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Fund Performance Overview | |
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Performance | |||||||||
Average Annual Total Returns | Cumulative Total Returns | ||||||||
6
Months Ended 6/30/22 |
1
Year Ended 6/30/22 |
5
Years Ended 6/30/22 |
10
Years Ended 6/30/22 |
Inception (4/18/11) to 6/30/22 |
5
Years Ended 6/30/22 |
10
Years Ended 6/30/22 |
Inception (4/18/11) to 6/30/22 | ||
Fund Performance | |||||||||
NAV | -15.67% | -24.34% | -1.02% | 4.10% | 1.72% | -4.98% | 49.38% | 20.99% | |
Market Price | -14.56% | -24.00% | -1.06% | 4.08% | 1.72% | -5.17% | 49.12% | 21.01% | |
Index Performance | |||||||||
Nasdaq AlphaDEX® Asia Pacific Ex-Japan Index(1) | -15.18% | -24.06% | -0.02% | N/A | N/A | -0.11% | N/A | N/A | |
Nasdaq DM Asia Pacific Ex-Japan Index(1) | -17.06% | -22.59% | 2.19% | N/A | N/A | 11.44% | N/A | N/A | |
MSCI Pacific ex-Japan Index | -10.85% | -14.85% | 3.21% | 4.95% | 3.22% | 17.10% | 62.14% | 42.64% |
(1) | 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. |
Performance | |||||||||
Average Annual Total Returns | Cumulative Total Returns | ||||||||
6
Months Ended 6/30/22 |
1
Year Ended 6/30/22 |
5
Years Ended 6/30/22 |
10
Years Ended 6/30/22 |
Inception (4/18/11) to 6/30/22 |
5
Years Ended 6/30/22 |
10
Years Ended 6/30/22 |
Inception (4/18/11) to 6/30/22 | ||
Fund Performance | |||||||||
NAV | -26.13% | -23.28% | 0.75% | 6.37% | 3.17% | 3.83% | 85.35% | 41.79% | |
Market Price | -25.32% | -23.35% | 0.76% | 6.34% | 3.21% | 3.85% | 84.91% | 42.40% | |
Index Performance | |||||||||
Nasdaq AlphaDEX® Europe Index(1) | -26.37% | -23.29% | 1.37% | N/A | N/A | 7.04% | N/A | N/A | |
Nasdaq DM Europe Index(1) | -21.87% | -19.02% | 1.86% | N/A | N/A | 9.64% | N/A | N/A | |
MSCI Europe Index | -20.79% | -17.61% | 2.16% | 5.44% | 3.46% | 11.29% | 69.81% | 46.37% |
(1) | 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. |
Performance | |||||||||
Average Annual Total Returns | Cumulative Total Returns | ||||||||
6
Months Ended 6/30/22 |
1
Year Ended 6/30/22 |
5
Years Ended 6/30/22 |
10
Years Ended 6/30/22 |
Inception (4/18/11) to 6/30/22 |
5
Years Ended 6/30/22 |
10
Years Ended 6/30/22 |
Inception (4/18/11) to 6/30/22 | ||
Fund Performance | |||||||||
NAV | -2.95% | -14.11% | 1.46% | -0.49% | -1.85% | 7.53% | -4.83% | -18.86% | |
Market Price | -2.33% | -13.71% | 1.54% | -0.52% | -1.84% | 7.94% | -5.11% | -18.82% | |
Index Performance | |||||||||
Nasdaq AlphaDEX® Latin America Index(1) | -3.09% | -13.42% | 2.79% | N/A | N/A | 14.73% | N/A | N/A | |
Nasdaq Latin America Index(1) | -3.20% | -22.16% | -1.60% | N/A | N/A | -7.74% | N/A | N/A | |
MSCI EM Latin America Index | -0.57% | -16.08% | -0.58% | -2.18% | -3.68% | -2.85% | -19.79% | -34.26% |
(1) | 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. |
Performance | |||||||||
Average Annual Total Returns | Cumulative Total Returns | ||||||||
6
Months Ended 6/30/22 |
1
Year Ended 6/30/22 |
5
Years Ended 6/30/22 |
10
Years Ended 6/30/22 |
Inception (4/18/11) to 6/30/22 |
5
Years Ended 6/30/22 |
10
Years Ended 6/30/22 |
Inception (4/18/11) to 6/30/22 | ||
Fund Performance | |||||||||
NAV | -7.07% | -25.22% | 3.09% | -1.80% | -3.65% | 16.45% | -16.61% | -34.08% | |
Market Price | -7.34% | -25.81% | 3.05% | -1.79% | -3.69% | 16.22% | -16.54% | -34.34% | |
Index Performance | |||||||||
Nasdaq AlphaDEX® Brazil Index(1) | -6.89% | -23.95% | 5.20% | N/A | N/A | 28.86% | N/A | N/A | |
Nasdaq Brazil Index(1) | -1.52% | -29.98% | -0.11% | N/A | N/A | -0.53% | N/A | N/A | |
MSCI Brazil Index | 2.75% | -23.30% | 0.80% | -2.00% | -4.53% | 4.09% | -18.27% | -40.49% |
(1) | 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. |
Performance | |||||||||
Average Annual Total Returns | Cumulative Total Returns | ||||||||
6
Months Ended 6/30/22 |
1
Year Ended 6/30/22 |
5
Years Ended 6/30/22 |
10
Years Ended 6/30/22 |
Inception (4/18/11) to 6/30/22 |
5
Years Ended 6/30/22 |
10
Years Ended 6/30/22 |
Inception (4/18/11) to 6/30/22 | ||
Fund Performance | |||||||||
NAV | -5.68% | -14.86% | 5.24% | 5.65% | 1.77% | 29.12% | 73.27% | 21.70% | |
Market Price | -4.22% | -13.54% | 5.52% | 5.75% | 1.86% | 30.85% | 74.88% | 22.86% | |
Index Performance | |||||||||
Nasdaq AlphaDEX® China Index(1) | -5.10% | -15.37% | 6.19% | N/A | N/A | 35.05% | N/A | N/A | |
Nasdaq China Index(1) | -9.99% | -31.96% | 0.72% | N/A | N/A | 3.65% | N/A | N/A | |
MSCI China Index | -11.26% | -31.79% | 2.14% | 5.49% | 2.87% | 11.16% | 70.65% | 37.34% |
(1) | 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. |
Performance | |||||||||
Average Annual Total Returns | Cumulative Total Returns | ||||||||
6
Months Ended 6/30/22 |
1
Year Ended 6/30/22 |
5
Years Ended 6/30/22 |
10
Years Ended 6/30/22 |
Inception (4/18/11) to 6/30/22 |
5
Years Ended 6/30/22 |
10
Years Ended 6/30/22 |
Inception (4/18/11) to 6/30/22 | ||
Fund Performance | |||||||||
NAV | -16.15% | -17.39% | -2.67% | 2.80% | 1.81% | -12.64% | 31.81% | 22.19% | |
Market Price | -16.00% | -17.30% | -2.72% | 2.82% | 1.82% | -12.90% | 32.00% | 22.36% | |
Index Performance | |||||||||
Nasdaq AlphaDEX® Japan Index(1) | -16.21% | -17.35% | -2.09% | N/A | N/A | -10.03% | N/A | N/A | |
Nasdaq Japan Index(1) | -19.41% | -19.75% | 1.23% | N/A | N/A | 6.33% | N/A | N/A | |
MSCI Japan Index | -20.27% | -19.93% | 1.76% | 5.59% | 4.56% | 9.13% | 72.25% | 64.83% |
(1) | 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. |
Performance | |||||||||
Average Annual Total Returns | Cumulative Total Returns | ||||||||
6
Months Ended 6/30/22 |
1
Year Ended 6/30/22 |
5
Years Ended 6/30/22 |
10
Years Ended 6/30/22 |
Inception (4/18/11) to 6/30/22 |
5
Years Ended 6/30/22 |
10
Years Ended 6/30/22 |
Inception (4/18/11) to 6/30/22 | ||
Fund Performance | |||||||||
NAV | -20.27% | -20.93% | -0.14% | 4.56% | 1.95% | -0.71% | 56.17% | 24.18% | |
Market Price | -19.74% | -20.42% | -0.08% | 4.59% | 2.01% | -0.38% | 56.64% | 24.99% | |
Index Performance | |||||||||
Nasdaq AlphaDEX® Developed Markets Ex-US Index(1) | -20.23% | -20.78% | 0.67% | N/A | N/A | 3.42% | N/A | N/A | |
Nasdaq Developed Markets Ex-US Index(1) | -19.63% | -18.62% | 2.23% | N/A | N/A | 11.65% | N/A | N/A | |
MSCI World ex USA Index | -18.76% | -16.76% | 2.66% | 5.37% | 3.54% | 14.04% | 68.69% | 47.64% |
(1) | 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. |
Performance | |||||||||
Average Annual Total Returns | Cumulative Total Returns | ||||||||
6
Months Ended 6/30/22 |
1
Year Ended 6/30/22 |
5
Years Ended 6/30/22 |
10
Years Ended 6/30/22 |
Inception (4/18/11) to 6/30/22 |
5
Years Ended 6/30/22 |
10
Years Ended 6/30/22 |
Inception (4/18/11) to 6/30/22 | ||
Fund Performance | |||||||||
NAV | -17.10% | -20.16% | 1.71% | 2.37% | 0.16% | 8.87% | 26.41% | 1.78% | |
Market Price | -15.90% | -19.23% | 1.81% | 2.42% | 0.23% | 9.41% | 27.05% | 2.64% | |
Index Performance | |||||||||
Nasdaq AlphaDEX® Emerging Markets Index(1) | -17.89% | -20.58% | 2.66% | N/A | N/A | 14.05% | N/A | N/A | |
Nasdaq Emerging Markets Index(1) | -14.90% | -21.96% | 2.65% | N/A | N/A | 13.97% | N/A | N/A | |
MSCI Emerging Markets Index | -17.63% | -25.28% | 2.18% | 3.06% | 1.10% | 11.38% | 35.23% | 13.03% |
(1) | 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. |
Performance | |||||||||
Average Annual Total Returns | Cumulative Total Returns | ||||||||
6
Months Ended 6/30/22 |
1
Year Ended 6/30/22 |
5
Years Ended 6/30/22 |
10
Years Ended 6/30/22 |
Inception (2/14/12) to 6/30/22 |
5
Years Ended 6/30/22 |
10
Years Ended 6/30/22 |
Inception (2/14/12) to 6/30/22 | ||
Fund Performance | |||||||||
NAV | -34.57% | -37.89% | -2.45% | 4.27% | 3.23% | -11.67% | 51.93% | 39.11% | |
Market Price | -34.48% | -37.98% | -2.48% | 4.27% | 3.25% | 11.80% | 51.96% | 39.29% | |
Index Performance | |||||||||
Nasdaq AlphaDEX® Germany Index(1) | -34.81% | -38.05% | -2.13% | N/A | N/A | -10.22% | N/A | N/A | |
Nasdaq Germany Index(1) | -28.36% | -31.82% | -3.12% | N/A | N/A | -14.66% | N/A | N/A | |
MSCI Germany Index | -28.68% | -31.16% | -2.70% | 3.97% | 2.97% | -12.78% | 47.62% | 35.42% |
(1) | 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. |
Performance | |||||||||
Average Annual Total Returns | Cumulative Total Returns | ||||||||
6
Months Ended 6/30/22 |
1
Year Ended 6/30/22 |
5
Years Ended 6/30/22 |
10
Years Ended 6/30/22 |
