First Trust NASDAQ Technology Dividend Index Fund (TDIV)Portfolio of InvestmentsDecember 31, 2023 (Unaudited)
Shares | Description | Value | |||
COMMON STOCKS — 99.7% | |||||
Communications Equipment — 6.1% | |||||
312,686 | ADTRAN Holdings, Inc. | $2,295,115 | |||
869,876 | Cisco Systems, Inc. | 43,946,136 | |||
988,196 | Juniper Networks, Inc. | 29,132,018 | |||
129,604 | Motorola Solutions, Inc. | 40,577,716 | |||
2,008,414 | Nokia Oyj, ADR | 6,868,776 | |||
100,482 | Ubiquiti, Inc. | 14,023,268 | |||
136,843,029 | |||||
Diversified Telecommunication Services — 6.6% | |||||
33,717 | ATN International, Inc. | 1,313,952 | |||
1,045,968 | BCE, Inc. | 41,190,220 | |||
226,906 | Cogent Communications Holdings, Inc. | 17,258,470 | |||
838,429 | Telefonica S.A., ADR | 3,269,873 | |||
134,188 | Telkom Indonesia Persero Tbk PT, ADR | 3,456,683 | |||
2,279,078 | TELUS Corp. | 40,544,798 | |||
1,092,869 | Verizon Communications, Inc. | 41,201,161 | |||
148,235,157 | |||||
Electronic Equipment, Instruments & Components — 5.6% | |||||
225,342 | Amphenol Corp., Class A | 22,338,152 | |||
93,142 | Avnet, Inc. | 4,694,357 | |||
4,321 | Bel Fuse, Inc., Class B | 288,513 | |||
38,530 | Benchmark Electronics, Inc. | 1,064,969 | |||
62,322 | CDW Corp. | 14,167,037 | |||
1,370,892 | Corning, Inc. | 41,743,661 | |||
34,223 | Methode Electronics, Inc. | 777,889 | |||
54,188 | TD SYNNEX Corp. | 5,831,171 | |||
226,973 | TE Connectivity Ltd. | 31,889,707 | |||
69,425 | Vishay Intertechnology, Inc. | 1,664,117 | |||
124,459,573 | |||||
Interactive Media & Services — 0.4% | |||||
60,874 | Autohome, Inc., ADR | 1,708,125 | |||
111,731 | JOYY, Inc., ADR | 4,435,721 | |||
42,605 | Shutterstock, Inc. | 2,056,969 | |||
8,200,815 | |||||
IT Services — 9.6% | |||||
97,975 | Amdocs Ltd. | 8,611,023 | |||
339,814 | Cognizant Technology Solutions Corp., Class A | 25,666,151 | |||
22,067 | Hackett Group (The), Inc. | 502,465 | |||
457,886 | Infosys Ltd., ADR | 8,415,945 | |||
1,050,462 | International Business Machines Corp. | 171,803,060 | |||
214,998,644 |
Shares | Description | Value | |||
Media — 2.2% | |||||
9,747 | Cable One, Inc. | $5,425,083 | |||
998,885 | Comcast Corp., Class A | 43,801,107 | |||
49,226,190 | |||||
Professional Services — 1.6% | |||||
32,868 | Concentrix Corp. | 3,227,966 | |||
25,711 | CSG Systems International, Inc. | 1,368,082 | |||
333,862 | Dun & Bradstreet Holdings, Inc. | 3,906,185 | |||
55,763 | KBR, Inc. | 3,089,828 | |||
75,203 | Leidos Holdings, Inc. | 8,139,973 | |||
27,030 | Science Applications International Corp. | 3,360,370 | |||
191,788 | SS&C Technologies Holdings, Inc. | 11,720,165 | |||
34,812,569 | |||||
Semiconductors & Semiconductor Equipment — 42.0% | |||||
107,190 | Amkor Technology, Inc. | 3,566,211 | |||
374,614 | Analog Devices, Inc. | 74,383,356 | |||
278,557 | Applied Materials, Inc. | 45,145,733 | |||
33,855 | ASML Holding N.V. | 25,625,527 | |||
181,347 | Broadcom, Inc. | 202,428,589 | |||
54,807 | KLA Corp. | 31,859,309 | |||
33,998 | Kulicke & Soffa Industries, Inc. | 1,860,370 | |||
54,183 | Lam Research Corp. | 42,439,377 | |||
420,432 | Microchip Technology, Inc. | 37,914,558 | |||
276,663 | Micron Technology, Inc. | 23,610,420 | |||
13,284 | Monolithic Power Systems, Inc. | 8,379,281 | |||
201,552 | NXP Semiconductors N.V. | 46,292,463 | |||
23,339 | Power Integrations, Inc. | 1,916,365 | |||
1,255,048 | QUALCOMM, Inc. | 181,517,592 | |||
175,247 | Skyworks Solutions, Inc. | 19,701,268 | |||
1,086,602 | Texas Instruments, Inc. | 185,222,177 | |||
373,923 | United Microelectronics Corp., ADR | 3,163,389 | |||
14,999 | Universal Display Corp. | 2,868,709 | |||
937,894,694 | |||||
Software — 15.3% | |||||
58,107 | A10 Networks, Inc. | 765,269 | |||
92,964 | Adeia, Inc. | 1,151,824 | |||
31,246 | Dolby Laboratories, Inc., Class A | 2,692,780 | |||
593,329 | Gen Digital, Inc. | 13,539,768 | |||
29,977 | InterDigital, Inc. | 3,253,704 | |||
65,341 | Intuit, Inc. | 40,840,085 | |||
450,326 | Microsoft Corp. | 169,340,589 | |||
338,972 | Open Text Corp. | 14,243,603 | |||
40,228 | Opera Ltd., ADR | 532,216 | |||
719,751 | Oracle Corp. | 75,883,348 | |||
28,862 | Progress Software Corp. | 1,567,207 | |||
22,321 | Roper Technologies, Inc. | 12,168,740 |
First Trust NASDAQ Technology Dividend Index Fund (TDIV)Portfolio of Investments (Continued)December 31, 2023 (Unaudited)
Shares | Description | Value | |||
COMMON STOCKS (Continued) | |||||
Software (Continued) | |||||
35,991 | SAP SE, ADR | $5,563,849 | |||
45,478 | Sapiens International Corp. N.V. | 1,316,133 | |||
342,859,115 | |||||
Technology Hardware, Storage & Peripherals — 6.4% | |||||
210,651 | Dell Technologies, Inc., Class C | 16,114,801 | |||
1,508,465 | Hewlett Packard Enterprise Co. | 25,613,736 | |||
1,455,409 | HP, Inc. | 43,793,257 | |||
86,426 | Logitech International S.A. | 8,215,656 | |||
186,779 | NetApp, Inc. | 16,466,437 | |||
306,065 | Seagate Technology Holdings PLC | 26,128,769 | |||
358,877 | Xerox Holdings Corp. | 6,578,215 | |||
142,910,871 | |||||
Wireless Telecommunication Services — 3.9% | |||||
543,865 | America Movil SAB de C.V., ADR | 10,072,380 | |||
1,324,111 | Mobile TeleSystems PJSC, ADR (a) (b) (c) (d) | 0 | |||
944,088 | Rogers Communications, Inc., Class B | 44,192,759 | |||
299,650 | Telephone and Data Systems, Inc. | 5,498,578 | |||
3,235,316 | Vodafone Group PLC, ADR | 28,147,249 | |||
87,910,966 | |||||
Total Investments — 99.7% | 2,228,351,623 | ||||
(Cost $1,737,753,420) | |||||
Net Other Assets and Liabilities — 0.3% | 5,586,447 | ||||
Net Assets — 100.0% | $2,233,938,070 |
(a) | Pursuant to procedures adopted by the Trust’s Board of Trustees, this security has been determined to be illiquid by First Trust Advisors L.P., the Fund’s advisor. |
(b) | Non-income producing security. |
(c) | 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 December 31, 2023, securities noted as such are valued at $0 or 0.0% of net assets. |
(d) | This security’s value was determined using significant unobservable inputs (see Valuation Inputs in the Additional Information section). |
Abbreviations throughout the Portfolio of Investments: | |
ADR | – American Depositary Receipt |
Valuation Inputs
A summary of the inputs used to value the Fund’s investments as of December 31, 2023 is as follows (see Valuation Inputs in the Additional Information section):
Total Value at 12/31/2023 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Common Stocks: | ||||
Wireless Telecommunication Services | $ 87,910,966 | $ 87,910,966 | $ — | $ —** |
Other Industry Categories* | 2,140,440,657 | 2,140,440,657 | — | — |
Total Investments | $2,228,351,623 | $2,228,351,623 | $— | $—** |
* | See Portfolio of Investments for industry breakout. |
** | Investment is valued at $0. |
Level 3 investments are fair valued by the Advisor’s Pricing Committee and are footnoted in the Portfolio of Investments. All Level 3 values are based on unobservable inputs.
Multi-Asset Diversified Income Index Fund (MDIV)Portfolio of InvestmentsDecember 31, 2023 (Unaudited)
Shares | Description | Value | |||
COMMON STOCKS — 21.4% | |||||
Air Freight & Logistics — 0.3% | |||||
9,433 | United Parcel Service, Inc., Class B | $1,483,151 | |||
Banks — 1.4% | |||||
35,619 | Citigroup, Inc. | 1,832,241 | |||
116,747 | FNB Corp. | 1,607,606 | |||
214,851 | Northwest Bancshares, Inc. | 2,681,341 | |||
6,121,188 | |||||
Biotechnology — 0.3% | |||||
9,181 | AbbVie, Inc. | 1,422,779 | |||
Capital Markets — 2.5% | |||||
66,743 | Artisan Partners Asset Management, Inc., Class A | 2,948,706 | |||
66,189 | Franklin Resources, Inc. | 1,971,770 | |||
213,871 | Golub Capital BDC, Inc. | 3,229,452 | |||
18,032 | Morgan Stanley | 1,681,484 | |||
39,827 | Victory Capital Holdings, Inc., Class A | 1,371,642 | |||
11,203,054 | |||||
Chemicals — 0.7% | |||||
15,725 | Eastman Chemical Co. | 1,412,419 | |||
17,945 | LyondellBasell Industries N.V., Class A | 1,706,211 | |||
3,118,630 | |||||
Construction & Engineering — 0.3% | |||||
69,360 | MDU Resources Group, Inc. | 1,373,328 | |||
Containers & Packaging — 0.4% | |||||
46,287 | International Paper Co. | 1,673,275 | |||
Diversified Telecommunication Services — 1.0% | |||||
135,607 | AT&T, Inc. | 2,275,485 | |||
60,715 | Verizon Communications, Inc. | 2,288,956 | |||
4,564,441 | |||||
Electric Utilities — 2.7% | |||||
28,442 | ALLETE, Inc. | 1,739,513 | |||
17,483 | American Electric Power Co., Inc. | 1,419,969 | |||
15,430 | Duke Energy Corp. | 1,497,327 | |||
21,770 | Edison International | 1,556,337 | |||
13,957 | Entergy Corp. | 1,412,309 | |||
25,973 | Eversource Energy | 1,603,054 | |||
10,915 | IDACORP, Inc. | 1,073,163 | |||
43,184 | OGE Energy Corp. | 1,508,417 | |||
11,810,089 | |||||
Electronic Equipment, Instruments & Components — 0.3% | |||||
45,797 | Corning, Inc. | 1,394,519 | |||
Financial Services — 0.6% | |||||
223,180 | Western Union (The) Co. | 2,660,306 | |||
Food Products — 1.4% | |||||
54,776 | Conagra Brands, Inc. | 1,569,880 | |||
62,163 | Flowers Foods, Inc. | 1,399,289 | |||
27,510 | Kellanova | 1,538,084 | |||
45,158 | Kraft Heinz (The) Co. | 1,669,943 | |||
6,177,196 |
Multi-Asset Diversified Income Index Fund (MDIV)Portfolio of Investments (Continued)December 31, 2023 (Unaudited)
Shares | Description | Value | |||
COMMON STOCKS (Continued) | |||||
Gas Utilities — 1.4% | |||||
45,046 | Northwest Natural Holding Co. | $1,754,091 | |||
23,286 | ONE Gas, Inc. | 1,483,784 | |||
22,316 | Southwest Gas Holdings, Inc. | 1,413,719 | |||
26,454 | Spire, Inc. | 1,649,142 | |||
6,300,736 | |||||
Industrial Conglomerates — 0.5% | |||||
20,759 | 3M Co. | 2,269,374 | |||
Insurance — 0.8% | |||||
32,014 | Fidelity National Financial, Inc. | 1,633,354 | |||
17,434 | Prudential Financial, Inc. | 1,808,080 | |||
3,441,434 | |||||
IT Services — 0.3% | |||||
9,012 | International Business Machines Corp. | 1,473,913 | |||
Media — 0.3% | |||||
44,279 | Interpublic Group of (The) Cos., Inc. | 1,445,266 | |||
Multi-Utilities — 0.9% | |||||
31,245 | Black Hills Corp. | 1,685,668 | |||
45,531 | Dominion Energy, Inc. | 2,139,957 | |||
3,825,625 | |||||
Oil, Gas & Consumable Fuels — 1.5% | |||||
8,998 | Chevron Corp. | 1,342,142 | |||
26,529 | ONEOK, Inc. | 1,862,866 | |||
107,583 | Viper Energy, Inc. | 3,375,955 | |||
6,580,963 | |||||
Pharmaceuticals — 1.1% | |||||
27,933 | Bristol-Myers Squibb Co. | 1,433,242 | |||
54,906 | Pfizer, Inc. | 1,580,744 | |||
183,151 | Viatris, Inc. | 1,983,525 | |||
4,997,511 | |||||
Specialty Retail — 1.5% | |||||
23,939 | Best Buy Co., Inc. | 1,873,945 | |||
96,959 | Buckle (The), Inc. | 4,607,492 | |||
6,481,437 | |||||
Tobacco — 1.2% | |||||
70,149 | Altria Group, Inc. | 2,829,811 | |||
39,158 | Universal Corp. | 2,636,116 | |||
5,465,927 | |||||
Total Common Stocks | 95,284,142 | ||||
(Cost $92,790,822) | |||||
REAL ESTATE INVESTMENT TRUSTS — 20.6% | |||||
Diversified REITs — 3.2% | |||||
167,478 | Alexander & Baldwin, Inc. | 3,185,431 | |||
246,941 | Broadstone Net Lease, Inc. | 4,252,324 | |||
107,244 | Essential Properties Realty Trust, Inc. | 2,741,157 | |||
64,437 | WP Carey, Inc. | 4,176,162 | |||
14,355,074 |
Multi-Asset Diversified Income Index Fund (MDIV)Portfolio of Investments (Continued)December 31, 2023 (Unaudited)
Shares | Description | Value | |||
REAL ESTATE INVESTMENT TRUSTS (Continued) | |||||
Health Care REITs — 1.4% | |||||
113,069 | CareTrust REIT, Inc. | $2,530,484 | |||
111,371 | LTC Properties, Inc. | 3,577,237 | |||
6,107,721 | |||||
Mortgage REITs — 5.2% | |||||
408,863 | Ladder Capital Corp. | 4,706,013 | |||
453,742 | PennyMac Mortgage Investment Trust | 6,783,443 | |||
606,236 | Ready Capital Corp. | 6,213,919 | |||
520,077 | Rithm Capital Corp. | 5,554,422 | |||
23,257,797 | |||||
Office REITs — 0.6% | |||||
103,151 | COPT Defense Properties | 2,643,760 | |||
Residential REITs — 0.6% | |||||
19,178 | Mid-America Apartment Communities, Inc. | 2,578,674 | |||
Retail REITs — 3.6% | |||||
117,080 | Brixmor Property Group, Inc. | 2,724,452 | |||
110,580 | Getty Realty Corp. | 3,231,148 | |||
133,692 | Kimco Realty Corp. | 2,848,976 | |||
76,111 | NNN REIT, Inc. | 3,280,384 | |||
26,974 | Simon Property Group, Inc. | 3,847,571 | |||
15,932,531 | |||||
Specialized REITs — 6.0% | |||||
72,833 | CubeSmart | 3,375,810 | |||
87,237 | EPR Properties | 4,226,633 | |||
18,153 | Extra Space Storage, Inc. | 2,910,470 | |||
139,884 | Four Corners Property Trust, Inc. | 3,539,065 | |||
74,206 | Gaming and Leisure Properties, Inc. | 3,662,066 | |||
31,732 | Lamar Advertising Co., Class A | 3,372,477 | |||
8,970 | Public Storage | 2,735,850 | |||
95,729 | VICI Properties, Inc. | 3,051,841 | |||
26,874,212 | |||||
Total Real Estate Investment Trusts | 91,749,769 | ||||
(Cost $88,835,599) | |||||
EXCHANGE-TRADED FUNDS — 19.9% | |||||
Capital Markets — 19.9% | |||||
2,128,569 | First Trust Tactical High Yield ETF (a) | 88,484,613 | |||
(Cost $100,227,300) |
Shares | Description | Stated Rate | Stated Maturity | Value | |
$25 PAR PREFERRED SECURITIES — 18.8% | |||||
Banks — 2.4% | |||||
120,435 | Bank of America Corp., Series GG | 6.00% | (b) | 2,989,197 | |
113,184 | Bank of America Corp., Series K (c) | 6.45% | 12/15/66 | 2,863,555 | |
66,918 | Citigroup, Inc., Series J, 3 Mo. CME Term SOFR + CSA + 4.04% (d) | 9.63% | (b) | 1,715,108 | |
116,617 | Wells Fargo & Co., Series R (e) | 6.63% | (b) | 2,925,921 | |
10,493,781 |
Multi-Asset Diversified Income Index Fund (MDIV)Portfolio of Investments (Continued)December 31, 2023 (Unaudited)
Shares | Description | Stated Rate | Stated Maturity | Value | |
$25 PAR PREFERRED SECURITIES (Continued) | |||||
Capital Markets — 3.3% | |||||
111,150 | Goldman Sachs Group (The), Inc., Series K (c) | 6.38% | (b) | $2,808,761 | |
124,572 | Morgan Stanley, Series E | 7.13% | (b) | 3,125,512 | |
