First Trust STOXX® European Select Dividend Index Fund
(FDD)
|
First Trust Alerian Disruptive Technology Real Estate ETF
(DTRE)
|
First Trust Dow Jones Global Select Dividend Index Fund
(FGD)
|
First Trust Global Wind Energy ETF (FAN)
|
First Trust Alerian U.S. NextGen Infrastructure ETF (RBLD)
|
First Trust NASDAQ® Clean Edge® Smart Grid Infrastructure
Index Fund (GRID)
|
First Trust Indxx Global Natural Resources Income ETF
(FTRI)
|
First Trust Indxx Global Agriculture ETF (FTAG)
|
First Trust Indxx NextG ETF (NXTG)
|
First Trust S-Network Future Vehicles & Technology ETF
(CARZ)
|
First Trust Cloud Computing ETF (SKYY)
|
First Trust International Equity Opportunities ETF (FPXI)
|
First Trust Nasdaq Cybersecurity ETF (CIBR)
|
First Trust IPOX® Europe Equity Opportunities ETF (FPXE)
|
First Trust Dow Jones International Internet ETF (FDNI)
|
2
|
|
3
|
|
4
|
|
6
|
|
8
|
|
10
|
|
12
|
|
14
|
|
16
|
|
18
|
|
20
|
|
22
|
|
24
|
|
26
|
|
28
|
|
30
|
|
32
|
|
34
|
|
35
|
|
37
|
|
39
|
|
41
|
|
44
|
|
47
|
|
49
|
|
52
|
|
55
|
|
57
|
|
61
|
|
64
|
|
67
|
|
70
|
|
71
|
|
74
|
|
76
|
|
80
|
|
84
|
|
90
|
|
105
|
|
119
|
|
121
|
|
132
|
|
134
|
Performance
|
|||||||
|
|
Average Annual Total Returns
|
Cumulative Total Returns
|
||||
|
1 Year
Ended
9/30/23
|
5 Years
Ended
9/30/23
|
10 Years
Ended
9/30/23
|
Inception
(8/27/07)
to 9/30/23
|
5 Years
Ended
9/30/23
|
10 Years
Ended
9/30/23
|
Inception
(8/27/07)
to 9/30/23
|
Fund Performance
|
|
|
|
|
|
|
|
NAV
|
23.52%
|
1.52%
|
2.99%
|
-1.49%
|
7.82%
|
34.32%
|
-21.49%
|
Market Price
|
23.81%
|
1.51%
|
2.91%
|
-1.51%
|
7.78%
|
33.27%
|
-21.74%
|
Index Performance
|
|
|
|
|
|
|
|
STOXX® Europe Select Dividend 30 Index
|
23.18%
|
1.82%
|
3.31%
|
-1.09%
|
9.45%
|
38.52%
|
-16.17%
|
STOXX® Europe 600 Index
|
28.82%
|
3.95%
|
3.95%
|
2.44%
|
21.36%
|
47.32%
|
47.33%
|
MSCI Europe Index
|
28.85%
|
3.96%
|
3.83%
|
2.26%
|
21.41%
|
45.57%
|
43.30%
|
Sector Allocation
|
% of Total
Long-Term
Investments
|
Financials
|
33.6%
|
Materials
|
18.9
|
Utilities
|
12.9
|
Consumer Discretionary
|
10.9
|
Industrials
|
9.1
|
Communication Services
|
5.8
|
Real Estate
|
4.7
|
Energy
|
4.1
|
Total
|
100.0%
|
Top Ten Holdings
|
% of Total
Long-Term
Investments
|
Glencore PLC
|
4.9%
|
Taylor Wimpey PLC
|
4.9
|
AP Moller - Maersk A/S, Class A
|
4.6
|
Yara International ASA
|
4.5
|
ACS Actividades de Construccion y Servicios
S.A.
|
4.4
|
Rio Tinto PLC
|
4.3
|
Endesa S.A.
|
4.2
|
Legal & General Group PLC
|
4.1
|
Aker BP ASA
|
4.1
|
Credit Agricole S.A.
|
3.7
|
Total
|
43.7%
|
|
Performance figures assume reinvestment of
all distributions and do not reflect the
deduction of taxes that a shareholder would
pay on Fund distributions or the redemption
or sale of Fund shares. An index is a statistical
composite that tracks a specified financial
market or sector. Unlike the Fund, the indices
do not actually hold a portfolio of securities
and therefore do not incur the expenses
incurred by the Fund. These expenses
negatively impact the performance of the
Fund. The Fund’s past performance does not
predict future performance.
|
Performance
|
|||||||
|
|
Average Annual Total Returns
|
Cumulative Total Returns
|
||||
|
1 Year
Ended
9/30/23
|
5 Years
Ended
9/30/23
|
10 Years
Ended
9/30/23
|
Inception
(8/27/07)
to 9/30/23
|
5 Years
Ended
9/30/23
|
10 Years
Ended
9/30/23
|
Inception
(8/27/07)
to 9/30/23
|
Fund Performance
|
|
|
|
|
|
|
|
NAV
|
4.42%
|
-0.57%
|
2.46%
|
1.55%
|
-2.81%
|
27.49%
|
28.08%
|
Market Price
|
5.93%
|
-0.55%
|
2.44%
|
1.54%
|
-2.74%
|
27.23%
|
27.81%
|
Index Performance
|
|
|
|
|
|
|
|
Alerian Disruptive Technology Real Estate
Index(1)(2)
|
4.19%
|
N/A
|
N/A
|
N/A
|
N/A
|
N/A
|
N/A
|
FTSE EPRA/NAREIT Developed Index
|
2.72%
|
-0.30%
|
2.97%
|
2.21%
|
-1.48%
|
33.98%
|
42.24%
|
S&P Global REIT Index(3)
|
2.03%
|
0.01%
|
3.12%
|
2.10%
|
0.04%
|
35.99%
|
39.79%
|
MSCI World REIT Index(3)
|
-2.17%
|
1.39%
|
4.13%
|
2.31%
|
7.16%
|
49.81%
|
44.32%
|
MSCI World Real Estate Index(2)(3)
|
-0.95%
|
0.14%
|
N/A
|
N/A
|
0.68%
|
N/A
|
N/A
|
(1)
|
On September 30, 2022, the Fund’s underlying index changed from the FTSE EPRA/NAREIT Developed Index to the Alerian Disruptive
Technology Real Estate Index. Therefore, the Fund’s performance and historical returns shown for the periods prior to this date are not
necessarily indicative of the performance that the Fund, based on its current index, would have generated.
|
(2)
|
Performance data is not available for all the periods shown in the table for the index because performance data does not exist
for some of the
entire periods.
|
(3)
|
Prior to February 1, 2023, the Fund’s primary benchmark indices were the S&P Global REIT Index and the MSCI World REIT Index. Effective
February 1, 2023, the Fund’s primary benchmark index became the MSCI World Real Estate Index. The Fund’s investment advisor believes the
MSCI World Real Estate Index better reflects the investment strategies of the Fund.
|
Sector Allocation
|
% of Total
Long-Term
Investments
|
Real Estate
|
100.0%
|
Total
|
100.0%
|
Top Ten Holdings
|
% of Total
Long-Term
Investments
|
Digital Realty Trust, Inc.
|
7.6%
|
Equinix, Inc.
|
6.7
|
Prologis, Inc.
|
6.6
|
American Tower Corp.
|
6.2
|
SBA Communications Corp.
|
6.1
|
Crown Castle, Inc.
|
5.9
|
STAG Industrial, Inc.
|
5.1
|
Rexford Industrial Realty, Inc.
|
4.8
|
DigitalBridge Group, Inc.
|
4.8
|
Terreno Realty Corp.
|
4.8
|
Total
|
58.6%
|
|
Performance figures assume reinvestment of
all distributions and do not reflect the
deduction of taxes that a shareholder would
pay on Fund distributions or the redemption
or sale of Fund shares. An index is a statistical
composite that tracks a specified financial
market or sector. Unlike the Fund, the indices
do not actually hold a portfolio of securities
and therefore do not incur the expenses
incurred by the Fund. These expenses
negatively impact the performance of the
Fund. The Fund’s past performance does not
predict future performance.
|
Performance
|
|||||||
|
|
Average Annual Total Returns
|
Cumulative Total Returns
|
||||
|
1 Year
Ended
9/30/23
|
5 Years
Ended
9/30/23
|
10 Years
Ended
9/30/23
|
Inception
(11/21/07)
to 9/30/23
|
5 Years
Ended
9/30/23
|
10 Years
Ended
9/30/23
|
Inception
(11/21/07)
to 9/30/23
|
Fund Performance
|
|
|
|
|
|
|
|
NAV
|
18.65%
|
2.21%
|
3.23%
|
2.91%
|
11.56%
|
37.38%
|
57.66%
|
Market Price
|
18.40%
|
2.17%
|
3.15%
|
2.87%
|
11.31%
|
36.36%
|
56.73%
|
Index Performance
|
|
|
|
|
|
|
|
Dow Jones Global Select Dividend Index
|
18.47%
|
2.46%
|
3.41%
|
3.09%
|
12.94%
|
39.87%
|
62.11%
|
Dow Jones World Developed Markets
IndexSM
|
22.00%
|
6.94%
|
8.23%
|
6.25%
|
39.87%
|
120.58%
|
161.52%
|
MSCI World Index
|
21.95%
|
7.26%
|
8.26%
|
6.01%
|
41.95%
|
121.25%
|
152.18%
|
Sector Allocation
|
% of Total
Long-Term
Investments
|
Financials
|
35.5%
|
Industrials
|
12.8
|
Materials
|
11.3
|
Energy
|
9.1
|
Communication Services
|
7.7
|
Consumer Discretionary
|
7.4
|
Utilities
|
6.7
|
Consumer Staples
|
6.0
|
Real Estate
|
3.5
|
Total
|
100.0%
|
Top Ten Holdings
|
% of Total
Long-Term
Investments
|
Mitsui OSK Lines Ltd.
|
2.6%
|
Nippon Yusen KK
|
2.2
|
Peyto Exploration & Development Corp.
|
2.0
|
Hapag-Lloyd AG
|
1.8
|
Sitio Royalties Corp., Class A
|
1.8
|
Industrial Bank of Korea
|
1.6
|
AP Moller - Maersk A/S, Class A
|
1.5
|
BNK Financial Group, Inc.
|
1.5
|
Woori Financial Group, Inc.
|
1.5
|
Enagas S.A.
|
1.4
|
Total
|
17.9%
|
|
Performance figures assume reinvestment of
all distributions and do not reflect the
deduction of taxes that a shareholder would
pay on Fund distributions or the redemption
or sale of Fund shares. An index is a statistical
composite that tracks a specified financial
market or sector. Unlike the Fund, the indices
do not actually hold a portfolio of securities
and therefore do not incur the expenses
incurred by the Fund. These expenses
negatively impact the performance of the
Fund. The Fund’s past performance does not
predict future performance.
|
Performance
|
|||||||
|
|
Average Annual Total Returns
|
Cumulative Total Returns
|
||||
|
1 Year
Ended
9/30/23
|
5 Years
Ended
9/30/23
|
10 Years
Ended
9/30/23
|
Inception
(6/16/08)
to 9/30/23
|
5 Years
Ended
9/30/23
|
10 Years
Ended
9/30/23
|
Inception
(6/16/08)
to 9/30/23
|
Fund Performance
|
|
|
|
|
|
|
|
NAV
|
-2.21%
|
5.00%
|
5.95%
|
-2.68%
|
27.61%
|
78.30%
|
-33.98%
|
Market Price
|
-2.62%
|
4.97%
|
5.86%
|
-2.72%
|
27.44%
|
76.75%
|
-34.36%
|
Index Performance
|
|
|
|
|
|
|
|
ISE Clean Edge Global Wind EnergyTM
Index
|
-1.69%
|
5.86%
|
6.79%
|
-1.89%
|
32.92%
|
92.90%
|
-25.31%
|
Russell 3000® Index
|
20.46%
|
9.14%
|
11.28%
|
9.72%
|
54.88%
|
191.20%
|
313.17%
|
MSCI World Index
|
21.95%
|
7.26%
|
8.26%
|
6.49%
|
41.95%
|
121.25%
|
161.41%
|
Sector Allocation
|
% of Total
Long-Term
Investments
|
Utilities
|
59.7%
|
Industrials
|
35.7
|
Materials
|
4.3
|
Energy
|
0.3
|
Total
|
100.0%
|
Top Ten Holdings
|
% of Total
Long-Term
Investments
|
Vestas Wind Systems A/S
|
8.1%
|
EDP Renovaveis S.A.
|
7.8
|
Orsted A/S
|
7.4
|
Northland Power, Inc.
|
7.1
|
China Longyuan Power Group Corp., Ltd.,
Class H
|
5.0
|
Boralex, Inc., Class A
|
3.3
|
ERG S.p.A.
|
2.3
|
Nordex SE
|
2.3
|
SKF AB, Class B
|
2.2
|
Prysmian S.p.A.
|
2.1
|
Total
|
47.6%
|
|
Performance figures assume reinvestment of
all distributions and do not reflect the
deduction of taxes that a shareholder would
pay on Fund distributions or the redemption
or sale of Fund shares. An index is a statistical
composite that tracks a specified financial
market or sector. Unlike the Fund, the indices
do not actually hold a portfolio of securities
and therefore do not incur the expenses
incurred by the Fund. These expenses
negatively impact the performance of the
Fund. The Fund’s past performance does not
predict future performance.
|
Performance
|
|||||||
|
|
Average Annual Total Returns
|
Cumulative Total Returns
|
||||
|
1 Year
Ended
9/30/23
|
5 Years
Ended
9/30/23
|
10 Years
Ended
9/30/23
|
Inception
(10/13/08)
to 9/30/23
|
5 Years
Ended
9/30/23
|
10 Years
Ended
9/30/23
|
Inception
(10/13/08)
to 9/30/23
|
Fund Performance
|
|
|
|
|
|
|
|
NAV
|
18.23%
|
-0.26%
|
2.38%
|
5.37%
|
-1.29%
|
26.50%
|
118.68%
|
Market Price
|
18.27%
|
-0.19%
|
2.38%
|
5.37%
|
-0.97%
|
26.55%
|
118.71%
|
Index Performance
|
|
|
|
|
|
|
|
Alerian U.S. NextGen Infrastructure
Index(1)(2)
|
18.98%
|
N/A
|
N/A
|
N/A
|
N/A
|
N/A
|
N/A
|
MSCI World Industrials Index
|
27.56%
|
5.52%
|
7.33%
|
9.39%
|
30.82%
|
102.78%
|
283.31%
|
Russell 3000® Index
|
20.46%
|
9.14%
|
11.28%
|
12.23%
|
54.88%
|
191.20%
|
462.52%
|
MSCI USA Infrastructure Index(2)
|
-2.21%
|
3.25%
|
5.75%
|
N/A
|
17.35%
|
74.84%
|
N/A
|
(1)
|
On July 29, 2022, the Fund’s underlying index changed from the ISE Global Engineering and ConstructionTM Index to Alerian U.S. NextGen
Infrastructure Index. Therefore, the Fund’s performance and historical returns shown for the periods prior to this date are not necessarily
indicative of the performance that the Fund, based on its current index, would have generated. Since the Fund’s current underlying index had an
inception date of April 30, 2021, it was not in existence for all the periods shown.
|
(2)
|
Performance data is not available for all the periods shown in the table for the index because performance data does not exist
for some of the
entire periods.
|
Sector Allocation
|
% of Total
Long-Term
Investments
|
Industrials
|
43.7%
|
Utilities
|
28.7
|
Energy
|
8.7
|
Information Technology
|
8.2
|
Materials
|
6.0
|
Real Estate
|
4.7
|
Total
|
100.0%
|
Top Ten Holdings
|
% of Total
Long-Term
Investments
|
Vertiv Holdings Co.
|
1.5%
|
Vistra Corp.
|
1.3
|
Akamai Technologies, Inc.
|
1.2
|
Constellation Energy Corp.
|
1.2
|
Okta, Inc.
|
1.2
|
Lennox International, Inc.
|
1.2
|
Targa Resources Corp.
|
1.2
|
Halliburton Co.
|
1.2
|
Caterpillar, Inc.
|
1.1
|
Cheniere Energy, Inc.
|
1.1
|
Total
|
12.2%
|
|
Performance figures assume reinvestment of
all distributions and do not reflect the
deduction of taxes that a shareholder would
pay on Fund distributions or the redemption
or sale of Fund shares. An index is a statistical
composite that tracks a specified financial
market or sector. Unlike the Fund, the indices
do not actually hold a portfolio of securities
and therefore do not incur the expenses
incurred by the Fund. These expenses
negatively impact the performance of the
Fund. The Fund’s past performance does not
predict future performance.
|
Performance
|
|||||||
|
|
Average Annual Total Returns
|
Cumulative Total Returns
|
||||
|
1 Year
Ended
9/30/23
|
5 Years
Ended
9/30/23
|
10 Years
Ended
9/30/23
|
Inception
(11/16/09)
to 9/30/23
|
5 Years
Ended
9/30/23
|
10 Years
Ended
9/30/23
|
Inception
(11/16/09)
to 9/30/23
|
Fund Performance
|
|
|
|
|
|
|
|
NAV
|
26.39%
|
15.80%
|
12.04%
|
9.76%
|
108.19%
|
211.76%
|
264.06%
|
Market Price
|
26.39%
|
15.58%
|
12.08%
|
9.75%
|
106.30%
|
212.72%
|
263.48%
|
Index Performance
|
|
|
|
|
|
|
|
Nasdaq Clean Edge Smart Grid
InfrastructureTM Index
|
26.72%
|
16.82%
|
12.92%
|
10.66%
|
117.59%
|
237.20%
|
307.47%
|
Russell 3000® Index
|
20.46%
|
9.14%
|
11.28%
|
12.17%
|
54.88%
|
191.20%
|
392.02%
|
S&P Composite 1500® Industrials Index
|
25.78%
|
7.72%
|
10.27%
|
12.08%
|
45.03%
|
165.86%
|
386.68%
|
MSCI World Industrials Index
|
27.56%
|
5.52%
|
7.33%
|
8.74%
|
30.82%
|
102.78%
|
219.79%
|
Sector Allocation
|
% of Total
Long-Term
Investments
|
Industrials
|
52.5%
|
Information Technology
|
20.8
|
Utilities
|
19.8
|
Consumer Discretionary
|
6.9
|
Materials
|
0.0*
|
Total
|
100.0%
|
*
|
Amount is less than 0.01%.
|
Top Ten Holdings
|
% of Total
Long-Term
Investments
|
Schneider Electric SE
|
8.3%
|
ABB Ltd.
|
8.0
|
Eaton Corp. PLC
|
7.9
|
National Grid PLC
|
7.9
|
Johnson Controls International PLC
|
7.0
|
Aptiv PLC
|
4.2
|
Quanta Services, Inc.
|
3.8
|
Samsung SDI Co., Ltd.
|
3.5
|
Enphase Energy, Inc.
|
3.2
|
Hubbell, Inc.
|
3.0
|
Total
|
56.8%
|
|
Performance figures assume reinvestment of
all distributions and do not reflect the
deduction of taxes that a shareholder would
pay on Fund distributions or the redemption
or sale of Fund shares. An index is a statistical
composite that tracks a specified financial
market or sector. Unlike the Fund, the indices
do not actually hold a portfolio of securities
and therefore do not incur the expenses
incurred by the Fund. These expenses
negatively impact the performance of the
Fund. The Fund’s past performance does not
predict future performance.
|
Performance
|
|||||||
|
|
Average Annual Total Returns
|
Cumulative Total Returns
|
||||
|
1 Year
Ended
9/30/23
|
5 Years
Ended
9/30/23
|
10 Years
Ended
9/30/23
|
Inception
(3/11/10)
to 9/30/23
|
5 Years
Ended
9/30/23
|
10 Years
Ended
9/30/23
|
Inception
(3/11/10)
to 9/30/23
|
Fund Performance
|
|
|
|
|
|
|
|
NAV
|
10.17%
|
6.50%
|
-1.01%
|
-2.29%
|
37.04%
|
-9.70%
|
-26.97%
|
Market Price
|
9.75%
|
6.42%
|
-1.04%
|
-2.33%
|
36.51%
|
-9.88%
|
-27.34%
|
Index Performance
|
|
|
|
|
|
|
|
Indxx Global Natural Resources Income
Index(1)
|
11.72%
|
7.68%
|
N/A
|
N/A
|
44.78%
|
N/A
|
N/A
|
MSCI ACWI Materials Index
|
16.80%
|
5.12%
|
4.86%
|
3.64%
|
28.36%
|
60.75%
|
62.45%
|
MSCI ACWI Index
|
20.80%
|
6.46%
|
7.56%
|
7.99%
|
36.76%
|
107.21%
|
183.52%
|
(1)
|
Effective on the close of business December 18, 2015, the Fund’s underlying index changed from the ISE Global CopperTM Index to the Indxx
Global Natural Resources Income Index. Therefore, the Fund’s performance and total returns shown for the period prior to December 18, 2015,
are not necessarily indicative of the performance the Fund, based on its current index, would have generated. Since the Fund’s current underlying
index had an inception date of June 1, 2015, it was not in existence for all the periods disclosed.
|
Sector Allocation
|
% of Total
Long-Term
Investments
|
Energy
|
40.2%
|
Materials
|
39.7
|
Consumer Staples
|
13.3
|
Industrials
|
5.1
|
Utilities
|
1.7
|
Total
|
100.0%
|
Top Ten Holdings
|
% of Total
Long-Term
Investments
|
Petroleo Brasileiro S.A., ADR
|
10.1%
|
Woodside Energy Group Ltd.
|
9.7
|
Archer-Daniels-Midland Co.
|
9.2
|
Nutrien Ltd.
|
7.0
|
Ecopetrol S.A., ADR
|
4.5
|
Agnico Eagle Mines Ltd.
|
4.4
|
CF Industries Holdings, Inc.
|
3.9
|
Suzano S.A., ADR
|
3.4
|
Newcrest Mining Ltd.
|
3.3
|
Tyson Foods, Inc., Class A
|
3.3
|
Total
|
58.8%
|
|
Performance figures assume reinvestment of
all distributions and do not reflect the
deduction of taxes that a shareholder would
pay on Fund distributions or the redemption
or sale of Fund shares. An index is a statistical
composite that tracks a specified financial
market or sector. Unlike the Fund, the indices
do not actually hold a portfolio of securities
and therefore do not incur the expenses
incurred by the Fund. These expenses
negatively impact the performance of the
Fund. The Fund’s past performance does not
predict future performance.
|
Performance
|
|||||||
|
|
Average Annual Total Returns
|
Cumulative Total Returns
|
||||
|
1 Year
Ended
9/30/23
|
5 Years
Ended
9/30/23
|
10 Years
Ended
9/30/23
|
Inception
(3/11/10)
to 9/30/23
|
5 Years
Ended
9/30/23
|
10 Years
Ended
9/30/23
|
Inception
(3/11/10)
to 9/30/23
|
Fund Performance
|
|
|
|
|
|
|
|
NAV
|
1.35%
|
2.21%
|
-6.81%
|
-10.66%
|
11.54%
|
-50.61%
|
-78.31%
|
Market Price
|
1.08%
|
2.19%
|
-6.84%
|
-10.69%
|
11.44%
|
-50.78%
|
-78.39%
|
Index Performance
|
|
|
|
|
|
|
|
Indxx Global Agriculture Index(1)
|
2.23%
|
3.32%
|
N/A
|
N/A
|
17.72%
|
N/A
|
N/A
|
MSCI ACWI Index
|
20.80%
|
6.46%
|
7.56%
|
7.99%
|
36.76%
|
107.21%
|
183.52%
|
MSCI ACWI Materials Index
|
16.80%
|
5.12%
|
4.86%
|
3.64%
|
28.36%
|
60.75%
|
62.45%
|
(1)
|
Effective on the close of business December 18, 2015, the Fund’s underlying index changed from the ISE Global PlatinumTM Index to the Indxx
Global Agriculture Index. Therefore, the Fund’s performance and total returns shown for the period prior to December 18, 2015, are not
necessarily indicative of the performance the Fund, based on its current Index, would have generated. Since the Fund’s new underlying index had
an inception date of June 1, 2015, it was not in existence for all the periods disclosed.
|
Sector Allocation
|
% of Total
Long-Term
Investments
|
Materials
|
48.1%
|
Industrials
|
30.7
|
Health Care
|
9.3
|
Consumer Staples
|
7.2
|
Consumer Discretionary
|
4.7
|
Total
|
100.0%
|
Top Ten Holdings
|
% of Total
Long-Term
Investments
|
Deere & Co.
|
9.5%
|
Bayer AG
|
9.3
|
BASF SE
|
8.1
|
Corteva, Inc.
|
7.2
|
Mahindra & Mahindra Ltd.
|
4.7
|
Industries Qatar QSC
|
4.6
|
Nutrien Ltd.
|
4.6
|
Wilmar International Ltd.
|
3.6
|
Kubota Corp.
|
3.6
|
CF Industries Holdings, Inc.
|
3.4
|
Total
|
58.6%
|
|
Performance figures assume reinvestment of
all distributions and do not reflect the
deduction of taxes that a shareholder would
pay on Fund distributions or the redemption
or sale of Fund shares. An index is a statistical
composite that tracks a specified financial
market or sector. Unlike the Fund, the indices
do not actually hold a portfolio of securities
and therefore do not incur the expenses
incurred by the Fund. These expenses
negatively impact the performance of the
Fund. The Fund’s past performance does not
predict future performance.
|
Performance
|
|||||||
|
|
Average Annual Total Returns
|
Cumulative Total Returns
|
||||
|
1 Year
Ended
9/30/23
|
5 Years
Ended
9/30/23
|
10 Years
Ended
9/30/23
|
Inception
(2/17/11)
to 9/30/23
|
5 Years
Ended
9/30/23
|
10 Years
Ended
9/30/23
|
Inception
(2/17/11)
to 9/30/23
|
Fund Performance
|
|
|
|
|
|
|
|
NAV
|
24.01%
|
8.11%
|
9.29%
|
8.09%
|
47.67%
|
143.16%
|
166.89%
|
Market Price
|
23.90%
|
8.16%
|
9.29%
|
8.07%
|
47.99%
|
143.17%
|
166.09%
|
Index Performance
|
|
|
|
|
|
|
|
Indxx 5G & NextG Thematic IndexSM(1)(2)
|
25.29%
|
N/A
|
N/A
|
N/A
|
N/A
|
N/A
|
N/A
|
MSCI ACWI Information Technology
Index
|
35.88%
|
14.86%
|
16.94%
|
14.66%
|
99.94%
|
378.14%
|
462.05%
|
MSCI ACWI Index
|
20.80%
|
6.46%
|
7.56%
|
7.29%
|
36.76%
|
107.21%
|
142.84%
|
(1)
|
On May 30, 2019, the Fund’s underlying index changed from the Nasdaq CTA SmartphoneTM Index to the Indxx 5G & NextG Thematic
IndexSM. Therefore, the Fund’s performance and historical returns shown for the periods prior to this date are not necessarily indicative of the
performance that the Fund, based on its current index, would have generated.
|
(2)
|
Performance data is not available for all the periods shown in the table for the index because performance data does not exist
for some of the
entire periods.
|
Sector Allocation
|
% of Total
Long-Term
Investments
|
Information Technology
|
62.7%
|
Communication Services
|
27.9
|
Real Estate
|
6.1
|
Consumer Discretionary
|
2.1
|
Industrials
|
1.2
|
Total
|
100.0%
|
Top Ten Holdings
|
% of Total
Long-Term
Investments
|
VMware, Inc., Class A
|
1.6%
|
Digital Realty Trust, Inc.
|
1.5
|
Tech Mahindra Ltd.
|
1.5
|
Xiaomi Corp., Class B
|
1.5
|
NEC Corp.
|
1.5
|
Arista Networks, Inc.
|
1.5
|
NVIDIA Corp.
|
1.5
|
Intel Corp.
|
1.5
|
Ciena Corp.
|
1.5
|
Infosys Ltd., ADR
|
1.5
|
Total
|
15.1%
|
|
Performance figures assume reinvestment of
all distributions and do not reflect the
deduction of taxes that a shareholder would
pay on Fund distributions or the redemption
or sale of Fund shares. An index is a statistical
composite that tracks a specified financial
market or sector. Unlike the Fund, the indices
do not actually hold a portfolio of securities
and therefore do not incur the expenses
incurred by the Fund. These expenses
negatively impact the performance of the
Fund. The Fund’s past performance does not
predict future performance.
|
Performance
|
|||||||
|
|
Average Annual Total Returns
|
Cumulative Total Returns
|
||||
|
1 Year
Ended
9/30/23
|
5 Years
Ended
9/30/23
|
10 Years
Ended
9/30/23
|
Inception
(5/9/11)
to 9/30/23
|
5 Years
Ended
9/30/23
|
10 Years
Ended
9/30/23
|
Inception
(5/9/11)
to 9/30/23
|
Fund Performance
|
|
|
|
|
|
|
|
NAV
|
29.47%
|
9.30%
|
4.92%
|
6.31%
|
55.98%
|
61.59%
|
113.38%
|
Market Price
|
29.03%
|
9.26%
|
4.85%
|
6.30%
|
55.70%
|
60.54%
|
113.19%
|
Index Performance
|
|
|
|
|
|
|
|
S-Network Electric & Future Vehicle
Ecosystem Index(1)
|
29.82%
|
N/A
|
N/A
|
N/A
|
N/A
|
N/A
|
N/A
|
MSCI ACWI Index(2)
|
20.80%
|
6.46%
|
7.56%
|
7.35%
|
36.76%
|
107.21%
|
140.77%
|
MSCI World Index(2)
|
21.95%
|
7.26%
|
8.26%
|
8.22%
|
41.95%
|
121.25%
|
166.22%
|
(1)
|
On January 26, 2022, the Fund’s underlying index changed from the Nasdaq Global AutoTM Index to the S-Network Electric & Future Vehicle
Ecosystem Index. Therefore, the Fund’s performance and historical returns shown for the periods prior to this date are not necessarily indicative
of the performance that the Fund, based on its current index, would have generated. Since the Fund’s current underlying index had an inception
date of May 11, 2021, it was not in existence for all the periods shown.
|
(2)
|
Prior to February 1, 2023, the Fund’s benchmark was the MSCI World Index. Effective February 1, 2023, the Fund’s benchmark became the
MSCI ACWI Index. The Fund’s investment advisor believes the MSCI ACWI Index better reflects the investment strategies of the Fund.
|
Sector Allocation
|
% of Total
Long-Term
Investments
|
Information Technology
|
53.6%
|
Consumer Discretionary
|
27.9
|
Industrials
|
6.3
|
Materials
|
6.1
|
Communication Services
|
6.1
|
Total
|
100.0%
|
Top Ten Holdings
|
% of Total
Long-Term
Investments
|
Alphabet, Inc., Class A
|
5.3%
|
NVIDIA Corp.
|
4.8
|
Microsoft Corp.
|
4.7
|
Tesla, Inc.
|
4.6
|
Apple, Inc.
|
4.6
|
Samsung Electronics Co., Ltd.
|
4.6
|
Advanced Micro Devices, Inc.
|
4.5
|
Taiwan Semiconductor Manufacturing Co.,
Ltd., ADR
|
4.2
|
Toyota Motor Corp.
|
3.3
|
Intel Corp.
|
2.9
|
Total
|
43.5%
|
|
Performance figures assume reinvestment of
all distributions and do not reflect the
deduction of taxes that a shareholder would
pay on Fund distributions or the redemption
or sale of Fund shares. An index is a statistical
composite that tracks a specified financial
market or sector. Unlike the Fund, the indices
do not actually hold a portfolio of securities
and therefore do not incur the expenses
incurred by the Fund. These expenses
negatively impact the performance of the
Fund. The Fund’s past performance does not
predict future performance.
|
Performance
|
|||||||
|
|
Average Annual Total Returns
|
Cumulative Total Returns
|
||||
|
1 Year
Ended
9/30/23
|
5 Years
Ended
9/30/23
|
10 Years
Ended
9/30/23
|
Inception
(7/5/11)
to 9/30/23
|
5 Years
Ended
9/30/23
|
10 Years
Ended
9/30/23
|
Inception
(7/5/11)
to 9/30/23
|
Fund Performance
|
|
|
|
|
|
|
|
NAV
|
25.92%
|
6.52%
|
12.37%
|
11.81%
|
37.13%
|
220.99%
|
292.05%
|
Market Price
|
25.88%
|
6.51%
|
12.37%
|
11.81%
|
37.05%
|
220.98%
|
292.05%
|
Index Performance
|
|
|
|
|
|
|
|
ISE CTA Cloud ComputingTM Index(1)
|
26.68%
|
7.18%
|
12.99%
|
12.43%
|
41.46%
|
239.02%
|
319.62%
|
S&P 500® Index
|
21.62%
|
9.92%
|
11.91%
|
12.16%
|
60.44%
|
208.21%
|
307.11%
|
S&P Composite 1500® Information
Technology Index
|
40.46%
|
18.01%
|
19.89%
|
18.28%
|
128.90%
|
513.58%
|
680.30%
|
(1)
|
On June 24, 2019, the Fund’s underlying index changed its methodology and changed its name from “ISE Cloud ComputingTM Index” to “ISE
CTA Cloud ComputingTM Index.”
|
Sector Allocation
|
% of Total
Long-Term
Investments
|
Information Technology
|
87.7%
|
Communication Services
|
6.3
|
Consumer Discretionary
|
3.6
|
Industrials
|
1.2
|
Health Care
|
0.6
|
Financials
|
0.6
|
Total
|
100.0%
|
Top Ten Holdings
|
% of Total
Long-Term
Investments
|
Nutanix, Inc., Class A
|
4.4%
|
Pure Storage, Inc., Class A
|
3.8
|
Microsoft Corp.
|
3.8
|
Alphabet, Inc., Class A
|
3.8
|
International Business Machines Corp.
|
3.8
|
Arista Networks, Inc.
|
3.7
|
Amazon.com, Inc.
|
3.6
|
Oracle Corp.
|
3.5
|
MongoDB, Inc.
|
3.0
|
Akamai Technologies, Inc.
|
2.7
|
Total
|
36.1%
|
|
Performance figures assume reinvestment of
all distributions and do not reflect the
deduction of taxes that a shareholder would
pay on Fund distributions or the redemption
or sale of Fund shares. An index is a statistical
composite that tracks a specified financial
market or sector. Unlike the Fund, the indices
do not actually hold a portfolio of securities
and therefore do not incur the expenses
incurred by the Fund. These expenses
negatively impact the performance of the
Fund. The Fund’s past performance does not
predict future performance.
|
Performance
|
|||||
|
|
Average Annual Total
Returns
|
Cumulative Total Returns
|
||
|
1 Year
Ended
9/30/23
|
5 Years
Ended
9/30/23
|
Inception
(11/4/14)
to 9/30/23
|
5 Years
Ended
9/30/23
|
Inception
(11/4/14)
to 9/30/23
|
Fund Performance
|
|
|
|
|
|
NAV
|
8.72%
|
2.58%
|
3.88%
|
13.61%
|
40.32%
|
Market Price
|
8.50%
|
2.52%
|
3.84%
|
13.23%
|
39.92%
|
Index Performance
|
|
|
|
|
|
IPOX® International Index
|
9.30%
|
3.51%
|
4.74%
|
18.82%
|
51.05%
|
MSCI ACWI ex USA Index
|
20.39%
|
2.58%
|
3.44%
|
13.57%
|
35.18%
|
Sector Allocation
|
% of Total
Long-Term
Investments
|
Consumer Discretionary
|
27.5%
|
Industrials
|
14.8
|
Communication Services
|
12.7
|
Health Care
|
11.9
|
Information Technology
|
11.6
|
Financials
|
8.1
|
Materials
|
5.4
|
Energy
|
3.0
|
Real Estate
|
2.9
|
Consumer Staples
|
2.1
|
Total
|
100.0%
|
Top Ten Holdings
|
% of Total
Long-Term
Investments
|
PDD Holdings, Inc., ADR
|
8.2%
|
Novo Nordisk A/S, ADR
|
7.2
|
nVent Electric PLC
|
4.3
|
Alibaba Group Holding Ltd., ADR
|
3.9
|
Dr. Ing hc F Porsche AG (Preference Shares)
|
3.8
|
Spotify Technology S.A.
|
3.7
|
Universal Music Group N.V.
|
3.7
|
LG Energy Solution Ltd.
|
3.6
|
NetEase, Inc., ADR
|
3.6
|
Saudi Aramco Base Oil Co.
|
3.5
|
Total
|
45.5%
|
|
Performance figures assume reinvestment of
all distributions and do not reflect the
deduction of taxes that a shareholder would
pay on Fund distributions or the redemption
or sale of Fund shares. An index is a statistical
composite that tracks a specified financial
market or sector. Unlike the Fund, the indices
do not actually hold a portfolio of securities
and therefore do not incur the expenses
incurred by the Fund. These expenses
negatively impact the performance of the
Fund. The Fund’s past performance does not
predict future performance.