Inception (2/14/12) to 6/30/22 |
5
Years Ended 6/30/22 |
10
Years Ended 6/30/22 |
Inception (2/14/12) to 6/30/22 | ||
Fund Performance | |||||||||
NAV | -26.00% | -24.31% | 0.82% | 4.09% | 3.67% | 4.15% | 49.30% | 45.37% | |
Market Price | -26.36% | -24.78% | 0.81% | 4.00% | 3.68% | 4.13% | 48.07% | 45.41% | |
Index Performance | |||||||||
Nasdaq AlphaDEX® United Kingdom Index(1) | -25.89% | -23.68% | 1.90% | N/A | N/A | 9.85% | N/A | N/A | |
Nasdaq United Kingdom Index(1) | -13.44% | -9.73% | 1.67% | N/A | N/A | 8.65% | N/A | N/A | |
MSCI United Kingdom Index | -8.84% | -4.00% | 2.24% | 3.75% | 3.29% | 11.74% | 44.50% | 39.84% |
(1) | 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. |
Performance | |||||||||
Average Annual Total Returns | Cumulative Total Returns | ||||||||
6
Months Ended 6/30/22 |
1
Year Ended 6/30/22 |
5
Years Ended 6/30/22 |
10
Years Ended 6/30/22 |
Inception (2/14/12) to 6/30/22 |
5
Years Ended 6/30/22 |
10
Years Ended 6/30/22 |
Inception (2/14/12) to 6/30/22 | ||
Fund Performance | |||||||||
NAV | -12.71% | -5.23% | 4.34% | 6.22% | 5.21% | 23.68% | 82.88% | 69.40% | |
Market Price | -12.24% | -4.80% | 4.61% | 6.28% | 5.28% | 25.29% | 83.87% | 70.57% | |
Index Performance | |||||||||
NIFTY 50 Equal Weight Index* | -13.40% | -4.12% | N/A | N/A | N/A | N/A | N/A | N/A | |
NIFTY 50 Index | -13.73% | -4.25% | 7.68% | 9.20% | 7.29% | 44.77% | 141.13% | 107.44% |
* | On April 17, 2018, the Fund’s underlying index changed from the NASDAQ AlphaDEX® Taiwan Index to the Index. On July 14, 2015, the Fund’s underlying index changed from the Defined Taiwan Index to the NASDAQ AlphaDEX® Taiwan Index. Therefore, the Fund’s performance and total returns shown for the periods prior to April 17, 2018, are not necessarily indicative of the performance that the Fund, based on the current index, would have generated. Since the Fund’s new underlying index had an inception date of September 29, 2017, it was not in existence for all the periods disclosed. |
Performance | |||||||||
Average Annual Total Returns | Cumulative Total Returns | ||||||||
6
Months Ended 6/30/22 |
1
Year Ended 6/30/22 |
5
Years Ended 6/30/22 |
10
Years Ended 6/30/22 |
Inception (2/14/12) to 6/30/22 |
5
Years Ended 6/30/22 |
10
Years Ended 6/30/22 |
Inception (2/14/12) to 6/30/22 | ||
Fund Performance | |||||||||
NAV | -24.23% | -18.10% | 3.69% | 8.63% | 7.72% | 19.88% | 128.91% | 116.18% | |
Market Price | -23.72% | -17.65% | 3.73% | 8.66% | 7.76% | 20.07% | 129.42% | 117.04% | |
Index Performance | |||||||||
Nasdaq AlphaDEX® Switzerland Index(1) | -24.77% | -18.34% | 4.07% | N/A | N/A | 22.05% | N/A | N/A | |
Nasdaq Switzerland Index(1) | -20.54% | -13.61% | 5.27% | N/A | N/A | 29.26% | N/A | N/A | |
MSCI Switzerland Index | -19.99% | -12.68% | 5.88% | 8.25% | 7.70% | 33.05% | 121.00% | 115.90% |
(1) | 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. |
Performance | |||||||||
Average Annual Total Returns | Cumulative Total Returns | ||||||||
6
Months Ended 6/30/22 |
1
Year Ended 6/30/22 |
5
Years Ended 6/30/22 |
10
Years Ended 6/30/22 |
Inception (2/15/12) to 6/30/22 |
5
Years Ended 6/30/22 |
10
Years Ended 6/30/22 |
Inception (2/15/12) to 6/30/22 | ||
Fund Performance | |||||||||
NAV | -20.05% | -21.36% | 1.27% | 5.41% | 4.12% | 6.50% | 69.31% | 51.98% | |
Market Price | -19.57% | -21.17% | 1.43% | 5.53% | 4.14% | 7.36% | 71.33% | 52.27% | |
Index Performance | |||||||||
Nasdaq AlphaDEX® Developed Markets Ex-US Small Cap Index(1) | -20.14% | -21.23% | 2.14% | N/A | N/A | 11.16% | N/A | N/A | |
Nasdaq Developed Markets Ex-US Small Cap Index(1) | -21.55% | -22.70% | 0.59% | N/A | N/A | 2.97% | N/A | N/A | |
MSCI World ex-USA Small Cap Index | -23.87% | -23.02% | 2.16% | 6.70% | 5.66% | 11.29% | 91.20% | 77.01% |
(1) | 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. |
Performance | |||||||||
Average Annual Total Returns | Cumulative Total Returns | ||||||||
6
Months Ended 6/30/22 |
1
Year Ended 6/30/22 |
5
Years Ended 6/30/22 |
10
Years Ended 6/30/22 |
Inception (2/15/12) to 6/30/22 |
5
Years Ended 6/30/22 |
10
Years Ended 6/30/22 |
Inception (2/15/12) to 6/30/22 | ||
Fund Performance | |||||||||
NAV | -11.76% | -20.93% | 3.62% | 6.32% | 5.01% | 19.46% | 84.63% | 65.99% | |
Market Price | -11.11% | -20.47% | 3.66% | 6.30% | 5.07% | 19.70% | 84.18% | 66.92% | |
Index Performance | |||||||||
Nasdaq AlphaDEX® Emerging Markets Small Cap Index(1) | -11.51% | -20.34% | 5.29% | N/A | N/A | 29.40% | N/A | N/A | |
Nasdaq Emerging Markets Small Cap Index(1) | -15.75% | -18.04% | 3.75% | N/A | N/A | 20.23% | N/A | N/A | |
MSCI Emerging Markets Small Cap Index | -20.03% | -20.72% | 3.48% | 4.31% | 3.14% | 18.65% | 52.48% | 37.80% |
(1) | 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. |
Performance | |||||||
Average Annual Total Returns | Cumulative Total Returns | ||||||
6
Months Ended 6/30/22 |
1
Year Ended 6/30/22 |
5
Years Ended 6/30/22 |
Inception (10/21/14) to 6/30/22 |
5
Years Ended 6/30/22 |
Inception (10/21/14) to 6/30/22 | ||
Fund Performance | |||||||
NAV | -24.89% | -23.89% | -0.40% | 3.44% | -2.00% | 29.75% | |
Market Price | -24.21% | -23.86% | -0.51% | 3.48% | -2.54% | 30.08% | |
Index Performance | |||||||
Nasdaq AlphaDEX® Eurozone Index | -25.06% | -23.89% | 0.12% | 3.95% | 0.62% | 34.68% | |
Nasdaq Eurozone Index | -24.84% | -23.86% | 0.27% | 2.74% | 1.38% | 23.08% | |
MSCI EMU Index | -25.23% | -24.02% | 0.48% | 2.57% | 2.40% | 21.53% |
Beginning Account Value January 1, 2022 |
Ending Account Value June 30, 2022 |
Annualized Expense Ratio Based on the Six-Month Period |
Expenses Paid During the Six-Month Period (a) | |
First Trust Asia Pacific ex-Japan AlphaDEX® Fund (FPA) | ||||
Actual | $1,000.00 | $843.30 | 0.80% | $3.66 |
Hypothetical (5% return before expenses) | $1,000.00 | $1,020.83 | 0.80% | $4.01 |
First Trust Europe AlphaDEX® Fund (FEP) | ||||
Actual | $1,000.00 | $738.70 | 0.80% | $3.45 |
Hypothetical (5% return before expenses) | $1,000.00 | $1,020.83 | 0.80% | $4.01 |
First Trust Latin America AlphaDEX® Fund (FLN) | ||||
Actual | $1,000.00 | $970.50 | 0.80% | $3.91 |
Hypothetical (5% return before expenses) | $1,000.00 | $1,020.83 | 0.80% | $4.01 |
First Trust Brazil AlphaDEX® Fund (FBZ) | ||||
Actual | $1,000.00 | $929.30 | 0.80% | $3.83 |
Hypothetical (5% return before expenses) | $1,000.00 | $1,020.83 | 0.80% | $4.01 |
First Trust China AlphaDEX® Fund (FCA) | ||||
Actual | $1,000.00 | $943.20 | 0.80% | $3.85 |
Hypothetical (5% return before expenses) | $1,000.00 | $1,020.83 | 0.80% | $4.01 |
Beginning Account Value January 1, 2022 |
Ending Account Value June 30, 2022 |
Annualized Expense Ratio Based on the Six-Month Period |
Expenses Paid During the Six-Month Period (a) | |
First Trust Japan AlphaDEX® Fund (FJP) | ||||
Actual | $1,000.00 | $838.50 | 0.80% | $3.65 |
Hypothetical (5% return before expenses) | $1,000.00 | $1,020.83 | 0.80% | $4.01 |
First Trust Developed Markets ex-US AlphaDEX® Fund (FDT) | ||||
Actual | $1,000.00 | $797.30 | 0.80% | $3.57 |
Hypothetical (5% return before expenses) | $1,000.00 | $1,020.83 | 0.80% | $4.01 |
First Trust Emerging Markets AlphaDEX® Fund (FEM) | ||||
Actual | $1,000.00 | $829.00 | 0.80% | $3.63 |
Hypothetical (5% return before expenses) | $1,000.00 | $1,020.83 | 0.80% | $4.01 |
First Trust Germany AlphaDEX® Fund (FGM) | ||||
Actual | $1,000.00 | $654.30 | 0.80% | $3.28 |
Hypothetical (5% return before expenses) | $1,000.00 | $1,020.83 | 0.80% | $4.01 |
First Trust United Kingdom AlphaDEX® Fund (FKU) | ||||
Actual | $1,000.00 | $740.00 | 0.80% | $3.45 |
Hypothetical (5% return before expenses) | $1,000.00 | $1,020.83 | 0.80% | $4.01 |
First Trust India NIFTY 50 Equal Weight ETF (NFTY) | ||||
Actual | $1,000.00 | $872.90 | 0.80% | $3.72 |
Hypothetical (5% return before expenses) | $1,000.00 | $1,020.83 | 0.80% | $4.01 |
First Trust Switzerland AlphaDEX® Fund (FSZ) | ||||
Actual | $1,000.00 | $757.70 | 0.80% | $3.49 |
Hypothetical (5% return before expenses) | $1,000.00 | $1,020.83 | 0.80% | $4.01 |
First Trust Developed Markets ex-US Small Cap AlphaDEX® Fund (FDTS) | ||||
Actual | $1,000.00 | $799.50 | 0.80% | $3.57 |
Hypothetical (5% return before expenses) | $1,000.00 | $1,020.83 | 0.80% | $4.01 |
First Trust Emerging Markets Small Cap AlphaDEX® Fund (FEMS) | ||||
Actual | $1,000.00 | $882.40 | 0.80% | $3.73 |