123,104 | Morgan Stanley, Series F | 6.88% | (b) | 3,080,062 | |
120,378 | Morgan Stanley, Series I | 6.38% | (b) | 2,980,559 | |
104,215 | State Street Corp., Series D (e) | 5.90% | (b) | 2,608,501 | |
14,603,395 | |||||
Financial Services — 1.0% | |||||
154,359 | Citigroup Capital XIII, 3 Mo. CME Term SOFR + CSA + 6.37% (d) | 12.02% | 10/30/40 | 4,405,406 | |
Food Products — 3.5% | |||||
98,253 | CHS, Inc. | 8.00% | (b) | 3,039,948 | |
130,002 | CHS, Inc., Series 1 | 7.88% | (b) | 3,447,653 | |
122,075 | CHS, Inc., Series 2 (c) | 7.10% | (b) | 3,048,213 | |
124,708 | CHS, Inc., Series 3 (c) | 6.75% | (b) | 3,071,558 | |
125,583 | CHS, Inc., Series 4 | 7.50% | (b) | 3,174,738 | |
15,782,110 | |||||
Hotel & Resort REITs — 0.9% | |||||
152,982 | RLJ Lodging Trust, Series A | 1.95% | (b) | 3,832,199 | |
Insurance — 0.6% | |||||
114,959 | Hartford Financial Services Group (The), Inc., Series G | 6.00% | (b) | 2,873,975 | |
Mortgage REITs — 2.0% | |||||
181,692 | AGNC Investment Corp., Series C, 3 Mo. CME Term SOFR + CSA + 5.11% (d) | 10.77% | (b) | 4,511,412 | |
178,614 | Annaly Capital Management, Inc., Series F, 3 Mo. CME Term SOFR + CSA + 4.99% (d) | 10.59% | (b) | 4,490,356 | |
9,001,768 | |||||
Multi-Utilities — 0.6% | |||||
114,599 | NiSource, Inc., Series B (c) | 6.50% | (b) | 2,860,391 | |
Oil, Gas & Consumable Fuels — 3.5% | |||||
151,713 | Energy Transfer, L.P., Series C (c) | 10.16% | (b) | 3,829,236 | |
143,681 | Energy Transfer, L.P., Series D (c) | 10.36% | (b) | 3,635,129 | |
135,564 | Energy Transfer, L.P., Series E (c) | 7.60% | (b) | 3,361,987 | |
187,161 | NuStar Logistics, L.P., 3 Mo. CME Term SOFR + CSA + 6.73% (d) | 12.39% | 01/15/43 | 4,843,727 | |
15,670,079 | |||||
Trading Companies & Distributors — 1.0% | |||||
163,495 | WESCO International, Inc., Series A (c) | 10.63% | (b) | 4,319,538 | |
Total $25 Par Preferred Securities | 83,842,642 | ||||
(Cost $85,033,774) |
Units | Description | Value | |||
MASTER LIMITED PARTNERSHIPS — 18.5% | |||||
Energy Equipment & Services — 0.7% | |||||
139,199 | USA Compression Partners, L.P. | 3,177,913 | |||
Industrial Conglomerates — 1.6% | |||||
407,999 | Icahn Enterprises, L.P. | 7,013,503 |
Multi-Asset Diversified Income Index Fund (MDIV)Portfolio of Investments (Continued)December 31, 2023 (Unaudited)
Units | Description | Value | |||
MASTER LIMITED PARTNERSHIPS (Continued) | |||||
Marine Transportation — 0.1% | |||||
18,873 | Navios Maritime Partners, L.P. | $527,689 | |||
Oil, Gas & Consumable Fuels — 16.1% | |||||
232,647 | Alliance Resource Partners, L.P. | 4,927,463 | |||
238,261 | Black Stone Minerals, L.P. | 3,802,646 | |||
65,205 | Cheniere Energy Partners, L.P. | 3,246,557 | |||
154,027 | CrossAmerica Partners, L.P. | 3,511,816 | |||
94,133 | Delek Logistics Partners, L.P. | 4,063,722 | |||
165,525 | Dorchester Minerals, L.P. | 5,268,661 | |||
267,848 | Energy Transfer, L.P. | 3,696,302 | |||
160,594 | EnLink Midstream, LLC (f) | 1,952,823 | |||
112,477 | Enterprise Products Partners, L.P. | 2,963,769 | |||
232,649 | Genesis Energy, L.P. | 2,694,075 | |||
167,208 | Global Partners, L.P. | 7,074,571 | |||
276,423 | Kimbell Royalty Partners, L.P. (f) | 4,160,166 | |||
95,717 | MPLX, L.P. | 3,514,728 | |||
58,215 | Natural Resource Partners, L.P. | 5,388,380 | |||
194,673 | NuStar Energy, L.P. | 3,636,492 | |||
176,185 | Plains All American Pipeline, L.P. | 2,669,203 | |||
167,280 | Plains GP Holdings, L.P., Class A (f) | 2,668,116 | |||
48,395 | Sunoco, L.P. | 2,900,312 | |||
123,461 | Western Midstream Partners, L.P. | 3,612,469 | |||
71,752,271 | |||||
Total Master Limited Partnerships | 82,471,376 | ||||
(Cost $57,326,963) | |||||
Total Investments — 99.2% | 441,832,542 | ||||
(Cost $424,214,458) | |||||
Net Other Assets and Liabilities — 0.8% | 3,679,709 | ||||
Net Assets — 100.0% | $445,512,251 |
(a) | Investment in an affiliated fund. |
(b) | Perpetual maturity. |
(c) | Fixed-to-floating or fixed-to-variable rate security. The interest rate shown reflects the fixed rate in effect at December 31, 2023. At a predetermined date, the fixed rate will change to a floating rate or a variable rate. |
(d) | Floating or variable rate security. |
(e) | Step-up security. A security where the coupon increases or steps up at a predetermined date. |
(f) | This security is taxed as a “C” corporation for federal income tax purposes. |
Abbreviations throughout the Portfolio of Investments: | |
CME | – Chicago Mercantile Exchange |
CSA | – Credit Spread Adjustment |
SOFR | – Secured Overnight Financing Rate |
Multi-Asset Diversified Income Index Fund (MDIV)Portfolio of Investments (Continued)December 31, 2023 (Unaudited)
Valuation Inputs
A summary of the inputs used to value the Fund’s investments as of December 31, 2023 is as follows (see Valuation Inputs in the Additional Information section):
Total Value at 12/31/2023 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Common Stocks* | $95,284,142 | $95,284,142 | $— | $— |
Real Estate Investment Trusts* | 91,749,769 | 91,749,769 | — | — |
Exchange-Traded Funds* | 88,484,613 | 88,484,613 | — | — |
$25 Par Preferred Securities* | 83,842,642 | 83,842,642 | — | — |
Master Limited Partnerships* | 82,471,376 | 82,471,376 | — | — |
Total Investments | $441,832,542 | $441,832,542 | $— | $— |
* | See Portfolio of Investments for industry breakout. |
Affiliated Transactions
Amounts relating to investments in affiliated funds at December 31, 2023, and for the fiscal year-to-date period (October 1, 2023 to December 31, 2023) are as follows:
Security Name | Shares at 12/31/2023 | Value at 9/30/2023 | Purchases | Sales | Change in Unrealized Appreciation (Depreciation) | Realized Gain (Loss) | Value at 12/31/2023 | Dividend Income |
First Trust Tactical High Yield ETF | 2,128,569 | $82,403,321 | $5,362,709 | $(4,232,608 ) | $5,336,308 | $(385,117 ) | $88,484,613 | $1,373,912 |
First Trust S&P International Dividend Aristocrats ETF (FID)Portfolio of InvestmentsDecember 31, 2023 (Unaudited)
Shares | Description | Value | |||
COMMON STOCKS (a) — 99.3% | |||||
Aerospace & Defense — 1.6% | |||||
399,900 | Singapore Technologies Engineering Ltd. (SGD) | $1,178,716 | |||
Air Freight & Logistics — 1.6% | |||||
23,480 | DHL Group (EUR) | 1,162,673 | |||
Automobile Components — 2.1% | |||||
92,600 | Toyo Tire Corp. (JPY) | 1,549,901 | |||
Banks — 6.0% | |||||
7,466 | Bank of Montreal (CAD) | 738,740 | |||
19,011 | Bank of Nova Scotia (The) (CAD) | 925,406 | |||
22,576 | Canadian Imperial Bank of Commerce (CAD) | 1,087,015 | |||
41,780 | Canadian Western Bank (CAD) | 973,358 | |||
39,800 | Sumitomo Mitsui Trust Holdings, Inc. (JPY) | 763,821 | |||
4,488,340 | |||||
Broadline Retail — 1.0% | |||||
7,093 | Canadian Tire Corp. Ltd., Class A (CAD) | 753,275 | |||
Building Products — 0.9% | |||||
55,900 | Lixil Corp. (JPY) | 697,957 | |||
Capital Markets — 5.7% | |||||
95,693 | IG Group Holdings PLC (GBP) | 933,718 | |||
30,564 | IGM Financial, Inc. (CAD) | 807,551 | |||
60,700 | JAFCO Group Co., Ltd. (JPY) | 710,319 | |||
47,600 | SBI Holdings, Inc. (JPY) | 1,070,832 | |||
134,482 | Schroders PLC (GBP) | 736,923 | |||
4,259,343 | |||||
Chemicals — 3.2% | |||||
25,520 | BASF SE (EUR) | 1,374,266 | |||
62,400 | Mitsubishi Gas Chemical Co., Inc. (JPY) | 998,179 | |||
2,372,445 | |||||
Construction & Engineering — 4.9% | |||||
39,350 | Bouygues S.A. (EUR) | 1,482,185 | |||
46,800 | COMSYS Holdings Corp. (JPY) | 1,032,255 | |||
51,400 | EXEO Group, Inc. (JPY) | 1,142,830 | |||
3,657,270 | |||||
Construction Materials — 1.7% | |||||
16,037 | Holcim AG (CHF) | 1,258,858 | |||
Containers & Packaging — 1.9% | |||||
86,600 | Toyo Seikan Group Holdings Ltd. (JPY) | 1,404,640 |
Shares | Description | Value | |||
Diversified Telecommunication Services — 4.6% | |||||
22,423 | BCE, Inc. (CAD) | $882,841 | |||
86,629 | Saudi Telecom Co. (SAR) | 934,438 | |||
1,476 | Swisscom AG (CHF) | 888,004 | |||
42,741 | TELUS Corp. (CAD) | 760,600 | |||
3,465,883 | |||||
Electric Utilities — 5.7% | |||||
216,384 | CK Infrastructure Holdings Ltd. (HKD) | 1,197,130 | |||
22,270 | Emera, Inc. (CAD) | 845,388 | |||
232,433 | Power Assets Holdings Ltd. (HKD) | 1,346,941 | |||
108,403 | Terna-Rete Elettrica Nazionale (EUR) | 903,997 | |||
4,293,456 | |||||
Food Products — 1.2% | |||||
113,144 | Orkla ASA (NOK) | 877,988 | |||
Gas Utilities — 1.1% | |||||
135,684 | APA Group (AUD) | 789,624 | |||
Health Care REITs — 1.4% | |||||
808,851 | Primary Health Properties PLC (GBP) | 1,070,179 | |||
Household Durables — 3.7% | |||||
47,000 | Sekisui House Ltd. (JPY) | 1,044,000 | |||
58,700 | Sumitomo Forestry Co., Ltd. (JPY) | 1,749,759 | |||
2,793,759 | |||||
Independent Power and Renewable Electricity Producers — 1.0% | |||||
25,082 | Capital Power Corp. (CAD) | 716,277 | |||
Industrial Conglomerates — 1.5% | |||||
15,638 | DCC PLC (GBP) | 1,151,726 | |||
Insurance — 14.2% | |||||
3,707 | Allianz SE (EUR) | 990,140 | |||
4,963 | Baloise Holding AG (CHF) | 777,746 | |||
38,601 | Great-West Lifeco, Inc. (CAD) | 1,277,718 | |||
6,742 | Helvetia Holding AG (CHF) | 929,074 | |||
391,489 | Legal & General Group PLC (GBP) | 1,253,016 | |||
45,400 | Manulife Financial Corp. (CAD) | 1,003,217 | |||
24,400 | MS&AD Insurance Group Holdings, Inc. (JPY) | 959,733 | |||
114,862 | Ping An Insurance Group Co. of China Ltd., Class H (HKD) | 519,994 | |||
37,280 | Power Corp. of Canada (CAD) | 1,066,027 |
First Trust S&P International Dividend Aristocrats ETF (FID)Portfolio of Investments (Continued)December 31, 2023 (Unaudited)
Shares | Description | Value | |||
COMMON STOCKS (a) (Continued) | |||||
Insurance (Continued) | |||||
1,477 | Swiss Life Holding AG (CHF) | $1,025,585 | |||
1,565 | Zurich Insurance Group AG (CHF) | 817,994 | |||
10,620,244 | |||||
Metals & Mining — 1.4% | |||||
35,200 | Mitsui Mining & Smelting Co., Ltd. (JPY) | 1,082,213 | |||
Multi-Utilities — 3.6% | |||||
992,039 | A2A S.p.A. (EUR) | 2,035,901 | |||
28,915 | Canadian Utilities Ltd., Class A (CAD) | 695,898 | |||
2,731,799 | |||||
Office REITs — 1.1% | |||||
53,448 | Allied Properties Real Estate Investment Trust (CAD) | 813,992 | |||
Oil, Gas & Consumable Fuels — 5.5% | |||||
269,700 | ENEOS Holdings, Inc. (JPY) | 1,071,914 | |||
47,100 | Keyera Corp. (CAD) | 1,138,533 | |||
26,592 | Pembina Pipeline Corp. (CAD) | 915,533 | |||
26,024 | TC Energy Corp. (CAD) | 1,016,567 | |||
4,142,547 | |||||
Pharmaceuticals — 1.0% | |||||
27,000 | Takeda Pharmaceutical Co., Ltd. (JPY) | 776,298 | |||
Professional Services — 2.9% | |||||
44,596 | Adecco Group AG (CHF) | 2,188,309 | |||
Real Estate Management & Development — 5.4% | |||||
344,783 | Henderson Land Development Co., Ltd. (HKD) | 1,061,923 | |||
197,100 | Hongkong Land Holdings Ltd. | 685,908 | |||
871,422 | Sino Land Co., Ltd. (HKD) | 947,477 | |||
64,463 | Sun Hung Kai Properties, Ltd. (HKD) | 697,176 | |||
336,608 | Swire Properties Ltd. (HKD) | 681,105 | |||
4,073,589 | |||||
Retail REITs — 2.5% | |||||
1,126 | Japan Metropolitan Fund Invest (JPY) | 813,755 | |||
55,267 | SmartCentres Real Estate Investment Trust (CAD) | 1,038,146 | |||
1,851,901 | |||||
Semiconductors & Semiconductor Equipment — 1.3% | |||||
379,213 | Vanguard International Semiconductor Corp. (TWD) | 1,007,017 |
Shares | Description | Value | |||
Technology Hardware, Storage & Peripherals — 2.8% | |||||
1,477,193 | Lenovo Group Ltd. (HKD) | $2,065,819 | |||
Tobacco — 2.5% | |||||
34,012 | British American Tobacco PLC (GBP) | 995,176 | |||
13,540 | KT&G Corp. (KRW) | 913,600 | |||
1,908,776 | |||||
Trading Companies & Distributors — 1.8% | |||||
39,805 | Russel Metals, Inc. (CAD) | 1,352,718 | |||
Water Utilities — 2.5% | |||||
1,324,135 | Guangdong Investment Ltd. (HKD) | 963,192 | |||
67,456 | United Utilities Group PLC (GBP) | 910,987 | |||
1,874,179 | |||||
Total Investments — 99.3% | 74,431,711 | ||||
(Cost $73,812,628) | |||||
Net Other Assets and Liabilities — 0.7% | 498,079 | ||||
Net Assets — 100.0% | $74,929,790 |
(a) | Securities are issued in U.S. dollars unless otherwise indicated in the security description. |
Abbreviations throughout the Portfolio of Investments: | |
AUD | – Australian Dollar |
CAD | – Canadian Dollar |
CHF | – Swiss Franc |
EUR | – Euro |
GBP | – British Pound Sterling |
HKD | – Hong Kong Dollar |
JPY | – Japanese Yen |
KRW | – South Korean Won |
NOK | – Norwegian Krone |
SAR | – Saudi Riyal |
SGD | – Singapore Dollar |
TWD | – New Taiwan Dollar |
USD | – United States Dollar |
First Trust S&P International Dividend Aristocrats ETF (FID)Portfolio of Investments (Continued)December 31, 2023 (Unaudited)
Country Allocation† | % of Net Assets |
Canada | 25.1% |
Japan | 22.5 |
Switzerland | 10.5 |
Hong Kong | 10.4 |
United Kingdom | 7.9 |
Germany | 4.7 |
Italy | 3.9 |
Bermuda | 2.5 |
France | 2.0 |
Singapore | 1.6 |
Ireland | 1.5 |
Taiwan | 1.3 |
Saudi Arabia | 1.2 |
South Korea | 1.2 |
Norway | 1.2 |
Australia | 1.1 |
China | 0.7 |
Total Investments | 99.3 |
Net Other Assets and Liabilities | 0.7 |
Total | 100.0% |
† | Portfolio securities are categorized based upon their country of incorporation, which can be different from the country categorization of the Fund’s underlying index. |
Currency Exposure Diversification | % of Total Investments |
CAD | 25.3% |
JPY | 22.7 |
HKD | 12.7 |
EUR | 10.7 |
CHF | 10.6 |
GBP | 9.5 |
SGD | 1.6 |
TWD | 1.3 |
SAR | 1.2 |
KRW | 1.2 |
NOK | 1.2 |
AUD | 1.1 |
USD | 0.9 |
Total | 100.0% |
Valuation Inputs
A summary of the inputs used to value the Fund’s investments as of December 31, 2023 is as follows (see Valuation Inputs in the Additional Information section):
Total Value at 12/31/2023 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Common Stocks* | $ 74,431,711 | $ 74,431,711 | $ — | $ — |
* | See Portfolio of Investments for industry breakout. |
