First Trust Dow Jones Select MicroCap Index Fund (FDM) |
Portfolio of Investments |
September 30, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 99.9% | ||||||
Aerospace & Defense — 0.6% | ||||||
13,359 | National Presto Industries, Inc. | $ | 869,003 | |||
Air Freight & Logistics — 0.4% | ||||||
100,162 | Radiant Logistics, Inc. (a) | 569,922 | ||||
Auto Components — 1.3% | ||||||
136,801 | Modine Manufacturing Co. (a) | 1,770,205 | ||||
Banks — 22.4% | ||||||
22,428 | ACNB Corp. | 673,737 | ||||
46,810 | Amalgamated Financial Corp. | 1,055,566 | ||||
37,490 | Bank of Marin Bancorp | 1,122,826 | ||||
17,152 | Bankwell Financial Group, Inc. | 499,295 | ||||
39,307 | BCB Bancorp, Inc. | 661,537 | ||||
64,643 | Carter Bankshares, Inc. (a) | 1,040,752 | ||||
27,933 | Coastal Financial Corp. (a) | 1,110,057 | ||||
112,839 | CrossFirst Bankshares, Inc. (a) | 1,472,549 | ||||
17,854 | Esquire Financial Holdings, Inc. | 670,418 | ||||
31,617 | Farmers & Merchants Bancorp, Inc. (b) | 849,549 | ||||
12,205 | Fidelity D&D Bancorp, Inc. | 492,472 | ||||
63,199 | First Bancshares (The), Inc. | 1,887,754 | ||||
19,396 | First Business Financial Services, Inc. | 626,685 | ||||
28,796 | First Financial Corp. | 1,301,291 | ||||
14,376 | First Guaranty Bancshares, Inc. (b) | 314,547 | ||||
57,106 | First of Long Island (The) Corp. | 984,507 | ||||
74,917 | Flushing Financial Corp. | 1,451,142 | ||||
30,867 | FVCBankcorp, Inc. (a) | 591,720 | ||||
159,574 | Heritage Commerce Corp. | 1,809,569 | ||||
36,497 | HomeTrust Bancshares, Inc. | 806,584 | ||||
55,382 | Independent Bank Corp. | 1,057,796 | ||||
30,262 | John Marshall Bancorp, Inc. (b) | 743,235 | ||||
48,198 | Metrocity Bankshares, Inc. | 946,609 | ||||
58,041 | Midland States Bancorp, Inc. | 1,368,026 | ||||
103,146 | Old Second Bancorp, Inc. | 1,346,055 | ||||
28,080 | Orrstown Financial Services, Inc. | 671,674 | ||||
37,915 | PCSB Financial Corp. (b) | 679,816 | ||||
42,581 | Peapack-Gladstone Financial Corp. | 1,432,851 | ||||
34,053 | Professional Holding Corp., Class A (a) | 883,335 | ||||
37,248 | RBB Bancorp | 774,013 | ||||
120,735 | Republic First Bancorp, Inc. (a) | 341,680 | ||||
45,945 | Shore Bancshares, Inc. | 795,767 | ||||
15,755 | Unity Bancorp, Inc. | 395,608 | ||||
30,859,022 | ||||||
Biotechnology — 0.9% | ||||||
27,954 | Eagle Pharmaceuticals, Inc. (a) | 738,545 | ||||
301,253 | Selecta Biosciences, Inc. (a) (b) | 494,055 | ||||
1,232,600 | ||||||
Building Products — 1.0% | ||||||
51,305 | Insteel Industries, Inc. | 1,361,122 | ||||
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Capital Markets — 2.0% | ||||||
70,492 | Bridge Investment Group Holdings, Inc., Class A | $ | 1,022,134 | |||
110,588 | GCM Grosvenor, Inc., Class A (b) | 872,539 | ||||
42,253 | Manning & Napier, Inc. | 518,444 | ||||
23,722 | Silvercrest Asset Management Group, Inc., Class A (b) | 387,855 | ||||
2,800,972 | ||||||
Chemicals — 1.5% | ||||||
67,913 | FutureFuel Corp. | 410,195 | ||||
25,776 | Intrepid Potash, Inc. (a) | 1,019,956 | ||||
66,142 | Tredegar Corp. | 624,380 | ||||
2,054,531 | ||||||
Commercial Services & Supplies — 2.6% | ||||||
247,929 | ACCO Brands Corp. | 1,214,852 | ||||
67,902 | Ennis, Inc. | 1,366,867 | ||||
27,594 | VSE Corp. | 976,828 | ||||
3,558,547 | ||||||
Communications Equipment — 0.9% | ||||||
27,903 | Aviat Networks, Inc. (a) | 763,984 | ||||
29,787 | Cambium Networks Corp. (a) | 503,996 | ||||
1,267,980 | ||||||
Construction & Engineering — 1.0% | ||||||
26,110 | Northwest Pipe Co. (a) | 733,691 | ||||
110,769 | Tutor Perini Corp. (a) | 611,445 | ||||
1,345,136 | ||||||
Consumer Finance — 0.9% | ||||||
25,239 | Consumer Portfolio Services, Inc. (a) (b) | 183,487 | ||||
141,204 | EZCORP, Inc., Class A (a) | 1,088,683 | ||||
1,272,170 | ||||||
Distributors — 0.3% | ||||||
17,659 | Weyco Group, Inc. | 359,184 | ||||
Diversified Consumer Services — 1.5% | ||||||
49,654 | American Public Education, Inc. (a) | 453,837 | ||||
34,407 | Carriage Services, Inc. | 1,106,529 | ||||
88,815 | Universal Technical Institute, Inc. (a) | 483,154 | ||||
2,043,520 | ||||||
Diversified Financial Services — 1.3% | ||||||
100,754 | Acacia Research Corp. (a) | 407,046 | ||||
46,638 | A-Mark Precious Metals, Inc. | 1,324,053 | ||||
1,731,099 | ||||||
First Trust Dow Jones Select MicroCap Index Fund (FDM) |
Portfolio of Investments (Continued) |
September 30, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Electrical Equipment — 2.3% | ||||||
192,296 | Babcock & Wilcox Enterprises, Inc. (a) | $ | 1,226,848 | |||
7,798 | Preformed Line Products Co. | 554,828 | ||||
88,047 | Thermon Group Holdings, Inc. (a) | 1,356,804 | ||||
3,138,480 | ||||||
Electronic Equipment, Instruments & Components — 2.3% | ||||||
27,205 | Bel Fuse, Inc., Class B | 686,926 | ||||
65,361 | Kimball Electronics, Inc. (a) | 1,120,941 | ||||
28,305 | Richardson Electronics Ltd. | 427,406 | ||||
33,225 | Vishay Precision Group, Inc. (a) | 983,128 | ||||
3,218,401 | ||||||
Entertainment — 0.8% | ||||||
89,739 | Reservoir Media, Inc. (a) (b) | 437,927 | ||||
62,145 | Sciplay Corp., Class A (a) | 730,825 | ||||
1,168,752 | ||||||
Equity Real Estate Investment Trusts — 2.3% | ||||||
109,347 | City Office REIT, Inc. | 1,090,189 | ||||
42,397 | CTO Realty Growth, Inc. (b) | 794,520 | ||||
79,333 | Urstadt Biddle Properties, Inc., Class A | 1,230,455 | ||||
3,115,164 | ||||||
Food & Staples Retailing — 0.2% | ||||||
21,484 | Natural Grocers by Vitamin Cottage, Inc. | 231,812 | ||||
Food Products — 2.1% | ||||||
23,485 | John B Sanfilippo & Son, Inc. | 1,778,519 | ||||
14,734 | Seneca Foods Corp., Class A (a) | 743,183 | ||||
90,529 | Whole Earth Brands, Inc. (a) | 347,631 | ||||
2,869,333 | ||||||
Health Care Equipment & Supplies — 0.9% | ||||||
88,852 | Co-Diagnostics, Inc. (a) (b) | 285,215 | ||||
34,401 | Sensus Healthcare, Inc. (a) | 431,045 | ||||
58,591 | Zynex, Inc. (b) | 531,420 | ||||
1,247,680 | ||||||
Hotels, Restaurants & Leisure — 4.6% | ||||||
49,569 | Chuy’s Holdings, Inc. (a) | 1,149,009 | ||||
152,370 | Denny’s Corp. (a) | 1,433,802 | ||||
51,583 | El Pollo Loco Holdings, Inc. (a) | 460,120 | ||||
7,406 | Nathan’s Famous, Inc. | 471,540 | ||||
22,369 | RCI Hospitality Holdings, Inc. | 1,461,591 | ||||
81,058 | Ruth’s Hospitality Group, Inc. | 1,366,638 | ||||
6,342,700 | ||||||
Household Durables — 2.1% | ||||||
22,376 | Bassett Furniture Industries, Inc. | 350,856 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Household Durables (Continued) | ||||||
77,325 | Beazer Homes USA, Inc. (a) | $ | 747,733 | |||
55,357 | Dream Finders Homes, Inc., Class A (a) (b) | 586,784 | ||||
59,943 | Ethan Allen Interiors, Inc. | 1,267,195 | ||||
2,952,568 | ||||||
Insurance — 1.2% | ||||||
120,040 | Citizens, Inc. (a) (b) | 400,934 | ||||
6,326 | National Western Life Group, Inc., Class A | 1,080,481 | ||||
47,136 | Trean Insurance Group, Inc. (a) | 160,262 | ||||
1,641,677 | ||||||
Internet & Direct Marketing Retail — 1.0% | ||||||
35,155 | Lands’ End, Inc. (a) | 271,397 | ||||
71,132 | Liquidity Services, Inc. (a) | 1,156,606 | ||||
1,428,003 | ||||||
IT Services — 2.0% | ||||||
31,972 | Cass Information Systems, Inc. | 1,109,109 | ||||
71,667 | Hackett Group (The), Inc. | 1,269,939 | ||||
89,855 | Information Services Group, Inc. | 427,710 | ||||
2,806,758 | ||||||
Leisure Products — 1.9% | ||||||
229,990 | AMMO, Inc. (a) | 673,871 | ||||
18,671 | JAKKS Pacific, Inc. (a) | 360,910 | ||||
14,620 | Johnson Outdoors, Inc., Class A | 750,152 | ||||
47,460 | MasterCraft Boat Holdings, Inc. (a) | 894,621 | ||||
2,679,554 | ||||||
Machinery — 0.8% | ||||||
78,198 | Commercial Vehicle Group, Inc. (a) | 351,891 | ||||
92,526 | Manitowoc (The) Co., Inc. (a) | 717,076 | ||||
1,068,967 | ||||||
Marine — 0.3% | ||||||
94,385 | Pangaea Logistics Solutions Ltd. | 436,059 | ||||
Media — 1.8% | ||||||
161,670 | Entravision Communications Corp., Class A | 641,830 | ||||
112,248 | PubMatic, Inc., Class A (a) | 1,866,684 | ||||
2,508,514 | ||||||
Metals & Mining — 2.9% | ||||||
232,442 | Gold Resource Corp. | 383,529 | ||||
32,778 | Haynes International, Inc. | 1,151,163 | ||||
25,172 | Olympic Steel, Inc. | 574,173 | ||||
63,757 | Ramaco Resources, Inc. | 586,565 | ||||
219,338 | SunCoke Energy, Inc. | 1,274,354 | ||||
3,969,784 | ||||||
First Trust Dow Jones Select MicroCap Index Fund (FDM) |
Portfolio of Investments (Continued) |
September 30, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Mortgage Real Estate Investment Trusts — 2.6% | ||||||
41,263 | AFC Gamma, Inc. | $ | 631,324 | |||
117,090 | Dynex Capital, Inc. | 1,364,099 | ||||
137,695 | Granite Point Mortgage Trust, Inc. | 886,756 | ||||
59,793 | Great Ajax Corp. | 449,045 | ||||
92,215 | Sachem Capital Corp. (b) | 307,076 | ||||
3,638,300 | ||||||
Oil, Gas & Consumable Fuels — 5.2% | ||||||
175,602 | Alto Ingredients, Inc. (a) | 639,191 | ||||
31,146 | Centrus Energy Corp., Class A (a) | 1,276,363 | ||||
83,400 | Dorian LPG Ltd. | 1,131,738 | ||||
45,379 | Epsilon Energy Ltd. | 286,795 | ||||
80,762 | Evolution Petroleum Corp. | 562,104 | ||||
208,731 | Ring Energy, Inc. (a) (b) | 484,256 | ||||
83,110 | SandRidge Energy, Inc. (a) | 1,355,524 | ||||
33,407 | Sitio Royalties Corp. (b) | 738,629 | ||||
155,363 | VAALCO Energy, Inc. (b) | 677,383 | ||||
7,151,983 | ||||||
Pharmaceuticals — 2.7% | ||||||
199,279 | Atea Pharmaceuticals, Inc. (a) | 1,133,898 | ||||
89,759 | Collegium Pharmaceutical, Inc. (a) | 1,437,939 | ||||
53,494 | Phibro Animal Health Corp., Class A | 710,935 | ||||
34,101 | ProPhase Labs, Inc. (b) | 384,659 | ||||
3,667,431 | ||||||
Professional Services — 3.5% | ||||||
18,646 | Barrett Business Services, Inc. | 1,454,388 | ||||
51,913 | Heidrick & Struggles International, Inc. | 1,349,219 | ||||
18,515 | RCM Technologies, Inc. (a) | 309,015 | ||||
85,972 | TrueBlue, Inc. (a) | 1,640,346 | ||||
4,752,968 | ||||||
Real Estate Management & Development — 1.6% | ||||||
177,433 | Douglas Elliman, Inc. | 727,475 | ||||
47,116 | Forestar Group, Inc. (a) | 527,228 | ||||
37,510 | RMR Group (The), Inc., Class A | 888,612 | ||||
2,143,315 | ||||||
Road & Rail — 0.5% | ||||||
23,875 | Covenant Logistics Group, Inc. | 685,213 | ||||
Semiconductors & Semiconductor Equipment — 1.2% | ||||||
105,330 | AXT, Inc. (a) | 705,711 | ||||
17,332 | CyberOptics Corp. (a) | 932,115 | ||||
1,637,826 | ||||||
Software — 1.5% | ||||||
75,564 | ChannelAdvisor Corp. (a) | 1,712,280 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Software (Continued) | ||||||
16,224 | CoreCard Corp. (a) (b) | $ | 353,197 | |||
2,065,477 | ||||||
Specialty Retail — 5.1% | ||||||
55,706 | Arhaus, Inc. (a) (b) | 392,727 | ||||
35,258 | Build-A-Bear Workshop, Inc. | 469,989 | ||||
329,156 | Chico’s FAS, Inc. (a) | 1,593,115 | ||||
144,994 | Destination XL Group, Inc. (a) | 785,867 | ||||
35,235 | Haverty Furniture Cos., Inc. | 877,352 | ||||
21,897 | Lazydays Holdings, Inc. (a) (b) | 295,610 | ||||
28,623 | OneWater Marine, Inc., Class A (a) | 861,839 | ||||
32,823 | TravelCenters of America, Inc. (a) | 1,770,144 | ||||
7,046,643 | ||||||
Technology Hardware, Storage & Peripherals — 0.4% | ||||||
88,413 | Immersion Corp. (a) | 485,387 | ||||
Textiles, Apparel & Luxury Goods — 1.1% | ||||||
42,168 | Movado Group, Inc. | 1,188,294 | ||||
34,021 | Unifi, Inc. (a) | 323,540 | ||||
1,511,834 | ||||||
Thrifts & Mortgage Finance — 2.7% | ||||||
19,677 | Ocwen Financial Corp. (a) | 457,884 | ||||
20,143 | Southern Missouri Bancorp, Inc. | 1,027,897 | ||||
50,309 | TrustCo Bank Corp. | 1,580,709 | ||||
243,494 | UWM Holdings Corp. (b) | 713,437 | ||||
3,779,927 | ||||||
Trading Companies & Distributors — 3.0% | ||||||
41,641 | DXP Enterprises, Inc. (a) | 986,059 | ||||
101,835 | Hudson Technologies, Inc. (a) | 748,487 | ||||
19,428 | Rush Enterprises, Inc., Class B | 930,795 | ||||
52,830 | Titan Machinery, Inc. (a) | 1,492,976 | ||||
4,158,317 | ||||||
Water Utilities — 0.7% | ||||||
20,034 | Artesian Resources Corp., Class A | 964,036 | ||||
Total Common Stocks — 99.9% | 137,607,876 | |||||
(Cost $163,206,976) | ||||||
Money Market Funds — 6.3% | ||||||
8,683,420 | Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 2.77% (c) (d) | 8,683,420 | ||||
(Cost $8,683,420) | ||||||
Total Investments — 106.2% | 146,291,296 | |||||
(Cost $171,890,396) | ||||||
Net Other Assets and Liabilities — (6.2)% | (8,583,330 | ) | ||||
Net Assets — 100.0% | $ | 137,707,966 | ||||
First Trust Dow Jones Select MicroCap Index Fund (FDM) |
Portfolio of Investments (Continued) |
September 30, 2022 (Unaudited) |
(a) | Non-income producing security. |
(b) | All or a portion of this security is on loan for securities lending. The remaining contractual maturity of all of the securities lending transactions is overnight and continuous. The aggregate value of such securities is $8,420,197 and the total value of the collateral held by the Fund is $8,683,420. |
(c) | Rate shown reflects yield as of September 30, 2022. |
(d) | This security serves as collateral for securities on loan. |
Valuation Inputs | |||||||
A summary of the inputs used to value the Fund’s investments as of September 30, 2022 is as follows (see Valuation Inputs in the Additional Information section): |
Total Value at 9/30/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 137,607,876 | $ | 137,607,876 | $ | — | $ | — | ||||||||
Money Market Funds | 8,683,420 | 8,683,420 | — | — | ||||||||||||
Total Investments | $ | 146,291,296 | $ | 146,291,296 | $ | — | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
First Trust Morningstar Dividend Leaders Index Fund (FDL) |
Portfolio of Investments |
September 30, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 99.7% | ||||||
Air Freight & Logistics — 2.9% | ||||||
555,828 | United Parcel Service, Inc., Class B | $ | 89,788,455 | |||
Banks — 11.8% | ||||||
146,205 | Associated Banc-Corp. | 2,935,797 | ||||
35,490 | Bank of Hawaii Corp. | 2,701,499 | ||||
156,931 | Cadence Bank | 3,987,617 | ||||
60,363 | Cathay General Bancorp | 2,321,561 | ||||
1,990,393 | Citigroup, Inc. | 82,939,676 | ||||
556,026 | Citizens Financial Group, Inc. | 19,105,053 | ||||
78,171 | Columbia Banking System, Inc. | 2,258,360 | ||||
337,640 | F.N.B. Corp. | 3,916,624 | ||||
99,763 | First Financial Bancorp | 2,103,004 | ||||
127,761 | First Hawaiian, Inc. | 3,146,754 | ||||
83,540 | First Interstate BancSystem, Inc., Class A | 3,370,839 | ||||
152,398 | Fulton Financial Corp. | 2,407,888 | ||||
1,608,969 | Huntington Bancshares, Inc. | 21,206,212 | ||||
1,000,057 | KeyCorp | 16,020,913 | ||||
242,058 | Old National Bancorp | 3,986,695 | ||||
379,871 | PNC Financial Services Group (The), Inc. | 56,760,325 | ||||
1,436,605 | Truist Financial Corp. | 62,549,782 | ||||
1,323,963 | U.S. Bancorp | 53,382,188 | ||||
257,643 | Umpqua Holdings Corp. | 4,403,119 | ||||
132,789 | United Bankshares, Inc. | 4,747,207 | ||||
388,793 | Valley National Bancorp | 4,198,964 | ||||
58,071 | WesBanco, Inc. | 1,937,829 | ||||
360,387,906 | ||||||
Biotechnology — 10.5% | ||||||
1,755,562 | AbbVie, Inc. | 235,613,976 | ||||
1,381,216 | Gilead Sciences, Inc. | 85,207,215 | ||||
320,821,191 | ||||||
Capital Markets — 4.2% | ||||||
135,961 | Ares Management Corp., Class A | 8,422,784 | ||||
119,802 | Artisan Partners Asset Management, Inc., Class A | 3,226,268 | ||||
902,790 | Blackstone, Inc. | 75,563,523 | ||||
138,578 | Carlyle Group (The), Inc. | 3,580,856 | ||||
304,595 | Franklin Resources, Inc. | 6,554,884 | ||||
172,588 | Jefferies Financial Group, Inc. | 5,091,346 | ||||
91,621 | Moelis & Co., Class A | 3,097,706 | ||||
219,817 | T. Rowe Price Group, Inc. | 23,082,983 | ||||
85,239 | Virtu Financial, Inc., Class A | 1,770,414 | ||||
130,390,764 | ||||||
Chemicals — 0.9% | ||||||
369,342 | LyondellBasell Industries N.V., Class A | 27,804,066 | ||||
Communications Equipment — 4.5% | ||||||
3,426,914 | Cisco Systems, Inc. | 137,076,560 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Consumer Finance — 0.1% | ||||||
156,045 | Navient Corp. | $ | 2,292,301 | |||
Containers & Packaging — 0.6% | ||||||
408,012 | International Paper Co. | 12,933,981 | ||||
72,699 | Sonoco Products Co. | 4,124,214 | ||||
17,058,195 | ||||||
Diversified Telecommunication Services — 7.9% | ||||||
6,394,453 | Verizon Communications, Inc. | 242,797,380 | ||||
Electric Utilities — 6.7% | ||||||
60,211 | ALLETE, Inc. | 3,013,560 | ||||
60,508 | Avangrid, Inc. | 2,523,184 | ||||
685,903 | Duke Energy Corp. | 63,802,697 | ||||
383,346 | Edison International | 21,689,717 | ||||
168,457 | Entergy Corp. | 16,951,828 | ||||
528,835 | FirstEnergy Corp. | 19,566,895 | ||||
193,167 | OGE Energy Corp. | 7,042,869 | ||||
122,392 | Pinnacle West Capital Corp. | 7,895,508 | ||||
75,159 | Portland General Electric Co. | 3,266,410 | ||||
885,443 | Southern (The) Co. | 60,210,124 | ||||
205,962,792 | ||||||
Food & Staples Retailing — 1.0% | ||||||
932,166 | Walgreens Boots Alliance, Inc. | 29,270,012 | ||||
Food Products — 0.9% | ||||||
446,019 | Conagra Brands, Inc. | 14,553,600 | ||||
199,698 | Kellogg Co. | 13,910,963 | ||||
28,464,563 | ||||||
Gas Utilities — 0.2% | ||||||
107,869 | South Jersey Industries, Inc. | 3,604,982 | ||||
49,804 | Spire, Inc. | 3,104,283 | ||||
6,709,265 | ||||||
Health Care Providers & Services — 0.4% | ||||||
185,965 | Cardinal Health, Inc. | 12,400,146 | ||||
Hotels, Restaurants & Leisure — 0.6% | ||||||
27,485 | Cracker Barrel Old Country Store, Inc. | 2,544,561 | ||||
115,194 | Darden Restaurants, Inc. | 14,551,306 | ||||
17,095,867 | ||||||
Household Durables — 0.7% | ||||||
151,943 | Leggett & Platt, Inc. | 5,047,547 | ||||
92,058 | M.D.C. Holdings, Inc. | 2,524,230 | ||||
480,680 | Newell Brands, Inc. | 6,676,645 | ||||
62,247 | Whirlpool Corp. | 8,391,518 | ||||
22,639,940 | ||||||
Household Products — 1.2% | ||||||
67,578 | Energizer Holdings, Inc. | 1,698,911 |
First Trust Morningstar Dividend Leaders Index Fund (FDL) |
Portfolio of Investments (Continued) |
September 30, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Household Products (Continued) | ||||||
299,727 | Kimberly-Clark Corp. | $ | 33,731,277 | |||
35,430,188 | ||||||
Industrial Conglomerates — 2.5% | ||||||
687,414 | 3M Co. | 75,959,247 | ||||
Insurance — 2.5% | ||||||
26,642 | CNA Financial Corp. | 983,090 | ||||
301,773 | Fidelity National Financial, Inc. | 10,924,183 | ||||
102,207 | First American Financial Corp. | 4,711,743 | ||||
292,293 | Old Republic International Corp. | 6,117,692 | ||||
195,176 | Principal Financial Group, Inc. | 14,081,948 | ||||
459,172 | Prudential Financial, Inc. | 39,387,774 | ||||
76,206,430 | ||||||
IT Services — 4.7% | ||||||
1,135,721 | International Business Machines Corp. | 134,935,012 | ||||
606,440 | Western Union (The) Co. | 8,186,940 | ||||
143,121,952 | ||||||
Machinery — 0.0% | ||||||
65,187 | Trinity Industries, Inc. | 1,391,743 | ||||
Media — 0.8% | ||||||
401,923 | Interpublic Group of (The) Cos., Inc. | 10,289,229 | ||||
209,039 | Omnicom Group, Inc. | 13,188,270 | ||||
23,477,499 | ||||||
Multi-Utilities — 0.2% | ||||||
76,200 | Avista Corp. | 2,823,210 | ||||
61,465 | NorthWestern Corp. | 3,028,995 | ||||
5,852,205 | ||||||
Oil, Gas & Consumable Fuels — 21.4% | ||||||
1,114,470 | Devon Energy Corp. | 67,013,081 | ||||
3,589,335 | Exxon Mobil Corp. | 313,384,839 | ||||
2,962,827 | Kinder Morgan, Inc. | 49,301,441 | ||||
675,919 | ONEOK, Inc. | 34,634,090 | ||||
528,370 | Phillips 66 | 42,650,026 | ||||
691,996 | Pioneer Natural Resources Co. | 149,837,894 | ||||
656,821,371 | ||||||
Personal Products — 0.0% | ||||||
15,473 | Medifast, Inc. | 1,676,654 | ||||
Specialty Retail — 0.7% | ||||||
233,795 | American Eagle Outfitters, Inc. | 2,274,825 | ||||
237,761 | Best Buy Co., Inc. | 15,059,782 | ||||
89,221 | Foot Locker, Inc. | 2,777,450 | ||||
20,112,057 | ||||||
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Technology Hardware, Storage & Peripherals — 0.4% | ||||||
206,071 | Seagate Technology Holdings PLC | $ | 10,969,159 | |||
182,093 | Xerox Holdings Corp. | 2,381,777 | ||||
13,350,936 | ||||||
Textiles, Apparel & Luxury Goods — 0.6% | ||||||
39,729 | Carter’s, Inc. | 2,603,441 | ||||
581,690 | Hanesbrands, Inc. | 4,048,563 | ||||
372,196 | VF Corp. | 11,132,382 | ||||
17,784,386 | ||||||
Thrifts & Mortgage Finance — 0.3% | ||||||
803,278 | New York Community Bancorp, Inc. | 6,851,961 | ||||
165,165 | Radian Group, Inc. | 3,186,033 | ||||
10,037,994 | ||||||
Tobacco — 10.1% | ||||||
3,542,963 | Altria Group, Inc. | 143,064,846 | ||||
2,001,599 | Philip Morris International, Inc. | 166,152,733 | ||||
309,217,579 | ||||||
Trading Companies & Distributors — 0.4% | ||||||
43,254 | MSC Industrial Direct Co., Inc., Class A | 3,149,324 | ||||
68,915 | Triton International Ltd. | 3,771,718 | ||||
25,062 | Watsco, Inc. | 6,452,462 | ||||
13,373,504 | ||||||
Total Investments — 99.7% | 3,054,773,148 | |||||
(Cost $3,293,876,600) | ||||||
Net Other Assets and Liabilities — 0.3% | 10,582,404 | |||||
Net Assets — 100.0% | $ | 3,065,355,552 |
First Trust Morningstar Dividend Leaders Index Fund (FDL) |
Portfolio of Investments (Continued) |
September 30, 2022 (Unaudited) |
Valuation Inputs | |||