Hypothetical (5% return before expenses) | $1,000.00 | $1,020.83 | 0.80% | $4.01 |
First Trust Eurozone AlphaDEX® ETF (FEUZ) | ||||
Actual | $1,000.00 | $751.10 | 0.80% | $3.47 |
Hypothetical (5% return before expenses) | $1,000.00 | $1,020.83 | 0.80% | $4.01 |
(a) | Expenses are equal to the annualized expense ratios as indicated in the table multiplied by the average account value over the period (January 1, 2022 through June 30, 2022), multiplied by 181/365 (to reflect the six-month period). |
Total Value at 6/30/2022 |
Level
1 Quoted Prices |
Level
2 Significant Observable Inputs |
Level
3 Significant Unobservable Inputs | |
Common Stocks: | ||||
Portugal | $ 4,497,114 | $ 4,497,114 | $ — | $ —** |
United Kingdom | 60,644,371 | 60,531,509 | 112,862 | — |
Other Country Categories* | 230,332,643 | 230,332,643 | — | — |
Real Estate Investment Trusts* | 8,698,149 | 8,698,149 | — | — |
Money Market Funds | 4,310,391 | 4,310,391 | — | — |
Repurchase Agreements | 4,053,844 | — | 4,053,844 | — |
Total Investments | $ 312,536,512 | $ 308,369,806 | $ 4,166,706 | $—** |
* | See Portfolio of Investments for country breakout. |
** | Investment is valued at $0. |
Total Value at 6/30/2022 |
Level
1 Quoted Prices |
Level
2 Significant Observable Inputs |
Level
3 Significant Unobservable Inputs | |
Common Stocks* | $ 41,167,838 | $ 41,167,838 | $ — | $ — |
* | See Portfolio of Investments for country breakout. |
Shares | Description | Value | ||
COMMON STOCKS (Continued) | ||||
Transportation Infrastructure – 0.8% | ||||
18,808 | CCR S.A. | $45,030 | ||
Water Utilities – 2.4% | ||||
16,276 | Cia de Saneamento Basico do Estado de Sao Paulo | 131,149 | ||
Wireless
Telecommunication Services – 2.2% |
||||
49,732 | TIM S.A. | 121,255 | ||
Total Investments – 98.1% | 5,354,167 | |||
(Cost $5,172,124) | ||||
Net Other Assets and Liabilities – 1.9% | 104,810 | |||
Net Assets – 100.0% | $5,458,977 |
(a) | Non-income producing security. |
Country Allocation† | % of Net Assets |
Brazil | 98.1% |
Total Investments | 98.1 |
Net Other Assets and Liabilities | 1.9 |
Total | 100.0% |
Total Value at 6/30/2022 |
Level
1 Quoted Prices |
Level
2 Significant Observable Inputs |
Level
3 Significant Unobservable Inputs | |
Common Stocks* | $ 5,354,167 | $ 5,354,167 | $ — | $ — |
* | See Portfolio of Investments for industry breakout. |
Total Value at 6/30/2022 |
Level
1 Quoted Prices |
Level
2 Significant Observable Inputs |
Level
3 Significant Unobservable Inputs | |
Common Stocks: | ||||
Real Estate Management & Development | $ 631,417 | $ 531,433 | $ 99,984 | $ — |
Other industry categories* | 8,141,520 | 8,141,520 | — | — |
Total Investments | $ 8,772,937 | $ 8,672,953 | $ 99,984 | $— |
* | See Portfolio of Investments for industry breakout. |
Currency Exposure Diversification |
% of Total Investments |
Japanese Yen | 21.0% |
Euro | 20.0 |
Canadian Dollar | 15.6 |
South Korean Won | 10.1 |
British Pound Sterling | 7.9 |
Australian Dollar | 6.0 |
Swedish Krona | 4.2 |
United States Dollar | 4.1 |
Hong Kong Dollar | 3.6 |
Norwegian Krone | 1.8 |
Singapore Dollar | 1.7 |
Israeli Shekel | 1.7 |
Swiss Franc | 1.5 |
Danish Krone | 0.5 |
New Zealand Dollar | 0.3 |
Total | 100.0% |
Total Value at 6/30/2022 |
Level
1 Quoted Prices |
Level
2 Significant Observable Inputs |
Level
3 Significant Unobservable Inputs | |
Common Stocks: | ||||
Cayman Islands | $ 6,046,417 | $ 5,580,597 | $ 465,820 | $ — |
Portugal | 2,861,515 | 2,861,515 | — | —** |
Other Country Categories* | 371,885,455 | 371,885,455 | — | — |
Real Estate Investment Trusts* | 14,579,373 | 14,579,373 | — | — |
Money Market Funds | 8,652,044 | 8,652,044 | — | — |
Repurchase Agreements | 8,137,089 | — | 8,137,089 | — |
Total Investments | $ 412,161,893 | $ 403,558,984 | $ 8,602,909 | $—** |
* | See Portfolio of Investments for country breakout. |
** | Investment is valued at $0. |
Shares | Description | Value | ||
COMMON STOCKS (Continued) | ||||
Wireless
Telecommunication Services – 2.7% |
||||
26,535 | 1&1 AG | $500,532 | ||
Total Investments – 99.6% | 18,586,073 | |||
(Cost $28,841,075) | ||||
Net Other Assets and Liabilities – 0.4% | 70,445 | |||
Net Assets – 100.0% | $18,656,518 |
(a) | Non-income producing security. |
(b) | This security may be resold to qualified foreign investors and foreign institutional buyers under Regulation S of the Securities Act of 1933, as amended (the “1933 Act”). |
(c) | This security is exempt from registration upon resale under Rule 144A of 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. |
Country Allocation† | % of Net Assets |
Germany | 99.6% |
Total Investments | 99.6 |
Net Other Assets and Liabilities | 0.4 |
Total | 100.0% |
Total Value at 6/30/2022 |
Level
1 Quoted Prices |
Level
2 Significant Observable Inputs |
Level
3 Significant Unobservable Inputs | |
Common Stocks* | $ 18,586,073 | $ 18,586,073 | $ — | $ — |
* | See Portfolio of Investments for industry breakout. |
Total Value at 6/30/2022 |
Level
1 Quoted Prices |
Level
2 Significant Observable Inputs |
Level
3 Significant Unobservable Inputs | |
Common Stocks: | ||||
Metals & Mining | $ 8,045,536 | $ 7,894,763 | $ 150,773 | $ — |
Other industry categories* | 56,989,914 | 56,989,914 | — | — |
Real Estate Investment Trusts* | 2,640,539 | 2,640,539 | — | — |
Total Investments | $ 67,675,989 | $ 67,525,216 | $ 150,773 | $— |
* | See Portfolio of Investments for industry breakout. |
Country Allocation† | % of Net Assets |
Switzerland | 97.2% |
Total Investments | 97.2 |
Net Other Assets and Liabilities | 2.8 |
Total | 100.0% |
Total Value at 6/30/2022 |
Level
1 Quoted Prices |
Level
2 Significant Observable Inputs |
Level
3 Significant Unobservable Inputs | |
Common Stocks* | $ 38,485,113 | $ 38,485,113 | $ — | $ — |
* | See Portfolio of Investments for industry breakout. |
Shares | Description | Value | ||
MONEY MARKET FUNDS – 0.4% | ||||
95,248 | Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 1.39% (f) (g) | $95,248 | ||
(Cost $95,248) | ||||
Principal Value |
Description | Value | ||
REPURCHASE AGREEMENTS – 0.4% | ||||
$89,579 | BNP Paribas S.A., 1.44% (f), dated 6/30/22, due 7/01/22, with a maturity value of $89,583. Collateralized by U.S. Treasury Note, interest rate of 1.25%, due 5/31/28. The value of the collateral including accrued interest is $91,559. (g) | 89,579 | ||
(Cost $89,579) | ||||
Total Investments – 100.0% | 23,705,087 | |||
(Cost $29,790,311) | ||||
Net Other Assets and Liabilities – (0.0)% | (8,346) | |||
Net Assets – 100.0% | $23,696,741 |
(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 2F - 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 is $173,867 and the total value of the collateral held by the Fund is $184,827. |
(d) | This security may be resold to qualified foreign investors and foreign institutional buyers under Regulation S of the Securities Act of 1933, as amended (the “1933 Act”). |
(e) | This security is exempt from registration upon resale under Rule 144A of 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. |
(f) | Rate shown reflects yield as of June 30, 2022. |
(g) | This security serves as collateral for securities on loan. |
First
Trust Asia Pacific ex-Japan AlphaDEX® Fund (FPA) |
First
Trust Europe AlphaDEX® Fund (FEP) |
First
Trust Latin America AlphaDEX® Fund (FLN) |
First
Trust Brazil AlphaDEX® Fund (FBZ) | ||||
ASSETS: | |||||||
Investments, at value
|
$ 13,312,539 | $ 312,536,512 | $ 41,167,838 | $ 5,354,167 | |||
Cash
|
— | — | 17,527 | — | |||
Foreign currency
|
2 | — | 157,784 | 48,424 | |||
Receivables: | |||||||
Fund shares sold
|
— | — | — | — | |||
Dividends
|
53,230 | 559,103 | 303,419 | 65,299 | |||
Dividend reclaims
|
— | 2,581,311 | — | — | |||
Securities lending income
|
81 | 16,685 | — | — | |||
Investment securities sold
|
— | 585,555 | 671 | — | |||
Miscellaneous
|
— | — | — | — | |||
Total Assets
|
13,365,852 | 316,279,166 | 41,647,239 | 5,467,890 | |||
LIABILITIES: | |||||||
Due to custodian
|
22,991 | 272,400 | — | 4,166 | |||
Due to custodian foreign currency
|
— | 8,045 | — | — | |||
Due to authorized participant
|
— | — | 5,034 | — | |||
Due to securities lending agent
|
— | — | — | — | |||
Payables: | |||||||
Investment securities purchased
|
— | — | — | — | |||
Investment advisory fees
|
9,196 | 233,573 | 32,250 | 4,747 | |||
Collateral for securities on loan
