First
Trust SMID Cap Rising Dividend Achievers ETF
(SDVY) |
First
Trust Dorsey Wright Momentum & Value ETF
(DVLU) |
First
Trust Dorsey Wright Momentum & Low Volatility ETF
(DVOL) |
2 | |
3 | |
4 | |
6 | |
8 | |
10 | |
11 | |
12 | |
14 | |
16 | |
18 | |
19 | |
20 | |
22 | |
25 | |
32 | |
33 | |
40 | |
42 |
Performance | |||||
|
|
Average
Annual Total
Returns |
Cumulative
Total Returns | ||
|
1
Year
Ended
9/30/23 |
5
Years
Ended
9/30/23 |
Inception
(11/1/17)
to
9/30/23 |
5
Years
Ended
9/30/23 |
Inception
(11/1/17)
to
9/30/23 |
Fund
Performance |
|
|
|
|
|
NAV |
25.25% |
7.80% |
7.94% |
45.55% |
57.08% |
Market
Price |
25.25% |
7.80% |
7.94% |
45.55% |
57.08% |
Index
Performance |
|
|
|
|
|
Nasdaq
US Small Mid Cap Rising Dividend
AchieversTM
Index |
26.17% |
8.44% |
8.61% |
49.98% |
62.92% |
S&P
1000®
Index |
13.86% |
5.19% |
6.71% |
28.76% |
46.82% |
Sector
Allocation |
%
of Total
Long-Term
Investments |
Financials |
29.4% |
Industrials |
24.2 |
Consumer
Discretionary |
14.0 |
Information
Technology |
11.2 |
Energy |
9.2 |
Materials |
6.1 |
Consumer
Staples |
3.0 |
Communication
Services |
1.9 |
Real
Estate |
1.0 |
Total |
100.0% |
Top
Ten Holdings |
%
of Total
Long-Term
Investments |
Steel
Dynamics, Inc. |
1.1% |
Watsco,
Inc. |
1.1 |
CONSOL
Energy, Inc. |
1.1 |
Cal-Maine
Foods, Inc. |
1.1 |
Alpha
Metallurgical Resources, Inc. |
1.1 |
Teradyne,
Inc. |
1.1 |
Sturm
Ruger & Co., Inc. |
1.1 |
Matson,
Inc. |
1.1 |
Columbia
Sportswear Co. |
1.1 |
Boise
Cascade Co. |
1.1 |
Total |
11.0% |
|
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. |
Performance | |||||
|
|
Average
Annual Total
Returns |
Cumulative
Total Returns | ||
|
1
Year
Ended
9/30/23 |
5
Years
Ended
9/30/23 |
Inception
(9/5/18)
to
9/30/23 |
5
Years
Ended
9/30/23 |
Inception
(9/5/18)
to
9/30/23 |
Fund
Performance |
|
|
|
|
|
NAV |
14.03% |
5.01% |
4.40% |
27.72% |
24.40% |
Market
Price |
14.03% |
5.00% |
4.41% |
27.64% |
24.45% |
Index
Performance |
|
|
|
|
|
Dorsey
Wright Momentum Plus ValueTM
Index |
14.88% |
5.68% |
5.07% |
31.85% |
28.49% |
S&P
500®
Index |
21.62% |
9.92% |
9.99% |
60.44% |
62.06% |
Sector
Allocation |
%
of Total
Long-Term
Investments |
Consumer
Discretionary |
26.0% |
Industrials |
20.6 |
Information
Technology |
12.0 |
Financials |
11.3 |
Materials |
9.7 |
Health
Care |
5.8 |
Utilities |
4.8 |
Consumer
Staples |
4.1 |
Energy |
3.6 |
Communication
Services |
1.1 |
Real
Estate |
1.0 |
Total |
100.0% |
Top
Ten Holdings |
%
of Total
Long-Term
Investments |
Dell
Technologies, Inc., Class C |
4.1% |
Old
Republic International Corp. |
3.3 |
Westlake
Corp. |
3.1 |
Lithia
Motors, Inc. |
3.0 |
Toll
Brothers, Inc. |
2.9 |
PulteGroup,
Inc. |
2.9 |
Molson
Coors Beverage Co., Class B |
2.8 |
Owens
Corning |
2.8 |
Capital
One Financial Corp. |
2.8 |
Textron,
Inc. |
2.8 |
Total |
30.5% |
|
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
(9/5/18)
to
9/30/23 |
5
Years
Ended
9/30/23 |
Inception
(9/5/18)
to
9/30/23 |
Fund
Performance |
|
|
|
|
|
NAV |
5.64% |
5.80% |
5.68% |
32.54% |
32.34% |
Market
Price |
5.59% |
5.78% |
5.69% |
32.46% |
32.39% |
Index
Performance |
|
|
|
|
|
Dorsey
Wright Momentum Plus Low VolatilityTM
Index |
6.33% |
6.47% |
6.36% |
36.84% |
36.69% |
S&P
500®
Index |
21.62% |
9.92% |
9.99% |
60.44% |
62.06% |
Sector
Allocation |
%
of Total
Long-Term
Investments |
Industrials |
30.0% |
Consumer
Discretionary |
18.4 |
Financials |
15.9 |
Health
Care |
13.3 |
Consumer
Staples |
11.2 |
Information
Technology |
5.1 |
Utilities |
3.5 |
Real
Estate |
2.6 |
Total |
100.0% |
Top
Ten Holdings |
%
of Total
Long-Term
Investments |
Procter
& Gamble (The) Co. |
3.2% |
McDonald’s
Corp. |
3.2 |
Chemed
Corp. |
3.0 |
Republic
Services, Inc. |
3.0 |
Arthur
J. Gallagher & Co. |
2.9 |
Waste
Management, Inc. |
2.9 |
Yum!