A summary of the inputs used to value the Fund’s investments as of September 30, 2022 is as follows (see Valuation Inputs in the Additional Information section): |
Total Value at 9/30/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 3,054,773,148 | $ | 3,054,773,148 | $ | — | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
First Trust US Equity Opportunities ETF (FPX) |
Portfolio of Investments |
September 30, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 100.0% | ||||||
Aerospace & Defense — 4.4% | ||||||
133,583 | General Dynamics Corp. | $ | 28,342,305 | |||
310,424 | Parsons Corp. (a) | 12,168,621 | ||||
40,510,926 | ||||||
Automobiles — 1.2% | ||||||
343,283 | Rivian Automotive, Inc., Class A (a) | 11,297,444 | ||||
Beverages — 2.6% | ||||||
663,249 | Keurig Dr Pepper, Inc. | 23,757,579 | ||||
Biotechnology — 6.5% | ||||||
58,317 | Cerevel Therapeutics Holdings, Inc. (a) | 1,648,038 | ||||
265,920 | Ionis Pharmaceuticals, Inc. (a) | 11,761,641 | ||||
12,718 | Karuna Therapeutics, Inc. (a) | 2,860,660 | ||||
245,931 | Legend Biotech Corp., ADR (a) | 10,033,985 | ||||
22,989 | Prometheus Biosciences, Inc. (a) | 1,356,581 | ||||
20,420 | Regeneron Pharmaceuticals, Inc. (a) | 14,066,725 | ||||
61,206 | Relay Therapeutics, Inc. (a) | 1,369,178 | ||||
72,481 | United Therapeutics Corp. (a) | 15,176,072 | ||||
44,919 | Verve Therapeutics, Inc. (a) | 1,542,968 | ||||
59,815,848 | ||||||
Building Products — 0.8% | ||||||
204,965 | Carrier Global Corp. | 7,288,555 | ||||
Capital Markets — 2.7% | ||||||
84,359 | Coinbase Global, Inc., Class A (a) (b) | 5,440,312 | ||||
147,562 | Owl Rock Capital Corp. | 1,530,218 | ||||
462,954 | TPG, Inc. | 12,888,639 | ||||
87,824 | Tradeweb Markets, Inc., Class A | 4,955,030 | ||||
24,814,199 | ||||||
Chemicals — 8.8% | ||||||
1,155,015 | Corteva, Inc. | 66,009,107 | ||||
121,090 | Dow, Inc. | 5,319,484 | ||||
335,852 | Livent Corp. (a) | 10,293,864 | ||||
81,622,455 | ||||||
Commercial Services & Supplies — 2.2% | ||||||
156,879 | Driven Brands Holdings, Inc. (a) | 4,389,474 | ||||
118,377 | Republic Services, Inc. | 16,104,007 | ||||
20,493,481 | ||||||
Construction & Engineering — 0.4% | ||||||
100,089 | WillScot Mobile Mini Holdings Corp. (a) | 4,036,589 | ||||
Diversified Consumer Services — 1.2% | ||||||
22,275 | Duolingo, Inc. (a) | 2,121,248 | ||||
156,569 | PowerSchool Holdings, Inc., Class A (a) | 2,613,137 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Diversified Consumer Services (Continued) | ||||||
170,869 | Terminix Global Holdings, Inc. (a) | $ | 6,542,574 | |||
11,276,959 | ||||||
Diversified Financial Services — 1.2% | ||||||
557,039 | Corebridge Financial, Inc. (a) | 10,968,098 | ||||
Electric Utilities — 4.0% | ||||||
275,392 | Constellation Energy Corp. | 22,909,861 | ||||
236,453 | Evergy, Inc. | 14,045,308 | ||||
36,955,169 | ||||||
Electrical Equipment — 0.8% | ||||||
84,486 | Array Technologies, Inc. (a) | 1,400,778 | ||||
109,634 | Shoals Technologies Group, Inc., Class A (a) | 2,362,612 | ||||
86,682 | Stem, Inc. (a) | 1,156,338 | ||||
79,471 | Sunrun, Inc. (a) | 2,192,605 | ||||
7,112,333 | ||||||
Energy Equipment & Services — 0.3% | ||||||
76,038 | ChampionX Corp. | 1,488,063 | ||||
80,018 | ProFrac Holding Corp., Class A (a) | 1,217,074 | ||||
2,705,137 | ||||||
Entertainment — 1.1% | ||||||
279,500 | ROBLOX Corp., Class A (a) | 10,017,280 | ||||
Equity Real Estate Investment Trusts — 0.6% | ||||||
196,695 | Phillips Edison & Co., Inc. | 5,517,295 | ||||
Food & Staples Retailing — 2.3% | ||||||
448,415 | Albertsons Cos., Inc., Class A | 11,147,597 | ||||
50,608 | BJ’s Wholesale Club Holdings, Inc. (a) | 3,684,768 | ||||
181,595 | Grocery Outlet Holding Corp. (a) | 6,045,298 | ||||
20,877,663 | ||||||
Food Products — 0.5% | ||||||
204,576 | Hostess Brands, Inc. (a) | 4,754,346 | ||||
Health Care Equipment & Supplies — 6.3% | ||||||
73,634 | Axonics, Inc. (a) | 5,186,779 | ||||
917,986 | Bausch + Lomb Corp. (a) | 14,081,905 | ||||
61,218 | Envista Holdings Corp. (a) | 2,008,563 | ||||
44,583 | Glaukos Corp. (a) | 2,373,599 | ||||
20,003 | Inari Medical, Inc. (a) | 1,453,018 | ||||
75,186 | PROCEPT BioRobotics Corp. (a) | 3,117,212 | ||||
107,693 | Shockwave Medical, Inc. (a) | 29,946,192 | ||||
58,167,268 | ||||||
Health Care Providers & Services — 2.6% | ||||||
105,243 | Alignment Healthcare, Inc. (a) | 1,246,077 |
First Trust US Equity Opportunities ETF (FPX) |
Portfolio of Investments (Continued) |
September 30, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Health Care Providers & Services (Continued) | ||||||
237,544 | HealthEquity, Inc. (a) | $ | 15,955,830 | |||
208,561 | Privia Health Group, Inc. (a) | 7,103,588 | ||||
24,305,495 | ||||||
Health Care Technology — 2.2% | ||||||
738,079 | Change Healthcare, Inc. (a) | 20,289,792 | ||||
Hotels, Restaurants & Leisure — 2.2% | ||||||
194,447 | Airbnb, Inc., Class A (a) | 20,424,713 | ||||
Insurance — 2.4% | ||||||
15,202 | Markel Corp. (a) | 16,482,313 | ||||
136,184 | Ryan Specialty Holdings, Inc. (a) | 5,531,794 | ||||
22,014,107 | ||||||
Interactive Media & Services — 1.4% | ||||||
194,050 | Bumble, Inc., Class A (a) | 4,170,134 | ||||
252,336 | Pinterest, Inc., Class A (a) | 5,879,429 | ||||
75,582 | ZoomInfo Technologies, Inc. (a) | 3,148,746 | ||||
13,198,309 | ||||||
Internet & Direct Marketing Retail — 0.6% | ||||||
72,331 | DoorDash, Inc., Class A (a) | 3,576,768 | ||||
26,564 | Xometry, Inc., Class A (a) | 1,508,570 | ||||
5,085,338 | ||||||
IT Services — 3.8% | ||||||
154,796 | Block, Inc. (a) | 8,512,232 | ||||
259,611 | Payoneer Global, Inc. (a) | 1,570,647 | ||||
119,899 | Snowflake, Inc., Class A (a) | 20,378,034 | ||||
193,557 | Toast, Inc., Class A (a) | 3,236,273 | ||||
86,092 | Verra Mobility Corp. (a) | 1,323,234 | ||||
35,020,420 | ||||||
Machinery — 1.6% | ||||||
36,981 | Cummins, Inc. | 7,526,003 | ||||
110,221 | Otis Worldwide Corp. | 7,032,100 | ||||
14,558,103 | ||||||
Media — 0.2% | ||||||
139,525 | Gray Television, Inc. | 1,997,998 | ||||
Multi-Utilities — 1.6% | ||||||
100,103 | Sempra Energy | 15,009,444 | ||||
Oil, Gas & Consumable Fuels — 4.9% | ||||||
67,320 | Archaea Energy, Inc. (a) | 1,212,433 | ||||
70,192 | Cheniere Energy, Inc. | 11,645,555 | ||||
101,423 | Excelerate Energy, Inc., Class A | 2,373,298 | ||||
63,599 | HighPeak Energy, Inc. (b) | 1,377,555 | ||||
122,279 | Magnolia Oil & Gas Corp., Class A | 2,422,347 | ||||
77,769 | New Fortress Energy, Inc. | 3,399,283 | ||||
89,427 | Pioneer Natural Resources Co. | 19,363,628 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Oil, Gas & Consumable Fuels (Continued) | ||||||
98,500 | Range Resources Corp. | $ | 2,488,110 | |||
47,120 | Sitio Royalties Corp. (b) | 1,041,823 | ||||
45,324,032 | ||||||
Personal Products — 0.5% | ||||||
204,194 | BellRing Brands, Inc. (a) | 4,208,438 | ||||
Pharmaceuticals — 4.6% | ||||||
97,907 | Eli Lilly & Co. | 31,658,229 | ||||
110,836 | Harmony Biosciences Holdings, Inc. (a) | 4,908,926 | ||||
136,509 | Royalty Pharma PLC, Class A | 5,484,932 | ||||
42,052,087 | ||||||
Road & Rail — 3.7% | ||||||
1,298,238 | Uber Technologies, Inc. (a) | 34,403,307 | ||||
Semiconductors & Semiconductor Equipment — 5.2% | ||||||
101,191 | GLOBALFOUNDRIES, Inc. (a) | 4,892,585 | ||||
287,513 | Marvell Technology, Inc. | 12,337,183 | ||||
486,984 | ON Semiconductor Corp. (a) | 30,353,712 | ||||
47,583,480 | ||||||
Software — 9.8% | ||||||
117,846 | Bill.com Holdings, Inc. (a) | 15,599,275 | ||||
301,685 | Crowdstrike Holdings, Inc., Class A (a) | 49,720,705 | ||||
71,141 | Datadog, Inc., Class A (a) | 6,315,898 | ||||
167,279 | Gitlab, Inc., Class A (a) | 8,568,030 | ||||
66,464 | Instructure Holdings, Inc. (a) | 1,480,818 | ||||
82,289 | KnowBe4, Inc., Class A (a) | 1,712,434 | ||||
98,717 | Paycor HCM, Inc. (a) | 2,918,075 | ||||
20,480 | Sprout Social, Inc., Class A (a) | 1,242,726 | ||||
44,608 | Zoom Video Communications, Inc., Class A (a) | 3,282,703 | ||||
90,840,664 | ||||||
Specialty Retail — 1.3% | ||||||
253,948 | Academy Sports & Outdoors, Inc. | 10,711,526 | ||||
148,870 | EVgo, Inc. (a) (b) | 1,177,562 | ||||
11,889,088 | ||||||
Thrifts & Mortgage Finance — 0.1% | ||||||
61,013 | Enact Holdings, Inc. (b) | 1,352,658 | ||||
Wireless Telecommunication Services — 3.4% | ||||||
234,939 | T-Mobile US, Inc. (a) | 31,521,766 | ||||
Total Common Stocks — 100.0% | 923,067,863 | |||||
(Cost $992,228,438) |
First Trust US Equity Opportunities ETF (FPX) |
Portfolio of Investments (Continued) |
September 30, 2022 (Unaudited) |
Principal Value | Description | Value | |||||
Repurchase Agreements — 0.4% | |||||||
$ | 1,820,760 | Citigroup, Inc., 2.98% (c), dated 09/30/22, due 10/03/22, with a maturity value of $1,820,911. Collateralized by U.S. Treasury Securities, interest rates of 0.13% to 6.13%, due 01/31/23 to 08/15/52. The value of the collateral including accrued interest is $1,857,175. (d) | $ | 1,820,760 | |||
1,820,760 | Daiwa Capital Markets America, Inc., 2.96% (c), dated 09/30/22, due 10/03/22, with a maturity value of $1,820,910. Collateralized by U.S. Treasury Securities, interest rates of 0.00% to 6.13%, due 12/22/22 to 08/15/51. The value of the collateral including accrued interest is $1,857,175. (d) | 1,820,760 | |||||
115,804 | JPMorgan Chase & Co., 2.97% (c), dated 09/30/22, due 10/03/22, with a maturity value of $115,814. Collateralized by U.S. Treasury Securities, interest rates of 0.25% to 3.88%, due 09/30/23 to 09/30/29. The value of the collateral including accrued interest is $118,120. (d) | 115,804 | |||||
Total Repurchase Agreements — 0.4% | 3,757,324 | ||||||
(Cost $3,757,324) | |||||||
Total Investments — 100.4% | 926,825,187 | ||||||
(Cost $995,985,762) | |||||||
Net Other Assets and Liabilities — (0.4)% | (3,644,870 | ) | |||||
Net Assets — 100.0% | $ | 923,180,317 | |||||
(a) | Non-income producing security. |
(b) | All or a portion of this security is on loan for securities lending. The remaining contractual maturity of all of the securities lending transactions is overnight and continuous. The aggregate value of such securities is $3,648,000 and the total value of the collateral held by the Fund is $3,757,324. |
(c) | Rate shown reflects yield as of September 30, 2022. |
(d) | This security serves as collateral for securities on loan. |
ADR - American Depositary Receipt
Valuation Inputs | |||
A summary of the inputs used to value the Fund’s investments as of September 30, 2022 is as follows (see Valuation Inputs in the Additional Information section): |
Total Value at 9/30/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 923,067,863 | $ | 923,067,863 | $ | — | $ | — | ||||||||
Repurchase Agreements | 3,757,324 | — | 3,757,324 | — | ||||||||||||
Total Investments | $ | 926,825,187 | $ | 923,067,863 | $ | 3,757,324 | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
First Trust NYSE® Arca® Biotechnology Index Fund (FBT) |
Portfolio of Investments |
September 30, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 100.1% | ||||||
Biotechnology — 81.1% | ||||||
2,886,911 | ACADIA Pharmaceuticals, Inc. (a) | $ | 47,229,864 | |||
1,977,228 | Agios Pharmaceuticals, Inc. (a) | 55,916,008 | ||||
1,473,840 | Alkermes PLC (a) | 32,910,847 | ||||
303,406 | Alnylam Pharmaceuticals, Inc. (a) | 60,729,745 | ||||
177,377 | Amgen, Inc. | 39,980,776 | ||||
203,270 | Biogen, Inc. (a) | 54,273,090 | ||||
506,570 | BioMarin Pharmaceutical, Inc. (a) | 42,941,939 | ||||
273,240 | BioNTech SE, ADR (b) | 36,854,611 | ||||
940,557 | Exact Sciences Corp. (a) | 30,558,697 | ||||
2,067,105 | Exelixis, Inc. (a) | 32,412,206 | ||||
3,609,819 | FibroGen, Inc. (a) | 46,963,745 | ||||
1,285,688 | Genmab A/S, ADR (a) (b) | 41,309,155 | ||||
704,667 | Gilead Sciences, Inc. | 43,470,907 | ||||
4,350,300 | Grifols S.A., ADR (a) | 26,797,848 | ||||
551,195 | Incyte Corp. (a) | 36,731,635 | ||||
1,122,159 | Ionis Pharmaceuticals, Inc. (a) | 49,633,093 | ||||
264,288 | Moderna, Inc. (a) | 31,252,056 | ||||
463,510 | Neurocrine Biosciences, Inc. (a) | 49,229,397 | ||||
72,608 | Regeneron Pharmaceuticals, Inc. (a) | 50,017,473 | ||||
527,720 | Sarepta Therapeutics, Inc. (a) | 58,334,169 | ||||
246,836 | Seagen, Inc. (a) | 33,774,570 | ||||
681,265 | Ultragenyx Pharmaceutical, Inc. (a) | 28,211,184 | ||||
183,740 | United Therapeutics Corp. (a) | 38,471,481 | ||||
150,635 | Vertex Pharmaceuticals, Inc. (a) | 43,614,858 | ||||
1,011,619,354 | ||||||
Life Sciences Tools & Services — 19.0% | ||||||
128,101 | Bio-Techne Corp. | 36,380,684 | ||||
200,738 | Charles River Laboratories International, Inc. (a) | 39,505,238 | ||||
233,136 | Illumina, Inc. (a) | 44,480,018 | ||||
201,353 | IQVIA Holdings, Inc. (a) | 36,473,082 | ||||
38,064 | Mettler-Toledo International, Inc. (a) | 41,265,944 | ||||
939,354 | QIAGEN N.V. (a) | 38,776,533 | ||||
236,881,499 | ||||||
Total Common Stocks — 100.1% | 1,248,500,853 | |||||
(Cost $1,369,891,143) | ||||||
Money Market Funds — 1.9% | ||||||
24,105,250 | Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 2.77% (c) (d) | 24,105,250 | ||||
(Cost $24,105,250) |
Description | Value | |||||
Total Investments — 102.0% | $ | 1,272,606,103 | ||||
(Cost $1,393,996,393) | ||||||
Net Other Assets and Liabilities — (2.0)% | (24,662,073 | ) | ||||
Net Assets — 100.0% | $ | 1,247,944,030 |
(a) | Non-income producing security. |
(b) | All or a portion of this security is on loan for securities lending. The remaining contractual maturity of all of the securities lending transactions is overnight and continuous. The aggregate value of such securities is $23,753,610 and the total value of the collateral held by the Fund is $24,105,250. |
(c) | Rate shown reflects yield as of September 30, 2022. |
(d) | This security serves as collateral for securities on loan. |
ADR - American Depositary Receipt
First Trust NYSE® Arca® Biotechnology Index Fund (FBT) |
Portfolio of Investments (Continued) |
September 30, 2022 (Unaudited) |
Valuation Inputs | |||
A summary of the inputs used to value the Fund’s investments as of September 30, 2022 is as follows (see Valuation Inputs in the Additional Information section): |
Total Value at 9/30/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 1,248,500,853 | $ | 1,248,500,853 | $ | — | $ | — | ||||||||
Money Market Funds | 24,105,250 | 24,105,250 | — | — | ||||||||||||
Total Investments | $ | 1,272,606,103 | $ | 1,272,606,103 | $ | — | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
First Trust Dow Jones Internet Index Fund (FDN) |
Portfolio of Investments |
September 30, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 101.8% | ||||||
Communications Equipment — 11.2% | ||||||
869,284 | Arista Networks, Inc. (a) | $ | 98,133,471 | |||
1,238,596 | Ciena Corp. (a) | 50,076,436 | ||||
4,874,818 | Cisco Systems, Inc. | 194,992,720 | ||||
2,944,655 | CommScope Holding Co., Inc. (a) | 27,120,273 | ||||
2,210,178 | Juniper Networks, Inc. | 57,729,849 | ||||
428,052,749 | ||||||
Entertainment — 4.6% | ||||||
741,975 | Netflix, Inc. (a) | 174,690,594 | ||||
Health Care Technology — 3.4% | ||||||
1,562,193 | Teladoc Health, Inc. (a) | 39,601,592 | ||||
555,983 | Veeva Systems, Inc., Class A (a) | 91,670,477 | ||||
131,272,069 | ||||||
Hotels, Restaurants & Leisure — 4.9% | ||||||
1,086,499 | Airbnb, Inc., Class A (a) | 114,125,855 | ||||
764,248 | Expedia Group, Inc. (a) | 71,602,395 | ||||
185,728,250 | ||||||
Interactive Media & Services — 25.9% | ||||||
2,039,472 | Alphabet, Inc., Class A (a) | 195,075,497 | ||||
1,823,760 | Alphabet, Inc., Class C (a) | 175,354,524 | ||||
1,401,357 | Match Group, Inc. (a) | 66,914,797 | ||||
1,760,774 | Meta Platforms, Inc., Class A (a) | 238,901,816 | ||||
3,178,518 | Pinterest, Inc., Class A (a) | 74,059,469 | ||||
6,100,730 | Snap, Inc., Class A (a) | 59,909,169 | ||||
2,462,052 | Twitter, Inc. (a) | 107,936,360 | ||||
1,620,146 | ZoomInfo Technologies, Inc. (a) | 67,495,282 | ||||
985,646,914 | ||||||
Internet & Direct Marketing Retail — 13.3% | ||||||
3,159,476 | Amazon.com, Inc. (a) | 357,020,788 | ||||
2,153,293 | eBay, Inc. | 79,262,715 | ||||
692,839 | Etsy, Inc. (a) | 69,373,969 | ||||
505,657,472 | ||||||
IT Services — 15.2% | ||||||
844,193 | Akamai Technologies, Inc. (a) | 67,805,582 | ||||
1,356,414 | Cloudflare, Inc., Class A (a) | 75,023,258 | ||||
2,828,147 | Fastly, Inc., Class A (a) | 25,905,827 | ||||
929,559 | GoDaddy, Inc., Class A (a) | 65,887,142 | ||||
1,024,950 | Okta, Inc. (a) | 58,288,906 | ||||
1,850,141 | PayPal Holdings, Inc. (a) | 159,241,636 | ||||
735,991 | Snowflake, Inc., Class A (a) | 125,089,030 | ||||
577,241,381 | ||||||
Real Estate Management & Development — 1.9% | ||||||
7,721,621 | Opendoor Technologies, Inc. (a) | 24,014,241 | ||||
436,984 | Zillow Group, Inc., Class A (a) | 12,510,852 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Real Estate Management & Development (Continued) | ||||||
1,225,822 | Zillow Group, Inc., Class C (a) | $ | 35,070,768 | |||
71,595,861 | ||||||
Software — 21.4% | ||||||
1,621,105 | Box, Inc., Class A (a) | 39,538,751 | ||||
689,517 | Citrix Systems, Inc. (b) | 71,709,768 | ||||
728,002 | Coupa Software, Inc. (a) | 42,806,518 | ||||
988,896 | Datadog, Inc., Class A (a) | 87,794,187 | ||||
1,228,435 | DocuSign, Inc. (a) | 65,684,420 | ||||
2,373,549 | Dropbox, Inc., Class A (a) | 49,179,935 | ||||
2,145,481 | Nutanix, Inc., Class A (a) | 44,690,369 | ||||
1,313,398 | Salesforce, Inc. (a) | 188,919,168 | ||||
1,346,954 | Smartsheet, Inc., Class A (a) | 46,281,339 | ||||
661,166 | Workday, Inc., Class A (a) | 100,642,689 | ||||
1,039,373 | Zoom Video Communications, Inc., Class A (a) | 76,487,459 | ||||
813,734,603 | ||||||
Total Common Stocks — 101.8% | 3,873,619,893 | |||||
(Cost $6,120,663,824) | ||||||
Money Market Funds — 0.1% | ||||||
4,770,963 | Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio - Institutional Class - 2.77% (c) | 4,770,963 | ||||
(Cost $4,770,963) | ||||||
Total Investments — 101.9% | 3,878,390,856 | |||||
(Cost $6,125,434,787) | ||||||
Net Other Assets and Liabilities — (1.9)% | (73,757,670 | ) | ||||
Net Assets — 100.0% | $ | 3,804,633,186 | ||||
(a) | Non-income producing security. |
(b) | This security is fair valued by the Advisor’s Pricing Committee in accordance with procedures approved by the Trust’s Board of Trustees, and in accordance with provisions of the Investment Company Act of 1940 and rules thereunder, as amended. At September 30, 2022, securities noted as such are valued at $71,709,768 or 1.9% of net assets. |
(c) | Rate shown reflects yield as of September 30, 2022. |
First Trust Dow Jones Internet Index Fund (FDN) |
Portfolio of Investments (Continued) |
September 30, 2022 (Unaudited) |
Valuation Inputs | |||
A summary of the inputs used to value the Fund’s investments as of September 30, 2022 is as follows (see Valuation Inputs in the Additional Information section): |
Total Value at 9/30/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks: Software | $ | 813,734,603 | $ | 742,024,835 | $ | 71,709,768 | $ | — | ||||||||
Other Industry Categories* | 3,059,885,290 | 3,059,885,290 | — | — | ||||||||||||
Money Market Funds | 4,770,963 | 4,770,963 | — | — | ||||||||||||
Total Investments | $ | 3,878,390,856 | $ | 3,806,681,088 | $ | 71,709,768 | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
First Trust Capital Strength ETF (FTCS) |
Portfolio of Investments |
September 30, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 99.9% | ||||||
Aerospace & Defense — 6.3% | ||||||
739,087 | General Dynamics Corp. | $ | 156,812,089 | |||
394,736 | Lockheed Martin Corp. | 152,482,569 | ||||
340,969 | Northrop Grumman Corp. | 160,364,540 | ||||
469,659,198 | ||||||
Air Freight & Logistics — 1.9% | ||||||
861,244 | United Parcel Service, Inc., Class B | 139,125,356 | ||||
Beverages — 5.8% | ||||||
2,516,082 | Coca-Cola (The) Co. | 140,950,914 | ||||
1,618,685 | Monster Beverage Corp. (a) | 140,760,848 | ||||
918,979 | PepsiCo, Inc. | 150,032,511 | ||||
431,744,273 | ||||||
Biotechnology — 6.2% | ||||||
1,023,664 | AbbVie, Inc. | 137,385,945 | ||||
632,331 | Amgen, Inc. | 142,527,407 | ||||
258,842 | Regeneron Pharmaceuticals, Inc. (a) | 178,308,489 | ||||
458,221,841 | ||||||
Building Products — 2.4% | ||||||
1,213,761 | Trane Technologies PLC | 175,764,730 | ||||
Capital Markets — 8.0% | ||||||
1,640,982 | Intercontinental Exchange, Inc. | 148,262,724 | ||||
558,413 | Moody’s Corp. | 135,755,784 | ||||
3,003,538 | Nasdaq, Inc. | 170,240,534 | ||||
450,012 | S&P Global, Inc. | 137,411,164 | ||||
591,670,206 | ||||||
Chemicals — 2.2% | ||||||
698,292 | Air Products and Chemicals, Inc. | 162,513,497 | ||||
Communications Equipment — 2.0% | ||||||
3,651,159 | Cisco Systems, Inc. | 146,046,360 | ||||
Electrical Equipment — 2.0% | ||||||
1,975,568 | Emerson Electric Co. | 144,651,089 | ||||
Electronic Equipment, Instruments & Components — 2.1% | ||||||
2,378,335 | Amphenol Corp., Class A | 159,253,312 | ||||
Equity Real Estate Investment Trusts — 1.7% | ||||||
4,521,428 | Weyerhaeuser Co. | 129,131,984 | ||||
Food & Staples Retailing — 2.1% | ||||||
1,218,369 | Walmart, Inc. | 158,022,459 | ||||
Food Products — 1.9% | ||||||