First Trust BuyWrite Income ETF (FTHI)Portfolio of InvestmentsDecember 31, 2023 (Unaudited)
Shares | Description | Value | |||
COMMON STOCKS — 98.9% | |||||
Aerospace & Defense — 0.5% | |||||
35,476 | Leonardo DRS, Inc. (a) | $710,939 | |||
14,259 | RTX Corp. | 1,199,752 | |||
1,910,691 | |||||
Automobiles — 3.7% | |||||
3,286 | Ferrari N.V. | 1,112,081 | |||
319,389 | Stellantis N.V. | 7,448,152 | |||
21,509 | Tesla, Inc. (a) (b) | 5,344,556 | |||
13,904,789 | |||||
Banks — 3.5% | |||||
60,789 | Bank of America Corp. | 2,046,766 | |||
34,668 | BankUnited, Inc. | 1,124,283 | |||
45,114 | CVB Financial Corp. | 910,852 | |||
18,710 | East West Bancorp, Inc. | 1,346,184 | |||
24,895 | JPMorgan Chase & Co. (b) | 4,234,639 | |||
26,452 | Simmons First National Corp., Class A | 524,808 | |||
16,058 | UMB Financial Corp. | 1,341,646 | |||
33,126 | Wells Fargo & Co. (b) | 1,630,462 | |||
13,159,640 | |||||
Beverages — 2.3% | |||||
38,194 | Coca-Cola (The) Co. | 2,250,772 | |||
61,379 | Coca-Cola Europacific Partners PLC (b) | 4,096,435 | |||
13,627 | PepsiCo, Inc. (b) | 2,314,410 | |||
8,661,617 | |||||
Biotechnology — 4.1% | |||||
17,522 | AbbVie, Inc. (b) | 2,715,384 | |||
5,339 | Amgen, Inc. | 1,537,739 | |||
77,988 | Apellis Pharmaceuticals, Inc. (a) | 4,668,362 | |||
71,583 | Crinetics Pharmaceuticals, Inc. (a) | 2,546,923 | |||
12,412 | Gilead Sciences, Inc. | 1,005,496 | |||
31,826 | Ionis Pharmaceuticals, Inc. (a) | 1,610,077 | |||
128,831 | Ironwood Pharmaceuticals, Inc. (a) | 1,473,827 | |||
15,557,808 | |||||
Broadline Retail — 3.2% | |||||
80,318 | Amazon.com, Inc. (a) (b) | 12,203,517 | |||
Capital Markets — 1.4% | |||||
11,060 | Ares Management Corp., Class A | 1,315,255 | |||
11,223 | Houlihan Lokey, Inc. | 1,345,750 | |||
5,249 | LPL Financial Holdings, Inc. | 1,194,778 | |||
3,006 | S&P Global, Inc. | 1,324,203 | |||
5,179,986 | |||||
Chemicals — 0.7% | |||||
4,516 | Linde PLC | 1,854,766 | |||
1,486 | NewMarket Corp. | 811,104 | |||
2,665,870 | |||||
Commercial Services & Supplies — 0.3% | |||||
37,284 | CoreCivic, Inc. (a) | 541,736 | |||
32,990 | OPENLANE, Inc. (a) | 488,582 | |||
1,030,318 |
First Trust BuyWrite Income ETF (FTHI)Portfolio of Investments (Continued)December 31, 2023 (Unaudited)
Shares | Description | Value | |||
COMMON STOCKS (Continued) | |||||
Communications Equipment — 0.6% | |||||
42,240 | Cisco Systems, Inc. | $2,133,965 | |||
Construction Materials — 0.4% | |||||
6,707 | Eagle Materials, Inc. | 1,360,448 | |||
Consumer Finance — 0.5% | |||||
94,646 | SLM Corp. | 1,809,631 | |||
Consumer Staples Distribution & Retail — 2.3% | |||||
10,190 | Andersons (The), Inc. | 586,333 | |||
4,148 | Costco Wholesale Corp. | 2,738,012 | |||
10,642 | Performance Food Group Co. (a) | 735,894 | |||
8,924 | Sprouts Farmers Market, Inc. (a) | 429,334 | |||
41,619 | United Natural Foods, Inc. (a) | 675,476 | |||
27,484 | US Foods Holding Corp. (a) | 1,248,048 | |||
14,428 | Walmart, Inc. | 2,274,574 | |||
8,687,671 | |||||
Diversified Consumer Services — 0.6% | |||||
34,057 | Frontdoor, Inc. (a) | 1,199,487 | |||
8,541 | Grand Canyon Education, Inc. (a) | 1,127,754 | |||
2,327,241 | |||||
Diversified Telecommunication Services — 0.7% | |||||
69,588 | AT&T, Inc. | 1,167,687 | |||
41,003 | Verizon Communications, Inc. | 1,545,813 | |||
2,713,500 | |||||
Electric Utilities — 0.6% | |||||
33,693 | OGE Energy Corp. | 1,176,897 | |||
11,496 | Otter Tail Corp. | 976,815 | |||
2,153,712 | |||||
Energy Equipment & Services — 0.3% | |||||
56,349 | TechnipFMC PLC | 1,134,869 | |||
Entertainment — 1.3% | |||||
4,045 | Netflix, Inc. (a) | 1,969,430 | |||
16,294 | Walt Disney (The) Co. | 1,471,185 | |||
37,355 | Warner Music Group Corp., Class A | 1,336,935 | |||
4,777,550 | |||||
Financial Services — 4.3% | |||||
15,900 | Berkshire Hathaway, Inc., Class B (a) (b) | 5,670,894 | |||
53,710 | Jackson Financial, Inc., Class A | 2,749,952 | |||
7,273 | Mastercard, Inc., Class A (b) | 3,102,007 | |||
14,097 | Visa, Inc., Class A (b) | 3,670,154 | |||
16,609 | Voya Financial, Inc. | 1,211,793 | |||
16,404,800 | |||||
Food Products — 3.2% | |||||
41,017 | Cal-Maine Foods, Inc. | 2,353,966 | |||
88,052 | Flowers Foods, Inc. | 1,982,050 | |||
19,992 | Ingredion, Inc. | 2,169,732 | |||
3,093 | J & J Snack Foods Corp. | 516,964 | |||
7,721 | Lancaster Colony Corp. | 1,284,697 | |||
13,176 | Mondelez International, Inc., Class A | 954,338 | |||
40,249 | Pilgrim’s Pride Corp. (a) | 1,113,287 |
First Trust BuyWrite Income ETF (FTHI)Portfolio of Investments (Continued)December 31, 2023 (Unaudited)
Shares | Description | Value | |||
COMMON STOCKS (Continued) | |||||
Food Products (Continued) | |||||
26,925 | Simply Good Foods (The) Co. (a) | $1,066,230 | |||
22,178 | TreeHouse Foods, Inc. (a) | 919,278 | |||
12,360,542 | |||||
Gas Utilities — 0.1% | |||||
5,926 | ONE Gas, Inc. | 377,605 | |||
Ground Transportation — 0.4% | |||||
5,583 | Union Pacific Corp. | 1,371,296 | |||
Health Care Equipment & Supplies — 0.5% | |||||
16,160 | Abbott Laboratories | 1,778,731 | |||
Health Care Providers & Services — 2.0% | |||||
5,581 | AMN Healthcare Services, Inc. (a) | 417,905 | |||
18,247 | Encompass Health Corp. | 1,217,440 | |||
48,937 | Patterson Cos., Inc. | 1,392,258 | |||
8,701 | UnitedHealth Group, Inc. (b) | 4,580,815 | |||
7,608,418 | |||||
Health Care REITs — 0.4% | |||||
7,581 | National Health Investors, Inc. | 423,399 | |||
82,399 | Sabra Health Care REIT, Inc. | 1,175,834 | |||
1,599,233 | |||||
Health Care Technology — 0.3% | |||||
6,601 | Veeva Systems, Inc., Class A (a) | 1,270,824 | |||
Hotel & Resort REITs — 0.3% | |||||
70,945 | Apple Hospitality REIT, Inc. | 1,178,396 | |||
Hotels, Restaurants & Leisure — 1.1% | |||||
349 | Booking Holdings, Inc. (a) | 1,237,980 | |||
6,712 | McDonald’s Corp. | 1,990,175 | |||
10,689 | Starbucks Corp. | 1,026,251 | |||
4,254,406 | |||||
Household Durables — 0.4% | |||||
13,640 | Toll Brothers, Inc. | 1,402,056 | |||
Household Products — 0.9% | |||||
21,947 | Procter & Gamble (The) Co. (b) | 3,216,113 | |||
14,200 | Reynolds Consumer Products, Inc. | 381,128 | |||
3,597,241 | |||||
Independent Power and Renewable Electricity Producers — 0.3% | |||||
33,711 | Vistra Corp. | 1,298,548 | |||
Industrial Conglomerates — 0.7% | |||||
9,942 | General Electric Co. | 1,268,897 | |||
6,167 | Honeywell International, Inc. | 1,293,282 | |||
2,562,179 | |||||
Industrial REITs — 0.7% | |||||
6,893 | EastGroup Properties, Inc. | 1,265,141 | |||
12,536 | Innovative Industrial Properties, Inc. | 1,263,880 | |||
2,529,021 | |||||
Insurance — 0.9% | |||||
26,229 | Fidelity National Financial, Inc. | 1,338,203 |
First Trust BuyWrite Income ETF (FTHI)Portfolio of Investments (Continued)December 31, 2023 (Unaudited)
Shares | Description | Value | |||
COMMON STOCKS (Continued) | |||||
Insurance (Continued) | |||||
3,335 | Kinsale Capital Group, Inc. | $1,116,925 | |||
5,917 | Marsh & McLennan Cos., Inc. | 1,121,094 | |||
3,576,222 | |||||
Interactive Media & Services — 5.3% | |||||
52,141 | Alphabet, Inc., Class A (a) (b) | 7,283,576 | |||
44,252 | Alphabet, Inc., Class C (a) (b) | 6,236,435 | |||
18,992 | Meta Platforms, Inc., Class A (a) (b) | 6,722,408 | |||
20,242,419 | |||||
IT Services — 0.9% | |||||
5,828 | Accenture PLC, Class A | 2,045,103 | |||
7,511 | International Business Machines Corp. | 1,228,424 | |||
3,273,527 | |||||
Life Sciences Tools & Services — 1.3% | |||||
5,924 | Danaher Corp. | 1,370,458 | |||
6,055 | Medpace Holdings, Inc. (a) | 1,856,039 | |||
3,508 | Thermo Fisher Scientific, Inc. (b) | 1,862,012 | |||
5,088,509 | |||||
Machinery — 1.4% | |||||
21,619 | Allison Transmission Holdings, Inc. | 1,257,145 | |||
4,569 | Caterpillar, Inc. | 1,350,916 | |||
14,579 | Graco, Inc. | 1,264,874 | |||
6,040 | Lincoln Electric Holdings, Inc. | 1,313,458 | |||
5,186,393 | |||||
Marine Transportation — 0.6% | |||||
9,262 | Matson, Inc. | 1,015,115 | |||
53,862 | Star Bulk Carriers Corp. | 1,145,106 | |||
2,160,221 | |||||
Media — 0.5% | |||||
38,496 | Comcast Corp., Class A | 1,688,050 | |||
28,582 | Sinclair, Inc. | 372,423 | |||
2,060,473 | |||||
Metals & Mining — 1.0% | |||||
16,014 | Arch Resources, Inc. | 2,657,363 | |||
15,541 | Southern Copper Corp. | 1,337,614 | |||
3,994,977 | |||||
Mortgage REITs — 0.4% | |||||
52,487 | Blackstone Mortgage Trust, Inc., Class A | 1,116,399 | |||
71,091 | Redwood Trust, Inc. | 526,784 | |||
1,643,183 | |||||
Office REITs — 1.7% | |||||
52,975 | Equity Commonwealth | 1,017,120 | |||
38,026 | Kilroy Realty Corp. | 1,514,956 | |||
90,248 | SL Green Realty Corp. | 4,076,502 | |||
6,608,578 | |||||
Oil, Gas & Consumable Fuels — 6.9% | |||||
112,227 | Antero Midstream Corp. | 1,406,204 | |||
3,165 | Cheniere Energy, Inc. | 540,297 |
First Trust BuyWrite Income ETF (FTHI)Portfolio of Investments (Continued)December 31, 2023 (Unaudited)
Shares | Description | Value | |||
COMMON STOCKS (Continued) | |||||
Oil, Gas & Consumable Fuels (Continued) | |||||
17,322 | Chevron Corp. (b) | $2,583,750 | |||
12,548 | Chord Energy Corp. | 2,085,854 | |||
11,886 | ConocoPhillips | 1,379,608 | |||
55,494 | CVR Energy, Inc. | 1,681,468 | |||
112,465 | DHT Holdings, Inc. | 1,103,282 | |||
30,781 | Dorian LPG Ltd. | 1,350,362 | |||
20,884 | DT Midstream, Inc. | 1,144,443 | |||
36,997 | Exxon Mobil Corp. (b) | 3,698,960 | |||
46,584 | Hess Midstream, L.P., Class A (c) | 1,473,452 | |||
6,757 | HF Sinclair Corp. | 375,487 | |||
26,771 | Murphy Oil Corp. | 1,142,051 | |||
63,274 | PBF Energy, Inc., Class A | 2,781,525 | |||
75,380 | Plains All American Pipeline, L.P. (d) | 1,142,007 | |||
33,113 | Scorpio Tankers, Inc. | 2,013,270 | |||
16,596 | Viper Energy, Inc. | 520,783 | |||
26,422,803 | |||||
Paper & Forest Products — 0.3% | |||||
20,097 | Sylvamo Corp. | 986,964 | |||
Personal Care Products — 2.1% | |||||
49,479 | BellRing Brands, Inc. (a) | 2,742,621 | |||
106,087 | Coty, Inc., Class A (a) | 1,317,600 | |||
34,965 | Nu Skin Enterprises, Inc., Class A | 679,020 | |||
70,764 | Unilever PLC, ADR (b) | 3,430,639 | |||
8,169,880 | |||||
Pharmaceuticals — 2.7% | |||||
20,657 | Bristol-Myers Squibb Co. | 1,059,911 | |||
7,462 | Eli Lilly & Co. (b) | 4,349,749 | |||
25,169 | Merck & Co., Inc. (b) | 2,743,924 | |||
3,839 | Novartis AG, ADR | 387,624 | |||
11,568 | Novo Nordisk A/S, ADR (b) | 1,196,710 | |||
38,191 | Organon & Co. | 550,714 | |||
10,288,632 | |||||
Professional Services — 0.3% | |||||
9,249 | Booz Allen Hamilton Holding Corp. | 1,183,040 | |||
Residential REITs — 0.6% | |||||
32,461 | American Homes 4 Rent, Class A | 1,167,297 | |||
16,881 | Equity LifeStyle Properties, Inc. | 1,190,786 | |||
2,358,083 | |||||
Semiconductors & Semiconductor Equipment — 6.0% | |||||
15,004 | Advanced Micro Devices, Inc. (a) | 2,211,739 | |||
8,119 | Applied Materials, Inc. | 1,315,846 | |||
3,391 | Broadcom, Inc. | 3,785,204 | |||
31,627 | Intel Corp. | 1,589,257 | |||
22,200 | NVIDIA Corp. (b) | 10,993,884 | |||
10,584 | QUALCOMM, Inc. | 1,530,764 | |||
8,195 | Texas Instruments, Inc. | 1,396,920 | |||
22,823,614 |
First Trust BuyWrite Income ETF (FTHI)Portfolio of Investments (Continued)December 31, 2023 (Unaudited)
Shares | Description | Value | |||
COMMON STOCKS (Continued) | |||||
Software — 10.1% | |||||
4,299 | Adobe, Inc. (a) | $2,564,783 | |||
12,863 | CommVault Systems, Inc. (a) | 1,027,111 | |||
14,239 | Dolby Laboratories, Inc., Class A | 1,227,117 | |||
35,711 | Dropbox, Inc., Class A (a) | 1,052,760 | |||
11,226 | InterDigital, Inc. | 1,218,470 | |||
2,414 | Intuit, Inc. | 1,508,822 | |||
65,696 | Microsoft Corp. (b) | 24,704,324 | |||
14,632 | Oracle Corp. | 1,542,652 | |||
8,908 | Salesforce, Inc. (a) | 2,344,051 | |||
1,905 | ServiceNow, Inc. (a) | 1,345,864 | |||
38,535,954 | |||||
Specialty Retail — 1.9% | |||||
66,888 | Gap (The), Inc. | 1,398,628 | |||
8,490 | Home Depot (The), Inc. (b) | 2,942,209 | |||
5,332 | Lowe’s Cos., Inc. | 1,186,637 | |||
1,595 | Murphy USA, Inc. | 568,713 | |||
13,115 | TJX (The) Cos., Inc. | 1,230,318 | |||
7,326,505 | |||||
Technology Hardware, Storage & Peripherals — 6.8% | |||||
128,356 | Apple, Inc. (b) | 24,712,381 | |||
15,890 | Dell Technologies, Inc., Class C (b) | 1,215,585 | |||
25,927,966 | |||||
Textiles, Apparel & Luxury Goods — 1.0% | |||||
16,543 | Carter’s, Inc. | 1,238,905 | |||
1,908 | Deckers Outdoor Corp. (a) | 1,275,365 | |||
11,623 | NIKE, Inc., Class B | 1,261,909 | |||
3,776,179 | |||||
Tobacco — 0.5% | |||||
14,963 | Philip Morris International, Inc. | 1,407,719 | |||
36,884 | Vector Group Ltd. | 416,052 | |||
1,823,771 | |||||
Trading Companies & Distributors — 0.7% | |||||
7,076 | Ferguson PLC | 1,366,163 | |||
3,029 | Watsco, Inc. | 1,297,836 | |||
2,663,999 | |||||
Wireless Telecommunication Services — 2.4% | |||||
78,454 | America Movil SAB de C.V., ADR | 1,452,968 | |||
152,877 | Rogers Communications, Inc., Class B | 7,156,172 | |||
65,588 | Vodafone Group PLC, ADR | 570,616 | |||
9,179,756 | |||||
Total Investments — 98.9% | 376,267,767 | ||||
(Cost $324,642,253) |
Number of Contracts | Description | Notional Amount | Exercise Price | Expiration Date | Value |
WRITTEN OPTIONS — (2.3)% | |||||
Call Options Written — (2.3)% | |||||
(100 ) | S&P 500® Index | $(47,698,300 ) | $4,525.00 | 01/19/24 | (2,562,200 ) |
First Trust BuyWrite Income ETF (FTHI)Portfolio of Investments (Continued)December 31, 2023 (Unaudited)
Number of Contracts | Description | Notional Amount | Exercise Price | Expiration Date | Value |
WRITTEN OPTIONS (Continued) | |||||
Call Options Written (Continued) | |||||
(10 ) | S&P 500® Index | $(4,769,830 ) | $4,575.00 | 01/19/24 | $(216,340 ) |
(22 ) | S&P 500® Index | (10,493,626 ) | 4,600.00 | 01/19/24 | (422,246 ) |
(100 ) | S&P 500® Index | (47,698,300 ) | 4,625.00 | 01/19/24 | (1,563,300 ) |
(100 ) | S&P 500® Index | (47,698,300 ) | 4,650.00 | 01/19/24 | (1,465,400 ) |