|
Performance
|
|||||
|
|
Average Annual Total
Returns
|
Cumulative Total Returns
|
||
|
1 Year
Ended
9/30/23
|
5 Years
Ended
9/30/23
|
Inception
(7/6/15)
to 9/30/23
|
5 Years
Ended
9/30/23
|
Inception
(7/6/15)
to 9/30/23
|
Fund Performance
|
|
|
|
|
|
NAV
|
18.29%
|
10.50%
|
11.13%
|
64.71%
|
138.41%
|
Market Price
|
18.28%
|
10.43%
|
11.12%
|
64.20%
|
138.24%
|
Index Performance
|
|
|
|
|
|
Nasdaq CTA CybersecurityTM Index
|
19.18%
|
11.31%
|
11.93%
|
70.88%
|
153.07%
|
S&P 500® Index
|
21.62%
|
9.92%
|
11.31%
|
60.44%
|
141.60%
|
S&P Composite 1500® Information Technology Index
|
40.46%
|
18.01%
|
20.05%
|
128.90%
|
350.25%
|
Sector Allocation
|
% of Total
Long-Term
Investments
|
Information Technology
|
88.3%
|
Industrials
|
11.7
|
Total
|
100.0%
|
Top Ten Holdings
|
% of Total
Long-Term
Investments
|
Infosys Ltd., ADR
|
6.1%
|
Fortinet, Inc.
|
6.1
|
Palo Alto Networks, Inc.
|
6.0
|
Cisco Systems, Inc.
|
5.8
|
Broadcom, Inc.
|
5.6
|
Splunk, Inc.
|
3.7
|
Crowdstrike Holdings, Inc., Class A
|
3.2
|
Akamai Technologies, Inc.
|
3.2
|
Zscaler, Inc.
|
3.1
|
Check Point Software Technologies Ltd.
|
3.1
|
Total
|
45.9%
|
|
Performance figures assume reinvestment of
all distributions and do not reflect the
deduction of taxes that a shareholder would
pay on Fund distributions or the redemption
or sale of Fund shares. An index is a statistical
composite that tracks a specified financial
market or sector. Unlike the Fund, the indices
do not actually hold a portfolio of securities
and therefore do not incur the expenses
incurred by the Fund. These expenses
negatively impact the performance of the
Fund. The Fund’s past performance does not
predict future performance.
|
Performance
|
|||
|
|
Average Annual
Total Returns
|
Cumulative
Total Returns
|
|
1 Year
Ended
9/30/23
|
Inception
(10/4/18)
to 9/30/23
|
Inception
(10/4/18)
to 9/30/23
|
Fund Performance
|
|
|
|
NAV
|
23.49%
|
2.62%
|
13.75%
|
Market Price
|
23.63%
|
2.51%
|
13.15%
|
Index Performance
|
|
|
|
IPOX®-100 Europe Index
|
24.10%
|
3.83%
|
20.64%
|
MSCI Europe Index
|
28.85%
|
4.31%
|
23.44%
|
Sector Allocation
|
% of Total
Long-Term
Investments
|
Health Care
|
21.5%
|
Industrials
|
20.3
|
Consumer Discretionary
|
17.5
|
Communication Services
|
10.3
|
Energy
|
8.0
|
Financials
|
7.9
|
Information Technology
|
5.3
|
Materials
|
3.9
|
Consumer Staples
|
3.6
|
Utilities
|
1.7
|
Total
|
100.0%
|
Top Ten Holdings
|
% of Total
Long-Term
Investments
|
Novo Nordisk A/S, Class B
|
9.7%
|
nVent Electric PLC
|
7.7
|
Prosus N.V.
|
5.6
|
Dr. Ing hc F Porsche AG (Preference Shares)
|
4.4
|
Spotify Technology S.A.
|
4.3
|
Technip Energies N.V.
|
3.9
|
Global-e Online Ltd.
|
3.4
|
Verallia S.A.
|
2.5
|
Universal Music Group N.V.
|
2.5
|
Kempower Oyj
|
2.2
|
Total
|
46.2%
|
|
Performance figures assume reinvestment of
all distributions and do not reflect the
deduction of taxes that a shareholder would
pay on Fund distributions or the redemption
or sale of Fund shares. An index is a statistical
composite that tracks a specified financial
market or sector. Unlike the Fund, the indices
do not actually hold a portfolio of securities
and therefore do not incur the expenses
incurred by the Fund. These expenses
negatively impact the performance of the
Fund. The Fund’s past performance does not
predict future performance.
|
Performance
|
|||
|
|
Average Annual
Total Returns
|
Cumulative
Total Returns
|
|
1 Year
Ended
9/30/23
|
Inception
(11/5/18)
to 9/30/23
|
Inception
(11/5/18)
to 9/30/23
|
Fund Performance
|
|
|
|
NAV
|
7.99%
|
2.11%
|
10.78%
|
Market Price
|
5.94%
|
1.90%
|
9.68%
|
Index Performance
|
|
|
|
Dow Jones International Internet Index
|
7.54%
|
2.84%
|
14.69%
|
MSCI ACWI ex-USA Information Technology Index
|
28.97%
|
10.95%
|
66.40%
|
MSCI ACWI ex-USA Index
|
20.39%
|
4.08%
|
21.67%
|
Sector Allocation
|
% of Total
Long-Term
Investments
|
Consumer Discretionary
|
46.5%
|
Communication Services
|
37.2
|
Information Technology
|
11.5
|
Financials
|
3.2
|
Health Care
|
1.0
|
Consumer Staples
|
0.6
|
Total
|
100.0%
|
Top Ten Holdings
|
% of Total
Long-Term
Investments
|
Tencent Holdings Ltd.
|
10.4%
|
Alibaba Group Holding Ltd.
|
10.4
|
Shopify, Inc., Class A
|
7.9
|
Meituan, Class B
|
7.7
|
Prosus N.V.
|
5.4
|
PDD Holdings, Inc., ADR
|
4.9
|
Baidu, Inc., Class A
|
4.7
|
NetEase, Inc.
|
4.6
|
JD.com, Inc., Class A
|
4.4
|
Naspers Ltd., Class N
|
3.6
|
Total
|
64.0%
|
|
Performance figures assume reinvestment of
all distributions and do not reflect the
deduction of taxes that a shareholder would
pay on Fund distributions or the redemption
or sale of Fund shares. An index is a statistical
composite that tracks a specified financial
market or sector. Unlike the Fund, the indices
do not actually hold a portfolio of securities
and therefore do not incur the expenses
incurred by the Fund. These expenses
negatively impact the performance of the
Fund. The Fund’s past performance does not
predict future performance.
|
|
Beginning
Account Value
April 1, 2023
|
Ending
Account Value
September 30, 2023
|
Annualized
Expense Ratio
Based on the
Six-Month
Period (a)
|
Expenses Paid
During the
Six-Month
Period (b)
|
First Trust STOXX® European Select Dividend Index Fund (FDD)
|
||||
Actual
|
$1,000.00
|
$988.60
|
0.58%
|
$2.89
|
Hypothetical (5% return before expenses)
|
$1,000.00
|
$1,022.16
|
0.58%
|
$2.94
|
First Trust Alerian Disruptive Technology Real Estate ETF (DTRE)
|
||||
Actual
|
$1,000.00
|
$956.40
|
0.60%
|
$2.94
|
Hypothetical (5% return before expenses)
|
$1,000.00
|
$1,022.06
|
0.60%
|
$3.04
|
First Trust Dow Jones Global Select Dividend Index Fund (FGD)
|
||||
Actual
|
$1,000.00
|
$973.20
|
0.56%
|
$2.77
|
Hypothetical (5% return before expenses)
|
$1,000.00
|
$1,022.26
|
0.56%
|
$2.84
|
First Trust Global Wind Energy ETF (FAN)
|
||||
Actual
|
$1,000.00
|
$822.70
|
0.60%
|
$2.74
|
Hypothetical (5% return before expenses)
|
$1,000.00
|
$1,022.06
|
0.60%
|
$3.04
|
First Trust Alerian U.S. NextGen Infrastructure ETF (RBLD)
|
||||
Actual
|
$1,000.00
|
$1,021.60
|
0.65%
|
$3.29
|
Hypothetical (5% return before expenses)
|
$1,000.00
|
$1,021.81
|
0.65%
|
$3.29
|
|
Beginning
Account Value
April 1, 2023
|
Ending
Account Value
September 30, 2023
|
Annualized
Expense Ratio
Based on the
Six-Month
Period (a)
|
Expenses Paid
During the
Six-Month
Period (b)
|
First Trust NASDAQ® Clean Edge® Smart Grid Infrastructure Index Fund (GRID)
|
||||
Actual
|
$1,000.00
|
$970.90
|
0.57%
|
$2.82
|
Hypothetical (5% return before expenses)
|
$1,000.00
|
$1,022.21
|
0.57%
|
$2.89
|
First Trust Indxx Global Natural Resources Income ETF (FTRI)
|
||||
Actual
|
$1,000.00
|
$987.80
|
0.70%
|
$3.49
|
Hypothetical (5% return before expenses)
|
$1,000.00
|
$1,021.56
|
0.70%
|
$3.55
|
First Trust Indxx Global Agriculture ETF (FTAG)
|
||||
Actual
|
$1,000.00
|
$918.40
|
0.70%
|
$3.37
|
Hypothetical (5% return before expenses)
|
$1,000.00
|
$1,021.56
|
0.70%
|
$3.55
|
First Trust Indxx NextG ETF (NXTG)
|
||||
Actual
|
$1,000.00
|
$987.30
|
0.70%
|
$3.49
|
Hypothetical (5% return before expenses)
|
$1,000.00
|
$1,021.56
|
0.70%
|
$3.55
|
First Trust S-Network Future Vehicles & Technology ETF (CARZ)
|
||||
Actual
|
$1,000.00
|
$1,017.10
|
0.70%
|
$3.54
|
Hypothetical (5% return before expenses)
|
$1,000.00
|
$1,021.56
|
0.70%
|
$3.55
|
First Trust Cloud Computing ETF (SKYY)
|
||||
Actual
|
$1,000.00
|
$1,134.30
|
0.60%
|
$3.21
|
Hypothetical (5% return before expenses)
|
$1,000.00
|
$1,022.06
|
0.60%
|
$3.04
|
First Trust International Equity Opportunities ETF (FPXI)
|
||||
Actual
|
$1,000.00
|
$946.60
|
0.70%
|
$3.42
|
Hypothetical (5% return before expenses)
|
$1,000.00
|
$1,021.56
|
0.70%
|
$3.55
|
First Trust Nasdaq Cybersecurity ETF (CIBR)
|
||||
Actual
|
$1,000.00
|
$1,064.60
|
0.59%
|
$3.05
|
Hypothetical (5% return before expenses)
|
$1,000.00
|
$1,022.11
|
0.59%
|
$2.99
|
First Trust IPOX® Europe Equity Opportunities ETF (FPXE)
|
||||
Actual
|
$1,000.00
|
$964.90
|
0.70%
|
$3.45
|
Hypothetical (5% return before expenses)
|
$1,000.00
|
$1,021.56
|
0.70%
|
$3.55
|
First Trust Dow Jones International Internet ETF (FDNI)
|
||||
Actual
|
$1,000.00
|
$864.40
|
0.65%
|
$3.04
|
Hypothetical (5% return before expenses)
|
$1,000.00
|
$1,021.81
|
0.65%
|
$3.29
|
(a)
|
These expense ratios reflect expense caps for certain Funds. See Note 3 in the Notes to Financial Statements.
|
(b)
|
Expenses are equal to the annualized expense ratio as indicated in the table multiplied by the average account value over
the period
(April 1, 2023 through September 30, 2023), multiplied by 183/365 (to reflect the six-month period).
|
Shares
|
Description
|
Value
|
|||
COMMON STOCKS (a) — 98.3%
|
|||||
|
Belgium — 5.3%
|
|
|||
123,688
|
Ageas S.A./N.V.
|
$5,103,920
|
|||
65,623
|
Cofinimmo S.A.
|
4,502,757
|
|||
|
|
9,606,677
|
|||
|
Denmark — 4.6%
|
|
|||
4,607
|
AP Moller - Maersk A/S,
Class A
|
8,182,879
|
|||
|
France — 14.4%
|
|
|||
76,820
|
BNP Paribas S.A.
|
4,908,001
|
|||
86,415
|
Covivio S.A.
|
3,846,351
|
|||
531,002
|
Credit Agricole S.A.
|
6,563,911
|
|||
488,377
|
Orange S.A.
|
5,607,416
|
|||
220,736
|
Rubis SCA
|
4,956,846
|
|||
|
|
25,882,525
|
|||
|
Germany — 10.7%
|
|
|||
18,463
|
Allianz SE
|
4,405,666
|
|||
56,109
|
Bayerische Motoren Werke AG
(Preference Shares)
|
5,238,066
|
|||
229,626
|
Evonik Industries AG
|
4,206,027
|
|||
76,700
|
Mercedes-Benz Group AG
|
5,343,091
|
|||
|
|
19,192,850
|
|||
|
Italy — 5.5%
|
|
|||
478,375
|
Poste Italiane S.p.A. (b) (c)
|
5,041,436
|
|||
1,030,332
|
Snam S.p.A.
|
4,846,378
|
|||
|
|
9,887,814
|
|||
|
Jersey — 4.8%
|
|
|||
1,496,592
|
Glencore PLC
|
8,580,388
|
|||
|
Netherlands — 6.0%
|
|
|||
133,152
|
ASR Nederland N.V.
|
5,000,327
|
|||
177,231
|
NN Group N.V.
|
5,703,771
|
|||
|
|
10,704,098
|
|||
|
Norway — 8.4%
|
|
|||
258,901
|
Aker BP ASA
|
7,164,364
|
|||
207,491
|
Yara International ASA
|
7,861,910
|
|||
|
|
15,026,274
|
|||
|
Spain — 8.4%
|
|
|||
216,965
|
ACS Actividades de
Construccion y Servicios S.A.
|
7,815,190
|
|||
359,531
|
Endesa S.A.
|
7,326,701
|
|||
|
|
15,141,891
|
|||
|
Sweden — 2.6%
|
|
|||
613,769
|
Tele2 AB, Class B
|
4,700,925
|
|||
|
Switzerland — 5.0%
|
|
|||
78,718
|
Holcim AG
|
5,054,945
|
|||
8,432
|
Zurich Insurance Group AG
|
3,869,868
|
|||
|
|
8,924,813
|
|||
|
United Kingdom — 22.6%
|
|
|||
583,126
|
Close Brothers Group PLC
|
6,303,680
|
|||
661,892
|
IG Group Holdings PLC
|
5,196,773
|
Shares
|
Description
|
Value
|
|||
|
|||||
|
United Kingdom (Continued)
|
|
|||
2,682,502
|
Legal & General Group PLC
|
$7,282,292
|
|||
120,919
|
Rio Tinto PLC
|
7,633,418
|
|||
285,908
|
SSE PLC
|
5,616,299
|
|||
5,990,158
|
Taylor Wimpey PLC
|
8,573,030
|
|||
|
|
40,605,492
|
|||
|
Total Common Stocks
|
176,436,626
|
|||
|
(Cost $190,877,238)
|
|
|||
MONEY MARKET FUNDS — 0.3%
|
|||||
506,130
|
Morgan Stanley Institutional
Liquidity Funds - Treasury
Portfolio - Institutional Class -
5.20% (d)
|
506,130
|
|||
|
(Cost $506,130)
|
|
|||
|
|||||
|
|||||
|
Total Investments — 98.6%
|
176,942,756
|
|||
|
(Cost $191,383,368)
|
|
|||
|
Net Other Assets and
Liabilities — 1.4%
|
2,573,926
|
|||
|
Net Assets — 100.0%
|
$179,516,682
|
(a)
|
Portfolio securities are categorized based upon their country
of incorporation, which can be different from the country
categorization of the Fund’s underlying index. For a
breakdown of the portfolio securities by sector, please see the
Fund Performance Overview.
|
(b)
|
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.
|
(c)
|
This security may be resold to qualified foreign investors and
foreign institutional buyers under Regulation S of the 1933
Act.
|
(d)
|
Rate shown reflects yield as of September 30, 2023.
|
Currency Exposure Diversification
|
% of Total
Investments
|
Euro
|
51.1%
|
British Pound Sterling
|
27.8
|
Norwegian Krone
|
8.5
|
Swiss Franc
|
5.0
|
Danish Krone
|
4.6
|
Swedish Krona
|
2.7
|
United States Dollar
|
0.3
|
Total
|
100.0%
|
|
Total
Value at
9/30/2023
|
Level 1
Quoted
Prices
|
Level 2
Significant
Observable
Inputs
|
Level 3
Significant
Unobservable
Inputs
|
Common Stocks*
|
$ 176,436,626
|
$ 176,436,626
|
$ —
|
$ —
|
Money Market
Funds
|
506,130
|
506,130
|
—
|
—
|
Total Investments
|
$176,942,756
|
$176,942,756
|
$—
|
$—
|
*
|
See Portfolio of Investments for country breakout.
|
Shares
|
Description
|
Value
|
|||
COMMON STOCKS (a) — 99.2%
|
|||||
|
Belgium — 0.8%
|
|
|||
6,956
|
Warehouses De Pauw C.V.A.
|
$172,383
|
|||
|
Cayman Islands — 1.5%
|
|
|||
215,166
|
ESR Group Ltd. (b) (c)
|
302,240
|
|||
|
Japan — 8.4%
|
|
|||
191
|
Daiwa House REIT Investment
Corp.
|
337,164
|
|||
631
|
GLP J-REIT
|
564,539
|
|||
64
|
Mitsui Fudosan Logistics Park,
Inc.
|
201,713
|
|||
338
|
Nippon Prologis REIT, Inc.
|
631,488
|
|||
|
|
1,734,904
|
|||
|
Singapore — 5.9%
|
|
|||
334,764
|
Frasers Logistics & Commercial
Trust (c)
|
262,032
|
|||
189,194
|
Keppel DC REIT
|
287,874
|
|||
546,777
|
Mapletree Logistics Trust
|
671,971
|
|||
|
|
1,221,877
|
|||
|
United Kingdom — 4.8%
|
|
|||
86,027
|
Segro PLC
|
755,098
|
|||
136,861
|
Tritax Big Box REIT PLC
|
233,445
|
|||
|
|
988,543
|
|||
|
United States — 77.8%
|
|
|||
7,727
|
American Tower Corp.
|
1,270,705
|
|||
31,661
|
Americold Realty Trust, Inc.
|
962,811
|
|||
13,184
|
Crown Castle, Inc.
|
1,213,324
|
|||
12,859
|
Digital Realty Trust, Inc.
|
1,556,196
|
|||
56,017
|
DigitalBridge Group, Inc.
|
984,779
|
|||
5,544
|
EastGroup Properties, Inc.
|
923,242
|
|||
1,898
|
Equinix, Inc.
|
1,378,442
|
|||
18,716
|
First Industrial Realty Trust, Inc.
|
890,694
|
|||
91,510
|
LXP Industrial Trust
|
814,439
|
|||
11,982
|
Prologis, Inc.
|
1,344,500
|
|||
20,038
|
Rexford Industrial Realty, Inc.
|
988,875
|
|||
6,238
|
SBA Communications Corp.
|
1,248,661
|
|||
30,190
|
STAG Industrial, Inc.
|
1,041,857
|
|||
17,133
|
Terreno Realty Corp.
|
973,154
|
|||
95,891
|
Uniti Group, Inc.
|
452,606
|
|||
|
|
16,044,285
|
|||
|
Total Common Stocks
|
20,464,232
|
|||
|
(Cost $20,699,014)
|
|
Shares
|
Description
|
Value
|
|||
MONEY MARKET FUNDS — 0.4%
|
|||||
85,965
|
Morgan Stanley Institutional
Liquidity Funds - Treasury
Portfolio - Institutional Class -
5.20% (d)
|
$85,965
|
|||
|
(Cost $85,965)
|
|
|||
|
|||||
|
|||||
|
Total Investments — 99.6%
|
20,550,197
|
|||
|
(Cost $20,784,979)
|
|
|||
|
Net Other Assets and
Liabilities — 0.4%
|
81,436
|
|||
|
Net Assets — 100.0%
|
$20,631,633
|
(a)
|
Portfolio securities are categorized based upon their country
of incorporation, which can be different from the country
categorization of the Fund’s underlying index. For a
breakdown of the portfolio securities by sector, please see the
Fund Performance Overview.
|
(b)
|
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.
|
(c)
|
This security may be resold to qualified foreign investors and
foreign institutional buyers under Regulation S of the 1933
Act.
|
(d)
|
Rate shown reflects yield as of September 30, 2023.
|
Currency Exposure Diversification
|
% of Total
Investments
|
United States Dollar
|
78.5%
|
Japanese Yen
|
8.4
|
Singapore Dollar
|
6.0
|
British Pound Sterling
|
4.8
|
Hong Kong Dollar
|
1.5
|
Euro
|
0.8
|
Total
|
100.0%
|
|
Total
Value at
9/30/2023
|
Level 1
Quoted
Prices
|
Level 2
Significant
Observable
Inputs
|
Level 3
Significant
Unobservable
Inputs
|
Common Stocks*
|
$ 20,464,232
|
$ 20,464,232
|
$ —
|
$ —
|
Money Market Funds
|
85,965
|
85,965
|
—
|
—
|
Total Investments
|
$20,550,197
|
$20,550,197
|
$—
|
$—
|
*
|
See Portfolio of Investments for country breakout.
|
Shares
|
Description
|
Value
|
|||
COMMON STOCKS (a) — 99.1%
|
|||||
|
Australia — 4.6%
|
|
|||
608,418
|
Fortescue Metals Group Ltd.
|
$8,183,540
|
|||
3,066,381
|
Harvey Norman Holdings Ltd.
|
7,629,824
|
|||
283,531
|
JB Hi-Fi Ltd.
|
8,279,901
|
|||
674,509
|
Super Retail Group Ltd.
|
5,199,773
|
|||
|
|
29,293,038
|
|||
|
Belgium — 1.0%
|
|
|||
148,592
|
Ageas S.A./N.V.
|
6,131,570
|
|||
|
Bermuda — 1.5%
|
|
|||
1,090,131
|
CK Infrastructure Holdings Ltd.
|
5,157,657
|
|||
139,589
|
Lazard Ltd., Class A
|
4,328,655
|
|||
|
|
9,486,312
|
|||
|
Canada — 12.9%
|
|
|||
119,478
|
Bank of Nova Scotia (The)
|
5,355,288
|
|||
142,173
|
BCE, Inc.
|
5,427,329
|
|||
1,459,362
|
Birchcliff Energy Ltd.
|
8,316,188
|
|||
119,308
|
Canadian Imperial Bank of
Commerce
|
4,605,425
|
|||
190,816
|
Canadian Utilities Ltd., Class A
|
4,031,967
|
|||
205,182
|
Great-West Lifeco, Inc.
|
5,870,328
|
|||
166,257
|
IGM Financial, Inc.
|
4,216,863
|
|||
304,073
|
Labrador Iron Ore Royalty Corp.
|
7,197,458
|
|||
210,417
|
Laurentian Bank of Canada
|
4,689,360
|
|||
268,727
|
Manulife Financial Corp.
|
4,910,586
|
|||
1,222,903
|
Peyto Exploration &
Development Corp.
|
12,325,818
|
|||
195,650
|
Power Corp. of Canada
|
4,981,098
|
|||
164,717
|
TC Energy Corp.
|
5,664,591
|
|||
254,618
|
TELUS Corp.
|
4,157,870
|
|||
|
|
81,750,169
|
|||
|
Cayman Islands — 0.8%
|
|
|||
914,770
|
CK Hutchison Holdings Ltd.
|
4,894,536
|
|||
|
Denmark — 1.5%
|
|
|||
5,306
|
AP Moller - Maersk A/S,
Class A
|
9,424,432
|
|||
|
Finland — 1.9%
|
|
|||
504,854
|
Fortum Oyj
|
5,868,658
|
|||
759,192
|
Metsa Board Oyj, Class B
|
6,104,197
|
|||
|
|
11,972,855
|
|||
|
France — 2.4%
|
|
|||
597,630
|
ALD S.A. (b) (c)
|
4,634,579
|
|||
370,867
|
Nexity S.A.
|
5,477,625
|
|||
75,217
|
TotalEnergies SE
|
4,955,089
|
|||
|
|
15,067,293
|
|||
|
Germany — 5.6%
|
|
|||
21,307
|
Allianz SE
|
5,084,305
|
|||
134,136
|
BASF SE
|
6,090,967
|
|||
274,120
|
Freenet AG
|
6,428,061
|
Shares
|
Description
|
Value
|
|||
|
|||||
|
Germany (Continued)
|
|
|||
63,684
|
Hapag-Lloyd AG (b) (c)
|
$11,594,211
|
|||
87,985
|
Mercedes-Benz Group AG
|
6,129,230
|
|||
|
|
35,326,774
|
|||
|
Hong Kong — 3.6%
|
|
|||
1,791,405
|
Henderson Land Development
Co., Ltd.
|
4,723,886
|
|||
1,919,274
|
Hysan Development Co., Ltd.
|
3,720,440
|
|||
3,170,185
|
New World Development Co.,
Ltd.
|
6,169,573
|
|||
18,606,424
|
PCCW Ltd.
|
8,482,360
|
|||
|
|
23,096,259
|
|||
|
Israel — 1.3%
|
|
|||
1,525,484
|
ICL Group Ltd.
|
8,426,696
|
|||
|
Italy — 5.0%
|
|
|||
4,345,665
|
A2A S.p.A.
|
7,746,251
|
|||
1,217,997
|
Anima Holding S.p.A. (b) (c)
|
5,112,278
|
|||
239,569
|
Azimut Holding S.p.A.
|
5,237,920
|
|||
483,987
|
Eni S.p.A.
|
7,806,424
|
|||
544,777
|
Poste Italiane S.p.A. (b) (c)
|
5,741,224
|
|||
|
|
31,644,097
|
|||
|
Japan — 9.4%
|
|
|||
295,854
|
Aozora Bank Ltd.
|
6,048,139
|
|||
426,500
|
Haseko Corp.
|
5,442,556
|
|||
325,570
|
Japan Tobacco, Inc.
|
7,494,384
|
|||
587,100
|
Mitsui OSK Lines Ltd.
|
16,146,821
|
|||
132,900
|
MS&AD Insurance Group
Holdings, Inc.
|
4,886,814
|
|||
539,500
|
Nippon Yusen KK
|
14,029,022
|
|||
266,700
|
Sumitomo Corp.
|
5,325,434
|
|||
|
|
59,373,170
|
|||
|
Jersey — 1.6%
|
|
|||
4,979,296
|
Centamin PLC
|
5,075,893
|
|||
205,789
|
Janus Henderson Group PLC
|
5,313,472
|
|||
|
|
10,389,365
|
|||
|
Luxembourg — 0.6%
|
|
|||
133,606
|
APERAM S.A.
|
3,898,637
|
|||
|
Mauritius — 1.0%
|
|
|||
31,912,800
|
Golden Agri-Resources Ltd.
|
6,186,461
|
|||
|
Netherlands — 3.5%
|
|
|||
132,314
|
ASR Nederland N.V.
|
4,968,857
|
|||
51,503
|
LyondellBasell Industries N.V.,
Class A
|
4,877,334
|
|||
175,356
|
NN Group N.V.
|
5,643,428
|
|||
508,507
|
SBM Offshore N.V.
|
6,682,605
|
|||
|
|
22,172,224
|
|||
|
New Zealand — 0.9%
|
|
|||
2,036,997
|
Spark New Zealand Ltd.
|
5,872,419
|
Shares
|
Description
|
Value
|
|||
COMMON STOCKS (a) (Continued)
|
|||||
|
Norway — 2.4%
|
|
|||
973,777
|
Norsk Hydro ASA
|
$6,117,599
|
|||
234,334
|
Yara International ASA
|
8,879,001
|
|||
|
|
14,996,600
|
|||
|
South Korea — 13.1%
|
|
|||
1,833,789
|
BNK Financial Group, Inc.
|
9,308,918
|
|||
104,515
|
DB Insurance Co., Ltd.
|
6,924,293
|
|||
1,361,733
|
DGB Financial Group, Inc.
|
7,941,929
|
|||
218,417
|
Hana Financial Group, Inc.
|
6,871,055
|
|||
102,916
|
Hyundai Motor Co. (Preference
Shares)
|
8,076,778
|
|||
1,188,480
|
Industrial Bank of Korea
|
9,873,174
|
|||
146,333
|
KB Financial Group, Inc.
|
5,996,899
|
|||
84,397
|
KT&G Corp.
|
5,397,555
|
|||
39,541
|
Samsung Fire & Marine
Insurance Co., Ltd.
|
7,633,341
|
|||
206,450
|
Samsung Securities Co., Ltd.
|
5,622,527
|
|||
1,023,712
|
Woori Financial Group, Inc.
|
9,300,955
|
|||
|
|
82,947,424
|
|||
|
Spain — 7.5%
|
|
|||
224,488
|
ACS Actividades de
Construccion y Servicios S.A.
|
8,086,172
|
|||
243,212
|
Cia de Distribucion Integral
Logista Holdings S.A.
|
6,222,689
|
|||
548,314
|
Enagas S.A.
|
9,089,775
|
|||
3,251,717
|
Mapfre S.A.
|
6,635,105
|
|||
162,293
|
Naturgy Energy Group S.A.
|
4,420,011
|
|||
373,079
|
Redeia Corp., S.A.
|
5,875,151
|
|||
1,817,306
|
Telefonica S.A.
|
7,431,770
|
|||
|
|
47,760,673
|
|||
|
Sweden — 1.2%
|
|
|||
5,397,863
|
Samhallsbyggnadsbolaget i
Norden AB
|
1,975,247
|
|||
2,800,586
|
Telia Co., AB
|
5,785,450
|
|||
|
|
7,760,697
|
|||
|
Switzerland — 2.4%
|
|
|||
32,852
|
Helvetia Holding AG
|
4,608,288
|
|||
56,853
|
Swiss Re AG
|
5,858,278
|
|||
11,016
|
Zurich Insurance Group AG
|
5,055,795
|
|||
|
|
15,522,361
|
|||
|
United Kingdom — 5.3%
|
|
|||
2,302,482
|
abrdn PLC
|
4,375,447
|
|||
1,995,389
|
Ashmore Group PLC
|
4,572,158
|
|||
191,600
|
British American Tobacco PLC
|
6,024,319
|
|||
2,301,554
|
Legal & General Group PLC
|
6,248,118
|
|||
1,013,210
|
Phoenix Group Holdings PLC
|
5,961,077
|
|||
98,408
|
Rio Tinto PLC
|
6,212,335
|
|||
|
|
33,393,454
|
|||
|
United States — 8.1%
|
|
|||
168,613
|
Altria Group, Inc.
|
7,090,177
|
Shares
|
Description
|
Value
|
|||
|
|||||
|
United States (Continued)
|
|
|||
307,350
|
AT&T, Inc.
|
$4,616,397
|
|||
256,941
|
Kohl’s Corp.
|
5,385,483
|
|||
424,429
|
Northwest Bancshares, Inc.
|
4,341,909
|
|||
51,432
|
Prudential Financial, Inc.
|
4,880,382
|
|||
473,238
|
Sitio Royalties Corp., Class A
|
11,457,092
|
|||
119,508
|
Universal Corp.
|
5,641,973
|
|||
599,458
|
Western Union (The) Co.
|
7,900,856
|
|||
|
|
51,314,269
|
|||
|
Total Common Stocks
|
628,101,785
|
|||
|
(Cost $699,398,873)
|
|
|||
MONEY MARKET FUNDS — 0.0%
|
|||||
208,085
|
Morgan Stanley Institutional
Liquidity Funds - Treasury
Portfolio - Institutional Class -
5.20% (d)
|
208,085
|
|||
|
(Cost $208,085)
|
|
|||
|
|||||
|
|||||
|
Total Investments — 99.1%
|
628,309,870
|
|||
|
(Cost $699,606,958)
|
|
|||
|
Net Other Assets and
Liabilities — 0.9%
|
5,742,442
|
|||
|
Net Assets — 100.0%
|
$634,052,312
|
(a)
|
Portfolio securities are categorized based upon their country
of incorporation, which can be different from the country
categorization of the Fund’s underlying index. For a
breakdown of the portfolio securities by sector, please see the
Fund Performance Overview.
|
(b)
|
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.
|
(c)
|
This security may be resold to qualified foreign investors and
foreign institutional buyers under Regulation S of the 1933
Act.
|
(d)
|
Rate shown reflects yield as of September 30, 2023.
|
Currency Exposure Diversification
|
% of Total
Investments
|
Euro
|
26.9%
|
South Korean Won
|
13.2
|
Canadian Dollar
|
13.0
|
United States Dollar
|
10.5
|
Japanese Yen
|
9.5
|
British Pound Sterling
|
6.1
|
Hong Kong Dollar
|
5.3
|
Australian Dollar
|
4.7
|
Swiss Franc
|
2.5
|
Norwegian Krone
|
2.4
|
Danish Krone
|
1.5
|
Israeli Shekel
|
1.3
|
Swedish Krona
|
1.2
|
Singapore Dollar
|
1.0
|
New Zealand Dollar
|
0.9
|
Total
|
100.0%
|
|
Total
Value at
9/30/2023
|
Level 1
Quoted
Prices
|
Level 2
Significant
Observable
Inputs
|
Level 3
Significant
Unobservable
Inputs
|
Common Stocks*
|
$ 628,101,785
|
$ 628,101,785
|
$ —
|
$ —
|
Money Market
Funds
|
208,085
|
208,085
|
—
|
—
|
Total Investments
|
$628,309,870
|
$628,309,870
|
$—
|
$—
|
*
|
See Portfolio of Investments for country breakout.
|
Shares
|
Description
|
Value
|
|||
COMMON STOCKS (a) — 99.7%
|
|||||
|
Bermuda — 0.8%
|
|
|||
21,014,920
|
Concord New Energy Group
Ltd.
|
$1,744,322
|
|||
|
Brazil — 0.8%
|
|
|||
1,353,749
|
Aeris Industria E Comercio De
Equipamentos Para Geracao
De Energia S.A. (b)
|
223,535
|
|||
704,458
|
Omega Energia S.A. (b)
|
1,376,248
|
|||
|
|
1,599,783
|
|||
|
Canada — 12.5%
|
|
|||
315,769
|
Boralex, Inc., Class A
|
6,783,832
|
|||
577,210
|
Innergex Renewable Energy,
Inc. (c)
|
4,321,903
|
|||
893,924
|
Northland Power, Inc.
|
14,558,144
|
|||
|
|
25,663,879
|
|||
|
Cayman Islands — 0.2%
|
|
|||
1,560,005
|
China High Speed Transmission
Equipment Group Co.,
Ltd. (b)
|
448,223
|
|||
|
China — 6.9%
|
|
|||
8,218,790
|
China Datang Corp. Renewable
Power Co., Ltd., Class H
|
1,952,119
|
|||
11,796,104
|
China Longyuan Power Group
Corp., Ltd., Class H
|
10,273,266
|
|||
1,929,966
|
China Suntien Green Energy
Corp., Ltd., Class H
|
667,889
|
|||
2,596,861
|
Goldwind Science &
Technology Co., Ltd.
|
1,309,880
|
|||
|
|
14,203,154
|
|||
|
Denmark — 16.2%
|
|
|||
488,769
|
Cadeler A/S (b) (c)
|
1,664,163
|
|||
275,729
|
Orsted A/S (d) (e)
|
15,051,951
|
|||
767,455
|
Vestas Wind Systems A/S (b)
|
16,488,242
|
|||
|
|
33,204,356
|
|||
|
France — 3.3%
|
|
|||
274,857
|
Engie S.A.
|
4,222,310
|
|||
87,551
|
Neoen S.A. (d) (e)
|
2,556,599
|
|||
|
|
6,778,909
|
|||
|
Germany — 8.1%
|
|
|||
21,747
|
Energiekontor AG
|
1,770,385
|
|||
384,147
|
Nordex SE (b)
|
4,729,494
|
|||
119,034
|
PNE AG
|
1,653,652
|
|||
107,585
|
RWE AG
|
3,998,111
|
|||
55,225
|
SGL Carbon SE (b) (c)
|
385,644
|
|||
311,146
|
Siemens Energy AG (b)
|
4,072,514
|
|||
|
|
16,609,800
|
|||
|
Greece — 1.4%
|
|
|||
187,802
|
Terna Energy S.A.
|
2,908,811
|
|||
|
Italy — 6.4%
|
|
|||
659,369
|
Enel S.p.A.
|
4,057,226
|
Shares
|
Description
|
Value
|
|||
|
|||||
|
Italy (Continued)
|
|
|||
195,910
|
ERG S.p.A.
|
$4,730,755
|
|||
108,299
|
Prysmian S.p.A.
|
4,368,142
|
|||
|
|
13,156,123
|
|||
|
Japan — 4.1%
|
|
|||
66,700
|
Hitachi Ltd.
|
4,139,739
|
|||
822,610
|
Toray Industries, Inc.
|
4,282,592
|
|||
|
|
8,422,331
|
|||
|
Marshall Islands — 0.5%
|
|
|||
96,960
|
Eneti, Inc.
|
977,357
|
|||
|
Norway — 0.2%
|
|
|||
805,009
|
Aker Horizons ASA (b) (c)
|
345,434
|
|||
|
Portugal — 2.0%
|
|
|||
973,044
|
EDP - Energias de Portugal S.A.
|
4,049,163
|
|||
|
South Korea — 1.3%
|
|
|||
51,072
|
CS Bearing Co., Ltd. (b)
|
430,709
|
|||
44,705
|
CS Wind Corp.
|
1,805,560
|
|||
32,243
|
Dongkuk Structures &
Construction Co., Ltd. (b)
|
69,294
|
|||
392,708
|
Unison Co., Ltd. (b)
|
396,375
|
|||
|
|
2,701,938
|
|||
|
Spain — 11.5%
|
|
|||
27,857
|
Acciona S.A.
|
3,554,834
|
|||
968,381
|
EDP Renovaveis S.A.
|
15,884,581
|
|||
373,414
|
Iberdrola S.A.
|
4,182,821
|
|||
|
|
23,622,236
|
|||
|
Sweden — 3.6%
|
|
|||
676,932
|
Orron Energy AB (b)
|
452,917
|
|||
520,004
|
OX2 AB (b) (c)
|
2,474,952
|
|||
273,636
|
SKF AB, Class B
|
4,562,040
|
|||
|
|
7,489,909
|
|||
|
Switzerland — 2.3%
|
|
|||
22,046
|
BKW AG
|
3,889,692
|
|||
9,096
|
Gurit Holding AG (b)
|
923,164
|
|||
|
|
4,812,856
|
|||
|
Taiwan — 1.7%
|
|
|||
631,342
|
Century Iron & Steel Industrial
Co., Ltd.
|
3,539,998
|
|||
|
United Kingdom — 0.9%
|
|
|||
323,970
|
ReNew Energy Global PLC,
Class A (b) (c)
|
1,759,157
|
|||
|
United States — 15.0%
|
|
|||
88,538
|
Alliant Energy Corp.
|
4,289,666
|
|||
34,177
|
American Superconductor
Corp. (b)
|
258,036
|
|||
47,323
|
Arcosa, Inc.
|
3,402,524
|
|||
87,394
|
Clearway Energy, Inc., Class C
|
1,849,257
|
|||
38,808
|
General Electric Co.
|
4,290,225
|
|||
60,630
|
Hexcel Corp.
|
3,949,438
|
|||
66,496
|
NextEra Energy, Inc.
|
3,809,556
|
Shares
|
Description
|
Value
|
|||
COMMON STOCKS (a) (Continued)
|
|||||
|
United States (Continued)
|
|
|||
30,866
|
Owens Corning
|
$4,210,431
|
|||
58,125
|
Timken (The) Co.
|
4,271,606
|
|||
138,388
|
TPI Composites, Inc. (b)
|
366,728
|
|||
|
|
30,697,467
|
|||
|
Total Common Stocks
|
204,735,206
|
|||
|
(Cost $274,793,967)
|
|
|||
MONEY MARKET FUNDS — 0.0%
|
|||||
87,620
|
Morgan Stanley Institutional
Liquidity Funds - Treasury
Portfolio - Institutional Class -
5.20% (f)
|
87,620
|
|||
|
(Cost $87,620)
|
|
Principal
Value
|
Description
|
Value
|
|||
REPURCHASE AGREEMENTS — 2.4%
|
|||||
$2,484,375
|
Bank of America Corp., 5.29%
(f), dated 09/29/23, due
10/02/23, with a maturity
value of $2,485,835.