2,588,993 | Mondelez International, Inc., Class A | 141,954,486 | ||||
Health Care Equipment & Supplies — 3.8% | ||||||
1,445,093 | Abbott Laboratories | 139,827,199 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Health Care Equipment & Supplies (Continued) | ||||||
2,227,729 | Hologic, Inc. (a) | $ | 143,733,075 | |||
283,560,274 | ||||||
Health Care Providers & Services — 9.9% | ||||||
1,105,714 | AmerisourceBergen Corp. | 149,636,276 | ||||
321,640 | Elevance Health, Inc. | 146,101,754 | ||||
322,545 | Humana, Inc. | 156,495,608 | ||||
643,148 | Laboratory Corp. of America Holdings | 131,723,142 | ||||
296,850 | UnitedHealth Group, Inc. | 149,921,124 | ||||
733,877,904 | ||||||
Household Durables — 1.7% | ||||||
1,574,128 | Garmin Ltd. | 126,418,220 | ||||
Household Products — 1.8% | ||||||
1,083,994 | Procter & Gamble (The) Co. | 136,854,243 | ||||
Industrial Conglomerates — 3.8% | ||||||
1,208,449 | 3M Co. | 133,533,614 | ||||
910,046 | Honeywell International, Inc. | 151,950,381 | ||||
285,483,995 | ||||||
Insurance — 5.9% | ||||||
578,996 | Aon PLC, Class A | 155,095,659 | ||||
1,399,320 | Cincinnati Financial Corp. | 125,337,092 | ||||
2,494,930 | W.R. Berkley Corp. | 161,122,579 | ||||
441,555,330 | ||||||
IT Services — 4.3% | ||||||
734,393 | Automatic Data Processing, Inc. | 166,112,353 | ||||
1,367,438 | Paychex, Inc. | 153,440,218 | ||||
319,552,571 | ||||||
Life Sciences Tools & Services — 2.1% | ||||||
614,805 | Danaher Corp. | 158,797,983 | ||||
Machinery — 6.4% | ||||||
800,850 | Cummins, Inc. | 162,980,983 | ||||
870,640 | Illinois Tool Works, Inc. | 157,281,116 | ||||
633,174 | Parker-Hannifin Corp. | 153,424,392 | ||||
473,686,491 | ||||||
Pharmaceuticals — 9.7% | ||||||
2,078,720 | Bristol-Myers Squibb Co. | 147,776,205 | ||||
474,234 | Eli Lilly & Co. | 153,343,564 | ||||
882,317 | Johnson & Johnson | 144,135,305 | ||||
1,656,013 | Merck & Co., Inc. | 142,615,840 | ||||
900,973 | Zoetis, Inc. | 133,605,286 | ||||
721,476,200 | ||||||
Road & Rail — 3.9% | ||||||
5,448,901 | CSX Corp. | 145,158,722 |
First Trust Capital Strength ETF (FTCS) |
Portfolio of Investments (Continued) |
September 30, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Road & Rail (Continued) | ||||||
690,052 | Norfolk Southern Corp. | $ | 144,669,402 | |||
289,828,124 | ||||||
Semiconductors & Semiconductor Equipment — 2.0% | ||||||
979,543 | Texas Instruments, Inc. | 151,613,666 | ||||
Total Investments — 99.9% | 7,430,463,792 | |||||
(Cost $8,010,353,380) | ||||||
Net Other Assets and Liabilities — 0.1% | 9,340,523 | |||||
Net Assets — 100.0% | $ | 7,439,804,315 |
(a) | Non-income producing security. |
Valuation Inputs | |||
A summary of the inputs used to value the Fund’s investments as of September 30, 2022 is as follows (see Valuation Inputs in the Additional Information section): |
Total Value at 9/30/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 7,430,463,792 | $ | 7,430,463,792 | $ | — | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
First Trust Value Line® Dividend Index Fund (FVD) |
Portfolio of Investments |
September 30, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 99.8% | ||||||
Aerospace & Defense — 2.1% | ||||||
275,395 | General Dynamics Corp. | $ | 58,430,557 | |||
277,285 | L3Harris Technologies, Inc. | 57,628,142 | ||||
147,943 | Lockheed Martin Corp. | 57,148,901 | ||||
744,980 | Raytheon Technologies Corp. | 60,984,063 | ||||
234,191,663 | ||||||
Air Freight & Logistics — 1.1% | ||||||
625,622 | C.H. Robinson Worldwide, Inc. | 60,253,655 | ||||
371,875 | United Parcel Service, Inc., Class B | 60,072,687 | ||||
120,326,342 | ||||||
Auto Components — 0.5% | ||||||
2,487,203 | Gentex Corp. | 59,294,919 | ||||
Automobiles — 0.5% | ||||||
445,151 | Toyota Motor Corp., ADR | 57,998,724 | ||||
Banks — 3.8% | ||||||
683,642 | Bank of Montreal | 59,914,385 | ||||
1,199,659 | Bank of Nova Scotia (The) | 57,067,779 | ||||
1,364,077 | Canadian Imperial Bank of Commerce | 59,692,010 | ||||
559,929 | JPMorgan Chase & Co. | 58,512,580 | ||||
673,175 | Royal Bank of Canada | 60,612,677 | ||||
984,388 | Toronto-Dominion (The) Bank | 60,372,516 | ||||
1,450,869 | U.S. Bancorp | 58,499,038 | ||||
414,670,985 | ||||||
Beverages — 2.2% | ||||||
1,042,842 | Coca-Cola (The) Co. | 58,420,009 | ||||
366,174 | Diageo PLC, ADR | 62,180,007 | ||||
1,648,073 | Keurig Dr Pepper, Inc. | 59,033,975 | ||||
362,632 | PepsiCo, Inc. | 59,203,300 | ||||
238,837,291 | ||||||
Biotechnology — 1.1% | ||||||
269,245 | Amgen, Inc. | 60,687,823 | ||||
972,168 | Gilead Sciences, Inc. | 59,973,044 | ||||
120,660,867 | ||||||
Building Products — 1.1% | ||||||
1,226,382 | A.O. Smith Corp. | 59,577,638 | ||||
1,206,052 | Johnson Controls International PLC | 59,361,879 | ||||
118,939,517 | ||||||
Capital Markets — 3.8% | ||||||
1,521,301 | Bank of New York Mellon (The) Corp. | 58,600,514 | ||||
103,333 | BlackRock, Inc. | 56,862,083 | ||||
526,226 | Cboe Global Markets, Inc. | 61,763,146 | ||||
337,480 | CME Group, Inc. | 59,777,832 | ||||
202,371 | Goldman Sachs Group (The), Inc. | 59,304,822 | ||||
794,471 | Houlihan Lokey, Inc. | 59,887,224 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Capital Markets (Continued) | ||||||
569,370 | T. Rowe Price Group, Inc. | $ | 59,789,544 | |||
415,985,165 | ||||||
Chemicals — 3.3% | ||||||
257,772 | Air Products and Chemicals, Inc. | 59,991,278 | ||||
631,767 | International Flavors & Fragrances, Inc. | 57,383,397 | ||||
227,051 | Linde PLC | 61,210,679 | ||||
208,605 | NewMarket Corp. | 62,754,642 | ||||
544,074 | PPG Industries, Inc. | 60,223,551 | ||||
860,713 | Sensient Technologies Corp. | 59,681,839 | ||||
361,245,386 | ||||||
Communications Equipment — 1.1% | ||||||
1,502,969 | Cisco Systems, Inc. | 60,118,760 | ||||
2,316,552 | Juniper Networks, Inc. | 60,508,338 | ||||
120,627,098 | ||||||
Containers & Packaging — 1.6% | ||||||
368,981 | Avery Dennison Corp. | 60,033,208 | ||||
536,199 | Packaging Corp. of America | 60,209,786 | ||||
1,075,512 | Sonoco Products Co. | 61,013,796 | ||||
181,256,790 | ||||||
Diversified Telecommunication Services — 1.6% | ||||||
1,350,809 | BCE, Inc. | 56,652,929 | ||||
2,925,352 | TELUS Corp. | 58,097,491 | ||||
1,546,321 | Verizon Communications, Inc. | 58,713,808 | ||||
173,464,228 | ||||||
Electric Utilities — 10.1% | ||||||
1,087,182 | ALLETE, Inc. | 54,413,459 | ||||
1,026,724 | Alliant Energy Corp. | 54,406,105 | ||||
625,237 | American Electric Power Co., Inc. | 54,051,738 | ||||
1,349,617 | Avangrid, Inc. | 56,279,029 | ||||
589,244 | Duke Energy Corp. | 54,811,477 | ||||
547,633 | Entergy Corp. | 55,108,309 | ||||
940,887 | Evergy, Inc. | 55,888,688 | ||||
703,632 | Eversource Energy | 54,855,151 | ||||
1,466,537 | Exelon Corp. | 54,936,476 | ||||
1,477,888 | Fortis, Inc. | 56,144,965 | ||||
1,629,615 | Hawaiian Electric Industries, Inc. | 56,482,456 | ||||
563,709 | IDACORP, Inc. | 55,812,828 | ||||
740,553 | NextEra Energy, Inc. | 58,066,761 | ||||
1,530,841 | OGE Energy Corp. | 55,814,463 | ||||
937,999 | Otter Tail Corp. | 57,705,698 | ||||
857,451 | Pinnacle West Capital Corp. | 55,314,164 | ||||
1,307,177 | PNM Resources, Inc. | 59,777,204 | ||||
1,245,125 | Portland General Electric Co. | 54,113,132 | ||||
814,917 | Southern (The) Co. | 55,414,356 |
First Trust Value Line® Dividend Index Fund (FVD) |
Portfolio of Investments (Continued) |
September 30, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Electric Utilities (Continued) | ||||||
853,980 | Xcel Energy, Inc. | $ | 54,654,720 | |||
1,114,051,179 | ||||||
Electrical Equipment — 1.7% | ||||||
2,372,304 | ABB Ltd., ADR | 60,873,321 | ||||
827,609 | Emerson Electric Co. | 60,597,531 | ||||
277,773 | Hubbell, Inc. | 61,943,379 | ||||
183,414,231 | ||||||
Electronic Equipment, Instruments & Components — 1.1% | ||||||
1,683,950 | Avnet, Inc. | 60,824,274 | ||||
533,344 | TE Connectivity Ltd. | 58,859,844 | ||||
119,684,118 | ||||||
Equity Real Estate Investment Trusts — 4.3% | ||||||
427,199 | Alexandria Real Estate Equities, Inc. | 59,889,028 | ||||
267,081 | American Tower Corp. | 57,342,291 | ||||
501,112 | Camden Property Trust | 59,857,828 | ||||
397,702 | Crown Castle, Inc. | 57,487,824 | ||||
386,362 | Mid-America Apartment Communities, Inc. | 59,913,155 | ||||
562,713 | Prologis, Inc. | 57,171,641 | ||||
207,105 | Public Storage | 60,642,415 | ||||
988,688 | Realty Income Corp. | 57,541,642 | ||||
469,845,824 | ||||||
Food & Staples Retailing — 0.6% | ||||||
469,864 | Walmart, Inc. | 60,941,361 | ||||
Food Products — 8.0% | ||||||
748,445 | Archer-Daniels-Midland Co. | 60,212,400 | ||||
1,008,925 | Cal-Maine Foods, Inc. | 56,086,141 | ||||
1,257,422 | Campbell Soup Co. | 59,249,725 | ||||
1,779,057 | Conagra Brands, Inc. | 58,050,630 | ||||
2,402,147 | Flowers Foods, Inc. | 59,309,010 | ||||
771,889 | General Mills, Inc. | 59,134,416 | ||||
272,886 | Hershey (The) Co. | 60,163,176 | ||||
1,303,832 | Hormel Foods Corp. | 59,246,126 | ||||
762,927 | Ingredion, Inc. | 61,430,882 | ||||
447,370 | J & J Snack Foods Corp. | 57,920,994 | ||||
434,486 | J.M. Smucker (The) Co. | 59,702,721 | ||||
836,676 | Kellogg Co. | 58,282,850 | ||||
383,550 | Lancaster Colony Corp. | 57,639,894 | ||||
803,769 | McCormick & Co., Inc. | 57,284,617 | ||||
1,036,653 | Mondelez International, Inc., Class A | 56,839,684 | ||||
880,553,266 | ||||||
Gas Utilities — 3.1% | ||||||
547,930 | Atmos Energy Corp. | 55,806,671 | ||||
485,659 | Chesapeake Utilities Corp. | 56,040,192 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Gas Utilities (Continued) | ||||||
1,428,819 | New Jersey Resources Corp. | $ | 55,295,295 | |||
777,491 | ONE Gas, Inc. | 54,727,591 | ||||
899,479 | Spire, Inc. | 56,064,526 | ||||
1,792,627 | UGI Corp. | 57,955,631 | ||||
335,889,906 | ||||||
Health Care Equipment & Supplies — 1.6% | ||||||
606,977 | Abbott Laboratories | 58,731,095 | ||||
1,102,883 | Baxter International, Inc. | 59,401,278 | ||||
739,301 | Medtronic PLC | 59,698,556 | ||||
177,830,929 | ||||||
Health Care Providers & Services — 1.7% | ||||||
621,360 | CVS Health Corp. | 59,259,103 | ||||
1,826,379 | Premier, Inc., Class A | 61,987,303 | ||||
499,476 | Quest Diagnostics, Inc. | 61,280,711 | ||||
182,527,117 | ||||||
Hotels, Restaurants & Leisure — 1.6% | ||||||
248,469 | McDonald’s Corp. | 57,331,737 | ||||
726,039 | Starbucks Corp. | 61,176,046 | ||||
552,290 | Yum! Brands, Inc. | 58,730,519 | ||||
177,238,302 | ||||||
Household Durables — 0.5% | ||||||
738,318 | Garmin Ltd. | 59,294,318 | ||||
Household Products — 3.1% | ||||||
431,631 | Clorox (The) Co. | 55,417,104 | ||||
809,090 | Colgate-Palmolive Co. | 56,838,572 | ||||
508,027 | Kimberly-Clark Corp. | 57,173,359 | ||||
450,736 | Procter & Gamble (The) Co. | 56,905,420 | ||||
2,218,172 | Reynolds Consumer Products, Inc. | 57,694,654 | ||||
335,937 | WD-40 Co. | 59,037,568 | ||||
343,066,677 | ||||||
Industrial Conglomerates — 1.1% | ||||||
540,851 | 3M Co. | 59,764,035 | ||||
356,580 | Honeywell International, Inc. | 59,538,163 | ||||
119,302,198 | ||||||
Insurance — 6.0% | ||||||
1,057,461 | Aflac, Inc. | 59,429,308 | ||||
478,849 | Allstate (The) Corp. | 59,631,066 | ||||
413,189 | Assurant, Inc. | 60,023,966 | ||||
1,200,368 | Axis Capital Holdings Ltd. | 58,998,087 | ||||
338,957 | Chubb Ltd. | 61,649,499 | ||||
279,723 | Erie Indemnity Co., Class A | 62,185,220 | ||||
239,534 | Everest Re Group Ltd. | 62,863,303 | ||||
462,291 | Hanover Insurance Group (The), Inc. | 59,237,969 |
First Trust Value Line® Dividend Index Fund (FVD) |
Portfolio of Investments (Continued) |
September 30, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Insurance (Continued) | ||||||
986,930 | Hartford Financial Services Group (The), Inc. | $ | 61,130,444 | |||
1,502,969 | Sun Life Financial, Inc. | 59,758,048 | ||||
393,045 | Travelers (The) Cos., Inc. | 60,214,494 | ||||
665,121,404 | ||||||
IT Services — 4.9% | ||||||
769,945 | Amdocs Ltd. | 61,172,130 | ||||
265,373 | Automatic Data Processing, Inc. | 60,024,719 | ||||
395,693 | Broadridge Financial Solutions, Inc. | 57,106,414 | ||||
1,038,415 | Cognizant Technology Solutions Corp., Class A | 59,646,557 | ||||
1,138,003 | CSG Systems International, Inc. | 60,177,599 | ||||
761,125 | Fidelity National Information Services, Inc. | 57,518,216 | ||||
3,679,146 | Infosys Ltd., ADR | 62,435,108 | ||||
1,040,887 | Maximus, Inc. | 60,236,131 | ||||
531,306 | Paychex, Inc. | 59,617,846 | ||||
537,934,720 | ||||||
Machinery — 4.4% | ||||||
372,083 | Caterpillar, Inc. | 61,051,379 | ||||
299,559 | Cummins, Inc. | 60,963,252 | ||||
1,230,578 | Donaldson Co., Inc. | 60,310,628 | ||||
510,317 | Dover Corp. | 59,492,756 | ||||
325,524 | Illinois Tool Works, Inc. | 58,805,910 | ||||
479,112 | Lincoln Electric Holdings, Inc. | 60,233,961 | ||||
729,158 | PACCAR, Inc. | 61,023,233 | ||||
296,006 | Snap-on, Inc. | 59,600,808 | ||||
481,481,927 | ||||||
Media — 0.5% | ||||||
1,919,305 | Comcast Corp., Class A | 56,293,216 | ||||
Multi-Utilities — 5.5% | ||||||
686,020 | Ameren Corp. | 55,258,911 | ||||
1,475,402 | Avista Corp. | 54,663,644 | ||||
833,935 | Black Hills Corp. | 56,482,417 | ||||
936,417 | CMS Energy Corp. | 54,536,926 | ||||
640,103 | Consolidated Edison, Inc. | 54,895,233 | ||||
785,987 | Dominion Energy, Inc. | 54,319,562 | ||||
486,318 | DTE Energy Co. | 55,950,886 | ||||
1,159,597 | NorthWestern Corp. | 57,144,940 | ||||
970,933 | Public Service Enterprise Group, Inc. | 54,595,563 | ||||
377,740 | Sempra Energy | 56,638,336 | ||||
613,743 | WEC Energy Group, Inc. | 54,887,036 | ||||
609,373,454 | ||||||
Oil, Gas & Consumable Fuels — 0.5% | ||||||
1,606,906 | Enbridge, Inc. | 59,616,213 | ||||
Personal Products — 0.6% | ||||||
1,393,628 | Unilever PLC, ADR | 61,096,651 | ||||
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Pharmaceuticals — 4.4% | ||||||
1,119,650 | AstraZeneca PLC, ADR | $ | 61,401,606 | |||
864,244 | Bristol-Myers Squibb Co. | 61,439,106 | ||||
366,560 | Johnson & Johnson | 59,881,242 | ||||
704,203 | Merck & Co., Inc. | 60,645,962 | ||||
803,983 | Novartis AG, ADR | 61,110,748 | ||||
624,024 | Novo Nordisk A/S, ADR | 62,171,511 | ||||
1,386,357 | Pfizer, Inc. | 60,666,982 | ||||
1,591,425 | Sanofi, ADR | 60,505,979 | ||||
487,823,136 | ||||||
Professional Services — 1.1% | ||||||
829,970 | Robert Half International, Inc. | 63,492,705 | ||||
584,900 | Thomson Reuters Corp. | 60,022,438 | ||||
123,515,143 | ||||||
Road & Rail — 1.6% | ||||||
550,049 | Canadian National Railway Co. | 59,399,792 | ||||
280,777 | Norfolk Southern Corp. | 58,864,898 | ||||
299,609 | Union Pacific Corp. | 58,369,825 | ||||
176,634,515 | ||||||
Semiconductors & Semiconductor Equipment — 2.1% | ||||||
430,598 | Analog Devices, Inc. | 59,999,525 | ||||
2,220,589 | Intel Corp. | 57,224,579 | ||||
827,274 | Taiwan Semiconductor Manufacturing Co., Ltd., ADR | 56,717,905 | ||||
378,888 | Texas Instruments, Inc. | 58,644,285 | ||||
232,586,294 | ||||||
Software — 1.6% | ||||||
2,254,171 | Open Text Corp. | 59,600,281 | ||||
946,720 | Oracle Corp. | 57,816,190 | ||||
768,979 | SAP SE, ADR | 62,479,544 | ||||
179,896,015 | ||||||
Specialty Retail — 1.7% | ||||||
225,552 | Home Depot (The), Inc. | 62,238,819 | ||||
324,832 | Lowe’s Cos., Inc. | 61,006,698 | ||||
329,275 | Tractor Supply Co. | 61,205,637 | ||||
184,451,154 | ||||||
Tobacco — 0.5% | ||||||
1,466,185 | Altria Group, Inc. | 59,204,550 | ||||
Trading Companies & Distributors — 1.1% | ||||||
1,280,608 | Fastenal Co. | 58,959,192 | ||||
241,610 | Watsco, Inc. | 62,204,911 | ||||
121,164,103 | ||||||
Water Utilities — 0.5% | ||||||
733,886 | American States Water Co. | 57,206,414 | ||||
First Trust Value Line® Dividend Index Fund (FVD) |
Portfolio of Investments (Continued) |
September 30, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Wireless Telecommunication Services — 0.5% | ||||||
1,501,492 | Rogers Communications, Inc., Class B | $ | 57,867,502 | |||
Total Investments — 99.8% | 10,992,404,812 | |||||
(Cost $10,949,238,997) | ||||||
Net Other Assets and Liabilities — 0.2% | 23,242,881 | |||||
Net Assets — 100.0% | $ | 11,015,647,693 |
ADR - American Depositary Receipt
Total Value at 9/30/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 10,992,404,812 | $ | 10,992,404,812 | $ | — | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
Additional Information
First Trust Exchange-Traded Fund
September 30, 2022 (Unaudited)
Valuation Inputs
The Funds are subject to fair value accounting standards that define fair value, establish the framework for measuring fair value and provide a three-level hierarchy for fair valuation based upon the inputs to the valuation as of the measurement date. The three levels of the fair value hierarchy are as follows:
· | Level 1 – Level 1 inputs are quoted prices in active markets for identical investments. |
· | Level 2 – Level 2 inputs are observable inputs, either directly or indirectly. (Quoted prices for similar investments, valuations based on interest rates and yield curves, or valuations derived from observable market data.) |
· | Level 3 – Level 3 inputs are unobservable inputs that may reflect the reporting entity’s own assumptions about the assumptions that market participants would use in pricing the investment. |
The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in those investments.
Licensing Information
Dow Jones®, Dow Jones Internet Composite IndexSM and Dow Jones Select MicroCap IndexSM (“S&P Dow Jones Indexes”) are products of S&P Dow Jones Indices LLC or its affiliates (“SPDJI”) and have been licensed for use by First Trust. S&P® is a registered trademark of Standard & Poor’s Financial Services LLC (“S&P”); Dow Jones® is a registered trademark of Dow Jones Trademark Holdings LLC (“Dow Jones”); and these trademarks have been licensed for use by SPDJI and sublicensed for certain purposes by First Trust. The Funds are not sponsored, endorsed, sold or promoted by SPDJI, Dow Jones, S&P, or their respective affiliates and none of such parties make any representation regarding the advisability of investing in such products nor do they have any liability for any errors, omissions, or interruptions of the S&P Dow Jones Indexes.
Morningstar® and Morningstar® Dividend Leaders IndexSM are registered trademarks and service marks of Morningstar, Inc. (“Morningstar”) and have been licensed for use by First Trust on behalf of the Fund. The Fund is not sponsored, endorsed, issued, sold or promoted by Morningstar and Morningstar makes no representation regarding the advisability of investing in the Fund.
IPOX® and IPOX®-100 U.S. Index are registered international trademarks and service marks of IPOX® Schuster LLC (“IPOX”) and have been licensed for use by First Trust. The Funds are not sponsored, endorsed, sold or promoted by IPOX, and IPOX makes no representation regarding the advisability of trading in such Funds.
Source ICE Data Indices, LLC, is used with permission. “NYSE®” is a service/trademark of ICE Data Indices, LLC or its affiliates. This trademark has been licensed, along with the NYSE® Arca® Biotechnology Index (the “Index”) for use by First Trust Advisors L.P. in connection with the First Trust NYSE® Arca® Biotechnology Index Fund (the “Product”). Neither First Trust Advisors L.P., First Trust Exchange-Traded Fund (the “Trust”) nor the Product, as applicable, is sponsored, endorsed, sold or promoted by ICE Data Indices, LLC, its affiliates or its Third Party Suppliers (“ICE Data and its Suppliers”). ICE Data and its Suppliers make no representations or warranties regarding the advisability of investing in securities generally, in the Product particularly, the Trust or the ability of the Index to track general market performance. Past performance of an Index is not an indicator of or a guarantee of future results.
ICE DATA AND ITS SUPPLIERS DISCLAIM ANY AND ALL WARRANTIES AND REPRESENTATIONS, EXPRESS AND/OR IMPLIED, INCLUDING ANY WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE, INCLUDING THE INDICES, INDEX DATA AND ANY INFORMATION INCLUDED IN, RELATED TO, OR DERIVED THEREFROM (“INDEX DATA”). ICE DATA AND ITS SUPPLIERS SHALL NOT BE SUBJECT TO ANY DAMAGES OR LIABILITY WITH RESPECT TO THE ADEQUACY, ACCURACY, TIMELINESS OR COMPLETENESS OF THE INDICES AND THE INDEX DATA, WHICH ARE PROVIDED ON AN “AS IS” BASIS AND YOUR USE IS AT YOUR OWN RISK.
Nasdaq® and The Capital Strength IndexSM are registered trademarks and service marks of Nasdaq, Inc. (together with its affiliates hereinafter referred to as the “Corporations”) and are licensed for use by First Trust. The Fund has not been passed on by the Corporations as to its legality or suitability. The Fund is not issued, endorsed, sold or promoted by the Corporations. THE CORPORATIONS MAKE NO WARRANTIES AND BEAR NO LIABILITY WITH RESPECT TO THE FUND.
Value Line® and Value Line® Dividend Index (“Value Line Indexes”) are trademarks or registered trademarks of Value Line, Inc. (“Value Line”) and have been licensed for use for certain purposes by First Trust. The Funds are not sponsored, endorsed, recommended, sold or promoted by Value Line and Value Line makes no representation regarding the advisability of investing in products utilizing such strategy.