(102 ) | S&P 500® Index | (48,652,266 ) | 4,675.00 | 01/19/24 | (1,294,686 ) |
(100 ) | S&P 500® Index | (47,698,300 ) | 4,725.00 | 02/16/24 | (1,287,000 ) |
Total Written Options | (8,811,172 ) | ||||
(Premiums received $4,340,221) | |||||
Net Other Assets and Liabilities — 3.4% | 12,986,069 | ||||
Net Assets — 100.0% | $380,442,664 |
(a) | Non-income producing security. |
(b) | All or a portion of this security is pledged as collateral for the options written. At December 31, 2023, the value of these securities amounts to $68,442,953. |
(c) | This security is taxed as a “C” corporation for federal income tax purposes. |
(d) | Security is a Master Limited Partnership (“MLP”). |
Abbreviations throughout the Portfolio of Investments: | |
ADR | – American Depositary Receipt |
Valuation Inputs
A summary of the inputs used to value the Fund’s investments as of December 31, 2023 is as follows (see Valuation Inputs in the Additional Information section):
ASSETS TABLE | ||||
Total Value at 12/31/2023 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Common Stocks* | $376,267,767 | $376,267,767 | $— | $— |
LIABILITIES TABLE | ||||
Total Value at 12/31/2023 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Written Options | $(8,811,172 ) | $(8,594,832 ) | $(216,340 ) | $— |
* | See Portfolio of Investments for industry breakout. |
First Trust Nasdaq BuyWrite Income ETF (FTQI)Portfolio of InvestmentsDecember 31, 2023 (Unaudited)
Shares | Description | Value | |||
COMMON STOCKS — 99.0% | |||||
Aerospace & Defense — 0.8% | |||||
607 | Axon Enterprise, Inc. (a) | $156,806 | |||
628 | Boeing (The) Co. (a) | 163,695 | |||
1,003 | L3Harris Technologies, Inc. | 211,252 | |||
299 | Lockheed Martin Corp. | 135,519 | |||
287 | Northrop Grumman Corp. | 134,356 | |||
2,263 | Woodward, Inc. | 308,062 | |||
1,109,690 | |||||
Air Freight & Logistics — 0.4% | |||||
1,658 | C.H. Robinson Worldwide, Inc. | 143,235 | |||
2,454 | Expeditors International of Washington, Inc. | 312,149 | |||
911 | United Parcel Service, Inc., Class B | 143,236 | |||
598,620 | |||||
Automobiles — 2.7% | |||||
481 | Ferrari N.V. | 162,785 | |||
14,123 | Tesla, Inc. (a) (b) | 3,509,283 | |||
3,672,068 | |||||
Banks — 0.6% | |||||
4,145 | East West Bancorp, Inc. | 298,233 | |||
3,348 | Pinnacle Financial Partners, Inc. | 292,013 | |||
2,984 | UMB Financial Corp. | 249,313 | |||
839,559 | |||||
Beverages — 2.5% | |||||
2,614 | Celsius Holdings, Inc. (a) | 142,515 | |||
182 | Coca-Cola Consolidated, Inc. | 168,969 | |||
970 | Constellation Brands, Inc., Class A | 234,497 | |||
3,110 | Diageo PLC, ADR | 453,003 | |||
14,230 | PepsiCo, Inc. (b) | 2,416,823 | |||
3,415,807 | |||||
Biotechnology — 2.5% | |||||
1,524 | AbbVie, Inc. | 236,174 | |||
5,914 | ACADIA Pharmaceuticals, Inc. (a) | 185,167 | |||
976 | Alnylam Pharmaceuticals, Inc. (a) | 186,816 | |||
5,642 | Amgen, Inc. | 1,625,009 | |||
2,247 | BioMarin Pharmaceutical, Inc. (a) | 216,656 | |||
1,998 | Exact Sciences Corp. (a) | 147,812 | |||
5,375 | Halozyme Therapeutics, Inc. (a) | 198,660 | |||
3,564 | Incyte Corp. (a) | 223,784 | |||
2,350 | Neurocrine Biosciences, Inc. (a) | 309,636 | |||
15,315 | Roivant Sciences Ltd. (a) | 171,987 | |||
3,501,701 | |||||
Broadline Retail — 4.1% | |||||
37,107 | Amazon.com, Inc. (a) (b) | 5,638,038 | |||
Building Products — 0.7% | |||||
2,153 | AAON, Inc. | 159,042 | |||
5,880 | UFP Industries, Inc. | 738,234 | |||
897,276 | |||||
Capital Markets — 2.5% | |||||
58,376 | BGC Group, Inc., Class A | 421,475 |
First Trust Nasdaq BuyWrite Income ETF (FTQI)Portfolio of Investments (Continued)December 31, 2023 (Unaudited)
Shares | Description | Value | |||
COMMON STOCKS (Continued) | |||||
Capital Markets (Continued) | |||||
180 | BlackRock, Inc. | $146,124 | |||
2,554 | Charles Schwab (The) Corp. | 175,715 | |||
1,303 | CME Group, Inc. | 274,412 | |||
1,290 | Coinbase Global, Inc., Class A (a) | 224,357 | |||
620 | MarketAxess Holdings, Inc. | 181,567 | |||
1,234 | Morningstar, Inc. | 353,220 | |||
260 | MSCI, Inc. | 147,069 | |||
4,292 | Nasdaq, Inc. | 249,537 | |||
1,819 | S&P Global, Inc. | 801,306 | |||
1,407 | T. Rowe Price Group, Inc. | 151,520 | |||
1,682 | Tradeweb Markets, Inc., Class A | 152,860 | |||
5,792 | XP, Inc., Class A | 150,997 | |||
3,430,159 | |||||
Chemicals — 0.4% | |||||
1,352 | Linde PLC | 555,280 | |||
Commercial Services & Supplies — 0.4% | |||||
1,685 | Casella Waste Systems, Inc., Class A (a) | 144,000 | |||
841 | Republic Services, Inc. | 138,689 | |||
3,407 | Rollins, Inc. | 148,784 | |||
789 | Waste Management, Inc. | 141,310 | |||
572,783 | |||||
Communications Equipment — 2.0% | |||||
1,065 | Arista Networks, Inc. (a) | 250,818 | |||
46,281 | Cisco Systems, Inc. (b) | 2,338,116 | |||
704 | Motorola Solutions, Inc. | 220,416 | |||
2,809,350 | |||||
Construction & Engineering — 0.1% | |||||
2,103 | Sterling Infrastructure, Inc. (a) | 184,917 | |||
Construction Materials — 0.1% | |||||
645 | Vulcan Materials Co. | 146,421 | |||
Consumer Finance — 0.1% | |||||
820 | American Express Co. | 153,619 | |||
Consumer Staples Distribution & Retail — 3.1% | |||||
1,586 | Casey’s General Stores, Inc. | 435,738 | |||
4,676 | Costco Wholesale Corp. (b) | 3,086,534 | |||
1,101 | Dollar General Corp. | 149,681 | |||
1,045 | Target Corp. | 148,829 | |||
2,390 | Walmart, Inc. | 376,783 | |||
4,197,565 | |||||
Distributors — 0.1% | |||||
387 | Pool Corp. | 154,301 | |||
Diversified Consumer Services — 0.4% | |||||
2,515 | Duolingo, Inc. (a) | 570,528 | |||
Electric Utilities — 0.8% | |||||
5,022 | Alliant Energy Corp. | 257,629 | |||
2,682 | Evergy, Inc. | 140,000 |
First Trust Nasdaq BuyWrite Income ETF (FTQI)Portfolio of Investments (Continued)December 31, 2023 (Unaudited)
Shares | Description | Value | |||
COMMON STOCKS (Continued) | |||||
Electric Utilities (Continued) | |||||
15,611 | FirstEnergy Corp. | $572,299 | |||
1,976 | Southern (The) Co. | 138,557 | |||
1,108,485 | |||||
Electrical Equipment — 0.1% | |||||
608 | Eaton Corp. PLC | 146,419 | |||
Electronic Equipment, Instruments & Components — 1.9% | |||||
6,468 | Amphenol Corp., Class A | 641,173 | |||
1,063 | Badger Meter, Inc. | 164,095 | |||
930 | CDW Corp. | 211,408 | |||
1,412 | IPG Photonics Corp. (a) | 153,258 | |||
2,019 | Itron, Inc. (a) | 152,455 | |||
1,700 | Keysight Technologies, Inc. (a) | 270,453 | |||
830 | Littelfuse, Inc. | 222,075 | |||
1,588 | Novanta, Inc. (a) | 267,435 | |||
1,033 | TE Connectivity Ltd. | 145,136 | |||
1,524 | Zebra Technologies Corp., Class A (a) | 416,555 | |||
2,644,043 | |||||
Energy Equipment & Services — 0.4% | |||||
5,809 | Weatherford International PLC (a) | 568,294 | |||
Entertainment — 2.8% | |||||
7,204 | NetEase, Inc., ADR | 671,125 | |||
4,426 | Netflix, Inc. (a) (b) | 2,154,931 | |||
5,971 | Take-Two Interactive Software, Inc. (a) (b) | 961,032 | |||
1,423 | Walt Disney (The) Co. | 128,483 | |||
3,915,571 | |||||
Financial Services — 0.2% | |||||
1,229 | Visa, Inc., Class A | 319,970 | |||
Food Products — 0.2% | |||||
2,116 | General Mills, Inc. | 137,836 | |||
819 | Lancaster Colony Corp. | 136,274 | |||
274,110 | |||||
Ground Transportation — 0.9% | |||||
1,887 | Canadian Pacific Kansas City Ltd. | 149,186 | |||
2,212 | J.B. Hunt Transport Services, Inc. | 441,825 | |||
1,008 | Saia, Inc. (a) | 441,726 | |||
619 | Union Pacific Corp. | 152,039 | |||
1,184,776 | |||||
Health Care Equipment & Supplies — 1.5% | |||||
903 | Becton Dickinson & Co. | 220,179 | |||
755 | Cooper (The) Cos., Inc. | 285,722 | |||
3,247 | Edwards Lifesciences Corp. (a) | 247,584 | |||
3,049 | Hologic, Inc. (a) | 217,851 | |||
1,566 | ICU Medical, Inc. (a) | 156,193 | |||
1,269 | Insulet Corp. (a) | 275,348 | |||
1,430 | Masimo Corp. (a) | 167,610 | |||
1,980 | QuidelOrtho Corp. (a) | 145,926 |
First Trust Nasdaq BuyWrite Income ETF (FTQI)Portfolio of Investments (Continued)December 31, 2023 (Unaudited)
Shares | Description | Value | |||
COMMON STOCKS (Continued) | |||||
Health Care Equipment & Supplies (Continued) | |||||
897 | ResMed, Inc. | $154,302 | |||
783 | Shockwave Medical, Inc. (a) | 149,208 | |||
2,019,923 | |||||
Health Care Providers & Services — 0.6% | |||||
287 | Elevance Health, Inc. | 135,338 | |||
1,964 | Henry Schein, Inc. (a) | 148,694 | |||
271 | Humana, Inc. | 124,067 | |||
743 | UnitedHealth Group, Inc. | 391,167 | |||
799,266 | |||||
Health Care Technology — 0.1% | |||||
922 | Veeva Systems, Inc., Class A (a) | 177,503 | |||
Hotels, Restaurants & Leisure — 0.4% | |||||
1,102 | Churchill Downs, Inc. | 148,693 | |||
1,959 | DoorDash, Inc., Class A (a) | 193,726 | |||
836 | McDonald’s Corp. | 247,882 | |||
590,301 | |||||
Household Products — 0.4% | |||||
1,478 | Church & Dwight Co., Inc. | 139,760 | |||
3,382 | Colgate-Palmolive Co. | 269,579 | |||
1,130 | Kimberly-Clark Corp. | 137,306 | |||
546,645 | |||||
Industrial Conglomerates — 0.2% | |||||
1,431 | 3M Co. | 156,437 | |||
1,129 | General Electric Co. | 144,094 | |||
300,531 | |||||
Industrial REITs — 0.1% | |||||
1,218 | Prologis, Inc. | 162,359 | |||
Insurance — 0.6% | |||||
1,599 | Arch Capital Group Ltd. (a) | 118,758 | |||
544 | Arthur J. Gallagher & Co. | 122,335 | |||
843 | Erie Indemnity Co., Class A | 282,337 | |||
865 | Progressive (The) Corp. | 137,777 | |||
756 | Willis Towers Watson PLC | 182,347 | |||
843,554 | |||||
Interactive Media & Services — 7.9% | |||||
19,625 | Alphabet, Inc., Class A (a) (b) | 2,741,416 | |||
19,379 | Alphabet, Inc., Class C (a) (b) | 2,731,083 | |||
15,245 | Meta Platforms, Inc., Class A (a) (b) | 5,396,120 | |||
10,868,619 | |||||
IT Services — 2.6% | |||||
3,441 | Accenture PLC, Class A (b) | 1,207,481 | |||
13,344 | Akamai Technologies, Inc. (a) (b) | 1,579,263 | |||
1,431 | MongoDB, Inc. (a) | 585,064 | |||
1,271 | Snowflake, Inc., Class A (a) | 252,929 | |||
3,624,737 | |||||
Life Sciences Tools & Services — 1.9% | |||||
3,113 | 10X Genomics, Inc., Class A (a) | 174,203 | |||
4,132 | Agilent Technologies, Inc. | 574,472 |
First Trust Nasdaq BuyWrite Income ETF (FTQI)Portfolio of Investments (Continued)December 31, 2023 (Unaudited)
Shares | Description | Value | |||
COMMON STOCKS (Continued) | |||||
Life Sciences Tools & Services (Continued) | |||||
2,624 | Bio-Techne Corp. | $202,468 | |||
2,995 | Bruker Corp. | 220,073 | |||
2,143 | ICON PLC (a) | 606,619 | |||
1,323 | Medpace Holdings, Inc. (a) | 405,539 | |||
129 | Mettler-Toledo International, Inc. (a) | 156,472 | |||
873 | Repligen Corp. (a) | 156,965 | |||
518 | Waters Corp. (a) | 170,541 | |||
2,667,352 | |||||
Machinery — 0.7% | |||||
580 | Caterpillar, Inc. | 171,489 | |||
361 | Deere & Co. | 144,353 | |||
559 | Illinois Tool Works, Inc. | 146,425 | |||
1,046 | Nordson Corp. | 276,311 | |||
1,592 | Otis Worldwide Corp. | 142,436 | |||
307 | Parker-Hannifin Corp. | 141,435 | |||
1,022,449 | |||||
Media — 1.4% | |||||
41,860 | Comcast Corp., Class A (b) | 1,835,561 | |||
1,606 | Liberty Broadband Corp., Class C (a) | 129,428 | |||
1,964,989 | |||||
Metals & Mining — 0.2% | |||||
1,741 | Royal Gold, Inc. | 210,591 | |||
Oil, Gas & Consumable Fuels — 0.6% | |||||
1,885 | ConocoPhillips | 218,792 | |||
1,295 | Exxon Mobil Corp. | 129,474 | |||
23,840 | Plains GP Holdings, L.P., Class A (c) | 380,248 | |||
89 | Texas Pacific Land Corp. | 139,948 | |||
868,462 | |||||
Personal Care Products — 0.2% | |||||
1,841 | Estee Lauder (The) Cos., Inc., Class A | 269,246 | |||
Pharmaceuticals — 1.3% | |||||
2,439 | Amphastar Pharmaceuticals, Inc. (a) | 150,852 | |||
2,778 | Bristol-Myers Squibb Co. | 142,539 | |||
1,921 | Eli Lilly & Co. (b) | 1,119,789 | |||
1,413 | Jazz Pharmaceuticals PLC (a) | 173,799 | |||
5,575 | Royalty Pharma PLC, Class A | 156,602 | |||
1,743,581 | |||||
Semiconductors & Semiconductor Equipment — 13.1% | |||||
16,183 | Advanced Micro Devices, Inc. (a) (b) | 2,385,536 | |||
5,623 | Allegro MicroSystems, Inc. (a) | 170,208 | |||
3,974 | Broadcom, Inc. (b) | 4,435,977 | |||
2,480 | Diodes, Inc. (a) | 199,690 | |||
39,274 | Intel Corp. (b) | 1,973,519 | |||
2,506 | MKS Instruments, Inc. | 257,792 | |||
528 | Monolithic Power Systems, Inc. | 333,052 | |||
10,817 | NVIDIA Corp. (b) | 5,356,795 | |||
3,135 | Power Integrations, Inc. | 257,415 | |||
11,783 | QUALCOMM, Inc. | 1,704,175 |
First Trust Nasdaq BuyWrite Income ETF (FTQI)Portfolio of Investments (Continued)December 31, 2023 (Unaudited)
Shares | Description | Value | |||
COMMON STOCKS (Continued) | |||||
Semiconductors & Semiconductor Equipment (Continued) | |||||
3,510 | Rambus, Inc. (a) | $239,558 | |||
2,205 | Silicon Laboratories, Inc. (a) | 291,655 | |||
3,560 | Skyworks Solutions, Inc. | 400,215 | |||
18,005,587 | |||||
Software — 17.6% | |||||
4,562 | Adobe, Inc. (a) (b) | 2,721,689 | |||
7,632 | Bentley Systems, Inc., Class B | 398,238 | |||
6,814 | Check Point Software Technologies Ltd. (a) (b) | 1,041,111 | |||
1,193 | CyberArk Software Ltd. (a) | 261,327 | |||
13,198 | Dropbox, Inc., Class A (a) | 389,077 | |||
2,847 | Intuit, Inc. | 1,779,460 | |||
1,033 | Manhattan Associates, Inc. (a) | 222,426 | |||
35,063 | Microsoft Corp. (b) | 13,185,091 | |||
6,854 | Oracle Corp. (b) | 722,617 | |||
4,026 | PTC, Inc. (a) | 704,389 | |||
2,641 | Qualys, Inc. (a) | 518,376 | |||
4,373 | Rapid7, Inc. (a) | 249,698 | |||
883 | Roper Technologies, Inc. | 481,385 | |||
2,773 | Salesforce, Inc. (a) (b) | 729,687 | |||
652 | ServiceNow, Inc. (a) | 460,631 | |||
1,023 | Tyler Technologies, Inc. (a) | 427,737 | |||
24,292,939 | |||||
Specialized REITs — 2.2% | |||||
2,208 | American Tower Corp. | 476,663 | |||
1,300 | Crown Castle, Inc. | 149,747 | |||
2,117 | Equinix, Inc. (b) | 1,705,010 | |||
1,051 | Extra Space Storage, Inc. | 168,507 | |||
1,839 | SBA Communications Corp. | 466,536 | |||
2,966,463 | |||||
Specialty Retail — 0.9% | |||||