Brands, Inc. |
2.9 |
Marsh
& McLennan Cos., Inc. |
2.8 |
TJX
(The) Cos., Inc. |
2.8 |
Merck
& Co., Inc. |
2.8 |
Total |
29.5% |
|
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. |
|
Beginning
Account
Value
April
1, 2023
|
Ending
Account
Value
September
30, 2023
|
Annualized
Expense
Ratio
Based
on the
Six-Month
Period
|
Expenses
Paid
During
the
Six-Month
Period
(a) |
First
Trust SMID Cap Rising Dividend Achievers ETF (SDVY)
| ||||
Actual |
$1,000.00 |
$1,070.40 |
0.60% |
$3.11 |
Hypothetical
(5% return before expenses) |
$1,000.00 |
$1,022.06 |
0.60% |
$3.04 |
First
Trust Dorsey Wright Momentum & Value ETF (DVLU)
| ||||
Actual |
$1,000.00 |
$1,033.60 |
0.60% |
$3.06 |
Hypothetical
(5% return before expenses) |
$1,000.00 |
$1,022.06 |
0.60% |
$3.04 |
First
Trust Dorsey Wright Momentum & Low Volatility ETF (DVOL)
| ||||
Actual |
$1,000.00 |
$981.10 |
0.60% |
$2.98 |
Hypothetical
(5% return before expenses) |
$1,000.00 |
$1,022.06 |
0.60% |
$3.04 |
(a) |
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 — 99.9% | |||||
|
Automobiles
— 1.0%
|
| |||
245,956 |
Winnebago
Industries, Inc. |
$14,622,084 | |||
|
Banks
— 14.8%
|
| |||
390,001 |
Bank
OZK |
14,457,337 | |||
695,844 |
Cadence
Bank |
14,765,810 | |||
402,095 |
Cathay
General Bancorp |
13,976,822 | |||
345,834 |
Comerica,
Inc. |
14,369,403 | |||
649,822 |
Eagle
Bancorp, Inc. |
13,938,682 | |||
274,606 |
East
West Bancorp, Inc. |
14,474,482 | |||
1,098,984 |
First
BanCorp |
14,792,325 | |||
342,963 |
International
Bancshares Corp. |
14,864,016 | |||
506,902 |
OFG
Bancorp |
15,136,094 | |||
668,884 |
Pacific
Premier Bancorp, Inc. |
14,554,916 | |||
235,224 |
Popular,
Inc. |
14,821,464 | |||
494,386 |
Synovus
Financial Corp. |
13,743,931 | |||
807,911 |
Veritex
Holdings, Inc. |
14,502,002 | |||
193,358 |
Wintrust
Financial Corp. |
14,598,529 | |||
405,934 |
Zions
Bancorp N.A. |
14,163,037 | |||
|
|
217,158,850 | |||
|
Building
Products — 3.0%
|
| |||
124,821 |
Advanced
Drainage Systems,
Inc. |
14,208,375 | |||
109,469 |
Owens
Corning |
14,932,666 | |||
146,580 |
UFP
Industries, Inc. |
15,009,792 | |||
|
|
44,150,833 | |||
|
Capital
Markets — 1.9%
|
| |||
103,386 |
Evercore,
Inc., Class A |
14,254,861 | |||
225,702 |
Stifel
Financial Corp. |
13,867,131 | |||
|
|
28,121,992 | |||
|
Chemicals
— 1.0%
|
| |||
117,955 |
Westlake
Corp. |
14,705,450 | |||
|
Commercial
Services & Supplies
— 1.0%
|
| |||
94,498 |
Tetra
Tech, Inc. |
14,366,531 | |||
|
Communications
Equipment —
1.0%
|
| |||
529,937 |
Juniper
Networks, Inc. |
14,726,949 | |||
|
Construction
& Engineering —
1.0%
|
| |||
178,484 |
AECOM |
14,821,311 | |||
|
Consumer
Finance — 2.9%
|
| |||
513,964 |
Ally
Financial, Inc. |
13,712,559 | |||
1,052,267 |
SLM
Corp. |
14,331,877 | |||
456,824 |
Synchrony
Financial |
13,965,110 | |||
|
|
42,009,546 | |||
|
Electrical
Equipment — 2.0%
|
| |||
46,950 |
Hubbell,
Inc. |
14,714,600 | |||
99,523 |
Regal
Rexnord Corp. |
14,219,846 | |||
|
|
28,934,446 |
Shares |
Description |
Value | |||
| |||||
|
Electronic
Equipment,
Instruments
& Components —
5.0%
|
| |||
143,476 |
Advanced
Energy Industries,
Inc. |
$14,795,245 | |||
620,136 |
Benchmark
Electronics, Inc. |
15,044,499 | |||
262,957 |
Crane
NXT Co. |
14,612,521 | |||
59,485 |
Littelfuse,
Inc. |
14,711,830 | |||
599,965 |
Vishay
Intertechnology, Inc. |
14,831,135 | |||
|
|
73,995,230 | |||
|
Financial
Services — 5.8%
|
| |||
509,452 |
Equitable
Holdings, Inc. |
14,463,342 | |||
304,604 |
Essent
Group Ltd. |
14,404,723 | |||
370,411 |
Jackson
Financial, Inc., Class A |
14,157,108 | |||
866,585 |
MGIC
Investment Corp. |
14,463,304 | |||
574,200 |
Radian
Group, Inc. |
14,418,162 | |||
182,936 |
Walker
& Dunlop, Inc. |
13,581,169 | |||
|
|
85,487,808 | |||
|
Food
Products — 1.1%
|
| |||
326,102 |
Cal-Maine
Foods, Inc. |
15,789,859 | |||
|
Ground
Transportation — 3.0%
|
| |||
80,721 |
Landstar
System, Inc. |
14,282,774 | |||
732,822 |
Marten
Transport Ltd. |
14,443,922 | |||
530,111 |
Schneider
National, Inc., Class B |
14,678,773 | |||
|
|
43,405,469 | |||
|
Household
Durables — 5.9%
|
| |||
215,073 |
Century
Communities, Inc. |
14,362,575 | |||
484,120 |
Ethan
Allen Interiors, Inc. |
14,475,188 | |||