First Trust NASDAQ-100 Equal Weighted Index Fund (QQEW) |
Portfolio of Investments |
September 30, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 100.0% | ||||||
Automobiles — 1.8% | ||||||
656,556 | Lucid Group, Inc. (a) (b) | $ | 9,172,087 | |||
36,794 | Tesla, Inc. (b) | 9,759,609 | ||||
18,931,696 | ||||||
Beverages — 3.1% | ||||||
297,291 | Keurig Dr Pepper, Inc. | 10,648,964 | ||||
126,211 | Monster Beverage Corp. (b) | 10,975,308 | ||||
66,005 | PepsiCo, Inc. | 10,775,976 | ||||
32,400,248 | ||||||
Biotechnology — 7.5% | ||||||
48,106 | Amgen, Inc. | 10,843,092 | ||||
53,319 | Biogen, Inc. (b) | 14,236,173 | ||||
168,215 | Gilead Sciences, Inc. | 10,377,183 | ||||
81,310 | Moderna, Inc. (b) | 9,614,908 | ||||
15,510 | Regeneron Pharmaceuticals, Inc. (b) | 10,684,374 | ||||
78,346 | Seagen, Inc. (b) | 10,720,083 | ||||
37,750 | Vertex Pharmaceuticals, Inc. (b) | 10,930,135 | ||||
77,405,948 | ||||||
Commercial Services & Supplies — 2.1% | ||||||
27,345 | Cintas Corp. | 10,615,056 | ||||
99,910 | Copart, Inc. (b) | 10,630,424 | ||||
21,245,480 | ||||||
Communications Equipment — 1.0% | ||||||
255,075 | Cisco Systems, Inc. | 10,203,000 | ||||
Electric Utilities — 3.8% | ||||||
108,920 | American Electric Power Co., Inc. | 9,416,134 | ||||
128,114 | Constellation Energy Corp. | 10,657,803 | ||||
253,432 | Exelon Corp. | 9,493,563 | ||||
148,321 | Xcel Energy, Inc. | 9,492,544 | ||||
39,060,044 | ||||||
Entertainment — 4.1% | ||||||
143,453 | Activision Blizzard, Inc. | 10,664,296 | ||||
89,582 | Electronic Arts, Inc. | 10,365,533 | ||||
132,277 | NetEase, Inc., ADR | 10,000,141 | ||||
47,385 | Netflix, Inc. (b) | 11,156,325 | ||||
42,186,295 | ||||||
Food & Staples Retailing — 2.0% | ||||||
21,827 | Costco Wholesale Corp. | 10,308,237 | ||||
319,864 | Walgreens Boots Alliance, Inc. | 10,043,730 | ||||
20,351,967 | ||||||
Food Products — 2.0% | ||||||
316,068 | Kraft Heinz (The) Co. | 10,540,868 | ||||
183,451 | Mondelez International, Inc., Class A | 10,058,618 | ||||
20,599,486 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Health Care Equipment & Supplies — 3.8% | ||||||
44,726 | Align Technology, Inc. (b) | $ | 9,263,202 | |||
122,755 | Dexcom, Inc. (b) | 9,886,687 | ||||
32,200 | IDEXX Laboratories, Inc. (b) | 10,490,760 | ||||
53,409 | Intuitive Surgical, Inc. (b) | 10,010,983 | ||||
39,651,632 | ||||||
Hotels, Restaurants & Leisure — 3.8% | ||||||
92,435 | Airbnb, Inc., Class A (b) | 9,709,372 | ||||
5,793 | Booking Holdings, Inc. (b) | 9,519,115 | ||||
70,241 | Marriott International, Inc., Class A | 9,843,574 | ||||
119,857 | Starbucks Corp. | 10,099,151 | ||||
39,171,212 | ||||||
Industrial Conglomerates — 1.0% | ||||||
62,149 | Honeywell International, Inc. | 10,377,019 | ||||
Interactive Media & Services — 3.9% | ||||||
53,731 | Alphabet, Inc., Class A (b) | 5,139,370 | ||||
53,244 | Alphabet, Inc., Class C (b) | 5,119,411 | ||||
89,391 | Baidu, Inc., ADR (b) | 10,502,549 | ||||
197,819 | Match Group, Inc. (b) | 9,445,857 | ||||
75,272 | Meta Platforms, Inc., Class A (b) | 10,212,905 | ||||
40,420,092 | ||||||
Internet & Direct Marketing Retail — 4.8% | ||||||
89,536 | Amazon.com, Inc. (b) | 10,117,568 | ||||
262,827 | eBay, Inc. | 9,674,662 | ||||
196,201 | JD.com, Inc., ADR | 9,868,910 | ||||
11,945 | MercadoLibre, Inc. (b) | 9,887,832 | ||||
169,076 | Pinduoduo, Inc., ADR (b) | 10,580,776 | ||||
50,129,748 | ||||||
IT Services — 7.0% | ||||||
47,332 | Automatic Data Processing, Inc. | 10,706,025 | ||||
177,418 | Cognizant Technology Solutions Corp., Class A | 10,190,890 | ||||
106,509 | Fiserv, Inc. (b) | 9,966,047 | ||||
185,783 | Okta, Inc. (b) | 10,565,479 | ||||
92,194 | Paychex, Inc. | 10,345,089 | ||||
117,446 | �� | PayPal Holdings, Inc. (b) | 10,108,577 | |||
63,133 | VeriSign, Inc. (b) | 10,966,202 | ||||
72,848,309 | ||||||
Life Sciences Tools & Services — 1.0% | ||||||
55,882 | Illumina, Inc. (b) | 10,661,727 | ||||
Machinery — 1.0% | ||||||
129,488 | PACCAR, Inc. | 10,836,851 | ||||
First Trust NASDAQ-100 Equal Weighted Index Fund (QQEW) |
Portfolio of Investments (Continued) |
September 30, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Media — 2.8% | ||||||
29,156 | Charter Communications, Inc., Class A (b) | $ | 8,844,473 | |||
320,365 | Comcast Corp., Class A | 9,396,305 | ||||
1,846,319 | Sirius XM Holdings, Inc. (a) | 10,542,482 | ||||
28,783,260 | ||||||
Multiline Retail — 1.0% | ||||||
78,836 | Dollar Tree, Inc. (b) | 10,729,580 | ||||
Pharmaceuticals — 1.0% | ||||||
189,635 | AstraZeneca PLC, ADR | 10,399,583 | ||||
Professional Services — 1.0% | ||||||
59,387 | Verisk Analytics, Inc. | 10,127,265 | ||||
Road & Rail — 2.0% | ||||||
374,290 | CSX Corp. | 9,971,086 | ||||
43,556 | Old Dominion Freight Line, Inc. | 10,835,426 | ||||
20,806,512 | ||||||
Semiconductors & Semiconductor Equipment — 15.5% | ||||||
145,774 | Advanced Micro Devices, Inc. (b) | 9,236,241 | ||||
74,625 | Analog Devices, Inc. | 10,398,247 | ||||
124,692 | Applied Materials, Inc. | 10,216,016 | ||||
23,597 | ASML Holding N.V. | 9,801,014 | ||||
22,295 | Broadcom, Inc. | 9,899,203 | ||||
381,376 | Intel Corp. | 9,828,060 | ||||
33,099 | KLA Corp. | 10,016,750 | ||||
26,964 | Lam Research Corp. | 9,868,824 | ||||
241,223 | Marvell Technology, Inc. | 10,350,879 | ||||
171,127 | Microchip Technology, Inc. | 10,443,881 | ||||
209,704 | Micron Technology, Inc. | 10,506,170 | ||||
85,322 | NVIDIA Corp. | 10,357,238 | ||||
69,687 | NXP Semiconductors N.V. | 10,279,529 | ||||
88,563 | QUALCOMM, Inc. | 10,005,848 | ||||
112,027 | Skyworks Solutions, Inc. | 9,552,542 | ||||
67,153 | Texas Instruments, Inc. | 10,393,941 | ||||
161,154,383 | ||||||
Software — 17.0% | ||||||
37,217 | Adobe, Inc. (b) | 10,242,118 | ||||
46,053 | ANSYS, Inc. (b) | 10,209,950 | ||||
45,079 | Atlassian Corp. PLC, Class A (b) | 9,493,187 | ||||
56,684 | Autodesk, Inc. (b) | 10,588,571 | ||||
67,283 | Cadence Design Systems, Inc. (b) | 10,996,061 | ||||
63,426 | Crowdstrike Holdings, Inc., Class A (b) | 10,453,239 | ||||
121,357 | Datadog, Inc., Class A (b) | 10,774,075 | ||||
191,936 | DocuSign, Inc. (b) | 10,262,818 | ||||
218,905 | Fortinet, Inc. (b) | 10,754,803 | ||||
26,291 | Intuit, Inc. | 10,183,030 | ||||
44,988 | Microsoft Corp. | 10,477,705 | ||||
62,556 | Palo Alto Networks, Inc. (b) | 10,246,047 | ||||
122,116 | Splunk, Inc. (b) | 9,183,123 | ||||
35,161 | Synopsys, Inc. (b) | 10,742,037 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Software (Continued) | ||||||
72,638 | Workday, Inc., Class A (b) | $ | 11,056,956 | |||
140,861 | Zoom Video Communications, Inc., Class A (b) | 10,365,961 | ||||
65,496 | Zscaler, Inc. (b) | 10,765,578 | ||||
176,795,259 | ||||||
Specialty Retail — 2.1% | ||||||
15,864 | O’Reilly Automotive, Inc. (b) | 11,157,945 | ||||
121,119 | Ross Stores, Inc. | 10,206,698 | ||||
21,364,643 | ||||||
Technology Hardware, Storage & Peripherals — 1.0% | ||||||
73,235 | Apple, Inc. | 10,121,077 | ||||
Textiles, Apparel & Luxury Goods — 0.9% | ||||||
32,809 | Lululemon Athletica, Inc. (b) | 9,172,084 | ||||
Trading Companies & Distributors — 1.0% | ||||||
232,337 | Fastenal Co. | 10,696,795 | ||||
Wireless Telecommunication Services — 1.0% | ||||||
78,529 | T-Mobile US, Inc. (b) | 10,536,236 | ||||
Total Common Stocks — 100.0% | 1,037,167,431 | |||||
(Cost $1,159,277,041) | ||||||
Money Market Funds — 1.8% | ||||||
19,205,917 | Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 2.77% (c) (d) | 19,205,917 | ||||
(Cost $19,205,917) | ||||||
Total Investments — 101.8% | 1,056,373,348 | |||||
(Cost $1,178,482,958) | ||||||
Net Other Assets and Liabilities — (1.8)% | (18,833,700 | ) | ||||
Net Assets — 100.0% | $ | 1,037,539,648 |
(a) | All or a portion of this security is on loan for securities lending. The remaining contractual maturity of all of the securities lending transactions is overnight and continuous. The aggregate value of such securities is $18,413,114 and the total value of the collateral held by the Fund is $19,205,917. |
(b) | Non-income producing security. |
(c) | Rate shown reflects yield as of September 30, 2022. |
(d) | This security serves as collateral for securities on loan. |
ADR - American Depositary Receipt
First Trust NASDAQ-100 Equal Weighted Index Fund (QQEW) |
Portfolio of Investments (Continued) |
September 30, 2022 (Unaudited) |
Valuation Inputs | |||
A summary of the inputs used to value the Fund’s investments as of September 30, 2022 is as follows (see Valuation Inputs in the Additional Information section): |
Total Value at 9/30/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 1,037,167,431 | $ | 1,037,167,431 | $ | — | $ | — | ||||||||
Money Market Funds | 19,205,917 | 19,205,917 | — | — | ||||||||||||
Total Investments | $ | 1,056,373,348 | $ | 1,056,373,348 | $ | — | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
First Trust NASDAQ-100-Technology Sector Index Fund (QTEC) |
Portfolio of Investments |
September 30, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 100.0% | ||||||
Interactive Media & Services — 9.7% | ||||||
182,648 | Alphabet, Inc., Class A (a) | $ | 17,470,281 | |||
181,185 | Alphabet, Inc., Class C (a) | 17,420,938 | ||||
303,600 | Baidu, Inc., ADR (a) | 35,669,964 | ||||
678,231 | Match Group, Inc. (a) | 32,385,530 | ||||
256,702 | Meta Platforms, Inc., Class A (a) | 34,829,328 | ||||
137,776,041 | ||||||
IT Services — 7.6% | ||||||
603,734 | Cognizant Technology Solutions Corp., Class A | 34,678,481 | ||||
636,396 | Okta, Inc. (a) | 36,191,840 | ||||
214,547 | VeriSign, Inc. (a) | 37,266,814 | ||||
108,137,135 | ||||||
Semiconductors & Semiconductor Equipment — 38.1% | ||||||
490,800 | Advanced Micro Devices, Inc. (a) | 31,097,088 | ||||
251,497 | Analog Devices, Inc. | 35,043,592 | ||||
422,548 | Applied Materials, Inc. | 34,619,358 | ||||
80,370 | ASML Holding N.V. | 33,381,679 | ||||
74,726 | Broadcom, Inc. | 33,179,091 | ||||
1,284,231 | Intel Corp. | 33,094,633 | ||||
111,917 | KLA Corp. | 33,869,442 | ||||
91,766 | Lam Research Corp. | 33,586,356 | ||||
810,154 | Marvell Technology, Inc. | 34,763,708 | ||||
571,538 | Microchip Technology, Inc. | 34,880,964 | ||||
710,540 | Micron Technology, Inc. | 35,598,054 | ||||
284,513 | NVIDIA Corp. | 34,537,033 | ||||
234,783 | NXP Semiconductors N.V. | 34,632,840 | ||||
300,536 | QUALCOMM, Inc. | 33,954,557 | ||||
375,958 | Skyworks Solutions, Inc. | 32,057,939 | ||||
227,229 | Texas Instruments, Inc. | 35,170,505 | ||||
543,466,839 | ||||||
Software — 42.2% | ||||||
125,380 | Adobe, Inc. (a) | 34,504,576 | ||||
155,986 | ANSYS, Inc. (a) | 34,582,096 | ||||
154,606 | Atlassian Corp. PLC, Class A (a) | 32,558,478 | ||||
192,605 | Autodesk, Inc. (a) | 35,978,614 | ||||
228,601 | Cadence Design Systems, Inc. (a) | 37,360,262 | ||||
219,608 | Crowdstrike Holdings, Inc., Class A (a) | 36,193,595 | ||||
411,530 | Datadog, Inc., Class A (a) | 36,535,633 | ||||
663,749 | DocuSign, Inc. (a) | 35,490,659 | ||||
744,793 | Fortinet, Inc. (a) | 36,591,680 | ||||
88,776 | Intuit, Inc. | 34,384,720 | ||||
153,439 | Microsoft Corp. | 35,735,943 | ||||
215,716 | Palo Alto Networks, Inc. (a) | 35,332,124 | ||||
413,616 | Splunk, Inc. (a) | 31,103,923 | ||||
119,514 | Synopsys, Inc. (a) | 36,512,722 | ||||
246,582 | Workday, Inc., Class A (a) | 37,534,712 | ||||
477,277 | Zoom Video Communications, Inc., Class A (a) | 35,122,814 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Software (Continued) | ||||||
221,559 | Zscaler, Inc. (a) | $ | 36,417,653 | |||
601,940,204 | ||||||
Technology Hardware, Storage & Peripherals — 2.4% | ||||||
249,186 | Apple, Inc. | 34,437,505 | ||||
Total Investments — 100.0% | 1,425,757,724 | |||||
(Cost $2,002,884,213) | ||||||
Net Other Assets and Liabilities — 0.0% | 81,064 | |||||
Net Assets — 100.0% | $ | 1,425,838,788 |
(a) | Non-income producing security. |
ADR - American Depositary Receipt
Valuation Inputs | |||
A summary of the inputs used to value the Fund’s investments as of September 30, 2022 is as follows (see Valuation Inputs in the Additional Information section): |
Total Value at 9/30/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 1,425,757,724 | $ | 1,425,757,724 | $ | — | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
First Trust NASDAQ-100 Ex-Technology Sector Index Fund (QQXT) |
Portfolio of Investments |
September 30, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (a) — 100.0% | ||||||
Automobiles — 3.1% | ||||||
130,793 | Lucid Group, Inc. (b) (c) | $ | 1,827,178 | |||
6,976 | Tesla, Inc. (c) | 1,850,384 | ||||
3,677,562 | ||||||
Beverages — 5.2% | ||||||
56,934 | Keurig Dr Pepper, Inc. | 2,039,376 | ||||
24,258 | Monster Beverage Corp. (c) | 2,109,476 | ||||
12,674 | PepsiCo, Inc. | 2,069,157 | ||||
6,218,009 | ||||||
Biotechnology — 12.5% | ||||||
9,156 | Amgen, Inc. | 2,063,762 | ||||
10,161 | Biogen, Inc. (c) | 2,712,987 | ||||
32,260 | Gilead Sciences, Inc. | 1,990,119 | ||||
15,364 | Moderna, Inc. (c) | 1,816,793 | ||||
2,979 | Regeneron Pharmaceuticals, Inc. (c) | 2,052,144 | ||||
14,900 | Seagen, Inc. (c) | 2,038,767 | ||||
7,305 | Vertex Pharmaceuticals, Inc. (c) | 2,115,090 | ||||
14,789,662 | ||||||
Commercial Services & Supplies — 3.4% | ||||||
5,234 | Cintas Corp. | 2,031,787 | ||||
19,221 | Copart, Inc. (c) | 2,045,114 | ||||
4,076,901 | ||||||
Communications Equipment — 1.7% | ||||||
48,874 | Cisco Systems, Inc. | 1,954,960 | ||||
Electric Utilities — 6.4% | ||||||
21,086 | American Electric Power Co., Inc. | 1,822,885 | ||||
24,731 | Constellation Energy Corp. | 2,057,372 | ||||
48,975 | Exelon Corp. | 1,834,603 | ||||
28,636 | Xcel Energy, Inc. | 1,832,704 | ||||
7,547,564 | ||||||
Entertainment — 6.8% | ||||||
27,838 | Activision Blizzard, Inc. | 2,069,477 | ||||
17,383 | Electronic Arts, Inc. | 2,011,387 | ||||
25,586 | NetEase, Inc., ADR | 1,934,301 | ||||
8,813 | Netflix, Inc. (c) | 2,074,933 | ||||
8,090,098 | ||||||
Food & Staples Retailing — 3.3% | ||||||
4,198 | Costco Wholesale Corp. | 1,982,589 | ||||
61,752 | Walgreens Boots Alliance, Inc. | 1,939,013 | ||||
3,921,602 | ||||||
Food Products — 3.3% | ||||||
60,969 | Kraft Heinz (The) Co. | 2,033,316 |
Shares | Description | Value | ||||
Common Stocks (a) (Continued) | ||||||
Food Products (Continued) | ||||||
35,095 | Mondelez International, Inc., Class A | $ | 1,924,259 | |||
3,957,575 | ||||||
Health Care Equipment & Supplies — 6.4% | ||||||
8,498 | Align Technology, Inc. (c) | 1,760,021 | ||||
23,490 | Dexcom, Inc. (c) | 1,891,885 | ||||
6,178 | IDEXX Laboratories, Inc. (c) | 2,012,792 | ||||
10,259 | Intuitive Surgical, Inc. (c) | 1,922,947 | ||||
7,587,645 | ||||||
Hotels, Restaurants & Leisure — 6.4% | ||||||
17,821 | Airbnb, Inc., Class A (c) | 1,871,918 | ||||
1,128 | Booking Holdings, Inc. (c) | 1,853,541 | ||||
13,660 | Marriott International, Inc., Class A | 1,914,312 | ||||
23,176 | Starbucks Corp. | 1,952,810 | ||||
7,592,581 | ||||||
Industrial Conglomerates — 1.7% | ||||||
11,933 | Honeywell International, Inc. | 1,992,453 | ||||
Internet & Direct Marketing Retail — 8.1% | ||||||
17,131 | Amazon.com, Inc. (c) | 1,935,803 | ||||
50,386 | eBay, Inc. | 1,854,709 | ||||
38,220 | JD.com, Inc., ADR | 1,922,466 | ||||
2,302 | MercadoLibre, Inc. (c) | 1,905,550 | ||||
32,225 | Pinduoduo, Inc., ADR (c) | 2,016,640 | ||||
9,635,168 | ||||||
IT Services — 6.6% | ||||||
9,058 | Automatic Data Processing, Inc. | 2,048,829 | ||||
20,425 | Fiserv, Inc. (c) | 1,911,167 | ||||
17,616 | Paychex, Inc. | 1,976,691 | ||||
22,513 | PayPal Holdings, Inc. (c) | 1,937,694 | ||||
7,874,381 | ||||||
Life Sciences Tools & Services — 1.7% | ||||||
10,587 | Illumina, Inc. (c) | 2,019,894 | ||||
Machinery — 1.8% | ||||||
24,856 | PACCAR, Inc. | 2,080,199 | ||||
Media — 4.7% | ||||||
5,605 | Charter Communications, Inc., Class A (c) | 1,700,277 | ||||
61,304 | Comcast Corp., Class A | 1,798,046 | ||||
354,477 | Sirius XM Holdings, Inc. (b) | 2,024,064 | ||||
5,522,387 | ||||||
Multiline Retail — 1.7% | ||||||
14,911 | Dollar Tree, Inc. (c) | 2,029,387 | ||||
First Trust NASDAQ-100 Ex-Technology Sector Index Fund (QQXT) |
Portfolio of Investments (Continued) |
September 30, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (a) (Continued) | ||||||
Pharmaceuticals — 1.7% | ||||||
36,455 | AstraZeneca PLC, ADR | $ | 1,999,192 | |||
Professional Services — 1.7% | ||||||
11,474 | Verisk Analytics, Inc. | 1,956,661 | ||||
Road & Rail — 3.4% | ||||||
71,761 | CSX Corp. | 1,911,713 | ||||
8,331 | Old Dominion Freight Line, Inc. | 2,072,503 | ||||
3,984,216 | ||||||
Specialty Retail — 3.5% | ||||||
3,051 | O’Reilly Automotive, Inc. (c) | 2,145,921 | ||||
23,449 | Ross Stores, Inc. | 1,976,047 | ||||
4,121,968 | ||||||
Textiles, Apparel & Luxury Goods — 1.5% | ||||||
6,350 | Lululemon Athletica, Inc. (c) | 1,775,206 | ||||
Trading Companies & Distributors — 1.7% | ||||||
44,684 | Fastenal Co. | 2,057,251 | ||||
Wireless Telecommunication Services — 1.7% | ||||||
15,121 | T-Mobile US, Inc. (c) | 2,028,785 | ||||
Total Common Stocks — 100.0% | 118,491,307 | |||||
(Cost $117,943,567) | ||||||
Money Market Funds — 3.2% | ||||||
3,797,790 | Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 2.77% (d) (e) | 3,797,790 | ||||
71,019 | Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio - Institutional Class - 2.77% (d) | 71,019 | ||||
Total Money Market Funds — 3.2% | 3,868,809 | |||||
(Cost $3,868,809) | ||||||
Total Investments — 103.2% | 122,360,116 | |||||
(Cost $121,812,376) | ||||||
Net Other Assets and Liabilities — (3.2)% | (3,848,704 | ) | ||||
Net Assets — 100.0% | $ | 118,511,412 | ||||
(a) | The industry allocation is based on Standard & Poor’s Global Industry Classification Standard (GICS), and is different than the industry sector classification system used by the Index to select securities, which is the Industry Classification Benchmark (ICB) system, which is maintained by FTSE International Limited. |
(b) | All or a portion of this security is on loan for securities lending. The remaining contractual maturity of all of the securities lending transactions is overnight and continuous. The aggregate value of such securities is $3,658,372 and the total value of the collateral held by the Fund is $3,797,790. |
(c) | Non-income producing security. |
(d) | Rate shown reflects yield as of September 30, 2022. |
(e) | This security serves as collateral for securities on loan. |
ADR - American Depositary Receipt
Valuation Inputs | |||
A summary of the inputs used to value the Fund’s investments as of September 30, 2022 is as follows (see Valuation Inputs in the Additional Information section): |
Total Value at 9/30/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 118,491,307 | $ | 118,491,307 | $ | — | $ | — | ||||||||
Money Market Funds | 3,868,809 | 3,868,809 | — | — | ||||||||||||
Total Investments | $ | 122,360,116 | $ | 122,360,116 | $ | — | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
First Trust NASDAQ® Clean Edge® Green Energy Index Fund (QCLN) |
Portfolio of Investments |
September 30, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 99.9% | ||||||
Automobiles — 21.5% | ||||||
1,553,530 | Gogoro, Inc. (a) (b) | $ | 5,856,808 | |||
5,918,912 | Lucid Group, Inc. (a) (b) | 82,687,201 | ||||
5,413,868 | Rivian Automotive, Inc., Class A (b) | 178,170,396 | ||||
658,876 | Tesla, Inc. (b) | 174,766,859 | ||||
1,041,561 | Workhorse Group, Inc. (a) (b) | 2,989,280 | ||||
444,470,544 | ||||||
Chemicals — 12.4% | ||||||
677,685 | Albemarle Corp. | 179,207,021 | ||||
1,140,344 | Livent Corp. (b) | 34,951,544 | ||||
460,375 | Sociedad Quimica y Minera de Chile S.A., ADR | 41,779,031 | ||||
255,937,596 | ||||||
Commercial Services & Supplies — 0.3% | ||||||
1,074,326 | Li-Cycle Holdings Corp. (a) (b) | 5,715,414 | ||||
Construction & Engineering — 0.7% | ||||||
215,219 | Ameresco, Inc., Class A (b) | 14,307,759 | ||||
Electrical Equipment — 16.7% | ||||||
208,090 | Acuity Brands, Inc. | 32,767,932 | ||||
328,429 | Advent Technologies Holdings, Inc. (a) (b) | 1,004,993 | ||||
181,710 | American Superconductor Corp. (b) | 795,890 | ||||
956,233 | Array Technologies, Inc. (b) | 15,854,343 | ||||
1,896,663 | Ballard Power Systems, Inc. (a) (b) | 11,607,578 | ||||
323,417 | Blink Charging Co. (a) (b) | 5,730,949 | ||||
1,132,489 | Bloom Energy Corp., Class A (b) | 22,638,455 | ||||
2,143,434 | ChargePoint Holdings, Inc. (a) (b) | 31,637,086 | ||||
258,627 | EnerSys | 15,044,333 | ||||
974,931 | ESS Tech, Inc. (a) (b) | 3,987,468 | ||||
727,108 | Fluence Energy, Inc. (a) (b) | 10,608,506 | ||||
647,393 | FTC Solar, Inc. (a) (b) | 1,916,283 | ||||
2,459,283 | FuelCell Energy, Inc. (b) | 8,386,155 | ||||
3,238,094 | Plug Power, Inc. (b) | 68,032,355 | ||||
716,678 | Shoals Technologies Group, Inc., Class A (b) | 15,444,411 | ||||
981,050 | Stem, Inc. (b) | 13,087,207 | ||||
1,107,413 | SunPower Corp. (a) (b) | 25,514,795 | ||||
1,349,202 | Sunrun, Inc. (b) | 37,224,483 | ||||
237,185 | TPI Composites, Inc. (b) | 2,675,447 | ||||
973,836 | Tritium DCFC Ltd. (a) (b) | 3,106,537 | ||||
204,988 | Vicor Corp. (b) | 12,122,990 | ||||
879,381 | Wallbox N.V. (a) (b) | 6,929,522 | ||||
346,117,718 | ||||||
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Electronic Equipment, Instruments & Components — 1.5% | ||||||
237,641 | Advanced Energy Industries, Inc. | $ | 18,395,790 | |||
287,128 | Itron, Inc. (b) | 12,090,960 | ||||
30,486,750 | ||||||
Independent Power and Renewable Electricity Producers — 10.4% | ||||||
984,167 | Altus Power, Inc. (a) (b) | 10,835,679 | ||||
733,058 | Atlantica Sustainable Infrastructure PLC | 19,279,425 | ||||
386,352 | Azure Power Global Ltd. (a) (b) | 2,140,390 | ||||
1,750,811 | Brookfield Renewable Partners, L.P. (c) | 54,800,384 | ||||
522,855 | Clearway Energy, Inc., Class C | 16,652,932 | ||||
913,471 | Montauk Renewables, Inc. (b) | 15,930,934 | ||||
533,726 | NextEra Energy Partners, L.P. (c) (d) | 38,593,727 | ||||
355,799 | Ormat Technologies, Inc. | 30,669,874 | ||||
1,796,795 | ReNew Energy Global PLC, Class A (a) (b) | 10,816,706 | ||||
729,346 | Sunnova Energy International, Inc. (a) (b) | 16,103,960 | ||||
215,824,011 | ||||||
Machinery — 0.5% | ||||||
1,208,617 | Lion Electric (The) Co. (a) (b) | 3,456,644 | ||||
1,431,867 | Proterra, Inc. (a) (b) | 7,130,698 | ||||
10,587,342 | ||||||
Metals & Mining — 1.5% | ||||||
1,129,303 | MP Materials Corp. (b) | 30,829,972 | ||||
Mortgage Real Estate Investment Trusts — 0.8% | ||||||
557,367 | Hannon Armstrong Sustainable Infrastructure Capital, Inc. (a) | 16,681,994 | ||||
Oil, Gas & Consumable Fuels — 0.4% | ||||||
513,450 | Archaea Energy, Inc. (b) | 9,247,235 | ||||
Semiconductors & Semiconductor Equipment — 32.6% | ||||||
1,216,671 | Allegro MicroSystems, Inc. (b) | 26,584,261 | ||||
633,963 | Enphase Energy, Inc. (b) | 175,905,714 | ||||
678,050 | First Solar, Inc. (b) | 89,685,674 | ||||
284,588 | Maxeon Solar Technologies Ltd. (a) (b) | 6,764,657 | ||||
957,977 | Navitas Semiconductor Corp. (a) (b) | 4,646,188 | ||||
2,582,091 | ON Semiconductor Corp. (b) | 160,941,732 |
First Trust NASDAQ® Clean Edge® Green Energy Index Fund (QCLN) |
Portfolio of Investments (Continued) |
September 30, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Semiconductors & Semiconductor Equipment (Continued) | ||||||
363,731 | Power Integrations, Inc. | $ | 23,395,178 | |||
329,005 | SolarEdge Technologies, Inc. (b) | 76,151,497 | ||||
300,427 | Universal Display Corp. | 28,345,287 | ||||
789,410 | Wolfspeed, Inc. (b) | 81,593,418 | ||||
674,013,606 | ||||||
Specialty Retail — 0.6% | ||||||
1,699,525 | Allego N.V. (a) (b) | 7,409,929 | ||||
439,414 | EVgo, Inc. (a) (b) | 3,475,765 | ||||
1,071,681 | Volta, Inc. (b) | 1,296,734 | ||||
12,182,428 | ||||||
Total Common Stocks — 99.9% | 2,066,402,369 | |||||
(Cost $2,197,852,776) | ||||||
Money Market Funds — 9.2% | ||||||
189,336,186 | Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 2.77% (e) (f) | 189,336,186 | ||||
(Cost $189,336,186) | ||||||
Total Investments — 109.1% | 2,255,738,555 | |||||
(Cost $2,387,188,962) | ||||||
Net Other Assets and Liabilities — (9.1)% | (188,108,647 | ) | ||||
Net Assets — 100.0% | $ | 2,067,629,908 |
(a) | All or a portion of this security is on loan for securities lending. The remaining contractual maturity of all of the securities lending transactions is overnight and continuous. The aggregate value of such securities is $181,827,096 and the total value of the collateral held by the Fund is $189,336,186. |
(b) | Non-income producing security. |
(c) | Security is a Master Limited Partnership (“MLP”). |