|
251,119 | 8,364,235 | — | — | |||
Deferred foreign capital gains tax
|
— | — | — | — | |||
Total Liabilities
|
283,306 | 8,878,253 | 37,284 | 8,913 | |||
NET ASSETS
|
$13,082,546 | $307,400,913 | $41,609,955 | $5,458,977 | |||
NET ASSETS consist of: | |||||||
Paid-in capital
|
$ 28,132,926 | $ 575,623,353 | $ 90,568,950 | $ 32,800,250 | |||
Par value
|
5,000 | 98,500 | 25,500 | 5,500 | |||
Accumulated distributable earnings (loss)
|
(15,055,380) | (268,320,940) | (48,984,495) | (27,346,773) | |||
NET ASSETS
|
$13,082,546 | $307,400,913 | $41,609,955 | $5,458,977 | |||
NET ASSET VALUE, per share
|
$26.16 | $31.21 | $16.32 | $9.93 | |||
Number of shares outstanding (unlimited number of
shares authorized, par value $0.01 per share)
|
500,002 | 9,850,002 | 2,550,002 | 550,002 | |||
Investments, at cost
|
$15,139,752 | $376,715,486 | $48,463,853 | $5,172,124 | |||
Foreign currency, at cost (proceeds)
|
$2 | $(8,018) | $157,926 | $48,461 | |||
Securities on loan, at value
|
$239,256 | $2,034,499 | $— | $— |
First
Trust China AlphaDEX® Fund (FCA) |
First
Trust Japan AlphaDEX® Fund (FJP) |
First
Trust Developed Markets ex-US AlphaDEX® Fund (FDT) |
First
Trust Emerging Markets AlphaDEX® Fund (FEM) |
First
Trust Germany AlphaDEX® Fund (FGM) | ||||
$ 8,772,937 | $ 31,806,388 | $ 412,161,893 | $ 325,331,352 | $ 18,586,073 | ||||
— | — | — | — | 28,550 | ||||
35,534 | 75,360 | 263,658 | 932,622 | 145 | ||||
— | — | 4,824,996 | — | — | ||||
221,807 | 178,176 | 1,139,155 | 5,546,329 | — | ||||
— | 1,610 | 893,369 | 186,577 | 55,798 | ||||
— | — | 5,645 | 305 | — | ||||
— | — | 277,082 | — | — | ||||
— | — | — | 370,740 | — | ||||
9,030,278 | 32,061,534 | 419,565,798 | 332,367,925 | 18,670,566 | ||||
37,850 | 152,579 | 625,588 | 385,780 | — | ||||
— | — | — | — | — | ||||
— | — | — | — | — | ||||
— | 40 | — | — | — | ||||
— | — | 4,807,252 | — | — | ||||
5,953 | 21,630 | 275,410 | 235,107 | 14,048 | ||||
— | 1,115,932 | 16,789,133 | 920,407 | — | ||||
— | — | — | — | — | ||||
43,803 | 1,290,181 | 22,497,383 | 1,541,294 | 14,048 | ||||
$ 8,986,475 | $ 30,771,353 | $ 397,068,415 | $ 330,826,631 | $ 18,656,518 | ||||
$ 16,561,012 | $ 88,399,981 | $ 739,187,450 | $ 554,084,881 | $ 60,977,894 | ||||
3,500 | 7,500 | 83,364 | 156,000 | 5,500 | ||||
(7,578,037) | (57,636,128) | (342,202,399) | (223,414,250) | (42,326,876) | ||||
$ 8,986,475 | $ 30,771,353 | $ 397,068,415 | $ 330,826,631 | $ 18,656,518 | ||||
$25.68 | $41.03 | $47.63 | $21.21 | $33.92 | ||||
350,002 | 750,002 | 8,336,412 | 15,600,002 | 550,002 | ||||
$9,576,333 | $38,057,009 | $459,859,015 | $384,492,325 | $28,841,075 | ||||
$35,533 | $74,929 | $261,914 | $933,520 | $145 | ||||
$— | $1,071,356 | $14,628,668 | $873,531 | $— |
First
Trust United Kingdom AlphaDEX® Fund (FKU) |
First
Trust India NIFTY 50 Equal Weight ETF (NFTY) |
First
Trust Switzerland AlphaDEX® Fund (FSZ) |
First
Trust Developed Markets ex-US Small Cap AlphaDEX® Fund (FDTS) | ||||
ASSETS: | |||||||
Investments, at value
|
$ 67,675,989 | $ 47,155,901 | $ 38,485,113 | $ 9,256,196 | |||
Cash
|
— | — | 4,371 | — | |||
Foreign currency
|
— | 2,951,047 | — | 15,520 | |||
Receivables: | |||||||
Fund shares sold
|
— | 23,239 | — | — | |||
Dividends
|
355,592 | 247,469 | — | 33,838 | |||
Dividend reclaims
|
8,964 | — | 1,128,763 | 12,777 | |||
Securities lending income
|
— | — | — | 54 | |||
Investment securities sold
|
— | 2,942,983 | — | 12,512 | |||
Miscellaneous
|
— | — | — | — | |||
Total Assets
|
68,040,545 | 53,320,639 | 39,618,247 | 9,330,897 | |||
LIABILITIES: | |||||||
Due to custodian
|
58,499 | 2,940,944 | — | 5,000 | |||
Due to custodian foreign currency
|
8 | — | — | — | |||
Due to authorized participant
|
— | — | — | — | |||
Due to securities lending agent
|
— | — | — | — | |||
Payables: | |||||||
Investment securities purchased
|
— | 2,954,788 | — | 13,064 | |||
Investment advisory fees
|
47,856 | 31,768 | 44,336 | 6,529 | |||
Collateral for securities on loan
|
— | — | — | 212,993 | |||
Deferred foreign capital gains tax
|
— | 311,307 | — | — | |||
Total Liabilities
|
106,363 | 6,238,807 | 44,336 | 237,586 | |||
NET ASSETS
|
$67,934,182 | $47,081,832 | $39,573,911 | $9,093,311 | |||
NET ASSETS consist of: | |||||||
Paid-in capital
|
$ 129,011,961 | $ 46,031,841 | $ 76,182,880 | $ 14,821,680 | |||
Par value
|
21,500 | 11,500 | 7,500 | 2,500 | |||
Accumulated distributable earnings (loss)
|
(61,099,279) | 1,038,491 | (36,616,469) | (5,730,869) | |||
NET ASSETS
|
$67,934,182 | $47,081,832 | $39,573,911 | $9,093,311 | |||
NET ASSET VALUE, per share
|
$31.60 | $40.94 | $52.77 | $36.37 | |||
Number of shares outstanding (unlimited number of
shares authorized, par value $0.01 per share)
|
2,150,002 | 1,150,002 | 750,002 | 250,002 | |||
Investments, at cost
|
$88,264,146 | $46,854,745 | $46,544,300 | $10,961,356 | |||
Foreign currency, at cost (proceeds)
|
$(8) | $2,951,047 | $— | $15,459 | |||
Securities on loan, at value
|
$— | $— | $— | $200,665 |
First
Trust Emerging Markets Small Cap AlphaDEX® Fund (FEMS) |
First
Trust Eurozone AlphaDEX® ETF (FEUZ) | |
$ 113,702,314 | $ 23,705,087 | |
70,787 | 3,195 | |
204,697 | 2,475 | |
— | — | |
1,121,267 | 13,280 | |
3,297 | 174,603 | |
10,815 | 464 | |
— | — | |
— | — | |
115,113,177 | 23,899,104 | |
— | — | |
— | — | |
— | — | |
— | — | |
— | — | |
83,298 | 17,536 | |
2,455,194 | 184,827 | |
— | — | |
2,538,492 | 202,363 | |
$ 112,574,685 | $ 23,696,741 | |
$ 164,824,447 | $ 53,409,615 | |
32,500 | 7,000 | |
(52,282,262) | (29,719,874) | |
$ 112,574,685 | $ 23,696,741 | |
$34.64 | $33.85 | |
3,250,002 | 700,002 | |
$131,959,946 | $29,790,311 | |
$204,741 | $2,475 | |
$2,645,183 | $173,867 |
First
Trust Asia Pacific ex-Japan AlphaDEX® Fund (FPA) |
First
Trust Europe AlphaDEX® Fund (FEP) |
First
Trust Latin America AlphaDEX® Fund (FLN) |
First
Trust Brazil AlphaDEX® Fund (FBZ) | |||||
INVESTMENT INCOME: | ||||||||
Dividends
|
$ 378,840 | $ 12,630,684 | $ 1,841,148 | $ 392,890 | ||||
Securities lending income (net of fees)
|
3,004 | 85,669 | — | — | ||||
Foreign withholding tax
|
(43,291) | (1,236,344) | (247,744) | (11,259) | ||||
Other
|
27 | 2,934 | 1 | 3 | ||||
Total investment income
|
338,580 | 11,482,943 | 1,593,405 | 381,634 | ||||
EXPENSES: | ||||||||
Investment advisory fees
|
60,002 | 1,858,574 | 125,214 | 44,845 | ||||
Total expenses
|
60,002 | 1,858,574 | 125,214 | 44,845 | ||||
NET INVESTMENT INCOME (LOSS)
|
278,578 | 9,624,369 | 1,468,191 | 336,789 | ||||
NET REALIZED AND UNREALIZED GAIN (LOSS): | ||||||||
Net realized gain (loss) on: | ||||||||
Investments
|
(259,514) | (33,552,753) | (341,482) | (478,059) | ||||
In-kind redemptions
|
673,486 | 3,356,030 | 72,191 | (306) | ||||
Foreign currency transactions
|
(32,085) | (90,970) | (147,920) | (14,747) | ||||
Foreign capital gains tax
|
— | — | — | — | ||||
Net realized gain (loss)
|
381,887 | (30,287,693) | (417,211) | (493,112) | ||||
Net change in unrealized appreciation (depreciation) on: | ||||||||
Investments
|
(3,196,348) | (115,551,508) | (8,004,858) | 632,237 | ||||
Foreign currency translation
|
(924) | (232,425) | (14,443) | 1,389 | ||||
Deferred foreign capital gains tax
|
— | — | — | — | ||||
Net change in unrealized appreciation
(depreciation)
|
(3,197,272) | (115,783,933) | (8,019,301) | 633,626 | ||||
NET REALIZED AND UNREALIZED GAIN (LOSS)
|
(2,815,385) | (146,071,626) | (8,436,512) | 140,514 | ||||
NET INCREASE (DECREASE) IN NET ASSETS RESULTING
FROM OPERATIONS
|
$(2,536,807) | $(136,447,257) | $(6,968,321) | $ 477,303 |
First
Trust China AlphaDEX® Fund (FCA) |
First
Trust Japan AlphaDEX® Fund (FJP) |
First
Trust Developed Markets ex-US AlphaDEX® Fund (FDT) |
First
Trust Emerging Markets AlphaDEX® Fund (FEM) |
First
Trust Germany AlphaDEX® Fund (FGM) | |||||
$356,462 | $789,615 | $10,340,517 | $16,097,661 | $1,063,108 | |||||
336 | 5,109 | 84,659 | 30,396 | 2,385 | |||||
(23,633) | (78,962) | (1,057,202) | (1,866,459) | (138,271) | |||||
— | — | 730 | 1,590 | 166 | |||||
333,165 | 715,762 | 9,368,704 | 14,263,188 | 927,388 | |||||
36,688 | 133,260 | 1,710,950 | 1,585,621 | 205,521 | |||||
36,688 | 133,260 | 1,710,950 | 1,585,621 | 205,521 | |||||
296,477 | 582,502 | 7,657,754 | 12,677,567 | 721,867 | |||||
(598,935) | (435,644) | (25,525,850) | (1,015,387) | (326,482) | |||||
— | — | — | 874,505 | (5,945,252) | |||||