1,294 | Five Below, Inc. (a) | 275,829 | |||
670 | Lowe’s Cos., Inc. | 149,109 | |||
1,526 | TJX (The) Cos., Inc. | 143,154 | |||
1,596 | Tractor Supply Co. | 343,188 | |||
696 | Ulta Beauty, Inc. (a) | 341,033 | |||
1,252,313 | |||||
Technology Hardware, Storage & Peripherals — 11.7% | |||||
75,809 | Apple, Inc. (b) | 14,595,507 | |||
2,067 | Logitech International S.A. | 196,489 | |||
10,588 | NetApp, Inc. | 933,438 | |||
5,494 | Seagate Technology Holdings PLC | 469,023 | |||
16,194,457 | |||||
Textiles, Apparel & Luxury Goods — 0.5% | |||||
4,139 | NIKE, Inc., Class B | 449,371 | |||
3,856 | Steven Madden Ltd. | 161,952 | |||
611,323 | |||||
Trading Companies & Distributors — 0.1% | |||||
813 | Ferguson PLC | 156,966 |
First Trust Nasdaq BuyWrite Income ETF (FTQI)Portfolio of Investments (Continued)December 31, 2023 (Unaudited)
Shares | Description | Value | |||
COMMON STOCKS (Continued) | |||||
Wireless Telecommunication Services — 1.4% | |||||
12,001 | T-Mobile US, Inc. (b) | $1,924,120 | |||
Total Investments — 99.0% | 136,693,626 | ||||
(Cost $116,503,678) |
Number of Contracts | Description | Notional Amount | Exercise Price | Expiration Date | Value |
WRITTEN OPTIONS — (3.0)% | |||||
Call Options Written — (3.0)% | |||||
(15 ) | Nasdaq -100 Index® | $(25,238,895 ) | $16,000.00 | 01/19/24 | (1,354,800 ) |
(16 ) | Nasdaq -100 Index® | (26,921,488 ) | 16,300.00 | 01/19/24 | (1,038,432 ) |
(16 ) | Nasdaq -100 Index® | (26,921,488 ) | 16,500.00 | 01/19/24 | (742,480 ) |
(16 ) | Nasdaq -100 Index® | (26,921,488 ) | 16,500.00 | 02/16/24 | (1,064,080 ) |
Total Written Options | (4,199,792 ) | ||||
(Premiums received $2,420,389) | |||||
Net Other Assets and Liabilities — 4.0% | 5,529,081 | ||||
Net Assets — 100.0% | $138,022,915 |
(a) | Non-income producing security. |
(b) | All or a portion of this security is pledged as collateral for the options written. At December 31, 2023, the value of these securities amounts to $43,183,122. |
(c) | This security is taxed as a “C” corporation for federal income tax purposes. |
Abbreviations throughout the Portfolio of Investments: | |
ADR | – American Depositary Receipt |
Valuation Inputs
A summary of the inputs used to value the Fund’s investments as of December 31, 2023 is as follows (see Valuation Inputs in the Additional Information section):
ASSETS TABLE | ||||
Total Value at 12/31/2023 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Common Stocks* | $136,693,626 | $136,693,626 | $— | $— |
LIABILITIES TABLE | ||||
Total Value at 12/31/2023 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Written Options | $(4,199,792 ) | $(4,199,792 ) | $— | $— |
* | See Portfolio of Investments for industry breakout. |
First Trust Rising Dividend Achievers ETF (RDVY)Portfolio of InvestmentsDecember 31, 2023 (Unaudited)
Shares | Description | Value | |||
COMMON STOCKS — 99.8% | |||||
Banks — 15.9% | |||||
5,414,912 | Bank of America Corp. | $182,320,087 | |||
5,421,366 | Citizens Financial Group, Inc. | 179,664,069 | |||
3,290,268 | Comerica, Inc. | 183,629,857 | |||
14,147,768 | Huntington Bancshares, Inc. | 179,959,609 | |||
1,101,122 | JPMorgan Chase & Co. | 187,300,852 | |||
1,194,383 | PNC Financial Services Group (The), Inc. | 184,950,208 | |||
2,259,320 | Popular, Inc. | 185,422,392 | |||
9,316,136 | Regions Financial Corp. | 180,546,716 | |||
1,463,793,790 | |||||
Capital Markets — 4.0% | |||||
479,197 | Goldman Sachs Group (The), Inc. | 184,859,827 | |||
1,986,671 | Morgan Stanley | 185,257,071 | |||
370,116,898 | |||||
Chemicals — 2.1% | |||||
2,386,418 | CF Industries Holdings, Inc. | 189,720,231 | |||
Communications Equipment — 2.0% | |||||
3,648,303 | Cisco Systems, Inc. | 184,312,268 | |||
Consumer Finance — 8.2% | |||||
1,007,911 | American Express Co. | 188,822,046 | |||
1,402,990 | Capital One Financial Corp. | 183,960,049 | |||
1,715,932 | Discover Financial Services | 192,870,757 | |||
4,901,400 | Synchrony Financial | 187,184,466 | |||
752,837,318 | |||||
Financial Services — 7.9% | |||||
5,344,867 | Equitable Holdings, Inc. | 177,984,071 | |||
434,678 | Mastercard, Inc., Class A | 185,394,514 | |||
9,595,953 | MGIC Investment Corp. | 185,105,933 | |||
705,122 | Visa, Inc., Class A | 183,578,513 | |||
732,063,031 | |||||
Food Products — 1.9% | |||||
2,401,838 | Archer-Daniels-Midland Co. | 173,460,740 | |||
Health Care Equipment & Supplies — 2.0% | |||||
1,695,777 | Abbott Laboratories | 186,654,174 | |||
Health Care Providers & Services — 3.9% | |||||
388,385 | Elevance Health, Inc. | 183,146,830 | |||
394,259 | Humana, Inc. | 180,495,713 | |||
363,642,543 | |||||
Household Durables — 2.0% | |||||
1,219,070 | Lennar Corp., Class A | 181,690,193 | |||
Insurance — 4.0% | |||||
2,258,166 | Aflac, Inc. | 186,298,695 | |||
2,325,132 | Principal Financial Group, Inc. | 182,918,135 | |||
369,216,830 |
Shares | Description | Value | |||
IT Services — 4.0% | |||||
530,377 | Accenture PLC, Class A | $186,114,593 | |||
2,388,611 | Cognizant Technology Solutions Corp., Class A | 180,411,789 | |||
366,526,382 | |||||
Machinery — 4.1% | |||||
4,073,859 | Mueller Industries, Inc. | 192,082,452 | |||
635,527 | Snap-on, Inc. | 183,565,619 | |||
375,648,071 | |||||
Media — 3.9% | |||||
5,511,083 | Interpublic Group of (The) Cos., Inc. | 179,881,749 | |||
2,094,767 | Omnicom Group, Inc. | 181,218,293 | |||
361,100,042 | |||||
Metals & Mining — 7.9% | |||||
4,384,064 | Freeport-McMoRan, Inc. | 186,629,604 | |||
1,052,772 | Nucor Corp. | 183,224,439 | |||
671,100 | Reliance Steel & Aluminum Co. | 187,693,248 | |||
1,460,179 | Steel Dynamics, Inc. | 172,447,140 | |||
729,994,431 | |||||
Oil, Gas & Consumable Fuels — 11.8% | |||||
1,218,212 | Chevron Corp. | 181,708,502 | |||
1,113,161 | Chord Energy Corp. | 185,040,753 | |||
2,643,033 | Civitas Resources, Inc. | 180,730,596 | |||
1,588,437 | ConocoPhillips | 184,369,883 | |||
1,803,167 | Exxon Mobil Corp. | 180,280,637 | |||
8,458,388 | Magnolia Oil & Gas Corp., Class A | 180,079,080 | |||
1,092,209,451 | |||||
Paper & Forest Products — 2.1% | |||||
2,695,495 | Louisiana-Pacific Corp. | 190,921,911 | |||
Pharmaceuticals — 2.1% | |||||
6,832,089 | Pfizer, Inc. | 196,695,842 | |||
Semiconductors & Semiconductor Equipment — 6.1% | |||||
235,408 | Lam Research Corp. | 184,385,670 | |||
2,234,840 | Micron Technology, Inc. | 190,721,246 | |||
1,078,857 | Texas Instruments, Inc. | 183,901,964 | |||
559,008,880 | |||||
Software — 2.0% | |||||
490,753 | Microsoft Corp. | 184,542,758 |
First Trust Rising Dividend Achievers ETF (RDVY)Portfolio of Investments (Continued)December 31, 2023 (Unaudited)
Shares | Description | Value | |||
COMMON STOCKS (Continued) | |||||
Technology Hardware, Storage & Peripherals — 1.9% | |||||
2,046,123 | NetApp, Inc. | $180,386,204 | |||
Total Investments — 99.8% | 9,204,541,988 | ||||
(Cost $8,127,208,891) | |||||
Net Other Assets and Liabilities — 0.2% | 14,530,829 | ||||
Net Assets — 100.0% | $9,219,072,817 |
Valuation Inputs
A summary of the inputs used to value the Fund’s investments as of December 31, 2023 is as follows (see Valuation Inputs in the Additional Information section):
Total Value at 12/31/2023 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Common Stocks* | $ 9,204,541,988 | $ 9,204,541,988 | $ — | $ — |
* | See Portfolio of Investments for industry breakout. |
First Trust Dorsey Wright Focus 5 ETF (FV)Portfolio of InvestmentsDecember 31, 2023 (Unaudited)
Shares | Description | Value | |||
EXCHANGE-TRADED FUNDS — 100.0% | |||||
Capital Markets (a) — 100.0% | |||||
11,629,948 | First Trust Consumer Discretionary AlphaDEX® Fund | $685,934,333 | |||
3,650,049 | First Trust Dow Jones Internet Index Fund (b) | 680,916,641 | |||
10,498,175 | First Trust Industrials/Producer Durables AlphaDEX® Fund | 680,911,631 | |||
8,623,680 | First Trust Nasdaq Semiconductor ETF | 703,088,630 | |||
4,066,364 | First Trust NASDAQ-100- Technology Sector Index Fund | 713,524,891 | |||
Total Investments — 100.0% | 3,464,376,126 | ||||
(Cost $2,865,854,893) | |||||
Net Other Assets and Liabilities — 0.0% | 1,473,071 | ||||
Net Assets — 100.0% | $3,465,849,197 |
(a) | Represents investments in affiliated funds. |
(b) | Non-income producing security. |
Valuation Inputs
A summary of the inputs used to value the Fund’s investments as of December 31, 2023 is as follows (see Valuation Inputs in the Additional Information section):
Total Value at 12/31/2023 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Exchange- Traded Funds* | $ 3,464,376,126 | $ 3,464,376,126 | $ — | $ — |
* | See Portfolio of Investments for industry breakout. |
Affiliated Transactions
Amounts relating to investments in affiliated funds at December 31, 2023, and for the fiscal year-to-date period (October 1, 2023 to December 31, 2023) are as follows:
Security Name | Shares at 12/31/2023 | Value at 9/30/2023 | Purchases | Sales | Change in Unrealized Appreciation (Depreciation) | Realized Gain (Loss) | Value at 12/31/2023 | Dividend Income |
First Trust Consumer Discretionary AlphaDEX® Fund | 11,629,948 | $622,838,935 | $9,784,819 | $(37,981,959 ) | $90,343,847 | $948,691 | $685,934,333 | $1,829,774 |
First Trust Dow Jones Internet Index Fund | 3,650,049 | 611,647,546 | 9,754,822 | (37,976,362 ) | 96,855,305 | 635,330 | 680,916,641 | — |
First Trust Industrials/Producer Durables AlphaDEX® Fund | 10,498,175 | 632,987,774 | 9,775,529 | (38,675,585 ) | 73,758,088 | 3,065,825 | 680,911,631 | 2,032,311 |
First Trust Nasdaq Semiconductor ETF | 8,623,680 | 612,314,784 | 9,898,138 | (37,984,368 ) | 115,890,390 | 2,969,686 | 703,088,630 | 1,420,174 |
First Trust NASDAQ-100- Technology Sector Index Fund | 4,066,364 | 620,189,880 | 10,122,330 | (39,180,420 ) | 122,866,187 | (473,086 ) | 713,524,891 | 126,016 |
$3,099,978,919 | $49,335,638 | $(191,798,694 ) | $499,713,817 | $7,146,446 | $3,464,376,126 | $5,408,275 |
First Trust RBA American Industrial Renaissance® ETF (AIRR)Portfolio of InvestmentsDecember 31, 2023 (Unaudited)
Shares | Description | Value | |||
COMMON STOCKS — 99.9% | |||||
Banks — 10.8% | |||||
66,848 | 1st Source Corp. | $3,673,298 | |||
231,838 | Associated Banc-Corp. | 4,959,015 | |||
355,727 | First Commonwealth Financial Corp. | 5,492,425 | |||
207,405 | First Financial Bancorp | 4,925,869 | |||
154,930 | First Merchants Corp. | 5,744,804 | |||
659,453 | FNB Corp. | 9,080,668 | |||
279,621 | Fulton Financial Corp. | 4,602,562 | |||
101,030 | Heartland Financial USA, Inc. | 3,799,738 | |||
55,324 | Lakeland Financial Corp. | 3,604,912 | |||
307,050 | Old National Bancorp | 5,186,074 | |||
37,902 | Park National Corp. | 5,035,660 | |||
135,709 | Peoples Bancorp, Inc. | 4,581,536 | |||
63,840 | QCR Holdings, Inc. | 3,727,617 | |||
63,231 | Wintrust Financial Corp. | 5,864,675 | |||
70,278,853 | |||||
Commercial Services & Supplies — 3.7% | |||||
318,476 | Aris Water Solutions, Inc., Class A | 2,672,014 | |||
120,697 | Clean Harbors, Inc. (a) | 21,062,833 | |||
23,734,847 | |||||
Construction & Engineering — 42.0% | |||||
608,907 | Ameresco, Inc., Class A (a) | 19,284,085 | |||
286,468 | Arcosa, Inc. | 23,673,715 | |||
129,788 | Comfort Systems USA, Inc. | 26,693,498 | |||
403,203 | Construction Partners, Inc., Class A (a) | 17,547,395 | |||
253,501 | Dycom Industries, Inc. (a) | 29,175,430 | |||
101,788 | EMCOR Group, Inc. | 21,928,189 | |||
498,828 | Granite Construction, Inc. | 25,370,392 | |||
366,035 | Limbach Holdings, Inc. (a) | 16,643,611 | |||
308,715 | MasTec, Inc. (a) | 23,375,900 | |||
1,088,638 | MDU Resources Group, Inc. | 21,555,032 | |||
543,831 | Primoris Services Corp. | 18,060,627 | |||
279,334 | Sterling Infrastructure, Inc. (a) | 24,561,839 | |||
436,796 | Tutor Perini Corp. (a) | 3,974,844 | |||
271,844,557 | |||||
Electrical Equipment — 19.3% | |||||
1,076,357 | Array Technologies, Inc. (a) | 18,082,798 | |||
153,581 | Atkore, Inc. (a) | 24,572,960 | |||
113,112 | Encore Wire Corp. | 24,160,723 | |||
69,920 | Hubbell, Inc. | 22,998,785 | |||
160,820 | Powell Industries, Inc. | 14,216,488 | |||
1,328,589 | Shoals Technologies Group, Inc., Class A (a) | 20,646,273 | |||
124,678,027 |
Shares | Description | Value | |||
Machinery — 24.1% | |||||
210,853 | Astec Industries, Inc. | $7,843,732 | |||
698,953 | Blue Bird Corp. (a) | 18,843,773 | |||
128,172 | Douglas Dynamics, Inc. | 3,804,145 | |||
346,754 | Federal Signal Corp. | 26,609,902 | |||
403,808 | Greenbrier (The) Cos., Inc. | 17,840,237 | |||
1,153,199 | Mueller Water Products, Inc., Class A | 16,606,066 | |||
204,724 | Proto Labs, Inc. (a) | 7,976,047 | |||
87,433 | RBC Bearings, Inc. (a) | 24,908,787 | |||
402,673 | Shyft Group (The), Inc. | 4,920,664 | |||
264,758 | SPX Technologies, Inc. (a) | 26,743,206 | |||
156,096,559 | |||||
Total Investments — 99.9% | 646,632,843 | ||||
(Cost $541,708,244) | |||||
Net Other Assets and Liabilities — 0.1% | 932,410 | ||||
Net Assets — 100.0% | $647,565,253 |
(a) | Non-income producing security. |
Valuation Inputs
A summary of the inputs used to value the Fund’s investments as of December 31, 2023 is as follows (see Valuation Inputs in the Additional Information section):
Total Value at 12/31/2023 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Common Stocks* | $ 646,632,843 | $ 646,632,843 | $ — | $ — |
* | See Portfolio of Investments for industry breakout. |
First Trust Dorsey Wright Momentum & Dividend ETF (DDIV)Portfolio of InvestmentsDecember 31, 2023 (Unaudited)
Shares | Description | Value | |||
COMMON STOCKS — 99.9% | |||||
Banks — 13.2% | |||||
6,216 | JPMorgan Chase & Co. | $1,057,342 | |||
16,776 | Popular, Inc. | 1,376,806 | |||
21,304 | Western Alliance Bancorp | 1,401,590 | |||
40,182 | Zions Bancorp N.A. | 1,762,784 | |||
5,598,522 | |||||
Beverages — 2.0% | |||||
13,761 | Molson Coors Beverage Co., Class B | 842,311 | |||