464,447 |
La-Z-Boy,
Inc. |
14,342,123 | |||
347,548 |
MDC
Holdings, Inc. |
14,329,404 | |||
197,695 |
PulteGroup,
Inc. |
14,639,315 | |||
192,362 |
Toll
Brothers, Inc. |
14,227,093 | |||
|
|
86,375,698 | |||
|
Insurance
— 4.0%
|
| |||
132,292 |
American
Financial Group, Inc. |
14,773,048 | |||
349,714 |
Fidelity
National Financial, Inc. |
14,443,188 | |||
193,451 |
Principal
Financial Group, Inc. |
13,942,014 | |||
308,613 |
Unum
Group |
15,180,673 | |||
|
|
58,338,923 | |||
|
Leisure
Products — 1.1%
|
| |||
296,997 |
Sturm
Ruger & Co., Inc. |
15,479,484 | |||
|
Machinery
— 7.0%
|
| |||
121,864 |
AGCO
Corp. |
14,414,074 | |||
199,889 |
Graco,
Inc. |
14,567,910 | |||
69,825 |
IDEX
Corp. |
14,524,997 | |||
150,333 |
ITT,
Inc. |
14,719,104 | |||
203,927 |
Mueller
Industries, Inc. |
15,327,153 | |||
57,274 |
Snap-on,
Inc. |
14,608,306 | |||
256,498 |
Terex
Corp. |
14,779,415 | |||
|
|
102,940,959 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Marine
Transportation — 1.0%
|
| |||
174,064 |
Matson,
Inc. |
$15,442,958 | |||
|
Media
— 1.9%
|
| |||
488,080 |
Interpublic
Group of (The) Cos.,
Inc. |
13,988,373 | |||
193,509 |
Omnicom
Group, Inc. |
14,412,550 | |||
|
|
28,400,923 | |||
|
Metals
& Mining — 4.2%
|
| |||
60,757 |
Alpha
Metallurgical Resources,
Inc. |
15,780,416 | |||
288,488 |
Commercial
Metals Co. |
14,254,192 | |||
57,362 |
Reliance
Steel & Aluminum Co. |
15,042,037 | |||
150,753 |
Steel
Dynamics, Inc. |
16,163,737 | |||
|
|
61,240,382 | |||
|
Oil,
Gas & Consumable Fuels —
9.2%
|
| |||
261,465 |
California
Resources Corp. |
14,644,655 | |||
94,537 |
Chord
Energy Corp. |
15,321,612 | |||
178,949 |
Civitas
Resources, Inc. |
14,471,606 | |||
152,221 |
CONSOL
Energy, Inc. |
15,969,505 | |||
361,279 |
EQT
Corp. |
14,660,702 | |||
651,940 |
Magnolia
Oil & Gas Corp.,
Class
A |
14,935,945 | |||
243,451 |
Matador
Resources Co. |
14,480,465 | |||
378,237 |
SM
Energy Co. |
14,997,097 | |||
8,351 |
Texas
Pacific Land Corp. |
15,228,549 | |||
|
|
134,710,136 | |||
|
Paper
& Forest Products — 1.0%
|
| |||
255,406 |
Louisiana-Pacific
Corp. |
14,116,290 | |||
|
Personal
Care Products — 1.9%
|
| |||
108,117 |
Inter
Parfums, Inc. |
14,524,438 | |||
184,412 |
Medifast,
Inc. |
13,803,238 | |||
|
|
28,327,676 | |||
|
Professional
Services — 4.0%
|
| |||
406,241 |
Genpact
Ltd. |
14,705,924 | |||
152,163 |
Insperity,
Inc. |
14,851,109 | |||
993,277 |
Resources
Connection, Inc. |
14,809,760 | |||
200,174 |
Robert
Half, Inc. |
14,668,751 | |||
|
|
59,035,544 | |||
|
Real
Estate Management & Development
— 0.9%
|
| |||
474,355 |
Marcus
& Millichap, Inc. |
13,917,576 | |||
|
Semiconductors
&
Semiconductor
Equipment —
4.1%
|
| |||
671,678 |
Amkor
Technology, Inc. |
15,179,923 | |||
151,934 |
Skyworks
Solutions, Inc. |
14,979,173 |
Shares |
Description |
Value | |||
| |||||
|
Semiconductors
&
Semiconductor
Equipment
(Continued) |
| |||
156,765 |
Teradyne,
Inc. |
$15,748,612 | |||
95,127 |
Universal
Display Corp. |
14,933,987 | |||
|
|
60,841,695 | |||
|
Specialty
Retail — 3.0%
|
| |||
205,937 |
Best
Buy Co., Inc. |
14,306,444 | |||
445,903 |
Buckle
(The), Inc. |
14,888,701 | |||
131,726 |
Dick’s
Sporting Goods, Inc. |
14,302,809 | |||
|
|
43,497,954 | |||
|
Technology
Hardware, Storage &
Peripherals — 1.0%
|
| |||
192,534 |
NetApp,
Inc. |
14,609,480 | |||
|
Textiles,
Apparel & Luxury Goods
— 3.1%
|
| |||
208,078 |
Columbia
Sportswear Co. |
15,418,580 | |||
559,672 |
Movado
Group, Inc. |
15,307,029 | |||
470,721 |
Steven
Madden Ltd. |
14,954,806 | |||
|
|
45,680,415 | |||
|
Trading
Companies & Distributors
— 2.1%
|
| |||
149,622 |
Boise
Cascade Co. |
15,417,051 | |||
42,622 |
Watsco,
Inc. |
16,099,182 | |||
|
|
31,516,233 | |||
| |||||
| |||||
|
Total
Investments — 99.9% |
1,466,768,684 | |||
|
(Cost
$1,439,886,177) |
| |||
|
Net
Other Assets and
Liabilities
— 0.1% |
2,183,824 | |||
|
Net
Assets — 100.0% |
$1,468,952,508 |
|
Total
Value
at
9/30/2023 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Common
Stocks* |
$ 1,466,768,684 |
$ 1,466,768,684 |
$ — |
$ — |
* |
See
Portfolio of Investments for industry
breakout. |
Shares |
Description |
Value | |||
COMMON
STOCKS — 99.9% | |||||
|
Aerospace
& Defense — 2.8%
|
