427,500.00) -1.12%
PLATINUM FUTURE Oct20 PLV0 Metals -12.0000 ($502,620.00) -1.32%
CATTLE FEEDER FUT Aug20 FCQ0 Agricultural -8.0000 ($544,600.00) -1.43%
KC HRW WHEAT FUT Sep20 KWU0 Agricultural -26.0000 ($570,050.00) -1.49%
COFFEE 'C' FUTURE Sep20 KCU0 Agricultural -17.0000 ($625,706.25) -1.64%
LEAN HOGS FUTURE Aug20 LHQ0 Agricultural -37.0000 ($729,270.00) -1.91%
LME PRI ALUM FUTR Sep20 LAU20 Metals -19.0000 ($773,062.50) -2.03%
NATURAL GAS FUTR Feb21 NGG21 Energy -54.0000 ($1,533,060.00) -4.02%
Cash and Collateral
Security Name Identifier Shares / Quantity Market Value Weighting Descending sort
US Dollar $USD 37,161,139 $37,161,139.08 97.38%
U.S. Treasury Bill, 0%, due 07/09/2020 912796WW5 1,000,000 $999,994.03 2.62%
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.