Building Products — 0.9% | |||||
4,766 | A.O. Smith Corp. | 392,909 | |||
Capital Markets — 6.5% | |||||
8,361 | Ares Management Corp., Class A | 994,290 | |||
9,082 | Blackstone, Inc. | 1,189,015 | |||
3,489 | Evercore, Inc., Class A | 596,794 | |||
2,780,099 | |||||
Consumer Finance — 6.2% | |||||
53,903 | OneMain Holdings, Inc. | 2,652,028 | |||
Energy Equipment & Services — 1.8% | |||||
14,911 | Baker Hughes Co. | 509,658 | |||
5,329 | Schlumberger N.V. | 277,321 | |||
786,979 | |||||
Financial Services — 0.8% | |||||
3,782 | Apollo Global Management, Inc. | 352,445 | |||
Food Products — 1.4% | |||||
5,790 | Bunge Global S.A. | 584,501 | |||
Health Care Providers & Services — 1.2% | |||||
5,285 | Cardinal Health, Inc. | 532,728 | |||
Health Care REITs — 2.3% | |||||
11,020 | Welltower, Inc. | 993,673 | |||
Hotels, Restaurants & Leisure — 5.6% | |||||
7,747 | Darden Restaurants, Inc. | 1,272,832 | |||
5,811 | Texas Roadhouse, Inc. | 710,278 | |||
2,992 | Yum! Brands, Inc. | 390,935 | |||
2,374,045 | |||||
Household Products — 1.6% | |||||
4,519 | Procter & Gamble (The) Co. | 662,214 | |||
Independent Power and Renewable Electricity Producers — 1.8% | |||||
19,595 | Vistra Corp. | 754,799 | |||
Insurance — 7.3% | |||||
5,536 | Aflac, Inc. | 456,720 | |||
40,841 | Old Republic International Corp. | 1,200,725 |
Shares | Description | Value | |||
Insurance (Continued) | |||||
3,723 | Reinsurance Group of America, Inc. | $602,307 | |||
18,278 | Unum Group | 826,531 | |||
3,086,283 | |||||
Machinery — 3.6% | |||||
1,280 | Caterpillar, Inc. | 378,457 | |||
3,789 | Otis Worldwide Corp. | 339,002 | |||
2,832 | Snap-on, Inc. | 817,995 | |||
1,535,454 | |||||
Oil, Gas & Consumable Fuels — 27.8% | |||||
161,272 | Antero Midstream Corp. | 2,020,738 | |||
17,507 | APA Corp. | 628,151 | |||
6,076 | Chord Energy Corp. | 1,010,013 | |||
10,236 | Civitas Resources, Inc. | 699,938 | |||
2,666 | ConocoPhillips | 309,443 | |||
3,209 | Diamondback Energy, Inc. | 497,652 | |||
8,874 | Exxon Mobil Corp. | 887,222 | |||
111,751 | Kinder Morgan, Inc. | 1,971,288 | |||
2,494 | Marathon Petroleum Corp. | 370,010 | |||
15,848 | Murphy Oil Corp. | 676,076 | |||
9,596 | Phillips 66 | 1,277,611 | |||
6,997 | Targa Resources Corp. | 607,829 | |||
6,805 | Valero Energy Corp. | 884,650 | |||
11,840,621 | |||||
Semiconductors & Semiconductor Equipment — 4.6% | |||||
2,177 | Analog Devices, Inc. | 432,265 | |||
526 | Broadcom, Inc. | 587,148 | |||
5,224 | Microchip Technology, Inc. | 471,100 | |||
1,960 | NXP Semiconductors N.V. | 450,173 | |||
1,940,686 | |||||
Specialized REITs — 3.4% | |||||
20,971 | Iron Mountain, Inc. | 1,467,551 | |||
Specialty Retail — 2.4% | |||||
2,896 | Home Depot (The), Inc. | 1,003,609 | |||
Technology Hardware, Storage & Peripherals — 1.1% | |||||
6,007 | Dell Technologies, Inc., Class C | 459,536 |
First Trust Dorsey Wright Momentum & Dividend ETF (DDIV)Portfolio of Investments (Continued)December 31, 2023 (Unaudited)
Shares | Description | Value | |||
COMMON STOCKS (Continued) | |||||
Trading Companies & Distributors — 4.4% | |||||
14,450 | Fastenal Co. | $935,927 | |||
2,181 | Watsco, Inc. | 934,493 | |||
1,870,420 | |||||
Total Investments — 99.9% | 42,511,413 | ||||
(Cost $37,163,732) | |||||
Net Other Assets and Liabilities — 0.1% | 47,078 | ||||
Net Assets — 100.0% | $42,558,491 |
Valuation Inputs
A summary of the inputs used to value the Fund’s investments as of December 31, 2023 is as follows (see Valuation Inputs in the Additional Information section):
Total Value at 12/31/2023 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Common Stocks* | $ 42,511,413 | $ 42,511,413 | $ — | $ — |
* | See Portfolio of Investments for industry breakout. |
First Trust Dorsey Wright International Focus 5 ETF (IFV)Portfolio of InvestmentsDecember 31, 2023 (Unaudited)
Shares | Description | Value | |||
EXCHANGE-TRADED FUNDS — 99.9% | |||||
Capital Markets (a) — 99.9% | |||||
1,517,540 | First Trust Dow Jones Global Select Dividend Index Fund | $33,780,440 | |||
760,696 | First Trust India NIFTY 50 Equal Weight ETF | 41,123,226 | |||
790,063 | First Trust Japan AlphaDEX® Fund | 39,811,275 | |||
2,089,007 | First Trust Latin America AlphaDEX® Fund | 43,430,455 | |||
603,881 | First Trust Switzerland AlphaDEX® Fund | 39,279,440 | |||
Total Investments — 99.9% | 197,424,836 | ||||
(Cost $179,847,579) | |||||
Net Other Assets and Liabilities — 0.1% | 109,691 | ||||
Net Assets — 100.0% | $197,534,527 |
(a) | Represents investments in affiliated funds. |
Valuation Inputs
A summary of the inputs used to value the Fund’s investments as of December 31, 2023 is as follows (see Valuation Inputs in the Additional Information section):
Total Value at 12/31/2023 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Exchange-Traded Funds* | $ 197,424,836 | $ 197,424,836 | $ — | $ — |
* | See Portfolio of Investments for industry breakout. |
Affiliated Transactions
Amounts relating to investments in affiliated funds at December 31, 2023, and for the fiscal year-to-date period (October 1, 2023 to December 31, 2023) are as follows:
Security Name | Shares at 12/31/2023 | Value at 9/30/2023 | Purchases | Sales | Change in Unrealized Appreciation (Depreciation) | Realized Gain (Loss) | Value at 12/31/2023 | Dividend Income |
First Trust Dow Jones Global Select Dividend Index Fund | 1,517,540 | $39,750,919 | $4,325,838 | $(12,520,406 ) | $3,467,962 | $(1,243,873 ) | $33,780,440 | $706,415 |
First Trust India NIFTY 50 Equal Weight ETF | 760,696 | 47,024,228 | 5,170,336 | (15,032,402 ) | 1,845,620 | 2,115,444 | 41,123,226 | — |
First Trust Japan AlphaDEX® Fund | 790,063 | 49,945,078 | 5,256,263 | (15,357,711 ) | (1,773,302 ) | 1,740,947 | 39,811,275 | 882,026 |
First Trust Latin America AlphaDEX® Fund | 2,089,007 | 48,613,270 | 5,429,696 | (15,211,197 ) | 4,243,588 | 355,098 | 43,430,455 | 314,396 |
First Trust Switzerland AlphaDEX® Fund | 603,881 | 44,269,746 | 4,853,340 | (13,938,526 ) | 2,246,272 | 1,848,608 | 39,279,440 | — |
$229,603,241 | $25,035,473 | $(72,060,242 ) | $10,030,140 | $4,816,224 | $197,424,836 | $1,902,837 |
First Trust Dorsey Wright Dynamic Focus 5 ETF (FVC)Portfolio of InvestmentsDecember 31, 2023 (Unaudited)
Shares | Description | Value | |||
EXCHANGE-TRADED FUNDS — 100.0% | |||||
Capital Markets (a) — 100.0% | |||||
265,386 | First Trust Consumer Discretionary AlphaDEX® Fund | $15,652,466 | |||
83,291 | First Trust Dow Jones Internet Index Fund (b) | 15,537,936 | |||
1,616,969 | First Trust Enhanced Short Maturity ETF | 96,468,370 | |||
239,560 | First Trust Industrials/Producer Durables AlphaDEX® Fund | 15,537,862 | |||
196,786 | First Trust Nasdaq Semiconductor ETF | 16,043,963 | |||
92,791 | First Trust NASDAQ-100- Technology Sector Index Fund | 16,282,037 | |||
Total Investments — 100.0% | 175,522,634 | ||||
(Cost $163,545,989) | |||||
Net Other Assets and Liabilities — 0.0% | 47,801 | ||||
Net Assets — 100.0% | $175,570,435 |
(a) | Represents investments in affiliated funds. |
(b) | Non-income producing security. |
Valuation Inputs
A summary of the inputs used to value the Fund’s investments as of December 31, 2023 is as follows (see Valuation Inputs in the Additional Information section):
Total Value at 12/31/2023 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Exchange-Traded Funds* | $ 175,522,634 | $ 175,522,634 | $ — | $ — |
* | See Portfolio of Investments for industry breakout. |
Affiliated Transactions
Amounts relating to investments in affiliated funds at December 31, 2023, and for the fiscal year-to-date period (October 1, 2023 to December 31, 2023) are as follows:
Security Name | Shares at 12/31/2023 | Value at 9/30/2023 | Purchases | Sales | Change in Unrealized Appreciation (Depreciation) | Realized Gain (Loss) | Value at 12/31/2023 | Dividend Income |
First Trust Consumer Discretionary AlphaDEX® Fund | 265,386 | $40,861,866 | $5,264,780 | $(31,061,727 ) | $3,632,202 | $(3,044,655 ) | $15,652,466 | $42,623 |
First Trust Dow Jones Internet Index Fund | 83,291 | 40,127,550 | 5,264,735 | (31,324,181 ) | 3,075,488 | (1,605,656 ) | 15,537,936 | — |
First Trust Enhanced Short Maturity ETF | 1,616,969 | — | 134,339,226 | (37,985,758 ) | 102,449 | 12,453 | 96,468,370 | 1,300,555 |
First Trust Industrials/Producer Durables AlphaDEX® Fund | 239,560 | 41,527,863 | 5,319,089 | (32,092,494 ) | 2,195,328 | (1,411,924 ) | 15,537,862 | 47,341 |
First Trust Dorsey Wright Dynamic Focus 5 ETF (FVC)Portfolio of Investments (Continued)December 31, 2023 (Unaudited)
Security Name | Shares at 12/31/2023 | Value at 9/30/2023 | Purchases | Sales | Change in Unrealized Appreciation (Depreciation) | Realized Gain (Loss) | Value at 12/31/2023 | Dividend Income |
First Trust Nasdaq Semiconductor ETF | 196,786 | $40,171,544 | $5,253,660 | $(31,518,877 ) | $3,088,129 | $(950,493 ) | $16,043,963 | $33,082 |
First Trust NASDAQ-100- Technology Sector Index Fund | 92,791 | 40,687,948 | 5,434,225 | (32,605,706 ) | 3,731,505 | (965,935 ) | 16,282,037 | 2,936 |
$203,376,771 | $160,875,715 | $(196,588,743 ) | $15,825,101 | $(7,966,210 ) | $175,522,634 | $1,426,537 |
First Trust Indxx Innovative Transaction & Process ETF (LEGR)Portfolio of InvestmentsDecember 31, 2023 (Unaudited)
Shares | Description | Value | |||
COMMON STOCKS (a) — 99.8% | |||||
Aerospace & Defense — 2.5% | |||||
5,279 | Airbus SE (EUR) | $814,602 | |||
3,568 | Boeing (The) Co. (b) | 930,035 | |||
1,810 | Lockheed Martin Corp. | 820,364 | |||
2,565,001 | |||||
Automobiles — 3.0% | |||||
7,578 | Bayerische Motoren Werke AG (EUR) | 843,097 | |||
64,460 | Ford Motor Co. | 785,767 | |||
11,029 | Mercedes-Benz Group AG (EUR) | 761,574 | |||
3,065 | Tesla, Inc. (b) | 761,591 | |||
3,152,029 | |||||
Banks — 24.9% | |||||
48,614 | ANZ Group Holdings Ltd. (AUD) | 858,677 | |||
65,601 | Axis Bank Ltd. (INR) | 868,991 | |||
103,710 | Banco Bilbao Vizcaya Argentaria S.A. (EUR) | 941,798 | |||
213,319 | Banco Santander S.A. (EUR) | 890,046 | |||
27,406 | Bank of America Corp. | 922,760 | |||
2,247,157 | Bank of China Ltd., Class H (HKD) | 857,595 | |||
1,328,326 | Bank of Communications Co., Ltd., Class H (HKD) | 828,449 | |||
417,547 | Barclays PLC (GBP) | 818,457 | |||
12,296 | BNP Paribas S.A. (EUR) | 849,605 | |||
270,569 | BOC Hong Kong Holdings Ltd. (HKD) | 734,592 | |||
2,891,191 | China CITIC Bank Corp., Ltd., Class H (HKD) | 1,362,564 | |||
184,671 | China Merchants Bank Co., Ltd., Class H (HKD) | 643,280 | |||
18,928 | Citigroup, Inc. | 973,656 | |||
31,500 | DBS Group Holdings Ltd. (SGD) | 797,435 | |||
214,197 | First Abu Dhabi Bank PJSC (AED) | 814,156 | |||
12,206 | HDFC Bank Ltd., ADR | 819,145 | |||
105,676 | HSBC Holdings PLC (GBP) | 856,017 | |||
56,483 | ICICI Bank Ltd., ADR | 1,346,555 | |||
2,730,181 | Industrial & Commercial Bank of China Ltd., Class H (HKD) | 1,335,633 | |||
56,728 | ING Groep N.V., ADR | 852,055 | |||
5,364 | JPMorgan Chase & Co. | 912,416 | |||
35,870 | Kotak Mahindra Bank Ltd. (INR) | 822,503 | |||
385,468 | Lloyds Banking Group PLC, ADR | 921,268 | |||
121,577 | Nordea Bank Abp (EUR) | 1,506,694 |
Shares | Description | Value | |||
Banks (Continued) | |||||
1,541,663 | Postal Savings Bank of China Co., Ltd., Class H, Series REGS (HKD) (c) (d) | $736,429 | |||
8,759 | Royal Bank of Canada (CAD) | 885,782 | |||
447,328 | Sberbank of Russia PJSC (RUB) (e) (f) | 0 | |||
19,068 | Wells Fargo & Co. | 938,527 | |||
57,246 | Westpac Banking Corp. (AUD) | 893,335 | |||
25,988,420 | |||||
Broadline Retail — 3.6% | |||||
14,590 | Alibaba Group Holding Ltd., ADR | 1,130,871 | |||
9,522 | Amazon.com, Inc. (b) | 1,446,773 | |||
40,590 | JD.com, Inc., ADR | 1,172,645 | |||
3,750,289 | |||||
Capital Markets — 6.9% | |||||
17,189 | Bank of New York Mellon (The) Corp. | 894,687 | |||
3,755 | CME Group, Inc. | 790,803 | |||
4,461 | Deutsche Boerse AG (EUR) | 918,459 | |||
2,395 | Goldman Sachs Group (The), Inc. | 923,919 | |||
7,557 | London Stock Exchange Group PLC (GBP) | 893,320 | |||
679 | Partners Group Holding AG (CHF) | 979,284 | |||
1,959 | S&P Global, Inc. | 862,979 | |||
30,020 | UBS Group AG (CHF) | 931,600 | |||
7,195,051 | |||||
Communications Equipment — 1.3% | |||||
13,575 | Cisco Systems, Inc. | 685,809 | |||
189,419 | Nokia Oyj, ADR | 647,813 | |||
1,333,622 | |||||
Consumer Staples Distribution & Retail — 1.5% | |||||
16,932 | Kroger (The) Co. | 773,962 | |||
4,716 | Walmart, Inc. | 743,477 | |||
1,517,439 | |||||
Diversified Telecommunication Services — 6.2% | |||||
89,848 | AT&T, Inc. | 1,507,649 | |||
61,265 | Deutsche Telekom AG (EUR) | 1,471,026 | |||
253,764 | Emirates Telecommunications Group Co. PJSC (AED) | 1,357,001 | |||
2,169 | Swisscom AG (CHF) | 1,304,933 | |||
22,802 | Verizon Communications, Inc. | 859,635 | |||
6,500,244 |
First Trust Indxx Innovative Transaction & Process ETF (LEGR)Portfolio of Investments (Continued)December 31, 2023 (Unaudited)
Shares | Description | Value | |||
COMMON STOCKS (a) (Continued) | |||||
Electric Utilities — 1.7% | |||||
66,314 | Iberdrola S.A. (EUR) | $868,969 | |||
9,667 | Verbund AG (EUR) | 896,970 | |||
1,765,939 | |||||
Electronic Equipment, Instruments & Components — 0.6% | |||||
1,731 | Samsung SDI Co., Ltd. (KRW) | 634,391 | |||
Financial Services — 3.3% | |||||
3,166 | Mastercard, Inc., Class A | 1,350,331 | |||
21,292 | PayPal Holdings, Inc. (b) | 1,307,542 | |||
3,119 | Visa, Inc., Class A | 812,031 | |||
3,469,904 | |||||
Household Durables — 0.8% | |||||
9,045 | Sony Group Corp., ADR | 856,471 | |||
Industrial Conglomerates — 2.4% | |||||
7,129 | Honeywell International, Inc. | 1,495,023 | |||
5,277 | Siemens AG (EUR) | 989,874 | |||
2,484,897 | |||||
Insurance — 4.6% | |||||
88,809 | AIA Group Ltd. (HKD) | 773,958 | |||
3,255 | Allianz SE (EUR) | 869,411 | |||
12,924 | American International Group, Inc. | 875,601 | |||