| |||
7,335 |
Textron,
Inc. |
$573,157 | |||
|
Air
Freight & Logistics — 1.1%
|
| |||
1,968 |
Expeditors
International of
Washington,
Inc. |
225,592 | |||
|
Banks
— 3.8%
|
| |||
315 |
First
Citizens BancShares, Inc.,
Class
A |
434,732 | |||
2,371 |
JPMorgan
Chase & Co. |
343,842 | |||
|
|
778,574 | |||
|
Beverages
— 2.8%
|
| |||
9,187 |
Molson
Coors Beverage Co.,
Class
B |
584,201 | |||
|
Building
Products — 5.1%
|
| |||
3,893 |
Builders
FirstSource, Inc. (a) |
484,639 | |||
4,204 |
Owens
Corning |
573,468 | |||
|
|
1,058,107 | |||
|
Chemicals
— 4.4%
|
| |||
8,961 |
Chemours
(The) Co. |
251,356 | |||
5,166 |
Westlake
Corp. |
644,045 | |||
|
|
895,401 | |||
|
Construction
& Engineering —
1.7%
|
| |||
13,087 |
API
Group Corp. (a) |
339,346 | |||
|
Consumer
Finance — 2.8%
|
| |||
5,907 |
Capital
One Financial Corp. |
573,274 | |||
|
Consumer
Staples Distribution &
Retail — 1.3%
|
| |||
6,513 |
US
Foods Holding Corp. (a) |
258,566 | |||
|
Containers
& Packaging — 2.7%
|
| |||
24,571 |
Graphic
Packaging Holding Co. |
547,442 | |||
|
Distributors
— 1.7%
|
| |||
7,209 |
LKQ
Corp. |
356,918 | |||
|
Electric
Utilities — 2.2%
|
| |||
27,553 |
PG&E
Corp. (a) |
444,430 | |||
|
Electronic
Equipment,
Instruments
& Components —
5.5%
|
| |||
9,212 |
Coherent
Corp. (a) |
300,680 | |||
5,695 |
Crane
NXT Co. |
316,471 | |||
4,040 |
Jabil,
Inc. |
512,635 | |||
|
|
1,129,786 | |||
|
Energy
Equipment & Services —
2.5%
|
| |||
5,986 |
Baker
Hughes Co. |
211,426 | |||
7,217 |
Halliburton
Co. |
292,288 | |||
|
|
503,714 |
Shares |
Description |
Value | |||
| |||||
|
Health
Care Providers & Services
— 5.8%
|
| |||
6,415 |
Cardinal
Health, Inc. |
$556,950 | |||
760 |
HCA
Healthcare, Inc. |
186,945 | |||
6,939 |
Tenet
Healthcare Corp. (a) |
457,211 | |||
|
|
1,201,106 | |||
|
Hotels,
Restaurants & Leisure —
1.3%
|
| |||
4,375 |
Boyd
Gaming Corp. |
266,131 | |||
|
Household
Durables — 13.6%
|
| |||
5,085 |
D.R.
Horton, Inc. |
546,485 | |||
4,974 |
Lennar
Corp., Class A |
558,232 | |||
43 |
NVR,
Inc. (a) |
256,422 | |||
8,121 |
PulteGroup,
Inc. |
601,360 | |||
8,141 |
Toll
Brothers, Inc. |
602,109 | |||
952 |
TopBuild
Corp. (a) |
239,523 | |||
|
|
2,804,131 | |||
|
Independent
Power and
Renewable
Electricity Producers
— 2.6%
|
| |||
16,370 |
Vistra
Corp. |
543,157 | |||
|
Insurance
— 4.7%
|
| |||
3,675 |
Arch
Capital Group Ltd. (a) |
292,934 | |||
25,123 |
Old
Republic International Corp. |
676,814 | |||
|
|
969,748 | |||
|
Machinery
— 1.9%
|
| |||
4,512 |
PACCAR,
Inc. |
383,610 | |||
|
Media
— 1.1%
|
| |||
7,636 |
Interpublic
Group of (The) Cos.,
Inc. |
218,848 | |||
|
Metals
& Mining — 2.7%
|
| |||
2,108 |
Reliance
Steel & Aluminum Co. |
552,781 | |||
|
Oil,
Gas & Consumable Fuels —
1.1%
|
| |||
19,607 |
Antero
Midstream Corp. |
234,892 | |||
|
Passenger
Airlines — 0.9%
|
| |||
5,109 |
Delta
Air Lines, Inc. |
189,033 | |||
|
Professional
Services — 2.3%
|
| |||
677 |
CACI
International, Inc.,
Class
A (a) |
212,530 | |||
2,239 |
TriNet
Group, Inc. (a) |
260,799 | |||
|
|
473,329 | |||
|
Semiconductors
&
Semiconductor
Equipment —
2.3%
|
| |||
21,064 |
Amkor
Technology, Inc. |
476,046 | |||
|
Specialized
REITs — 1.0%
|
| |||
6,871 |
VICI
Properties, Inc. |
199,946 | |||
|
Specialty
Retail — 8.1%
|
| |||
3,336 |
AutoNation,
Inc. (a) |
505,070 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Specialty
Retail (Continued) |
| |||
2,057 |
Lithia
Motors, Inc. |
$607,494 | |||
3,290 |
Penske
Automotive Group, Inc. |
549,628 | |||
|
|
1,662,192 | |||
|
Technology
Hardware, Storage &
Peripherals — 4.1%
|
| |||
12,331 |
Dell
Technologies, Inc., Class C |
849,606 | |||
|
Textiles,
Apparel & Luxury Goods
— 1.2%
|
| |||
8,448 |
Tapestry,
Inc. |
242,880 | |||
|
Trading
Companies & Distributors
— 4.8%
|
| |||
7,426 |
Air
Lease Corp. |
292,659 | |||
466 |
United
Rentals, Inc. |
207,169 | |||
3,439 |
WESCO
International, Inc. |
494,597 | |||
|
|
994,425 | |||
| |||||
| |||||
|
Total
Investments — 99.9% |
20,530,369 | |||
|
(Cost
$19,961,142) |
| |||
|
Net
Other Assets and
Liabilities
— 0.1% |
16,527 | |||
|
Net
Assets — 100.0% |
$20,546,896 |
(a) |
Non-income
producing security. |
|
Total
Value
at
9/30/2023 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Common