Collateralized by
U.S. Treasury Securities,
interest rates of 1.38% to
4.00%, due 11/15/40 to
02/15/53. The value of the
collateral including accrued
interest is $2,534,063. (g)
|
2,484,375
|
|||
2,386,949
|
JPMorgan Chase & Co., 5.30%
(f), dated 09/29/23, due
10/02/23, with a maturity
value of $2,388,355.
Collateralized by
U.S. Treasury Securities,
interest rates of 1.25% to
4.38%, due 05/15/24 to
08/15/28. The value of the
collateral including accrued
interest is $2,434,688. (g)
|
2,386,949
|
|||
|
Total Repurchase Agreements
|
4,871,324
|
|||
|
(Cost $4,871,324)
|
|
|||
|
|||||
|
|||||
|
Total Investments — 102.1%
|
209,694,150
|
|||
|
(Cost $279,752,911)
|
|
|||
|
Net Other Assets and
Liabilities — (2.1)%
|
(4,406,122
)
|
|||
|
Net Assets — 100.0%
|
$205,288,028
|
(a)
|
Portfolio securities are categorized based upon their country
of incorporation, which can be different from the country
categorization of the Fund’s underlying index. For a
breakdown of the portfolio securities by sector, please see the
Fund Performance Overview.
|
(b)
|
Non-income producing security.
|
(c)
|
All or a portion of this security is on loan (see Note 2E -
Securities Lending in the Notes to Financial Statements). 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 $4,632,655 and the total value of the collateral
held by the Fund is $4,871,324.
|
(d)
|
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.
|
(e)
|
This security may be resold to qualified foreign investors and
foreign institutional buyers under Regulation S of the 1933
Act.
|
(f)
|
Rate shown reflects yield as of September 30, 2023.
|
(g)
|
This security serves as collateral for securities on loan.
|
Currency Exposure Diversification
|
% of Total
Investments
|
Euro
|
32.0%
|
United States Dollar
|
18.3
|
Danish Krone
|
15.0
|
Canadian Dollar
|
12.2
|
Hong Kong Dollar
|
7.8
|
Japanese Yen
|
4.0
|
Swedish Krona
|
3.6
|
Swiss Franc
|
2.3
|
New Taiwan Dollar
|
1.7
|
South Korean Won
|
1.3
|
Norwegian Krone
|
1.0
|
Brazilian Real
|
0.8
|
Total
|
100.0%
|
|
Total
Value at
9/30/2023
|
Level 1
Quoted
Prices
|
Level 2
Significant
Observable
Inputs
|
Level 3
Significant
Unobservable
Inputs
|
Common Stocks*
|
$ 204,735,206
|
$ 204,735,206
|
$ —
|
$ —
|
Money Market
Funds
|
87,620
|
87,620
|
—
|
—
|
Repurchase
Agreements
|
4,871,324
|
—
|
4,871,324
|
—
|
Total Investments
|
$209,694,150
|
$204,822,826
|
$4,871,324
|
$—
|
*
|
See Portfolio of Investments for country breakout.
|
Securities Lending Agency Agreement
|
|
Total gross amount presented on the Statements
of Assets and Liabilities(1)
|
$4,632,655
|
Non-cash Collateral(2)
|
(4,632,655
)
|
Net Amount
|
$—
|
(1)
|
The amount presented on the Statements of Assets and
Liabilities, which is included in “Investments, at value,” is not
offset and is shown on a gross basis.
|
(2)
|
At September 30, 2023, the value of the collateral received
from each borrower exceeded the value of the related
securities loaned. This amount is disclosed on the Portfolio of
Investments.
|
Repurchase Agreements
|
|
Total gross amount presented on the Statements
of Assets and Liabilities(3)
|
$4,871,324
|
Non-cash Collateral(4)
|
(4,871,324
)
|
Net Amount
|
$—
|
(3)
|
The amount is included in “Investments, at value” on the
Statements of Assets and Liabilities.
|
(4)
|
At September 30, 2023, the value of the collateral received
from each seller exceeded the value of the repurchase
agreements.
|
Shares
|
Description
|
Value
|
|||
COMMON STOCKS (a) — 99.8%
|
|||||
|
Building Products — 9.2%
|
|
|||
663
|
Allegion PLC
|
$69,085
|
|||
582
|
Builders FirstSource, Inc. (b)
|
72,453
|
|||
303
|
Carlisle Cos., Inc.
|
78,556
|
|||
1,533
|
Carrier Global Corp.
|
84,622
|
|||
1,184
|
Johnson Controls
International PLC
|
63,001
|
|||
241
|
Lennox International, Inc.
|
90,240
|
|||
1,356
|
Masco Corp.
|
72,478
|
|||
610
|
Owens Corning
|
83,210
|
|||
417
|
Trane Technologies PLC
|
84,613
|
|||
|
|
698,258
|
|||
|
Construction & Engineering
— 2.9%
|
|
|||
930
|
AECOM
|
77,227
|
|||
411
|
Quanta Services, Inc.
|
76,886
|
|||
1,680
|
WillScot Mobile Mini Holdings
Corp. (b)
|
69,871
|
|||
|
|
223,984
|
|||
|
Construction Materials —
1.9%
|
|
|||
179
|
Martin Marietta Materials, Inc.
|
73,476
|
|||
365
|
Vulcan Materials Co.
|
73,737
|
|||
|
|
147,213
|
|||
|
Electric Utilities — 14.4%
|
|
|||
1,501
|
Alliant Energy Corp.
|
72,723
|
|||
933
|
American Electric Power Co.,
Inc.
|
70,180
|
|||
855
|
Constellation Energy Corp.
|
93,263
|
|||
873
|
Duke Energy Corp.
|
77,051
|
|||
1,148
|
Edison International
|
72,657
|
|||
823
|
Entergy Corp.
|
76,128
|
|||
1,346
|
Evergy, Inc.
|
68,242
|
|||
1,115
|
Eversource Energy
|
64,837
|
|||
1,931
|
Exelon Corp.
|
72,973
|
|||
2,044
|
FirstEnergy Corp.
|
69,864
|
|||
1,105
|
NextEra Energy, Inc.
|
63,305
|
|||
4,515
|
PG&E Corp. (b)
|
72,827
|
|||
3,034
|
PPL Corp.
|
71,481
|
|||
1,140
|
Southern (The) Co.
|
73,781
|
|||
1,266
|
Xcel Energy, Inc.
|
72,441
|
|||
|
|
1,091,753
|
|||
|
Electrical Equipment — 7.7%
|
|
|||
515
|
AMETEK, Inc.
|
76,096
|
|||
399
|
Eaton Corp. PLC
|
85,099
|
|||
882
|
Emerson Electric Co.
|
85,175
|
|||
245
|
Hubbell, Inc.
|
76,785
|
|||
533
|
Regal Rexnord Corp.
|
76,155
|
Shares
|
Description
|
Value
|
|||
|
|||||
|
Electrical Equipment
(Continued)
|
|
|||
238
|
Rockwell Automation, Inc.
|
$68,037
|
|||
3,073
|
Vertiv Holdings Co.
|
114,316
|
|||
|
|
581,663
|
|||
|
Energy Equipment & Services
— 3.3%
|
|
|||
2,349
|
Baker Hughes Co.
|
82,966
|
|||
2,158
|
Halliburton Co.
|
87,399
|
|||
1,419
|
Schlumberger N.V.
|
82,728
|
|||
|
|
253,093
|
|||
|
Gas Utilities — 0.9%
|
|
|||
677
|
Atmos Energy Corp.
|
71,715
|
|||
|
Ground Transportation —
2.9%
|
|
|||
2,416
|
CSX Corp.
|
74,292
|
|||
349
|
Norfolk Southern Corp.
|
68,728
|
|||
387
|
Union Pacific Corp.
|
78,805
|
|||
|
|
221,825
|
|||
|
Independent Power and
Renewable Electricity
Producers — 2.1%
|
|
|||
3,731
|
AES (The) Corp.
|
56,711
|
|||
3,050
|
Vistra Corp.
|
101,199
|
|||
|
|
157,910
|
|||
|
Industrial Conglomerates —
3.0%
|
|
|||
792
|
3M Co.
|
74,147
|
|||
732
|
General Electric Co.
|
80,922
|
|||
390
|
Honeywell International, Inc.
|
72,049
|
|||
|
|
227,118
|
|||
|
IT Services — 8.2%
|
|
|||
876
|
Akamai Technologies, Inc. (b)
|
93,329
|
|||
1,205
|
Cloudflare, Inc., Class A (b)
|
75,963
|
|||
1,054
|
GoDaddy, Inc., Class A (b)
|
78,502
|
|||
200
|
MongoDB, Inc. (b)
|
69,172
|
|||
1,108
|
Okta, Inc. (b)
|
90,313
|
|||
442
|
Snowflake, Inc., Class A (b)
|
67,525
|
|||
1,172
|
Twilio, Inc., Class A (b)
|
68,597
|
|||
376
|
VeriSign, Inc. (b)
|
76,151
|
|||
|
|
619,552
|
|||
|
Machinery — 17.9%
|
|
|||
318
|
Caterpillar, Inc.
|
86,814
|
|||
320
|
Cummins, Inc.
|
73,107
|
|||
543
|
Dover Corp.
|
75,754
|
|||
1,088
|
Fortive Corp.
|
80,686
|
|||
941
|
Graco, Inc.
|
68,580
|
|||
383
|
IDEX Corp.
|
79,672
|
|||
327
|
Illinois Tool Works, Inc.
|
75,311
|
|||
1,222
|
Ingersoll Rand, Inc.
|
77,866
|
|||
408
|
Lincoln Electric Holdings, Inc.
|
74,170
|
Shares
|
Description
|
Value
|
|||
COMMON STOCKS (a) (Continued)
|
|||||
|
Machinery (Continued)
|
|
|||
329
|
Nordson Corp.
|
$73,423
|
|||
915
|
Otis Worldwide Corp.
|
73,484
|
|||
950
|
PACCAR, Inc.
|
80,769
|
|||
204
|
Parker-Hannifin Corp.
|
79,462
|
|||
1,220
|
Pentair PLC
|
78,995
|
|||
280
|
Snap-on, Inc.
|
71,417
|
|||
842
|
Stanley Black & Decker, Inc.
|
70,374
|
|||
725
|
Westinghouse Air Brake
Technologies Corp.
|
77,046
|
|||
735
|
Xylem, Inc.
|
66,907
|
|||
|
|
1,363,837
|
|||
|
Metals & Mining — 4.0%
|
|
|||
1,936
|
Freeport-McMoRan, Inc.
|
72,194
|
|||
481
|
Nucor Corp.
|
75,204
|
|||
288
|
Reliance Steel & Aluminum Co.
|
75,522
|
|||
755
|
Steel Dynamics, Inc.
|
80,951
|
|||
|
|
303,871
|
|||
|
Multi-Utilities — 9.5%
|
|
|||
955
|
Ameren Corp.
|
71,463
|
|||
2,677
|
CenterPoint Energy, Inc.
|
71,877
|
|||
1,339
|
CMS Energy Corp.
|
71,114
|
|||
869
|
Consolidated Edison, Inc.
|
74,326
|
|||
1,536
|
Dominion Energy, Inc.
|
68,613
|
|||
718
|
DTE Energy Co.
|
71,283
|
|||
2,893
|
NiSource, Inc.
|
71,399
|
|||
1,272
|
Public Service Enterprise Group,
Inc.
|
72,390
|
|||
1,090
|
Sempra
|
74,153
|
|||
890
|
WEC Energy Group, Inc.
|
71,689
|
|||
|
|
718,307
|
|||
|
Oil, Gas & Consumable Fuels
— 5.4%
|
|
|||
518
|
Cheniere Energy, Inc.
|
85,967
|
|||
4,628
|
Kinder Morgan, Inc.
|
76,732
|
|||
1,247
|
ONEOK, Inc.
|
79,097
|
|||
1,024
|
Targa Resources Corp.
|
87,778
|
|||
2,378
|
Williams (The) Cos., Inc.
|
80,115
|
|||
|
|
409,689
|
|||
|
Specialized REITs — 4.7%
|
|
|||
414
|
American Tower Corp.
|
68,082
|
|||
706
|
Crown Castle, Inc.
|
64,973
|
|||
689
|
Digital Realty Trust, Inc.
|
83,383
|
|||
102
|
Equinix, Inc.
|
74,079
|
|||
334
|
SBA Communications Corp.
|
66,857
|
|||
|
|
357,374
|
Shares
|
Description
|
Value
|
|||
|
|||||
|
Water Utilities — 1.8%
|
|
|||
560
|
American Water Works Co., Inc.
|
$69,345
|
|||
1,966
|
Essential Utilities, Inc.
|
67,493
|
|||
|
|
136,838
|
|||
|
Total Common Stocks
|
7,584,000
|
|||
|
(Cost $7,384,601)
|
|
|||
WARRANTS (a) — 0.0%
|
|||||
|
Construction & Engineering
— 0.0%
|
|
|||
298
|
Webuild S.p.A., expiring 8/31/30
(EUR) (b) (c) (d)
|
3
|
|||
|
(Cost $0)
|
|
|||
|
|||||
|
|||||
|
Total Investments — 99.8%
|
7,584,003
|
|||
|
(Cost $7,384,601)
|
|
|||
|
Net Other Assets and
Liabilities — 0.2%
|
18,522
|
|||
|
Net Assets — 100.0%
|
$7,602,525
|
(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 September 30, 2023, securities
noted as such are valued at $3 or 0.0% of net assets.
|
Abbreviations throughout the Portfolio of Investments:
|
|
EUR
|
– Euro
|
|
Total
Value at
9/30/2023
|
Level 1
Quoted
Prices
|
Level 2
Significant
Observable
Inputs
|
Level 3
Significant
Unobservable
Inputs
|
Common Stocks*
|
$ 7,584,000
|
$ 7,584,000
|
$ —
|
$ —
|
Warrants*
|
3
|
—
|
3
|
—
|
Total Investments
|
$7,584,003
|
$7,584,000
|
$3
|
$—
|
*
|
See Portfolio of Investments for industry breakout.
|
Shares
|
Description
|
Value
|
|||
COMMON STOCKS (a) — 99.7%
|
|||||
|
Austria — 0.1%
|
|
|||
11,159
|
Verbund AG
|
$909,025
|
|||
|
Belgium — 0.8%
|
|
|||
82,767
|
Elia Group S.A./N.V.
|
8,107,377
|
|||
|
Brazil — 3.6%
|
|
|||
659,771
|
Alupar Investimento S.A.
|
3,774,958
|
|||
4,821
|
Centrais Eletricas Brasileiras
S.A., ADR
|
35,241
|
|||
425,323
|
Cia de Transmissao de Energia
Eletrica Paulista (Preference
Shares)
|
1,979,998
|
|||
599,951
|
Cia Paranaense de Energia
|
5,297,038
|
|||
663,302
|
Energisa S.A.
|
6,169,116
|
|||
2,102,573
|
Equatorial Energia S.A.
|
13,410,488
|
|||
745,805
|
Transmissora Alianca de Energia
Eletrica S.A.
|
5,127,775
|
|||
196,536
|
WEG S.A.
|
1,418,142
|
|||
|
|
37,212,756
|
|||
|
Canada — 2.0%
|
|
|||
45,556
|
Fortis, Inc.
|
1,730,340
|
|||
17,980
|
Hammond Power Solutions
|
675,913
|
|||
687,378
|
Hydro One Ltd. (b) (c)
|
17,500,115
|
|||
4,711
|
Stella-Jones, Inc.
|
226,558
|
|||
|
|
20,132,926
|
|||
|
China — 0.3%
|
|
|||
93,697
|
BYD Co., Ltd., Class H
|
2,895,520
|
|||
|
Denmark — 0.6%
|
|
|||
116,298
|
NKT A/S (d)
|
6,083,247
|
|||
|
France — 9.8%
|
|
|||
173,326
|
Engie S.A.
|
2,662,607
|
|||
60,622
|
Nexans S.A.
|
4,938,336
|
|||
505,709
|
Schneider Electric SE
|
83,931,066
|
|||
292,170
|
SPIE S.A.
|
8,500,839
|
|||
|
|
100,032,848
|
|||
|
Germany — 1.8%
|
|
|||
190,464
|
E.ON SE
|
2,255,322
|
|||
113,737
|
Infineon Technologies AG
|
3,770,390
|
|||
65,179
|
Siemens AG
|
9,348,399
|
|||
41,317
|
SMA Solar Technology AG (d)
|
2,684,284
|
|||
|
|
18,058,395
|
|||
|
Ireland — 16.6%
|
|
|||
377,827
|
Eaton Corp. PLC
|
80,582,943
|
|||
1,329,867
|
Johnson Controls
International PLC
|
70,762,223
|
|||
330,174
|
nVent Electric PLC
|
17,495,920
|
|||
|
|
168,841,086
|
|||
|
Italy — 4.9%
|
|
|||
675,987
|
Enel S.p.A.
|
4,159,480
|
Shares
|
Description
|
Value
|
|||
|
|||||
|
Italy (Continued)
|
|
|||
556,565
|
Prysmian S.p.A.
|
$22,448,544
|
|||
3,045,999
|
Terna - Rete Elettrica Nazionale
|
22,954,888
|
|||
|
|
49,562,912
|
|||
|
Japan — 1.4%
|
|
|||
2,400
|
Daihen Corp.
|
81,263
|
|||
7,035
|
GS Yuasa Corp.
|
125,363
|
|||
87,824
|
Hitachi Ltd.
|
5,450,800
|
|||
85,799
|
Meidensha Corp.
|
1,290,085
|
|||
25,125
|
NGK Insulators Ltd.
|
333,229
|
|||
94,900
|
Osaki Electric
|
431,191
|
|||
229,870
|
Panasonic Holdings Corp.
|
2,587,268
|
|||
152,200
|
Renesas Electronics Corp. (d)
|
2,327,711
|
|||
74,400
|
Sumitomo Electric Industries
Ltd.
|
896,892
|
|||
22,900
|
Takaoka Toko Co., Ltd.
|
321,955
|
|||
|
|
13,845,757
|
|||
|
Jersey — 4.1%
|
|
|||
428,980
|
Aptiv PLC (d)
|
42,293,138
|
|||
|
Netherlands — 0.6%
|
|
|||
42,378
|
Alfen N.V. (b) (c) (d) (e)
|
1,798,887
|
|||
19,797
|
NXP Semiconductors N.V.
|
3,957,816
|
|||
7,269
|
STMicroelectronics N.V.
|
313,730
|
|||
|
|
6,070,433
|
|||
|
Portugal — 0.3%
|
|
|||
215,505
|
EDP - Energias de Portugal S.A.
|
896,789
|
|||
765,532
|
REN - Redes Energeticas
Nacionais SGPS S.A.
|
1,958,648
|
|||
|
|
2,855,437
|
|||
|
South Korea — 4.0%
|
|
|||
341
|
Hyosung Heavy Industries
Corp. (d)
|
42,960
|
|||
38,239
|
Hyundai Electric & Energy
System Co., Ltd.
|
1,887,296
|
|||
34,518
|
Iljin Electric Co., Ltd.
|
332,288
|
|||
25,979
|
LS Electric Co., Ltd.
|
1,798,161
|
|||
93,685
|
Samsung SDI Co., Ltd.
|
35,546,702
|
|||
161,649
|
Taihan Electric Wire Co.,
Ltd. (d)
|
1,453,092
|
|||
|
|
41,060,499
|
|||
|
Spain — 1.9%
|
|
|||
511,437
|
Iberdrola S.A.
|
5,728,895
|
|||
878,537
|
Redeia Corp., S.A.
|
13,834,972
|
|||
|
|
19,563,867
|
|||
|
Switzerland — 8.3%
|
|
|||
2,281,928
|
ABB Ltd.
|
81,768,983
|
|||
46,313
|
Landis+Gyr Group AG
|
3,354,511
|
|||
|
|
85,123,494
|
|||
|
Taiwan — 1.3%
|
|
|||
50,546
|
Advantech Co., Ltd.
|
540,214
|
|||
534,590
|
Allis Electric Co., Ltd.
|
857,848
|
Shares
|
Description
|
Value
|
|||
COMMON STOCKS (a) (Continued)
|
|||||
|
Taiwan (Continued)
|
|
|||
40,520
|
Chung-Hsin Electric &
Machinery Manufacturing
Corp.
|
$134,939
|
|||
423,874
|
Fortune Electric Co., Ltd.
|
3,558,491
|
|||
67,368
|
Ta Ya Electric Wire & Cable
|
80,243
|
|||
170,966
|
Voltronic Power Technology
Corp.
|
8,394,576
|
|||
|
|
13,566,311
|
|||
|
United Kingdom — 8.0%
|
|
|||
6,704,586
|
National Grid PLC
|
80,167,085
|
|||
89,857
|
SSE PLC
|
1,765,126
|
|||
|
|
81,932,211
|
|||
|
United States — 29.3%
|
|
|||
64,393
|
Advanced Energy Industries,
Inc.
|
6,640,206
|
|||
48,914
|
AES (The) Corp.
|
743,493
|
|||
65,564
|
American Superconductor
Corp. (d)
|
495,008
|
|||
44,333
|
Analog Devices, Inc.
|
7,762,265
|
|||
3,927
|
Arcosa, Inc.
|
282,351
|
|||
76,092
|
Atkore, Inc. (d)
|
11,352,166
|
|||
1,757
|
AZZ, Inc.
|
80,084
|
|||
3,525
|
Belden, Inc.
|
340,339
|
|||
362,542
|
Cisco Systems, Inc.
|
19,490,258
|
|||
2,661
|
Digi International, Inc. (d)
|
71,847
|
|||
53,520
|
Emerson Electric Co.
|
5,168,426
|
|||
3,459
|
EnerSys
|
327,464
|
|||
274,532
|
Enphase Energy, Inc. (d)
|
32,985,020
|
|||
1,883
|
ESCO Technologies, Inc.
|
196,661
|
|||
89,795
|
Fluence Energy, Inc. (d)
|
2,064,387
|
|||
5,829
|
Generac Holdings, Inc. (d)
|
635,128
|
|||
87,656
|
General Electric Co.
|
9,690,371
|
|||
62,179
|
Honeywell International, Inc.
|
11,486,948
|
|||
97,529
|
Hubbell, Inc.
|
30,566,564
|
|||
80,196
|
International Business Machines
Corp.
|
11,251,499
|
|||
83,654
|
Itron, Inc. (d)
|
5,067,759
|
|||
2,005
|
Littelfuse, Inc.
|
495,877
|
|||
5,391
|
MasTec, Inc. (d)
|
387,990
|
|||
30,387
|
MYR Group, Inc. (d)
|
4,094,952
|
|||
44,089
|
NVIDIA Corp.
|
19,178,274
|
|||
147,428
|
Oracle Corp.
|
15,615,574
|
|||
6,066
|
Preformed Line Products Co.
|
986,210
|
|||
99,286
|
QUALCOMM, Inc.
|
11,026,703
|
|||
207,367
|
Quanta Services, Inc.
|
38,792,145
|
|||
116,320
|
SolarEdge Technologies, Inc. (d)
|
15,064,603
|
|||
84,315
|
Tesla, Inc. (d)
|
21,097,299
|
|||
79,928
|
Texas Instruments, Inc.
|
12,709,351
|
|||
21,860
|
Trimble, Inc. (d)
|
1,177,380
|
|||
1,810
|
Valmont Industries, Inc.
|
434,780
|
Shares
|
Description
|
Value
|
|||
|
|||||
|
United States (Continued)
|
|
|||
3,899
|
WESCO International, Inc.
|
$560,754
|
|||
27,666
|
Willdan Group, Inc. (d)
|
565,216
|
|||
|
|
298,885,352
|
|||
|
Total Common Stocks
|
1,017,032,591
|
|||
|
(Cost $1,020,375,062)
|
|
|||
MONEY MARKET FUNDS — 0.0%
|
|||||
253,077
|
Goldman Sachs Financial Square
Treasury Obligations Fund -
Institutional Class -
5.19% (f) (g)
|
253,077
|
|||
|
(Cost $253,077)
|
|
Principal
Value
|
Description
|
Value
|
|||
REPURCHASE AGREEMENTS — 0.1%
|
|||||
$744,739
|
BNP Paribas S.A., 5.20% (f),
dated 09/29/23, due 10/02/23,
with a maturity value of
$745,062. Collateralized by
U.S. Treasury Securities,
interest rates of 4.00% to
5.44%, due 07/31/24 to
02/15/26. The value of the
collateral including accrued
interest is $759,554. (g)
|
744,739
|
|||
|
(Cost $744,739)
|
|
|||
|
|||||
|
|||||
|
Total Investments — 99.8%
|
1,018,030,407
|
|||
|
(Cost $1,021,372,878)
|
|
|||
|
Net Other Assets and
Liabilities — 0.2%
|
1,832,386
|
|||
|
Net Assets — 100.0%
|
$1,019,862,793
|
(a)
|
Portfolio securities are categorized based upon their country
of incorporation, which can be different from the country
categorization of the Fund’s underlying index. For a
breakdown of the portfolio securities by sector, please see the
Fund Performance Overview.
|
(b)
|
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.
|
(c)
|
This security may be resold to qualified foreign investors and
foreign institutional buyers under Regulation S of the 1933
Act.
|
(d)
|
Non-income producing security.
|
(e)
|
All or a portion of this security is on loan (see Note 2E -
Securities Lending in the Notes to Financial Statements). 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 $940,406 and the total value of the collateral
held by the Fund is $997,816.
|
(f)
|
Rate shown reflects yield as of September 30, 2023.
|
(g)
|
This security serves as collateral for securities on loan.
|
Abbreviations throughout the Portfolio of Investments:
|
|
ADR
|
– American Depositary Receipt
|
Currency Exposure Diversification
|
% of Total
Investments
|
United States Dollar
|
50.6%
|
Euro
|
19.7
|
Swiss Franc
|
8.4
|
British Pound Sterling
|
8.0
|
South Korean Won
|
4.0
|
Brazilian Real
|
3.7
|
Canadian Dollar
|
2.0
|
Japanese Yen
|
1.4
|
New Taiwan Dollar
|
1.3
|
Danish Krone
|
0.6
|
Hong Kong Dollar
|
0.3
|
Total
|
100.0%
|
|
Total
Value at
9/30/2023
|
Level 1
Quoted
Prices
|
Level 2
Significant
Observable
Inputs
|
Level 3
Significant
Unobservable
Inputs
|
Common
Stocks*
|
$ 1,017,032,591
|
$ 1,017,032,591
|
$ —
|
$ —
|
Money Market
Funds
|
253,077
|
253,077
|
—
|
—
|
Repurchase
Agreements
|
744,739
|
—
|
744,739
|
—
|
Total
Investments
|
$1,018,030,407
|
$1,017,285,668
|
$744,739
|
$—
|
*
|
See Portfolio of Investments for country breakout.
|
Securities Lending Agency Agreement
|
|
Total gross amount presented on the Statements
of Assets and Liabilities(1)
|
$940,406
|
Non-cash Collateral(2)
|
(940,406
)
|
Net Amount
|
$—
|
(1)
|
The amount presented on the Statements of Assets and
Liabilities, which is included in “Investments, at value,” is not
offset and is shown on a gross basis.
|
(2)
|
At September 30, 2023, the value of the collateral received
from each borrower exceeded the value of the related
securities loaned. This amount is disclosed on the Portfolio of
Investments.
|
Repurchase Agreements
|
|
Total gross amount presented on the Statements
of Assets and Liabilities(3)
|
$744,739
|
Non-cash Collateral(4)
|
(744,739
)
|
Net Amount
|
$—
|
(3)
|
The amount is included in “Investments, at value” on the
Statements of Assets and Liabilities.
|
(4)
|
At September 30, 2023, the value of the collateral received
from each seller exceeded the value of the repurchase
agreements.
|
Shares
|
Description
|
Value
|
|||
COMMON STOCKS (a) — 98.6%
|
|||||
|
Australia — 17.7%
|
|
|||
180,562
|
Champion Iron Ltd.
|
$731,382
|
|||
119,759
|
GrainCorp Ltd., Class A
|
543,614
|
|||
90,473
|
Mineral Resources Ltd.
|
3,934,013
|
|||
484,390
|
Newcrest Mining Ltd.
|
7,636,478
|
|||
622,475
|
Northern Star Resources Ltd.
|
4,186,307
|
|||
446,799
|
Whitehaven Coal Ltd.
|
2,042,487
|
|||
944,850
|
Woodside Energy Group Ltd.
|
22,167,370
|
|||
|
|
41,241,651
|
|||
|
Brazil — 13.6%
|
|
|||
102,331
|
Cia de Saneamento de Minas
Gerais Copasa MG
|
352,399
|
|||
1,554,187
|
Petroleo Brasileiro S.A., ADR
|
23,297,263
|
|||
51,727
|
SLC Agricola S.A.
|
405,353
|
|||
716,988
|
Suzano S.A., ADR
|
7,707,621
|
|||
|
|
31,762,636
|
|||
|
Canada — 12.4%
|
|
|||
224,172
|
Agnico Eagle Mines Ltd.
|
10,188,617
|
|||
100,121
|
Dundee Precious Metals, Inc.
|
619,191
|
|||
259,671
|
Nutrien Ltd.
|
16,037,281
|
|||
29,788
|
West Fraser Timber Co., Ltd.
|
2,162,632
|
|||
|
|
29,007,721
|
|||
|
Chile — 0.5%
|
|
|||
580,585
|
Empresas CMPC S.A.
|
1,068,919
|
|||
|
China — 8.0%
|
|
|||
13,018,534
|
China Petroleum & Chemical
Corp., Class H
|
7,115,270
|
|||
1,831,360
|
China Shenhua Energy Co., Ltd.,
Class H
|
5,940,090
|
|||
585,400
|
Jiangxi Copper Co., Ltd.,
Class H
|
917,987
|
|||
3,098,883
|
Zijin Mining Group Co., Ltd.,
Class H
|
4,740,755
|
|||
|
|
18,714,102
|
|||
|
Colombia — 4.4%
|
|
|||
884,097
|
Ecopetrol S.A., ADR (b)
|
10,237,843
|
|||
|
Germany — 0.5%
|
|
|||
16,181
|
Aurubis AG
|
1,199,910
|
|||
|
Hong Kong — 0.5%
|
|
|||
1,537,837
|
Guangdong Investment Ltd.
|
1,174,349
|
|||
|
India — 1.9%
|
|
|||
1,232,112
|
Coal India Ltd.
|
4,379,985
|
|||
|
Indonesia — 0.6%
|
|
|||
7,599,768
|
Adaro Energy Indonesia Tbk PT
|
1,401,445
|
|||
|
Ireland — 2.5%
|
|
|||
89,111
|
Pentair PLC
|
5,769,937
|
|||
|
Japan — 0.3%
|
|
|||
16,200
|
Japan Petroleum Exploration
Co., Ltd.
|
610,319
|
Shares
|
Description
|
Value
|
|||
|
|||||
|
Jersey — 0.3%
|
|
|||
630,656
|
Centamin PLC
|
$642,891
|
|||
|
Luxembourg — 0.3%
|
|
|||
23,213
|
APERAM S.A.
|
677,358
|
|||
|
Norway — 2.4%
|
|
|||
165,840
|
Aker BP ASA
|
4,589,160
|
|||
392,783
|
DNO ASA
|
388,132
|
|||
212,092
|
Var Energi ASA
|
619,027
|
|||
|
|
5,596,319
|
|||
|
Poland — 0.8%
|
|
|||
75,341
|
KGHM Polska Miedz S.A.
|
1,930,671
|
|||
|
Portugal — 0.2%
|
|
|||
116,173
|
Navigator (The) Co., S.A.
|
438,236
|
|||
|
South Africa — 2.3%
|
|
|||
484,380
|
Gold Fields Ltd., ADR
|
5,260,367
|
|||
|
Sweden — 1.8%
|
|
|||
146,240
|
Boliden AB
|
4,208,957
|
|||
|
United States — 27.6%
|
|
|||
46,617
|
Alliance Resource Partners,
L.P. (c)
|
1,050,281
|
|||
17,270
|
Andersons (The), Inc.
|
889,578
|
|||
279,529
|
Archer-Daniels-Midland Co.
|
21,082,077
|
|||
31,012
|
California Water Service Group
|
1,467,178
|
|||
104,111
|
CF Industries Holdings, Inc.
|
8,926,477
|
|||
59,646
|
Chesapeake Energy Corp.
|
5,143,274
|
|||
41,930
|
Civitas Resources, Inc.
|
3,390,879
|
|||
67,210
|
FMC Corp.
|
4,501,054
|
|||
15,660
|
SJW Group
|
941,323
|
|||
46,269
|
Southern Copper Corp.
|
3,483,593
|
|||
151,053
|
Tyson Foods, Inc., Class A
|
7,626,666
|
|||
32,548
|
UFP Industries, Inc.
|
3,332,915
|
|||
14,612
|
Watts Water Technologies, Inc.,
Class A
|
2,525,246
|
|||
|
|
64,360,541
|
|||
|
Total Common Stocks
|
229,684,157
|
|||
|
(Cost $246,988,468)
|
|
|||
MONEY MARKET FUNDS — 1.0%
|
|||||
2,344,642
|
Goldman Sachs Financial Square
Treasury Obligations Fund -
Institutional Class -
5.19% (d) (e)
|
2,344,642
|
|||
|
(Cost $2,344,642)
|
|
Principal
Value
|
Description
|
Value
|
|||
REPURCHASE AGREEMENTS — 3.0%
|
|||||
$6,899,678
|
BNP Paribas S.A., 5.20% (d),
dated 09/29/23, due 10/02/23,
with a maturity value of
$6,902,667. Collateralized by
U.S. Treasury Securities,
interest rates of 4.00% to
5.44%, due 07/31/24 to
02/15/26. The value of the
collateral including accrued
interest is $7,036,928. (e)
|
$6,899,678
|
|||
|
(Cost $6,899,678)
|
|
|||
|
|||||
|
|||||
|
Total Investments — 102.6%
|
238,928,477
|
|||
|
(Cost $256,232,788)
|
|
|||
|
Net Other Assets and
Liabilities — (2.6)%
|
(6,089,246
)
|
|||
|
Net Assets — 100.0%
|
$232,839,231
|
(a)
|
Portfolio securities are categorized based upon their country
of incorporation, which can be different from the country
categorization of the Fund’s underlying index. For a
breakdown of the portfolio securities by sector, please see the
Fund Performance Overview.
|
(b)
|
All or a portion of this security is on loan (see Note 2E -
Securities Lending in the Notes to Financial Statements). 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 $9,021,978 and the total value of the collateral
held by the Fund is $9,244,320.
|
(c)
|
Security is a Master Limited Partnership (“MLP”).
|
(d)
|
Rate shown reflects yield as of September 30, 2023.
|
(e)
|
This security serves as collateral for securities on loan.