(d) | This security is taxed as a “C” corporation for federal income tax purposes. |
(e) | Rate shown reflects yield as of September 30, 2022. |
(f) | This security serves as collateral for securities on loan. |
ADR - American Depositary Receipt
First Trust NASDAQ® Clean Edge® Green Energy Index Fund (QCLN) |
Portfolio of Investments (Continued) |
September 30, 2022 (Unaudited) |
Valuation Inputs | |||
A summary of the inputs used to value the Fund’s investments as of September 30, 2022 is as follows (see Valuation Inputs in the Additional Information section): |
Total Value at 9/30/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 2,066,402,369 | $ | 2,066,402,369 | $ | — | $ | — | ||||||||
Money Market Funds | 189,336,186 | 189,336,186 | — | — | ||||||||||||
Total Investments | $ | 2,255,738,555 | $ | 2,255,738,555 | $ | — | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
First Trust S&P REIT Index Fund (FRI) |
Portfolio of Investments |
September 30, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 99.3% | ||||||
Diversified REITs — 3.8% | ||||||
12,143 | Alexander & Baldwin, Inc. | $ | 201,331 | |||
1,819 | Alpine, Inc.ome Property Trust, Inc. | 29,504 | ||||
8,696 | American Assets Trust, Inc. | 223,661 | ||||
11,318 | Armada Hoffler Properties, Inc. | 117,481 | ||||
28,922 | Broadstone Net Lease, Inc. | 449,159 | ||||
2,694 | CTO Realty Growth, Inc. | 50,486 | ||||
22,283 | Empire State Realty Trust, Inc., Class A | 146,176 | ||||
23,596 | Essential Properties Realty Trust, Inc. | 458,942 | ||||
6,609 | Gladstone Commercial Corp. | 102,440 | ||||
17,328 | Global Net Lease, Inc. | 184,543 | ||||
14,270 | iStar, Inc. | 132,140 | ||||
2,717 | One Liberty Properties, Inc. | 57,111 | ||||
44,402 | STORE Capital Corp. | 1,391,115 | ||||
34,675 | WP Carey, Inc. | 2,420,315 | ||||
5,964,404 | ||||||
Health Care REITs — 10.2% | ||||||
16,211 | CareTrust REIT, Inc. | 293,581 | ||||
3,901 | Community Healthcare Trust, Inc. | 127,758 | ||||
39,955 | Diversified Healthcare Trust | 39,559 | ||||
10,287 | Global Medical REIT, Inc. | 87,645 | ||||
63,582 | Healthcare Realty Trust, Inc. | 1,325,685 | ||||
90,151 | Healthpeak Properties, Inc. | 2,066,261 | ||||
6,768 | LTC Properties, Inc. | 253,462 | ||||
100,080 | Medical Properties Trust, Inc. | 1,186,949 | ||||
7,457 | National Health Investors, Inc. | 421,544 | ||||
39,114 | Omega Healthcare Investors, Inc. | 1,153,472 | ||||
37,816 | Physicians Realty Trust | 568,753 | ||||
38,590 | Sabra Health Care REIT, Inc. | 506,301 | ||||
2,119 | Universal Health Realty Income Trust | 91,562 | ||||
66,789 | Ventas, Inc. | 2,682,914 | ||||
77,417 | Welltower, Inc. | 4,979,461 | ||||
15,784,907 | ||||||
Hotel & Resort REITs — 3.5% | ||||||
35,569 | Apple Hospitality REIT, Inc. | 500,100 | ||||
5,764 | Ashford Hospitality Trust, Inc. (a) | 39,253 | ||||
9,673 | Braemar Hotels & Resorts, Inc. | 41,594 | ||||
8,153 | Chatham Lodging Trust (a) | 80,470 | ||||
35,241 | DiamondRock Hospitality Co. | 264,660 | ||||
5,491 | Hersha Hospitality Trust, Class A | 43,818 | ||||
119,449 | Host Hotels & Resorts, Inc. | 1,896,850 | ||||
37,571 | Park Hotels & Resorts, Inc. | 423,049 | ||||
21,962 | Pebblebrook Hotel Trust | 318,669 | ||||
27,191 | RLJ Lodging Trust | 275,173 | ||||
9,213 | Ryman Hospitality Properties, Inc. | 677,985 | ||||
27,590 | Service Properties Trust | 143,192 | ||||
17,864 | Summit Hotel Properties, Inc. | 120,046 | ||||
35,471 | Sunstone Hotel Investors, Inc. | 334,137 | ||||
19,101 | Xenia Hotels & Resorts, Inc. | 263,403 | ||||
5,422,399 | ||||||
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Industrial REITs — 14.8% | ||||||
45,004 | Americold Realty Trust, Inc. | $ | 1,107,098 | |||
64,325 | Duke Realty Corp. | 3,100,465 | ||||
7,283 | EastGroup Properties, Inc. | 1,051,228 | ||||
22,063 | First Industrial Realty Trust, Inc. | 988,643 | ||||
856 | Indus Realty Trust, Inc. | 44,829 | ||||
10,927 | Industrial Logistics Properties Trust | 60,099 | ||||
4,672 | Innovative Industrial Properties, Inc. | 413,472 | ||||
46,765 | LXP Industrial Trust | 428,367 | ||||
6,096 | Plymouth Industrial REIT, Inc. | 102,474 | ||||
123,704 | Prologis, Inc. | 12,568,326 | ||||
28,585 | Rexford Industrial Realty, Inc. | 1,486,420 | ||||
29,949 | STAG Industrial, Inc. | 851,450 | ||||
11,106 | Terreno Realty Corp. | 588,507 | ||||
22,791,378 | ||||||
Office REITs — 7.4% | ||||||
24,810 | Alexandria Real Estate Equities, Inc. | 3,478,114 | ||||
23,829 | Boston Properties, Inc. | 1,786,460 | ||||
28,665 | Brandywine Realty Trust | 193,489 | ||||
6,944 | City Office REIT, Inc. | 69,232 | ||||
18,786 | Corporate Office Properties Trust | 436,399 | ||||
25,299 | Cousins Properties, Inc. | 590,732 | ||||
29,372 | Douglas Emmett, Inc. | 526,640 | ||||
15,177 | Easterly Government Properties, Inc. | 239,341 | ||||
18,583 | Equity Commonwealth | 452,682 | ||||
15,346 | Franklin Street Properties Corp. | 40,360 | ||||
17,576 | Highwoods Properties, Inc. | 473,849 | ||||
21,535 | Hudson Pacific Properties, Inc. | 235,808 | ||||
16,629 | JBG SMITH Properties | 308,967 | ||||
17,576 | Kilroy Realty Corp. | 740,125 | ||||
8,101 | Office Properties Income Trust | 113,819 | ||||
9,458 | Orion Office REIT, Inc. | 82,758 | ||||
28,236 | Paramount Group, Inc. | 175,910 | ||||
20,615 | Piedmont Office Realty Trust, Inc., Class A | 217,694 | ||||
2,917 | Postal Realty Trust, Inc., Class A | 42,792 | ||||
10,747 | SL Green Realty Corp. | 431,585 | ||||
13,237 | Veris Residential, Inc. (a) | 150,505 | ||||
26,913 | Vornado Realty Trust | 623,305 | ||||
11,410,566 | ||||||
Residential REITs — 19.6% | ||||||
50,549 | American Homes 4 Rent, Class A | 1,658,513 | ||||
25,765 | Apartment Income REIT Corp. | 995,044 | ||||
25,418 | Apartment Investment and Management Co., Class A | 185,551 | ||||
23,367 | AvalonBay Communities, Inc. | 4,303,968 | ||||
4,690 | Bluerock Residential Growth REIT, Inc. | 125,457 | ||||
1,984 | BRT Apartments Corp. | 40,295 | ||||
17,797 | Camden Property Trust | 2,125,852 | ||||
2,570 | Centerspace | 173,012 | ||||
2,206 | Clipper Realty, Inc. | 15,376 |
First Trust S&P REIT Index Fund (FRI) |
Portfolio of Investments (Continued) |
September 30, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Residential REITs (Continued) | ||||||
29,226 | Equity LifeStyle Properties, Inc. | $ | 1,836,562 | |||
56,559 | Equity Residential | 3,801,896 | ||||
10,883 | Essex Property Trust, Inc. | 2,636,189 | ||||
37,057 | Independence Realty Trust, Inc. | 619,964 | ||||
96,880 | Invitation Homes, Inc. | 3,271,637 | ||||
19,287 | Mid-America Apartment Communities, Inc. | 2,990,835 | ||||
3,819 | NexPoint Residential Trust, Inc. | 176,476 | ||||
20,602 | Sun Communities, Inc. | 2,788,069 | ||||
51,029 | UDR, Inc. | 2,128,419 | ||||
8,504 | UMH Properties, Inc. | 137,340 | ||||
14,603 | Washington Real Estate Investment Trust | 256,429 | ||||
30,266,884 | ||||||
Retail REITs — 15.0% | ||||||
15,866 | Acadia Realty Trust | 200,229 | ||||
13,333 | Agree Realty Corp. | 901,044 | ||||
354 | Alexander’s, Inc. | 73,972 | ||||
50,065 | Brixmor Property Group, Inc. | 924,701 | ||||
4,087 | CBL & Associates Properties, Inc. | 104,668 | ||||
12,164 | Federal Realty Investment Trust | 1,096,220 | ||||
7,106 | Getty Realty Corp. | 191,080 | ||||
11,267 | InvenTrust Properties Corp. | 240,325 | ||||
103,338 | Kimco Realty Corp. | 1,902,453 | ||||
36,612 | Kite Realty Group Trust | 630,459 | ||||
35,882 | Macerich (The) Co. | 284,903 | ||||
29,590 | National Retail Properties, Inc. | 1,179,457 | ||||
22,268 | Necessity Retail REIT (The), Inc. | 130,936 | ||||
8,408 | NETSTREIT Corp. | 149,746 | ||||
19,498 | Phillips Edison & Co., Inc. | 546,919 | ||||
103,185 | Realty Income Corp. | 6,005,367 | ||||
25,731 | Regency Centers Corp. | 1,385,614 | ||||
20,812 | Retail Opportunity Investments Corp. | 286,373 | ||||
14,233 | RPT Realty | 107,601 | ||||
2,156 | Saul Centers, Inc. | 80,850 | ||||
54,696 | Simon Property Group, Inc. | 4,908,966 | ||||
31,115 | SITE Centers Corp. | 333,242 | ||||
22,780 | Spirit Realty Capital, Inc. | 823,725 | ||||
17,440 | Tanger Factory Outlet Centers, Inc. | 238,579 | ||||
19,628 | Urban Edge Properties | 261,837 | ||||
5,035 | Urstadt Biddle Properties, Inc., Class A | 78,093 | ||||
7,752 | Whitestone REIT | 65,582 | ||||
23,132,941 | ||||||
Specialized REITs — 25.0% | ||||||
37,500 | CubeSmart | 1,502,250 | ||||
48,025 | Digital Realty Trust, Inc. | 4,763,119 | ||||
12,528 | EPR Properties | 449,254 | ||||
15,212 | Equinix, Inc. | 8,653,194 | ||||
22,374 | Extra Space Storage, Inc. | 3,864,214 | ||||
8,068 | Farmland Partners, Inc. | 102,222 | ||||
13,605 | Four Corners Property Trust, Inc. | 329,105 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Specialized REITs (Continued) | ||||||
42,680 | Gaming and Leisure Properties, Inc. | $ | 1,888,163 | |||
5,312 | Gladstone Land Corp. | 96,147 | ||||
48,573 | Iron Mountain, Inc. | 2,135,755 | ||||
14,102 | Life Storage, Inc. | 1,561,937 | ||||
14,263 | National Storage Affiliates Trust | 593,056 | ||||
26,397 | Public Storage | 7,729,306 | ||||
2,906 | Safehold, Inc. | 76,893 | ||||
160,912 | VICI Properties, Inc. | 4,803,223 | ||||
38,547,838 | ||||||
Total Common Stocks — 99.3% | 153,321,317 | |||||
(Cost $209,686,472) | ||||||
Money Market Funds — 0.3% | ||||||
412,735 | Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio - Institutional Class - 2.77% (b) | 412,735 | ||||
(Cost $412,735) | ||||||
Total Investments — 99.6% | 153,734,052 | |||||
(Cost $210,099,207) | ||||||
Net Other Assets and Liabilities — 0.4% | 579,693 | |||||
Net Assets — 100.0% | $ | 154,313,745 |
(a) | Non-income producing security. |
(b) | Rate shown reflects yield as of September 30, 2022. |
First Trust S&P REIT Index Fund (FRI) |
Portfolio of Investments (Continued) |
September 30, 2022 (Unaudited) |
Valuation Inputs | |||
A summary of the inputs used to value the Fund’s investments as of September 30, 2022 is as follows (see Valuation Inputs in the Additional Information section): |
Total Value at 9/30/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 153,321,317 | $ | 153,321,317 | $ | — | $ | — | ||||||||
Money Market Funds | 412,735 | 412,735 | — | — | ||||||||||||
Total Investments | $ | 153,734,052 | $ | 153,734,052 | $ | — | $ | — | ||||||||
* See Portfolio of Investments for Sub-industry breakout. |
First Trust Water ETF (FIW) |
Portfolio of Investments |
September 30, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 99.9% | ||||||
Beverages — 2.1% | ||||||
1,898,021 | Primo Water Corp. | $ | 23,820,163 | |||
Building Products — 10.2% | ||||||
773,162 | A.O. Smith Corp. | 37,560,210 | ||||
367,575 | Advanced Drainage Systems, Inc. | 45,715,303 | ||||
1,356,417 | Zurn Elkay Water Solutions Corp. | 33,232,216 | ||||
116,507,729 | ||||||
Chemicals — 3.8% | ||||||
304,462 | Ecolab, Inc. | 43,970,402 | ||||
Commercial Services & Supplies — 4.8% | ||||||
387,652 | Montrose Environmental Group, Inc. (a) | 13,044,490 | ||||
321,368 | Tetra Tech, Inc. | 41,305,429 | ||||
54,349,919 | ||||||
Construction & Engineering — 6.7% | ||||||
596,651 | AECOM | 40,793,029 | ||||
135,142 | Valmont Industries, Inc. | 36,301,844 | ||||
77,094,873 | ||||||
Electronic Equipment, Instruments & Components — 4.1% | ||||||
263,386 | Badger Meter, Inc. | 24,334,232 | ||||
524,170 | Itron, Inc. (a) | 22,072,799 | ||||
46,407,031 | ||||||
Health Care Equipment & Supplies — 4.1% | ||||||
143,490 | IDEXX Laboratories, Inc. (a) | 46,749,042 | ||||
Life Sciences Tools & Services — 8.3% | ||||||
388,928 | Agilent Technologies, Inc. | 47,274,198 | ||||
184,802 | Danaher Corp. | 47,732,509 | ||||
95,006,707 | ||||||
Machinery — 26.7% | ||||||
679,490 | Energy Recovery, Inc. (a) | 14,772,113 | ||||
1,066,419 | Evoqua Water Technologies Corp. (a) | 35,266,476 | ||||
818,510 | Flowserve Corp. | 19,889,793 | ||||
287,162 | Franklin Electric Co., Inc. | 23,464,007 | ||||
247,900 | IDEX Corp. | 49,542,815 | ||||
97,203 | Lindsay Corp. | 13,927,246 | ||||
394,808 | Mueller Industries, Inc. | 23,467,387 | ||||
1,381,870 | Mueller Water Products, Inc., Class A | 14,191,805 | ||||
980,786 | Pentair PLC | 39,849,335 | ||||
180,046 | Watts Water Technologies, Inc., Class A | 22,637,184 | ||||
547,530 | Xylem, Inc. | 47,832,221 | ||||
304,840,382 | ||||||
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Multi-Utilities — 3.0% | ||||||
3,183,442 | Algonquin Power & Utilities Corp. (b) | $ | 34,731,352 | |||
Professional Services — 3.0% | ||||||
788,575 | Stantec, Inc. | 34,563,242 | ||||
Software — 3.9% | ||||||
123,901 | Roper Technologies, Inc. | 44,559,756 | ||||
Trading Companies & Distributors — 2.1% | ||||||
1,058,124 | Core & Main, Inc., Class A (a) | 24,061,740 | ||||
Water Utilities — 17.1% | ||||||
300,591 | American States Water Co. | 23,431,068 | ||||
336,005 | American Water Works Co., Inc. | 43,734,411 | ||||
426,106 | California Water Service Group | 22,451,525 | ||||
3,996,793 | Cia de Saneamento Basico do Estado de Sao Paulo, ADR | 36,410,784 | ||||
1,014,852 | Essential Utilities, Inc. | 41,994,576 | ||||
175,594 | Middlesex Water Co. | 13,555,857 | ||||
242,418 | SJW Group | 13,963,277 | ||||
195,541,498 | ||||||
Total Common Stocks — 99.9% | 1,142,203,836 | |||||
(Cost $1,206,773,743) | ||||||
Money Market Funds — 2.4% | ||||||
26,781,690 | Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 2.77% (c) (d) | 26,781,690 | ||||
884,375 | Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio - Institutional Class - 2.77% (c) | 884,375 | ||||
Total Money Market Funds — 2.4% | 27,666,065 | |||||
(Cost $27,666,065) | ||||||
Total Investments — 102.3% | 1,169,869,901 | |||||
(Cost $1,234,439,808) | ||||||
Net Other Assets and Liabilities — (2.3)% | (26,356,749 | ) | ||||
Net Assets — 100.0% | $ | 1,143,513,152 |
(a) | Non-income producing security. |
(b) | All or a portion of this security is on loan for securities lending. The remaining contractual maturity of all of the securities lending transactions is overnight and continuous. The aggregate value of such securities is $25,783,603 and the total value of the collateral held by the Fund is $26,781,690. |
(c) | Rate shown reflects yield as of September 30, 2022. |
(d) | This security serves as collateral for securities on loan. |
ADR - American Depositary Receipt
First Trust Water ETF (FIW) |
Portfolio of Investments (Continued) |
September 30, 2022 (Unaudited) |
Valuation Inputs | |||
A summary of the inputs used to value the Fund’s investments as of September 30, 2022 is as follows (see Valuation Inputs in the Additional Information section): |
Total Value at 9/30/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 1,142,203,836 | $ | 1,142,203,836 | $ | — | $ | — | ||||||||
Money Market Funds | 27,666,065 | 27,666,065 | — | — | ||||||||||||
Total Investments | $ | 1,169,869,901 | $ | 1,169,869,901 | $ | — | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
First Trust Natural Gas ETF (FCG) |
Portfolio of Investments |
September 30, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 99.8% | ||||||
Gas Utilities — 1.8% | ||||||
229,537 | National Fuel Gas Co. | $ | 14,128,002 | |||
Oil, Gas & Consumable Fuels — 98.0% | ||||||
182,991 | Amplify Energy Corp. (a) | 1,202,251 | ||||
629,248 | Antero Resources Corp. (a) | 19,210,941 | ||||
662,276 | APA Corp. | 22,643,216 | ||||
400,391 | Callon Petroleum Co. (a) | 14,017,689 | ||||
237,412 | Chesapeake Energy Corp. | 22,366,585 | ||||
130,021 | Chord Energy Corp. | 17,782,972 | ||||
162,312 | Civitas Resources, Inc. | 9,315,086 | ||||
848,650 | CNX Resources Corp. (a) | 13,179,534 | ||||
486,859 | Comstock Resources, Inc. (a) | 8,417,792 | ||||
298,941 | ConocoPhillips | 30,593,622 | ||||
312,369 | Continental Resources, Inc. | 20,869,373 | ||||
882,081 | Coterra Energy, Inc. | 23,039,956 | ||||
119,375 | Crescent Energy, Inc., Class A (b) | 1,607,981 | ||||
2,604,338 | Crescent Point Energy Corp. | 16,042,722 | ||||
1,096,801 | DCP Midstream, L.P. (c) | 41,206,814 | ||||
424,670 | Devon Energy Corp. | 25,535,407 | ||||
219,913 | Diamondback Energy, Inc. | 26,490,720 | ||||
403,580 | Earthstone Energy, Inc., Class A (a) (b) | 4,972,106 | ||||
751,951 | Enerplus Corp. | 10,655,146 | ||||
258,491 | EOG Resources, Inc. | 28,881,199 | ||||
556,124 | EQT Corp. | 22,662,053 | ||||
76,685 | Gulfport Energy Corp. (a) | 6,770,519 | ||||
231,374 | Hess Corp. | 25,217,452 | ||||
1,473,005 | Hess Midstream, L.P., Class A (b) (c) (d) | 37,591,088 | ||||
1,446,162 | Kosmos Energy Ltd. (a) | 7,476,658 | ||||
114,165 | Laredo Petroleum, Inc. (a) | 7,175,270 | ||||
542,538 | Magnolia Oil & Gas Corp., Class A | 10,747,678 | ||||
1,118,706 | Marathon Oil Corp. | 25,260,381 | ||||
343,096 | Matador Resources Co. | 16,784,256 | ||||
402,284 | Murphy Oil Corp. | 14,148,328 | ||||
258,521 | Northern Oil and Gas, Inc. | 7,086,061 | ||||
299,938 | Obsidian Energy Ltd. (a) | 2,150,555 | ||||
451,216 | Occidental Petroleum Corp. | 27,727,224 | ||||
461,769 | Ovintiv, Inc. | 21,241,374 | ||||
311,141 | PDC Energy, Inc. | 17,980,838 | ||||
1,490,770 | Permian Resources Corp. (a) (b) | 10,137,236 | ||||
121,118 | Pioneer Natural Resources Co. | 26,225,681 | ||||
705,265 | Range Resources Corp. | 17,814,994 | ||||
87,404 | Ranger Oil Corp., Class A | 2,748,856 | ||||
27,125 | Riley Exploration Permian, Inc. (b) | 514,833 | ||||
194,937 | SandRidge Energy, Inc. (a) | 3,179,422 | ||||
120,003 | SilverBow Resources, Inc. (a) (b) | 3,225,681 | ||||
433,081 | SM Energy Co. | 16,288,176 | ||||
3,003,120 | Southwestern Energy Co. (a) | 18,379,094 | ||||
328,800 | Talos Energy, Inc. (a) | 5,474,520 | ||||
3,408,075 | Tellurian, Inc. (a) (b) | 8,145,299 | ||||
535,906 | Vermilion Energy, Inc. | 11,479,107 | ||||
838,924 | W&T Offshore, Inc. (a) | 4,916,095 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Oil, Gas & Consumable Fuels (Continued) | ||||||
1,483,498 | Western Midstream Partners, L.P. (c) | $ | 37,324,810 | |||
776,928 | Woodside Energy Group Ltd., ADR (b) | 15,662,868 | ||||
789,567,519 | ||||||
Total Common Stocks — 99.8% | 803,695,521 | |||||
(Cost $794,178,629) | ||||||
Money Market Funds — 5.8% | ||||||
45,141,520 | Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 2.77% (e) (f) | 45,141,520 | ||||
1,629,828 | Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio - Institutional Class - 2.77% (e) | 1,629,828 | ||||
Total Money Market Funds — 5.8% | 46,771,348 | |||||
(Cost $46,771,348) | ||||||
Total Investments — 105.6% | 850,466,869 | |||||
(Cost $840,949,977) | ||||||
Net Other Assets and Liabilities — (5.6)% | (44,903,330 | ) | ||||
Net Assets — 100.0% | $ | 805,563,539 |
(a) | Non-income producing security. |
(b) | All or a portion of this security is on loan for securities lending. The remaining contractual maturity of all of the securities lending transactions is overnight and continuous. The aggregate value of such securities is $43,710,529 and the total value of the collateral held by the Fund is $45,141,520. |
(c) | Security is a Master Limited Partnership (“MLP”). |
(d) | This security is taxed as a “C” corporation for federal income tax purposes. |
(e) | Rate shown reflects yield as of September 30, 2022. |
(f) | This security serves as collateral for securities on loan. |
ADR - American Depositary Receipt
First Trust Natural Gas ETF (FCG) |
Portfolio of Investments (Continued) |
September 30, 2022 (Unaudited) |
Valuation Inputs | |||
A summary of the inputs used to value the Fund’s investments as of September 30, 2022 is as follows (see Valuation Inputs in the Additional Information section): |
Total Value at 9/30/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 803,695,521 | $ | 803,695,521 | $ | — | $ | — | ||||||||
Money Market Funds | 46,771,348 | 46,771,348 | — | — | ||||||||||||
Total Investments | $ | 850,466,869 | $ | 850,466,869 | $ | — | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
First Trust Chindia ETF (FNI) |
Portfolio of Investments |
September 30, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 100.0% | ||||||
Air Freight & Logistics — 0.7% | ||||||
29,780 | ZTO Express Cayman, Inc., ADR | $ | 715,613 | |||
Automobiles — 10.8% | ||||||
93,095 | Li Auto, Inc., ADR (a) | 2,142,116 | ||||
268,418 | NIO, Inc., ADR (a) | 4,232,952 | ||||
163,782 | Tata Motors Ltd., ADR (a) | 3,973,351 | ||||
99,315 | XPeng, Inc., ADR (a) | 1,186,814 | ||||
11,535,233 | ||||||
Banks — 16.2% | ||||||
141,891 | HDFC Bank Ltd., ADR | 8,289,272 | ||||
424,345 | ICICI Bank Ltd., ADR | 8,898,515 | ||||
17,187,787 | ||||||
Biotechnology — 1.2% | ||||||
92,216 | I-Mab, ADR (a) | 369,786 | ||||
27,570 | Zai Lab Ltd., ADR (a) | 942,894 | ||||
1,312,680 | ||||||
Capital Markets — 0.8% | ||||||
21,854 | Futu Holdings Ltd., ADR (a) | 814,936 | ||||
Consumer Finance — 0.9% | ||||||
51,003 | 360 DigiTech, Inc., ADR | 653,858 | ||||
127,548 | Lufax Holding Ltd., ADR | 323,972 | ||||
977,830 | ||||||
Diversified Consumer Services — 2.3% | ||||||
61,430 | New Oriental Education & Technology Group, Inc., ADR (a) | 1,472,477 | ||||
195,677 | TAL Education Group, ADR (a) | 966,645 | ||||
2,439,122 | ||||||
Entertainment — 4.9% | ||||||
35,896 | Bilibili, Inc., ADR (a) (b) | 549,927 | ||||
195,677 | iQIYI, Inc., ADR (a) | 530,285 | ||||
44,999 | NetEase, Inc., ADR | 3,401,924 | ||||
191,932 | Tencent Music Entertainment Group, ADR (a) | 779,244 | ||||
5,261,380 | ||||||
Hotels, Restaurants & Leisure — 5.8% | ||||||
24,685 | H World Group Ltd., ADR | 827,935 | ||||
84,378 | MakeMyTrip Ltd. (a) | 2,590,405 | ||||
142,248 | Melco Resorts & Entertainment Ltd., ADR (a) | 943,104 | ||||
36,368 | Trip.com Group Ltd., ADR (a) | 993,210 | ||||
17,648 | Yum China Holdings, Inc. | 835,280 | ||||
6,189,934 | ||||||
Independent Power and Renewable Electricity Producers — 2.2% | ||||||
53,989 | Azure Power Global Ltd. (a) (b) | 299,099 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Independent Power and Renewable Electricity Producers (Continued) | ||||||
333,414 | ReNew Energy Global PLC, Class A (a) | $ | 2,007,152 | |||
2,306,251 | ||||||
Interactive Media & Services — 5.5% | ||||||
22,077 | Autohome, Inc., ADR | 634,934 | ||||
33,258 | Baidu, Inc., ADR (a) | 3,907,482 | ||||
39,677 | Kanzhun Ltd., ADR (a) | 669,748 | ||||
36,467 | Weibo Corp., ADR (a) | 623,586 | ||||
5,835,750 | ||||||
Internet & Direct Marketing Retail — 24.0% | ||||||
85,046 | Alibaba Group Holding Ltd., ADR (a) | 6,802,830 | ||||
106,262 | Dada Nexus Ltd., ADR (a) | 502,619 | ||||
145,557 | JD.com, Inc., ADR | 7,321,517 | ||||
162,237 | Pinduoduo, Inc., ADR (a) | 10,152,791 | ||||
86,266 | Vipshop Holdings Ltd., ADR (a) | 725,497 | ||||
25,505,254 | ||||||
IT Services — 14.4% | ||||||
28,663 | GDS Holdings Ltd., ADR (a) (b) | 506,189 | ||||
433,120 | Infosys Ltd., ADR | 7,350,046 | ||||
166,447 | Kingsoft Cloud Holdings Ltd., ADR (a) | 331,230 | ||||
141,996 | Vnet Group, Inc., ADR (a) | 780,978 | ||||
780,567 | Wipro Ltd., ADR | 3,676,471 | ||||
32,072 | WNS (Holdings) Ltd., ADR (a) | 2,624,772 | ||||
15,269,686 | ||||||
Pharmaceuticals — 4.8% | ||||||
84,332 | Dr. Reddy’s Laboratories Ltd., ADR | 4,413,937 | ||||
76,262 | HUTCHMED China Ltd., ADR (a) (b) | 675,681 | ||||
5,089,618 | ||||||
Real Estate Management & Development — 2.9% | ||||||
174,171 | KE Holdings, Inc., ADR (a) | 3,051,476 | ||||
Road & Rail — 0.7% | ||||||
115,769 | Full Truck Alliance Co., Ltd., ADR (a) | 758,287 | ||||
Semiconductors & Semiconductor Equipment — 1.5% | ||||||
16,406 | Daqo New Energy Corp., ADR (a) | 870,830 | ||||
13,094 | JinkoSolar Holding Co., Ltd., ADR (a) | 725,277 | ||||
1,596,107 | ||||||
First Trust Chindia ETF (FNI) |
Portfolio of Investments (Continued) |
September 30, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Tobacco — 0.4% | ||||||
405,190 | RLX Technology, Inc., ADR (a) | $ | 425,450 | |||
Total Common Stocks — 100.0% | 106,272,394 | |||||
(Cost $148,400,816) |
Principal Value | Description | Value | |||||
Repurchase Agreements — 1.7% | |||||||
$ | 1,000,000 | Citigroup, Inc., 2.98% (c), dated 09/30/22, due 10/03/22, with a maturity value of $1,000,083. Collateralized by U.S. Treasury Securities, interest rates of 0.13% to 6.13%, due 01/31/23 to 08/15/52. The value of the collateral including accrued interest is $1,020,000. (d) | 1,000,000 | ||||
781,129 | Daiwa Capital Markets America, Inc., 2.96% (c), dated 09/30/22, due 10/03/22, with a maturity value of $781,193. Collateralized by U.S. Treasury Securities, interest rates of 0.00% to 6.13%, due 12/22/22 to 08/15/51. The value of the collateral including accrued interest is $796,752. (d) | 781,129 | |||||