Stocks* |
$ 20,530,369 |
$ 20,530,369 |
$ — |
$ — |
* |
See
Portfolio of Investments for industry
breakout. |
Shares |
Description |
Value | |||
COMMON
STOCKS — 99.9% | |||||
|
Aerospace
& Defense — 0.9%
|
| |||
11,307 |
Howmet
Aerospace, Inc. |
$522,949 | |||
|
Beverages
— 3.8%
|
| |||
10,817 |
Molson
Coors Beverage Co.,
Class
B |
687,853 | |||
28,586 |
Monster
Beverage Corp. (a) |
1,513,629 | |||
|
|
2,201,482 | |||
|
Commercial
Services & Supplies
— 9.2%
|
| |||
2,647 |
Cintas
Corp. |
1,273,233 | |||
14,986 |
Copart,
Inc. (a) |
645,747 | |||
11,888 |
Republic
Services, Inc. |
1,694,159 | |||
10,847 |
Waste
Management, Inc. |
1,653,517 | |||
|
|
5,266,656 | |||
|
Communications
Equipment —
1.6%
|
| |||
3,409 |
Motorola
Solutions, Inc. |
928,066 | |||
|
Construction
& Engineering —
1.7%
|
| |||
11,978 |
AECOM |
994,653 | |||
|
Consumer
Staples Distribution &
Retail — 1.8%
|
| |||
1,843 |
Costco
Wholesale Corp. |
1,041,221 | |||
|
Distributors
— 1.4%
|
| |||
16,269 |
LKQ
Corp. |
805,478 | |||
|
Electric
Utilities — 3.5%
|
| |||
33,914 |
PG&E
Corp. (a) |
547,033 | |||
22,698 |
Southern
(The) Co. |
1,469,014 | |||
|
|
2,016,047 | |||
|
Electrical
Equipment — 2.2%
|
| |||
8,602 |
AMETEK,
Inc. |
1,271,031 | |||
|
Electronic
Equipment,
Instruments
& Components —
1.5%
|
| |||
10,088 |
Amphenol
Corp., Class A |
847,291 | |||
|
Financial
Services — 4.7%
|
| |||
2,929 |
Mastercard,
Inc., Class A |
1,159,621 | |||
6,635 |
Visa,
Inc., Class A |
1,526,116 | |||
|
|
2,685,737 | |||
|
Food
Products — 2.4%
|
| |||
14,608 |
Lamb
Weston Holdings, Inc. |
1,350,656 | |||
|
Ground
Transportation — 2.4%
|
| |||
27,033 |
CSX
Corp. |
831,265 | |||
2,945 |
Landstar
System, Inc. |
521,088 | |||
|
|
1,352,353 | |||
|
Health
Care Providers & Services
— 8.7%
|
| |||
11,904 |
Cardinal
Health, Inc. |
1,033,505 |
Shares |
Description |
Value | |||
| |||||
|
Health
Care Providers &
Services
(Continued) |
| |||
8,739 |
Cencora,
Inc. |
$1,572,758 | |||
3,301 |
Chemed
Corp. |
1,715,530 | |||
7,372 |
Ensign
Group (The), Inc. |
685,080 | |||
|
|
5,006,873 | |||
|
Hotels,
Restaurants & Leisure —
8.9%
|
| |||
7,259 |
Darden
Restaurants, Inc. |
1,039,634 | |||
6,874 |
McDonald’s
Corp. |
1,810,886 | |||
6,288 |
Texas
Roadhouse, Inc. |
604,277 | |||
13,136 |
Yum!
Brands, Inc. |
1,641,212 | |||
|
|
5,096,009 | |||
|
Household
Products — 3.2%
|
| |||
12,538 |
Procter
& Gamble (The) Co. |
1,828,793 | |||
|
Insurance
— 11.2%
|
| |||
4,730 |
Aon
PLC, Class A |
1,533,561 | |||
7,287 |
Arthur
J. Gallagher & Co. |
1,660,926 | |||
8,573 |
Marsh
& McLennan Cos., Inc. |
1,631,442 | |||
59,893 |
Old
Republic International Corp. |
1,613,517 | |||
|
|
6,439,446 | |||
|
IT
Services — 1.0%
|
| |||
2,942 |
VeriSign,
Inc. (a) |
595,843 | |||
|
Machinery
— 8.8%
|
| |||
3,518 |
Illinois
Tool Works, Inc. |
810,231 | |||
4,188 |
Lincoln
Electric Holdings, Inc. |
761,337 | |||
14,358 |
Otis
Worldwide Corp. |
1,153,091 | |||
9,066 |
PACCAR,
Inc. |
770,791 | |||
3,721 |
Snap-on,
Inc. |
949,078 | |||
5,800 |
Westinghouse
Air Brake
Technologies
Corp. |
616,366 | |||
|
|
5,060,894 | |||
|
Pharmaceuticals
— 4.5%
|
| |||
1,831 |
Eli
Lilly & Co. |
983,485 | |||
15,675 |
Merck
& Co., Inc. |
1,613,741 | |||
|
|
2,597,226 | |||
|
Professional
Services — 4.8%
|
| |||
4,051 |
CACI
International, Inc.,
Class
A (a) |
1,271,730 | |||
11,676 |
KBR,
Inc. |
688,184 | |||
3,247 |
Verisk
Analytics, Inc. |
767,071 | |||
|
|
2,726,985 | |||
|
Software
— 1.0%
|
| |||
5,343 |
Oracle
Corp. |
565,931 | |||
|
Specialized
REITs — 2.6%
|
| |||
50,693 |
VICI
Properties, Inc. |
1,475,166 | |||
|
Specialty
Retail — 8.1%
|
| |||
574 |
AutoZone,
Inc. (a) |
1,457,954 |
Shares |
Description |
Value | |||
COMMON
STOCKS (Continued) | |||||
|
Specialty
Retail (Continued) |
| |||
1,714 |
O’Reilly
Automotive, Inc. (a) |
$1,557,786 | |||
18,351 |
TJX
(The) Cos., Inc. |
1,631,037 | |||
|
|
4,646,777 | |||
| |||||
| |||||
|
Total
Investments — 99.9% |
57,323,563 | |||
|
(Cost
$58,309,929) |
| |||
|
Net
Other Assets and
Liabilities
— 0.1% |
81,150 | |||
|
Net
Assets — 100.0% |
$57,404,713 |
(a) |
Non-income
producing security. |
|
Total
Value
at
9/30/2023 |
Level
1
Quoted
Prices |