|
Abbreviations throughout the Portfolio of Investments:
|
|
ADR
|
– American Depositary Receipt
|
Currency Exposure Diversification
|
% of Total
Investments
|
United States Dollar
|
63.7%
|
Australian Dollar
|
17.3
|
Hong Kong Dollar
|
8.3
|
Norwegian Krone
|
2.3
|
Indian Rupee
|
1.8
|
Swedish Krona
|
1.8
|
Canadian Dollar
|
1.2
|
Euro
|
1.0
|
Polish Zloty
|
0.8
|
Indonesia Rupiah
|
0.6
|
Chilean Peso
|
0.4
|
Brazilian Real
|
0.3
|
British Pound Sterling
|
0.3
|
Japanese Yen
|
0.2
|
Total
|
100.0%
|
|
Total
Value at
9/30/2023
|
Level 1
Quoted
Prices
|
Level 2
Significant
Observable
Inputs
|
Level 3
Significant
Unobservable
Inputs
|
Common Stocks*
|
$ 229,684,157
|
$ 229,684,157
|
$ —
|
$ —
|
Money Market
Funds
|
2,344,642
|
2,344,642
|
—
|
—
|
Repurchase
Agreements
|
6,899,678
|
—
|
6,899,678
|
—
|
Total Investments
|
$238,928,477
|
$232,028,799
|
$6,899,678
|
$—
|
*
|
See Portfolio of Investments for country breakout.
|
Securities Lending Agency Agreement
|
|
Total gross amount presented on the Statements
of Assets and Liabilities(1)
|
$9,021,978
|
Non-cash Collateral(2)
|
(9,021,978
)
|
Net Amount
|
$—
|
(1)
|
The amount presented on the Statements of Assets and
Liabilities, which is included in “Investments, at value,” is not
offset and is shown on a gross basis.
|
(2)
|
At September 30, 2023, the value of the collateral received
from each borrower exceeded the value of the related
securities loaned. This amount is disclosed on the Portfolio of
Investments.
|
Repurchase Agreements
|
|
Total gross amount presented on the Statements
of Assets and Liabilities(3)
|
$6,899,678
|
Non-cash Collateral(4)
|
(6,899,678
)
|
Net Amount
|
$—
|
(3)
|
The amount is included in “Investments, at value” on the
Statements of Assets and Liabilities.
|
(4)
|
At September 30, 2023, the value of the collateral received
from each seller exceeded the value of the repurchase
agreements.
|
Shares
|
Description
|
Value
|
|||
COMMON STOCKS (a) — 99.9%
|
|||||
|
Australia — 1.0%
|
|
|||
50,610
|
Incitec Pivot Ltd.
|
$102,175
|
|||
9,928
|
Nufarm Ltd.
|
30,320
|
|||
|
|
132,495
|
|||
|
Belgium — 0.5%
|
|
|||
2,242
|
Tessenderlo Group S.A.
|
64,711
|
|||
|
Bermuda — 3.3%
|
|
|||
3,913
|
Bunge Ltd.
|
423,582
|
|||
|
Canada — 4.6%
|
|
|||
9,533
|
Nutrien Ltd.
|
588,719
|
|||
|
Chile — 1.7%
|
|
|||
3,710
|
Sociedad Quimica y Minera de
Chile S.A., ADR
|
221,376
|
|||
|
Germany — 19.8%
|
|
|||
22,722
|
BASF SE
|
1,031,781
|
|||
24,695
|
Bayer AG
|
1,186,644
|
|||
12,147
|
Evonik Industries AG
|
222,495
|
|||
4,989
|
K+S AG
|
90,618
|
|||
|
|
2,531,538
|
|||
|
India — 9.4%
|
|
|||
10,830
|
Chambal Fertilisers and
Chemicals Ltd.
|
36,106
|
|||
7,652
|
Coromandel International Ltd.
|
105,628
|
|||
4,616
|
EID Parry India Ltd.
|
29,014
|
|||
2,869
|
Escorts Kubota Ltd.
|
110,042
|
|||
4,058
|
Gujarat Narmada Valley
Fertilizers & Chemicals Ltd.
|
29,912
|
|||
31,763
|
Mahindra & Mahindra Ltd.
|
594,495
|
|||
12,963
|
Sumitomo Chemical India Ltd.
|
65,938
|
|||
6,620
|
Tata Chemicals Ltd.
|
82,207
|
|||
19,504
|
UPL Ltd.
|
144,739
|
|||
|
|
1,198,081
|
|||
|
Israel — 1.5%
|
|
|||
33,660
|
ICL Group Ltd.
|
185,936
|
|||
|
Japan — 7.0%
|
|
|||
30,800
|
Kubota Corp.
|
454,251
|
|||
5,200
|
Mitsui Chemicals, Inc.
|
134,906
|
|||
3,600
|
Nissan Chemical Corp.
|
153,188
|
|||
1,200
|
Sakata Seed Corp.
|
34,890
|
|||
43,200
|
Sumitomo Chemical Co., Ltd.
|
117,655
|
|||
|
|
894,890
|
|||
|
Malaysia — 2.5%
|
|
|||
207,801
|
Petronas Chemicals Group Bhd
|
318,213
|
|||
|
Mexico — 0.9%
|
|
|||
52,328
|
Orbia Advance Corp. S.A.B. de
C.V.
|
108,725
|
Shares
|
Description
|
Value
|
|||
|
|||||
|
Netherlands — 4.5%
|
|
|||
34,662
|
CNH Industrial N.V.
|
$419,410
|
|||
5,500
|
OCI N.V.
|
153,455
|
|||
|
|
572,865
|
|||
|
Qatar — 4.6%
|
|
|||
157,157
|
Industries Qatar QSC
|
591,929
|
|||
|
Russia — 0.0%
|
|
|||
1,918
|
PhosAgro PJSC (b) (c) (d)
|
0
|
|||
|
Singapore — 3.6%
|
|
|||
166,800
|
Wilmar International Ltd.
|
455,131
|
|||
|
Switzerland — 0.8%
|
|
|||
267
|
Bucher Industries AG
|
102,267
|
|||
|
Turkey — 1.6%
|
|
|||
8,690
|
Gubre Fabrikalari T.A.S. (e)
|
114,383
|
|||
2,605
|
Turk Traktor ve Ziraat
Makineleri A.S.
|
83,695
|
|||
|
|
198,078
|
|||
|
United Arab Emirates — 1.6%
|
|
|||
215,664
|
Fertiglobe PLC
|
204,916
|
|||
|
United States — 31.0%
|
|
|||
708
|
AdvanSix, Inc.
|
22,005
|
|||
1,945
|
AGCO Corp.
|
230,055
|
|||
312
|
Alamo Group, Inc.
|
53,932
|
|||
5,012
|
CF Industries Holdings, Inc.
|
429,729
|
|||
1,070
|
Compass Minerals International,
Inc.
|
29,906
|
|||
17,981
|
Corteva, Inc.
|
919,908
|
|||
275
|
CVR Partners, L.P. (f)
|
22,718
|
|||
3,199
|
Deere & Co.
|
1,207,239
|
|||
3,240
|
FMC Corp.
|
216,983
|
|||
286
|
Lindsay Corp.
|
33,656
|
|||
8,631
|
Mosaic (The) Co.
|
307,264
|
|||
1,459
|
Scotts Miracle-Gro (The) Co.
|
75,401
|
|||
1,170
|
SiteOne Landscape Supply,
Inc. (e)
|
191,236
|
|||
2,699
|
Toro (The) Co.
|
224,287
|
|||
|
|
3,964,319
|
|||
|
|||||
|
|||||
|
Total Investments — 99.9%
|
12,757,771
|
|||
|
(Cost $15,940,191)
|
|
|||
|
Net Other Assets and
Liabilities — 0.1%
|
11,755
|
|||
|
Net Assets — 100.0%
|
$12,769,526
|
(a)
|
Portfolio securities are categorized based upon their country
of incorporation, which can be different from the country
categorization of the Fund’s underlying index. For a
breakdown of the portfolio securities by sector, please see the
Fund Performance Overview.
|
(b)
|
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.
|
(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 September 30, 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 Note2A- Portfolio Valuation in the
Notes to Financial Statements).
|
(e)
|
Non-income producing security.
|
(f)
|
Security is a Master Limited Partnership (“MLP”).
|
Abbreviations throughout the Portfolio of Investments:
|
|
ADR
|
– American Depositary Receipt
|
Currency Exposure Diversification
|
% of Total
Investments
|
United States Dollar
|
39.4%
|
Euro
|
21.6
|
Indian Rupee
|
9.4
|
Japanese Yen
|
7.0
|
Qatar Riyal
|
4.6
|
Canadian Dollar
|
4.6
|
Singapore Dollar
|
3.6
|
Malaysia Ringgit
|
2.5
|
United Arab Emirates Dirham
|
1.6
|
Turkish Lira
|
1.6
|
Israeli Shekel
|
1.5
|
Australian Dollar
|
1.0
|
Mexican Peso
|
0.8
|
Swiss Franc
|
0.8
|
Russian Ruble
|
0.0‡
|
Total
|
100.0%
|
‡
|
Investment is valued at $0.
|
|
Total
Value at
9/30/2023
|
Level 1
Quoted
Prices
|
Level 2
Significant
Observable
Inputs
|
Level 3
Significant
Unobservable
Inputs
|
Common Stocks:
|
|
|
|
|
Russia
|
$ —**
|
$ —
|
$ —
|
$ —**
|
Other Country
Categories*
|
12,757,771
|
12,757,771
|
—
|
—
|
Total Investments
|
$12,757,771
|
$12,757,771
|
$—
|
$—**
|
*
|
See Portfolio of Investments for country breakout.
|
**
|
Investment is valued at $0.
|
Shares
|
Description
|
Value
|
|||
COMMON STOCKS (a) — 99.8%
|
|||||
|
Australia — 0.5%
|
|
|||
734,246
|
Telstra Group Ltd.
|
$1,817,522
|
|||
|
Brazil — 0.5%
|
|
|||
239,592
|
Telefonica Brasil S.A., ADR
|
2,048,512
|
|||
|
Canada — 1.4%
|
|
|||
46,296
|
BCE, Inc.
|
1,767,309
|
|||
48,925
|
Rogers Communications, Inc.,
Class B
|
1,878,475
|
|||
112,088
|
TELUS Corp.
|
1,830,379
|
|||
|
|
5,476,163
|
|||
|
Cayman Islands — 1.5%
|
|
|||
3,599,673
|
Xiaomi Corp., Class B (b) (c) (d)
|
5,672,360
|
|||
|
China — 2.4%
|
|
|||
43,515,790
|
China Tower Corp., Ltd.,
Class H (b) (d)
|
4,167,674
|
|||
1,588,722
|
ZTE Corp., Class H
|
4,798,048
|
|||
|
|
8,965,722
|
|||
|
Finland — 2.3%
|
|
|||
90,992
|
Elisa Oyj
|
4,222,275
|
|||
1,252,664
|
Nokia Oyj, ADR
|
4,684,963
|
|||
|
|
8,907,238
|
|||
|
France — 0.6%
|
|
|||
186,427
|
Orange S.A.
|
2,140,506
|
|||
|
Germany — 2.0%
|
|
|||
104,750
|
Deutsche Telekom AG
|
2,200,320
|
|||
126,619
|
Infineon Technologies AG
|
4,197,430
|
|||
756,850
|
Telefonica Deutschland Holding
AG
|
1,356,305
|
|||
|
|
7,754,055
|
|||
|
Guernsey — 1.2%
|
|
|||
53,536
|
Amdocs Ltd.
|
4,523,257
|
|||
|
Hong Kong — 1.4%
|
|
|||
5,221,497
|
Lenovo Group Ltd.
|
5,380,890
|
|||
|
India — 7.7%
|
|
|||
210,146
|
Bharti Airtel Ltd.
|
2,344,368
|
|||
366,287
|
HCL Technologies Ltd.
|
5,446,584
|
|||
323,713
|
Infosys Ltd., ADR
|
5,538,729
|
|||
127,521
|
Tata Consultancy Services Ltd.
|
5,418,640
|
|||
385,246
|
Tech Mahindra Ltd.
|
5,672,829
|
|||
1,050,027
|
Wipro Ltd., ADR
|
5,082,131
|
|||
|
|
29,503,281
|
|||
|
Indonesia — 0.5%
|
|
|||
7,599,598
|
Telkom Indonesia Persero Tbk
PT
|
1,843,966
|
|||
|
Italy — 1.9%
|
|
|||
397,479
|
Infrastrutture Wireless Italiane
S.p.A. (b) (d)
|
4,733,944
|
|||
7,879,451
|
Telecom Italia S.p.A. (c)
|
2,466,676
|
|||
|
|
7,200,620
|
Shares
|
Description
|
Value
|
|||
|
|||||
|
Japan — 10.5%
|
|
|||
36,932
|
Fujitsu Ltd.
|
$4,349,593
|
|||
67,148
|
KDDI Corp.
|
2,056,587
|
|||
89,771
|
Kyocera Corp.
|
4,557,632
|
|||
354,565
|
Mitsubishi Electric Corp.
|
4,386,983
|
|||
102,459
|
NEC Corp.
|
5,663,904
|
|||
4,279,650
|
Nippon Telegraph & Telephone
Corp.
|
5,057,456
|
|||
288,759
|
Renesas Electronics Corp. (c)
|
4,416,212
|
|||
460,298
|
SoftBank Corp.
|
5,206,998
|
|||
51,876
|
Sony Group Corp.
|
4,248,944
|
|||
|
|
39,944,309
|
|||
|
Malaysia — 0.6%
|
|
|||
2,269,355
|
CelcomDigi Bhd
|
2,112,152
|
|||
|
Mexico — 0.4%
|
|
|||
1,892,109
|
America Movil S.A.B. de C.V.,
Series B
|
1,638,326
|
|||
|
Netherlands — 3.2%
|
|
|||
632,323
|
Koninklijke KPN N.V.
|
2,085,125
|
|||
26,662
|
NXP Semiconductors N.V.
|
5,330,267
|
|||
106,521
|
STMicroelectronics N.V.
|
4,615,703
|
|||
|
|
12,031,095
|
|||
|
New Zealand — 0.5%
|
|
|||
679,021
|
Spark New Zealand Ltd.
|
1,957,536
|
|||
|
Norway — 0.6%
|
|
|||
209,703
|
Telenor ASA
|
2,381,953
|
|||
|
Philippines — 0.6%
|
|
|||
69,420
|
Globe Telecom, Inc.
|
2,200,050
|
|||
|
Qatar — 0.6%
|
|
|||
724,452
|
Ooredoo QPSC
|
2,127,580
|
|||
|
Russia — 0.0%
|
|
|||
755,018
|
Mobile TeleSystems PJSC,
ADR (c) (e) (f) (g)
|
0
|
|||
|
Singapore — 0.5%
|
|
|||
1,166,652
|
Singapore Telecommunications
Ltd.
|
2,065,324
|
|||
|
South Africa — 1.0%
|
|
|||
298,264
|
MTN Group Ltd.
|
1,777,730
|
|||
344,893
|
Vodacom Group Ltd.
|
1,926,501
|
|||
|
|
3,704,231
|
|||
|
South Korea — 4.8%
|
|
|||
182,482
|
KT Corp., ADR (h)
|
2,339,419
|
|||
51,429
|
LG Electronics, Inc.
|
3,845,551
|
|||
91,905
|
Samsung Electronics Co., Ltd.
|
4,658,590
|
|||
51,633
|
Samsung SDS Co., Ltd.
|
5,173,249
|
|||
56,035
|
SK Telecom Co., Ltd.
|
2,159,345
|
|||
|
|
18,176,154
|
Shares
|
Description
|
Value
|
|||
COMMON STOCKS (a) (Continued)
|
|||||
|
Spain — 1.0%
|
|
|||
52,342
|
Cellnex Telecom S.A. (b) (d)
|
$1,824,513
|
|||
509,644
|
Telefonica S.A.
|
2,084,160
|
|||
|
|
3,908,673
|
|||
|
Sweden — 2.2%
|
|
|||
245,008
|
Tele2 AB, Class B
|
1,876,544
|
|||
957,796
|
Telefonaktiebolaget LM
Ericsson, Class B (h)
|
4,675,212
|
|||
939,232
|
Telia Co., AB
|
1,940,265
|
|||
|
|
8,492,021
|
|||
|
Switzerland — 0.5%
|
|
|||
3,458
|
Swisscom AG
|
2,055,873
|
|||
|
Taiwan — 9.1%
|
|
|||
428,123
|
Advantech Co., Ltd.
|
4,575,593
|
|||
1,255,122
|
ASE Technology Holding Co.,
Ltd.
|
4,257,551
|
|||
523,589
|
Chunghwa Telecom Co., Ltd.
|
1,881,517
|
|||
473,084
|
Delta Electronics, Inc.
|
4,755,681
|
|||
830,567
|
Far EasTone
Telecommunications Co., Ltd.
|
1,870,548
|
|||
200,198
|
MediaTek, Inc.
|
4,558,341
|
|||
1,485,530
|
Taiwan Mobile Co., Ltd.
|
4,353,437
|
|||
50,011
|
Taiwan Semiconductor
Manufacturing Co., Ltd., ADR
|
4,345,956
|
|||
2,985,484
|
United Microelectronics Corp.
|
4,180,353
|
|||
|
|
34,778,977
|
|||
|
Thailand — 0.6%
|
|
|||
341,300
|
Advanced Info Service PCL
|
2,137,079
|
|||
|
United Arab Emirates — 0.5%
|
|
|||
348,555
|
Emirates Telecommunications
Group Co. PJSC
|
1,939,659
|
|||
|
United Kingdom — 1.6%
|
|
|||
2,702,471
|
BT Group PLC
|
3,847,955
|
|||
2,289,117
|
Vodafone Group PLC
|
2,145,558
|
|||
|
|
5,993,513
|
|||
|
United States — 37.1%
|
|
|||
41,290
|
Advanced Micro Devices,
Inc. (c)
|
4,245,438
|
|||
26,303
|
American Tower Corp.
|
4,325,528
|
|||
27,511
|
Analog Devices, Inc.
|
4,816,901
|
|||
27,680
|
Apple, Inc.
|
4,739,093
|
|||
30,792
|
Arista Networks, Inc. (c)
|
5,663,573
|
|||
132,395
|
AT&T, Inc.
|
1,988,573
|
|||
6,215
|
Broadcom, Inc.
|
5,162,055
|
|||
117,520
|
Ciena Corp. (c)
|
5,553,995
|
|||
100,606
|
Cisco Systems, Inc.
|
5,408,579
|
|||
43,251
|
Crown Castle, Inc.
|
3,980,390
|
|||
47,824
|
Digital Realty Trust, Inc.
|
5,787,660
|
|||
6,662
|
Equinix, Inc.
|
4,838,344
|
|||
34,203
|
F5, Inc. (c)
|
5,511,471
|
Shares
|
Description
|
Value
|
|||
|
|||||
|
United States (Continued)
|
|
|||
316,337
|
Hewlett Packard Enterprise Co.
|
$5,494,774
|
|||
157,075
|
Intel Corp.
|
5,584,016
|
|||
37,186
|
International Business Machines
Corp.
|
5,217,196
|
|||
166,272
|
Juniper Networks, Inc.
|
4,620,699
|
|||
30,780
|
Keysight Technologies, Inc. (c)
|
4,072,502
|
|||
83,693
|
Marvell Technology, Inc.
|
4,530,302
|
|||
61,896
|
Microchip Technology, Inc.
|
4,830,983
|
|||
76,518
|
Micron Technology, Inc.
|
5,205,520
|
|||
17,901
|
Motorola Solutions, Inc.
|
4,873,368
|
|||
12,979
|
NVIDIA Corp.
|
5,645,735
|
|||
50,466
|
Qorvo, Inc. (c)
|
4,817,989
|
|||
42,958
|
QUALCOMM, Inc.
|
4,770,915
|
|||
21,828
|
SBA Communications Corp.
|
4,369,311
|
|||
47,484
|
Skyworks Solutions, Inc.
|
4,681,448
|
|||
16,326
|
T-Mobile US, Inc. (c)
|
2,286,456
|
|||
60,050
|
Verizon Communications, Inc.
|
1,946,220
|
|||
37,538
|
VMware, Inc., Class A (c)
|
6,249,326
|
|||
|
|
141,218,360
|
|||
|
Total Common Stocks
|
380,096,957
|
|||
|
(Cost $408,268,476)
|
|
|||
MONEY MARKET FUNDS — 0.4%
|
|||||
1,631,948
|
Goldman Sachs Financial Square
Treasury Obligations Fund -
Institutional Class -
5.19% (i) (j)
|
1,631,948
|
|||
|
(Cost $1,631,948)
|
|
Principal
Value
|
Description
|
Value
|
|||
REPURCHASE AGREEMENTS — 1.3%
|
|||||
$4,802,403
|
BNP Paribas S.A., 5.20% (i),
dated 09/29/23, due 10/02/23,
with a maturity value of
$4,804,484. Collateralized by
U.S. Treasury Securities,
interest rates of 4.00% to
5.44%, due 07/31/24 to
02/15/26. The value of the
collateral including accrued
interest is $4,897,933. (j)
|
4,802,403
|
|||
|
(Cost $4,802,403)
|
|
|||
|
|||||
|
|||||
|
Total Investments — 101.5%
|
386,531,308
|
|||
|
(Cost $414,702,827)
|
|
|||
|
Net Other Assets and
Liabilities — (1.5)%
|
(5,601,216
)
|
|||
|
Net Assets — 100.0%
|
$380,930,092
|
(a)
|
Portfolio securities are categorized based upon their country
of incorporation, which can be different from the country
categorization of the Fund’s underlying index. For a
breakdown of the portfolio securities by sector, please see the
Fund Performance Overview.
|
(b)
|
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.
|
(c)
|
Non-income producing security.
|
(d)
|
This security may be resold to qualified foreign investors and
foreign institutional buyers under Regulation S of the 1933
Act.
|
(e)
|
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.
|
(f)
|
This security is fair valued by the Advisor’s Pricing
Committee in accordance with procedures approved by the
Trust’s Board of Trustees, and in accordance with provisions
of the Investment Company Act of 1940 and rules
thereunder, as amended. At September 30, 2023, securities
noted as such are valued at $0 or 0.0% of net assets.
|
(g)
|
This security’s value was determined using significant
unobservable inputs (see Note2A- Portfolio Valuation in the
Notes to Financial Statements).
|
(h)
|
All or a portion of this security is on loan (see Note 2E -
Securities Lending in the Notes to Financial Statements). 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 $6,231,889 and the total value of the collateral
held by the Fund is $6,434,351.
|
(i)
|
Rate shown reflects yield as of September 30, 2023.
|
(j)
|
This security serves as collateral for securities on loan.
|
Abbreviations throughout the Portfolio of Investments:
|
|
ADR
|
– American Depositary Receipt
|
Currency Exposure Diversification
|
% of Total
Investments
|
United States Dollar
|
47.0%
|
Japanese Yen
|
10.3
|
Euro
|
8.3
|
New Taiwan Dollar
|
7.9
|
Hong Kong Dollar
|
5.2
|
Indian Rupee
|
4.9
|
South Korean Won
|
4.1
|
Swedish Krona
|
2.2
|
British Pound Sterling
|
1.5
|
Canadian Dollar
|
1.4
|
South African Rand
|
1.0
|
Norwegian Krone
|
0.6
|
Philippines Peso
|
0.6
|
Thai Baht
|
0.6
|
Qatar Riyal
|
0.5
|
Malaysia Ringgit
|
0.5
|
Singapore Dollar
|
0.5
|
Swiss Franc
|
0.5
|
New Zealand Dollar
|
0.5
|
United Arab Emirates Dirham
|
0.5
|
Indonesia Rupiah
|
0.5
|
Australian Dollar
|
0.5
|
Mexican Peso
|
0.4
|
Total
|
100.0%
|
|
Total
Value at
9/30/2023
|
Level 1
Quoted
Prices
|
Level 2
Significant
Observable
Inputs
|
Level 3
Significant
Unobservable
Inputs
|
Common
Stocks:
|
|
|
|
|
Russia
|
$ —**
|
$ —
|
$ —
|
$ —**
|
Thailand
|
2,137,079
|
—
|
2,137,079
|
—
|
Other Country
Categories*
|
377,959,878
|
377,959,878
|
—
|
—
|
Money Market
Funds
|
1,631,948
|
1,631,948
|
—
|
—
|
Repurchase
Agreements
|
4,802,403
|
—
|
4,802,403
|
—
|
Total
Investments
|
$386,531,308
|
$379,591,826
|
$6,939,482
|
$—**
|
*
|
See Portfolio of Investments for country breakout.
|
**
|
Investment is valued at $0.
|
Securities Lending Agency Agreement
|
|
Total gross amount presented on the Statements
of Assets and Liabilities(1)
|
$6,231,889
|
Non-cash Collateral(2)
|
(6,231,889
)
|
Net Amount
|
$—
|
(1)
|
The amount presented on the Statements of Assets and
Liabilities, which is included in “Investments, at value,” is not
offset and is shown on a gross basis.
|
(2)
|
At September 30, 2023, the value of the collateral received
from each borrower exceeded the value of the related
securities loaned. This amount is disclosed on the Portfolio of
Investments.
|
Repurchase Agreements
|
|
Total gross amount presented on the Statements
of Assets and Liabilities(3)
|
$4,802,403
|
Non-cash Collateral(4)
|
(4,802,403
)
|
Net Amount
|
$—
|
(3)
|
The amount is included in “Investments, at value” on the
Statements of Assets and Liabilities.
|
(4)
|
At September 30, 2023, the value of the collateral received
from each seller exceeded the value of the repurchase
agreements.
|
Shares
|
Description
|
Value
|
|||
COMMON STOCKS (a) — 99.4%
|
|||||
|
Australia — 1.7%
|
|
|||
20,043
|
Allkem Ltd. (b)
|
$151,547
|
|||
21,196
|
IGO Ltd.
|
172,530
|
|||
370,518
|
Nickel Industries Ltd.
|
178,669
|
|||
65,878
|
Pilbara Minerals Ltd.
|
182,132
|
|||
|
|
684,878
|
|||
|
Austria — 0.4%
|
|
|||
31,419
|
ams-OSRAM AG (b) (c)
|
148,145
|
|||
|
Belgium — 0.5%
|
|
|||
1,959
|
Solvay S.A.
|
217,160
|
|||
|
Canada — 0.9%
|
|
|||
11,042
|
Lithium Americas Corp. (b)
|
187,825
|
|||
3,856
|
Magna International, Inc.
|
206,720
|
|||
|
|
394,545
|
|||
|
Cayman Islands — 4.3%
|
|
|||
2,745
|
Ambarella, Inc. (b)
|
145,567
|
|||
2,277
|
Baidu, Inc., ADR (b)
|
305,915
|
|||
184,009
|
Geely Automobile Holdings Ltd.
|
217,119
|
|||
30,612
|
Himax Technologies, Inc., ADR
|
178,774
|
|||
6,841
|
Li Auto, Inc., ADR (b)
|
243,882
|
|||
21,479
|
NIO, Inc., ADR (b) (c)
|
194,170
|
|||
16,461
|
XPeng, Inc., ADR (b) (c)
|
302,224
|
|||
103,206
|
Yadea Group Holdings
Ltd. (d) (e)
|
191,626
|
|||
|
|
1,779,277
|
|||
|
Chile — 0.4%
|
|
|||
2,947
|
Sociedad Quimica y Minera de
Chile S.A., ADR (c)
|
175,847
|
|||
|
China — 2.0%
|
|
|||
7,858
|
BYD Co., Ltd., Class H
|
242,836
|
|||
34,734
|
Ganfeng Lithium Group Co.,
Ltd., Class H (d) (e)
|
142,601
|
|||
188,859
|
Great Wall Motor Co., Ltd.,
Class H
|
225,253
|
|||
35,004
|
Tianqi Lithium Corp.,
Class H (c)
|
196,007
|
|||
|
|
806,697
|
|||
|
France — 1.7%
|
|
|||
4,280
|
Schneider Electric SE
|
710,339
|
|||
|
Germany — 3.8%
|
|
|||
2,913
|
Bayerische Motoren Werke AG
|
296,828
|
|||
2,966
|
Continental AG
|
209,346
|
|||
10,559
|
Infineon Technologies AG
|
350,032
|
|||
6,980
|
Mercedes-Benz Group AG
|
486,242
|
|||
1,537
|
Wacker Chemie AG
|
220,431
|
|||
|
|
1,562,879
|
|||
|
Indonesia — 0.5%
|
|
|||
1,023,450
|
Merdeka Copper Gold Tbk
PT (b)
|
190,717
|
Shares
|
Description
|
Value
|
|||
|
|||||
|
Japan — 7.6%
|
|
|||
7,200
|
Aisin Corp.
|
$272,216
|
|||
14,000
|
Denso Corp.
|
224,933
|
|||
33,792
|
Honda Motor Co., Ltd.
|
380,341
|
|||
56,209
|
Nissan Motor Co., Ltd.
|
248,359
|
|||
19,100
|
Panasonic Holdings Corp.
|
214,977
|
|||
11,900
|
Renesas Electronics Corp. (b)
|
181,996
|
|||
12,810
|
Subaru Corp.
|
249,103
|
|||
74,960
|
Toyota Motor Corp.
|
1,343,050
|
|||
|
|
3,114,975
|
|||
|
Jersey — 0.5%
|
|
|||
2,285
|
Aptiv PLC (b)
|
225,278
|
|||
|
Netherlands — 3.8%
|
|
|||
3,688
|
Alfen N.V. (b) (d) (e)
|
156,550
|
|||
1,060
|
Ferrari N.V.
|
313,273
|
|||
2,107
|
NXP Semiconductors N.V.
|
421,232
|
|||
17,647
|
Stellantis N.V.
|
339,749
|
|||
7,396
|
STMicroelectronics N.V.
|
319,211
|
|||
7,107
|
Yandex N.V.,
Class A (b) (f) (g) (h)
|
0
|
|||
|
|
1,550,015
|
|||
|
South Korea — 8.5%
|
|
|||
1,046
|
Ecopro BM Co., Ltd.
|
196,115
|
|||
1,264
|
Hyundai Mobis Co., Ltd.
|
225,279
|
|||
1,447
|
Hyundai Motor Co.
|
204,922
|
|||
3,365
|
Kia Corp.
|
202,987
|
|||
439
|
LG Chem Ltd.
|
161,526
|
|||
5,525
|
Lotte Energy Materials Corp. (c)
|
162,958
|
|||
2,410
|
LX Semicon Co., Ltd.
|
148,058
|
|||
36,858
|
Samsung Electronics Co., Ltd.
|
1,868,302
|
|||
423
|
Samsung SDI Co., Ltd.
|
160,498
|
|||
3,261
|
SK IE Technology Co.,
Ltd. (b) (d) (e)
|
178,831
|
|||
|
|
3,509,476
|
|||
|
Sweden — 0.7%
|
|
|||
13,705
|
Volvo AB, Class B
|
282,992
|
|||
|
Switzerland — 0.8%
|
|
|||
2,555
|
TE Connectivity Ltd.
|
315,619
|
|||
|
Taiwan — 4.1%
|
|
|||
19,703
|
Taiwan Semiconductor
Manufacturing Co., Ltd., ADR
|
1,712,191
|
|||
|
United Kingdom — 0.3%
|
|
|||
49,070
|
Polestar Automotive Holding
UK PLC, Class A,
ADR (b) (c)
|
129,545
|
|||
|
United States — 56.9%
|
|
|||
19,636
|
Adeia, Inc.
|
209,712
|
|||
17,944
|
Advanced Micro Devices,
Inc. (b)
|
1,845,002
|
|||
956
|
Albemarle Corp.
|
162,558
|
|||
4,485
|
Allegro MicroSystems, Inc. (b)
|
143,251
|
Shares
|
Description
|
Value
|
|||
COMMON STOCKS (a) (Continued)
|
|||||
|
United States (Continued)
|
|
|||
16,702
|
Alphabet, Inc., Class A (b)
|
$2,185,624
|
|||
4,055
|
Analog Devices, Inc.
|
709,990
|
|||
10,917
|
Apple, Inc.
|
1,869,100
|
|||
70,249
|
Aurora Innovation, Inc. (b)
|
165,085
|
|||
4,923
|
BorgWarner, Inc.
|
198,741
|
|||
8,118
|
Cerence, Inc. (b)
|
165,364
|
|||
26,115
|
ChargePoint Holdings,
Inc. (b) (c)
|
129,791
|
|||
2,829
|
Cirrus Logic, Inc. (b)
|
209,233
|
|||
1,130
|
Cummins, Inc.
|
258,160
|
|||
34,702
|
Fisker, Inc. (b) (c)
|
222,787
|
|||
31,846
|
Ford Motor Co.
|
395,527
|
|||
11,264
|
General Motors Co.
|
371,374
|
|||
24,000
|
indie Semiconductor, Inc.,
Class A (b)
|
151,200
|
|||
33,859
|
Intel Corp.
|
1,203,687
|
|||
1,504
|
Lear Corp.
|
201,837
|
|||
8,141
|
Livent Corp. (b)
|
149,876
|
|||
32,460
|
Lucid Group, Inc. (b) (c)
|
181,451
|
|||
30,571
|
Luminar Technologies,
Inc. (b) (c)
|
139,098
|
|||
6,924
|
Marvell Technology, Inc.
|
374,796
|
|||
6,887
|
MaxLinear, Inc. (b)
|
153,236
|
|||
4,337
|
Microchip Technology, Inc.
|
338,503
|
|||
8,842
|
Micron Technology, Inc.
|
601,521
|
|||
6,070
|
Microsoft Corp.
|
1,916,602
|
|||
5,352
|
Mobileye Global, Inc.,
Class A (b)
|
222,376
|
|||
104,107
|
Nikola Corp. (b) (c)
|
163,448
|
|||
4,524
|
NVIDIA Corp.
|
1,967,895
|
|||
3,486
|
ON Semiconductor Corp. (b)
|
324,024
|
|||
4,169
|
PACCAR, Inc.
|
354,448
|
|||
18,699
|
Plug Power, Inc. (b) (c)
|
142,112
|
|||
2,163
|
Qorvo, Inc. (b)
|
206,502
|
|||
9,037
|
QUALCOMM, Inc.
|
1,003,649
|
|||
3,562
|
Rambus, Inc. (b)
|
198,724
|
|||
9,056
|
Rivian Automotive, Inc.,
Class A (b)
|
219,880
|
|||
1,399
|
Silicon Laboratories, Inc. (b)
|
162,130
|
|||
1,767
|
SiTime Corp. (b)
|
201,880
|
|||
2,023
|
Skyworks Solutions, Inc.
|
199,448
|
|||
2,449
|
Synaptics, Inc. (b)
|
219,038
|
|||
7,485
|
Tesla, Inc. (b)
|
1,872,897
|
|||
7,361
|
Texas Instruments, Inc.
|
1,170,473
|
|||
3,436
|
Wolfspeed, Inc. (b)
|
130,912
|
|||
|
|
23,412,942
|
|||
|
Total Common Stocks
|
40,923,517
|
|||
|
(Cost $44,585,999)
|
|
Shares
|
Description
|
Value
|
|||
MONEY MARKET FUNDS — 1.3%
|
|||||
545,162
|
Goldman Sachs Financial Square
Treasury Obligations Fund -
Institutional Class -
5.19% (i) (j)
|
$545,162
|
|||
|
(Cost $545,162)
|
|
Principal
Value
|
Description
|
Value
|
|||
REPURCHASE AGREEMENTS — 3.9%
|
|||||
$1,604,271
|
BNP Paribas S.A., 5.20% (i),
dated 09/29/23, due 10/02/23,
with a maturity value of
$1,604,966. Collateralized by
U.S. Treasury Securities,
interest rates of 4.00% to
5.44%, due 07/31/24 to
02/15/26. The value of the
collateral including accrued
interest is $1,636,184. (j)
|
1,604,271
|
|||
|
(Cost $1,604,271)
|
|
|||
|
|||||
|
|||||
|
Total Investments — 104.6%
|
43,072,950
|
|||
|
(Cost $46,735,432)
|
|
|||
|
Net Other Assets and
Liabilities — (4.6)%
|
(1,900,724
)
|
|||
|
Net Assets — 100.0%
|
$41,172,226
|
(a)
|
Portfolio securities are categorized based upon their country
of incorporation, which can be different from the country
categorization of the Fund’s underlying index. For a
breakdown of the portfolio securities by sector, please see the
Fund Performance Overview.
|
(b)
|
Non-income producing security.
|
(c)
|
All or a portion of this security is on loan (see Note 2E -
Securities Lending in the Notes to Financial Statements). 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 $2,077,389 and the total value of the collateral
held by the Fund is $2,149,433.
|
(d)
|
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.
|
(e)
|
This security may be resold to qualified foreign investors and
foreign institutional buyers under Regulation S of the 1933
Act.
|
(f)
|
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.
|
(g)
|
This security is fair valued by the Advisor’s Pricing
Committee in accordance with procedures approved by the
Trust’s Board of Trustees, and in accordance with provisions
of the Investment Company Act of 1940 and rules
thereunder, as amended. At September 30, 2023, securities
noted as such are valued at $0 or 0.0% of net assets.
|
(h)
|
This security’s value was determined using significant
unobservable inputs (see Note2A- Portfolio Valuation in the
Notes to Financial Statements).
|
(i)
|
Rate shown reflects yield as of September 30, 2023.
|
(j)
|
This security serves as collateral for securities on loan.
|
Abbreviations throughout the Portfolio of Investments:
|
|
ADR
|
– American Depositary Receipt
|
Currency Exposure Diversification
|
% of Total
Investments
|
United States Dollar
|
71.8%
|
South Korean Won
|
8.2
|
Japanese Yen
|
7.2
|
Euro
|
6.9
|
Hong Kong Dollar
|
2.8
|
Australian Dollar
|
1.6
|
Swedish Krona
|
0.7
|
Indonesia Rupiah
|
0.4
|
Swiss Franc
|
0.4
|
Total
|
100.0%
|
|
Total
Value at
9/30/2023
|
Level 1
Quoted
Prices
|
Level 2
Significant
Observable
Inputs
|
Level 3
Significant
Unobservable
Inputs
|
Common Stocks:
|
|
|
|
|
Netherlands
|
$ 1,550,015
|
$ 1,550,015
|
$ —
|
$ —**
|
Other Country
Categories*
|
39,373,502
|
39,373,502
|
—
|
—
|
Money Market Funds
|
545,162
|
545,162
|
—
|
—
|
Repurchase
Agreements
|
1,604,271
|
—
|
1,604,271
|
—
|
Total Investments
|
$43,072,950
|
$41,468,679
|
$1,604,271
|
$—**
|
*
|
See Portfolio of Investments for country breakout.