(28) | (50,725) | (278,849) | (437,570) | 465 | |||||
— | — | — | (720,307) | — | |||||
(598,963) | (486,369) | (25,804,699) | (1,298,759) | (6,271,269) | |||||
(246,615) | (5,858,113) | (77,734,995) | (84,887,091) | (14,831,097) | |||||
47 | (13,274) | (118,580) | (46,327) | (4,822) | |||||
— | — | — | 1,478,891 | — | |||||
(246,568) | (5,871,387) | (77,853,575) | (83,454,527) | (14,835,919) | |||||
(845,531) | (6,357,756) | (103,658,274) | (84,753,286) | (21,107,188) | |||||
$(549,054) | $(5,775,254) | $(96,000,520) | $(72,075,719) | $(20,385,321) |
First
Trust United Kingdom AlphaDEX® Fund (FKU) |
First
Trust India NIFTY 50 Equal Weight ETF (NFTY) |
First
Trust Switzerland AlphaDEX® Fund (FSZ) |
First
Trust Developed Markets ex-US Small Cap AlphaDEX® Fund (FDTS) | |||||
INVESTMENT INCOME: | ||||||||
Dividends
|
$ 2,156,249 | $ 513,333 | $ 2,252,674 | $ 227,288 | ||||
Securities lending income (net of fees)
|
— | — | — | 2,917 | ||||
Foreign withholding tax
|
(10,053) | (118,645) | (275,848) | (24,127) | ||||
Other
|
3 | — | — | 58 | ||||
Total investment income
|
2,146,199 | 394,688 | 1,976,826 | 206,136 | ||||
EXPENSES: | ||||||||
Investment advisory fees
|
329,774 | 223,184 | 339,389 | 46,437 | ||||
Total expenses
|
329,774 | 223,184 | 339,389 | 46,437 | ||||
NET INVESTMENT INCOME (LOSS)
|
1,816,425 | 171,504 | 1,637,437 | 159,699 | ||||
NET REALIZED AND UNREALIZED GAIN (LOSS): | ||||||||
Net realized gain (loss) on: | ||||||||
Investments
|
(3,929,782) | 1,559,810 | 2,400,309 | (597,628) | ||||
In-kind redemptions
|
1,837,712 | — | (2,070,563) | 183,868 | ||||
Foreign currency transactions
|
(30,846) | (35,522) | (6,903) | (9,414) | ||||
Foreign capital gains tax
|
— | (462,934) | — | — | ||||
Net realized gain (loss)
|
(2,122,916) | 1,061,354 | 322,843 | (423,174) | ||||
Net change in unrealized appreciation (depreciation) on: | ||||||||
Investments
|
(24,082,857) | (9,584,258) | (26,832,538) | (2,112,781) | ||||
Foreign currency translation
|
(13,878) | 106,183 | (38,246) | (1,709) | ||||
Deferred foreign capital gains tax
|
— | 1,196,381 | — | — | ||||
Net change in unrealized appreciation
(depreciation)
|
(24,096,735) | (8,281,694) | (26,870,784) | (2,114,490) | ||||
NET REALIZED AND UNREALIZED GAIN (LOSS)
|
(26,219,651) | (7,220,340) | (26,547,941) | (2,537,664) | ||||
NET INCREASE (DECREASE) IN NET ASSETS RESULTING
FROM OPERATIONS
|
$(24,403,226) | $(7,048,836) | $(24,910,504) | $(2,377,965) |
First
Trust Emerging Markets Small Cap AlphaDEX® Fund (FEMS) |
First
Trust Eurozone AlphaDEX® ETF (FEUZ) | ||
$4,270,879 | $946,932 | ||
93,540 | 3,787 | ||
(478,850) | (120,401) | ||
— | 488 | ||
3,885,569 | 830,806 | ||
548,341 | 197,306 | ||
548,341 | 197,306 | ||
3,337,228 | 633,500 | ||
(1,329,894) | (3,936,367) | ||
(103,241) | (4,089,731) | ||
(195,790) | (861) | ||
(1,645) | — | ||
(1,630,570) | (8,026,959) | ||
(18,190,950) | (5,817,097) | ||
370 | (12,024) | ||
4,745 | — | ||
(18,185,835) | (5,829,121) | ||
(19,816,405) | (13,856,080) | ||
$(16,479,177) | $(13,222,580) |
First Trust Asia Pacific ex-Japan AlphaDEX® Fund (FPA) |
First Trust Europe AlphaDEX® Fund (FEP) | ||||||
Six
Months Ended 6/30/2022 (Unaudited) |
Year Ended 12/31/2021 |
Six
Months Ended 6/30/2022 (Unaudited) |
Year Ended 12/31/2021 | ||||
OPERATIONS: | |||||||
Net investment income (loss)
|
$ 278,578 | $ 925,520 | $ 9,624,369 | $ 11,969,339 | |||
Net realized gain (loss)
|
381,887 | 1,481,007 | (30,287,693) | 75,355,601 | |||
Net change in unrealized appreciation
(depreciation)
|
(3,197,272) | (2,508,413) | (115,783,933) | (9,103,026) | |||
Net increase (decrease) in net assets resulting
from operations
|
(2,536,807) | (101,886) | (136,447,257) | 78,221,914 | |||
DISTRIBUTIONS TO SHAREHOLDERS FROM: | |||||||
Investment operations
|
(258,401) | (1,196,923) | (7,896,231) | (18,281,993) | |||
SHAREHOLDER TRANSACTIONS: | |||||||
Proceeds from shares sold
|
— | 10,439,636 | 12,410,288 | 301,558,631 | |||
Cost of shares redeemed
|
(9,379,791) | (1,618,879) | (134,574,588) | (230,355,044) | |||
Net increase (decrease) in net assets resulting
from shareholder transactions
|
(9,379,791) | 8,820,757 | (122,164,300) | 71,203,587 | |||
Total increase (decrease) in net assets
|
(12,174,999) | 7,521,948 | (266,507,788) | 131,143,508 | |||
NET ASSETS: | |||||||
Beginning of period
|
25,257,545 | 17,735,597 | 573,908,701 | 442,765,193 | |||
End of period
|
$ 13,082,546 | $ 25,257,545 | $ 307,400,913 | $ 573,908,701 | |||
CHANGES IN SHARES OUTSTANDING: | |||||||
Shares outstanding, beginning of period
|
800,002 | 550,002 | 13,250,002 | 11,500,002 | |||
Shares sold
|
— | 300,000 | 300,000 | 7,200,000 | |||
Shares redeemed
|
(300,000) | (50,000) | (3,700,000) | (5,450,000) | |||
Shares outstanding, end of period
|
500,002 | 800,002 | 9,850,002 | 13,250,002 |
First Trust Latin America AlphaDEX® Fund (FLN) |
First Trust Brazil AlphaDEX® Fund (FBZ) |
First Trust China AlphaDEX® Fund (FCA) | ||||||||
Six
Months Ended 6/30/2022 (Unaudited) |
Year Ended 12/31/2021 |
Six
Months Ended 6/30/2022 (Unaudited) |
Year Ended 12/31/2021 |
Six
Months Ended 6/30/2022 (Unaudited) |
Year Ended 12/31/2021 | |||||
$ 1,468,191 | $ 441,518 | $ 336,789 | $ 665,597 | $ 296,477 | $ 468,390 | |||||
(417,211) | 1,704,097 | (493,112) | 360,032 | (598,963) | 1,187,903 | |||||
(8,019,301) | (2,901,672) | 633,626 | (2,116,477) | (246,568) | (1,661,645) | |||||
(6,968,321) | (756,057) | 477,303 | (1,090,848) | (549,054) | (5,352) | |||||
(1,328,296) | (400,317) | (484,792) | (502,366) | (113,541) | (517,232) | |||||
44,622,511 | 912,884 | 3,542,642 | 16,473,683 | — | 7,297,067 | |||||
(2,521,405) | (5,550,414) | (10,114,794) | (12,214,912) | — | (10,245,972) | |||||
42,101,106 | (4,637,530) | (6,572,152) | 4,258,771 | — | (2,948,905) | |||||
33,804,489 | (5,793,904) | (6,579,641) | 2,665,557 | (662,595) | (3,471,489) | |||||
7,805,466 | 13,599,370 | 12,038,618 | 9,373,061 | 9,649,070 | 13,120,559 | |||||
$41,609,955 | $ 7,805,466 | $ 5,458,977 | $ 12,038,618 | $ 8,986,475 | $ 9,649,070 | |||||
450,002 | 700,002 | 1,050,002 | 700,002 | 350,002 | 450,002 | |||||
2,250,000 | 50,000 | 300,000 | 1,250,000 | — | 250,000 | |||||
(150,000) | (300,000) | (800,000) | (900,000) | — | (350,000) | |||||
2,550,002 | 450,002 | 550,002 | 1,050,002 | 350,002 | 350,002 |
First Trust Japan AlphaDEX® Fund (FJP) |
First Trust Developed Markets ex-US AlphaDEX® Fund (FDT) | ||||||
Six
Months Ended 6/30/2022 (Unaudited) |
Year Ended 12/31/2021 |
Six
Months Ended 6/30/2022 (Unaudited) |
Year Ended 12/31/2021 | ||||
OPERATIONS: | |||||||
Net investment income (loss)
|
$ 582,502 | $ 589,668 | $ 7,657,754 | $ 9,579,953 | |||
Net realized gain (loss)
|
(486,369) | 372,425 | (25,804,699) | 49,704,396 | |||
Net change in unrealized appreciation
(depreciation)
|
(5,871,387) | (883,872) | (77,853,575) | (21,075,655) | |||
Net increase (decrease) in net assets resulting
from operations
|
(5,775,254) | 78,221 | (96,000,520) | 38,208,694 | |||
DISTRIBUTIONS TO SHAREHOLDERS FROM: | |||||||
Investment operations
|
(581,401) | (875,402) | (5,994,504) | (15,144,146) | |||
SHAREHOLDER TRANSACTIONS: | |||||||
Proceeds from shares sold
|
2,226,991 | — | 84,484,180 | 36,993,954 | |||
Cost of shares redeemed
|
— | (5,437,368) | — | (5,897,300) | |||
Net increase (decrease) in net assets resulting
from shareholder transactions
|
2,226,991 | (5,437,368) | 84,484,180 | 31,096,654 | |||
Total increase (decrease) in net assets
|
(4,129,664) | (6,234,549) | (17,510,844) | 54,161,202 | |||
NET ASSETS: | |||||||
Beginning of period
|
34,901,017 | 41,135,566 | 414,579,259 | 360,418,057 | |||
End of period
|
$ 30,771,353 | $ 34,901,017 | $ 397,068,415 | $ 414,579,259 | |||
CHANGES IN SHARES OUTSTANDING: | |||||||
Shares outstanding, beginning of period
|
700,002 | 800,002 | 6,836,412 | 6,336,412 | |||
Shares sold
|
50,000 | — | 1,500,000 | 600,000 | |||
Shares redeemed
|
— | (100,000) | — | (100,000) | |||
Shares outstanding, end of period
|
750,002 | 700,002 | 8,336,412 | 6,836,412 |
First Trust Emerging Markets AlphaDEX® Fund (FEM) |
First Trust Germany AlphaDEX® Fund (FGM) |
First Trust United Kingdom AlphaDEX® Fund (FKU) | ||||||||
Six
Months Ended 6/30/2022 (Unaudited) |
Year Ended 12/31/2021 |
Six
Months Ended 6/30/2022 (Unaudited) |
Year Ended 12/31/2021 |
Six
Months Ended 6/30/2022 (Unaudited) |