26,159 | AXA S.A. (EUR) | 851,617 | |||
12,282 | MetLife, Inc. | 812,209 | |||
126,149 | Ping An Insurance Group Co. of China Ltd., Class H (HKD) | 571,091 | |||
4,753,887 | |||||
Interactive Media & Services — 1.8% | |||||
9,577 | Baidu, Inc., ADR (b) | 1,140,525 | |||
18,759 | Tencent Holdings Ltd. (HKD) | 705,339 | |||
1,845,864 | |||||
IT Services — 9.6% | |||||
4,000 | Accenture PLC, Class A | 1,403,640 | |||
7,290 | Capgemini SE (EUR) | 1,519,018 | |||
18,424 | Cognizant Technology Solutions Corp., Class A | 1,391,565 | |||
74,924 | Infosys Ltd., ADR | 1,377,103 | |||
8,898 | International Business Machines Corp. | 1,455,268 | |||
31,623 | Tata Consultancy Services Ltd. (INR) | 1,441,573 | |||
254,394 | Wipro Ltd., ADR | 1,416,975 | |||
10,005,142 |
Shares | Description | Value | |||
Marine Transportation — 0.7% | |||||
434 | AP Moller - Maersk A.S., Class B (DKK) | $780,245 | |||
Metals & Mining — 1.8% | |||||
27,660 | BHP Group Ltd. (AUD) | 950,173 | |||
12,589 | Rio Tinto PLC, ADR | 937,377 | |||
1,887,550 | |||||
Multi-Utilities — 1.4% | |||||
83,667 | Engie S.A. (EUR) | 1,470,250 | |||
Oil, Gas & Consumable Fuels — 0.8% | |||||
42,503 | Gazprom PJSC, ADR (b) (e) (f) (g) | 0 | |||
364,010 | Gazprom PJSC (RUB) (b) (e) (f) | 0 | |||
12,231 | Shell PLC, ADR | 804,800 | |||
804,800 | |||||
Pharmaceuticals — 1.3% | |||||
6,990 | Zoetis, Inc. | 1,379,616 | |||
Semiconductors & Semiconductor Equipment — 9.3% | |||||
12,315 | Advanced Micro Devices, Inc. (b) | 1,815,354 | |||
38,082 | Infineon Technologies AG (EUR) | 1,589,132 | |||
34,381 | Intel Corp. | 1,727,645 | |||
18,787 | Micron Technology, Inc. | 1,603,283 | |||
2,839 | NVIDIA Corp. | 1,405,930 | |||
14,577 | Taiwan Semiconductor Manufacturing Co., Ltd., ADR | 1,516,008 | |||
9,657,352 | |||||
Software — 6.2% | |||||
3,979 | Microsoft Corp. | 1,496,263 | |||
10,494 | Oracle Corp. | 1,106,382 | |||
5,899 | Salesforce, Inc. (b) | 1,552,263 | |||
9,414 | SAP SE (EUR) | 1,449,555 | |||
3,078 | Workday, Inc., Class A (b) | 849,713 | |||
6,454,176 | |||||
Specialty Retail — 0.8% | |||||
2,347 | Home Depot (The), Inc. | 813,353 | |||
Technology Hardware, Storage & Peripherals — 1.5% | |||||
24,908 | Samsung Electronics Co., Ltd. (KRW) | 1,518,191 | |||
Wireless Telecommunication Services — 1.3% | |||||
112,100 | SoftBank Corp. (JPY) | 1,398,865 | |||
Total Common Stocks | 103,982,988 | ||||
(Cost $101,833,223) |
First Trust Indxx Innovative Transaction & Process ETF (LEGR)Portfolio of Investments (Continued)December 31, 2023 (Unaudited)
Principal Value | Description | Value | |||
REPURCHASE AGREEMENTS — 0.0% | |||||
$3 | JPMorgan Chase & Co., 5.33% (h), dated 12/29/23, due 01/02/24, with a maturity value of $3. Collateralized by U.S. Treasury Securities, interest rates of 2.50% to 5.00%, due 02/15/29 to 08/15/53. The value of the collateral including accrued interest is $3. (i) | $3 | |||
(Cost $3) | |||||
Total Investments — 99.8% | 103,982,991 | ||||
(Cost $101,833,226) | |||||
Net Other Assets and Liabilities — 0.2% | 258,058 | ||||
Net Assets — 100.0% | $104,241,049 |
(a) | Securities are issued in U.S. dollars unless otherwise indicated in the security description. |
(b) | Non-income producing security. |
(c) | This security is exempt from registration upon resale under Rule 144A of the Securities Act of 1933, as amended (the “1933 Act”) and may be resold in transactions exempt from registration, normally to qualified institutional buyers. This security is not restricted on the foreign exchange where it trades freely without any additional registration. As such, it does not require the additional disclosure required of restricted securities. |
(d) | This security may be resold to qualified foreign investors and foreign institutional buyers under Regulation S of the 1933 Act. |
(e) | 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 December 31, 2023, securities noted as such are valued at $0 or 0.0% of net assets. |
(f) | This security’s value was determined using significant unobservable inputs (see Valuation Inputs in the Additional Information section). |
(g) | Pursuant to procedures adopted by the Trust’s Board of Trustees, this security has been determined to be illiquid by First Trust Advisors L.P., the Fund’s advisor. |
(h) | Rate shown reflects yield as of December 31, 2023. |
(i) | This security serves as collateral for securities on loan. |
Abbreviations throughout the Portfolio of Investments: | |
ADR | – American Depositary Receipt |
AED | – United Arab Emirates Dirham |
AUD | – Australian Dollar |
CAD | – Canadian Dollar |
CHF | – Swiss Franc |
DKK | – Danish Krone |
EUR | – Euro |
GBP | – British Pound Sterling |
HKD | – Hong Kong Dollar |
INR | – Indian Rupee |
JPY | – Japanese Yen |
KRW | – South Korean Won |
RUB | – Russian Ruble |
SGD | �� Singapore Dollar |
USD | – United States Dollar |
Country Allocation† | % of Net Assets |
United States | 38.2% |
Germany | 8.5 |
India | 7.8 |
China | 6.1 |
United Kingdom | 5.0 |
France | 4.5 |
Cayman Islands | 4.0 |
Switzerland | 3.1 |
Australia | 2.6 |
Spain | 2.6 |
Japan | 2.2 |
United Arab Emirates | 2.1 |
Finland | 2.1 |
South Korea | 2.1 |
Netherlands | 1.6 |
Taiwan | 1.4 |
Hong Kong | 1.4 |
Ireland | 1.3 |
Austria | 0.9 |
Canada | 0.8 |
Singapore | 0.8 |
Denmark | 0.7 |
Russia | 0.0†† |
Total Investments | 99.8 |
Net Other Assets and Liabilities | 0.2 |
Total | 100.0% |
† | Portfolio securities are categorized based upon their country of incorporation, which can be different from the country categorization of the Fund’s underlying index. |
†† | Investments are valued at $0. |
First Trust Indxx Innovative Transaction & Process ETF (LEGR)Portfolio of Investments (Continued)December 31, 2023 (Unaudited)
Currency Exposure Diversification | % of Total Investments |
USD | 54.0% |
EUR | 18.8 |
HKD | 8.2 |
CHF | 3.1 |
INR | 3.0 |
AUD | 2.6 |
GBP | 2.5 |
AED | 2.1 |
KRW | 2.1 |
JPY | 1.3 |
CAD | 0.8 |
SGD | 0.8 |
DKK | 0.7 |
RUB | 0.0‡ |
Total | 100.0% |
‡ | Investments are valued at $0. |
Valuation Inputs
A summary of the inputs used to value the Fund’s investments as of December 31, 2023 is as follows (see Valuation Inputs in the Additional Information section):
Total Value at 12/31/2023 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Common Stocks: | ||||
Banks | $ 25,988,420 | $ 25,988,420 | $ — | $ —** |
Oil, Gas & Consumable Fuels | 804,800 | 804,800 | — | —** |
Other Industry Categories* | 77,189,768 | 77,189,768 | — | — |
Repurchase Agreements | 3 | — | 3 | — |
Total Investments | $103,982,991 | $103,982,988 | $3 | $—** |
* | See Portfolio of Investments for industry breakout. |
** | Investments are valued at $0. |
Level 3 investments are fair valued by the Advisor’s Pricing Committee and are footnoted in the Portfolio of Investments. All Level 3 values are based on unobservable inputs.
First Trust Nasdaq Artificial Intelligence and Robotics ETF (ROBT)Portfolio of InvestmentsDecember 31, 2023 (Unaudited)
Shares | Description | Value | |||
COMMON STOCKS (a) — 99.9% | |||||
Aerospace & Defense — 5.7% | |||||
57,906 | AeroVironment, Inc. (b) | $7,298,472 | |||
39,974 | Elbit Systems Ltd. (ILS) | 8,479,384 | |||
93,565 | Kratos Defense & Security Solutions, Inc. (b) | 1,898,434 | |||
3,751 | Northrop Grumman Corp. | 1,755,993 | |||
2,126,493 | QinetiQ Group PLC (GBP) | 8,375,541 | |||
27,807,824 | |||||
Air Freight & Logistics — 0.4% | |||||
31,682 | GXO Logistics, Inc. (b) | 1,937,671 | |||
Automobile Components — 8.5% | |||||
21,517 | Aptiv PLC (b) | 1,930,505 | |||
113,900 | Denso Corp. (JPY) | 1,718,194 | |||
262,033 | Gentex Corp. | 8,557,998 | |||
3,187,369 | Luminar Technologies, Inc. (b) (c) | 10,741,433 | |||
33,062 | Magna International, Inc. | 1,953,303 | |||
194,115 | Mobileye Global, Inc., Class A (b) | 8,409,062 | |||
549,933 | Valeo SE (EUR) | 8,447,759 | |||
41,758,254 | |||||
Automobiles — 0.8% | |||||
245,173 | NIO, Inc., ADR (b) (c) | 2,223,719 | |||
7,424 | Tesla, Inc. (b) | 1,844,716 | |||
4,068,435 | |||||
Broadline Retail — 1.1% | |||||
23,804 | Alibaba Group Holding Ltd., ADR | 1,845,048 | |||
12,201 | Amazon.com, Inc. (b) | 1,853,820 | |||
64,980 | JD.com, Inc., ADR | 1,877,272 | |||
5,576,140 | |||||
Communications Equipment — 1.6% | |||||
173,793 | Ciena Corp. (b) | 7,822,423 | |||
Consumer Finance — 2.5% | |||||
297,774 | Upstart Holdings, Inc. (b) (c) | 12,167,046 | |||
Consumer Staples Distribution & Retail — 2.1% | |||||
1,049,070 | Ocado Group PLC (GBP) (b) | 10,141,291 | |||
Electrical Equipment — 3.6% | |||||
78,556 | ABB Ltd. (CHF) | 3,483,906 | |||
20,049 | Emerson Electric Co. | 1,951,369 | |||
131,200 | Mitsubishi Electric Corp. (JPY) | 1,860,063 | |||
82,700 | NIDEC CORP. (JPY) | 3,340,259 | |||
11,384 | Rockwell Automation, Inc. | 3,534,504 | |||
17,044 | Schneider Electric SE (EUR) | 3,420,315 | |||
17,590,416 |
Shares | Description | Value | |||
Electronic Equipment, Instruments & Components — 8.5% | |||||
83,176 | Cognex Corp. | $3,471,766 | |||
309,510 | Delta Electronics, Inc. (TWD) | 3,161,610 | |||
170,698 | FARO Technologies, Inc. (b) | 3,845,826 | |||
795,995 | Hexagon AB, Class B (SEK) | 9,545,421 | |||
7,300 | Keyence Corp. (JPY) | 3,216,142 | |||
74,800 | Omron Corp. (JPY) | 3,492,258 | |||
776,500 | Topcon Corp. (JPY) | 8,370,780 | |||
165,500 | Yokogawa Electric Corp. (JPY) | 3,156,238 | |||
13,232 | Zebra Technologies Corp., Class A (b) | 3,616,702 | |||
41,876,743 | |||||
Health Care Equipment & Supplies — 1.8% | |||||
10,088 | Intuitive Surgical, Inc. (b) | 3,403,288 | |||
22,485 | Medtronic PLC | 1,852,314 | |||
53,429 | Omnicell, Inc. (b) | 2,010,533 | |||
6,015 | Stryker Corp. | 1,801,252 | |||
9,067,387 | |||||
Household Durables — 0.4% | |||||
20,600 | Sony Group Corp. (JPY) | 1,959,191 | |||
Industrial Conglomerates — 0.4% | |||||
10,608 | Siemens AG (EUR) | 1,989,878 | |||
Interactive Media & Services — 2.3% | |||||
13,449 | Alphabet, Inc., Class A (b) | 1,878,691 | |||
15,021 | Baidu, Inc., ADR (b) | 1,788,851 | |||
45,557 | Kakao Corp. (KRW) | 1,920,759 | |||
5,448 | Meta Platforms, Inc., Class A (b) | 1,928,374 | |||
11,060 | NAVER Corp. (KRW) | 1,923,628 | |||
42,559 | Tencent Holdings Ltd. (HKD) | 1,600,220 | |||
11,040,523 | |||||
IT Services — 0.7% | |||||
15,428 | Akamai Technologies, Inc. (b) | 1,825,904 | |||
11,241 | International Business Machines Corp. | 1,838,465 | |||
3,664,369 | |||||
Life Sciences Tools & Services — 2.9% | |||||
78,160 | Illumina, Inc. (b) | 10,882,999 | |||
8,548 | Tecan Group AG (CHF) | 3,490,141 | |||
14,373,140 | |||||
Machinery — 10.3% | |||||
587,214 | 3D Systems (b) | 3,728,809 | |||
57,756 | ANDRITZ AG (EUR) | 3,596,042 | |||
79,603 | ATS Corp. (CAD) (b) | 3,430,910 | |||
62,125 | Cargotec Oyj, Class B (EUR) | 3,614,311 | |||
166,600 | Daifuku Co., Ltd. (JPY) | 3,370,401 |
First Trust Nasdaq Artificial Intelligence and Robotics ETF (ROBT)Portfolio of Investments (Continued)December 31, 2023 (Unaudited)
Shares | Description | Value | |||
COMMON STOCKS (a) (Continued) | |||||
Machinery (Continued) | |||||
4,891 | Deere & Co. | $1,955,764 | |||
142,132 | Duerr AG (EUR) | 3,354,657 | |||
112,700 | FANUC (JPY) | 3,314,659 | |||
72,700 | Hirata Corp. (JPY) | 3,243,142 | |||
30,355 | John Bean Technologies Corp. | 3,018,805 | |||
78,400 | Kawasaki Heavy Industries Ltd. (JPY) | 1,734,252 | |||
86,622 | Proto Labs, Inc. (b) | 3,374,793 | |||
135,592 | SFA Engineering Corp. (KRW) | 3,200,557 | |||
121,500 | Shibaura Machine Co., Ltd. (JPY) | 2,981,489 | |||
117,446 | Valmet Oyj (EUR) | 3,385,272 | |||
81,700 | Yaskawa Electric Corp. (JPY) | 3,412,858 | |||
50,716,721 | |||||
Pharmaceuticals — 0.4% | |||||
11,525 | Johnson & Johnson | 1,806,428 | |||
Semiconductors & Semiconductor Equipment — 8.5% | |||||
25,881 | Advanced Micro Devices, Inc. (b) | 3,815,118 | |||
135,725 | Ambarella, Inc. (b) | 8,318,585 | |||
39,875 | Intel Corp. | 2,003,719 | |||
5,758 | KLA Corp. | 3,347,125 | |||
41,194 | Micron Technology, Inc. | 3,515,496 | |||
6,705 | NVIDIA Corp. | 3,320,450 | |||
15,365 | NXP Semiconductors N.V. | 3,529,033 | |||
24,298 | QUALCOMM, Inc. | 3,514,220 | |||
178,100 | Renesas Electronics Corp. (JPY) (b) | 3,219,694 | |||
32,224 | Taiwan Semiconductor Manufacturing Co., Ltd., ADR | 3,351,296 | |||
33,999 | Teradyne, Inc. | 3,689,572 | |||
41,624,308 | |||||
Software — 35.9% | |||||
27,163 | ANSYS, Inc. (b) | 9,856,909 | |||
219,879 | Appian Corp., Class A (b) | 8,280,643 | |||
8,160 | Autodesk, Inc. (b) | 1,986,797 | |||
2,171,232 | BlackBerry Ltd. (b) | 7,686,161 | |||
273,641 | C3.ai, Inc., Class A (b) (c) | 7,856,233 | |||
29,159 | Cadence Design Systems, Inc. (b) | 7,942,037 | |||
682,228 | CCC Intelligent Solutions Holdings, Inc. (b) | 7,770,577 | |||
460,869 | Cerence, Inc. (b) | 9,060,684 | |||
169,978 | Dassault Systemes SE (EUR) | 8,300,557 | |||
148,804 | Dynatrace, Inc. (b) | 8,138,091 | |||
4,704 | Microsoft Corp. | 1,768,892 | |||
41,994 | Nice Ltd., ADR (b) | 8,378,223 | |||
27,003 | Palo Alto Networks, Inc. (b) | 7,962,645 |
Shares | Description | Value | |||
Software (Continued) | |||||
153,298 | Pegasystems, Inc. | $7,490,140 | |||
375,800 | PKSHA Technology, Inc. (JPY) (b) (c) | 8,995,213 | |||
218,014 | PROS Holdings, Inc. (b) | 8,456,763 | |||
11,327 | PTC, Inc. (b) | 1,981,772 | |||
7,076 | Salesforce, Inc. (b) | 1,861,979 | |||
480,613 | Selvas AI, Inc. (KRW) (b) | 7,359,025 | |||
417,413 | SentinelOne, Inc., Class A (b) | 11,453,813 | |||
11,620 | ServiceNow, Inc. (b) | 8,209,414 | |||
14,668 | Synopsys, Inc. (b) | 7,552,700 | |||
403,260 | UiPath, Inc., Class A (b) | 10,016,978 | |||
29,434 | Workday, Inc., Class A (b) | 8,125,550 | |||
176,491,796 | |||||
Technology Hardware, Storage & Peripherals — 1.1% | |||||
9,384 | Apple, Inc. | 1,806,702 | |||
31,601 | Samsung Electronics Co., Ltd. (KRW) | 1,926,142 | |||