|
**
|
Investment is valued at $0.
|
Securities Lending Agency Agreement
|
|
Total gross amount presented on the Statements
of Assets and Liabilities(1)
|
$2,077,389
|
Non-cash Collateral(2)
|
(2,077,389
)
|
Net Amount
|
$—
|
(1)
|
The amount presented on the Statements of Assets and
Liabilities, which is included in “Investments, at value,” is not
offset and is shown on a gross basis.
|
(2)
|
At September 30, 2023, the value of the collateral received
from each borrower exceeded the value of the related
securities loaned. This amount is disclosed on the Portfolio of
Investments.
|
Repurchase Agreements
|
|
Total gross amount presented on the Statements
of Assets and Liabilities(3)
|
$1,604,271
|
Non-cash Collateral(4)
|
(1,604,271
)
|
Net Amount
|
$—
|
(3)
|
The amount is included in “Investments, at value” on the
Statements of Assets and Liabilities.
|
(4)
|
At September 30, 2023, the value of the collateral received
from each seller exceeded the value of the repurchase
agreements.
|
Shares
|
Description
|
Value
|
|||
COMMON STOCKS (a) — 99.9%
|
|||||
|
Canada — 2.2%
|
|
|||
432,776
|
Open Text Corp.
|
$15,190,438
|
|||
786,144
|
Shopify, Inc., Class A (b)
|
42,899,878
|
|||
|
|
58,090,316
|
|||
|
Germany — 1.2%
|
|
|||
249,460
|
SAP SE, ADR (c)
|
32,260,167
|
|||
|
Israel — 1.2%
|
|
|||
352,813
|
Wix.com Ltd. (b)
|
32,388,233
|
|||
|
Netherlands — 0.9%
|
|
|||
281,570
|
Elastic N.V. (b)
|
22,874,747
|
|||
|
United States — 94.4%
|
|
|||
93,451
|
Adobe, Inc. (b)
|
47,650,665
|
|||
663,191
|
Akamai Technologies, Inc. (b)
|
70,656,369
|
|||
767,732
|
Alphabet, Inc., Class A (b)
|
100,465,410
|
|||
757,491
|
Amazon.com, Inc. (b)
|
96,292,256
|
|||
90,383
|
Appfolio, Inc., Class A (b)
|
16,506,647
|
|||
715,545
|
Appian Corp., Class A (b)
|
32,636,007
|
|||
1,209,413
|
AppLovin Corp., Class A (b)
|
48,328,143
|
|||
535,481
|
Arista Networks, Inc. (b)
|
98,491,020
|
|||
810,779
|
Asana, Inc., Class A (b)
|
14,845,363
|
|||
256,150
|
Atlassian Corp., Class A (b)
|
51,616,787
|
|||
228,930
|
Blackbaud, Inc. (b)
|
16,098,358
|
|||
290,105
|
BlackLine, Inc. (b)
|
16,092,124
|
|||
657,991
|
Box, Inc., Class A (b)
|
15,929,962
|
|||
1,215,243
|
Cisco Systems, Inc.
|
65,331,464
|
|||
1,071,724
|
Cloudflare, Inc., Class A (b)
|
67,561,481
|
|||
1,579,658
|
Confluent, Inc., Class A (b)
|
46,773,673
|
|||
106,876
|
Crowdstrike Holdings, Inc.,
Class A (b)
|
17,888,905
|
|||
180,594
|
Datadog, Inc., Class A (b)
|
16,450,307
|
|||
929,427
|
Dell Technologies, Inc., Class C
|
64,037,520
|
|||
1,495,065
|
DigitalOcean Holdings, Inc. (b)
|
35,926,412
|
|||
346,393
|
DocuSign, Inc. (b)
|
14,548,506
|
|||
761,081
|
Domo, Inc., Class B (b)
|
7,466,205
|
|||
626,970
|
Dropbox, Inc., Class A (b)
|
17,072,393
|
|||
1,719,997
|
Eventbrite, Inc., Class A (b)
|
16,959,170
|
|||
702,278
|
Everbridge, Inc. (b)
|
15,745,073
|
|||
2,197,178
|
Fastly, Inc., Class A (b)
|
42,119,902
|
|||
1,103,459
|
Gitlab, Inc., Class A (b)
|
49,898,416
|
|||
1,792,549
|
HashiCorp, Inc., Class A (b)
|
40,923,894
|
|||
3,076,561
|
Hewlett Packard Enterprise Co.
|
53,439,865
|
|||
95,645
|
HubSpot, Inc. (b)
|
47,105,163
|
|||
711,987
|
International Business Machines
Corp.
|
99,891,776
|
|||
32,159
|
Intuit, Inc.
|
16,431,319
|
|||
22,358,531
|
Lumen Technologies, Inc. (b)
|
31,749,114
|
|||
318,955
|
Microsoft Corp.
|
100,710,041
|
|||
228,475
|
MongoDB, Inc. (b)
|
79,020,364
|
|||
681,495
|
NetApp, Inc.
|
51,711,841
|
|||
3,361,463
|
Nutanix, Inc., Class A (b)
|
117,247,829
|
Shares
|
Description
|
Value
|
|||
|
|||||
|
United States (Continued)
|
|
|||
868,356
|
Oracle Corp.
|
$91,976,268
|
|||
71,612
|
Palo Alto Networks, Inc. (b)
|
16,788,717
|
|||
59,093
|
Paycom Software, Inc.
|
15,321,042
|
|||
86,898
|
Paylocity Holding Corp. (b)
|
15,789,367
|
|||
2,857,109
|
Pure Storage, Inc., Class A (b)
|
101,770,223
|
|||
506,356
|
Q2 Holdings, Inc. (b)
|
16,340,108
|
|||
111,938
|
Qualys, Inc. (b)
|
17,076,142
|
|||
1,512,723
|
RingCentral, Inc., Class A (b)
|
44,821,983
|
|||
236,025
|
Salesforce, Inc. (b)
|
47,861,150
|
|||
88,773
|
ServiceNow, Inc. (b)
|
49,620,556
|
|||
417,532
|
Smartsheet, Inc., Class A (b)
|
16,893,345
|
|||
111,087
|
Snowflake, Inc., Class A (b)
|
16,970,761
|
|||
431,067
|
Splunk, Inc. (b)
|
63,043,549
|
|||
325,431
|
Sprout Social, Inc., Class A (b)
|
16,232,498
|
|||
577,898
|
Squarespace, Inc., Class A (b)
|
16,741,705
|
|||
785,905
|
Toast, Inc., Class A (b)
|
14,720,001
|
|||
217,716
|
Trade Desk (The), Inc.,
Class A (b)
|
17,014,505
|
|||
820,450
|
Twilio, Inc., Class A (b)
|
48,020,939
|
|||
83,485
|
Veeva Systems, Inc., Class A (b)
|
16,985,023
|
|||
71,264
|
Workday, Inc., Class A (b)
|
15,311,070
|
|||
467,333
|
Workiva, Inc. (b)
|
47,359,526
|
|||
245,299
|
Zoom Video Communications,
Inc., Class A (b)
|
17,156,212
|
|||
111,655
|
Zscaler, Inc. (b)
|
17,372,401
|
|||
1,912,579
|
Zuora, Inc., Class A (b)
|
15,759,651
|
|||
|
|
2,498,566,486
|
|||
|
Total Common Stocks
|
2,644,179,949
|
|||
|
(Cost $2,724,572,124)
|
|
|||
MONEY MARKET FUNDS — 0.0%
|
|||||
761,564
|
Goldman Sachs Financial Square
Treasury Obligations Fund -
Institutional Class -
5.19% (d) (e)
|
761,564
|
|||
|
(Cost $761,564)
|
|
Principal
Value
|
Description
|
Value
|
|||
REPURCHASE AGREEMENTS — 0.1%
|
|||||
$2,241,086
|
BNP Paribas S.A., 5.20% (d),
dated 09/29/23, due 10/02/23,
with a maturity value of
$2,242,057. Collateralized by
U.S. Treasury Securities,
interest rates of 4.00% to
5.44%, due 07/31/24 to
02/15/26. The value of the
collateral including accrued
interest is $2,285,666. (e)
|
$2,241,086
|
|||
|
(Cost $2,241,086)
|
|
|||
|
|||||
|
|||||
|
Total Investments — 100.0%
|
2,647,182,599
|
|||
|
(Cost $2,727,574,774)
|
|
|||
|
Net Other Assets and
Liabilities — (0.0)%
|
(1,137,587
)
|
|||
|
Net Assets — 100.0%
|
$2,646,045,012
|
(a)
|
Portfolio securities are categorized based upon their country
of incorporation, which can be different from the country
categorization of the Fund’s underlying index. For a
breakdown of the portfolio securities by sector, please see the
Fund Performance Overview.
|
(b)
|
Non-income producing security.
|
(c)
|
All or a portion of this security is on loan (see Note 2E -
Securities Lending in the Notes to Financial Statements). 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 $2,974,360 and the total value of the collateral
held by the Fund is $3,002,650.
|
(d)
|
Rate shown reflects yield as of September 30, 2023.
|
(e)
|
This security serves as collateral for securities on loan.
|
Abbreviations throughout the Portfolio of Investments:
|
|
ADR
|
– American Depositary Receipt
|
|
Total
Value at
9/30/2023
|
Level 1
Quoted
Prices
|
Level 2
Significant
Observable
Inputs
|
Level 3
Significant
Unobservable
Inputs
|
Common
Stocks*
|
$ 2,644,179,949
|
$ 2,644,179,949
|
$ —
|
$ —
|
Money Market
Funds
|
761,564
|
761,564
|
—
|
—
|
Repurchase
Agreements
|
2,241,086
|
—
|
2,241,086
|
—
|
Total
Investments
|
$2,647,182,599
|
$2,644,941,513
|
$2,241,086
|
$—
|
*
|
See Portfolio of Investments for country breakout.
|
Securities Lending Agency Agreement
|
|
Total gross amount presented on the Statements
of Assets and Liabilities(1)
|
$2,974,360
|
Non-cash Collateral(2)
|
(2,974,360
)
|
Net Amount
|
$—
|
(1)
|
The amount presented on the Statements of Assets and
Liabilities, which is included in “Investments, at value,” is not
offset and is shown on a gross basis.
|
(2)
|
At September 30, 2023, the value of the collateral received
from each borrower exceeded the value of the related
securities loaned. This amount is disclosed on the Portfolio of
Investments.
|
Repurchase Agreements
|
|
Total gross amount presented on the Statements
of Assets and Liabilities(3)
|
$2,241,086
|
Non-cash Collateral(4)
|
(2,241,086
)
|
Net Amount
|
$—
|
(3)
|
The amount is included in “Investments, at value” on the
Statements of Assets and Liabilities.
|
(4)
|
At September 30, 2023, the value of the collateral received
from each seller exceeded the value of the repurchase
agreements.
|
Shares
|
Description
|
Value
|
|||
COMMON STOCKS (a) — 99.7%
|
|||||
|
Australia — 0.9%
|
|
|||
491,869
|
Lottery (The) Corp.
|
$1,492,688
|
|||
|
Bermuda — 2.4%
|
|
|||
50,825
|
Arch Capital Group Ltd. (b)
|
4,051,261
|
|||
|
Canada — 2.3%
|
|
|||
91,177
|
Brookfield Asset Management
Ltd., Class A
|
3,038,226
|
|||
24,971
|
Open Text Corp.
|
876,482
|
|||
|
|
3,914,708
|
|||
|
Cayman Islands — 26.1%
|
|
|||
74,943
|
Alibaba Group Holding Ltd.,
ADR (b)
|
6,500,556
|
|||
92,302
|
KE Holdings, Inc., ADR
|
1,432,527
|
|||
78,063
|
Li Auto, Inc., ADR (b)
|
2,782,946
|
|||
162,902
|
MINISO Group Holding Ltd.,
ADR
|
4,219,162
|
|||
59,386
|
NetEase, Inc., ADR
|
5,948,102
|
|||
62,591
|
New Oriental Education &
Technology Group, Inc.,
ADR (b)
|
3,664,703
|
|||
349,354
|
NU Holdings Ltd., Class A (b)
|
2,532,817
|
|||
139,707
|
PDD Holdings, Inc., ADR (b)
|
13,701,065
|
|||
13,184
|
SharkNinja, Inc. (b) (c)
|
611,210
|
|||
38,987
|
XP, Inc., Class A
|
898,650
|
|||
79,718
|
XPeng, Inc., ADR (b) (c)
|
1,463,622
|
|||
|
|
43,755,360
|
|||
|
Denmark — 7.2%
|
|
|||
132,888
|
Novo Nordisk A/S, ADR
|
12,084,835
|
|||
|
Germany — 6.0%
|
|
|||
106,087
|
Daimler Truck Holding AG
|
3,681,107
|
|||
67,107
|
Dr. Ing hc F Porsche AG
(Preference Shares) (d) (e)
|
6,314,451
|
|||
|
|
9,995,558
|
|||
|
Indonesia — 1.2%
|
|
|||
5,297,521
|
Amman Mineral Internasional
PT (b)
|
2,030,916
|
|||
|
Ireland — 4.3%
|
|
|||
134,325
|
nVent Electric PLC
|
7,117,882
|
|||
|
Israel — 2.8%
|
|
|||
60,497
|
Global-e Online Ltd. (b)
|
2,404,151
|
|||
14,066
|
Monday.com Ltd. (b)
|
2,239,588
|
|||
|
|
4,643,739
|
|||
|
Italy — 0.9%
|
|
|||
37,072
|
Lottomatica Group S.p.A. (b)
|
345,185
|
|||
38,997
|
Stevanato Group S.p.A.
|
1,158,991
|
|||
|
|
1,504,176
|
|||
|
Japan — 9.9%
|
|
|||
216,400
|
Renesas Electronics Corp. (b)
|
3,309,571
|
|||
12,900
|
Socionext, Inc.
|
1,275,843
|
Shares
|
Description
|
Value
|
|||
|
|||||
|
Japan (Continued)
|
|
|||
264,717
|
SoftBank Corp.
|
$2,994,540
|
|||
233,119
|
Takeda Pharmaceutical Co., Ltd.,
ADR (c)
|
3,606,351
|
|||
143,200
|
TDK Corp.
|
5,310,589
|
|||
|
|
16,496,894
|
|||
|
Luxembourg — 5.6%
|
|
|||
77,854
|
Allegro.eu S.A. (b) (d) (e)
|
574,462
|
|||
73,662
|
InPost S.A. (b)
|
856,670
|
|||
532,883
|
Samsonite International
S.A. (b) (d) (e)
|
1,830,500
|
|||
40,031
|
Spotify Technology S.A. (b)
|
6,190,394
|
|||
|
|
9,452,026
|
|||
|
Netherlands — 6.3%
|
|
|||
50,895
|
Iveco Group N.V. (b)
|
476,853
|
|||
158,959
|
Technip Energies N.V.
|
3,961,160
|
|||
234,713
|
Universal Music Group N.V.
|
6,136,758
|
|||
|
|
10,574,771
|
|||
|
Norway — 0.6%
|
|
|||
367,785
|
Var Energi ASA
|
1,073,443
|
|||
|
Saudi Arabia — 6.5%
|
|
|||
23,569
|
Elm Co.
|
4,901,764
|
|||
149,151
|
Saudi Aramco Base Oil Co.
|
5,917,601
|
|||
|
|
10,819,365
|
|||
|
South Korea — 7.4%
|
|
|||
27,016
|
Ecopro BM Co., Ltd.
|
5,065,250
|
|||
17,237
|
LG Energy Solution Ltd. (b)
|
6,086,728
|
|||
21,008
|
SK IE Technology Co.,
Ltd. (b) (d) (e)
|
1,152,061
|
|||
|
|
12,304,039
|
|||
|
Sweden — 2.1%
|
|
|||
92,079
|
Nordnet AB publ
|
1,216,983
|
|||
114,670
|
Swedish Orphan Biovitrum
AB (b)
|
2,344,713
|
|||
|
|
3,561,696
|
|||
|
Taiwan — 0.8%
|
|
|||
588,841
|
Pegatron Corp.
|
1,397,290
|
|||
|
United Arab Emirates — 2.0%
|
|
|||
1,767,906
|
Emaar Development PJSC
|
3,369,228
|
|||
|
United Kingdom — 4.4%
|
|
|||
33,844
|
Abcam PLC, ADR (b)
|
765,890
|
|||
850,305
|
Haleon PLC
|
3,536,194
|
|||
185,817
|
Rentokil Initial PLC
|
1,383,425
|
|||
209,742
|
Wise PLC, Class A (b)
|
1,754,504
|
|||
|
|
7,440,013
|
|||
|
Total Common Stocks
|
167,079,888
|
|||
|
(Cost $152,439,050)
|
|
Shares
|
Description
|
Value
|
|||
MONEY MARKET FUNDS — 0.5%
|
|||||
794,441
|
Goldman Sachs Financial Square
Treasury Obligations Fund -
Institutional Class -
5.19% (f) (g)
|
$794,441
|
|||
|
(Cost $794,441)
|
|
Principal
Value
|
Description
|
Value
|
|||
REPURCHASE AGREEMENTS — 1.4%
|
|||||
$2,337,837
|
BNP Paribas S.A., 5.20% (f),
dated 09/29/23, due 10/02/23,
with a maturity value of
$2,338,850. Collateralized by
U.S. Treasury Securities,
interest rates of 4.00% to
5.44%, due 07/31/24 to
02/15/26. The value of the
collateral including accrued
interest is $2,384,342. (g)
|
2,337,837
|
|||
|
(Cost $2,337,837)
|
|
|||
|
|||||
|
|||||
|
Total Investments — 101.6%
|
170,212,166
|
|||
|
(Cost $155,571,328)
|
|
|||
|
Net Other Assets and
Liabilities — (1.6)%
|
(2,721,181
)
|
|||
|
Net Assets — 100.0%
|
$167,490,985
|
(a)
|
Portfolio securities are categorized based upon their country
of incorporation, which can be different from the country
categorization of the Fund’s underlying index. For a
breakdown of the portfolio securities by sector, please see the
Fund Performance Overview.
|
(b)
|
Non-income producing security.
|
(c)
|
All or a portion of this security is on loan (see Note 2E -
Securities Lending in the Notes to Financial Statements). 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 $3,136,461 and the total value of the collateral
held by the Fund is $3,132,278.
|
(d)
|
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.
|
(e)
|
This security may be resold to qualified foreign investors and
foreign institutional buyers under Regulation S of the 1933
Act.
|
(f)
|
Rate shown reflects yield as of September 30, 2023.
|
(g)
|
This security serves as collateral for securities on loan.
|
Abbreviations throughout the Portfolio of Investments:
|
|
ADR
|
– American Depositary Receipt
|
Currency Exposure Diversification
|
% of Total
Investments
|
United States Dollar
|
51.3%
|
Euro
|
12.8
|
Japanese Yen
|
7.6
|
South Korean Won
|
7.2
|
Saudi Arabia Riyal
|
6.4
|
British Pound Sterling
|
3.9
|
Swedish Krona
|
2.1
|
United Arab Emirates Dirham
|
2.0
|
Canadian Dollar
|
1.8
|
Indonesia Rupiah
|
1.2
|
Hong Kong Dollar
|
1.1
|
Australian Dollar
|
0.9
|
New Taiwan Dollar
|
0.8
|
Norwegian Krone
|
0.6
|
Polish Zloty
|
0.3
|
Total
|
100.0%
|
|
Total
Value at
9/30/2023
|
Level 1
Quoted
Prices
|
Level 2
Significant
Observable
Inputs
|
Level 3
Significant
Unobservable
Inputs
|
Common Stocks*
|
$ 167,079,888
|
$ 167,079,888
|
$ —
|
$ —
|
Money Market
Funds
|
794,441
|
794,441
|
—
|
—
|
Repurchase
Agreements
|
2,337,837
|
—
|
2,337,837
|
—
|
Total Investments
|
$170,212,166
|
$167,874,329
|
$2,337,837
|
$—
|
*
|
See Portfolio of Investments for country breakout.
|
Securities Lending Agency Agreement
|
|
Total gross amount presented on the Statements
of Assets and Liabilities(1)
|
$3,136,461
|
Non-cash Collateral(2)
|
(3,132,278
)
|
Net Amount
|
$4,183
|
(1)
|
The amount presented on the Statements of Assets and
Liabilities, which is included in “Investments, at value,” is not
offset and is shown on a gross basis.
|
(2)
|
The collateral requirements are determined at the beginning
of each business day based on the market value of the loaned
securities from the end of the prior day. On September 29,
2023, the last business day of the period, there was sufficient
collateral based on the end of day market value from the prior
business day; however, as a result of market movement from
September 28 to September 29, the value of the related
securities loaned was above the collateral value received. See
Note 2E - Securities Lending in the Notes to Financial
Statements.
|
Repurchase Agreements
|
|
Total gross amount presented on the Statements
of Assets and Liabilities(3)
|
$2,337,837
|
Non-cash Collateral(4)
|
(2,337,837
)
|
Net Amount
|
$—
|
(3)
|
The amount is included in “Investments, at value” on the
Statements of Assets and Liabilities.
|
(4)
|
At September 30, 2023, the value of the collateral received
from each seller exceeded the value of the repurchase
agreements.
|
Shares
|
Description
|
Value
|
|||
COMMON STOCKS (a) — 99.9%
|
|||||
|
Canada — 4.3%
|
|
|||
16,751,552
|
BlackBerry Ltd. (b)
|
$78,899,810
|
|||
3,828,901
|
Open Text Corp.
|
134,381,528
|
|||
|
|
213,281,338
|
|||
|
France — 3.0%
|
|
|||
1,053,246
|
Thales S.A.
|
148,212,764
|
|||
|
India — 6.1%
|
|
|||
17,742,707
|
Infosys Ltd., ADR
|
303,577,717
|
|||
|
Israel — 6.5%
|
|
|||
1,144,924
|
Check Point Software
Technologies Ltd. (b)
|
152,595,471
|
|||
928,057
|
CyberArk Software Ltd. (b)
|
151,987,895
|
|||
1,162,993
|
Radware Ltd. (b)
|
19,677,841
|
|||
|
|
324,261,207
|
|||
|
Japan — 2.8%
|
|
|||
3,624,073
|
Trend Micro, Inc.
|
137,454,803
|
|||
|
United Kingdom — 1.7%
|
|
|||
17,077,622
|
Darktrace PLC (b)
|
84,054,572
|
|||
|
United States — 75.5%
|
|
|||
2,155,507
|
A10 Networks, Inc.
|
32,397,270
|
|||
1,466,319
|
Akamai Technologies, Inc. (b)
|
156,221,626
|
|||
1,359,952
|
Booz Allen Hamilton Holding
Corp.
|
148,601,955
|
|||
333,938
|
Broadcom, Inc.
|
277,362,224
|
|||
5,373,863
|
Cisco Systems, Inc.
|
288,898,875
|
|||
2,369,612
|
Cloudflare, Inc., Class A (b)
|
149,380,340
|
|||
945,189
|
Crowdstrike Holdings, Inc.,
Class A (b)
|
158,205,735
|
|||
941,556
|
F5, Inc. (b)
|
151,722,334
|
|||
5,118,589
|
Fortinet, Inc. (b)
|
300,358,803
|
|||
7,609,641
|
Gen Digital, Inc.
|
134,538,453
|
|||
5,291,734
|
Juniper Networks, Inc.
|
147,057,288
|
|||
1,580,307
|
Leidos Holdings, Inc.
|
145,641,093
|
|||
2,255,837
|
NetScout Systems, Inc. (b)
|
63,208,553
|
|||
1,845,229
|
Okta, Inc. (b)
|
150,404,616
|
|||
1,119,180
|
OneSpan, Inc. (b)
|
12,031,185
|
|||
1,266,706
|
Palo Alto Networks, Inc. (b)
|
296,966,555
|
|||
990,013
|
Qualys, Inc. (b)
|
151,026,483
|
|||
2,039,205
|
Rapid7, Inc. (b)
|
93,354,805
|
|||
1,309,673
|
Science Applications
International Corp.
|
138,222,888
|
|||
8,804,779
|
SentinelOne, Inc., Class A (b)
|
148,448,574
|
|||
1,270,778
|
Splunk, Inc. (b)
|
185,851,282
|
|||
3,396,422
|
Tenable Holdings, Inc. (b)
|
152,159,706
|
Shares
|
Description
|
Value
|
|||
|
|||||
|
United States (Continued)
|
|
|||
3,667,523
|
Varonis Systems, Inc. (b)
|
$112,006,152
|
|||
987,473
|
Zscaler, Inc. (b)
|
153,640,924
|
|||
|
|
3,747,707,719
|
|||
|
|||||
|
|||||
|
Total Investments — 99.9%
|
4,958,550,120
|
|||
|
(Cost $4,560,350,800)
|
|
|||
|
Net Other Assets and
Liabilities — 0.1%
|
6,033,713
|
|||
|
Net Assets — 100.0%
|
$4,964,583,833
|
(a)
|
Portfolio securities are categorized based upon their country
of incorporation, which can be different from the country
categorization of the Fund’s underlying index. For a
breakdown of the portfolio securities by sector, please see the
Fund Performance Overview.
|
(b)
|
Non-income producing security.
|
Abbreviations throughout the Portfolio of Investments:
|
|
ADR
|
– American Depositary Receipt
|
Currency Exposure Diversification
|
% of Total
Investments
|
United States Dollar
|
89.8%
|
Euro
|
3.0
|
Japanese Yen
|
2.8
|
Canadian Dollar
|
2.7
|
British Pound Sterling
|
1.7
|
Total
|
100.0%
|
|
Total
Value at
9/30/2023
|
Level 1
Quoted
Prices
|
Level 2
Significant
Observable
Inputs
|
Level 3
Significant
Unobservable
Inputs
|
Common
Stocks*
|
$ 4,958,550,120
|
$ 4,958,550,120
|
$ —
|
$ —
|
*
|
See Portfolio of Investments for country breakout.
|
Shares
|
Description
|
Value
|
|||
COMMON STOCKS (a) — 99.8%
|
|||||
|
Austria — 0.2%
|
|
|||
1,645
|
Eurotelesites AG (b)
|
$7,200
|
|||
|
Bahamas — 0.1%
|
|
|||
214
|
OneSpaWorld Holdings Ltd. (b)
|
2,401
|
|||
|
Belgium — 0.9%
|
|
|||
2,364
|
Euronav N.V.
|
38,390
|
|||
|
Bermuda — 3.9%
|
|
|||
801
|
Arch Capital Group Ltd. (b)
|
63,848
|
|||
1,775
|
Conduit Holdings Ltd.
|
9,973
|
|||
254
|
Fidelis Insurance Holdings
Ltd. (b)
|
3,729
|
|||
13,067
|
Hafnia Ltd.
|
81,297
|
|||
353
|
SiriusPoint Ltd. (b)
|
3,590
|
|||
|
|
162,437
|
|||
|
Cayman Islands — 1.4%
|
|
|||
240
|
Bitdeer Technologies Group,
Class A (b)
|
2,314
|
|||
719
|
IHS Holding Ltd. (b)
|
3,990
|
|||
805
|
MoonLake
Immunotherapeutics (b)
|
45,885
|
|||
317
|
Patria Investments Ltd., Class A
|
4,622
|
|||
|
|
56,811
|
|||
|
Cyprus — 0.0%
|
|
|||
1,795
|
HeadHunter Group PLC,
ADR (b) (c) (d) (e)
|
0
|
|||
|
Denmark — 10.6%
|
|
|||
1,185
|
Better Collective A/S (b)
|
26,573
|
|||
2,139
|
H Lundbeck A/S
|
11,553
|
|||
4,436
|
Novo Nordisk A/S, Class B
|
404,899
|
|||
|
|
443,025
|
|||
|
Finland — 2.7%
|
|
|||
1,790
|
Kempower Oyj (b)
|
91,937
|
|||
2,186
|
Puuilo Oyj
|
18,616
|
|||
|
|
110,553
|
|||
|
France — 2.6%
|
|
|||
205
|
La Francaise des Jeux
SAEM (f) (g)
|
6,676
|
|||
2,627
|
Verallia S.A. (f) (g)
|
103,541
|
|||
|
|
110,217
|
|||
|
Germany — 9.3%
|
|
|||
1,768
|
Daimler Truck Holding AG
|
61,348
|
|||
1,957
|
Dr. Ing hc F Porsche AG
(Preference Shares) (f) (g)
|
184,144
|
|||
5,675
|
E.ON SE
|
67,199
|
|||
226
|
Hensoldt AG
|
6,676
|
|||
167
|
HOCHTIEF AG
|
16,906
|
|||
302
|
Ionos SE (b)
|
4,579
|
|||
773
|
TeamViewer SE (b) (f) (g)
|
13,043
|
Shares
|
Description
|
Value
|
|||
|
|||||
|
Germany (Continued)
|
|
|||
271
|
Thyssenkrupp Nucera AG & Co.
KGaa (b)
|
$5,321
|
|||
1,074
|
Traton SE
|
22,630
|
|||
86
|
Vitesco Technologies Group
AG (b)
|
6,978
|
|||
|
|
388,824
|
|||
|
Ireland — 9.1%
|
|
|||
1,224
|
Dole PLC
|
14,174
|
|||
176
|
ICON PLC (b)
|
43,340
|
|||
6,055
|
nVent Electric PLC
|
320,854
|
|||
|
|
378,368
|
|||
|
Israel — 5.7%
|
|
|||
426
|
Cellebrite DI Ltd. (b)
|
3,259
|
|||
3,529
|
Global-e Online Ltd. (b)
|
140,243
|
|||
223
|
JFrog Ltd. (b)
|
5,655
|
|||
513
|
Monday.com Ltd. (b)
|
81,680
|
|||
122
|
Oddity Tech Ltd., Class A (b)
|
3,459
|
|||
380
|
Riskified Ltd., Class A (b)
|
1,702
|
|||
|
|
235,998
|
|||
|
Italy — 4.0%
|
|
|||
215
|
Carel Industries S.p.A. (f) (g)
|
5,160
|
|||
362
|
Eurogroup Laminations
S.p.A. (b)
|
1,600
|
|||
2,167
|
Industrie De Nora S.p.A.
|
37,298
|
|||
2,703
|
Lottomatica Group S.p.A. (b)
|
25,168
|
|||
75
|
Sanlorenzo S.p.A.
|
2,815
|
|||
2,844
|
Stevanato Group S.p.A.
|
84,524
|
|||
1,291
|
Technoprobe S.p.A. (b)
|
10,169
|
|||
|
|
166,734
|
|||
|
Jersey — 0.4%
|
|
|||
2,554
|
Yellow Cake PLC (b) (f) (g)
|
17,450
|
|||
|
Luxembourg — 5.0%
|
|
|||
2,271
|
Allegro.eu S.A. (b) (f) (g)
|
16,757
|
|||
1,074
|
InPost S.A. (b)
|
12,490
|
|||
1,168
|
Spotify Technology S.A. (b)
|
180,620
|
|||
|
|
209,867
|
|||
|
Netherlands — 14.6%
|
|
|||
126
|
Argenx SE (b)
|
61,358
|
|||
534
|
Ermenegildo Zegna N.V.
|
7,433
|
|||
173
|
Immatics N.V. (b)
|
2,003
|
|||
3,711
|
Iveco Group N.V. (b)
|
34,770
|
|||
88
|
Pharvaris N.V. (b)
|
1,837
|
|||
7,954
|
Prosus N.V.
|
234,790
|
|||
6,568
|
Technip Energies N.V.
|
163,670
|
|||
3,912
|
Universal Music Group N.V.
|
102,282
|
|||
|
|
608,143
|
|||
|
Norway — 4.3%
|
|
|||
381
|
DOF Group ASA (b)
|
1,817
|
|||
6,148
|
Hoegh Autoliners ASA
|
44,256
|
|||
1,063
|
Kahoot! ASA (b)
|
3,455
|
Shares
|
Description
|
Value
|
|||
COMMON STOCKS (a) (Continued)
|
|||||
|
Norway (Continued)
|
|
|||
6,455
|
Orkla ASA
|
$48,265
|
|||
3,007
|
Telenor ASA
|
34,156
|
|||
16,090
|
Var Energi ASA
|
46,961
|
|||
|
|
178,910
|
|||
|
Poland — 0.0%
|
|
|||
147
|
Grupa Pracuj S.A.
|
1,918
|
|||
|
Portugal — 0.0%
|
|
|||
300
|
Greenvolt-Energias Renovaveis
S.A. (b)
|
1,692
|
|||
|
Sweden — 10.6%
|
|
|||
7,546
|
Alleima AB
|
39,617
|
|||
1,896
|
BioArctic AB (b) (f) (g)
|
49,111
|
|||
2,844
|
BoneSupport Holding
AB (b) (f) (g)
|
33,137
|
|||
327
|
Engcon AB
|
2,225
|
|||
2,547
|
EQT AB
|
50,565
|
|||
3,170
|
Hemnet Group AB
|
55,969
|
|||
6,737
|
Munters Group AB (f) (g)
|
86,636
|
|||
5,371
|
Nordnet AB publ
|
70,987
|
|||
2,676
|
Swedish Orphan Biovitrum
AB (b)
|
54,718
|
|||
|
|
442,965
|
|||
|
Switzerland — 5.1%
|
|
|||
1,015
|
Accelleron Industries AG
|
26,413
|
|||
1,053
|
Alcon, Inc.
|
81,608
|
|||
1,351
|
On Holding AG, Class A (b)
|
37,585
|
|||
821
|
SIG Group AG
|
20,306
|
|||
1,022
|
Softwareone Holding AG
|
20,265
|
|||
1,789
|
Sportradar Holding AG,
Class A (b)
|
17,908
|
|||
215
|
Stadler Rail AG
|
8,399
|
|||
|
|
212,484
|
|||
|
United Kingdom — 9.1%
|
|
|||
494
|
Abcam PLC, ADR (b)
|
11,179
|
|||
8,074
|
Airtel Africa PLC (f) (g)
|
12,373
|
|||
985
|
ARM Holdings PLC, ADR (b)
|
52,717
|
|||
172
|
Ashtead Technology
Holdings PLC
|
917
|
|||
1,067
|
Baltic Classifieds Group PLC
|
2,539
|
|||
516
|
Bytes Technology Group PLC
|
3,140
|
|||
4,519
|
Darktrace PLC (b)
|
22,242
|
|||
3,920
|
Deliveroo (b) (f) (g)
|
5,720
|
|||
8,980
|
Dowlais Group PLC
|
11,767
|
|||
2,140
|
Dr. Martens PLC
|
3,690
|
|||
1,532
|
Finablr PLC (b) (c) (d) (e) (f)
|
0
|
|||
19,840
|
Haleon PLC
|
82,509
|
|||
105
|
Immunocore Holdings PLC,
ADR (b)
|
5,450
|
|||
25,365
|
M&G PLC
|
61,061
|
Shares
|
Description
|
Value
|
|||
|
|||||
|
United Kingdom (Continued)
|
|
|||
1,149
|
Network International
Holdings PLC (b) (f) (g)
|
$5,470
|
|||
2,435
|
Petershill Partners PLC (f) (g)
|
4,486
|
|||
5,420
|
Rentokil Initial PLC
|
40,353
|
|||
6,117
|
Wise PLC, Class A (b)
|
51,169
|
|||
|
|
376,782
|
|||
|
United States — 0.1%
|
|
|||
424
|
Soho House & Co., Inc. (b)
|
2,938
|
|||
|
Virgin Islands — 0.1%
|
|
|||
55
|
Establishment Labs Holdings,
Inc. (b)
|
2,699
|
|||
|
|||||
|
|||||
|
Total Investments — 99.8%
|
4,156,806
|
|||
|
(Cost $3,836,844)
|
|
|||
|
Net Other Assets and
Liabilities — 0.2%
|
7,364
|
|||
|
Net Assets — 100.0%
|
$4,164,170
|
(a)
|
Portfolio securities are categorized based upon their country
of incorporation, which can be different from the country
categorization of the Fund’s underlying index. For a
breakdown of the portfolio securities by sector, please see the
Fund Performance Overview.
|
(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 September 30, 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 Note2A- Portfolio Valuation in the
Notes to Financial Statements).
|
(f)
|
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.
|
(g)
|
This security may be resold to qualified foreign investors and
foreign institutional buyers under Regulation S of the 1933
Act.
|
Abbreviations throughout the Portfolio of Investments:
|
|
ADR
|
– American Depositary Receipt
|
Currency Exposure Diversification
|
% of Total
Investments
|
Euro
|
32.4%
|
United States Dollar
|
27.7
|
Swedish Krona
|
11.3
|
Danish Krone
|
10.0
|
British Pound Sterling
|
8.1
|
Norwegian Krone
|
6.3
|
Swiss Franc
|
3.8
|
Polish Zloty
|
0.4
|
Total
|
100.0%
|
|
Total
Value at
9/30/2023
|
Level 1
Quoted
Prices
|
Level 2
Significant
Observable
Inputs
|
Level 3
Significant
Unobservable
Inputs
|
Common Stocks:
|
|
|
|
|
Cyprus
|
$ —**
|
$ —
|
$ —
|
$ —**
|
United Kingdom
|
376,782
|
376,782
|
—
|
—**
|
Other Country
Categories*
|
3,780,024
|
3,780,024
|
—
|
—
|
Total Investments
|
$4,156,806
|
$4,156,806
|
$—
|
$—**
|
*
|
See Portfolio of Investments for country breakout.