Total Repurchase Agreements — 1.7% | 1,781,129 | ||||||
(Cost $1,781,129) | |||||||
Total Investments — 101.7% | 108,053,523 | ||||||
(Cost $150,181,945) | |||||||
Net Other Assets and Liabilities — (1.7)% | (1,802,811 | ) | |||||
Net Assets — 100.0% | $ | 106,250,712 |
(a) | Non-income producing security. |
(b) | All or a portion of this security is on loan for securities lending. The remaining contractual maturity of all of the securities lending transactions is overnight and continuous. The aggregate value of such securities is $1,749,196 and the total value of the collateral held by the Fund is $1,781,129. |
(c) | Rate shown reflects yield as of September 30, 2022. |
(d) | This security serves as collateral for securities on loan. |
ADR - American Depositary Receipt
First Trust Chindia ETF (FNI) |
Portfolio of Investments (Continued) |
September 30, 2022 (Unaudited) |
Valuation Inputs | |||
A summary of the inputs used to value the Fund’s investments as of September 30, 2022 is as follows (see Valuation Inputs in the Additional Information section): |
Total Value at 9/30/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 106,272,394 | $ | 106,272,394 | $ | — | $ | — | ||||||||
Repurchase Agreements | 1,781,129 | — | 1,781,129 | — | ||||||||||||
Total Investments | $ | 108,053,523 | $ | 106,272,394 | $ | 1,781,129 | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
First Trust NASDAQ® ABA Community Bank Index Fund (QABA) |
Portfolio of Investments |
September 30, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 99.9% | ||||||
Banks — 92.1% | ||||||
9,366 | 1st Source Corp. | $ | 433,646 | |||
3,239 | ACNB Corp. (a) | 97,300 | ||||
11,658 | Amalgamated Financial Corp. | 262,888 | ||||
12,831 | Amerant Bancorp, Inc. | 318,722 | ||||
4,051 | American National Bankshares, Inc. | 129,429 | ||||
26,348 | Ameris Bancorp | 1,178,019 | ||||
6,271 | Arrow Financial Corp. | 180,730 | ||||
28,377 | Atlantic Union Bankshares Corp. | 862,093 | ||||
12,455 | BancFirst Corp. | 1,114,349 | ||||
21,484 | Bancorp (The), Inc. (b) | 472,218 | ||||
3,458 | Bank First Corp. (a) | 264,468 | ||||
6,084 | Bank of Marin Bancorp | 182,216 | ||||
44,941 | Bank OZK | 1,777,866 | ||||
2,949 | Bankwell Financial Group, Inc. | 85,845 | ||||
12,988 | Banner Corp. | 767,331 | ||||
5,066 | BayCom Corp. | 89,060 | ||||
6,451 | BCB Bancorp, Inc. | 108,570 | ||||
29,130 | Brookline Bancorp, Inc. | 339,364 | ||||
8,577 | Business First Bancshares, Inc. | 184,663 | ||||
2,662 | Cambridge Bancorp | 212,268 | ||||
5,556 | Camden National Corp. | 236,686 | ||||
6,442 | Capital City Bank Group, Inc. | 200,411 | ||||
8,337 | Capstar Financial Holdings, Inc. | 154,485 | ||||
9,336 | Carter Bankshares, Inc. (b) | 150,310 | ||||
28,289 | Cathay General Bancorp | 1,087,995 | ||||
9,315 | CBTX, Inc. | 272,464 | ||||
5,885 | Citizens & Northern Corp. | 142,299 | ||||
5,643 | City Holding Co. | 500,478 | ||||
5,857 | Civista Bancshares, Inc. | 121,591 | ||||
6,405 | CNB Financial Corp. | 150,966 | ||||
4,920 | Coastal Financial Corp. (b) | 195,521 | ||||
6,706 | Colony Bankcorp, Inc. (a) | 87,379 | ||||
29,876 | Columbia Banking System, Inc. | 863,118 | ||||
45,540 | Commerce Bancshares, Inc. | 3,012,926 | ||||
6,800 | Community Trust Bancorp, Inc. | 275,740 | ||||
14,907 | ConnectOne Bancorp, Inc. | 343,755 | ||||
18,732 | CrossFirst Bankshares, Inc. (b) | 244,453 | ||||
53,104 | CVB Financial Corp. | 1,344,593 | ||||
14,662 | Dime Community Bancshares, Inc. | 429,303 | ||||
12,188 | Eagle Bancorp, Inc. | 546,266 | ||||
14,139 | Enterprise Financial Services Corp. | 622,682 | ||||
6,113 | Equity Bancshares, Inc., Class A | 181,128 | ||||
3,070 | Esquire Financial Holdings, Inc. | 115,278 | ||||
4,963 | Farmers & Merchants Bancorp, Inc. (a) | 133,356 | ||||
12,939 | Farmers National Banc Corp. | 169,372 | ||||
5,825 | Financial Institutions, Inc. | 140,208 | ||||
13,559 | First Bancorp | 495,988 | ||||
9,128 | First Bancshares (The), Inc. | 272,653 | ||||
7,384 | First Bank | 100,939 | ||||
20,975 | First Busey Corp. | 461,030 | ||||
3,220 | First Business Financial Services, Inc. | 104,038 | ||||
6,235 | First Community Bankshares, Inc. | 199,707 | ||||
36,040 | First Financial Bancorp | 759,723 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Banks (Continued) | ||||||
54,147 | First Financial Bankshares, Inc. | $ | 2,264,969 | |||
4,570 | First Financial Corp. | 206,518 | ||||
21,420 | First Foundation, Inc. | 388,559 | ||||
4,071 | First Guaranty Bancshares, Inc. (a) | 89,073 | ||||
48,509 | First Hawaiian, Inc. | 1,194,777 | ||||
3,574 | First Internet Bancorp | 121,016 | ||||
40,577 | First Interstate BancSystem, Inc., Class A | 1,637,282 | ||||
22,598 | First Merchants Corp. | 874,091 | ||||
7,770 | First Mid Bancshares, Inc. | 248,407 | ||||
8,681 | First of Long Island (The) Corp. | 149,660 | ||||
3,604 | First Western Financial, Inc. (b) | 88,839 | ||||
6,551 | Five Star Bancorp | 185,786 | ||||
11,389 | Flushing Financial Corp. | 220,605 | ||||
63,573 | Fulton Financial Corp. | 1,004,453 | ||||
5,307 | FVCBankcorp, Inc. (b) | 101,735 | ||||
11,200 | German American Bancorp, Inc. | 399,952 | ||||
4,680 | Great Southern Bancorp, Inc. | 267,088 | ||||
4,523 | Guaranty Bancshares, Inc. | 156,451 | ||||
32,561 | Hancock Whitney Corp. | 1,491,619 | ||||
11,580 | Hanmi Financial Corp. | 274,214 | ||||
19,059 | HarborOne Bancorp, Inc. | 255,772 | ||||
16,121 | Heartland Financial USA, Inc. | 699,007 | ||||
23,046 | Heritage Commerce Corp. | 261,342 | ||||
13,335 | Heritage Financial Corp. | 352,977 | ||||
7,110 | HomeStreet, Inc. | 204,839 | ||||
5,972 | HomeTrust Bancshares, Inc. | 131,981 | ||||
45,385 | Hope Bancorp, Inc. | 573,666 | ||||
16,552 | Horizon Bancorp, Inc. | 297,274 | ||||
17,436 | Independent Bank Corp. | 1,299,505 | ||||
7,998 | Independent Bank Corp./MI | 152,762 | ||||
15,639 | Independent Bank Group, Inc. | 960,078 | ||||
23,644 | International Bancshares Corp. | 1,004,870 | ||||
24,616 | Lakeland Bancorp, Inc. | 394,102 | ||||
9,630 | Lakeland Financial Corp. | 701,160 | ||||
16,666 | Live Oak Bancshares, Inc. | 509,980 | ||||
13,012 | Macatawa Bank Corp. | 120,491 | ||||
6,025 | Mercantile Bank Corp. | 179,003 | ||||
9,667 | Metrocity Bankshares, Inc. | 189,860 | ||||
6,032 | Mid Penn Bancorp, Inc. | 173,299 | ||||
8,383 | Midland States Bancorp, Inc. | 197,587 | ||||
5,934 | MidWestOne Financial Group, Inc. | 161,939 | ||||
4,645 | MVB Financial Corp. | 129,270 | ||||
16,273 | NBT Bancorp, Inc. | 617,560 | ||||
2,904 | Northeast Bank | 106,490 | ||||
2,158 | Northrim BanCorp, Inc. | 89,686 | ||||
48,196 | Northwest Bancshares, Inc. | 651,128 | ||||
22,462 | OceanFirst Financial Corp. | 418,692 | ||||
111,261 | Old National Bancorp | 1,832,469 | ||||
16,928 | Old Second Bancorp, Inc. | 220,910 | ||||
11,620 | Origin Bancorp, Inc. | 447,021 | ||||
4,055 | Orrstown Financial Services, Inc. | 96,996 | ||||
36,072 | Pacific Premier Bancorp, Inc. | 1,116,789 | ||||
44,738 | PacWest Bancorp | 1,011,079 | ||||
4,526 | Parke Bancorp, Inc. | 94,865 |
First Trust NASDAQ® ABA Community Bank Index Fund (QABA) |
Portfolio of Investments (Continued) |
September 30, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Banks (Continued) | ||||||
11,036 | Pathward Financial, Inc. | $ | 363,747 | |||
5,682 | PCB Bancorp | 102,674 | ||||
6,910 | Peapack-Gladstone Financial Corp. | 232,522 | ||||
10,749 | Peoples Bancorp, Inc. | 310,969 | ||||
2,724 | Peoples Financial Services Corp. | 127,592 | ||||
29,028 | Pinnacle Financial Partners, Inc. | 2,354,171 | ||||
5,454 | Preferred Bank | 355,764 | ||||
13,510 | Premier Financial Corp. | 347,207 | ||||
9,364 | Primis Financial Corp. | 113,585 | ||||
5,232 | Professional Holding Corp., Class A (b) | 135,718 | ||||
6,483 | QCR Holdings, Inc. | 330,244 | ||||
7,225 | RBB Bancorp | 150,136 | ||||
21,253 | Renasant Corp. | 664,794 | ||||
6,678 | Republic Bancorp, Inc., Class A | 255,767 | ||||
24,218 | Republic First Bancorp, Inc. (b) | 68,537 | ||||
14,870 | S&T Bancorp, Inc. | 435,840 | ||||
16,959 | Sandy Spring Bancorp, Inc. | 597,974 | ||||
23,329 | Seacoast Banking Corp. of Florida | 705,236 | ||||
7,540 | Shore Bancshares, Inc. | 130,593 | ||||
5,733 | Sierra Bancorp | 113,227 | ||||
48,744 | Simmons First National Corp., Class A | 1,062,132 | ||||
6,419 | SmartFinancial, Inc. | 158,613 | ||||
3,036 | Southern First Bancshares, Inc. (b) | 126,480 | ||||
12,195 | Southside Bancshares, Inc. | 431,215 | ||||
28,743 | SouthState Corp. | 2,274,146 | ||||
11,109 | Stock Yards Bancorp, Inc. | 755,523 | ||||
18,949 | Texas Capital Bancshares, Inc. (b) | 1,118,559 | ||||
5,129 | Third Coast Bancshares, Inc. (b) | 87,757 | ||||
27,634 | TowneBank | 741,420 | ||||
12,667 | TriCo Bancshares | 565,582 | ||||
9,293 | Triumph Bancorp, Inc. (b) | 505,075 | ||||
23,248 | Trustmark Corp. | 712,086 | ||||
18,350 | UMB Financial Corp. | 1,546,722 | ||||
51,127 | United Bankshares, Inc. | 1,827,790 | ||||
40,290 | United Community Banks, Inc. | 1,333,599 | ||||
3,992 | Unity Bancorp, Inc. | 100,239 | ||||
11,150 | Univest Financial Corp. | 261,802 | ||||
7,598 | USCB Financial Holdings, Inc. (a) (b) | 99,610 | ||||
192,342 | Valley National Bancorp | 2,077,294 | ||||
20,504 | Veritex Holdings, Inc. | 545,201 | ||||
24,815 | Washington Federal, Inc. | 743,954 | ||||
6,523 | Washington Trust Bancorp, Inc. | 303,189 | ||||
22,680 | WesBanco, Inc. | 756,832 | ||||
6,321 | West BanCorp, Inc. | 131,540 | ||||
10,222 | Westamerica BanCorp | 534,508 | ||||
23,072 | Wintrust Financial Corp. | 1,881,522 | ||||
78,776,116 | ||||||
IT Services — 0.2% | ||||||
5,188 | Cass Information Systems, Inc. | 179,972 | ||||
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Thrifts & Mortgage Finance — 7.6% | ||||||
10,795 | Blue Foundry Bancorp (b) | $ | 120,364 | |||
10,477 | Bridgewater Bancshares, Inc. (b) | 172,556 | ||||
52,748 | Capitol Federal Financial, Inc. | 437,808 | ||||
41,975 | Columbia Financial, Inc. (b) | 886,932 | ||||
2,935 | FS Bancorp, Inc. | 80,008 | ||||
3,234 | Greene County Bancorp, Inc. (a) | 185,211 | ||||
815 | Hingham Institution for Savings | 204,655 | ||||
3,156 | Home Bancorp, Inc. | 123,052 | ||||
25,917 | Kearny Financial Corp. | 275,239 | ||||
19,402 | Luther Burbank Corp. | 225,451 | ||||
16,375 | Merchants Bancorp | 377,771 | ||||
18,389 | Northfield Bancorp, Inc. | 263,147 | ||||
9,394 | Ponce Financial Group, Inc. (b) | 86,049 | ||||
3,536 | Southern Missouri Bancorp, Inc. | 180,442 | ||||
106,584 | TFS Financial Corp. | 1,385,592 | ||||
7,266 | TrustCo Bank Corp. | 228,298 | ||||
8,591 | Waterstone Financial, Inc. | 138,831 | ||||
24,126 | WSFS Financial Corp. | 1,120,894 | ||||
6,492,300 | ||||||
Total Common Stocks — 99.9% | 85,448,388 | |||||
(Cost $100,118,869) | ||||||
Money Market Funds — 0.9% | ||||||
758,776 | Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 2.77% (c) (d) | 758,776 | ||||
(Cost $758,776) | ||||||
Total Investments — 100.8% | 86,207,164 | |||||
(Cost $100,877,645) | ||||||
Net Other Assets and Liabilities — (0.8)% | (695,931 | ) | ||||
Net Assets — 100.0% | $ | 85,511,233 |
(a) | All or a portion of this security is on loan for securities lending. The remaining contractual maturity of all of the securities lending transactions is overnight and continuous. The aggregate value of such securities is $735,261 and the total value of the collateral held by the Fund is $758,776. |
(b) | Non-income producing security. |
(c) | Rate shown reflects yield as of September 30, 2022. |
(d) | This security serves as collateral for securities on loan. |
First Trust NASDAQ® ABA Community Bank Index Fund (QABA) |
Portfolio of Investments (Continued) |
September 30, 2022 (Unaudited) |
Valuation Inputs | |||
A summary of the inputs used to value the Fund’s investments as of September 30, 2022 is as follows (see Valuation Inputs in the Additional Information section): |
Total Value at 9/30/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 85,448,388 | $ | 85,448,388 | $ | — | $ | — | ||||||||
Money Market Funds | 758,776 | 758,776 | — | — | ||||||||||||
Total Investments | $ | 86,207,164 | $ | 86,207,164 | $ | — | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
Additional Information
First Trust Exchange-Traded Fund
September 30, 2022 (Unaudited)
Valuation Inputs
The Funds are subject to fair value accounting standards that define fair value, establish the framework for measuring fair value and provide a three-level hierarchy for fair valuation based upon the inputs to the valuation as of the measurement date. The three levels of the fair value hierarchy are as follows:
• Level 1 – Level 1 inputs are quoted prices in active markets for identical investments.
• Level 2 – Level 2 inputs are observable inputs, either directly or indirectly. (Quoted prices for similar investments, valuations based on interest rates and yield curves, or valuations derived from observable market data.)
• Level 3 – Level 3 inputs are unobservable inputs that may reflect the reporting entity’s own assumptions about the assumptions that market participants would use in pricing the investment.
The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in those investments.
Licensing Information
Nasdaq®, Nasdaq-100®, Nasdaq-100 Index®, Clean Edge®, OMX®, Nasdaq OMX®, Nasdaq-100® Equal Weighted Index, Nasdaq-100® Ex-Tech Sector Index, The Capital Strength IndexSM, ISE Clean Edge Water IndexTM, ISE-Revere Natural Gas IndexTM, Nasdaq OMX® ABA Community Bank Index and Nasdaq-100 Technology Sector IndexSM (“the Nasdaq Indexes”) are registered trademarks and service marks of Nasdaq, Inc., Clean Edge, Inc., and American Bankers Association, respectively, (together with their affiliates hereinafter referred to as the “Corporations”), and are licensed for use by First Trust. The Funds have not been passed on by the Corporations as to their legality or suitability. The Funds are not issued, endorsed, sold or promoted by the Corporations. THE CORPORATIONS MAKE NO WARRANTIES AND BEAR NO LIABILITY WITH RESPECT TO THE FUNDS.
S&P United States REIT Index (“Index”) is a product of S&P Dow Jones Indices LLC or its affiliates (“SPDJI”) and has been licensed for use by First Trust. S&P® is a registered trademark of Standard & Poor’s Financial Services LLC (“S&P”); Dow Jones® is a registered trademark of Dow Jones Trademark Holdings LLC (“Dow Jones”); and these trademarks have been licensed for use by SPDJI and sublicensed for certain purposes by First Trust. The Fund is not sponsored, endorsed, sold or promoted by SPDJI, Dow Jones, S&P on their respective affiliates and none of such parties make any representation regarding the advisability of investing in such product nor do they have any liability for the errors, omissions or interruptions of the Index.
First Trust Dividend Strength ETF (FTDS) |
Portfolio of Investments |
September 30, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 99.9% | ||||||
Aerospace & Defense — 4.4% | ||||||
1,614 | Huntington Ingalls Industries, Inc. | $ | 357,501 | |||
829 | Lockheed Martin Corp. | 320,234 | ||||
677,735 | ||||||
Air Freight & Logistics — 1.9% | ||||||
1,809 | United Parcel Service, Inc., Class B | 292,226 | ||||
Banks — 15.0% | ||||||
4,419 | Comerica, Inc. | 314,191 | ||||
2,114 | M&T Bank Corp. | 372,740 | ||||
2,153 | PNC Financial Services Group (The), Inc. | 321,701 | ||||
4,320 | Popular, Inc. | 311,299 | ||||
17,209 | Regions Financial Corp. | 345,385 | ||||
9,108 | Synovus Financial Corp. | 341,641 | ||||
6,523 | Zions Bancorp N.A. | 331,760 | ||||
2,338,717 | ||||||
Building Products — 2.4% | ||||||
2,549 | Trane Technologies PLC | 369,121 | ||||
Capital Markets — 5.7% | ||||||
550 | BlackRock, Inc. | 302,654 | ||||
3,326 | Northern Trust Corp. | 284,572 | ||||
2,862 | T. Rowe Price Group, Inc. | 300,539 | ||||
887,765 | ||||||
Chemicals — 5.3% | ||||||
3,037 | Celanese Corp. | 274,363 | ||||
3,724 | Eastman Chemical Co. | 264,590 | ||||
11,467 | Huntsman Corp. | 281,400 | ||||
820,353 | ||||||
Containers & Packaging — 1.8% | ||||||
2,432 | Packaging Corp. of America | 273,089 | ||||
Food Products — 5.6% | ||||||
3,846 | Ingredion, Inc. | 309,680 | ||||
5,437 | Mondelez International, Inc., Class A | 298,110 | ||||
4,031 | Tyson Foods, Inc., Class A | 265,764 | ||||
873,554 | ||||||
Household Durables — 3.7% | ||||||
3,306 | Garmin Ltd. | 265,505 | ||||
4,229 | Lennar Corp., Class A | 315,272 | ||||
580,777 | ||||||
Insurance — 10.7% | ||||||
6,081 | Aflac, Inc. | 341,752 | ||||
2,698 | Allstate (The) Corp. | 335,982 | ||||
8,996 | Fidelity National Financial, Inc. | 325,655 | ||||
6,125 | First American Financial Corp. | 282,363 | ||||
5,268 | Principal Financial Group, Inc. | 380,086 | ||||
1,665,838 | ||||||
IT Services — 1.8% | ||||||
20,223 | Western Union (The) Co. | 273,011 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Machinery — 12.1% | ||||||
3,592 | AGCO Corp. | $ | 345,443 | |||
1,905 | Caterpillar, Inc. | 312,572 | ||||
1,682 | Cummins, Inc. | 342,304 | ||||
1,330 | Parker-Hannifin Corp. | 322,272 | ||||
1,669 | Snap-on, Inc. | 336,053 | ||||
3,083 | Stanley Black & Decker, Inc. | 231,873 | ||||
1,890,517 | ||||||
Metals & Mining — 2.1% | ||||||
1,871 | Reliance Steel & Aluminum Co. | 326,321 | ||||
Multiline Retail — 2.1% | ||||||
2,252 | Target Corp. | 334,174 | ||||
Oil, Gas & Consumable Fuels — 2.6% | ||||||
3,984 | ConocoPhillips | 407,723 | ||||
Pharmaceuticals — 1.9% | ||||||
3,478 | Merck & Co., Inc. | 299,525 | ||||
Professional Services — 2.1% | ||||||
4,308 | Robert Half International, Inc. | 329,562 | ||||
Road & Rail — 3.9% | ||||||
1,449 | Norfolk Southern Corp. | 303,783 | ||||
1,579 | Union Pacific Corp. | 307,621 | ||||
611,404 | ||||||
Semiconductors & Semiconductor Equipment — 4.9% | ||||||
8,551 | Intel Corp. | 220,359 | ||||
2,287 | QUALCOMM, Inc. | 258,385 | ||||
3,268 | Skyworks Solutions, Inc. | 278,663 | ||||
757,407 | ||||||
Specialty Retail — 7.9% | ||||||
4,557 | Best Buy Co., Inc. | 288,640 | ||||
1,129 | Home Depot (The), Inc. | 311,536 | ||||
5,453 | TJX (The) Cos., Inc. | 338,740 | ||||
2,504 | Williams-Sonoma, Inc. | 295,097 | ||||
1,234,013 | ||||||
Technology Hardware, Storage & Peripherals — 2.0% | ||||||
5,007 | NetApp, Inc. | 309,683 | ||||
Total Common Stocks — 99.9% | 15,552,515 | |||||
(Cost $17,762,134) | ||||||
Money Market Funds — 0.1% | ||||||
15,516 | Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio - Institutional Class - 2.77% (a) | 15,516 | ||||
(Cost $15,516) |
First Trust Dividend Strength ETF (FTDS) |
Portfolio of Investments (Continued) |
September 30, 2022 (Unaudited) |
Description | Value | |||||
Total Investments — 100.0% | $ | 15,568,031 | ||||
(Cost $17,777,650) | ||||||
Net Other Assets and Liabilities — (0.0)% | (2,769 | ) | ||||
Net Assets — 100.0% | $ | 15,565,262 |
(a) | Rate shown reflects yield as of September 30, 2022. |
Valuation Inputs | |||
A summary of the inputs used to value the Fund’s investments as of September 30, 2022 is as follows (see Valuation Inputs in the Additional Information section): |
Total Value at 9/30/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 15,552,515 | $ | 15,552,515 | $ | — | $ | — | ||||||||
Money Market Funds | 15,516 | 15,516 | — | — | ||||||||||||
Total Investments | $ | 15,568,031 | $ | 15,568,031 | $ | — | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
First Trust Dorsey Wright People’s Portfolio ETF (DWPP) |
Portfolio of Investments |
September 30, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 99.8% | ||||||
Aerospace & Defense — 1.7% | ||||||
81 | Boeing (The) Co. (a) | $ | 9,808 | |||
33 | General Dynamics Corp. | 7,002 | ||||
6 | HEICO Corp. | 864 | ||||
53 | Howmet Aerospace, Inc. | 1,639 | ||||
24 | L3Harris Technologies, Inc. | 4,988 | ||||
32 | Lockheed Martin Corp. | 12,361 | ||||
20 | Northrop Grumman Corp. | 9,407 | ||||
190 | Raytheon Technologies Corp. | 15,553 | ||||
24 | Textron, Inc. | 1,398 | ||||
5 | TransDigm Group, Inc. | 2,624 | ||||
65,644 | ||||||
Air Freight & Logistics — 0.6% | ||||||
16 | C.H. Robinson Worldwide, Inc. | 1,541 | ||||
20 | Expeditors International of Washington, Inc. | 1,766 | ||||
31 | FedEx Corp. | 4,603 | ||||
94 | United Parcel Service, Inc., Class B | 15,185 | ||||
23,095 | ||||||
Airlines — 0.1% | ||||||
87 | Delta Air Lines, Inc. (a) | 2,441 | ||||
68 | Southwest Airlines Co. (a) | 2,097 | ||||
4,538 | ||||||
Auto Components — 0.1% | ||||||
37 | Aptiv PLC (a) | 2,894 | ||||
Automobiles — 2.8% | ||||||
537 | Ford Motor Co. | 6,014 | ||||
187 | General Motors Co. | 6,001 | ||||
88 | Lucid Group, Inc. (a) | 1,229 | ||||
57 | Rivian Automotive, Inc., Class A (a) | 1,876 | ||||
359 | Tesla, Inc. (a) | 95,225 | ||||
110,345 | ||||||
Banks — 3.7% | ||||||
950 | Bank of America Corp. | 28,690 | ||||
263 | Citigroup, Inc. | 10,959 | ||||
59 | Citizens Financial Group, Inc. | 2,027 | ||||
81 | Fifth Third Bancorp | 2,589 | ||||
22 | First Republic Bank | 2,872 | ||||
182 | Huntington Bancshares, Inc. | 2,399 | ||||
399 | JPMorgan Chase & Co. | 41,695 | ||||
108 | KeyCorp | 1,730 | ||||
22 | M&T Bank Corp. | 3,879 | ||||
55 | PNC Financial Services Group (The), Inc. | 8,218 | ||||
119 | Regions Financial Corp. | 2,388 | ||||
7 | SVB Financial Group (a) | 2,350 | ||||
181 | Truist Financial Corp. | 7,881 | ||||
186 | U.S. Bancorp | 7,500 | ||||
516 | Wells Fargo & Co. | 20,754 | ||||
145,931 | ||||||
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Beverages — 1.9% | ||||||
42 | Brown-Forman Corp., Class B | $ | 2,796 | |||
536 | Coca-Cola (The) Co. | 30,027 | ||||
22 | Constellation Brands, Inc., Class A | 5,053 | ||||
118 | Keurig Dr Pepper, Inc. | 4,227 | ||||
51 | Monster Beverage Corp. (a) | 4,435 | ||||
179 | PepsiCo, Inc. | 29,223 | ||||
75,761 | ||||||
Biotechnology — 2.4% | ||||||
241 | AbbVie, Inc. | 32,345 | ||||
10 | Alnylam Pharmaceuticals, Inc. (a) | 2,002 | ||||
69 | Amgen, Inc. | 15,553 | ||||
17 | Biogen, Inc. (a) | 4,539 | ||||
22 | BioMarin Pharmaceutical, Inc. (a) | 1,865 | ||||
158 | Gilead Sciences, Inc. | 9,747 | ||||
30 | Horizon Therapeutics PLC (a) | 1,857 | ||||
29 | Incyte Corp. (a) | 1,932 | ||||
46 | Moderna, Inc. (a) | 5,439 | ||||
11 | Regeneron Pharmaceuticals, Inc. (a) | 7,577 | ||||
22 | Seagen, Inc. (a) | 3,010 | ||||
31 | Vertex Pharmaceuticals, Inc. (a) | 8,976 | ||||
94,842 | ||||||
Building Products — 0.4% | ||||||
7 | Carlisle Cos., Inc. | 1,963 | ||||
85 | Carrier Global Corp. | 3,023 | ||||
88 | Johnson Controls International PLC | 4,331 | ||||
29 | Masco Corp. | 1,354 | ||||
28 | Trane Technologies PLC | 4,055 | ||||
14,726 | ||||||
Capital Markets — 3.3% | ||||||
13 | Ameriprise Financial, Inc. | 3,275 | ||||
101 | Bank of New York Mellon (The) Corp. | 3,891 | ||||
20 | BlackRock, Inc. | 11,006 | ||||
95 | Blackstone, Inc. | 7,952 | ||||
37 | Carlyle Group (The), Inc. | 956 | ||||
13 | Cboe Global Markets, Inc. | 1,526 | ||||
208 | Charles Schwab (The) Corp. | 14,949 | ||||
44 | CME Group, Inc. | 7,794 | ||||
4 | FactSet Research Systems, Inc. | 1,600 | ||||
41 | Franklin Resources, Inc. | 882 | ||||
47 | Goldman Sachs Group (The), Inc. | 13,773 | ||||
77 | Intercontinental Exchange, Inc. | 6,957 | ||||
105 | KKR & Co., Inc. | 4,515 | ||||
10 | LPL Financial Holdings, Inc. | 2,185 | ||||
22 | Moody’s Corp. | 5,348 | ||||
181 | Morgan Stanley | 14,301 | ||||
10 | MSCI, Inc. | 4,218 | ||||
46 | Nasdaq, Inc. | 2,607 | ||||
27 | Northern Trust Corp. | 2,310 | ||||
25 | Raymond James Financial, Inc. | 2,471 | ||||
44 | S&P Global, Inc. | 13,435 | ||||
47 | State Street Corp. | 2,858 |
First Trust Dorsey Wright People’s Portfolio ETF (DWPP) |
Portfolio of Investments (Continued) |
September 30, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Capital Markets (Continued) | ||||||
28 | T. Rowe Price Group, Inc. | $ | 2,940 | |||
131,749 | ||||||
Chemicals — 1.3% | ||||||
29 | Air Products and Chemicals, Inc. | 6,749 | ||||
17 | Albemarle Corp. | 4,495 | ||||
13 | Celanese Corp. | 1,174 | ||||
22 | CF Industries Holdings, Inc. | 2,117 | ||||
93 | Corteva, Inc. | 5,315 | ||||
97 | Dow, Inc. | 4,261 | ||||
68 | DuPont de Nemours, Inc. | 3,427 | ||||
14 | Eastman Chemical Co. | 995 | ||||
35 | Ecolab, Inc. | 5,055 | ||||
17 | FMC Corp. | 1,797 | ||||
32 | International Flavors & Fragrances, Inc. | 2,907 | ||||
29 | LyondellBasell Industries N.V., Class A | 2,183 | ||||
41 | Mosaic (The) Co. | 1,982 | ||||