Year Ended 12/31/2021 | |||||
$ 12,677,567 | $ 20,291,122 | $ 721,867 | $ 1,764,495 | $ 1,816,425 | $ 1,655,416 | |||||
(1,298,759) | 54,058,582 | (6,271,269) | 13,492,527 | (2,122,916) | 2,683,372 | |||||
(83,454,527) | (39,795,292) | (14,835,919) | (9,078,155) | (24,096,735) | 149,705 | |||||
(72,075,719) | 34,554,412 | (20,385,321) | 6,178,867 | (24,403,226) | 4,488,493 | |||||
(8,651,421) | (19,810,512) | (736,093) | (1,500,281) | (2,140,837) | (1,744,928) | |||||
2,614,881 | 79,485,441 | 2,232,301 | 13,472,609 | 4,147,861 | 79,396,844 | |||||
(27,976,044) | (99,025,014) | (61,951,568) | (14,034,516) | (8,612,418) | (2,227,657) | |||||
(25,361,163) | (19,539,573) | (59,719,267) | (561,907) | (4,464,557) | 77,169,187 | |||||
(106,088,303) | (4,795,673) | (80,840,681) | 4,116,679 | (31,008,620) | 79,912,752 | |||||
436,914,934 | 441,710,607 | 99,497,199 | 95,380,520 | 98,942,802 | 19,030,050 | |||||
$330,826,631 | $ 436,914,934 | $ 18,656,518 | $ 99,497,199 | $ 67,934,182 | $ 98,942,802 | |||||
16,650,002 | 17,450,002 | 1,850,002 | 1,850,002 | 2,250,002 | 500,002 | |||||
100,000 | 2,950,000 | 50,000 | 250,000 | 100,000 | 1,800,000 | |||||
(1,150,000) | (3,750,000) | (1,350,000) | (250,000) | (200,000) | (50,000) | |||||
15,600,002 | 16,650,002 | 550,002 | 1,850,002 | 2,150,002 | 2,250,002 |
First Trust India NIFTY 50 Equal Weight ETF (NFTY) |
First Trust Switzerland AlphaDEX® Fund (FSZ) | ||||||
Six
Months Ended 6/30/2022 (Unaudited) |
Year Ended 12/31/2021 |
Six
Months Ended 6/30/2022 (Unaudited) |
Year Ended 12/31/2021 | ||||
OPERATIONS: | |||||||
Net investment income (loss)
|
$ 171,504 | $ 517,271 | $ 1,637,437 | $ 1,340,611 | |||
Net realized gain (loss)
|
1,061,354 | 4,125,186 | 322,843 | 11,727,434 | |||
Net change in unrealized appreciation
(depreciation)
|
(8,281,694) | 7,778,700 | (26,870,784) | 5,471,228 | |||
Net increase (decrease) in net assets resulting
from operations
|
(7,048,836) | 12,421,157 | (24,910,504) | 18,539,273 | |||
DISTRIBUTIONS TO SHAREHOLDERS FROM: | |||||||
Investment operations
|
(1,619,253) | (824,801) | (990,303) | (1,875,162) | |||
SHAREHOLDER TRANSACTIONS: | |||||||
Proceeds from shares sold
|
— | 66,917,813 | — | 6,345,850 | |||
Cost of shares redeemed
|
(6,953,409) | (19,693,610) | (34,468,108) | (20,420,756) | |||
Net increase (decrease) in net assets resulting
from shareholder transactions
|
(6,953,409) | 47,224,203 | (34,468,108) | (14,074,906) | |||
Total increase (decrease) in net assets
|
(15,621,498) | 58,820,559 | (60,368,915) | 2,589,205 | |||
NET ASSETS: | |||||||
Beginning of period
|
62,703,330 | 3,882,771 | 99,942,826 | 97,353,621 | |||
End of period
|
$ 47,081,832 | $ 62,703,330 | $ 39,573,911 | $ 99,942,826 | |||
CHANGES IN SHARES OUTSTANDING: | |||||||
Shares outstanding, beginning of period
|
1,300,002 | 100,002 | 1,400,002 | 1,600,002 | |||
Shares sold
|
— | 1,600,000 | — | 100,000 | |||
Shares redeemed
|
(150,000) | (400,000) | (650,000) | (300,000) | |||
Shares outstanding, end of period
|
1,150,002 | 1,300,002 | 750,002 | 1,400,002 |
First Trust Developed Markets ex-US Small Cap AlphaDEX® Fund (FDTS) |
First Trust Emerging Markets Small Cap AlphaDEX® Fund (FEMS) |
First Trust Eurozone AlphaDEX® ETF (FEUZ) | ||||||||
Six
Months Ended 6/30/2022 (Unaudited) |
Year Ended 12/31/2021 |
Six
Months Ended 6/30/2022 (Unaudited) |
Year Ended 12/31/2021 |
Six
Months Ended 6/30/2022 (Unaudited) |
Year Ended 12/31/2021 | |||||
$ 159,699 | $ 145,363 | $ 3,337,228 | $ 5,574,164 | $ 633,500 | $ 899,396 | |||||
(423,174) | 1,706,019 | (1,630,570) | 29,064,086 | (8,026,959) | 4,839,728 | |||||
(2,114,490) | (856,439) | (18,185,835) | (30,029,448) | (5,829,121) | (3,425,251) | |||||
(2,377,965) | 994,943 | (16,479,177) | 4,608,802 | (13,222,580) | 2,313,873 | |||||
(119,376) | (347,513) | (3,051,582) | (8,877,525) | (684,307) | (1,009,147) | |||||
— | 9,293,815 | — | 25,725,874 | — | 68,170,224 | |||||
(2,226,151) | (4,668,214) | (10,924,622) | (31,008,175) | (43,531,725) | (15,702,337) | |||||
(2,226,151) | 4,625,601 | (10,924,622) | (5,282,301) | (43,531,725) | 52,467,887 | |||||
(4,723,492) | 5,273,031 | (30,455,381) | (9,551,024) | (57,438,612) | 53,772,613 | |||||
13,816,803 | 8,543,772 | 143,030,066 | 152,581,090 | 81,135,353 | 27,362,740 | |||||
$9,093,311 | $ 13,816,803 | $ 112,574,685 | $ 143,030,066 | $ 23,696,741 | $ 81,135,353 | |||||
300,002 | 200,002 | 3,550,002 | 3,700,002 | 1,750,002 | 650,002 | |||||
— | 200,000 | — | 550,000 | — | 1,450,000 | |||||
(50,000) | (100,000) | (300,000) | (700,000) | (1,050,000) | (350,000) | |||||
250,002 | 300,002 | 3,250,002 | 3,550,002 | 700,002 | 1,750,002 |
Six Months Ended 6/30/2022 (Unaudited) |
Year Ended December 31, | |||||||||||
2021 | 2020 | 2019 | 2018 | 2017 | ||||||||
Net asset value, beginning of period
|
$ 31.57 | $ 32.25 | $ 28.57 | $ 27.65 | $ 35.73 | $ 27.16 | ||||||
Income from investment operations: | ||||||||||||
Net investment income (loss)
|
0.51 | 1.28 | 0.58 | 0.63 | 0.40 | 0.93 | ||||||
Net realized and unrealized gain (loss)
|
(5.40) | (0.37) | 3.61 | 1.40 | (7.72) | 8.76 | ||||||
Total from investment operations
|
(4.89) | 0.91 | 4.19 | 2.03 | (7.32) | 9.69 | ||||||
Distributions paid to shareholders from: | ||||||||||||
Net investment income
|
(0.52) | (1.59) | (0.51) | (1.09) | (0.69) | (1.12) | ||||||
Return of capital
|
— | — | — | (0.02) | (0.07) | — | ||||||
Total distributions
|
(0.52) | (1.59) | (0.51) | (1.11) | (0.76) | (1.12) | ||||||
Net asset value, end of period
|
$26.16 | $31.57 | $32.25 | $28.57 | $27.65 | $35.73 | ||||||
Total return
(a)
|
(15.67)% | 2.75% | 14.89% | 7.35% | (20.71)% | 35.93% | ||||||
Ratios to average net assets/supplemental data: | ||||||||||||
Net assets, end of period (in 000’s)
|
$ 13,083 | $ 25,258 | $ 17,736 | $ 19,997 | $ 30,419 | $ 58,959 | ||||||
Ratio of total expenses to average net
assets
|
0.80% (b) | 0.80% | 0.80% | 0.80% | 0.80% | 0.80% | ||||||
Ratio of net investment income (loss) to average
net assets
|
3.71% (b) | 4.03% | 2.33% | 2.64% | 1.68% | 2.95% | ||||||
Portfolio turnover rate (c)
|
43% | 102% | 103% | 101% | 88% | 94% |
(a) | 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. |
(b) | Annualized. |
(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. |
Six Months Ended 6/30/2022 (Unaudited) |
Year Ended December 31, | |||||||||||
2021 | 2020 | 2019 | 2018 | 2017 | ||||||||
Net asset value, beginning of period
|
$ 43.31 | $ 38.50 | $ 37.64 | $ 31.11 | $ 39.07 | $ 29.32 | ||||||
Income from investment operations: | ||||||||||||
Net investment income (loss)
|
0.79 | 1.05 | 0.42 | 0.87 | 0.84 | 0.49 | ||||||
Net realized and unrealized gain (loss)
|
(12.10) | 5.26 | 1.32 | 6.65 | (7.99) | 9.90 | ||||||
Total from investment operations
|
(11.31) | 6.31 | 1.74 | 7.52 | (7.15) | 10.39 | ||||||
Distributions paid to shareholders from: | ||||||||||||
Net investment income
|
(0.79) | (1.50) | (0.88) | (0.99) | (0.81) | (0.64) | ||||||
Net asset value, end of period
|
$31.21 | $43.31 | $38.50 | $37.64 | $31.11 | $39.07 | ||||||
Total return
(a)
|
(26.13)% | 16.53% | 4.95% | 24.38% | (18.67)% | 35.67% | ||||||
Ratios to average net assets/supplemental data: | ||||||||||||
Net assets, end of period (in 000’s)
|
$ 307,401 | $ 573,909 | $ 442,765 | $ 511,890 | $ 592,586 | $ 707,087 | ||||||
Ratio of total expenses to average net
assets
|
0.80% (b) | 0.80% | 0.80% | 0.80% | 0.80% | 0.80% | ||||||
Ratio of net investment income (loss) to average
net assets
|
4.14% (b) | 2.33% | 1.32% | 2.49% | 2.30% | 1.39% | ||||||
Portfolio turnover rate (c)
|
48% | 105% | 109% | 102% | 99% | 100% |
(a) | 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. |
(b) | Annualized. |
(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. |
Six Months Ended 6/30/2022 (Unaudited) |
Year Ended December 31, | |||||||||||
2021 | 2020 | 2019 | 2018 | 2017 | ||||||||
Net asset value, beginning of period
|
$ 17.35 | $ 19.43 | $ 22.67 | $ 18.33 | $ 20.43 | $ 18.74 | ||||||
Income from investment operations: | ||||||||||||
Net investment income (loss)
|
0.55 | 0.89 | 0.52 | 0.48 | 0.52 | 1.56 | ||||||
Net realized and unrealized gain (loss)
|
(1.06) | (2.16) | (3.44) | 4.29 | (2.06) | 2.23 | ||||||
Total from investment operations
|
(0.51) | (1.27) | (2.92) | 4.77 | (1.54) | 3.79 | ||||||
Distributions paid to shareholders from: | ||||||||||||