Level
2
Significant
Observable
Inputs |
Level
3
Significant
Unobservable
Inputs |
Common
Stocks* |
$ 57,323,563 |
$ 57,323,563 |
$ — |
$ — |
* |
See
Portfolio of Investments for industry
breakout. |
|
First
Trust
SMID
Cap
Rising
Dividend
Achievers
ETF
(SDVY)
|
First
Trust
Dorsey
Wright
Momentum
&
Value
ETF
(DVLU)
|
First
Trust
Dorsey
Wright
Momentum
&
Low
Volatility
ETF
(DVOL)
|
ASSETS: |
|
|
|
Investments,
at value |
$1,466,768,684 |
$20,530,369 |
$57,323,563 |
Cash |
979,817 |
18,050 |
56,722 |
Receivables: |
|
|
|
Capital
shares sold |
4,243,393 |
— |
— |
Investment
securities sold |
2,817,781 |
— |
— |
Dividends |
1,885,794 |
8,940 |
53,565 |
Prepaid
expenses |
9,820 |
— |
— |
Total
Assets |
1,476,705,289 |
20,557,359 |
57,433,850 |
| |||
LIABILITIES: |
|
|
|
Payables: |
|
|
|
Investment
securities purchased |
4,236,697 |
— |
— |
Capital
shares purchased |
2,822,148 |
— |
— |
Investment
advisory fees |
693,936 |
10,463 |
29,137 |
Total
Liabilities |
7,752,781 |
10,463 |
29,137 |
NET
ASSETS |
$1,468,952,508 |
$20,546,896 |
$57,404,713 |
| |||
NET
ASSETS consist of: |
|
|
|
Paid-in
capital |
$1,533,543,761 |
$32,160,093 |
$83,995,882 |
Par
value |
520,500 |
9,000 |
23,000 |
Accumulated
distributable earnings (loss) |
(65,111,753
) |
(11,622,197
) |
(26,614,169
) |
NET
ASSETS |
$1,468,952,508 |
$20,546,896 |
$57,404,713 |
NET
ASSET VALUE,
per share |
$28.22 |
$22.83 |
$24.96 |
Number
of shares outstanding (unlimited number of shares authorized,
par
value $0.01 per share) |
52,050,002 |
900,002 |
2,300,002 |
Investments,
at cost |
$1,439,886,177 |
$19,961,142 |
$58,309,929 |
|
First
Trust
SMID
Cap
Rising
Dividend
Achievers
ETF
(SDVY)
|
First
Trust
Dorsey
Wright
Momentum
&
Value
ETF
(DVLU)
|
First
Trust
Dorsey
Wright
Momentum
&
Low
Volatility
ETF
(DVOL)
|
INVESTMENT
INCOME: |
|
|
|
Dividends |
$34,847,541 |
$510,215 |
$1,265,576 |
Interest |
58,960 |
964 |
2,719 |
Foreign
withholding tax |
(114,011
) |
(359
) |
(2,088
) |
Total
investment income |
34,792,490 |
510,820 |
1,266,207 |
| |||
EXPENSES: |
|
|
|
Investment
advisory fees |
6,612,593 |
130,480 |
394,262 |
Total
expenses |
6,612,593 |
130,480 |
394,262 |
NET
INVESTMENT INCOME (LOSS) |
28,179,897 |
380,340 |
871,945 |
| |||
NET
REALIZED AND UNREALIZED GAIN (LOSS): |
|
|
|
Net
realized gain (loss) on: |
|
|
|
Investments |
(68,036,591
) |
(464,284
) |
(5,171,378
) |
In-kind
redemptions |
28,407,388 |
415,328 |
1,207,254 |
Net
realized gain (loss) |
(39,629,203
) |
(48,956
) |
(3,964,124
) |
Net
change in unrealized appreciation (depreciation) on
investments |
213,773,113 |
2,437,242 |
8,283,960 |
NET
REALIZED AND UNREALIZED GAIN (LOSS) |
174,143,910 |
2,388,286 |
4,319,836 |
NET
INCREASE (DECREASE) IN NET ASSETS RESULTING
FROM
OPERATIONS |
$202,323,807 |
$2,768,626 |
$5,191,781 |
|
First
Trust SMID Cap Rising
Dividend
Achievers ETF (SDVY) |
First
Trust Dorsey Wright
Momentum
& Value ETF (DVLU) | ||
|
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) |
$28,179,897 |
$15,508,578 |
$380,340 |
$401,682 |
Net
realized gain (loss) |
(39,629,203
) |
(24,538,123
) |
(48,956
) |
(1,579,870
) |
Net
change in unrealized appreciation (depreciation) |
213,773,113 |
(182,334,771
) |
2,437,242 |
(1,474,104
) |
Net
increase (decrease) in net assets resulting from
operations |
202,323,807 |
(191,364,316
) |
2,768,626 |
(2,652,292
) |
| ||||
DISTRIBUTIONS
TO SHAREHOLDERS FROM: |
|
|
|
|
Investment
operations |
(27,281,896
) |
(14,025,016
) |
(381,866
) |
(416,941
) |
| ||||
SHAREHOLDER
TRANSACTIONS: |
|
|
|
|
Proceeds
from shares sold |
645,830,986 |
937,688,574 |
4,574,083 |
5,097,895 |
Cost
of shares redeemed |
(171,541,592
) |
(123,351,150
) |
(5,783,162
) |
(8,523,685
) |
Net
increase (decrease) in net assets resulting from
shareholder
transactions |
474,289,394 |
814,337,424 |
(1,209,079
) |
(3,425,790
) |
Total
increase (decrease) in net assets |
649,331,305 |
608,948,092 |
1,177,681 |
(6,495,023
) |
| ||||
NET
ASSETS: |
|
|
|
|
Beginning
of period |
819,621,203 |
210,673,111 |
19,369,215 |
25,864,238 |
End
of period |
$1,468,952,508 |
$819,621,203 |
$20,546,896 |
$19,369,215 |
| ||||
CHANGES
IN SHARES OUTSTANDING: |
|
|
|
|
Shares