30 | PPG Industries, Inc. | 3,321 | ||||
32 | Sherwin-Williams (The) Co. | 6,552 | ||||
4 | Westlake Corp. | 348 | ||||
52,678 | ||||||
Commercial Services & Supplies — 0.5% | ||||||
12 | Cintas Corp. | 4,658 | ||||
31 | Copart, Inc. (a) | 3,299 | ||||
29 | Republic Services, Inc. | 3,945 | ||||
38 | Rollins, Inc. | 1,318 | ||||
53 | Waste Management, Inc. | 8,491 | ||||
21,711 | ||||||
Communications Equipment — 0.7% | ||||||
35 | Arista Networks, Inc. (a) | 3,951 | ||||
536 | Cisco Systems, Inc. | 21,440 | ||||
19 | Motorola Solutions, Inc. | 4,256 | ||||
29,647 | ||||||
Construction & Engineering — 0.1% | ||||||
19 | Quanta Services, Inc. | 2,420 | ||||
Construction Materials — 0.1% | ||||||
8 | Martin Marietta Materials, Inc. | 2,577 | ||||
16 | Vulcan Materials Co. | 2,523 | ||||
5,100 | ||||||
Consumer Finance — 0.5% | ||||||
82 | American Express Co. | 11,063 | ||||
49 | Capital One Financial Corp. | 4,516 | ||||
33 | Discover Financial Services | 3,000 | ||||
53 | Synchrony Financial | 1,494 | ||||
20,073 | ||||||
Containers & Packaging — 0.1% | ||||||
10 | Avery Dennison Corp. | 1,627 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Containers & Packaging (Continued) | ||||||
37 | Ball Corp. | $ | 1,788 | |||
42 | International Paper Co. | 1,331 | ||||
12 | Packaging Corp. of America | 1,348 | ||||
6,094 | ||||||
Distributors — 0.1% | ||||||
18 | Genuine Parts Co. | 2,688 | ||||
38 | LKQ Corp. | 1,791 | ||||
4 | Pool Corp. | 1,273 | ||||
5,752 | ||||||
Diversified Financial Services — 1.2% | ||||||
47 | Apollo Global Management, Inc. | 2,186 | ||||
167 | Berkshire Hathaway, Inc., Class B (a) | 44,592 | ||||
46,778 | ||||||
Diversified Telecommunication Services — 0.9% | ||||||
969 | AT&T, Inc. | 14,864 | ||||
572 | Verizon Communications, Inc. | 21,719 | ||||
36,583 | ||||||
Electric Utilities — 1.9% | ||||||
31 | Alliant Energy Corp. | 1,643 | ||||
65 | American Electric Power Co., Inc. | 5,619 | ||||
36 | Constellation Energy Corp. | 2,995 | ||||
100 | Duke Energy Corp. | 9,302 | ||||
46 | Edison International | 2,603 | ||||
25 | Entergy Corp. | 2,516 | ||||
27 | Evergy, Inc. | 1,604 | ||||
43 | Eversource Energy | 3,352 | ||||
128 | Exelon Corp. | 4,795 | ||||
74 | FirstEnergy Corp. | 2,738 | ||||
267 | NextEra Energy, Inc. | 20,935 | ||||
189 | PG&E Corp. (a) | 2,362 | ||||
95 | PPL Corp. | 2,408 | ||||
128 | Southern (The) Co. | 8,704 | ||||
65 | Xcel Energy, Inc. | 4,160 | ||||
75,736 | ||||||
Electrical Equipment — 0.6% | ||||||
32 | AMETEK, Inc. | 3,629 | ||||
54 | Eaton Corp. PLC | 7,201 | ||||
80 | Emerson Electric Co. | 5,858 | ||||
8 | Generac Holdings, Inc. (a) | 1,425 | ||||
67 | Plug Power, Inc. (a) | 1,408 | ||||
16 | Rockwell Automation, Inc. | 3,442 | ||||
22,963 | ||||||
Electronic Equipment, Instruments & Components — 0.6% | ||||||
70 | Amphenol Corp., Class A | 4,687 | ||||
19 | CDW Corp. | 2,966 | ||||
104 | Corning, Inc. | 3,018 | ||||
22 | Keysight Technologies, Inc. (a) | 3,462 |
First Trust Dorsey Wright People’s Portfolio ETF (DWPP) |
Portfolio of Investments (Continued) |
September 30, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Electronic Equipment, Instruments & Components (Continued) | ||||||
38 | TE Connectivity Ltd. | $ | 4,194 | |||
5 | Teledyne Technologies, Inc. (a) | 1,687 | ||||
30 | Trimble, Inc. (a) | 1,628 | ||||
7 | Zebra Technologies Corp., Class A (a) | 1,834 | ||||
23,476 | ||||||
Energy Equipment & Services — 0.3% | ||||||
107 | Baker Hughes Co. | 2,243 | ||||
101 | Halliburton Co. | 2,486 | ||||
183 | Schlumberger N.V. | 6,570 | ||||
11,299 | ||||||
Entertainment — 1.3% | ||||||
33 | Electronic Arts, Inc. | 3,818 | ||||
22 | Liberty Media Corp.-Liberty Formula One, Class C (a) | 1,287 | ||||
19 | Live Nation Entertainment, Inc. (a) | 1,445 | ||||
61 | Netflix, Inc. (a) | 14,362 | ||||
63 | ROBLOX Corp., Class A (a) | 2,258 | ||||
19 | Take-Two Interactive Software, Inc. (a) | 2,071 | ||||
247 | Walt Disney (The) Co. (a) | 23,299 | ||||
304 | Warner Bros Discovery, Inc. (a) | 3,496 | ||||
52,036 | ||||||
Equity Real Estate Investment Trusts — 2.7% | ||||||
20 | Alexandria Real Estate Equities, Inc. | 2,804 | ||||
37 | American Homes 4 Rent, Class A | 1,214 | ||||
64 | American Tower Corp. | 13,741 | ||||
17 | AvalonBay Communities, Inc. | 3,131 | ||||
18 | Boston Properties, Inc. | 1,349 | ||||
13 | Camden Property Trust | 1,553 | ||||
55 | Crown Castle, Inc. | 7,950 | ||||
37 | Digital Realty Trust, Inc. | 3,670 | ||||
11 | Equinix, Inc. | 6,257 | ||||
22 | Equity LifeStyle Properties, Inc. | 1,383 | ||||
43 | Equity Residential | 2,890 | ||||
8 | Essex Property Trust, Inc. | 1,938 | ||||
16 | Extra Space Storage, Inc. | 2,763 | ||||
31 | Gaming and Leisure Properties, Inc. | 1,371 | ||||
68 | Healthpeak Properties, Inc. | 1,559 | ||||
91 | Host Hotels & Resorts, Inc. | 1,445 | ||||
79 | Invitation Homes, Inc. | 2,668 | ||||
33 | Iron Mountain, Inc. | 1,451 | ||||
80 | Kimco Realty Corp. | 1,473 | ||||
14 | Mid-America Apartment Communities, Inc. | 2,171 | ||||
94 | Prologis, Inc. | 9,550 | ||||
19 | Public Storage | 5,563 | ||||
80 | Realty Income Corp. | 4,656 | ||||
13 | SBA Communications Corp. | 3,700 | ||||
41 | Simon Property Group, Inc. | 3,680 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Equity Real Estate Investment Trusts (Continued) | ||||||
17 | Sun Communities, Inc. | $ | 2,301 | |||
39 | UDR, Inc. | 1,627 | ||||
48 | Ventas, Inc. | 1,928 | ||||
98 | VICI Properties, Inc. | 2,925 | ||||
58 | Welltower, Inc. | 3,731 | ||||
94 | Weyerhaeuser Co. | 2,685 | ||||
26 | WP Carey, Inc. | 1,815 | ||||
106,942 | ||||||
Food & Staples Retailing — 1.7% | ||||||
44 | Albertsons Cos., Inc., Class A | 1,094 | ||||
60 | Costco Wholesale Corp. | 28,336 | ||||
85 | Kroger (The) Co. | 3,719 | ||||
69 | Sysco Corp. | 4,879 | ||||
97 | Walgreens Boots Alliance, Inc. | 3,046 | ||||
197 | Walmart, Inc. | 25,551 | ||||
66,625 | ||||||
Food Products — 1.1% | ||||||
65 | Archer-Daniels-Midland Co. | 5,229 | ||||
18 | Bunge Ltd. | 1,486 | ||||
28 | Campbell Soup Co. | 1,320 | ||||
58 | Conagra Brands, Inc. | 1,893 | ||||
71 | General Mills, Inc. | 5,439 | ||||
19 | Hershey (The) Co. | 4,189 | ||||
40 | Hormel Foods Corp. | 1,818 | ||||
13 | J.M. Smucker (The) Co. | 1,786 | ||||
30 | Kellogg Co. | 2,090 | ||||
109 | Kraft Heinz (The) Co. | 3,635 | ||||
28 | McCormick & Co., Inc. | 1,996 | ||||
187 | Mondelez International, Inc., Class A | 10,253 | ||||
38 | Tyson Foods, Inc., Class A | 2,505 | ||||
43,639 | ||||||
Gas Utilities — 0.0% | ||||||
17 | Atmos Energy Corp. | 1,731 | ||||
Health Care Equipment & Supplies — 2.6% | ||||||
239 | Abbott Laboratories | 23,126 | ||||
5 | ABIOMED, Inc. (a) | 1,228 | ||||
11 | Align Technology, Inc. (a) | 2,278 | ||||
62 | Baxter International, Inc. | 3,339 | ||||
35 | Becton, Dickinson and Co. | 7,799 | ||||
194 | Boston Scientific Corp. (a) | 7,514 | ||||
6 | Cooper (The) Cos., Inc. | 1,583 | ||||
50 | Dexcom, Inc. (a) | 4,027 | ||||
79 | Edwards Lifesciences Corp. (a) | 6,528 | ||||
31 | Hologic, Inc. (a) | 2,000 | ||||
10 | IDEXX Laboratories, Inc. (a) | 3,258 | ||||
6 | Insulet Corp. (a) | 1,376 | ||||
45 | Intuitive Surgical, Inc. (a) | 8,435 | ||||
172 | Medtronic PLC | 13,889 | ||||
19 | ResMed, Inc. | 4,148 | ||||
12 | STERIS PLC | 1,995 |
First Trust Dorsey Wright People’s Portfolio ETF (DWPP) |
Portfolio of Investments (Continued) |
September 30, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Health Care Equipment & Supplies (Continued) | ||||||
46 | Stryker Corp. | $ | 9,317 | |||
27 | Zimmer Biomet Holdings, Inc. | 2,823 | ||||
104,663 | ||||||
Health Care Providers & Services — 3.5% | ||||||
21 | AmerisourceBergen Corp. | 2,842 | ||||
35 | Cardinal Health, Inc. | 2,334 | ||||
63 | Centene Corp. (a) | 4,902 | ||||
40 | Cigna Corp. | 11,099 | ||||
178 | CVS Health Corp. | 16,976 | ||||
32 | Elevance Health, Inc. | 14,536 | ||||
29 | HCA Healthcare, Inc. | 5,330 | ||||
17 | Humana, Inc. | 8,248 | ||||
11 | Laboratory Corp. of America Holdings | 2,253 | ||||
19 | McKesson Corp. | 6,457 | ||||
6 | Molina Healthcare, Inc. (a) | 1,979 | ||||
15 | Quest Diagnostics, Inc. | 1,840 | ||||
121 | UnitedHealth Group, Inc. | 61,110 | ||||
139,906 | ||||||
Health Care Technology — 0.1% | ||||||
16 | Veeva Systems, Inc., Class A (a) | 2,638 | ||||
Hotels, Restaurants & Leisure — 2.0% | ||||||
54 | Airbnb, Inc., Class A (a) | 5,672 | ||||
5 | Booking Holdings, Inc. (a) | 8,216 | ||||
4 | Chipotle Mexican Grill, Inc. (a) | 6,011 | ||||
13 | Darden Restaurants, Inc. | 1,642 | ||||
5 | Domino’s Pizza, Inc. | 1,551 | ||||
20 | Expedia Group, Inc. (a) | 1,874 | ||||
35 | Hilton Worldwide Holdings, Inc. | 4,222 | ||||
44 | Las Vegas Sands Corp. (a) | 1,651 | ||||
39 | Marriott International, Inc., Class A | 5,465 | ||||
101 | McDonald’s Corp. | 23,305 | ||||
41 | MGM Resorts International | 1,218 | ||||
156 | Starbucks Corp. | 13,145 | ||||
38 | Yum! Brands, Inc. | 4,041 | ||||
78,013 | ||||||
Household Durables — 0.3% | ||||||
37 | D.R. Horton, Inc. | 2,492 | ||||
19 | Garmin Ltd. | 1,526 | ||||
31 | Lennar Corp., Class A | 2,311 | ||||
1 | NVR, Inc. (a) | 3,987 | ||||
10,316 | ||||||
Household Products — 1.5% | ||||||
32 | Church & Dwight Co., Inc. | 2,286 | ||||
16 | Clorox (The) Co. | 2,054 | ||||
113 | Colgate-Palmolive Co. | 7,939 | ||||
44 | Kimberly-Clark Corp. | 4,952 | ||||
325 | Procter & Gamble (The) Co. | 41,031 | ||||
58,262 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Independent Power and Renewable Electricity Producers — 0.0% | ||||||
73 | AES (The) Corp. | $ | 1,650 | |||
Industrial Conglomerates — 0.8% | ||||||
73 | 3M Co. | 8,067 | ||||
122 | General Electric Co. | 7,553 | ||||
91 | Honeywell International, Inc. | 15,194 | ||||
30,814 | ||||||
Insurance — 2.1% | ||||||
80 | Aflac, Inc. | 4,496 | ||||
34 | Allstate (The) Corp. | 4,234 | ||||
98 | American International Group, Inc. | 4,653 | ||||
26 | Aon PLC, Class A | 6,965 | ||||
43 | Arch Capital Group Ltd. (a) | 1,958 | ||||
27 | Arthur J. Gallagher & Co. | 4,623 | ||||
34 | Brown & Brown, Inc. | 2,056 | ||||
53 | Chubb Ltd. | 9,640 | ||||
20 | Cincinnati Financial Corp. | 1,791 | ||||
38 | Hartford Financial Services Group (The), Inc. | 2,354 | ||||
24 | Loews Corp. | 1,196 | ||||
1 | Markel Corp. (a) | 1,084 | ||||
65 | Marsh & McLennan Cos., Inc. | 9,704 | ||||
92 | MetLife, Inc. | 5,592 | ||||
27 | Principal Financial Group, Inc. | 1,948 | ||||
79 | Progressive (The) Corp. | 9,180 | ||||
47 | Prudential Financial, Inc. | 4,032 | ||||
29 | Travelers (The) Cos., Inc. | 4,443 | ||||
29 | W.R. Berkley Corp. | 1,873 | ||||
81,822 | ||||||
Interactive Media & Services — 3.3% | ||||||
815 | Alphabet, Inc., Class A (a) | 77,955 | ||||
35 | Match Group, Inc. (a) | 1,671 | ||||
311 | Meta Platforms, Inc., Class A (a) | 42,197 | ||||
164 | Snap, Inc., Class A (a) | 1,610 | ||||
94 | Twitter, Inc. (a) | 4,121 | ||||
40 | ZoomInfo Technologies, Inc. (a) | 1,666 | ||||
129,220 | ||||||
Internet & Direct Marketing Retail — 3.7% | ||||||
1,246 | Amazon.com, Inc. (a) | 140,798 | ||||
32 | DoorDash, Inc., Class A (a) | 1,582 | ||||
75 | eBay, Inc. | 2,761 | ||||
17 | Etsy, Inc. (a) | 1,702 | ||||
146,843 | ||||||
IT Services — 4.9% | ||||||
85 | Accenture PLC, Class A | 21,871 | ||||
20 | Akamai Technologies, Inc. (a) | 1,606 | ||||
56 | Automatic Data Processing, Inc. | 12,667 | ||||
72 | Block, Inc. (a) | 3,959 |
First Trust Dorsey Wright People’s Portfolio ETF (DWPP) |
Portfolio of Investments (Continued) |
September 30, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
IT Services (Continued) | ||||||
15 | Broadridge Financial Solutions, Inc. | $ | 2,165 | |||
28 | Cloudflare, Inc., Class A (a) | 1,549 | ||||
71 | Cognizant Technology Solutions Corp., Class A | 4,078 | ||||
7 | EPAM Systems, Inc. (a) | 2,535 | ||||
78 | Fidelity National Information Services, Inc. | 5,894 | ||||
81 | Fiserv, Inc. (a) | 7,579 | ||||
10 | FleetCor Technologies, Inc. (a) | 1,762 | ||||
11 | Gartner, Inc. (a) | 3,044 | ||||
35 | Global Payments, Inc. | 3,782 | ||||
116 | International Business Machines Corp. | 13,782 | ||||
8 | Jack Henry & Associates, Inc. | 1,458 | ||||
115 | Mastercard, Inc., Class A | 32,699 | ||||
8 | MongoDB, Inc. (a) | 1,589 | ||||
19 | Okta, Inc. (a) | 1,081 | ||||
41 | Paychex, Inc. | 4,601 | ||||
158 | PayPal Holdings, Inc. (a) | 13,599 | ||||
40 | Snowflake, Inc., Class A (a) | 6,798 | ||||
31 | SS&C Technologies Holdings, Inc. | 1,480 | ||||
23 | Twilio, Inc., Class A (a) | 1,590 | ||||
12 | VeriSign, Inc. (a) | 2,084 | ||||
223 | Visa, Inc., Class A | 39,616 | ||||
192,868 | ||||||
Life Sciences Tools & Services — 1.9% | ||||||
36 | Agilent Technologies, Inc. | 4,376 | ||||
86 | Avantor, Inc. (a) | 1,686 | ||||
3 | Bio-Rad Laboratories, Inc., Class A (a) | 1,251 | ||||
4 | Bio-Techne Corp. | 1,136 | ||||
7 | Charles River Laboratories International, Inc. (a) | 1,378 | ||||
93 | Danaher Corp. | 24,021 | ||||
17 | Illumina, Inc. (a) | 3,243 | ||||
24 | IQVIA Holdings, Inc. (a) | 4,347 | ||||
3 | Mettler-Toledo International, Inc. (a) | 3,252 | ||||
15 | PerkinElmer, Inc. | 1,805 | ||||
53 | Thermo Fisher Scientific, Inc. | 26,881 | ||||
8 | Waters Corp. (a) | 2,156 | ||||
8 | West Pharmaceutical Services, Inc. | 1,969 | ||||
77,501 | ||||||
Machinery — 1.6% | ||||||
68 | Caterpillar, Inc. | 11,158 | ||||
18 | Cummins, Inc. | 3,663 | ||||
39 | Deere & Co. | 13,022 | ||||
18 | Dover Corp. | 2,099 | ||||
43 | Fortive Corp. | 2,507 | ||||
11 | IDEX Corp. | 2,198 | ||||
36 | Illinois Tool Works, Inc. | 6,503 | ||||
40 | Ingersoll Rand, Inc. | 1,730 | ||||
8 | Nordson Corp. | 1,698 | ||||
57 | Otis Worldwide Corp. | 3,637 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Machinery (Continued) | ||||||
47 | PACCAR, Inc. | $ | 3,933 | |||
17 | Parker-Hannifin Corp. | 4,119 | ||||
20 | Stanley Black & Decker, Inc. | 1,504 | ||||
25 | Westinghouse Air Brake Technologies Corp. | 2,034 | ||||
22 | Xylem, Inc. | 1,922 | ||||
61,727 | ||||||
Media — 0.7% | ||||||
13 | Charter Communications, Inc., Class A (a) | 3,944 | ||||
598 | Comcast Corp., Class A | 17,539 | ||||
37 | Fox Corp., Class A | 1,135 | ||||
16 | Liberty Broadband Corp., Class C (a) | 1,181 | ||||
26 | Omnicom Group, Inc. | 1,640 | ||||
67 | Paramount Global, Class B | 1,276 | ||||
26,715 | ||||||
Metals & Mining — 0.3% | ||||||
178 | Freeport-McMoRan, Inc. | 4,865 | ||||
101 | Newmont Corp. | 4,245 | ||||
30 | Nucor Corp. | 3,209 | ||||
22 | Steel Dynamics, Inc. | 1,561 | ||||
13,880 | ||||||
Multiline Retail — 0.5% | ||||||
26 | Dollar General Corp. | 6,236 | ||||
31 | Dollar Tree, Inc. (a) | 4,219 | ||||
59 | Target Corp. | 8,755 | ||||
19,210 | ||||||
Multi-Utilities — 0.8% | ||||||
31 | Ameren Corp. | 2,497 | ||||
73 | CenterPoint Energy, Inc. | 2,057 | ||||
37 | CMS Energy Corp. | 2,155 | ||||
44 | Consolidated Edison, Inc. | 3,774 | ||||
113 | Dominion Energy, Inc. | 7,809 | ||||
23 | DTE Energy Co. | 2,646 | ||||
59 | Public Service Enterprise Group, Inc. | 3,318 | ||||
34 | Sempra Energy | 5,098 | ||||
40 | WEC Energy Group, Inc. | 3,577 | ||||
32,931 | ||||||
Oil, Gas & Consumable Fuels — 4.6% | ||||||
42 | APA Corp. | 1,436 | ||||
35 | Cheniere Energy, Inc. | 5,807 | ||||
244 | Chevron Corp. | 35,055 | ||||
173 | ConocoPhillips | 17,705 | ||||
13 | Continental Resources, Inc. | 869 | ||||
88 | Coterra Energy, Inc. | 2,299 | ||||
83 | Devon Energy Corp. | 4,991 | ||||
23 | Diamondback Energy, Inc. | 2,771 | ||||
68 | EOG Resources, Inc. | 7,598 | ||||
40 | EQT Corp. | 1,630 |
First Trust Dorsey Wright People’s Portfolio ETF (DWPP) |
Portfolio of Investments (Continued) |
September 30, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Oil, Gas & Consumable Fuels (Continued) | ||||||
567 | Exxon Mobil Corp. | $ | 49,505 | |||
31 | Hess Corp. | 3,379 | ||||
275 | Kinder Morgan, Inc. | 4,576 | ||||
86 | Marathon Oil Corp. | 1,942 | ||||
64 | Marathon Petroleum Corp. | 6,357 | ||||
103 | Occidental Petroleum Corp. | 6,329 | ||||
56 | ONEOK, Inc. | 2,869 | ||||
33 | Ovintiv, Inc. | 1,518 | ||||
62 | Phillips 66 | 5,005 | ||||
29 | Pioneer Natural Resources Co. | 6,279 | ||||
29 | Targa Resources Corp. | 1,750 | ||||
2 | Texas Pacific Land Corp. | 3,554 | ||||
50 | Valero Energy Corp. | 5,342 | ||||
156 | Williams (The) Cos., Inc. | 4,466 | ||||
183,032 | ||||||
Personal Products — 0.2% | ||||||
32 | Estee Lauder (The) Cos., Inc., Class A | 6,909 | ||||
Pharmaceuticals — 4.6% | ||||||
276 | Bristol-Myers Squibb Co. | 19,621 | ||||
22 | Catalent, Inc. (a) | 1,592 | ||||
109 | Eli Lilly & Co. | 35,245 | ||||
358 | Johnson & Johnson | 58,483 | ||||
327 | Merck & Co., Inc. | 28,161 | ||||
724 | Pfizer, Inc. | 31,682 | ||||
64 | Zoetis, Inc. | 9,491 | ||||
184,275 | ||||||
Professional Services — 0.4% | ||||||
16 | Booz Allen Hamilton Holding Corp. | 1,478 | ||||
51 | CoStar Group, Inc. (a) | 3,552 | ||||
16 | Equifax, Inc. | 2,743 | ||||
17 | Jacobs Solutions, Inc. | 1,844 | ||||
16 | Leidos Holdings, Inc. | 1,399 | ||||
23 | TransUnion | 1,368 | ||||
20 | Verisk Analytics, Inc. | 3,411 | ||||
15,795 | ||||||
Real Estate Management & Development — 0.1% | ||||||
40 | CBRE Group, Inc., Class A (a) | 2,700 | ||||
Road & Rail — 1.1% | ||||||
277 | CSX Corp. | 7,379 | ||||
10 | J.B. Hunt Transport Services, Inc. | 1,564 | ||||
31 | Norfolk Southern Corp. | 6,499 | ||||
11 | Old Dominion Freight Line, Inc. | 2,736 | ||||
269 | Uber Technologies, Inc. (a) | 7,129 | ||||
86 | Union Pacific Corp. | 16,755 | ||||
42,062 | ||||||
Semiconductors & Semiconductor Equipment — 4.7% | ||||||
220 | Advanced Micro Devices, Inc. (a) | 13,939 | ||||
71 | Analog Devices, Inc. | 9,893 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Semiconductors & Semiconductor Equipment (Continued) | ||||||
111 | Applied Materials, Inc. | $ | 9,094 | |||
41 | Broadcom, Inc. | 18,205 | ||||
17 | Enphase Energy, Inc. (a) | 4,717 | ||||
20 | Entegris, Inc. | 1,661 | ||||
525 | Intel Corp. | 13,529 | ||||
17 | KLA Corp. | 5,145 | ||||
17 | Lam Research Corp. | 6,222 | ||||
100 | Marvell Technology, Inc. | 4,291 | ||||
70 | Microchip Technology, Inc. | 4,272 | ||||
142 | Micron Technology, Inc. | 7,114 | ||||
6 | Monolithic Power Systems, Inc. | 2,181 | ||||
318 | NVIDIA Corp. | 38,602 | ||||
31 | NXP Semiconductors N.V. | 4,573 | ||||
49 | ON Semiconductor Corp. (a) | 3,054 | ||||
153 | QUALCOMM, Inc. | 17,286 | ||||
20 | Skyworks Solutions, Inc. | 1,705 | ||||
19 | Teradyne, Inc. | 1,428 | ||||
117 | Texas Instruments, Inc. | 18,109 | ||||
185,020 | ||||||
Software — 9.6% | ||||||
64 | Adobe, Inc. (a) | 17,613 | ||||
10 | ANSYS, Inc. (a) | 2,217 | ||||
4 | Aspen Technology, Inc. (a) | 953 | ||||
29 | Autodesk, Inc. (a) | 5,417 | ||||
10 | Bill.com Holdings, Inc. (a) | 1,324 | ||||
34 | Cadence Design Systems, Inc. (a) | 5,557 | ||||
29 | Crowdstrike Holdings, Inc., Class A (a) | 4,779 | ||||
34 | Datadog, Inc., Class A (a) | 3,019 | ||||
27 | DocuSign, Inc. (a) | 1,444 | ||||
80 | Fortinet, Inc. (a) | 3,930 | ||||
6 | HubSpot, Inc. (a) | 1,621 | ||||
36 | Intuit, Inc. | 13,944 | ||||
1,014 | Microsoft Corp. | 236,161 | ||||
72 | NortonLifeLock, Inc. | 1,450 | ||||
206 | Oracle Corp. | 12,580 | ||||
248 | Palantir Technologies, Inc., Class A (a) | 2,016 | ||||
40 | Palo Alto Networks, Inc. (a) | 6,552 | ||||
8 | Paycom Software, Inc. (a) | 2,640 | ||||
14 | PTC, Inc. (a) | 1,464 | ||||
13 | Roper Technologies, Inc. | 4,675 | ||||
137 | Salesforce, Inc. (a) | 19,706 | ||||
25 | ServiceNow, Inc. (a) | 9,440 | ||||
20 | Splunk, Inc. (a) | 1,504 | ||||
18 | Synopsys, Inc. (a) | 5,499 | ||||
51 | Trade Desk (The), Inc., Class A (a) | 3,047 | ||||
5 | Tyler Technologies, Inc. (a) | 1,738 | ||||
28 | Workday, Inc., Class A (a) | 4,262 | ||||
30 | Zoom Video Communications, Inc., Class A (a) | 2,208 | ||||
12 | Zscaler, Inc. (a) | 1,972 | ||||
378,732 |
First Trust Dorsey Wright People’s Portfolio ETF (DWPP) |
Portfolio of Investments (Continued) |
September 30, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Specialty Retail — 2.2% | ||||||
2 | AutoZone, Inc. (a) | $ | 4,284 | |||
25 | Best Buy Co., Inc. | 1,583 | ||||
20 | CarMax, Inc. (a) | 1,320 | ||||
140 | Home Depot (The), Inc. | 38,632 | ||||
85 | Lowe’s Cos., Inc. | 15,964 | ||||
8 | O’Reilly Automotive, Inc. (a) | 5,627 | ||||
40 | Ross Stores, Inc. | 3,371 | ||||
157 | TJX (The) Cos., Inc. | 9,753 | ||||
14 | Tractor Supply Co. | 2,602 | ||||
7 | Ulta Beauty, Inc. (a) | 2,808 | ||||
85,944 | ||||||
Technology Hardware, Storage & Peripherals — 7.4% | ||||||
2,054 | Apple, Inc. | 283,863 | ||||
167 | Hewlett Packard Enterprise Co. | 2,001 | ||||
119 | HP, Inc. | 2,965 | ||||
23 | NetApp, Inc. | 1,423 | ||||
26 | Seagate Technology Holdings PLC | 1,384 | ||||
40 | Western Digital Corp. (a) | 1,302 | ||||
292,938 | ||||||
Textiles, Apparel & Luxury Goods — 0.4% | ||||||
172 | NIKE, Inc., Class B | 14,297 | ||||
38 | VF Corp. | 1,136 | ||||
15,433 | ||||||
Tobacco — 0.6% | ||||||
230 | Altria Group, Inc. | 9,287 | ||||
187 | Philip Morris International, Inc. | 15,523 | ||||
24,810 | ||||||
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Trading Companies & Distributors — 0.2% | ||||||
74 | Fastenal Co. | $ | 3,407 | |||
9 | United Rentals, Inc. (a) | 2,431 | ||||
6 | W.W. Grainger, Inc. | 2,935 | ||||
8,773 | ||||||
Water Utilities — 0.1% | ||||||
23 | American Water Works Co., Inc. | 2,994 | ||||
30 | Essential Utilities, Inc. | 1,241 | ||||
4,235 | ||||||
Wireless Telecommunication Services — 0.3% | ||||||
87 | T-Mobile US, Inc. (a) | 11,673 | ||||
Total Investments — 99.8% | 3,952,118 | |||||
(Cost $4,281,268) | ||||||
Net Other Assets and Liabilities — 0.2% | 6,829 | |||||
Net Assets — 100.0% | $ | 3,958,947 |
(a) | Non-income producing security. |
Valuation Inputs | |||
A summary of the inputs used to value the Fund’s investments as of September 30, 2022 is as follows (see Valuation Inputs in the Additional Information section): |
Total Value at 9/30/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 3,952,118 | $ | 3,952,118 | $ | — | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
First Trust Dow 30 Equal Weight ETF (EDOW) |
Portfolio of Investments |
September 30, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 99.9% | ||||||
Aerospace & Defense — 2.9% | ||||||
27,546 | Boeing (The) Co. (a) | $ | 3,335,270 | |||
Banks — 3.3% | ||||||
36,410 | JPMorgan Chase & Co. | 3,804,845 | ||||
Beverages — 3.4% | ||||||
69,625 | Coca-Cola (The) Co. | 3,900,392 | ||||
Biotechnology — 3.4% | ||||||
17,518 | Amgen, Inc. | 3,948,557 | ||||
Capital Markets — 3.2% | ||||||
12,758 | Goldman Sachs Group (The), Inc. | 3,738,732 | ||||
Chemicals — 3.3% | ||||||
85,904 | Dow, Inc. | 3,773,763 | ||||
Communications Equipment — 3.3% | ||||||
94,800 | Cisco Systems, Inc. | 3,792,000 | ||||
Consumer Finance — 3.2% | ||||||
27,386 | American Express Co. | 3,694,645 | ||||
Diversified Telecommunication Services — 3.4% | ||||||
102,723 | Verizon Communications, Inc. | 3,900,392 | ||||
Entertainment — 3.1% | ||||||
37,672 | Walt Disney (The) Co. (a) | 3,553,600 | ||||
Food & Staples Retailing — 6.8% | ||||||
119,730 | Walgreens Boots Alliance, Inc. | 3,759,522 | ||||
31,709 | Walmart, Inc. | 4,112,657 | ||||
7,872,179 | ||||||
Health Care Providers & Services — 3.6% | ||||||
8,275 | UnitedHealth Group, Inc. | 4,179,206 | ||||
Hotels, Restaurants & Leisure — 3.3% | ||||||
16,719 | McDonald’s Corp. | 3,857,742 | ||||
Household Products — 3.4% | ||||||
31,002 | Procter & Gamble (The) Co. | 3,914,003 | ||||
Industrial Conglomerates — 6.7% | ||||||
35,248 | 3M Co. | 3,894,904 | ||||
22,636 | Honeywell International, Inc. | 3,779,533 | ||||
7,674,437 | ||||||
Insurance — 3.5% | ||||||
26,433 | Travelers (The) Cos., Inc. | 4,049,536 | ||||
IT Services — 6.7% | ||||||
33,586 | International Business Machines Corp. | 3,990,353 | ||||
21,145 | Visa, Inc., Class A | 3,756,409 | ||||
7,746,762 | ||||||
Machinery — 3.3% | ||||||
22,898 | Caterpillar, Inc. | 3,757,104 | ||||
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Oil, Gas & Consumable Fuels — 3.4% | ||||||
27,124 | Chevron Corp. | $ | 3,896,905 | |||
Pharmaceuticals — 7.4% | ||||||
26,184 | Johnson & Johnson | 4,277,418 | ||||
49,679 | Merck & Co., Inc. | 4,278,356 | ||||
8,555,774 | ||||||
Semiconductors & Semiconductor Equipment — 3.1% | ||||||
137,921 | Intel Corp. | 3,554,224 | ||||
Software — 6.6% | ||||||
16,407 | Microsoft Corp. | 3,821,190 | ||||
26,687 | Salesforce, Inc. (a) | 3,838,658 | ||||
7,659,848 | ||||||
Specialty Retail — 3.5% | ||||||
14,474 | Home Depot (The), Inc. | 3,993,956 | ||||