Net investment income
|
(0.52) | (0.81) | (0.20) | (0.43) | (0.51) | (2.10) | ||||||
Return of capital
|
— | — | (0.12) | — | (0.05) | — | ||||||
Total distributions
|
(0.52) | (0.81) | (0.32) | (0.43) | (0.56) | (2.10) | ||||||
Net asset value, end of period
|
$16.32 | $17.35 | $19.43 | $22.67 | $18.33 | $20.43 | ||||||
Total return
(a)
|
(2.95)% | (6.66)% | (12.32)% | 26.26% | (7.50)% | 20.50% | ||||||
Ratios to average net assets/supplemental data: | ||||||||||||
Net assets, end of period (in 000’s)
|
$ 41,610 | $ 7,805 | $ 13,599 | $ 131,463 | $ 17,418 | $ 17,363 | ||||||
Ratio of total expenses to average net
assets
|
0.80% (b) | 0.80% | 0.80% | 0.80% | 0.80% | 0.82% (c) | ||||||
Ratio of net investment income (loss) to average
net assets
|
9.38% (b) | 4.28% | 0.81% | 2.02% | 2.46% | 3.02% | ||||||
Portfolio turnover rate (d)
|
76% | 91% | 34% | 165% | 158% | 187% |
(a) | 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. |
(b) | Annualized. |
(c) | Includes excise tax. If this excise tax was not included, the expense ratio would have been 0.80%. |
(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. |
Six Months Ended 6/30/2022 (Unaudited) |
Year Ended December 31, | |||||||||||
2021 | 2020 | 2019 | 2018 | 2017 | ||||||||
Net asset value, beginning of period
|
$ 11.47 | $ 13.39 | $ 17.24 | $ 13.38 | $ 15.51 | $ 13.93 | ||||||
Income from investment operations: | ||||||||||||
Net investment income (loss)
|
0.63 | 0.94 | 0.09 | 0.35 | 0.55 | 2.46 | ||||||
Net realized and unrealized gain (loss)
|
(1.40) (a) | (2.08) | (3.60) | 5.08 | (0.97) | 1.06 | ||||||
Total from investment operations
|
(0.77) | (1.14) | (3.51) | 5.43 | (0.42) | 3.52 | ||||||
Distributions paid to shareholders from: | ||||||||||||
Net investment income
|
(0.77) | (0.78) | (0.28) | (1.57) | (0.54) | (1.77) | ||||||
Net realized gain
|
— | — | — | — | (1.17) | (0.17) | ||||||
Return of capital
|
— | — | (0.06) | — | — | — | ||||||
Total distributions
|
(0.77) | (0.78) | (0.34) | (1.57) | (1.71) | (1.94) | ||||||
Net asset value, end of period
|
$9.93 | $11.47 | $13.39 | $17.24 | $13.38 | $15.51 | ||||||
Total return
(b)
|
(7.07)% | (9.00)% | (19.48)% | 41.06% | (1.17)% | 25.91% | ||||||
Ratios to average net assets/supplemental data: | ||||||||||||
Net assets, end of period (in 000’s)
|
$ 5,459 | $ 12,039 | $ 9,373 | $ 116,374 | $ 129,081 | $ 9,308 | ||||||
Ratio of total expenses to average net
assets
|
0.80% (c) | 0.80% | 0.80% | 0.80% | 0.80% | 0.84% (d) | ||||||
Ratio of net investment income (loss) to average
net assets
|
5.99% (c) | 7.36% | 0.72% | 2.15% | 6.84% | 3.19% | ||||||
Portfolio turnover rate (e)
|
70% | 225% | 154% | 90% | 128% | 159% |
(a) | 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. |
(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) | Annualized. |
(d) | Includes excise tax. If this excise tax was not included, the expense ratio would have been 0.80%. |
(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. |
Six Months Ended 6/30/2022 (Unaudited) |
Year Ended December 31, | |||||||||||
2021 | 2020 | 2019 | 2018 | 2017 | ||||||||
Net asset value, beginning of period
|
$ 27.57 | $ 29.16 | $ 26.87 | $ 23.81 | $ 29.77 | $ 19.28 | ||||||
Income from investment operations: | ||||||||||||
Net investment income (loss)
|
0.84 | 1.22 | 1.22 | 1.03 | 0.84 | 0.47 | ||||||
Net realized and unrealized gain (loss)
|
(2.41) | (1.47) | 2.26 | 3.03 | (6.07) | 10.70 | ||||||
Total from investment operations
|
(1.57) | (0.25) | 3.48 | 4.06 | (5.23) | 11.17 | ||||||
Distributions paid to shareholders from: | ||||||||||||
Net investment income
|
(0.32) | (1.34) | (1.19) | (1.00) | (0.73) | (0.68) | ||||||
Net asset value, end of period
|
$25.68 | $27.57 | $29.16 | $26.87 | $23.81 | $29.77 | ||||||
Total return
(a)
|
(5.68)% | (1.18)% | 13.58% | 17.34% | (17.87)% | 58.35% | ||||||
Ratios to average net assets/supplemental data: | ||||||||||||
Net assets, end of period (in 000’s)
|
$ 8,986 | $ 9,649 | $ 13,121 | $ 9,403 | $ 7,142 | $ 7,443 | ||||||
Ratio of total expenses to average net
assets
|
0.80% (b) | 0.80% | 0.80% | 0.80% | 0.80% | 0.80% | ||||||
Ratio of net investment income (loss) to average
net assets
|
6.46% (b) | 3.66% | 5.16% | 4.21% | 2.90% | 1.69% | ||||||
Portfolio turnover rate (c)
|
57% | 166% | 83% | 111% | 97% | 69% |
(a) | 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. |
(b) | Annualized. |
(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. |
Six Months Ended 6/30/2022 (Unaudited) |
Year Ended December 31, | |||||||||||
2021 | 2020 | 2019 | 2018 | 2017 | ||||||||
Net asset value, beginning of period
|
$ 49.86 | $ 51.42 | $ 51.10 | $ 48.55 | $ 59.80 | $ 47.85 | ||||||
Income from investment operations: | ||||||||||||
Net investment income (loss)
|
0.80 | 0.81 | 0.49 | 1.12 | 0.79 | 0.64 | ||||||
Net realized and unrealized gain (loss)
|
(8.85) | (1.16) | 0.34 | 2.84 | (11.30) | 12.08 | ||||||
Total from investment operations
|
(8.05) | (0.35) | 0.83 | 3.96 | (10.51) | 12.72 | ||||||
Distributions paid to shareholders from: | ||||||||||||
Net investment income
|
(0.78) | (1.21) | (0.51) | (1.41) | (0.74) | (0.77) | ||||||
Net asset value, end of period
|
$41.03 | $49.86 | $51.42 | $51.10 | $48.55 | $59.80 | ||||||
Total return
(a)
|
(16.15)% | (0.69)% | 1.71% | 8.27% | (17.66)% | 26.70% | ||||||
Ratios to average net assets/supplemental data: | ||||||||||||
Net assets, end of period (in 000’s)
|
$ 30,771 | $ 34,901 | $ 41,136 | $ 76,647 | $ 152,934 | $ 83,718 | ||||||
Ratio of total expenses to average net
assets
|
0.80% (b) | 0.80% | 0.80% | 0.80% | 0.80% | 0.80% | ||||||
Ratio of net investment income (loss) to average
net assets
|
3.50% (b) | 1.53% | 1.13% | 1.90% | 1.34% | 1.22% | ||||||
Portfolio turnover rate (c)
|
46% | 126% | 136% | 127% | 90% | 101% |
(a) | 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. |
(b) | Annualized. |
(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. |
Six Months Ended 6/30/2022 (Unaudited) |
Year Ended December 31, | |||||||||||
2021 | 2020 | 2019 | 2018 | 2017 | ||||||||
Net asset value, beginning of period
|
$ 60.64 | $ 56.88 | $ 55.79 | $ 49.24 | $ 62.31 | $ 47.43 | ||||||
Income from investment operations: | ||||||||||||
Net investment income (loss)
|
1.07 | 1.52 | 0.68 | 1.19 | 1.04 | 0.88 | ||||||
Net realized and unrealized gain (loss)
|
(13.34) | 4.55 | 1.78 | 6.91 | (13.06) | 14.98 | ||||||
Total from investment operations
|
(12.27) | 6.07 | 2.46 | 8.10 | (12.02) | 15.86 | ||||||
Distributions paid to shareholders from: | ||||||||||||
Net investment income
|
(0.74) | (2.31) | (1.37) | (1.55) | (1.01) | (0.98) | ||||||
Return of capital
|
— | — | — | — | (0.04) | — | ||||||
Total distributions
|
(0.74) | (2.31) | (1.37) | (1.55) | (1.05) | (0.98) | ||||||
Net asset value, end of period
|
$47.63 | $60.64 | $56.88 | $55.79 | $49.24 | $62.31 | ||||||
Total return
(a)
|
(20.27)% | 10.70% | 4.61% | 16.56% | (19.52)% | 33.57% | ||||||
Ratios to average net assets/supplemental data: | ||||||||||||
Net assets, end of period (in 000’s)
|
$ 397,068 | $ 414,579 | $ 360,418 | $ 691,886 | $ 940,633 | $ 810,194 | ||||||
Ratio of total expenses to average net
assets
|
0.80% (b) | 0.80% | 0.80% | 0.80% | 0.80% | 0.80% | ||||||
Ratio of net investment income (loss) to average
net assets
|
3.58% (b) | 2.42% | 1.39% | 2.13% | 1.76% | 1.85% | ||||||
Portfolio turnover rate (c)
|
51% | 111% | 117% | 107% | 109% | 104% |
(a) | 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. |
(b) | Annualized. |
(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. |
Six Months Ended 6/30/2022 (Unaudited) |
Year Ended December 31, | |||||||||||
2021 | 2020 | 2019 | 2018 | 2017 | ||||||||
Net asset value, beginning of period
|
$ 26.24 | $ 25.31 | $ 26.36 | $ 22.80 | $ 27.84 | $ 20.50 | ||||||
Income from investment operations: | ||||||||||||
Net investment income (loss)
|
0.80 | 1.11 | 0.63 | 0.88 | 0.88 | 0.59 | ||||||
Net realized and unrealized gain (loss)
|
(5.28) | 0.90 | (1.00) | 3.56 | (5.12) | 7.43 | ||||||
Total from investment operations
|
(4.48) | 2.01 | (0.37) | 4.44 | (4.24) | 8.02 | ||||||
Distributions paid to shareholders from: | ||||||||||||
Net investment income
|
(0.55) | (1.08) | (0.68) | (0.88) | (0.80) | (0.68) | ||||||
Net asset value, end of period
|