|
**
|
Investment is valued at $0.
|
Shares
|
Description
|
Value
|
|||
COMMON STOCKS (a) — 96.8%
|
|||||
|
Australia — 2.9%
|
|
|||
11,629
|
carsales.com Ltd.
|
$208,904
|
|||
1,591
|
REA Group Ltd.
|
157,859
|
|||
10,996
|
SEEK Ltd.
|
156,032
|
|||
5,634
|
WiseTech Global Ltd.
|
235,636
|
|||
|
|
758,431
|
|||
|
Canada — 8.4%
|
|
|||
2,624
|
Descartes Systems Group (The),
Inc. (b)
|
192,591
|
|||
36,910
|
Shopify, Inc., Class A (b)
|
2,014,730
|
|||
|
|
2,207,321
|
|||
|
Cayman Islands — 50.9%
|
|
|||
240,401
|
Alibaba Group Holding Ltd. (b)
|
2,627,820
|
|||
70,030
|
Baidu, Inc., Class A (b)
|
1,192,959
|
|||
31,414
|
JD Health International,
Inc. (b) (c) (d)
|
162,868
|
|||
75,890
|
JD.com, Inc., Class A
|
1,115,438
|
|||
77,159
|
Kuaishou Technology (b) (c) (d)
|
619,266
|
|||
133,959
|
Meituan, Class B (b) (c) (d)
|
1,960,388
|
|||
57,583
|
NetEase, Inc.
|
1,172,845
|
|||
12,682
|
PDD Holdings, Inc., ADR (b)
|
1,243,724
|
|||
10,619
|
Sea Ltd., ADR (b)
|
466,705
|
|||
67,652
|
Tencent Holdings Ltd.
|
2,645,278
|
|||
8,688
|
Vipshop Holdings Ltd., ADR (b)
|
139,095
|
|||
|
|
13,346,386
|
|||
|
Germany — 1.9%
|
|
|||
6,157
|
Delivery Hero SE (b) (c) (d)
|
176,863
|
|||
2,315
|
Scout24 SE (c) (d)
|
160,705
|
|||
6,755
|
Zalando SE (b) (c) (d)
|
150,905
|
|||
|
|
488,473
|
|||
|
Indonesia — 0.6%
|
|
|||
30,345,054
|
GoTo Gojek Tokopedia Tbk
PT (b)
|
166,893
|
|||
|
Ireland — 3.4%
|
|
|||
5,452
|
Flutter Entertainment PLC (b)
|
892,863
|
|||
|
Isle Of Man — 0.9%
|
|
|||
19,719
|
Entain PLC
|
224,425
|
|||
|
Israel — 0.6%
|
|
|||
1,754
|
Wix.com Ltd. (b)
|
161,017
|
|||
|
Japan — 3.5%
|
|
|||
82,476
|
LY Corp.
|
229,314
|
|||
13,172
|
M3, Inc.
|
239,395
|
|||
13,982
|
Nexon Co., Ltd.
|
250,140
|
|||
45,573
|
Rakuten Group, Inc.
|
186,970
|
|||
|
|
905,819
|
|||
|
Luxembourg — 2.6%
|
|
|||
4,387
|
Spotify Technology S.A. (b)
|
678,406
|
|||
|
Netherlands — 8.0%
|
|
|||
957
|
Adyen N.V. (b) (c) (d)
|
714,019
|
Shares
|
Description
|
Value
|
|||
|
|||||
|
Netherlands (Continued)
|
|
|||
46,796
|
Prosus N.V.
|
$1,381,344
|
|||
15,088
|
Yandex N.V.,
Class A (b) (e) (f) (g)
|
0
|
|||
|
|
2,095,363
|
|||
|
New Zealand — 1.2%
|
|
|||
4,346
|
Xero Ltd. (b)
|
314,159
|
|||
|
South Africa — 3.5%
|
|
|||
5,781
|
Naspers Ltd., Class N
|
923,784
|
|||
|
South Korea — 4.2%
|
|
|||
9,327
|
Kakao Corp.
|
303,781
|
|||
1,015
|
Krafton, Inc. (b)
|
113,279
|
|||
4,659
|
NAVER Corp.
|
695,708
|
|||
|
|
1,112,768
|
|||
|
United Kingdom — 1.9%
|
|
|||
28,416
|
Auto Trader Group PLC (c) (d)
|
214,125
|
|||
12,436
|
IG Group Holdings PLC
|
97,640
|
|||
25,493
|
Rightmove PLC
|
174,868
|
|||
|
|
486,633
|
|||
|
United States — 2.3%
|
|
|||
35,263
|
Coupang, Inc. (b)
|
599,471
|
|||
|
|||||
|
|||||
|
Total Investments — 96.8%
|
25,362,212
|
|||
|
(Cost $38,033,802)
|
|
|||
|
Net Other Assets and
Liabilities — 3.2%
|
845,587
|
|||
|
Net Assets — 100.0%
|
$26,207,799
|
(a)
|
Portfolio securities are categorized based upon their country
of incorporation, which can be different from the country
categorization of the Fund’s underlying index. For a
breakdown of the portfolio securities by sector, please see the
Fund Performance Overview.
|
(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)
|
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.
|
(f)
|
This security is fair valued by the Advisor’s Pricing
Committee in accordance with procedures approved by the
Trust’s Board of Trustees, and in accordance with provisions
of the Investment Company Act of 1940 and rules
thereunder, as amended. At September 30, 2023, securities
noted as such are valued at $0 or 0.0% of net assets.
|
(g)
|
This security’s value was determined using significant
unobservable inputs (see Note2A- Portfolio Valuation in the
Notes to Financial Statements).
|
Abbreviations throughout the Portfolio of Investments:
|
|
ADR
|
– American Depositary Receipt
|
Currency Exposure Diversification
|
% of Total
Investments
|
Hong Kong Dollar
|
45.3%
|
Euro
|
13.7
|
United States Dollar
|
13.0
|
Canadian Dollar
|
8.7
|
South Korean Won
|
4.4
|
Australian Dollar
|
4.2
|
South African Rand
|
3.6
|
Japanese Yen
|
3.6
|
British Pound Sterling
|
2.8
|
Indonesia Rupiah
|
0.7
|
Total
|
100.0%
|
|
Total
Value at
9/30/2023
|
Level 1
Quoted
Prices
|
Level 2
Significant
Observable
Inputs
|
Level 3
Significant
Unobservable
Inputs
|
Common Stocks:
|
|
|
|
|
Netherlands
|
$ 2,095,363
|
$ 2,095,363
|
$ —
|
$ —**
|
Other Country
Categories*
|
23,266,849
|
23,266,849
|
—
|
—
|
Total Investments
|
$25,362,212
|
$25,362,212
|
$—
|
$—**
|
*
|
See Portfolio of Investments for country breakout.
|
**
|
Investment is valued at $0.
|
|
First Trust
STOXX®
European Select
Dividend Index
Fund
(FDD)
|
First Trust
Alerian
Disruptive
Technology Real
Estate ETF
(DTRE)
|
First Trust Dow
Jones Global
Select Dividend
Index Fund
(FGD)
|
ASSETS:
|
|
|
|
Investments, at value
|
$176,942,756
|
$20,550,197
|
$628,309,870
|
Cash
|
—
|
3
|
24,110
|
Foreign currency, at value
|
39
|
6,326
|
656,188
|
Receivables:
|
|
|
|
Reclaims
|
2,030,787
|
11,470
|
1,913,301
|
Dividends
|
816,682
|
74,443
|
3,804,968
|
Investment securities sold
|
—
|
60,352
|
—
|
Capital shares sold
|
—
|
—
|
1,519
|
Securities lending income
|
—
|
—
|
—
|
Prepaid expenses
|
1,481
|
—
|
1,481
|
Total Assets
|
179,791,745
|
20,702,791
|
634,711,437
|
|
|||
LIABILITIES:
|
|
|
|
Payables:
|
|
|
|
Licensing fees
|
79,959
|
—
|
126,385
|
Investment advisory fees
|
60,705
|
10,672
|
216,967
|
Audit and tax fees
|
49,591
|
—
|
52,826
|
Shareholder reporting fees
|
21,312
|
—
|
48,649
|
Deferred foreign capital gains tax
|
—
|
—
|
—
|
Collateral for securities on loan
|
—
|
—
|
—
|
Other liabilities
|
63,496
|
60,486
|
214,298
|
Total Liabilities
|
275,063
|
71,158
|
659,125
|
NET ASSETS
|
$179,516,682
|
$20,631,633
|
$634,052,312
|
|
|||
NET ASSETS consist of:
|
|
|
|
Paid-in capital
|
$279,497,814
|
$28,605,641
|
$927,273,793
|
Par value
|
164,533
|
5,416
|
306,500
|
Accumulated distributable earnings (loss)
|
(100,145,665
)
|
(7,979,424
)
|
(293,527,981
)
|
NET ASSETS
|
$179,516,682
|
$20,631,633
|
$634,052,312
|
NET ASSET VALUE, per share
|
$10.91
|
$38.09
|
$20.69
|
Number of shares outstanding (unlimited number of shares authorized,
par value $0.01 per share)
|
16,453,334
|
541,608
|
30,650,002
|
Investments, at cost
|
$191,383,368
|
$20,784,979
|
$699,606,958
|
Foreign currency, at cost (proceeds)
|
$39
|
$6,438
|
$657,341
|
Securities on loan, at value
|
$—
|
$—
|
$—
|
First Trust Global
Wind Energy ETF
(FAN)
|
First Trust Alerian
U.S. NextGen
Infrastructure ETF
(RBLD)
|
First Trust NASDAQ®
Clean Edge® Smart
Grid Infrastructure
Index Fund
(GRID)
|
First Trust Indxx
Global Natural
Resources Income
ETF
(FTRI)
|
First Trust Indxx
Global Agriculture
ETF
(FTAG)
|
|
|
|
|
|
$209,694,150
|
$7,584,003
|
$1,018,030,407
|
$238,928,477
|
$12,757,771
|
—
|
12,077
|
2,044,768
|
512,610
|
32,807
|
5,279
|
—
|
139,126
|
1,023,682
|
141
|
|
|
|
|
|
521,296
|
4,319
|
939,890
|
97,605
|
8,832
|
198,689
|
5,922
|
655,697
|
1,808,522
|
9,368
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
5,435
|
—
|
1,983
|
2,921
|
—
|
1,481
|
417
|
1,019
|
—
|
—
|
210,426,330
|
7,606,738
|
1,021,812,890
|
242,373,817
|
12,808,919
|
|
||||
|
|
|
|
|
|
|
|
|
|
57,468
|
—
|
241,773
|
—
|
—
|
55,847
|
4,213
|
349,424
|
138,195
|
7,600
|
27,937
|
—
|
30,762
|
—
|
—
|
40,940
|
—
|
59,304
|
—
|
—
|
—
|
—
|
—
|
152,071
|
31,793
|
4,871,324
|
—
|
997,816
|
9,244,320
|
—
|
84,786
|
—
|
271,018
|
—
|
—
|
5,138,302
|
4,213
|
1,950,097
|
9,534,586
|
39,393
|
$205,288,028
|
$7,602,525
|
$1,019,862,793
|
$232,839,231
|
$12,769,526
|
|
||||
|
|
|
|
|
$353,174,304
|
$16,377,968
|
$1,087,297,409
|
$347,903,473
|
$37,213,221
|
141,000
|
1,500
|
108,500
|
183,500
|
4,899
|
(148,027,276
)
|
(8,776,943
)
|
(67,543,116
)
|
(115,247,742
)
|
(24,448,594
)
|
$205,288,028
|
$7,602,525
|
$1,019,862,793
|
$232,839,231
|
$12,769,526
|
$14.56
|
$50.68
|
$94.00
|
$12.69
|
$26.06
|
14,100,002
|
150,002
|
10,850,002
|
18,350,002
|
489,928
|
$279,752,911
|
$7,384,601
|
$1,021,372,878
|
$256,232,788
|
$15,940,191
|
$5,247
|
$—
|
$138,417
|
$1,029,128
|
$141
|
$4,632,655
|
$—
|
$940,406
|
$9,021,978
|
$—
|
|
First Trust
Indxx NextG
ETF
(NXTG)
|
First Trust
S-Network
Future Vehicles
& Technology
ETF
(CARZ)
|
First Trust
Cloud
Computing ETF
(SKYY)
|
ASSETS:
|
|
|
|
Investments, at value
|
$386,531,308
|
$43,072,950
|
$2,647,182,599
|
Cash
|
138,347
|
10,425
|
2,190,628
|
Foreign currency, at value
|
56,573
|
22
|
—
|
Receivables:
|
|
|
|
Reclaims
|
384,557
|
32,335
|
618,323
|
Dividends
|
826,873
|
52,892
|
413,205
|
Investment securities sold
|
—
|
170,165
|
—
|
Capital shares sold
|
—
|
—
|
—
|
Securities lending income
|
4,192
|
8,202
|
2,619
|
Prepaid expenses
|
—
|
—
|
—
|
Total Assets
|
387,941,850
|
43,346,991
|
2,650,407,374
|
|
|||
LIABILITIES:
|
|
|
|
Payables:
|
|
|
|
Licensing fees
|
—
|
—
|
—
|
Investment advisory fees
|
226,806
|
25,332
|
1,359,712
|
Audit and tax fees
|
—
|
—
|
—
|
Shareholder reporting fees
|
—
|
—
|
—
|
Deferred foreign capital gains tax
|
350,601
|
—
|
—
|
Collateral for securities on loan
|
6,434,351
|
2,149,433
|
3,002,650
|
Other liabilities
|
—
|
—
|
—
|
Total Liabilities
|
7,011,758
|
2,174,765
|
4,362,362
|
NET ASSETS
|
$380,930,092
|
$41,172,226
|
$2,646,045,012
|
|
|||
NET ASSETS consist of:
|
|
|
|
Paid-in capital
|
$425,628,776
|
$60,826,818
|
$4,284,925,075
|
Par value
|
56,000
|
8,000
|
348,500
|
Accumulated distributable earnings (loss)
|
(44,754,684
)
|
(19,662,592
)
|
(1,639,228,563
)
|
NET ASSETS
|
$380,930,092
|
$41,172,226
|
$2,646,045,012
|
NET ASSET VALUE, per share
|
$68.02
|
$51.47
|
$75.93
|
Number of shares outstanding (unlimited number of shares authorized,
par value $0.01 per share)
|
5,600,002
|
800,002
|
34,850,002
|
Investments, at cost
|
$414,702,827
|
$46,735,432
|
$2,727,574,774
|
Foreign currency, at cost (proceeds)
|
$56,808
|
$22
|
$—
|
Securities on loan, at value
|
$6,231,889
|
$2,077,389
|
$2,974,360
|
First Trust
International
Equity
Opportunities
ETF
(FPXI)
|
First Trust
Nasdaq
Cybersecurity
ETF
(CIBR)
|
First Trust
IPOX® Europe
Equity
Opportunities
ETF
(FPXE)
|
First Trust Dow
Jones
International
Internet ETF
(FDNI)
|
|
|
|
|
$170,212,166
|
$4,958,550,120
|
$4,156,806
|
$25,362,212
|
209,825
|
8,338,583
|
626
|
13,801
|
15,963
|
—
|
1
|
—
|
|
|
|
|
143,685
|
181,461
|
6,545
|
—
|
139,931
|
—
|
2,769
|
12,812
|
—
|
—
|
—
|
833,503
|
—
|
33
|
—
|
—
|
1,516
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
170,723,086
|
4,967,070,197
|
4,166,747
|
26,222,328
|
|
|||
|
|
|
|
|
|
|
|
—
|
—
|
—
|
—
|
99,823
|
2,486,364
|
2,577
|
14,529
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
3,132,278
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
3,232,101
|
2,486,364
|
2,577
|
14,529
|
$167,490,985
|
$4,964,583,833
|
$4,164,170
|
$26,207,799
|
|
|||
|
|
|
|
$515,746,826
|
$5,303,134,957
|
$7,851,515
|
$64,696,682
|
43,500
|
1,092,500
|
2,000
|
12,500
|
(348,299,341
)
|
(339,643,624
)
|
(3,689,345
)
|
(38,501,383
)
|
$167,490,985
|
$4,964,583,833
|
$4,164,170
|
$26,207,799
|
$38.50
|
$45.44
|
$20.82
|
$20.97
|
4,350,002
|
109,250,002
|
200,002
|
1,250,002
|
$155,571,328
|
$4,560,350,800
|
$3,836,844
|
$38,033,802
|
$15,898
|
$—
|
$1
|
$—
|
$3,136,461
|
$—
|
$—
|
$—
|
|
First Trust
STOXX®
European Select
Dividend Index
Fund
(FDD)
|
First Trust
Alerian
Disruptive
Technology Real
Estate ETF
(DTRE)
|
First Trust Dow
Jones Global
Select Dividend
Index Fund
(FGD)
|
INVESTMENT INCOME:
|
|
|
|
Dividends
|
$15,429,416
|
$815,309
|
$52,206,282
|
Securities lending income (net of fees)
|
—
|
—
|
—
|
Foreign withholding tax
|
(1,822,769
)
|
(20,785
)
|
(5,688,332
)
|
Total investment income
|
13,606,647
|
794,524
|
46,517,950
|
|
|||
EXPENSES:
|
|
|
|
Investment advisory fees
|
734,957
|
148,364
(a)
|
2,530,568
|
Licensing fees
|
110,244
|
—
|
379,585
|
Accounting and administration fees
|
93,414
|
—
|
319,058
|
Shareholder reporting fees
|
45,196
|
—
|
131,885
|
Audit and tax fees
|
41,642
|
—
|
46,833
|
Custodian fees
|
20,960
|
—
|
87,766
|
Transfer agent fees
|
9,187
|
—
|
31,632
|
Listing fees
|
7,812
|
—
|
7,812
|
Trustees’ fees and expenses
|
7,298
|
—
|
7,596
|
Legal fees
|
5,810
|
—
|
20,757
|
Registration and filing fees
|
—
|
—
|
107
|
Other expenses
|
4,647
|
—
|
9,073
|
Total expenses
|
1,081,167
|
148,364
|
3,572,672
|
Less fees waived and expenses reimbursed by the investment advisor
|
—
|
—
|
—
|
Net expenses
|
1,081,167
|
148,364
|
3,572,672
|
NET INVESTMENT INCOME (LOSS)
|
12,525,480
|
646,160
|
42,945,278
|
|
|||
NET REALIZED AND UNREALIZED GAIN (LOSS):
|
|
|
|
Net realized gain (loss) on:
|
|
|
|
Investments
|
(15,874,728
)
|
18,588
|
(42,686,223
)
|
In-kind redemptions
|
(2,469,772
)
|
601,663
|
1,508,810
|
Foreign currency transactions
|
(97,884
)
|
(10,823
)
|
(783,875
)
|
Foreign capital gains tax
|
—
|
—
|
—
|
Net realized gain (loss)
|
(18,442,384
)
|
609,428
|
(41,961,288
)
|
Net change in unrealized appreciation (depreciation) on:
|
|
|
|
Investments
|
41,255,472
|
(21,780
)
|
78,895,796
|
Foreign currency translation
|
153,579
|
(722
)
|
242,878
|
Deferred foreign capital gains tax
|
—
|
—
|
—
|
Net change in unrealized appreciation (depreciation)
|
41,409,051
|
(22,502
)
|
79,138,674
|
NET REALIZED AND UNREALIZED GAIN (LOSS)
|
22,966,667
|
586,926
|
37,177,386
|
NET INCREASE (DECREASE) IN NET ASSETS RESULTING
FROM OPERATIONS
|
$35,492,147
|
$1,233,086
|
$80,122,664
|
(a)
|
Fund is subject to a unitary fee (see Note 3 in the Notes to Financial Statements).
|
First Trust Global
Wind Energy ETF
(FAN)
|
First Trust Alerian
U.S. NextGen
Infrastructure ETF
(RBLD)
|
First Trust NASDAQ®
Clean Edge® Smart
Grid Infrastructure
Index Fund
(GRID)
|
First Trust Indxx
Global Natural
Resources Income
ETF
(FTRI)
|
First Trust Indxx
Global Agriculture
ETF
(FTAG)
|
|
|
|
|
|
$6,582,058
|
$150,370
|
$16,057,530
|
$18,361,801
|
$730,651
|
94,793
|
390
|
70,444
|
32,276
|
—
|
(720,508
)
|
—
|
(1,022,671
)
|
(1,010,054
)
|
(69,926
)
|
5,956,343
|
150,760
|
15,105,303
|
17,384,023
|
660,725
|
|
||||
|
|
|
|
|
1,062,742
|
49,422
(a)
|
3,163,012
|
1,834,556
(a)
|
137,757
(a)
|
265,685
|
—
|
711,652
|
—
|
—
|
134,790
|
—
|
395,074
|
—
|
—
|
86,183
|
—
|
159,059
|
—
|
—
|
59,215
|
—
|
35,703
|
—
|
—
|
36,656
|
—
|
(5,291
)
|
—
|
—
|
13,284
|
—
|
38,971
|
—
|
—
|
8,442
|
—
|
6,002
|
—
|
—
|
7,367
|
—
|
7,672
|
—
|
—
|
9,010
|
—
|
22,417
|
—
|
—
|
—
|
—
|
86
|
—
|
—
|
4,155
|
—
|
9,572
|
—
|
—
|
1,687,529
|
49,422
|
4,543,929
|
1,834,556
|
137,757
|
(93,417
)
|
—
|
—
|
—
|
—
|
1,594,112
|
49,422
|
4,543,929
|
1,834,556
|
137,757
|
4,362,231
|
101,338
|
10,561,374
|
15,549,467
|
522,968
|
|
||||
|
|
|
|
|
|
|
|
|
|
(7,718,268
)
|
9,717
|
(14,507,142
)
|
(26,340,255
)
|
(1,002,598
)
|
5,634,166
|
(253,749
)
|
28,320,948
|
4,659,455
|
(289,304
)
|
(41,458
)
|
(217
)
|
(209,329
)
|
(127,885
)
|
(2,813
)
|
—
|
—
|
—
|
(47,523
)
|
(20,409
)
|
(2,125,560
)
|
(244,249
)
|
13,604,477
|
(21,856,208
)
|
(1,315,124
)
|
|
|
|
|
|
(2,250,122
)
|
1,307,407
|
84,424,019
|
22,018,416
|
1,699,938
|
45,309
|
614
|
55,723
|
(32
)
|
(2,326
)
|
—
|
—
|
—
|
(139,990
)
|
12,667
|
(2,204,813
)
|
1,308,021
|
84,479,742
|
21,878,394
|
1,710,279
|
(4,330,373
)
|
1,063,772
|
98,084,219
|
22,186
|
395,155
|
$31,858
|
$1,165,110
|
$108,645,593
|
$15,571,653
|
$918,123
|
|
First Trust
Indxx NextG
ETF
(NXTG)
|
First Trust
S-Network
Future Vehicles
& Technology
ETF
(CARZ)
|
First Trust
Cloud
Computing ETF
(SKYY)
|
INVESTMENT INCOME:
|
|
|
|
Dividends
|
$12,600,644
|
$718,016
|
$14,567,953
|
Securities lending income (net of fees)
|
43,619
|
247,436
|
116,779
|
Foreign withholding tax
|
(1,293,204
)
|
(57,075
)
|
(163,344
)
|
Total investment income
|
11,351,059
|
908,377
|
14,521,388
|
|
|||
EXPENSES:
|
|
|
|
Investment advisory fees
|
3,107,696
(a)
|
301,560
(a)
|
16,416,717
(a)
|
Licensing fees
|
—
|
—
|
—
|
Accounting and administration fees
|
—
|
—
|
—
|
Shareholder reporting fees
|
—
|
—
|
—
|
Audit and tax fees
|
—
|
—
|
—
|
Custodian fees
|
—
|
—
|
—
|
Transfer agent fees
|
—
|
—
|
—
|
Listing fees
|
—
|
—
|
—
|
Trustees’ fees and expenses
|
—
|
—
|
—
|
Legal fees
|
—
|
—
|
—
|
Registration and filing fees
|
—
|
—
|
—
|
Other expenses
|
—
|
—
|
—
|
Total expenses
|
3,107,696
|
301,560
|
16,416,717
|
Less fees waived and expenses reimbursed by the investment advisor
|
—
|
—
|
—
|
Net expenses
|
3,107,696
|
301,560
|
16,416,717
|
NET INVESTMENT INCOME (LOSS)
|
8,243,363
|
606,817
|
(1,895,329
)
|
|
|||
NET REALIZED AND UNREALIZED GAIN (LOSS):
|
|
|
|
Net realized gain (loss) on:
|
|
|
|
Investments
|
(12,825,361
)
|
(3,573,085
)
|
(720,051,353
)
|
In-kind redemptions
|
18,731,126
|
1,596,753
|
198,530,743
|
Foreign currency transactions
|
(194,910
)
|
(18,350
)
|
—
|
Foreign capital gains tax
|
(166,819
)
|
—
|
—
|
Net realized gain (loss)
|
5,544,036
|
(1,994,682
)
|
(521,520,610
)
|
Net change in unrealized appreciation (depreciation) on:
|
|
|
|
Investments
|
88,707,952
|
11,556,359
|
1,145,964,050
|
Foreign currency translation
|
38,287
|
1,513
|
—
|
Deferred foreign capital gains tax
|
(349,596
)
|
—
|
—
|
Net change in unrealized appreciation (depreciation)
|
88,396,643
|
11,557,872
|
1,145,964,050
|
NET REALIZED AND UNREALIZED GAIN (LOSS)
|
93,940,679
|
9,563,190
|
624,443,440
|
NET INCREASE (DECREASE) IN NET ASSETS RESULTING
FROM OPERATIONS
|
$102,184,042
|
$10,170,007
|
$622,548,111
|
(a)
|
Fund is subject to a unitary fee (see Note 3 in the Notes to Financial Statements).
|
First Trust
International
Equity
Opportunities
ETF
(FPXI)
|
First Trust
Nasdaq
Cybersecurity
ETF
(CIBR)
|
First Trust
IPOX® Europe
Equity
Opportunities
ETF
(FPXE)
|
First Trust Dow
Jones
International
Internet ETF
(FDNI)
|
|
|
|
|
$3,167,092
|
$47,788,494
|
$127,393
|
$313,090
|
26,542
|
1,097,021
|
836
|
—
|
(261,956
)
|
(1,855,827
)
|
(11,423
)
|
(3,489
)
|
2,931,678
|
47,029,688
|
116,806
|
309,601
|
|
|||
|
|
|
|
1,669,660
(a)
|
28,557,421
(a)
|
38,511
(a)
|
197,609
(a)
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
1,669,660
|
28,557,421
|
38,511
|
197,609
|
—
|
—
|
—
|
—
|
1,669,660
|
28,557,421
|
38,511
|
197,609
|
1,262,018
|
18,472,267
|
78,295
|
111,992
|
|
|||
|
|
|
|
|
|
|
|
(32,709,988
)
|
(245,616,561
)
|
(386,563
)
|
(16,217,973
)
|
7,704,700
|
147,351,647
|
427,636
|
(424,354
)
|
(128,069
)
|
32,782
|
1,045
|
(4,564
)
|
—
|
—
|
—
|
—
|
(25,133,357
)
|
(98,232,132
)
|
42,118
|
(16,646,891
)
|
|
|
|
|
51,580,391
|
872,782,513
|
1,146,049
|
18,912,910
|
35,373
|
15,076
|
378
|
126
|
—
|
—
|
—
|
—
|
51,615,764
|
872,797,589
|
1,146,427
|
18,913,036
|
26,482,407
|
774,565,457
|
1,188,545
|
2,266,145
|
$27,744,425
|
$793,037,724
|
$1,266,840
|
$2,378,137
|
|
First Trust STOXX® European
Select Dividend Index Fund
(FDD)
|
First Trust Alerian Disruptive
Technology Real Estate ETF
(DTRE)
|
||
|
Year
Ended
9/30/2023
|
Year
Ended
9/30/2022
|
Year
Ended
9/30/2023
|
Year
Ended
9/30/2022
|
OPERATIONS:
|
|
|
|
|
Net investment income (loss)
|
$12,525,480
|
$13,604,823
|
$646,160
|
$694,047
|
Net realized gain (loss)
|
(18,442,384
)
|
(6,159,050
)
|
609,428
|
(4,691,501
)
|
Net change in unrealized appreciation (depreciation)
|
41,409,051
|
(79,745,328
)
|
(22,502
)
|
(3,423,023
)
|
Net increase (decrease) in net assets resulting from
operations
|
35,492,147
|
(72,299,555
)
|
1,233,086
|
(7,420,477
)
|
|
||||
DISTRIBUTIONS TO SHAREHOLDERS FROM:
|
|
|
|
|
Investment operations
|
(11,339,350
)
|
(13,077,255
)
|
(637,446
)
|
(1,182,167
)
|
|
||||
SHAREHOLDER TRANSACTIONS:
|
|
|
|
|
Proceeds from shares sold
|
18,364,170
|
14,995,535
|
—
|
2,663,290
|
Cost of shares redeemed
|
(24,050,718
)
|
(54,599,138
)
|
(3,993,914
)
|
(4,687,732
)
|
Net increase (decrease) in net assets resulting from
shareholder transactions
|
(5,686,548
)
|
(39,603,603
)
|
(3,993,914
)
|
(2,024,442
)
|
Total increase (decrease) in net assets
|
18,466,249
|
(124,980,413
)
|
(3,398,274
)
|
(10,627,086
)
|
|
||||
NET ASSETS:
|
|
|
|
|
Beginning of period
|
161,050,433
|
286,030,846
|
24,029,907
|
34,656,993
|
End of period
|
$179,516,682
|
$161,050,433
|
$20,631,633
|
$24,029,907
|
|
||||
CHANGES IN SHARES OUTSTANDING:
|
|
|
|
|
Shares outstanding, beginning of period
|
17,153,334
|
20,603,334
|
641,608
|
691,608
|
Shares sold
|
1,550,000
|
1,050,000
|
—
|
50,000
|
Shares redeemed
|
(2,250,000
)
|
(4,500,000
)
|
(100,000
)
|
(100,000
)
|
Shares outstanding, end of period
|
16,453,334
|
17,153,334
|
541,608
|
641,608
|
First Trust Dow Jones Global Select
Dividend Index Fund (FGD)
|
First Trust Global Wind Energy ETF
(FAN)
|
First Trust Alerian U.S. NextGen
Infrastructure ETF (RBLD)
|
|||
Year
Ended
9/30/2023
|
Year
Ended
9/30/2022
|
Year
Ended
9/30/2023
|
Year
Ended
9/30/2022
|
Year
Ended
9/30/2023
|
Year
Ended
9/30/2022
|
|
|
|
|
|
|
$42,945,278
|
$32,771,228
|
$4,362,231
|
$4,120,598
|
$101,338
|
$168,848
|
(41,961,288
)
|
7,477,426
|
(2,125,560
)
|
1,428,826
|
(244,249
)
|
(25,295
)
|
79,138,674
|
(181,567,622
)
|
(2,204,813
)
|
(98,719,034
)
|
1,308,021
|
(2,108,137
)
|
80,122,664
|
(141,318,968
)
|
31,858
|
(93,169,610
)
|
1,165,110
|
(1,964,584
)
|
|
|||||
|
|
|
|
|
|
(39,597,608
)
|
(33,007,963
)
|
(4,348,626
)
|
(4,523,536
)
|
(97,141
)
|
(174,012
)
|
|
|||||
|
|
|
|
|
|
173,130,265
|
183,686,839
|
18,629,681
|
29,990,153
|
—
|
2,488,028
|
(75,179,466
)
|
(18,237,594
)
|
(52,955,982
)
|
(74,286,166
)
|
(2,150,019
)
|
(2,454,490
)
|
97,950,799
|
165,449,245
|
(34,326,301
)
|
(44,296,013
)
|
(2,150,019
)
|
33,538
|
138,475,855
|
(8,877,686
)
|
(38,643,069
)
|
(141,989,159
)
|
(1,082,050
)
|
(2,105,058
)
|
|
|||||
|
|
|
|
|
|
495,576,457
|
504,454,143
|
243,931,097
|
385,920,256
|
8,684,575
|
10,789,633
|
$634,052,312
|
$495,576,457
|
$205,288,028
|
$243,931,097
|
$7,602,525
|
$8,684,575
|
|
|||||
|
|
|
|
|
|
26,700,002
|
20,200,002
|
16,100,002
|
18,450,002
|
200,002
|
200,002
|
7,600,000
|
7,250,000
|
1,050,000
|
1,500,000
|
—
|
50,000
|
(3,650,000
)
|
(750,000
)
|
(3,050,000
)
|
(3,850,000
)
|
(50,000
)
|
(50,000
)
|
30,650,002
|
26,700,002
|
14,100,002
|
16,100,002
|
150,002
|
200,002
|
|
First Trust NASDAQ® Clean
Edge® Smart Grid Infrastructure
Index Fund (GRID)
|
First Trust Indxx Global Natural
Resources Income ETF (FTRI)
|
||
|
Year
Ended
9/30/2023
|
Year
Ended
9/30/2022
|
Year
Ended
9/30/2023
|
Year
Ended
9/30/2022
|
OPERATIONS:
|
|
|
|
|
Net investment income (loss)
|
$10,561,374
|
$6,836,821
|
$15,549,467
|
$14,595,715
|
Net realized gain (loss)
|
13,604,477
|
(14,555,581
)
|
(21,856,208
)
|
(13,746,646
)
|
Net change in unrealized appreciation (depreciation)
|
84,479,742
|
(138,492,254
)
|
21,878,394
|
(36,933,878
)
|
Net increase (decrease) in net assets resulting from
operations
|
108,645,593
|
(146,211,014
)
|
15,571,653
|
(36,084,809
)
|
|
||||
DISTRIBUTIONS TO SHAREHOLDERS FROM:
|
|
|
|
|
Investment operations
|
(10,318,462
)
|
(6,402,097
)
|
(15,107,267
)
|
(14,042,378
)
|
|
||||
SHAREHOLDER TRANSACTIONS:
|
|
|
|
|
Proceeds from shares sold
|
503,705,236
|
287,294,194
|
97,759,506
|
226,862,215
|
Cost of shares redeemed
|
(120,599,580
)
|
(146,513,572
)
|
(65,132,103
)
|
(13,299,327
)
|
Net increase (decrease) in net assets resulting from
shareholder transactions
|
383,105,656
|
140,780,622
|
32,627,403
|
213,562,888
|
Total increase (decrease) in net assets
|
481,432,787
|
(11,832,489
)
|
33,091,789
|
163,435,701
|
|
||||
NET ASSETS:
|
|
|
|
|
Beginning of period
|
538,430,006
|
550,262,495
|
199,747,442
|
36,311,741
|
End of period
|
$1,019,862,793
|
$538,430,006
|
$232,839,231
|
$199,747,442
|
|
||||
CHANGES IN SHARES OUTSTANDING:
|
|
|
|
|
Shares outstanding, beginning of period
|
7,150,002
|
5,950,002
|
16,350,002
|
2,800,002
|
Shares sold
|
5,000,000
|
2,900,000
|
7,050,000
|
14,550,000
|
Shares redeemed
|
(1,300,000
)
|
(1,700,000
)
|
(5,050,000
)
|
(1,000,000
)
|
Shares outstanding, end of period
|
10,850,002
|
7,150,002
|
18,350,002
|
16,350,002
|
First Trust Indxx Global Agriculture
ETF (FTAG)
|
First Trust Indxx NextG ETF (NXTG)
|
First Trust S-Network Future Vehicles
& Technology ETF (CARZ)
|
|||
Year
Ended
9/30/2023
|
Year
Ended
9/30/2022
|
Year
Ended
9/30/2023
|
Year
Ended
9/30/2022
|
Year
Ended
9/30/2023
|
Year
Ended
9/30/2022
|
|
|
|
|
|
|
$522,968
|
$380,604
|
$8,243,363
|
$18,081,910
|
$606,817
|
$1,669,415
|
(1,315,124
)
|
926,105
|
5,544,036
|
97,093,376
|
(1,994,682
)
|
(2,822,496
)
|
1,710,279
|
(5,684,565
)
|
88,396,643
|
(292,040,782
)
|
11,557,872
|
(18,396,263
)
|
918,123
|
(4,377,856
)
|
102,184,042
|
(176,865,496
)
|
10,170,007
|
(19,549,344
)
|
|
|||||
|
|
|
|
|
|
(569,279
)
|
(278,287
)
|
(6,776,282
)
|
(25,616,645
)
|
(653,962
)
|
(1,776,897
)
|
|
|||||
|
|
|
|
|
|
—
|
32,602,633
|
25,784,327
|
72,484,061
|
11,459,812
|
38,858,818
|
(9,949,092
)
|
(11,185,760
)
|
(211,317,883
)
|
(480,555,665
)
|
(20,218,555
)
|
(41,107,013
)
|
(9,949,092
)
|
21,416,873
|
(185,533,556
)
|
(408,071,604
)
|
(8,758,743
)
|
(2,248,195
)
|
(9,600,248
)
|
16,760,730
|
(90,125,796
)
|
(610,553,745
)
|
757,302
|
(23,574,436
)
|
|
|||||
|
|
|
|
|
|
22,369,774
|
5,609,044
|
471,055,888
|
1,081,609,633
|
40,414,924
|
63,989,360
|
$12,769,526
|
$22,369,774
|
$380,930,092
|
$471,055,888
|
$41,172,226
|
$40,414,924
|
|
|||||
|
|
|
|
|
|
839,928
|
189,928
|
8,450,002
|
14,150,002
|
1,000,002
|
1,100,002
|
—
|
1,000,000
|
350,000
|
900,000
|
200,000
|
650,000
|
(350,000
)
|
(350,000
)
|
(3,200,000
)
|
(6,600,000
)
|
(400,000
)
|
(750,000
)
|
489,928
|
839,928
|
5,600,002
|
8,450,002
|
800,002
|
1,000,002
|
|
First Trust Cloud Computing
ETF (SKYY)
|
First Trust International Equity
Opportunities ETF (FPXI)
|
||
|
Year
Ended
9/30/2023
|
Year
Ended
9/30/2022
|
Year
Ended
9/30/2023
|
Year
Ended
9/30/2022
|
OPERATIONS:
|
|
|
|
|
Net investment income (loss)
|
$(1,895,329
)
|
$46,431,490
|
$1,262,018
|
$4,766,765
|
Net realized gain (loss)
|
(521,520,610
)
|
(276,788,774
)
|
(25,133,357
)
|
(231,818,512
)
|
Net change in unrealized appreciation (depreciation)
|
1,145,964,050
|
(2,264,731,256
)
|
51,615,764
|
(133,525,530
)
|
Net increase (decrease) in net assets resulting from
operations
|
622,548,111
|
(2,495,088,540
)
|
27,744,425
|
(360,577,277
)
|
|
||||
DISTRIBUTIONS TO SHAREHOLDERS FROM:
|
|
|
|
|
Investment operations
|
—
|
(47,254,977
)
|
(1,774,581
)
|
(4,260,436
)
|
|
||||
SHAREHOLDER TRANSACTIONS:
|
|
|
|
|
Proceeds from shares sold
|
141,128,878
|
946,949,156
|
—
|
35,411,414
|
Cost of shares redeemed
|
(1,072,205,046
)
|
(1,689,481,713
)
|
(179,900,143
)
|
(512,411,220
)
|
Net increase (decrease) in net assets resulting from
shareholder transactions
|
(931,076,168
)
|
(742,532,557
)
|
(179,900,143
)
|
(476,999,806
)
|
Total increase (decrease) in net assets
|
(308,528,057
)
|
(3,284,876,074
)
|
(153,930,299
)
|
(841,837,519
)
|
|
||||
NET ASSETS:
|
|
|
|
|
Beginning of period
|
2,954,573,069
|
6,239,449,143
|
321,421,284
|
1,163,258,803
|
End of period
|
$2,646,045,012
|
$2,954,573,069
|
$167,490,985
|
$321,421,284
|
|
||||
CHANGES IN SHARES OUTSTANDING:
|
|
|
|
|
Shares outstanding, beginning of period
|
49,000,002
|
59,200,002
|
9,000,002
|
18,150,002
|
Shares sold
|
2,150,000
|
10,000,000
|
—
|
700,000
|
Shares redeemed
|
(16,300,000
)
|
(20,200,000
)
|
(4,650,000
)
|
(9,850,000
)
|
Shares outstanding, end of period
|
34,850,002
|
49,000,002
|
4,350,002
|
9,000,002
|
First Trust Nasdaq Cybersecurity ETF
(CIBR)
|
First Trust IPOX® Europe Equity
Opportunities ETF (FPXE)
|
First Trust Dow Jones International
Internet ETF (FDNI)
|
|||
Year
Ended
9/30/2023
|
Year
Ended
9/30/2022
|
Year
Ended
9/30/2023
|
Year
Ended
9/30/2022
|
Year
Ended
9/30/2023
|
Year
Ended
9/30/2022
|
|
|
|
|
|
|
$18,472,267
|
$34,366,684
|
$78,295
|
$111,291
|
$111,992
|
$1,565
|
(98,232,132
)
|
(11,789,081
)
|
42,118
|
(3,117,820
)
|
(16,646,891
)
|
(11,260,348
)
|
872,797,589
|
(1,344,839,444
)
|
1,146,427
|
(1,554,377
)
|
18,913,036
|
(25,653,568
)
|
793,037,724
|
(1,322,261,841
)
|
1,266,840
|
(4,560,906
)
|
2,378,137
|
(36,912,351
)
|
|
|||||
|
|
|
|
|
|
(18,090,451
)
|
(33,554,011
)
|
(74,090
)
|
(115,891
)
|
(121,095
)
|
—
|
|
|||||
|
|
|
|
|
|
126,745,936
|
2,858,661,276
|
—
|
1,384,468
|
5,152,332
|
3,599,371
|
(668,192,009
)
|
(1,542,060,355
)
|
(2,159,634
)
|
(2,268,546
)
|
(10,433,740
)
|
(41,357,597
)
|
(541,446,073
)
|
1,316,600,921
|
(2,159,634
)
|
(884,078
)
|
(5,281,408
)
|
(37,758,226
)
|
233,501,200
|
(39,214,931
)
|
(966,884
)
|
(5,560,875
)
|
(3,024,366
)
|
(74,670,577
)
|
|
|||||
|
|
|
|
|
|
4,731,082,633
|
4,770,297,564
|
5,131,054
|
10,691,929
|
29,232,165
|
103,902,742
|
$4,964,583,833
|
$4,731,082,633
|
$4,164,170
|
$5,131,054
|
$26,207,799
|
$29,232,165
|
|
|||||
|
|
|
|
|
|
122,700,002
|
97,750,002
|
300,002
|
350,002
|
1,500,002
|
2,600,002
|
2,900,000
|
58,400,000
|
—
|
50,000
|
200,000
|
150,000
|
(16,350,000
)
|
(33,450,000
)
|
(100,000
)
|
(100,000
)
|
(450,000
)
|
(1,250,000
)
|
109,250,002
|
122,700,002
|
200,002
|
300,002
|
1,250,002
|
1,500,002
|
|
Year Ended September 30,
|
||||
|
2023
|
2022
|
2021
|
2020
|
2019
|
Net asset value, beginning of period
|
$9.39
|
$13.88
|
$10.27
|
$12.75
|
$13.12
|
Income from investment operations:
|
|
|
|
|
|
Net investment income (loss)
|
0.78
(a)
|
0.73
|
0.52
|
0.52
|
0.66
|
Net realized and unrealized gain (loss)
|
1.44
|
(4.52
)
|
3.61
|
(2.50
)
|
(0.37
)
|
Total from investment operations
|
2.22
|
(3.79
)
|
4.13
|
(1.98
)
|
0.29
|
Distributions paid to shareholders from:
|
|
|
|
|
|
Net investment income
|
(0.70
)
|
(0.70
)
|
(0.52
)
|
(0.50
)
|
(0.66
)
|
Net asset value, end of period
|
$10.91
|
$9.39
|
$13.88
|
$10.27
|
$12.75
|
Total return (b)
|
23.52
%
|
(27.88
)%
|
40.19
%
|
(15.64
)%
|
2.35
%
|
|
|||||
Ratios to average net assets/supplemental data:
|
|
|
|
|
|
Net assets, end of period (in 000’s)
|
$179,517
|
$161,050
|
$286,031
|
$180,227
|
$293,918
|
Ratio of total expenses to average net assets
|
0.59
%
|
0.58
%
|
0.58
%
|
0.57
%
|
0.58
%
|
Ratio of net investment income (loss) to average net assets
|
6.82
%
|
5.36
%
|
4.06
%
|
3.84
%
|
4.84
%
|
Portfolio turnover rate (c)
|
49
%
|
57
%
|
58
%
|
98
%
|
24
%
|
(a)
|
Based on average shares outstanding.