Technology Hardware, Storage & Peripherals — 3.3% | ||||||
27,572 | Apple, Inc. | 3,810,450 | ||||
Textiles, Apparel & Luxury Goods — 2.8% | ||||||
39,101 | NIKE, Inc., Class B | 3,250,075 | ||||
Total Investments — 99.9% | 115,214,397 | |||||
(Cost $138,157,746) | ||||||
Net Other Assets and Liabilities — 0.1% | 98,031 | |||||
Net Assets — 100.0% | $ | 115,312,428 | ||||
(a) | Non-income producing security. |
First Trust Dow 30 Equal Weight ETF (EDOW) |
Portfolio of Investments (Continued) |
September 30, 2022 (Unaudited) |
Valuation Inputs | |||
A summary of the inputs used to value the Fund’s investments as of September 30, 2022 is as follows (see Valuation Inputs in the Additional Information section): |
Total Value at 9/30/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 115,214,397 | $ | 115,214,397 | $ | — | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
First Trust Lunt U.S. Factor Rotation ETF (FCTR) |
Portfolio of Investments |
September 30, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 99.9% | ||||||
Aerospace & Defense — 0.6% | ||||||
13,962 | Boeing (The) Co. (a) | $ | 1,690,519 | |||
Airlines — 2.2% | ||||||
80,131 | Delta Air Lines, Inc. (a) | 2,248,476 | ||||
25,757 | Southwest Airlines Co. (a) | 794,346 | ||||
112,911 | United Airlines Holdings, Inc. (a) | 3,672,994 | ||||
6,715,816 | ||||||
Auto Components — 0.6% | ||||||
23,645 | Aptiv PLC (a) | 1,849,275 | ||||
Automobiles — 0.5% | ||||||
48,888 | General Motors Co. | 1,568,816 | ||||
Banks — 1.7% | ||||||
4,716 | Bank of America Corp. | 142,423 | ||||
35,390 | Citigroup, Inc. | 1,474,702 | ||||
29,192 | Citizens Financial Group, Inc. | 1,003,037 | ||||
9,000 | Signature Bank | 1,359,000 | ||||
3,250 | SVB Financial Group (a) | 1,091,285 | ||||
5,070,447 | ||||||
Biotechnology — 4.0% | ||||||
16,125 | Alnylam Pharmaceuticals, Inc. (a) | 3,227,580 | ||||
32,636 | BioMarin Pharmaceutical, Inc. (a) | 2,766,554 | ||||
30,637 | Horizon Therapeutics PLC (a) | 1,896,124 | ||||
32,032 | Seagen, Inc. (a) | 4,382,938 | ||||
12,273,196 | ||||||
Capital Markets — 3.1% | ||||||
38,594 | Bank of New York Mellon (The) Corp. | 1,486,641 | ||||
13,951 | Blackstone, Inc. | 1,167,699 | ||||
58,951 | Franklin Resources, Inc. | 1,268,625 | ||||
6,090 | Intercontinental Exchange, Inc. | 550,231 | ||||
26,712 | KKR & Co., Inc. | 1,148,616 | ||||
17,783 | LPL Financial Holdings, Inc. | 3,885,230 | ||||
9,507,042 | ||||||
Chemicals — 5.8% | ||||||
12,326 | Albemarle Corp. | 3,259,488 | ||||
55,614 | CF Industries Holdings, Inc. | 5,352,848 | ||||
25,625 | Dow, Inc. | 1,125,706 | ||||
17,551 | LyondellBasell Industries N.V., Class A | 1,321,239 | ||||
140,767 | Mosaic (The) Co. | 6,803,269 | ||||
17,862,550 | ||||||
Commercial Services & Supplies — 0.2% | ||||||
1,317 | Cintas Corp. | 511,246 | ||||
Construction & Engineering — 0.7% | ||||||
16,768 | Quanta Services, Inc. | 2,136,075 | ||||
Consumer Finance — 1.2% | ||||||
43,782 | Ally Financial, Inc. | 1,218,453 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Consumer Finance (Continued) | ||||||
15,268 | Capital One Financial Corp. | $ | 1,407,252 | |||
40,622 | Synchrony Financial | 1,145,134 | ||||
3,770,839 | ||||||
Containers & Packaging — 0.5% | ||||||
8,805 | Crown Holdings, Inc. | 713,469 | ||||
28,621 | International Paper Co. | 907,286 | ||||
1,620,755 | ||||||
Diversified Financial Services — 0.4% | ||||||
4,564 | Berkshire Hathaway, Inc., Class B (a) | 1,218,679 | ||||
Diversified Telecommunication Services — 0.5% | ||||||
107,667 | AT&T, Inc. | 1,651,612 | ||||
Electric Utilities — 0.4% | ||||||
26,649 | Exelon Corp. | 998,272 | ||||
4,625 | NextEra Energy, Inc. | 362,646 | ||||
1,360,918 | ||||||
Electronic Equipment, Instruments & Components — 0.0% | ||||||
2,002 | Amphenol Corp., Class A | 134,054 | ||||
Energy Equipment & Services — 0.9% | ||||||
70,366 | Baker Hughes Co. | 1,474,871 | ||||
38,832 | Schlumberger N.V. | 1,394,069 | ||||
2,868,940 | ||||||
Entertainment — 0.9% | ||||||
37,893 | Live Nation Entertainment, Inc. (a) | 2,881,384 | ||||
Equity Real Estate Investment Trusts — 1.3% | ||||||
5,250 | Extra Space Storage, Inc. | 906,728 | ||||
33,509 | Healthpeak Properties, Inc. | 768,026 | ||||
4,422 | Mid-America Apartment Communities, Inc. | 685,720 | ||||
43,025 | Ventas, Inc. | 1,728,314 | ||||
4,088,788 | ||||||
Food & Staples Retailing — 1.4% | ||||||
3,522 | Costco Wholesale Corp. | 1,663,335 | ||||
22,271 | Kroger (The) Co. | 974,356 | ||||
51,804 | Walgreens Boots Alliance, Inc. | 1,626,646 | ||||
4,264,337 | ||||||
Food Products — 2.0% | ||||||
18,935 | Archer-Daniels-Midland Co. | 1,523,321 | ||||
21,003 | Bunge Ltd. | 1,734,217 | ||||
39,580 | Kraft Heinz (The) Co. | 1,319,993 | ||||
21,687 | Tyson Foods, Inc., Class A | 1,429,824 | ||||
6,007,355 | ||||||
First Trust Lunt U.S. Factor Rotation ETF (FCTR) |
Portfolio of Investments (Continued) |
September 30, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Health Care Equipment & Supplies — 1.3% | ||||||
4,155 | Align Technology, Inc. (a) | $ | 860,542 | |||
9,661 | Dexcom, Inc. (a) | 778,097 | ||||
2,121 | Edwards Lifesciences Corp. (a) | 175,258 | ||||
8,067 | Insulet Corp. (a) | 1,850,570 | ||||
2,379 | STERIS PLC | 395,580 | ||||
4,060,047 | ||||||
Health Care Providers & Services — 3.4% | ||||||
21,010 | Cardinal Health, Inc. | 1,400,947 | ||||
18,158 | Centene Corp. (a) | 1,412,874 | ||||
7,762 | Cigna Corp. | 2,153,722 | ||||
14,947 | CVS Health Corp. | 1,425,495 | ||||
18,590 | Quest Diagnostics, Inc. | 2,280,807 | ||||
3,111 | UnitedHealth Group, Inc. | 1,571,180 | ||||
10,245,025 | ||||||
Health Care Technology — 0.5% | ||||||
8,905 | Veeva Systems, Inc., Class A (a) | 1,468,256 | ||||
Hotels, Restaurants & Leisure — 4.8% | ||||||
12,383 | Airbnb, Inc., Class A (a) | 1,300,710 | ||||
723 | Booking Holdings, Inc. (a) | 1,188,041 | ||||
26,453 | Caesars Entertainment, Inc. (a) | 853,374 | ||||
244,730 | Carnival Corp. (a) | 1,720,452 | ||||
14,806 | Expedia Group, Inc. (a) | 1,387,174 | ||||
124,873 | Las Vegas Sands Corp. (a) | 4,685,235 | ||||
38,920 | MGM Resorts International | 1,156,703 | ||||
58,866 | Royal Caribbean Cruises Ltd. (a) | 2,231,021 | ||||
14,522,710 | ||||||
Household Durables — 1.1% | ||||||
22,098 | D.R. Horton, Inc. | 1,488,300 | ||||
25,839 | Lennar Corp., Class A | 1,926,298 | ||||
3,414,598 | ||||||
Independent Power and Renewable Electricity Producers — 0.3% | ||||||
46,670 | AES (The) Corp. | 1,054,742 | ||||
Industrial Conglomerates — 0.2% | ||||||
12,019 | General Electric Co. | 744,096 | ||||
Insurance — 8.5% | ||||||
24,835 | Aflac, Inc. | 1,395,727 | ||||
16,065 | Allstate (The) Corp. | 2,000,574 | ||||
48,043 | American International Group, Inc. | 2,281,082 | ||||
4,543 | Aon PLC, Class A | 1,216,933 | ||||
32,076 | Arch Capital Group Ltd. (a) | 1,460,741 | ||||
22,171 | Brown & Brown, Inc. | 1,340,902 | ||||
6,209 | Chubb Ltd. | 1,129,293 | ||||
13,430 | Cincinnati Financial Corp. | 1,202,925 | ||||
24,937 | Hartford Financial Services Group (The), Inc. | 1,544,598 | ||||
31,747 | Loews Corp. | 1,582,271 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Insurance (Continued) | ||||||
1,364 | Markel Corp. (a) | $ | 1,478,876 | |||
36,455 | MetLife, Inc. | 2,215,735 | ||||
23,318 | Principal Financial Group, Inc. | 1,682,394 | ||||
27,445 | Prudential Financial, Inc. | 2,354,232 | ||||
8,887 | Travelers (The) Cos., Inc. | 1,361,488 | ||||
28,147 | W.R. Berkley Corp. | 1,817,733 | ||||
26,065,504 | ||||||
Interactive Media & Services — 1.5% | ||||||
6,549 | Alphabet, Inc., Class A (a) | 626,412 | ||||
19,263 | Match Group, Inc. (a) | 919,808 | ||||
30,534 | Snap, Inc., Class A (a) | 299,844 | ||||
29,141 | Twitter, Inc. (a) | 1,277,542 | ||||
38,052 | ZoomInfo Technologies, Inc. (a) | �� | 1,585,246 | |||
4,708,852 | ||||||
Internet & Direct Marketing Retail — 1.7% | ||||||
49,798 | DoorDash, Inc., Class A (a) | 2,462,511 | ||||
19,767 | eBay, Inc. | 727,624 | ||||
19,017 | Etsy, Inc. (a) | 1,904,172 | ||||
5,094,307 | ||||||
IT Services — 7.5% | ||||||
24,281 | Block, Inc. (a) | 1,335,212 | ||||
63,469 | Cloudflare, Inc., Class A (a) | 3,510,470 | ||||
14,980 | EPAM Systems, Inc. (a) | 5,425,606 | ||||
13,526 | MongoDB, Inc. (a) | 2,685,723 | ||||
46,766 | Okta, Inc. (a) | 2,659,583 | ||||
31,897 | Snowflake, Inc., Class A (a) | 5,421,214 | ||||
27,943 | Twilio, Inc., Class A (a) | 1,931,979 | ||||
22,969,787 | ||||||
Life Sciences Tools & Services — 1.0% | ||||||
2,834 | Bio-Rad Laboratories, Inc., Class A (a) | 1,182,175 | ||||
972 | Danaher Corp. | 251,058 | ||||
3,298 | Illumina, Inc. (a) | 629,225 | ||||
4,175 | PerkinElmer, Inc. | 502,378 | ||||
752 | Thermo Fisher Scientific, Inc. | 381,407 | ||||
2,946,243 | ||||||
Machinery — 0.4% | ||||||
3,681 | Deere & Co. | 1,229,049 | ||||
Media — 0.5% | ||||||
75,140 | Paramount Global, Class B | 1,430,666 | ||||
Metals & Mining — 1.4% | ||||||
53,936 | Freeport-McMoRan, Inc. | 1,474,071 | ||||
25,488 | Nucor Corp. | 2,726,961 | ||||
4,201,032 | ||||||
First Trust Lunt U.S. Factor Rotation ETF (FCTR) |
Portfolio of Investments (Continued) |
September 30, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Multi-Utilities — 0.3% | ||||||
16,749 | Public Service Enterprise Group, Inc. | $ | 941,796 | |||
Oil, Gas & Consumable Fuels — 16.0% | ||||||
35,049 | Cheniere Energy, Inc. | 5,814,980 | ||||
37,910 | ConocoPhillips | 3,879,710 | ||||
99,802 | Devon Energy Corp. | 6,001,094 | ||||
24,917 | Diamondback Energy, Inc. | 3,001,502 | ||||
25,151 | EOG Resources, Inc. | 2,810,121 | ||||
15,685 | Exxon Mobil Corp. | 1,369,457 | ||||
220,650 | Marathon Oil Corp. | 4,982,277 | ||||
47,612 | Marathon Petroleum Corp. | 4,729,300 | ||||
147,256 | Occidental Petroleum Corp. | 9,048,881 | ||||
23,037 | ONEOK, Inc. | 1,180,416 | ||||
19,895 | Phillips 66 | 1,605,924 | ||||
12,033 | Pioneer Natural Resources Co. | 2,605,506 | ||||
17,193 | Valero Energy Corp. | 1,837,072 | ||||
48,866,240 | ||||||
Pharmaceuticals — 1.5% | ||||||
6,395 | Eli Lilly & Co. | 2,067,823 | ||||
282,131 | Viatris, Inc. | 2,403,756 | ||||
4,471,579 | ||||||
Professional Services — 0.9% | ||||||
25,440 | CoStar Group, Inc. (a) | 1,771,896 | ||||
8,161 | Jacobs Solutions, Inc. | 885,387 | ||||
2,657,283 | ||||||
Road & Rail — 1.0% | ||||||
2,503 | Old Dominion Freight Line, Inc. | 622,671 | ||||
93,388 | Uber Technologies, Inc. (a) | 2,474,782 | ||||
3,097,453 | ||||||
Semiconductors & Semiconductor Equipment — 3.1% | ||||||
35,786 | Marvell Technology, Inc. | 1,535,577 | ||||
23,691 | Micron Technology, Inc. | 1,186,919 | ||||
6,755 | Monolithic Power Systems, Inc. | 2,454,767 | ||||
7,621 | NVIDIA Corp. | 925,113 | ||||
38,099 | ON Semiconductor Corp. (a) | 2,374,711 | ||||
10,128 | QUALCOMM, Inc. | 1,144,262 | ||||
9,621,349 | ||||||
Software — 9.9% | ||||||
19,138 | Bill.com Holdings, Inc. (a) | 2,533,297 | ||||
15,600 | Crowdstrike Holdings, Inc., Class A (a) | 2,571,036 | ||||
17,073 | Datadog, Inc., Class A (a) | 1,515,741 | ||||
27,958 | DocuSign, Inc. (a) | 1,494,914 | ||||
59,346 | Fortinet, Inc. (a) | 2,915,669 | ||||
7,582 | HubSpot, Inc. (a) | 2,048,050 | ||||
1,996 | Microsoft Corp. | 464,868 | ||||
197,134 | Palantir Technologies, Inc., Class A (a) | 1,602,699 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Software (Continued) | ||||||
29,366 | Palo Alto Networks, Inc. (a) | $ | 4,809,857 | |||
21,536 | RingCentral, Inc., Class A (a) | 860,579 | ||||
3,149 | ServiceNow, Inc. (a) | 1,189,094 | ||||
31,648 | Splunk, Inc. (a) | 2,379,930 | ||||
2,384 | Synopsys, Inc. (a) | 728,336 | ||||
16,539 | Trade Desk (The), Inc., Class A (a) | 988,205 | ||||
72,485 | Unity Software, Inc. (a) | 2,309,372 | ||||
10,589 | Zscaler, Inc. (a) | 1,740,514 | ||||
30,152,161 | ||||||
Specialty Retail — 1.6% | ||||||
14,078 | Best Buy Co., Inc. | 891,700 | ||||
9,946 | Burlington Stores, Inc. (a) | 1,112,858 | ||||
29,733 | Carvana Co. (a) | 603,580 | ||||
1,700 | O’Reilly Automotive, Inc. (a) | 1,195,695 | ||||
5,184 | Tractor Supply Co. | 963,602 | ||||
4,767,435 | ||||||
Technology Hardware, Storage & Peripherals — 1.7% | ||||||
8,345 | Apple, Inc. | 1,153,279 | ||||
27,686 | Dell Technologies, Inc., Class C | 946,030 | ||||
146,417 | Hewlett Packard Enterprise Co. | 1,754,076 | ||||
37,603 | Western Digital Corp. (a) | 1,223,978 | ||||
5,077,363 | ||||||
Trading Companies & Distributors — 0.5% | ||||||
1,644 | United Rentals, Inc. (a) | 444,077 | ||||
1,984 | W.W. Grainger, Inc. | 970,553 | ||||
1,414,630 | ||||||
Wireless Telecommunication Services — 0.4% | ||||||
9,000 | T-Mobile US, Inc. (a) | 1,207,530 | ||||
Total Common Stocks — 99.9% | 305,482,376 | |||||
(Cost $342,976,964) | ||||||
Money Market Funds — 0.1% | ||||||
390,817 | Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio - Institutional Class - 2.77% (b) | 390,817 | ||||
(Cost $390,817) | ||||||
Total Investments — 100.0% | 305,873,193 | |||||
(Cost $343,367,781) | ||||||
Net Other Assets and Liabilities — 0.0% | 74,051 | |||||
Net Assets — 100.0% | $ | 305,947,244 | ||||
(a) | Non-income producing security. |
(b) | Rate shown reflects yield as of September 30, 2022. |
First Trust Lunt U.S. Factor Rotation ETF (FCTR) |
Portfolio of Investments (Continued) |
September 30, 2022 (Unaudited) |
Valuation Inputs | |||
A summary of the inputs used to value the Fund’s investments as of September 30, 2022 is as follows (see Valuation Inputs in the Additional Information section): |
Total Value at 9/30/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 305,482,376 | $ | 305,482,376 | $ | — | $ | — | ||||||||
Money Market Funds | 390,817 | 390,817 | — | — | ||||||||||||
Total Investments | $ | 305,873,193 | $ | 305,873,193 | $ | — | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
Additional Information
First Trust Exchange-Traded Fund
September 30, 2022 (Unaudited)
Valuation Inputs
The Funds are subject to fair value accounting standards that define fair value, establish the framework for measuring fair value and provide a three-level hierarchy for fair valuation based upon the inputs to the valuation as of the measurement date. The three levels of the fair value hierarchy are as follows:
· | Level 1 – Level 1 inputs are quoted prices in active markets for identical investments. |
· | Level 2 – Level 2 inputs are observable inputs, either directly or indirectly. (Quoted prices for similar investments, valuations based on interest rates and yield curves, or valuations derived from observable market data.) |
· | Level 3 – Level 3 inputs are unobservable inputs that may reflect the reporting entity’s own assumptions about the assumptions that market participants would use in pricing the investment. |
The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in those investments.
Licensing Information
Nasdaq®, The Dividend Strength IndexTM and Nasdaq Dorsey Wright People’s Portfolio IndexTM are registered trademarks and service marks of Nasdaq, Inc. (together with its affiliates hereinafter referred to as the “Corporations”) and are licensed for use by First Trust. The Fund has not been passed on by the Corporations as to its legality or suitability. The Fund is not issued, endorsed, sold or promoted by the Corporations. THE CORPORATIONS MAKE NO WARRANTIES AND BEAR NO LIABILITY WITH RESPECT TO THE FUND.
Dow Jones Industrial Average® Equal Weight Index (“Index”) is a product of S&P Dow Jones Indices LLC or its affiliates (“SPDJI”) and has been licensed for use by First Trust. S&P® is a registered trademark of Standard & Poor’s Financial Services LLC (“S&P”); Dow Jones® is a registered trademark of Dow Jones Trademark Holdings LLC (“Dow Jones”); and these trademarks have been licensed for use by SPDJI and sublicensed for certain purposes by First Trust. The Fund is not sponsored, endorsed, sold or promoted by SPDJI, Dow Jones, S&P, or their respective affiliates and none of such parties make any representation regarding the advisability of investing in such product nor do they have any liability for any errors, omissions, or interruptions of the Index.
Lunt Capital Management, Inc. (“Lunt”) and the Lunt Capital Large Cap Factor Rotation Index, (“Lunt Index”) are trademarks of Lunt and have been licensed for use for certain purposes by First Trust. The First Trust Lunt U.S. Factor Rotation ETF is based on the Lunt Index and is not sponsored, endorsed, sold or promoted by Lunt, and Lunt makes no representation regarding the advisability of trading in such fund. Lunt has contracted with Nasdaq, Inc. to calculate and maintain the Lunt Index. The Fund is not sponsored, endorsed, sold or promoted by Nasdaq, Inc. or its affiliates (Nasdaq, with its affiliates, hereinafter referred to as the “Corporations”). The Corporations have not passed on the legality or suitability of, or the accuracy or adequacy of descriptions and disclosures relating to, the Fund. The Corporations make no representation or warranty, express or implied to the owners of the fund or any member of the public regarding the advisability of investing in securities generally or in the fund particularly, or the ability of the Lunt Index to track general stock performance.
FT Cboe Vest Gold Strategy Quarterly Buffer ETF (BGLD) |
Consolidated Portfolio of Investments |
September 30, 2022 (Unaudited) |
Principal Value | Description | Stated Coupon | Stated Maturity | Value | |||||||
U.S. TREASURY BILLS — 95.7% | |||||||||||
$ | 12,427,500 | U.S. Treasury Bill (a) | (b) | 11/25/22 | $ | 12,376,073 | |||||
(Cost $12,374,533) |
Shares | Description | Value | ||||
MONEY MARKET FUNDS — 0.7% | ||||||
90,945 | Dreyfus Government Cash Management Fund, Institutional Shares - 2.75% (c) | 90,945 | ||||
(Cost $90,945) | ||||||
Total Investments — 96.4% | 12,467,018 | |||||
(Cost $12,465,478) |
Number of Contracts | Description | Notional Amount | Exercise Price | Expiration Date | Value | |||||||||||||
CALL OPTIONS PURCHASED — 4.4% | ||||||||||||||||||
826 | SPDR® Gold Shares | $ | 12,775,742 | $ | 151.31 | 11/30/22 | 571,951 | |||||||||||
(Cost $914,379) |
WRITTEN OPTIONS — (0.7)% | ||||||||||||||||||
CALL OPTIONS WRITTEN — (0.5)% | ||||||||||||||||||
(826 | ) | SPDR® Gold Shares | (12,775,742 | ) | 170.29 | 11/30/22 | (62,377 | ) | ||||||||||
(Premiums received $174,539) |
PUT OPTIONS WRITTEN — (0.2)% | ||||||||||||||||||
(826 | ) | SPDR® Gold Shares | (12,775,742 | ) | 135.38 | 11/30/22 | (31,423 | ) | ||||||||||
(Premiums received $23,540) | ||||||||||||||||||
Total Written Options | (93,800 | ) | ||||||||||||||||
(Premiums received $198,079) | ||||||||||||||||||
Net Other Assets and Liabilities — (0.1)% | (8,769 | ) | ||||||||||||||||
Net Assets — 100.0% | $ | 12,936,400 |
(a) | This security or a portion of this security is segregated as collateral for written options contracts. |
(b) | Zero coupon security. |
(c) | Rate shown reflects yield as of September 30, 2022. |
FT Cboe Vest Gold Strategy Quarterly Buffer ETF (BGLD) |
Consolidated Portfolio of Investments (Continued) |
September 30, 2022 (Unaudited) |
Valuation Inputs | |||
The Fund is subject to fair value accounting standards that define fair value, establish the framework for measuring fair value and provide a three-level hierarchy for fair valuation based upon the inputs to the valuation as of the measurement date. The three levels of the fair value hierarchy are as follows:
• | Level 1 – Level 1 inputs are quoted prices in active markets for identical investments. |
• | Level 2 – Level 2 inputs are observable inputs, either directly or indirectly. (Quoted prices for similar investments, valuations based on interest rates and yield curves, or valuations derived from observable market data.) |
• | Level 3 – Level 3 inputs are unobservable inputs that may reflect the reporting entity’s own assumptions about the assumptions that market participants would use in pricing the investment |
The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in those investments.
A summary of the inputs used to value the Fund’s investments as of September 30, 2022 is as follows:
ASSETS TABLE
Total Value at 9/30/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
U.S. Treasury Bills | $ | 12,376,073 | $ | — | $ | 12,376,073 | $ | — | ||||||||
Money Market Funds | 90,945 | 90,945 | — | — | ||||||||||||
Total Investments | 12,467,018 | 90,945 | 12,376,073 | — | ||||||||||||
Call Options Purchased | 571,951 | — | 571,951 | — | ||||||||||||
Total | $ | 13,038,969 | $ | 90,945 | $ | 12,948,024 | $ | — |
LIABILITIES TABLE |
Total Value at 9/30/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Call Options Written | $ | (62,377 | ) | $ | — | $ | (62,377 | ) | $ | — | ||||||
Put Options Written | (31,423 | ) | — | (31,423 | ) | — | ||||||||||
Total | $ | (93,800 | ) | $ | — | $ | (93,800 | ) | $ | — |
FT Cboe Vest Gold Strategy Target Income ETF® (IGLD) |
Consolidated Portfolio of Investments |
September 30, 2022 (Unaudited) |
Principal Value | Description | Stated Coupon | Stated Maturity | Value | |||||||
U.S. TREASURY BILLS — 157.5% | |||||||||||
$ | 60,506,100 | U.S. Treasury Bill (a) | (b) | 11/03/22 | $ | 60,367,855 | |||||
(Cost $60,475,132) | |||||||||||
Shares | Description | Value | ||||
MONEY MARKET FUNDS — 1.9% | ||||||
712,922 | Dreyfus Government Cash Management Fund, Institutional Shares - 2.75% (c) | 712,922 | ||||
(Cost $712,922) | ||||||
Total Investments — 159.4% | 61,080,777 | |||||
(Cost $61,188,054) |
Number of Contracts | Description | Notional Amount | Exercise Price | Expiration Date | Value | |||||||||||||
CALL OPTIONS PURCHASED — 0.0% | ||||||||||||||||||
2,460 | SPDR® Gold Shares | $ | 38,048,820 | $ | 248.33 | 11/30/22 | 12,300 | |||||||||||
(Cost $287,860) | ||||||||||||||||||
WRITTEN OPTIONS — (59.6)% | ||||||||||||||||||
CALL OPTIONS WRITTEN — (0.5)% | ||||||||||||||||||
(645 | ) | SPDR® Gold Shares | (9,976,215 | ) | 154.67 | 10/31/22 | (205,110 | ) | ||||||||||
(Premiums received $204,267) | ||||||||||||||||||
PUT OPTIONS WRITTEN — (59.1)% | ||||||||||||||||||
(2,460 | ) | SPDR® Gold Shares | (38,048,820 | ) | 248.33 | 11/30/22 | (22,651,680 | ) | ||||||||||
(Premiums received $19,693,187) | ||||||||||||||||||
Total Written Options | (22,856,790 | ) | ||||||||||||||||
(Premiums received $19,897,454) | ||||||||||||||||||
Net Other Assets and Liabilities — 0.2% | 94,513 | |||||||||||||||||
Net Assets — 100.0% | $ | 38,330,800 |
(a) | This security or a portion of this security is segregated as collateral for written options contracts. |
(b) | Zero coupon security. |
(c) | Rate shown reflects yield as of September 30, 2022. |
FT Cboe Vest Gold Strategy Target Income ETF® (IGLD) |
Consolidated Portfolio of Investments (Continued) |
September 30, 2022 (Unaudited)
|
Valuation Inputs | |||
The Fund is subject to fair value accounting standards that define fair value, establish the framework for measuring fair value and provide a three-level hierarchy for fair valuation based upon the inputs to the valuation as of the measurement date. The three levels of the fair value hierarchy are as follows:
• | Level 1 – Level 1 inputs are quoted prices in active markets for identical investments. |
• | Level 2 – Level 2 inputs are observable inputs, either directly or indirectly. (Quoted prices for similar investments, valuations based on interest rates and yield curves, or valuations derived from observable market data.) |
• | Level 3 – Level 3 inputs are unobservable inputs that may reflect the reporting entity’s own assumptions about the assumptions that market participants would use in pricing the investment |
The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in those investments.
A summary of the inputs used to value the Fund’s investments as of September 30, 2022 is as follows:
ASSETS TABLE
Total Value at 9/30/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
U.S. Treasury Bills | $ | 60,367,855 | $ | — | $ | 60,367,855 | $ | — | ||||||||
Money Market Funds | 712,922 | 712,922 | — | — | ||||||||||||
Total Investments | 61,080,777 | 712,922 | 60,367,855 | — | ||||||||||||
Call Options Purchased | 12,300 | — | 12,300 | — | ||||||||||||
Total | $ | 61,093,077 | $ | 712,922 | $ | 60,380,155 | $ | — | ||||||||
LIABILITIES TABLE
Total Value at 9/30/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Call Options Written | $ | (205,110 | ) | $ | — | $ | (205,110 | ) | $ | — | ||||||
Put Options Written | (22,651,680 | ) | — | (22,651,680 | ) | — | ||||||||||
Total | $ | (22,856,790 | ) | $ | — | $ | (22,856,790 | ) | $ | — | ||||||