outstanding, beginning of period |
35,500,002 |
7,450,002 |
950,002 |
1,100,002 |
Shares
sold |
22,900,000 |
32,800,000 |
200,000 |
200,000 |
Shares
redeemed |
(6,350,000
) |
(4,750,000
) |
(250,000
) |
(350,000
) |
Shares
outstanding, end of period |
52,050,002 |
35,500,002 |
900,002 |
950,002 |
First
Trust Dorsey Wright
Momentum
& Low Volatility ETF
(DVOL) | |
Year
Ended
9/30/2023 |
Year
Ended
9/30/2022 |
|
|
$871,945 |
$1,144,440 |
(3,964,124
) |
4,581,875 |
8,283,960 |
(18,738,146
) |
5,191,781 |
(13,011,831
) |
| |
|
|
(908,946
) |
(1,071,096
) |
| |
|
|
11,615,598 |
93,110,294 |
(39,947,281
) |
(118,688,168
) |
(28,331,683
) |
(25,577,874
) |
(24,048,848
) |
(39,660,801
) |
| |
|
|
81,453,561 |
121,114,362 |
$57,404,713 |
$81,453,561 |
| |
|
|
3,400,002 |
4,400,002 |
450,000 |
3,300,000 |
(1,550,000
) |
(4,300,000
) |
2,300,002 |
3,400,002 |
|
Year
Ended September
30, | ||||
|
2023
|
2022
|
2021
|
2020
|
2019
|
Net
asset value, beginning of period |
$23.09 |
$28.28 |
$18.27 |
$20.37 |
$21.28 |
Income
from investment operations: |
|
|
|
|
|
Net
investment income (loss)
|
0.70
(a) |
0.51 |
0.36 |
0.33 |
0.35 |
Net
realized and unrealized gain (loss) |
5.10 |
(5.21
) |
9.99 |
(2.08
) |
(0.92
) |
Total
from investment operations |
5.80 |
(4.70
) |
10.35 |
(1.75
) |
(0.57
) |
Distributions
paid to shareholders from: |
|
|
|
|
|
Net
investment income |
(0.67
) |
(0.49
) |
(0.34
) |
(0.35
) |
(0.34
) |
Net
asset value, end of period |
$28.22 |
$23.09 |
$28.28 |
$18.27 |
$20.37 |
Total
return
(b) |
25.25
% |
(16.78
)% |
56.77
% |
(8.56
)% |
(2.59
)% |
| |||||
Ratios
to average net assets/supplemental data: |
|
|
|
|
|
Net
assets, end of period (in 000’s) |
$1,468,953 |
$819,621 |
$210,673 |
$10,050 |
$7,128 |
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
|
2.56
% |
2.25
% |
1.77
% |
1.83
% |
1.95
% |
Portfolio
turnover rate (c) |
58
% |
86
% |
36
% |
76
% |
78
% |
(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 |
$20.39 |
$23.51 |
$15.07 |
$18.52 |
$19.46 |
Income
from investment operations: |
|
|
|
|
|
Net
investment income (loss)
|
0.40
(a) |
0.40 |
0.29 |
0.25 |
0.33 |
Net
realized and unrealized gain (loss) |
2.45 |
(3.11
) |
8.42 |
(3.44
) |
(0.94
) |
Total
from investment operations |
2.85 |
(2.71
) |
8.71 |
(3.19
) |
(0.61
) |
Distributions
paid to shareholders from: |
|
|
|
|
|
Net
investment income |
(0.41
) |
(0.41
) |
(0.27
) |
(0.26
) |
(0.33
) |
Net
asset value, end of period |
$22.83 |
$20.39 |
$23.51 |
$15.07 |
$18.52 |
Total
return
(b) |
14.03
% |
(11.71
)% |
57.98
% |
(17.19
)% |
(3.04
)% |
| |||||
Ratios
to average net assets/supplemental data: |
|
|
|
|
|
Net
assets, end of period (in 000’s) |
$20,547 |
$19,369 |
$25,864 |
$14,320 |
$19,451 |
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
|
1.75
% |
1.64
% |
1.68
% |
1.56
% |
2.01
% |
Portfolio
turnover rate (c) |
223
% |
230
% |
195
% |
205
% |
152
% |
(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 |
$23.96 |
$27.53 |
$22.46 |
$22.81 |
$19.94 |
Income
from investment operations: |
|
|
|
|
|
Net
investment income (loss)
|
0.34
(a) |
0.32 |
0.10 |
0.28 |
0.29 |
Net
realized and unrealized gain (loss) |
1.02 |
(3.60
) |
5.06 |
(0.30
) |
2.85 |
Total
from investment operations |
1.36 |
(3.28
) |
5.16 |
(0.02
) |
3.14 |
Distributions
paid to shareholders from: |
|
|
|
|
|
Net
investment income |
(0.36
) |
(0.29
) |
(0.09
) |
(0.33
) |
(0.27
) |
Net
asset value, end of period |
$24.96 |
$23.96 |
$27.53 |
$22.46 |
$22.81 |
Total
return
(b) |
5.64
% |
(12.02
)% |
22.98
% |
0.03
% |
15.93
% |
| |||||
Ratios
to average net assets/supplemental data: |
|
|
|
|
|
Net
assets, end of period (in 000’s) |
$57,405 |
$81,454 |
$121,114 |
$124,674 |
$131,169 |
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
|
1.33
% |
1.04
% |
0.36
% |
1.21
% |
2.37
% |
Portfolio
turnover rate (c) |
150
% |
169
% |
136
% |
187
% |
81
% |
(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. |
First
Trust SMID Cap Rising Dividend Achievers ETF – (ticker
“SDVY”) |
First
Trust Dorsey Wright Momentum & Value ETF – (ticker
“DVLU”) |
First
Trust Dorsey Wright Momentum & Low Volatility ETF – (ticker
“DVOL”) |
Fund
|
Index |
First