119,900 | Seiko Epson Corp. (JPY) | 1,794,673 | |||
5,527,517 | |||||
Wireless Telecommunication Services — 0.4% | |||||
43,800 | SoftBank Group Corp. (JPY) | 1,954,847 | |||
Total Common Stocks | 490,962,348 | ||||
(Cost $463,281,499) |
Principal Value | Description | Value | |||
REPURCHASE AGREEMENTS — 4.4% | |||||
$6,505,360 | Bank of America Corp., 5.32% (d), dated 12/29/23, due 01/02/24, with a maturity value of $6,510,167. Collateralized by U.S. Treasury Securities, interest rates of 0.00% to 3.13%, due 08/31/27 to 05/15/48. The value of the collateral including accrued interest is $6,635,467. (e) | 6,505,360 |
First Trust Nasdaq Artificial Intelligence and Robotics ETF (ROBT)Portfolio of Investments (Continued)December 31, 2023 (Unaudited)
Principal Value | Description | Value | |||
REPURCHASE AGREEMENTS (Continued) | |||||
$7,589,587 | JPMorgan Chase & Co., 5.33% (d), dated 12/29/23, due 01/02/24, with a maturity value of $7,595,205. Collateralized by U.S. Treasury Securities, interest rates of 2.50% to 5.00%, due 02/15/29 to 08/15/53. The value of the collateral including accrued interest is $7,741,379. (e) | $7,589,587 | |||
7,589,587 | Mizuho Financial Group, Inc., 5.33% (d), dated 12/29/23, due 01/02/24, with a maturity value of $7,595,205. Collateralized by U.S. Treasury Securities, interest rates of 0.38% to 4.75%, due 12/31/23 to 02/15/33. The value of the collateral including accrued interest is $7,741,380. (e) | 7,589,587 | |||
Total Repurchase Agreements | 21,684,534 | ||||
(Cost $21,684,534) | |||||
Total Investments — 104.3% | 512,646,882 | ||||
(Cost $484,966,033) | |||||
Net Other Assets and Liabilities — (4.3)% | (21,350,496 ) | ||||
Net Assets — 100.0% | $491,296,386 |
(a) | Securities are issued in U.S. dollars unless otherwise indicated in the security description. |
(b) | Non-income producing security. |
(c) | 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, including those sold and pending settlement, is $20,048,145 and the total value of the collateral held by the Fund is $21,684,534. |
(d) | Rate shown reflects yield as of December 31, 2023. |
(e) | This security serves as collateral for securities on loan. |
Abbreviations throughout the Portfolio of Investments: | |
ADR | – American Depositary Receipt |
CAD | – Canadian Dollar |
CHF | – Swiss Franc |
EUR | – Euro |
GBP | – British Pound Sterling |
HKD | – Hong Kong Dollar |
ILS | – Israeli Shekel |
JPY | – Japanese Yen |
KRW | – South Korean Won |
SEK | – Swedish Krona |
TWD | – New Taiwan Dollar |
USD | – United States Dollar |
Country Allocation† | % of Net Assets |
United States | 61.6% |
Japan | 12.5 |
France | 4.1 |
United Kingdom | 3.8 |
Cayman Islands | 3.6 |
Israel | 3.4 |
South Korea | 3.3 |
Canada | 2.7 |
Sweden | 1.9 |
Finland | 1.4 |
Switzerland | 1.4 |
Taiwan | 1.3 |
Germany | 1.1 |
Austria | 0.7 |
Netherlands | 0.7 |
Jersey | 0.4 |
Ireland | 0.4 |
Total Investments | 104.3 |
Net Other Assets and Liabilities | (4.3) |
Total | 100.0% |
† | Portfolio securities are categorized based upon their country of incorporation, which can be different from the country categorization of the Fund’s underlying index. |
First Trust Nasdaq Artificial Intelligence and Robotics ETF (ROBT)Portfolio of Investments (Continued)December 31, 2023 (Unaudited)
Currency Exposure Diversification | % of Total Investments |
USD | 67.7% |
JPY | 11.9 |
EUR | 7.0 |
GBP | 3.6 |
KRW | 3.2 |
SEK | 1.9 |
ILS | 1.7 |
CHF | 1.4 |
CAD | 0.7 |
TWD | 0.6 |
HKD | 0.3 |
Total | 100.0% |
Valuation Inputs
A summary of the inputs used to value the Fund’s investments as of December 31, 2023 is as follows (see Valuation Inputs in the Additional Information section):
Total Value at 12/31/2023 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Common Stocks* | $ 490,962,348 | $ 490,962,348 | $ — | $ — |
Repurchase Agreements | 21,684,534 | — | 21,684,534 | — |
Total Investments | $512,646,882 | $490,962,348 | $21,684,534 | $— |
* | See Portfolio of Investments for industry breakout. |
First Trust International Developed Capital Strength ETF (FICS)Portfolio of InvestmentsDecember 31, 2023 (Unaudited)
Shares | Description | Value | |||
COMMON STOCKS (a) — 99.8% | |||||
Aerospace & Defense — 7.7% | |||||
10,718 | Airbus SE (EUR) | $1,653,893 | |||
106,702 | BAE Systems PLC (GBP) | 1,510,364 | |||
8,967 | Safran S.A. (EUR) | 1,578,510 | |||
9,428 | Thales S.A. (EUR) | 1,394,154 | |||
6,136,921 | |||||
Air Freight & Logistics — 1.9% | |||||
8,694 | DSV A.S. (DKK) | 1,526,313 | |||
Beverages — 3.4% | |||||
11,077 | Carlsberg A.S., Class B (DKK) | 1,389,075 | |||
36,625 | Diageo PLC (GBP) | 1,333,295 | |||
2,722,370 | |||||
Building Products — 2.4% | |||||
66,347 | Assa Abloy AB, Class B (SEK) | 1,909,621 | |||
Capital Markets — 4.0% | |||||
8,241 | Deutsche Boerse AG (EUR) | 1,696,708 | |||
69,800 | Japan Exchange Group, Inc. (JPY) | 1,476,691 | |||
3,173,399 | |||||
Chemicals — 2.5% | |||||
48,000 | Shin-Etsu Chemical Co., Ltd. (JPY) | 2,014,298 | |||
Consumer Staples Distribution & Retail — 1.9% | |||||
25,638 | Alimentation Couche-Tard, Inc. (CAD) | 1,509,779 | |||
Electrical Equipment — 6.7% | |||||
41,532 | ABB Ltd. (CHF) | 1,841,916 | |||
16,072 | Legrand S.A. (EUR) | 1,669,583 | |||
9,188 | Schneider Electric SE (EUR) | 1,843,808 | |||
5,355,307 | |||||
Entertainment — 2.2% | |||||
33,800 | Nintendo Co., Ltd. (JPY) | 1,764,072 | |||
Financial Services — 2.2% | |||||
75,577 | Investor AB, Class B (SEK) | 1,749,667 | |||
Food Products — 1.8% | |||||
12,458 | Nestle S.A. (CHF) | 1,444,361 | |||
Hotels, Restaurants & Leisure — 6.0% | |||||
24,067 | Amadeus IT Group S.A. (EUR) | 1,723,778 | |||
55,711 | Aristocrat Leisure Ltd. (AUD) | 1,549,700 | |||
55,467 | Compass Group PLC (GBP) | 1,517,242 | |||
4,790,720 | |||||
Household Products — 1.7% | |||||
19,062 | Reckitt Benckiser Group PLC (GBP) | 1,316,916 | |||
Insurance — 5.9% | |||||
5,978 | Allianz SE (EUR) | 1,596,725 |
Shares | Description | Value | |||
Insurance (Continued) | |||||
6,343 | Hannover Rueck SE (EUR) | $1,514,606 | |||
2,941 | Zurich Insurance Group AG (CHF) | 1,537,202 | |||
4,648,533 | |||||
IT Services — 3.9% | |||||
14,077 | CGI, Inc. (CAD) (b) | 1,508,041 | |||
9,300 | Obic Co., Ltd. (JPY) | 1,602,436 | |||
3,110,477 | |||||
Machinery — 4.4% | |||||
33,950 | Kone Oyj, Class B (EUR) | 1,692,553 | |||
81,520 | Sandvik AB (SEK) | 1,762,782 | |||
3,455,335 | |||||
Marine Transportation — 2.2% | |||||
4,957 | Kuehne + Nagel International AG (CHF) | 1,708,030 | |||
Metals & Mining — 2.1% | |||||
49,003 | BHP Group Ltd. (AUD) | 1,683,345 | |||
Oil, Gas & Consumable Fuels — 3.4% | |||||
20,771 | TotalEnergies SE (EUR) | 1,412,494 | |||
59,879 | Woodside Energy Group Ltd. (AUD) | 1,267,388 | |||
2,679,882 | |||||
Personal Care Products — 3.9% | |||||
3,418 | L’Oreal S.A. (EUR) | 1,700,435 | |||
28,387 | Unilever PLC (GBP) | 1,374,971 | |||
3,075,406 | |||||
Pharmaceuticals — 11.3% | |||||
10,859 | AstraZeneca PLC (GBP) | 1,467,189 | |||
45,324 | Chugai Pharmaceutical Co., Ltd. (JPY) | 1,717,169 | |||
77,472 | GSK PLC (GBP) | 1,432,066 | |||
78,400 | Ono Pharmaceutical Co., Ltd. (JPY) | 1,398,967 | |||
5,133 | Roche Holding AG (CHF) | 1,492,205 | |||
29,500 | Shionogi & Co., Ltd. (JPY) | 1,422,277 | |||
8,929,873 | |||||
Professional Services — 7.6% | |||||
83,835 | Computershare Ltd. (AUD) | 1,393,384 | |||
16,419 | SGS S.A. (CHF) | 1,416,128 | |||
11,288 | Thomson Reuters Corp. (CAD) | 1,650,371 | |||
10,921 | Wolters Kluwer N.V. (EUR) | 1,551,635 | |||
6,011,518 | |||||
Software — 4.3% | |||||
664 | Constellation Software, Inc. (CAD) | 1,646,292 | |||
119,100 | Sage Group (The) PLC (GBP) | 1,779,980 | |||
3,426,272 |
First Trust International Developed Capital Strength ETF (FICS)Portfolio of Investments (Continued)December 31, 2023 (Unaudited)
Shares | Description | Value | |||
COMMON STOCKS (a) (Continued) | |||||
Specialty Retail — 2.2% | |||||
39,345 | Industria de Diseno Textil S.A. (EUR) | $1,712,635 | |||
Trading Companies & Distributors — 4.2% | |||||
19,112 | Brenntag SE (EUR) | 1,755,830 | |||
39,355 | Bunzl PLC (GBP) | 1,600,225 | |||
3,356,055 | |||||
Total Common Stocks | 79,211,105 | ||||
(Cost $69,917,246) | |||||
WARRANTS (a) — 0.0% | |||||
Software — 0.0% | |||||
753 | Constellation Software, Inc. (CAD) (b) (c) (d) (e) | 0 | |||
(Cost $0) | |||||
Total Investments — 99.8% | 79,211,105 | ||||
(Cost $69,917,246) | |||||
Net Other Assets and Liabilities — 0.2% | 155,089 | ||||
Net Assets — 100.0% | $79,366,194 |
(a) | Securities are issued in U.S. dollars unless otherwise indicated in the security description. |
(b) | Non-income producing security. |
(c) | Pursuant to procedures adopted by the Trust’s Board of Trustees, this security has been determined to be illiquid by First Trust Advisors L.P., the Fund’s advisor. |
(d) | 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 December 31, 2023, securities noted as such are valued at $0 or 0.0% of net assets. |
(e) | This security’s value was determined using significant unobservable inputs (see Valuation Inputs in the Additional Information section). |
Abbreviations throughout the Portfolio of Investments: | |
AUD | – Australian Dollar |
CAD | – Canadian Dollar |
CHF | – Swiss Franc |
DKK | – Danish Krone |
EUR | – Euro |
GBP | – British Pound Sterling |
JPY | – Japanese Yen |
SEK | – Swedish Krona |
Country Allocation† | % of Net Assets |
United Kingdom | 16.8% |
Japan | 14.4 |
France | 12.1 |
Switzerland | 11.9 |
Germany | 8.3 |
Canada | 8.0 |
Australia | 7.4 |
Sweden | 6.8 |
Spain | 4.3 |
Netherlands | 4.0 |
Denmark | 3.7 |
Finland | 2.1 |
Total Investments | 99.8 |
Net Other Assets and Liabilities | 0.2 |
Total | 100.0% |
† | Portfolio securities are categorized based upon their country of incorporation, which can be different from the country categorization of the Fund’s underlying index. |
Currency Exposure Diversification | % of Total Investments |
EUR | 30.9% |
GBP | 16.8 |
JPY | 14.4 |
CHF | 11.9 |
CAD | 8.0 |
AUD | 7.4 |
SEK | 6.9 |
DKK | 3.7 |
Total | 100.0% |
Valuation Inputs
A summary of the inputs used to value the Fund’s investments as of December 31, 2023 is as follows (see Valuation Inputs in the Additional Information section):
Total Value at 12/31/2023 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |
Common Stocks* | $ 79,211,105 | $ 79,211,105 | $ — | $ — |
Warrants* | —** | — | — | —** |
Total Investments | $79,211,105 | $79,211,105 | $— | $—** |
* | See Portfolio of Investments for industry breakout. |
** | Investment is valued at $0. |
Level 3 investments are fair valued by the Advisor’s Pricing Committee and are footnoted in the Portfolio of Investments. All Level 3 values are based on unobservable inputs.
First Trust Exchange-Traded Fund VIAdditional InformationDecember 31, 2023 (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 Technology DividendTM Index, Nasdaq US Multi-Asset Diversified IncomeTM Index, Nasdaq US Rising Dividend AchieversTM Index, Dorsey Wright Momentum Plus Dividend YieldTM Index, Nasdaq CTA Artificial Intelligence and RoboticsTM Index and The International Developed Capital StrengthTM Index (“the Nasdaq Indexes”) 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 Funds have not been passed on by the Corporations as to their legality or suitability. The Funds have not issued, endorsed, sold, or promoted by the Corporations. THE CORPORATIONS MAKE NO WARRANTIES AND BEAR NO LIABILITY WITH RESPECT TO THE FUNDS.
First Trust Dorsey Wright Focus 5 ETF, First Trust Dorsey Wright Momentum & Dividend ETF, First Trust Dorsey Wright International Focus 5 ETF and First Trust Dorsey Wright Dynamic Focus 5 ETF are not sponsored, endorsed, sold or promoted by Dorsey, Wright & Associates, LLC (“Dorsey Wright”). Dorsey Wright makes no representation or warranty, express or implied, to the owners of the Funds or any member of the public regarding the advisability of trading in the Funds. Dorsey Wright’s only relationship to First Trust is the licensing of certain trademarks and trade names of Dorsey Wright and of the Indexes, which are determined, composed and calculated by Dorsey Wright without regard to First Trust or the Funds.
Richard Bernstein Advisors and Richard Bernstein Advisors American Industrial Renaissance® Index (“Index”) are trademarks and trade names of Richard Bernstein Advisors (“RBA”). The Fund is not sponsored, endorsed, sold or promoted by RBA and RBA makes no representation or warranty, express or implied, to the owners of the Fund or any member of the public regarding the advisability of trading in the Fund. RBA’s only relationship to First Trust is the licensing of certain trademarks and trade names of RBA and of the Index, which is determined and composed by RBA without regard to First Trust or the Fund. RBA has no obligation to take the needs of First Trust or the owners of the Fund into consideration in determining or composing the Index. RBA is not responsible for and has not participated in the determination of the timing of, prices at, or quantities of the Fund to be listed or in the determination or calculation of the equation by which the Fund is to be converted into cash. RBA has no obligation or liability in connection with the administration, marketing or trading of the Fund.
S&P International Dividend Aristocrats 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 S&P Dow Jones Indexes.
Indxx and Indxx Blockchain Index (“Index”) are trademarks of Indxx, Inc. (“Indxx”) and have been licensed for use for certain purposes by First Trust. The Fund is not sponsored, endorsed, sold or promoted by Indxx and Indxx makes no representation regarding the advisability of trading in such product. The Index is determined, composed and calculated by Indxx without regard to First Trust or the Fund.