|
(b)
|
Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment
of all
distributions at net asset value during the period, and redemption at net asset value on the last day of the period. The returns
presented do not
reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares.
Total return is
calculated for the time period presented and is not annualized for periods of less than a year.
|
(c)
|
Portfolio turnover is calculated for the time period presented and is not annualized for periods of less than a year and does
not include securities
received or delivered from processing creations or redemptions and in-kind transactions.
|
|
Year Ended September 30,
|
||||
|
2023
|
2022
|
2021
|
2020
|
2019
|
Net asset value, beginning of period
|
$37.45
|
$50.11
|
$38.82
|
$49.44
|
$45.07
|
Income from investment operations:
|
|
|
|
|
|
Net investment income (loss)
|
1.05
(a)
|
0.89
|
0.89
|
0.62
|
1.25
|
Net realized and unrealized gain (loss)
|
0.63
|
(11.90
)
|
10.74
|
(9.27
)
|
4.55
|
Total from investment operations
|
1.68
|
(11.01
)
|
11.63
|
(8.65
)
|
5.80
|
Distributions paid to shareholders from:
|
|
|
|
|
|
Net investment income
|
(1.04
)
|
(1.65
)
|
(0.34
)
|
(1.97
)
|
(1.43
)
|
Net asset value, end of period
|
$38.09
|
$37.45
|
$50.11
|
$38.82
|
$49.44
|
Total return (b)
|
4.42
%
|
(22.72
)%
|
29.95
%
|
(18.12
)%
|
13.19
%
|
|
|||||
Ratios to average net assets/supplemental data:
|
|
|
|
|
|
Net assets, end of period (in 000’s)
|
$20,632
|
$24,030
|
$34,657
|
$32,671
|
$56,436
|
Ratio of total expenses to average net assets
|
0.60
%
|
0.96
%
|
0.92
%
|
0.85
%
|
0.89
%
|
Ratio of net expenses to average net assets
|
0.60
%
|
0.60
%
|
0.60
%
|
0.60
%
|
0.60
%
|
Ratio of net investment income (loss) to average net assets
|
2.61
%
|
2.08
%
|
2.21
%
|
2.52
%
|
2.61
%
|
Portfolio turnover rate (c)
|
39
%
|
70
% (d)
|
11
%
|
7
%
|
7
%
|
(a)
|
Based on average shares outstanding.
|
(b)
|
Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment
of all
distributions at net asset value during the period, and redemption at net asset value on the last day of the period. The returns
presented do not
reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares.
Total return is
calculated for the time period presented and is not annualized for periods of less than a year. The total returns would have
been lower if certain
fees had not been waived and expenses reimbursed by the investment advisor.
|
(c)
|
Portfolio turnover is calculated for the time period presented and is not annualized for periods of less than a year and does
not include securities
received or delivered from processing creations or redemptions and in-kind transactions.
|
(d)
|
The variation in the portfolio turnover rate is due to the change in the Fund’s underlying index effective September 30, 2022, which resulted in a
complete rebalance of the Fund’s portfolio.
|
|
Year Ended September 30,
|
||||
|
2023
|
2022
|
2021
|
2020
|
2019
|
Net asset value, beginning of period
|
$18.56
|
$24.97
|
$17.85
|
$22.90
|
$25.16
|
Income from investment operations:
|
|
|
|
|
|
Net investment income (loss)
|
1.48
(a)
|
1.33
|
1.22
|
1.30
|
1.39
|
Net realized and unrealized gain (loss)
|
2.00
|
(6.38
)
|
7.10
|
(5.04
)
|
(2.24
)
|
Total from investment operations
|
3.48
|
(5.05
)
|
8.32
|
(3.74
)
|
(0.85
)
|
Distributions paid to shareholders from:
|
|
|
|
|
|
Net investment income
|
(1.35
)
|
(1.36
)
|
(1.20
)
|
(1.31
)
|
(1.41
)
|
Net asset value, end of period
|
$20.69
|
$18.56
|
$24.97
|
$17.85
|
$22.90
|
Total return (b)
|
18.65
%
|
(20.98
)%
|
46.94
%
|
(16.33
)%
|
(3.21
)%
|
|
|||||
Ratios to average net assets/supplemental data:
|
|
|
|
|
|
Net assets, end of period (in 000’s)
|
$634,052
|
$495,576
|
$504,454
|
$344,489
|
$532,532
|
Ratio of total expenses to average net assets
|
0.56
%
|
0.56
%
|
0.57
%
|
0.57
%
|
0.59
%
|
Ratio of net investment income (loss) to average net assets
|
6.79
%
|
5.74
%
|
5.11
%
|
6.16
%
|
6.20
%
|
Portfolio turnover rate (c)
|
40
%
|
35
%
|
38
%
|
67
%
|
31
%
|
(a)
|
Based on average shares outstanding.
|
(b)
|
Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment
of all
distributions at net asset value during the period, and redemption at net asset value on the last day of the period. The returns
presented do not
reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares.
Total return is
calculated for the time period presented and is not annualized for periods of less than a year.
|
(c)
|
Portfolio turnover is calculated for the time period presented and is not annualized for periods of less than a year and does
not include securities
received or delivered from processing creations or redemptions and in-kind transactions.
|
|
Year Ended September 30,
|
||||
|
2023
|
2022
|
2021
|
2020
|
2019
|
Net asset value, beginning of period
|
$15.15
|
$20.92
|
$17.45
|
$13.13
|
$12.50
|
Income from investment operations:
|
|
|
|
|
|
Net investment income (loss)
|
0.28
(a)
|
0.25
|
0.28
|
0.26
|
0.30
|
Net realized and unrealized gain (loss)
|
(0.58
)
|
(5.75
)
|
3.52
|
4.33
|
0.64
|
Total from investment operations
|
(0.30
)
|
(5.50
)
|
3.80
|
4.59
|
0.94
|
Distributions paid to shareholders from:
|
|
|
|
|
|
Net investment income
|
(0.29
)
|
(0.27
)
|
(0.33
)
|
(0.27
)
|
(0.31
)
|
Net asset value, end of period
|
$14.56
|
$15.15
|
$20.92
|
$17.45
|
$13.13
|
Total return (b)
|
(2.21
)%
|
(26.43
)%
|
21.76
%
|
35.42
%
|
7.58
%
|
|
|||||
Ratios to average net assets/supplemental data:
|
|
|
|
|
|
Net assets, end of period (in 000’s)
|
$205,288
|
$243,931
|
$385,920
|
$205,075
|
$75,502
|
Ratio of total expenses to average net assets
|
0.64
%
|
0.61
%
|
0.62
%
|
0.66
%
|
0.71
%
|
Ratio of net expenses to average net assets
|
0.60
%
|
0.60
%
|
0.60
%
|
0.60
%
|
0.60
%
|
Ratio of net investment income (loss) to average net assets
|
1.64
%
|
1.28
%
|
1.34
%
|
1.86
%
|
2.32
%
|
Portfolio turnover rate (c)
|
25
%
|
21
%
|
31
%
|
42
%
|
30
%
|
(a)
|
Based on average shares outstanding.
|
(b)
|
Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment
of all
distributions at net asset value during the period, and redemption at net asset value on the last day of the period. The returns
presented do not
reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares.
Total return is
calculated for the time period presented and is not annualized for periods of less than a year. The total returns would have
been lower if certain
fees had not been waived and expenses reimbursed by the investment advisor.
|
(c)
|
Portfolio turnover is calculated for the time period presented and is not annualized for periods of less than a year and does
not include securities
received or delivered from processing creations or redemptions and in-kind transactions.
|
|
Year Ended September 30,
|
||||
|
2023
|
2022
|
2021
|
2020
|
2019
|
Net asset value, beginning of period
|
$43.42
|
$53.95
|
$42.07
|
$47.05
|
$56.78
|
Income from investment operations:
|
|
|
|
|
|
Net investment income (loss)
|
0.67
(a)
|
1.01
|
0.87
|
1.28
|
0.87
|
Net realized and unrealized gain (loss)
|
7.24
|
(10.50
)
|
11.79
|
(4.93
)
|
(9.71
)
|
Total from investment operations
|
7.91
|
(9.49
)
|
12.66
|
(3.65
)
|
(8.84
)
|
Distributions paid to shareholders from:
|
|
|
|
|
|
Net investment income
|
(0.65
)
|
(1.04
)
|
(0.78
)
|
(1.33
)
|
(0.89
)
|
Net asset value, end of period
|
$50.68
|
$43.42
|
$53.95
|
$42.07
|
$47.05
|
Total return (b)
|
18.23
%
|
(17.80
)%
|
30.19
%
|
(7.52
)%
|
(15.64
)%
|
|
|||||
Ratios to average net assets/supplemental data:
|
|
|
|
|
|
Net assets, end of period (in 000’s)
|
$7,603
|
$8,685
|
$10,790
|
$6,310
|
$9,409
|
Ratio of total expenses to average net assets
|
0.65
%
|
0.86
%
|
1.42
%
|
1.43
%
|
1.21
%
|
Ratio of net expenses to average net assets
|
0.65
%
|
0.69
%
|
0.70
%
|
0.70
%
|
0.70
%
|
Ratio of net investment income (loss) to average net assets
|
1.33
%
|
1.68
%
|
1.81
%
|
2.68
%
|
1.64
%
|
Portfolio turnover rate (c)
|
32
%
|
92
% (d)
|
18
%
|
20
%
|
14
%
|
(a)
|
Based on average shares outstanding.
|
(b)
|
Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment
of all
distributions at net asset value during the period, and redemption at net asset value on the last day of the period. The returns
presented do not
reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares.
Total return is
calculated for the time period presented and is not annualized for periods of less than a year. The total returns would have
been lower if certain
fees had not been waived and expenses reimbursed by the investment advisor.
|
(c)
|
Portfolio turnover is calculated for the time period presented and is not annualized for periods of less than a year and does
not include securities
received or delivered from processing creations or redemptions and in-kind transactions.
|
(d)
|
The variation in the portfolio turnover rate is due to the change in the Fund’s underlying index effective July 29, 2022, which resulted in a
complete rebalance of the Fund’s portfolio.
|
|
Year Ended September 30,
|
||||
|
2023
|
2022
|
2021
|
2020
|
2019
|
Net asset value, beginning of period
|
$75.30
|
$92.48
|
$62.87
|
$49.51
|
$47.62
|
Income from investment operations:
|
|
|
|
|
|
Net investment income (loss)
|
1.27
(a)
|
0.93
|
0.64
|
0.58
|
0.67
|
Net realized and unrealized gain (loss)
|
18.64
|
(17.24
)
|
29.73
|
13.27
|
1.84
|
Total from investment operations
|
19.91
|
(16.31
)
|
30.37
|
13.85
|
2.51
|
Distributions paid to shareholders from:
|
|
|
|
|
|
Net investment income
|
(1.21
)
|
(0.87
)
|
(0.76
)
|
(0.49
)
|
(0.62
)
|
Net asset value, end of period
|
$94.00
|
$75.30
|
$92.48
|
$62.87
|
$49.51
|
Total return (b)
|
26.39
%
|
(17.70
)%
|
48.35
%
|
28.10
%
|
5.32
%
|
|
|||||
Ratios to average net assets/supplemental data:
|
|
|
|
|
|
Net assets, end of period (in 000’s)
|
$1,019,863
|
$538,430
|
$550,262
|
$56,579
|
$27,232
|
Ratio of total expenses to average net assets
|
0.57
%
|
0.58
%
|
0.63
%
|
0.75
%
|
0.82
%
|
Ratio of net expenses to average net assets
|
0.57
%
|
0.58
%
|
0.63
%
|
0.70
%
|
0.70
%
|
Ratio of net investment income (loss) to average net assets
|
1.34
%
|
1.02
%
|
1.11
%
|
1.30
%
|
1.40
%
|
Portfolio turnover rate (c)
|
23
%
|
33
%
|
20
%
|
53
%
|
31
%
|
(a)
|
Based on average shares outstanding.
|
(b)
|
Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment
of all
distributions at net asset value during the period, and redemption at net asset value on the last day of the period. The returns
presented do not
reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares.
Total return is
calculated for the time period presented and is not annualized for periods of less than a year. The total returns would have
been lower if certain
fees had not been waived and expenses reimbursed by the investment advisor.
|
(c)
|
Portfolio turnover is calculated for the time period presented and is not annualized for periods of less than a year and does
not include securities
received or delivered from processing creations or redemptions and in-kind transactions.
|
|
Year Ended September 30,
|
||||
|
2023
|
2022
|
2021
|
2020
|
2019
|
Net asset value, beginning of period
|
$12.22
|
$12.97
|
$9.57
|
$11.47
|
$12.73
|
Income from investment operations:
|
|
|
|
|
|
Net investment income (loss)
|
0.79
(a)
|
1.17
|
0.80
|
0.53
|
0.72
|
Net realized and unrealized gain (loss)
|
0.46
|
(0.67
)
|
3.29
(b)
|
(1.86
)
|
(1.28
)
|
Total from investment operations
|
1.25
|
0.50
|
4.09
|
(1.33
)
|
(0.56
)
|
Distributions paid to shareholders from:
|
|
|
|
|
|
Net investment income
|
(0.78
)
|
(1.25
)
|
(0.69
)
|
(0.57
)
|
(0.70
)
|
Net asset value, end of period
|
$12.69
|
$12.22
|
$12.97
|
$9.57
|
$11.47
|
Total return (c)
|
10.17
%
|
3.27
%
|
42.87
%
|
(11.80
)%
|
(4.42
)%
|
|
|||||
Ratios to average net assets/supplemental data:
|
|
|
|
|
|
Net assets, end of period (in 000’s)
|
$232,839
|
$199,747
|
$36,312
|
$5,740
|
$7,452
|
Ratio of total expenses to average net assets
|
0.70
%
|
0.70
%
|
0.70
%
|
0.70
%
|
0.70
%
|
Ratio of net investment income (loss) to average net assets
|
5.93
%
|
11.85
%
|
9.06
%
|
4.94
%
|
5.95
%
|
Portfolio turnover rate (d)
|
82
%
|
69
%
|
99
%
|
66
%
|
84
%
|
(a)
|
Based on average shares outstanding.
|
(b)
|
The per share amount does not correlate with the aggregate realized and unrealized gain (loss) due to the timing of the Fund
share sales and
repurchases in relation to market value fluctuation of the underlying investments.
|
(c)
|
Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment
of all
distributions at net asset value during the period, and redemption at net asset value on the last day of the period. The returns
presented do not
reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares.
Total return is
calculated for the time period presented and is not annualized for periods of less than a year.
|
(d)
|
Portfolio turnover is calculated for the time period presented and is not annualized for periods of less than a year and does
not include securities
received or delivered from processing creations or redemptions and in-kind transactions.
|
|
Year Ended September 30,
|
||||
|
2023
|
2022
|
2021
|
2020
|
2019
|
Net asset value, beginning of period
|
$26.63
|
$29.53
|
$21.73
|
$22.87
|
$26.21
|
Income from investment operations:
|
|
|
|
|
|
Net investment income (loss)
|
0.76
(a)
|
0.56
|
0.45
|
0.45
|
0.51
|
Net realized and unrealized gain (loss)
|
(0.37
) (b)
|
(2.97
)
|
7.78
|
(1.20
)
|
(3.17
)
|
Total from investment operations
|
0.39
|
(2.41
)
|
8.23
|
(0.75
)
|
(2.66
)
|
Distributions paid to shareholders from:
|
|
|
|
|
|
Net investment income
|
(0.96
)
|
(0.49
)
|
(0.43
)
|
(0.39
)
|
(0.64
)
|
Return of capital
|
—
|
—
|
—
|
—
|
(0.04
)
|
Total distributions
|
(0.96
)
|
(0.49
)
|
(0.43
)
|
(0.39
)
|
(0.68
)
|
Net asset value, end of period
|
$26.06
|
$26.63
|
$29.53
|
$21.73
|
$22.87
|
Total return (c)
|
1.35
%
|
(8.28
)%
|
37.94
%
|
(3.19
)%
|
(10.16
)%
|
|
|||||
Ratios to average net assets/supplemental data:
|
|
|
|
|
|
Net assets, end of period (in 000’s)
|
$12,770
|
$22,370
|
$5,609
|
$3,040
|
$3,200
|
Ratio of total expenses to average net assets
|
0.70
%
|
0.70
%
|
0.70
%
|
0.70
%
|
0.70
%
|
Ratio of net investment income (loss) to average net assets
|
2.66
%
|
2.50
%
|
1.84
%
|
2.16
%
|
1.93
%
|
Portfolio turnover rate (d)
|
14
%
|
26
%
|
12
%
|
17
%
|
20
%
|
(a)
|
Based on average shares outstanding.
|
(b)
|
The per share amount does not correlate with the aggregate realized and unrealized gain (loss) due to the timing of the Fund
share sales and
repurchases in relation to market value fluctuation of the underlying investments.
|
(c)
|
Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment
of all
distributions at net asset value during the period, and redemption at net asset value on the last day of the period. The returns
presented do not
reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares.
Total return is
calculated for the time period presented and is not annualized for periods of less than a year.
|
(d)
|
Portfolio turnover is calculated for the time period presented and is not annualized for periods of less than a year and does
not include securities
received or delivered from processing creations or redemptions and in-kind transactions.
|
|
Year Ended September 30,
|
||||
|
2023
|
2022
|
2021
|
2020
|
2019
|
Net asset value, beginning of period
|
$55.75
|
$76.44
|
$59.05
|
$50.26
|
$49.63
|
Income from investment operations:
|
|
|
|
|
|
Net investment income (loss)
|
1.23
(a)
|
1.72
|
0.95
|
0.69
|
0.37
|
Net realized and unrealized gain (loss)
|
12.14
|
(20.13
)
|
17.10
|
8.79
|
0.50
|
Total from investment operations
|
13.37
|
(18.41
)
|
18.05
|
9.48
|
0.87
|
Distributions paid to shareholders from:
|
|
|
|
|
|
Net investment income
|
(1.10
)
|
(1.88
)
|
(0.62
)
|
(0.69
)
|
(0.24
)
|
Net realized gain
|
—
|
(0.40
)
|
(0.04
)
|
—
|
—
|
Total distributions
|
(1.10
)
|
(2.28
)
|
(0.66
)
|
(0.69
)
|
(0.24
)
|
Net asset value, end of period
|
$68.02
|
$55.75
|
$76.44
|
$59.05
|
$50.26
|
Total return (b)
|
24.01
%
|
(24.71
)%
|
30.62
%
|
18.97
%
|
1.78
%
|
|
|||||
Ratios to average net assets/supplemental data:
|
|
|
|
|
|
Net assets, end of period (in 000’s)
|
$380,930
|
$471,056
|
$1,081,610
|
$590,535
|
$196,015
|
Ratio of total expenses to average net assets
|
0.70
%
|
0.70
%
|
0.70
%
|
0.70
%
|
0.70
%
|
Ratio of net investment income (loss) to average net assets
|
1.86
%
|
2.12
%
|
1.42
%
|
1.52
%
|
1.73
%
|
Portfolio turnover rate (c)
|
14
%
|
21
%
|
27
%
|
30
%
|
59
%
|
(a)
|
Based on average shares outstanding.
|
(b)
|
Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment
of all
distributions at net asset value during the period, and redemption at net asset value on the last day of the period. The returns
presented do not
reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares.
Total return is
calculated for the time period presented and is not annualized for periods of less than a year.
|
(c)
|
Portfolio turnover is calculated for the time period presented and is not annualized for periods of less than a year and does
not include securities
received or delivered from processing creations or redemptions and in-kind transactions.
|
|
Year Ended September 30,
|
||||
|
2023
|
2022
|
2021
|
2020
|
2019
|
Net asset value, beginning of period
|
$40.41
|
$58.17
|
$39.00
|
$32.04
|
$36.33
|
Income from investment operations:
|
|
|
|
|
|
Net investment income (loss)
|
0.69
(a)
|
1.38
|
0.60
|
0.34
|
1.02
|
Net realized and unrealized gain (loss)
|
11.18
|
(17.67
)
|
19.04
|
7.07
|
(4.28
)
|
Total from investment operations
|
11.87
|
(16.29
)
|
19.64
|
7.41
|
(3.26
)
|
Distributions paid to shareholders from:
|
|
|
|
|
|
Net investment income
|
(0.81
)
|
(1.47
)
|
(0.47
)
|
(0.45
)
|
(1.03
)
|
Net asset value, end of period
|
$51.47
|
$40.41
|
$58.17
|
$39.00
|
$32.04
|
Total return (b)
|
29.47
%
|
(28.66
)%
|
50.43
%
|
23.33
%
|
(8.97
)%
|
|
|||||
Ratios to average net assets/supplemental data:
|
|
|
|
|
|
Net assets, end of period (in 000’s)
|
$41,172
|
$40,415
|
$63,989
|
$29,246
|
$17,623
|
Ratio of total expenses to average net assets
|
0.70
%
|
0.70
%
|
0.70
%
|
0.70
%
|
0.70
%
|
Ratio of net investment income (loss) to average net assets
|
1.41
%
|
2.57
%
|
1.17
%
|
1.09
%
|
3.19
%
|
Portfolio turnover rate (c)
|
39
%
|
133
% (d)
|
42
%
|
36
%
|
24
%
|
(a)
|
Based on average shares outstanding.
|
(b)
|
Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment
of all
distributions at net asset value during the period, and redemption at net asset value on the last day of the period. The returns
presented do not
reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares.
Total return is
calculated for the time period presented and is not annualized for periods of less than a year.
|
(c)
|
Portfolio turnover is calculated for the time period presented and is not annualized for periods of less than a year and does
not include securities
received or delivered from processing creations or redemptions and in-kind transactions.
|
(d)
|
The variation in the portfolio turnover rate is due to the change in the Fund’s underlying index effective January 26, 2022, which resulted in a
complete rebalance of the Fund’s portfolio.
|
|
Year Ended September 30,
|
||||
|
2023
|
2022
|
2021
|
2020
|
2019
|
Net asset value, beginning of period
|
$60.30
|
$105.40
|
$78.48
|
$56.39
|
$56.71
|
Income from investment operations:
|
|
|
|
|
|
Net investment income (loss)
|
(0.05
) (a)
|
0.79
|
0.15
|
0.16
|
0.59
|
Net realized and unrealized gain (loss)
|
15.68
|
(45.08
)
|
26.95
|
22.10
|
(0.31
)
|
Total from investment operations
|
15.63
|
(44.29
)
|
27.10
|
22.26
|
0.28
|
Distributions paid to shareholders from:
|
|
|
|
|
|
Net investment income
|
—
|
(0.81
)
|
(0.18
)
|
(0.17
)
|
(0.60
)
|
Net asset value, end of period
|
$75.93
|
$60.30
|
$105.40
|
$78.48
|
$56.39
|
Total return (b)
|
25.92
%
|
(42.32
)%
|
34.55
%
|
39.54
%
|
0.57
%
|
|
|||||
Ratios to average net assets/supplemental data:
|
|
|
|
|
|
Net assets, end of period (in 000’s)
|
$2,646,045
|
$2,954,573
|
$6,239,449
|
$4,963,825
|
$2,168,198
|
Ratio of total expenses to average net assets
|
0.60
%
|
0.60
%
|
0.60
%
|
0.60
%
|
0.60
%
|
Ratio of net investment income (loss) to average net
assets
|
(0.07
)%
|
0.96
%
|
0.16
%
|
0.24
%
|
1.02
%
|
Portfolio turnover rate (c)
|
34
%
|
42
%
|
33
%
|
35
%
|
85
%
|
(a)
|
Based on average shares outstanding.
|
(b)
|
Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment
of all
distributions at net asset value during the period, and redemption at net asset value on the last day of the period. The returns
presented do not
reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares.
Total return is
calculated for the time period presented and is not annualized for periods of less than a year.
|
(c)
|
Portfolio turnover is calculated for the time period presented and is not annualized for periods of less than a year and does
not include securities
received or delivered from processing creations or redemptions and in-kind transactions.
|
|
Year Ended September 30,
|
||||
|
2023
|
2022
|
2021
|
2020
|
2019
|
Net asset value, beginning of period
|
$35.71
|
$64.09
|
$56.64
|
$36.39
|
$35.10
|
Income from investment operations:
|
|
|
|
|
|
Net investment income (loss)
|
0.21
(a)
|
0.54
|
0.40
|
0.11
|
0.30
|
Net realized and unrealized gain (loss)
|
2.91
|
(28.51
)
|
7.39
|
20.32
(b)
|
1.29
|
Total from investment operations
|
3.12
|
(27.97
)
|
7.79
|
20.43
|
1.59
|
Distributions paid to shareholders from:
|
|
|
|
|
|
Net investment income
|
(0.33
)
|
(0.41
)
|
(0.34
)
|
(0.18
)
|
(0.30
)
|
Net asset value, end of period
|
$38.50
|
$35.71
|
$64.09
|
$56.64
|
$36.39
|
Total return (c)
|
8.72
%
|
(43.78
)%
|
13.73
%
|
56.24
% (b)
|
4.60
%
|
|
|||||
Ratios to average net assets/supplemental data:
|
|
|
|
|
|
Net assets, end of period (in 000’s)
|
$167,491
|
$321,421
|
$1,163,259
|
$356,803
|
$30,931
|
Ratio of total expenses to average net assets
|
0.70
%
|
0.70
%
|
0.70
%
|
0.70
%
|
0.70
%
|
Ratio of net investment income (loss) to average net assets
|
0.53
%
|
0.74
%
|
0.76
%
|
0.38
%
|
0.86
%
|
Portfolio turnover rate (d)
|
133
%
|
119
%
|
118
%
|
114
%
|
98
%
|
(a)
|
Based on average shares outstanding.
|
(b)
|
The Fund received a payment from the advisor in the amount of $806, which represents less than $0.01 per share. Since the
advisor reimbursed
the Fund, there was no effect on the Fund’s total return.
|
(c)
|
Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment
of all
distributions at net asset value during the period, and redemption at net asset value on the last day of the period. The returns
presented do not
reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares.
Total return is
calculated for the time period presented and is not annualized for periods of less than a year.
|
(d)
|
Portfolio turnover is calculated for the time period presented and is not annualized for periods of less than a year and does
not include securities
received or delivered from processing creations or redemptions and in-kind transactions.
|
|
Year Ended September 30,
|
||||
|
2023
|
2022
|
2021
|
2020
|
2019
|
Net asset value, beginning of period
|
$38.56
|
$48.80
|
$34.78
|
$27.63
|
$28.49
|
Income from investment operations:
|
|
|
|
|
|
Net investment income (loss)
|
0.16
(a)
|
0.31
|
0.04
|
0.50
|
0.06
|
Net realized and unrealized gain (loss)
|
6.88
|
(10.25
)
|
14.04
|
7.16
|
(0.86
)
|
Total from investment operations
|
7.04
|
(9.94
)
|
14.08
|
7.66
|
(0.80
)
|
Distributions paid to shareholders from:
|
|
|
|
|
|
Net investment income
|
(0.16
)
|
(0.30
)
|
(0.06
)
|
(0.51
)
|
(0.06
)
|
Net asset value, end of period
|
$45.44
|
$38.56
|
$48.80
|
$34.78
|
$27.63
|
Total return (b)
|
18.29
%
|
(20.53
)%
|
40.50
%
|
28.27
%
|
(2.78
)%
|
|
|||||
Ratios to average net assets/supplemental data:
|
|
|
|
|
|
Net assets, end of period (in 000’s)
|
$4,964,584
|
$4,731,083
|
$4,770,298
|
$2,178,988
|
$979,650
|
Ratio of total expenses to average net assets
|
0.59
%
|
0.60
%
|
0.60
%
|
0.60
%
|
0.60
%
|
Ratio of net investment income (loss) to average net
assets
|
0.38
%
|
0.63
%
|
0.07
%
|
1.54
%
|
0.20
%
|
Portfolio turnover rate (c)
|
30
%
|
54
%
|
35
%
|
46
%
|
58
%
|
(a)
|
Based on average shares outstanding.
|
(b)
|
Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment
of all
distributions at net asset value during the period, and redemption at net asset value on the last day of the period. The returns
presented do not
reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares.
Total return is
calculated for the time period presented and is not annualized for periods of less than a year.
|
(c)
|
Portfolio turnover is calculated for the time period presented and is not annualized for periods of less than a year and does
not include securities
received or delivered from processing creations or redemptions and in-kind transactions.
|
|
Year Ended September 30,
|
Period
Ended
9/30/2019 (a)
|
|||
|
2023
|
2022
|
2021
|
2020
|
|
Net asset value, beginning of period
|
$17.10
|
$30.55
|
$24.88
|
$19.66
|
$19.70
|
Income from investment operations:
|
|
|
|
|
|
Net investment income (loss)
|
0.30
(b)
|
0.36
|
0.25
|
0.22
|
0.33
|
Net realized and unrealized gain (loss)
|
3.72
|
(13.43
)
|
5.75
|
5.30
|
(0.06
)
|
Total from investment operations
|
4.02
|
(13.07
)
|
6.00
|
5.52
|
0.27
|
Distributions paid to shareholders from:
|
|
|
|
|
|
Net investment income
|
(0.30
)
|
(0.38
)
|
(0.33
)
|
(0.30
)
|
(0.31
)
|
Net asset value, end of period
|
$20.82
|
$17.10
|
$30.55
|
$24.88
|
$19.66
|
Total return (c)
|
23.49
%
|
(42.95
)%
|
24.19
%
|
28.33
%
|
1.32
%
|
|
|||||
Ratios to average net assets/supplemental data:
|
|
|
|
|
|
Net assets, end of period (in 000’s)
|
$4,164
|
$5,131
|
$10,692
|
$2,488
|
$1,966
|
Ratio of total expenses to average net assets
|
0.70
%
|
0.70
%
|
0.70
%
|
0.70
%
|
0.70
% (d)
|
Ratio of net investment income (loss) to average net assets
|
1.42
%
|
1.31
%
|
0.51
%
|
0.74
%
|
1.77
% (d)
|
Portfolio turnover rate (e)
|
119
%
|
118
%
|
118
%
|
63
%
|
67
%
|
(a)
|
Inception date is October 4, 2018, which is consistent with the commencement of investment operations and is the date the
initial creation units
were established.
|
(b)
|
Based on average shares outstanding.
|
(c)
|
Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment
of all
distributions at net asset value during the period, and redemption at net asset value on the last day of the period. The returns
presented do not
reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares.