Trust SMID Cap Rising Dividend Achievers ETF |
Nasdaq
US Small Mid Cap Rising Dividend AchieversTM
Index |
First
Trust Dorsey Wright Momentum & Value ETF |
Dorsey
Wright Momentum Plus ValueTM
Index |
First
Trust Dorsey Wright Momentum & Low Volatility
ETF |
Dorsey
Wright Momentum Plus Low VolatilityTM
Index |
|
Distributions
paid
from
Ordinary
Income |
Distributions
paid
from
Capital
Gains |
Distributions
paid
from
Return
of
Capital |
First
Trust SMID Cap Rising Dividend Achievers ETF |
$27,281,896 |
$— |
$— |
First
Trust Dorsey Wright Momentum & Value ETF |
381,866 |
— |
— |
First
Trust Dorsey Wright Momentum & Low Volatility
ETF |
908,946 |
— |
— |
|
Distributions
paid
from
Ordinary
Income |
Distributions
paid
from
Capital
Gains |
Distributions
paid
from
Return
of
Capital |
First
Trust SMID Cap Rising Dividend Achievers ETF |
$14,025,016 |
$— |
$— |
First
Trust Dorsey Wright Momentum & Value ETF |
416,941 |
— |
— |
First
Trust Dorsey Wright Momentum & Low Volatility
ETF |
1,071,096 |
— |
— |
|
Undistributed
Ordinary
Income |
Accumulated
Capital
and
Other
Gain
(Loss) |
Net
Unrealized
Appreciation
(Depreciation) |
First
Trust SMID Cap Rising Dividend Achievers ETF |
$2,596,953 |
$(71,896,021
) |
$4,187,315 |
First
Trust Dorsey Wright Momentum & Value ETF |
25,588 |
(12,215,807
) |
568,022 |
First
Trust Dorsey Wright Momentum & Low Volatility
ETF |
112,988 |
(25,739,492
) |
(987,665
) |
|
Non-Expiring
Capital
Loss
Carryforwards |
First
Trust SMID Cap Rising Dividend Achievers ETF |
$71,896,021 |
First
Trust Dorsey Wright Momentum & Value ETF |
12,215,807 |
First
Trust Dorsey Wright Momentum & Low Volatility
ETF |
25,739,492 |
|
Accumulated
Net
Investment
Income
(Loss) |
Accumulated
Net
Realized
Gain
(Loss)
on
Investments |
Paid-In
Capital |
First
Trust SMID Cap Rising Dividend Achievers ETF |
$75,131 |
$(24,333,165
) |
$24,258,034 |
First
Trust Dorsey Wright Momentum & Value ETF |
— |
(409,550
) |
409,550 |
First
Trust Dorsey Wright Momentum & Low Volatility
ETF |
— |
(1,174,102
) |
1,174,102 |
|
Tax
Cost |
Gross
Unrealized
Appreciation |
Gross
Unrealized
(Depreciation) |
Net
Unrealized
Appreciation
(Depreciation) |
First
Trust SMID Cap Rising Dividend Achievers ETF |
$1,462,581,369 |
$117,320,151 |
$(113,132,836
) |
$4,187,315 |
First
Trust Dorsey Wright Momentum & Value ETF |
19,962,347 |
1,920,298 |
(1,352,276
) |
568,022 |
First
Trust Dorsey Wright Momentum & Low Volatility
ETF |
58,311,228 |
1,638,785 |
(2,626,450
) |
(987,665
) |
Breakpoints |
|
Fund
net assets up to and including $2.5 billion |
0.600
% |
Fund
net assets greater than $2.5 billion up to and including $5
billion |
0.585
% |
Fund
net assets greater than $5 billion up to and including $7.5
billion |
0.570
% |
Fund
net assets greater than $7.5 billion up to and including $10
billion |
0.555
% |
Fund
net assets greater than $10 billion up to and including $15
billion |
0.540
% |
Fund
net assets greater than $15 billion |
0.510
% |
|
Purchases |
Sales |
First
Trust SMID Cap Rising Dividend Achievers ETF |
$644,027,492 |
$643,177,128 |
First
Trust Dorsey Wright Momentum & Value ETF |
48,307,024 |
48,299,104 |
First
Trust Dorsey Wright Momentum & Low Volatility
ETF |
99,466,788 |
99,458,892 |
|
Purchases |
Sales |
First
Trust SMID Cap Rising Dividend Achievers ETF |
$643,876,805 |
$170,238,725 |
First
Trust Dorsey Wright Momentum & Value ETF |
4,568,732 |
5,749,006 |
First
Trust Dorsey Wright Momentum & Low Volatility
ETF |
11,600,946 |
39,862,669 |
/s/ Deloitte & Touche, LLP
|
Dividends
Received
Deduction |
First
Trust SMID Cap Rising Dividend Achievers ETF |
100.00
% |
First
Trust Dorsey Wright Momentum & Value ETF |
100.00
% |
First
Trust Dorsey Wright Momentum & Low Volatility
ETF |
100.00
% |
|
Qualified
Dividend
Income |
First
Trust SMID Cap Rising Dividend Achievers ETF |
100.00
% |
First
Trust Dorsey Wright Momentum & Value ETF |
100.00
% |
First
Trust Dorsey Wright Momentum & Low Volatility
ETF |
100.00
% |
First
Trust SMID Cap Rising Dividend Achievers ETF
(SDVY) |
First
Trust Dorsey Wright Momentum & Value ETF
(DVLU) |
First
Trust Dorsey Wright Momentum & Low Volatility ETF
(DVOL) |
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.
|