Total return is
calculated for the time period presented and is not annualized for periods of less than a year.
|
(d)
|
Annualized.
|
(e)
|
Portfolio turnover is calculated for the time period presented and is not annualized for periods of less than a year and does
not include securities
received or delivered from processing creations or redemptions and in-kind transactions.
|
|
Year Ended September 30,
|
Period
Ended
9/30/2019 (a)
|
|||
|
2023
|
2022
|
2021
|
2020
|
|
Net asset value, beginning of period
|
$19.49
|
$39.96
|
$39.08
|
$21.02
|
$19.69
|
Income from investment operations:
|
|
|
|
|
|
Net investment income (loss)
|
0.08
(b)
|
0.00
(b) (c)
|
(0.18
)
|
(0.03
)
|
0.75
|
Net realized and unrealized gain (loss)
|
1.49
|
(20.47
)
|
1.13
(d)
|
18.40
|
1.04
|
Total from investment operations
|
1.57
|
(20.47
)
|
0.95
|
18.37
|
1.79
|
Distributions paid to shareholders from:
|
|
|
|
|
|
Net investment income
|
(0.09
)
|
—
|
(0.07
)
|
(0.31
)
|
(0.46
)
|
Net asset value, end of period
|
$20.97
|
$19.49
|
$39.96
|
$39.08
|
$21.02
|
Total return (e)
|
7.99
%
|
(51.23
)%
|
2.42
%
|
88.27
%
|
9.07
%
|
|
|||||
Ratios to average net assets/supplemental data:
|
|
|
|
|
|
Net assets, end of period (in 000’s)
|
$26,208
|
$29,232
|
$103,903
|
$48,850
|
$4,204
|
Ratio of total expenses to average net assets
|
0.65
%
|
0.65
%
|
0.65
%
|
0.65
%
|
0.65
% (f)
|
Ratio of net investment income (loss) to average net assets
|
0.37
%
|
0.00
% (g)
|
(0.55
)%
|
(0.50
)%
|
4.42
% (f)
|
Portfolio turnover rate (h)
|
65
%
|
29
%
|
34
%
|
23
%
|
61
%
|
(a)
|
Inception date is November 5, 2018, which is consistent with the commencement of investment operations and is the date the
initial creation
units were established.
|
(b)
|
Based on average shares outstanding.
|
(c)
|
Amount represents less than $0.01.
|
(d)
|
The per share amount does not correlate with the aggregate realized and unrealized gain (loss) due to the timing of the Fund
share sales and
repurchases in relation to market value fluctuation of the underlying investments.
|
(e)
|
Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment
of all
distributions at net asset value during the period, and redemption at net asset value on the last day of the period. The returns
presented do not
reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares.
Total return is
calculated for the time period presented and is not annualized for periods of less than a year.
|
(f)
|
Annualized.
|
(g)
|
Amount is less than 0.01%.
|
(h)
|
Portfolio turnover is calculated for the time period presented and is not annualized for periods of less than a year and does
not include securities
received or delivered from processing creations or redemptions and in-kind transactions.
|
First Trust STOXX® European Select Dividend Index Fund – (NYSE Arca, Inc. (“NYSE Arca”) ticker “FDD”)
|
First Trust Alerian Disruptive Technology Real Estate ETF – (NYSE Arca ticker “DTRE”)
|
First Trust Dow Jones Global Select Dividend Index Fund – (NYSE Arca ticker “FGD”)
|
First Trust Global Wind Energy ETF – (NYSE Arca ticker “FAN”)
|
First Trust Alerian U.S. NextGen Infrastructure ETF – (NYSE Arca ticker “RBLD”)
|
First Trust NASDAQ® Clean Edge® Smart Grid Infrastructure Index Fund – (Nasdaq, Inc. (“Nasdaq”) ticker “GRID”)
|
First Trust Indxx Global Natural Resources Income ETF – (Nasdaq ticker “FTRI”)
|
First Trust Indxx Global Agriculture ETF – (Nasdaq ticker “FTAG”)
|
First Trust Indxx NextG ETF – (Nasdaq ticker “NXTG”)
|
First Trust S-Network Future Vehicles & Technology ETF – (Nasdaq ticker “CARZ”)
|
First Trust Cloud Computing ETF – (Nasdaq ticker “SKYY”)
|
First Trust International Equity Opportunities ETF – (Nasdaq ticker “FPXI”)
|
First Trust Nasdaq Cybersecurity ETF – (Nasdaq ticker “CIBR”)
|
First Trust IPOX® Europe Equity Opportunities ETF – (Nasdaq ticker “FPXE”)
|
First Trust Dow Jones International Internet ETF – (Nasdaq ticker “FDNI”)
|
Fund
|
Index
|
First Trust STOXX® European Select Dividend Index Fund
|
STOXX® Europe Select Dividend 30 Index
|
First Trust Alerian Disruptive Technology Real Estate ETF
|
Alerian Disruptive Technology Real Estate Index
|
First Trust Dow Jones Global Select Dividend Index Fund
|
Dow Jones Global Select Dividend Index
|
First Trust Global Wind Energy ETF
|
ISE Clean Edge Global Wind EnergyTM Index
|
First Trust Alerian U.S. NextGen Infrastructure ETF
|
Alerian U.S. NextGen Infrastructure Index
|
First Trust NASDAQ® Clean Edge® Smart Grid
Infrastructure Index Fund
|
Nasdaq Clean Edge Smart Grid InfrastructureTM Index
|
First Trust Indxx Global Natural Resources Income ETF
|
Indxx Global Natural Resources Income Index
|
First Trust Indxx Global Agriculture ETF
|
Indxx Global Agriculture Index
|
First Trust Indxx NextG ETF
|
Indxx 5G & NextG Thematic IndexSM
|
First Trust S-Network Future Vehicles & Technology ETF
|
S-Network Electric & Future Vehicle Ecosystem Index
|
First Trust Cloud Computing ETF
|
ISE CTA Cloud ComputingTM Index
|
First Trust International Equity Opportunities ETF
|
IPOX® International Index
|
First Trust Nasdaq Cybersecurity ETF
|
Nasdaq CTA CybersecurityTM Index
|
First Trust IPOX® Europe Equity Opportunities ETF
|
IPOX®-100 Europe Index
|
First Trust Dow Jones International Internet ETF
|
Dow Jones International Internet Index
|
|
Distributions
paid from
Ordinary
Income
|
Distributions
paid from
Capital
Gains
|
Distributions
paid from
Return of
Capital
|
First Trust STOXX® European Select Dividend Index Fund
|
$11,339,350
|
$—
|
$—
|
First Trust Alerian Disruptive Technology Real Estate ETF
|
637,446
|
—
|
—
|
First Trust Dow Jones Global Select Dividend Index Fund
|
39,597,608
|
—
|
—
|
First Trust Global Wind Energy ETF
|
4,348,626
|
—
|
—
|
First Trust Alerian U.S. NextGen Infrastructure ETF
|
97,141
|
—
|
—
|
First Trust NASDAQ® Clean Edge® Smart Grid Infrastructure Index Fund
|
10,318,462
|
—
|
—
|
First Trust Indxx Global Natural Resources Income ETF
|
15,107,267
|
—
|
—
|
First Trust Indxx Global Agriculture ETF
|
569,279
|
—
|
—
|
First Trust Indxx NextG ETF
|
6,776,282
|
—
|
—
|
First Trust S-Network Future Vehicles & Technology ETF
|
653,962
|
—
|
—
|
First Trust Cloud Computing ETF
|
—
|
—
|
—
|
First Trust International Equity Opportunities ETF
|
1,774,581
|
—
|
—
|
First Trust Nasdaq Cybersecurity ETF
|
18,090,451
|
—
|
—
|
First Trust IPOX® Europe Equity Opportunities ETF
|
74,090
|
—
|
—
|
First Trust Dow Jones International Internet ETF
|
121,095
|
—
|
—
|
|
Distributions
paid from
Ordinary
Income
|
Distributions
paid from
Capital
Gains
|
Distributions
paid from
Return of
Capital
|
First Trust STOXX® European Select Dividend Index Fund
|
$13,077,255
|
$—
|
$—
|
First Trust Alerian Disruptive Technology Real Estate ETF
|
1,182,167
|
—
|
—
|
First Trust Dow Jones Global Select Dividend Index Fund
|
33,007,963
|
—
|
—
|
First Trust Global Wind Energy ETF
|
4,523,536
|
—
|
—
|
First Trust Alerian U.S. NextGen Infrastructure ETF
|
174,012
|
—
|
—
|
First Trust NASDAQ® Clean Edge® Smart Grid Infrastructure Index Fund
|
6,402,097
|
—
|
—
|
First Trust Indxx Global Natural Resources Income ETF
|
14,042,378
|
—
|
—
|
First Trust Indxx Global Agriculture ETF
|
278,287
|
—
|
—
|
First Trust Indxx NextG ETF
|
21,161,695
|
4,454,950
|
—
|
First Trust S-Network Future Vehicles & Technology ETF
|
1,776,897
|
—
|
—
|
First Trust Cloud Computing ETF
|
47,254,977
|
—
|
—
|
First Trust International Equity Opportunities ETF
|
4,260,436
|
—
|
—
|
First Trust Nasdaq Cybersecurity ETF
|
33,554,011
|
—
|
—
|
First Trust IPOX® Europe Equity Opportunities ETF
|
115,891
|
—
|
—
|
First Trust Dow Jones International Internet ETF
|
—
|
—
|
—
|
|
Undistributed
Ordinary
Income
|
Accumulated
Capital and
Other
Gain (Loss)
|
Net
Unrealized
Appreciation
(Depreciation)
|
First Trust STOXX® European Select Dividend Index Fund
|
$1,406,286
|
$(84,715,028
)
|
$(16,836,923
)
|
First Trust Alerian Disruptive Technology Real Estate ETF
|
151,779
|
(7,722,637
)
|
(408,566
)
|
First Trust Dow Jones Global Select Dividend Index Fund
|
4,982,215
|
(209,201,024
)
|
(89,309,172
)
|
First Trust Global Wind Energy ETF
|
340,291
|
(75,299,201
)
|
(73,068,366
)
|
First Trust Alerian U.S. NextGen Infrastructure ETF
|
5,031
|
(8,980,153
)
|
198,179
|
First Trust NASDAQ® Clean Edge® Smart Grid Infrastructure Index Fund
|
593,843
|
(51,618,361
)
|
(16,518,598
)
|
First Trust Indxx Global Natural Resources Income ETF
|
1,345,983
|
(95,394,649
)
|
(21,199,076
)
|
First Trust Indxx Global Agriculture ETF
|
21,909
|
(21,056,332
)
|
(3,414,171
)
|
First Trust Indxx NextG ETF
|
928,216
|
(11,135,895
)
|
(34,547,005
)
|
First Trust S-Network Future Vehicles & Technology ETF
|
61,694
|
(15,410,071
)
|
(4,314,215
)
|
First Trust Cloud Computing ETF
|
—
|
(1,517,519,715
)
|
(121,708,848
)
|
First Trust International Equity Opportunities ETF
|
98,369
|
(362,941,971
)
|
14,544,261
|
First Trust Nasdaq Cybersecurity ETF
|
878,527
|
(648,374,027
)
|
307,851,876
|
First Trust IPOX® Europe Equity Opportunities ETF
|
33,970
|
(4,014,153
)
|
290,838
|
First Trust Dow Jones International Internet ETF
|
—
|
(20,256,808
)
|
(18,244,575
)
|
|
Non-Expiring
Capital Loss
Carryforwards
|
First Trust STOXX® European Select Dividend Index Fund
|
$84,715,028
|
First Trust Alerian Disruptive Technology Real Estate ETF*
|
7,722,637
|
First Trust Dow Jones Global Select Dividend Index Fund
|
209,201,024
|
First Trust Global Wind Energy ETF
|
75,299,201
|
First Trust Alerian U.S. NextGen Infrastructure ETF
|
8,980,153
|
First Trust NASDAQ® Clean Edge® Smart Grid Infrastructure Index Fund
|
51,618,361
|
First Trust Indxx Global Natural Resources Income ETF
|
95,394,649
|
First Trust Indxx Global Agriculture ETF
|
21,056,332
|
First Trust Indxx NextG ETF
|
11,135,895
|
First Trust S-Network Future Vehicles & Technology ETF
|
15,410,071
|
First Trust Cloud Computing ETF
|
1,517,519,715
|
First Trust International Equity Opportunities ETF
|
362,941,971
|
First Trust Nasdaq Cybersecurity ETF
|
648,374,027
|
First Trust IPOX® Europe Equity Opportunities ETF
|
4,014,153
|
First Trust Dow Jones International Internet ETF
|
20,256,808
|
*
|
$75,097 of First Trust Alerian Disruptive Technology Real Estate ETF’s non-expiring net capital losses is subject to loss limitation
resulting from reorganization activity. This limitation generally reduces the utilization of these losses to a maximum of
$38,346 per
year.
|
|
Capital Loss
Carryforward
Utilized
|
First Trust Alerian U.S. NextGen Infrastructure ETF
|
$10,164
|
|
Accumulated
Net Investment
Income (Loss)
|
Accumulated
Net Realized
Gain (Loss)
on Investments
|
Paid-In
Capital
|
First Trust STOXX® European Select Dividend Index Fund
|
$(97,884
)
|
$3,177,787
|
$(3,079,903
)
|
First Trust Alerian Disruptive Technology Real Estate ETF
|
405,848
|
(971,279
)
|
565,431
|
First Trust Dow Jones Global Select Dividend Index Fund
|
(1,058,041
)
|
6,162,711
|
(5,104,670
)
|
First Trust Global Wind Energy ETF
|
(41,458
)
|
(4,900,812
)
|
4,942,270
|
First Trust Alerian U.S. NextGen Infrastructure ETF
|
834
|
254,436
|
(255,270
)
|
First Trust NASDAQ® Clean Edge® Smart Grid Infrastructure Index Fund
|
(209,329
)
|
(25,875,246
)
|
26,084,575
|
First Trust Indxx Global Natural Resources Income ETF
|
(117,149
)
|
(1,041,928
)
|
1,159,077
|
First Trust Indxx Global Agriculture ETF
|
(20,056
)
|
385,144
|
(365,088
)
|
First Trust Indxx NextG ETF
|
(538,865
)
|
(15,775,579
)
|
16,314,444
|
First Trust S-Network Future Vehicles & Technology ETF
|
(10,643
)
|
(1,426,004
)
|
1,436,647
|
First Trust Cloud Computing ETF
|
1,895,329
|
(182,422,627
)
|
180,527,298
|
First Trust International Equity Opportunities ETF
|
(128,069
)
|
(5,186,349
)
|
5,314,418
|
First Trust Nasdaq Cybersecurity ETF
|
32,782
|
(128,880,865
)
|
128,848,083
|
First Trust IPOX® Europe Equity Opportunities ETF
|
2,385
|
(425,561
)
|
423,176
|
First Trust Dow Jones International Internet ETF
|
13,862
|
3,219,454
|
(3,233,316
)
|
|
Tax Cost
|
Gross
Unrealized
Appreciation
|
Gross
Unrealized
(Depreciation)
|
Net Unrealized
Appreciation
(Depreciation)
|
First Trust STOXX® European Select Dividend Index
Fund
|
$193,629,187
|
$10,020,849
|
$(26,707,280
)
|
$(16,686,431
)
|
First Trust Alerian Disruptive Technology Real Estate
ETF
|
20,955,809
|
1,883,864
|
(2,289,476
)
|
(405,612
)
|
First Trust Dow Jones Global Select Dividend Index Fund
|
717,470,762
|
33,520,144
|
(122,681,036
)
|
(89,160,892
)
|
First Trust Global Wind Energy ETF
|
282,735,296
|
13,730,962
|
(86,772,108
)
|
(73,041,146
)
|
First Trust Alerian U.S. NextGen Infrastructure ETF
|
7,385,022
|
909,792
|
(710,811
)
|
198,981
|
First Trust NASDAQ® Clean Edge® Smart Grid
Infrastructure Index Fund
|
1,034,550,373
|
90,977,588
|
(107,497,554
)
|
(16,519,966
)
|
|
Tax Cost
|
Gross
Unrealized
Appreciation
|
Gross
Unrealized
(Depreciation)
|
Net Unrealized
Appreciation
(Depreciation)
|
First Trust Indxx Global Natural Resources Income ETF
|
$259,967,394
|
$8,007,887
|
$(29,046,804
)
|
$(21,038,917
)
|
First Trust Indxx Global Agriculture ETF
|
16,136,690
|
646,719
|
(4,025,638
)
|
(3,378,919
)
|
First Trust Indxx NextG ETF
|
420,705,411
|
38,127,293
|
(72,301,396
)
|
(34,174,103
)
|
First Trust S-Network Future Vehicles & Technology
ETF
|
47,383,312
|
3,375,805
|
(7,686,167
)
|
(4,310,362
)
|
First Trust Cloud Computing ETF
|
2,768,891,447
|
476,004,385
|
(597,713,233
)
|
(121,708,848
)
|
First Trust International Equity Opportunities ETF
|
155,660,026
|
19,884,913
|
(5,332,773
)
|
14,552,140
|
First Trust Nasdaq Cybersecurity ETF
|
4,650,694,733
|
756,413,252
|
(448,557,865
)
|
307,855,387
|
First Trust IPOX® Europe Equity Opportunities ETF
|
3,865,773
|
523,844
|
(232,811
)
|
291,033
|
First Trust Dow Jones International Internet ETF
|
43,606,763
|
495,792
|
(18,740,343
)
|
(18,244,551
)
|
Fund
|
Licensor
|
First Trust STOXX® European Select Dividend Index Fund
|
STOXX Limited
|
First Trust Alerian Disruptive Technology Real Estate ETF
|
VettaFi LLC
|
First Trust Dow Jones Global Select Dividend Index Fund
|
S&P Dow Jones Indices LLC
|
First Trust Global Wind Energy ETF
|
Nasdaq, Inc.
|
First Trust Alerian U.S. NextGen Infrastructure ETF
|
VettaFi LLC
|
First Trust NASDAQ® Clean Edge® Smart Grid
Infrastructure Index Fund
|
Nasdaq, Inc.
|
First Trust Indxx Global Natural Resources Income ETF
|
Indxx, Inc.
|
First Trust Indxx Global Agriculture ETF
|
Indxx, Inc.
|
First Trust Indxx NextG ETF
|
Indxx, Inc.
|
First Trust S-Network Future Vehicles & Technology ETF
|
VettaFi LLC
|
First Trust Cloud Computing ETF
|
Nasdaq, Inc.
|
First Trust International Equity Opportunities ETF
|
IPOX® Schuster LLC
|
First Trust Nasdaq Cybersecurity ETF
|
Nasdaq, Inc.
|
First Trust IPOX® Europe Equity Opportunities ETF
|
IPOX® Schuster LLC
|
First Trust Dow Jones International Internet ETF
|
S&P Dow Jones Indices LLC
|
Breakpoints
|
RBLD
|
SKYY
|
CIBR
|
Fund net assets up to and including $2.5 billion
|
0.65000
%
|
0.600
%
|
0.600
%
|
Fund net assets greater than $2.5 billion up to and including $5 billion
|
0.63375
%
|
0.585
%
|
0.585
%
|
Fund net assets greater than $5 billion up to and including $7.5 billion
|
0.61750
%
|
0.570
%
|
0.570
%
|
Fund net assets greater than $7.5 billion up to and including $10 billion
|
0.60125
%
|
0.555
%
|
0.555
%
|
Fund net assets greater than $10 billion up to and including $15 billion
|
0.58500
%
|
0.540
%
|
0.540
%
|
Fund net assets greater than $15 billion
|
0.55250
%
|
0.510
%
|
0.510
%
|
Breakpoints
|
DTRE
|
FTRI
|
FTAG
|
NXTG
|
Fund net assets up to and including $2.5 billion
|
0.600
%
|
0.7000
%
|
0.7000
%
|
0.7000
%
|
Fund net assets greater than $2.5 billion up to and including $5 billion
|
0.585
%
|
0.6825
%
|
0.6825
%
|
0.6825
%
|
Fund net assets greater than $5 billion up to and including $7.5 billion
|
0.570
%
|
0.6650
%
|
0.6650
%
|
0.6650
%
|
Fund net assets greater than $7.5 billion up to and including $10 billion
|
0.555
%
|
0.6475
%
|
0.6475
%
|
0.6475
%
|
Fund net assets greater than $10 billion
|
0.540
%
|
0.6300
%
|
0.6300
%
|
0.6300
%
|
Breakpoints
|
CARZ
|
FPXI
|
FPXE
|
FDNI
|
Fund net assets up to and including $2.5 billion
|
0.7000
%
|
0.7000
%
|
0.7000
%
|
0.65000
%
|
Fund net assets greater than $2.5 billion up to and including $5 billion
|
0.6825
%
|
0.6825
%
|
0.6825
%
|
0.63375
%
|
Fund net assets greater than $5 billion up to and including $7.5 billion
|
0.6650
%
|
0.6650
%
|
0.6650
%
|
0.61750
%
|
Fund net assets greater than $7.5 billion up to and including $10 billion
|
0.6475
%
|
0.6475
%
|
0.6475
%
|
0.60125
%
|
Fund net assets greater than $10 billion
|
0.6300
%
|
0.6300
%
|
0.6300
%
|
0.58500
%
|
|
% of Daily
Net Assets
|
First Trust Alerian Disruptive Technology Real Estate ETF
|
0.60
%
|
First Trust Alerian U.S. NextGen Infrastructure ETF
|
0.65
%
|
First Trust Indxx Global Natural Resources Income ETF
|
0.70
%
|
First Trust Indxx Global Agriculture ETF
|
0.70
%
|
First Trust Indxx NextG ETF
|
0.70
%
|
First Trust S-Network Future Vehicles & Technology ETF
|
0.70
%
|
First Trust Cloud Computing ETF
|
0.60
%
|
First Trust International Equity Opportunities ETF
|
0.70
%
|
First Trust Nasdaq Cybersecurity ETF
|
0.60
%
|
First Trust IPOX® Europe Equity Opportunities ETF
|
0.70
%
|
First Trust Dow Jones International Internet ETF
|
0.65
%
|
Breakpoints
|
|
Fund net assets up to and including $2.5 billion
|
0.40
%
|
Fund net assets greater than $2.5 billion up to and including $5 billion
|
0.39
%
|
Fund net assets greater than $5 billion up to and including $7.5 billion
|
0.38
%
|
Fund net assets greater than $7.5 billion up to and including $10 billion
|
0.37
%
|
Fund net assets greater than $10 billion
|
0.36
%
|
|
Expense Cap
|
First Trust STOXX® European Select Dividend Index Fund
|
0.60
%
|
First Trust Dow Jones Global Select Dividend Index Fund
|
0.60
%
|
First Trust Global Wind Energy ETF
|
0.60
%
|
First Trust NASDAQ® Clean Edge® Smart Grid Infrastructure Index Fund
|
0.70
%
|
|
Purchases
|
Sales
|
First Trust STOXX® European Select Dividend Index Fund
|
$87,764,807
|
$87,407,437
|
First Trust Alerian Disruptive Technology Real Estate ETF
|
9,623,121
|
9,568,091
|
First Trust Dow Jones Global Select Dividend Index Fund
|
275,415,402
|
246,666,769
|
|
Purchases
|
Sales
|
First Trust Global Wind Energy ETF
|
$66,970,623
|
$65,557,843
|
First Trust Alerian U.S. NextGen Infrastructure ETF
|
2,458,452
|
2,439,191
|
First Trust NASDAQ® Clean Edge® Smart Grid Infrastructure Index Fund
|
205,268,543
|
179,825,415
|
First Trust Indxx Global Natural Resources Income ETF
|
210,395,233
|
209,145,805
|
First Trust Indxx Global Agriculture ETF
|
2,685,832
|
4,278,114
|
First Trust Indxx NextG ETF
|
63,289,388
|
93,200,217
|
First Trust S-Network Future Vehicles & Technology ETF
|
16,753,565
|
17,701,463
|
First Trust Cloud Computing ETF
|
950,276,042
|
943,997,599
|
First Trust International Equity Opportunities ETF
|
316,937,408
|
343,417,811
|
First Trust Nasdaq Cybersecurity ETF
|
1,455,471,600
|
1,440,731,428
|
First Trust IPOX® Europe Equity Opportunities ETF
|
6,526,411
|
6,514,780
|
First Trust Dow Jones International Internet ETF
|
19,434,191
|
19,344,883
|
|
Purchases
|
Sales
|
First Trust STOXX® European Select Dividend Index Fund
|
$18,002,835
|
$23,509,311
|
First Trust Alerian Disruptive Technology Real Estate ETF
|
—
|
3,967,797
|
First Trust Dow Jones Global Select Dividend Index Fund
|
135,094,900
|
64,553,178
|
First Trust Global Wind Energy ETF
|
16,856,490
|
50,645,513
|
First Trust Alerian U.S. NextGen Infrastructure ETF
|
—
|
2,145,764
|
First Trust NASDAQ® Clean Edge® Smart Grid Infrastructure Index Fund
|
470,429,377
|
113,637,426
|
First Trust Indxx Global Natural Resources Income ETF
|
91,312,151
|
62,148,802
|
First Trust Indxx Global Agriculture ETF
|
—
|
8,376,868
|
First Trust Indxx NextG ETF
|
20,679,712
|
174,661,227
|
First Trust S-Network Future Vehicles & Technology ETF
|
10,052,530
|
18,096,385
|
First Trust Cloud Computing ETF
|
140,843,105
|
1,070,375,159
|
First Trust International Equity Opportunities ETF
|
—
|
153,123,326
|
First Trust Nasdaq Cybersecurity ETF
|
126,155,449
|
665,107,548
|
First Trust IPOX® Europe Equity Opportunities ETF
|
—
|
2,154,160
|
First Trust Dow Jones International Internet ETF
|
3,814,002
|
9,780,631
|
Individual Funds
Included in the Trust
|
Financial Highlights
|
First Trust STOXX® European Select
Dividend Index Fund
|
For the years ended September 30, 2023, 2022, 2021, 2020 and 2019
|
First Trust Alerian Disruptive Technology
Real Estate ETF
|
|
First Trust Dow Jones Global Select Dividend
Index Fund
|
|
First Trust Global Wind Energy ETF
|
|
First Trust Alerian U.S. NextGen
Infrastructure ETF
|
|
First Trust NASDAQ® Clean Edge® Smart
Grid Infrastructure Index Fund
|
|
First Trust Indxx Global Natural Resources
Income ETF
|
|
First Trust Indxx Global Agriculture ETF
|
|
First Trust Indxx NextG ETF
|
|
First Trust S-Network Future Vehicles &
Technology ETF
|
|
First Trust Cloud Computing ETF
|
|
First Trust International Equity Opportunities
ETF
|
|
First Trust Nasdaq Cybersecurity ETF
|
|
First Trust IPOX® Europe Equity
Opportunities ETF
|
For the years ended September 30, 2023, 2022, 2021, 2020 and for the period from
October 4, 2018 (commencement of investment operations) through September 30,
2019
|
First Trust Dow Jones International Internet
ETF
|
For the years ended September 30, 2023, 2022, 2021, 2020 and for the period from
November 5, 2018 (commencement of investment operations) through
September 30, 2019
|
/s/ Deloitte & Touche, LLP
|
Dividends Received
Deduction
|
First Trust STOXX® European Select Dividend Index Fund
|
0.00
%
|
First Trust Alerian Disruptive Technology Real Estate ETF
|
0.00
%
|
First Trust Dow Jones Global Select Dividend Index Fund
|
7.77
%
|
First Trust Global Wind Energy ETF
|
14.56
%
|
First Trust Alerian U.S. NextGen Infrastructure ETF
|
100.00
%
|
First Trust NASDAQ® Clean Edge® Smart Grid
Infrastructure Index Fund
|
21.97
%
|
First Trust Indxx Global Natural Resources Income ETF
|
12.71
%
|
First Trust Indxx Global Agriculture ETF
|
16.38
%
|
First Trust Indxx NextG ETF
|
20.37
%
|
First Trust S-Network Future Vehicles & Technology ETF
|
38.16
%
|
First Trust Cloud Computing ETF
|
0.00
%
|
First Trust International Equity Opportunities ETF
|
0.00
%
|
First Trust Nasdaq Cybersecurity ETF
|
100.00
%
|
First Trust IPOX® Europe Equity Opportunities ETF
|
0.00
%
|
First Trust Dow Jones International Internet ETF
|
0.00
%
|
|
Qualified Dividend
Income
|
First Trust STOXX® European Select Dividend Index Fund
|
100.00
%
|
First Trust Alerian Disruptive Technology Real Estate ETF
|
6.08
%
|
First Trust Dow Jones Global Select Dividend Index Fund
|
100.00
%
|
First Trust Global Wind Energy ETF
|
100.00
%
|
First Trust Alerian U.S. NextGen Infrastructure ETF
|
100.00
%
|
First Trust NASDAQ® Clean Edge® Smart Grid
Infrastructure Index Fund
|
100.00
%
|
First Trust Indxx Global Natural Resources Income ETF
|
100.00
%
|
First Trust Indxx Global Agriculture ETF
|
100.00
%
|
First Trust Indxx NextG ETF
|
86.76
%
|
First Trust S-Network Future Vehicles & Technology ETF
|
100.00
%
|
|
Qualified Dividend
Income
|
First Trust Cloud Computing ETF
|
0.00
%
|
First Trust International Equity Opportunities ETF
|
100.00
%
|
First Trust Nasdaq Cybersecurity ETF
|
100.00
%
|
First Trust IPOX® Europe Equity Opportunities ETF
|
91.41
%
|
First Trust Dow Jones International Internet ETF
|
37.28
%
|
|
Gross Foreign Income
|
Foreign Taxes Paid
|
||
|
Amount
|
Per Share
|
Amount
|
Per Share
|
First Trust STOXX® European Select Dividend Index Fund
|
$15,410,908
|
$0.94
|
$1,808,986
|
$0.11
|
First Trust Dow Jones Global Select Dividend Index Fund
|
48,468,431
|
1.58
|
5,685,051
|
0.19
|
First Trust Global Wind Energy ETF
|
5,239,034
|
0.37
|
624,405
|
0.04
|
First Trust NASDAQ® Clean Edge® Smart Grid Infrastructure
Index Fund
|
10,129,001
|
0.93
|
910,197
|
0.08
|
First Trust Indxx Global Natural Resources Income ETF
|
15,550,051
|
0.85
|
779,364
|
0.04
|
First Trust Indxx Global Agriculture ETF
|
632,990
|
1.29
|
90,240
|
0.18
|
First Trust Indxx NextG ETF
|
8,948,163
|
1.60
|
1,323,494
|
0.24
|
First Trust International Equity Opportunities ETF
|
2,890,700
|
0.66
|
221,161
|
0.05
|
First Trust IPOX® Europe Equity Opportunities ETF
|
127,317
|
0.64
|
10,281
|
0.05
|
First Trust Dow Jones International Internet ETF
|
312,379
|
0.25
|
3,149
|
0.00
|
First Trust Alerian Disruptive Technology Real Estate ETF (DTRE)
|
First Trust Alerian U.S. NextGen Infrastructure ETF (RBLD)
|
First Trust Indxx Global Natural Resources Income ETF (FTRI)
|
First Trust Indxx Global Agriculture ETF (FTAG)
|
First Trust Indxx NextG ETF (NXTG)
|
First Trust S-Network Future Vehicles & Technology ETF (CARZ)
|
First Trust Cloud Computing ETF (SKYY)
|
First Trust International Equity Opportunities ETF (FPXI)
|
First Trust Nasdaq Cybersecurity ETF (CIBR)
|
First Trust IPOX® Europe Equity Opportunities ETF (FPXE)
|
First Trust Dow Jones International Internet ETF (FDNI)
|
First Trust STOXX® European Select Dividend Index Fund (FDD)
|
First Trust Dow Jones Global Select Dividend Index Fund (FGD)
|
First Trust Global Wind Energy ETF (FAN)
|
First Trust NASDAQ® Clean Edge® Smart Grid Infrastructure Index Fund (GRID)
|
Name,
Year of Birth and
Position with the Trust
|
Term of Office
and Year First
Elected or
Appointed
|
Principal Occupations
During Past 5 Years
|
Number of
Portfolios in
the First Trust
Fund Complex
Overseen by
Trustee
|
Other
Trusteeships or
Directorships
Held by Trustee
During Past
5 Years
|
INDEPENDENT TRUSTEES
|
||||
Richard E. Erickson, Trustee
(1951)
|
• Indefinite Term
• Since Inception
|
Retired; Physician, Edward-Elmhurst
Medical Group (2021 to September
2023); Physician and Officer,
Wheaton Orthopedics (1990 to 2021)
|
246
|
None
|
Thomas R. Kadlec, Trustee
(1957)
|
• Indefinite Term
• Since Inception
|
Retired; President, ADM Investors
Services, Inc. (Futures Commission
Merchant) (2010 to July 2022)
|
246
|
Director, National Futures
Association and ADMIS
Singapore Ltd.; Formerly,
Director of ADM Investor
Services, Inc., ADM Investor
Services International,
ADMIS Hong Kong Ltd., and
Futures Industry Association
|
Denise M. Keefe, Trustee
(1964)
|
• Indefinite Term
• Since 2021
|
Executive Vice President, Advocate
Aurora Health and President,
Advocate Aurora Continuing Health
Division (Integrated Healthcare
System)
|
246
|
Director and Board Chair of
Advocate Home Health
Services, Advocate Home
Care Products and Advocate
Hospice; Director and Board
Chair of Aurora At Home
(since 2018); Director of
Advocate Physician Partners
Accountable Care
Organization; Director of
RML Long Term Acute Care
Hospitals; Director of Senior
Helpers (since 2021); and
Director of MobileHelp
(since 2022)
|
Robert F. Keith, Trustee
(1956)
|
• Indefinite Term
• Since Inception
|
President, Hibs Enterprises (Financial
and Management Consulting)
|
246
|
Formerly, Director of Trust
Company of Illinois
|
Niel B. Nielson, Trustee
(1954)
|
• Indefinite Term
• Since Inception
|
Senior Advisor (2018 to Present),
Managing Director and Chief
Operating Officer (2015 to 2018),
Pelita Harapan Educational
Foundation (Educational Products
and Services)
|
246
|
None
|
Bronwyn Wright, Trustee
(1971)
|
• Indefinite Term
• Since 2023
|
Independent Director to a number of
Irish collective investment funds
(2009 to present); Various roles at
international affiliates of Citibank
(1994 to 2009), including Managing
Director, Citibank Europe plc and
Head of Securities and Fund Services,
Citi Ireland (2007 to 2009)
|
221
|
None
|
Name,
Year of Birth and
Position with the Trust
|
Term of Office
and Year First
Elected or
Appointed
|
Principal Occupations
During Past 5 Years
|
Number of
Portfolios in
the First Trust
Fund Complex
Overseen by
Trustee
|
Other
Trusteeships or
Directorships
Held by Trustee
During Past
5 Years
|
INTERESTED TRUSTEE
|
||||
James A. Bowen(1), Trustee,
Chairman of the Board
(1955)
|
• Indefinite Term
• Since Inception
|
Chief Executive Officer, First Trust
Advisors L.P. and First Trust
Portfolios L.P., Chairman of the
Board of Directors, BondWave LLC
(Software Development Company)
and Stonebridge Advisors LLC
(Investment Advisor)
|
246
|
None
|
Name and
Year of Birth
|
Position and
Offices
with Trust
|
Term of Office
and Length of
Service
|
Principal Occupations
During Past 5 Years
|
OFFICERS(2)
|
|||
James M. Dykas
(1966)
|
President and Chief
Executive Officer
|
• Indefinite Term
• Since Inception
|
Managing Director and Chief Financial Officer, First Trust
Advisors L.P. and First Trust Portfolios L.P.; Chief Financial
Officer, BondWave LLC (Software Development Company) and
Stonebridge Advisors LLC (Investment Advisor)
|
Derek D. Maltbie
(1972)
|
Treasurer, Chief Financial
Officer and Chief
Accounting Officer
|
• Indefinite Term
• Since 2023
|
Senior Vice President, First Trust Advisors L.P. and First Trust
Portfolios L.P., July 2021 to Present. Previously, Vice President,
First Trust Advisors L.P. and First Trust Portfolios L.P., 2014 -
2021.
|
W. Scott Jardine
(1960)
|
Secretary and Chief Legal
Officer
|
• Indefinite Term
• Since Inception
|
General Counsel, First Trust Advisors L.P. and First Trust
Portfolios L.P.; Secretary and General Counsel, BondWave LLC;
Secretary, Stonebridge Advisors LLC
|
Daniel J. Lindquist
(1970)
|
Vice President
|
• Indefinite Term
• Since Inception
|
Managing Director, First Trust Advisors L.P. and First Trust
Portfolios L.P.
|
Kristi A. Maher
(1966)
|
Chief Compliance Officer
and Assistant Secretary
|
• Indefinite Term
• Chief Compliance
Officer Since
January 2011
• Assistant Secretary
Since Inception
|
Deputy General Counsel, First Trust Advisors L.P. and First
Trust Portfolios L.P.
|
Roger F. Testin
(1966)
|
Vice President
|
• Indefinite Term
• Since Inception
|
Senior Vice President, First Trust Advisors L.P. and First Trust
Portfolios L.P.
|
Stan Ueland
(1970)
|
Vice President
|
• Indefinite Term
• Since Inception
|
Senior Vice President, First Trust Advisors L.P. and First Trust
Portfolios L.P.
|