$21.21 | $26.24 | $25.31 | $26.36 | $22.80 | $27.84 | ||||||
Total return
(a)
|
(17.10)% | 7.90% | (0.92)% | 19.81% | (15.48)% | 39.43% | ||||||
Ratios to average net assets/supplemental data: | ||||||||||||
Net assets, end of period (in 000’s)
|
$ 330,827 | $ 436,915 | $ 441,711 | $ 644,615 | $ 452,607 | $ 449,663 | ||||||
Ratio of total expenses to average net
assets
|
0.80% (b) | 0.80% | 0.80% | 0.80% | 0.80% | 0.80% | ||||||
Ratio of net investment income (loss) to average
net assets
|
6.40% (b) | 4.03% | 2.53% | 3.61% | 3.37% | 2.69% | ||||||
Portfolio turnover rate (c)
|
55% | 119% | 111% | 122% | 103% | 101% |
(a) | 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. |
(b) | Annualized. |
(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. |
Six Months Ended 6/30/2022 (Unaudited) |
Year Ended December 31, | |||||||||||
2021 | 2020 | 2019 | 2018 | 2017 | ||||||||
Net asset value, beginning of period
|
$ 53.78 | $ 51.56 | $ 44.39 | $ 37.57 | $ 51.26 | $ 36.47 | ||||||
Income from investment operations: | ||||||||||||
Net investment income (loss)
|
1.92 | 0.91 | 0.68 | 1.02 | 0.72 | 1.00 | ||||||
Net realized and unrealized gain (loss)
|
(20.17) | 2.08 | 7.17 | 6.82 | (13.59) | 14.87 | ||||||
Total from investment operations
|
(18.25) | 2.99 | 7.85 | 7.84 | (12.87) | 15.87 | ||||||
Distributions paid to shareholders from: | ||||||||||||
Net investment income
|
(1.61) | (0.77) | (0.68) | (1.02) | (0.82) | (1.08) | ||||||
Net asset value, end of period
|
$33.92 | $53.78 | $51.56 | $44.39 | $37.57 | $51.26 | ||||||
Total return
(a)
|
(34.57)% | 5.74% | 17.90% | 21.06% | (25.40)% | 43.96% | ||||||
Ratios to average net assets/supplemental data: | ||||||||||||
Net assets, end of period (in 000’s)
|
$ 18,657 | $ 99,497 | $ 95,381 | $ 144,261 | $ 139,022 | $ 258,845 | ||||||
Ratio of total expenses to average net
assets
|
0.80% (b) | 0.80% | 0.80% | 0.80% | 0.80% | 0.80% | ||||||
Ratio of net investment income (loss) to average
net assets
|
2.81% (b) | 1.67% | 1.40% | 2.48% | 1.66% | 2.38% | ||||||
Portfolio turnover rate (c)
|
87% | 80% | 106% | 99% | 81% | 82% |
(a) | 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. |
(b) | Annualized. |
(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. |
Six Months Ended 6/30/2022 (Unaudited) |
Year Ended December 31, | |||||||||||
2021 | 2020 | 2019 | 2018 | 2017 | ||||||||
Net asset value, beginning of period
|
$ 43.97 | $ 38.06 | $ 40.99 | $ 32.11 | $ 39.97 | $ 32.85 | ||||||
Income from investment operations: | ||||||||||||
Net investment income (loss)
|
0.84 | 1.29 | 0.58 | 1.34 | 1.13 | 1.15 | ||||||
Net realized and unrealized gain (loss)
|
(12.22) | 5.93 | (2.95) | 8.91 | (7.35) | 7.14 | ||||||
Total from investment operations
|
(11.38) | 7.22 | (2.37) | 10.25 | (6.22) | 8.29 | ||||||
Distributions paid to shareholders from: | ||||||||||||
Net investment income
|
(0.99) | (1.31) | (0.56) | (1.37) | (1.64) | (1.17) | ||||||
Net asset value, end of period
|
$31.60 | $43.97 | $38.06 | $40.99 | $32.11 | $39.97 | ||||||
Total return
(a)
|
(26.00)% | 19.10% | (5.25)% | 32.36% | (16.16)% | 25.53% | ||||||
Ratios to average net assets/supplemental data: | ||||||||||||
Net assets, end of period (in 000’s)
|
$ 67,934 | $ 98,943 | $ 19,030 | $ 18,444 | $ 9,632 | $ 17,986 | ||||||
Ratio of total expenses to average net
assets
|
0.80% (b) | 0.80% | 0.80% | 0.80% | 0.80% | 0.80% | ||||||
Ratio of net investment income (loss) to average
net assets
|
4.41% (b) | 3.34% | 1.72% | 3.58% | 2.81% | 2.87% | ||||||
Portfolio turnover rate (c)
|
42% | 45% | 109% | 73% | 107% | 98% |
(a) | 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. |
(b) | Annualized. |
(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. |
Six Months Ended 6/30/2022 (Unaudited) |
Year Ended December 31, | |||||||||||
2021 | 2020 | 2019 | 2018 | 2017 | ||||||||
Net asset value, beginning of period
|
$ 48.23 | $ 38.83 | $ 35.26 | $ 35.35 | $ 36.33 | $ 30.87 | ||||||
Income from investment operations: | ||||||||||||
Net investment income (loss)
|
0.14 (a) | 0.48 | 0.30 | 0.26 | 0.23 | 0.87 | ||||||
Net realized and unrealized gain (loss)
|
(6.13) | 9.65 | 3.50 | (0.01) | (1.21) | 6.06 | ||||||
Total from investment operations
|
(5.99) | 10.13 | 3.80 | 0.25 | (0.98) | 6.93 | ||||||
Distributions paid to shareholders from: | ||||||||||||
Net investment income
|
(1.30) | (0.73) | (0.23) | (0.27) | (0.01) | (1.47) | ||||||
Return of capital
|
— | — | — | (0.07) | — | — | ||||||
Total distributions
|
(1.30) | (0.73) | (0.23) | (0.34) | — | (1.47) | ||||||
Net asset value, end of period
|
$40.94 | $48.23 | $38.83 | $35.26 | $35.35 | $36.33 | ||||||
Total return
(b)
|
(12.71)% | 26.15% | 10.66% | 0.71% | (2.67)% (c) | 22.54% | ||||||
Ratios to average net assets/supplemental data: | ||||||||||||
Net assets, end of period (in 000’s)
|
$ 47,082 | $ 62,703 | $ 3,883 | $ 3,526 | $ 3,535 | $ 3,633 | ||||||
Ratio of total expenses to average net
assets
|
0.80% (d) | 0.80% | 0.80% | 0.80% | 0.80% | 0.80% | ||||||
Ratio of net investment income (loss) to average
net assets
|
0.61% (d) | 0.95% | 0.98% | 0.74% | 0.77% | 2.45% | ||||||
Portfolio turnover rate (e)
|
12% | 57% | 38% | 24% | 156% (f) | 64% |
(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) | The Fund received a reimbursement from the advisor in the amount of $7,227, which represents less than $0.01 per share. Since the advisor reimbursed the Fund, there was no effect on the Fund’s total return. |
(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. |
(f) | The variation in the portfolio turnover rate is due to the change in the Fund’s underlying index effective April 17, 2018 which resulted in a complete rebalance of the Fund’s portfolio. |
Six Months Ended 6/30/2022 (Unaudited) |
Year Ended December 31, | |||||||||||
2021 | 2020 | 2019 | 2018 | 2017 | ||||||||
Net asset value, beginning of period
|
$ 71.39 | $ 60.85 | $ 54.11 | $ 43.89 | $ 52.73 | $ 40.82 | ||||||
Income from investment operations: | ||||||||||||
Net investment income (loss)
|
2.03 | 0.78 | 0.88 | 1.07 | 0.82 | 0.66 | ||||||
Net realized and unrealized gain (loss)
|
(19.33) | 10.92 | 6.78 | 10.24 | (8.66) | 12.03 | ||||||
Total from investment operations
|
(17.30) | 11.70 | 7.66 | 11.31 | (7.84) | 12.69 | ||||||
Distributions paid to shareholders from: | ||||||||||||
Net investment income
|
(1.32) | (1.16) | (0.92) | (1.09) | (0.84) | (0.78) | ||||||
Return of capital
|
— | — | — | — | (0.16) | — | ||||||
Total distributions
|
(1.32) | (1.16) | (0.92) | (1.09) | (1.00) | (0.78) | ||||||
Net asset value, end of period
|
$52.77 | $71.39 | $60.85 | $54.11 | $43.89 | $52.73 | ||||||
Total return
(a)
|
(24.23)% | 19.34% | 14.50% | 25.91% | (15.11)% | 31.26% | ||||||
Ratios to average net assets/supplemental data: | ||||||||||||
Net assets, end of period (in 000’s)
|
$ 39,574 | $ 99,943 | $ 97,354 | $ 148,811 | $ 151,409 | $ 237,288 | ||||||
Ratio of total expenses to average net
assets
|
0.80% (b) | 0.80% | 0.80% | 0.80% | 0.80% | 0.80% | ||||||
Ratio of net investment income (loss) to average
net assets
|
3.86% (b) | 1.25% | 1.59% | 2.24% | 1.79% | 1.43% | ||||||
Portfolio turnover rate (c)
|
35% | 66% | 86% | 77% | 65% | 50% |
(a) | 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. |
(b) | Annualized. |
(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. |
Six Months Ended 6/30/2022 (Unaudited) |
Year Ended December 31, | |||||||||||
2021 | 2020 | 2019 | 2018 | 2017 | ||||||||
Net asset value, beginning of period
|
$ 46.06 | $ 42.72 | $ 39.03 | $ 33.54 | $ 44.89 | $ 33.70 | ||||||
Income from investment operations: | ||||||||||||
Net investment income (loss)
|
0.57 | 0.74 | 0.46 | 0.61 | 0.58 | 0.71 | ||||||
Net realized and unrealized gain (loss)
|
(9.79) | 3.99 | 4.09 | 5.77 | (11.28) | 11.41 | ||||||
Total from investment operations
|
(9.22) | 4.73 | 4.55 | 6.38 | (10.70) | 12.12 | ||||||
Distributions paid to shareholders from: | ||||||||||||
Net investment income
|
(0.47) | (1.39) | (0.86) | (0.89) | (0.62) | (0.93) | ||||||
Return of capital
|
— | — | — | — | (0.03) | — | ||||||
Total distributions
|
(0.47) | (1.39) | (0.86) | (0.89) | (0.65) | (0.93) | ||||||
Net asset value, end of period
|
$36.37 | $46.06 | $42.72 | $39.03 | $33.54 | $44.89 | ||||||
Total return
(a)
|
(20.05)% | 11.09% | 12.18% | 19.13% | (24.03)% | 36.23% | ||||||
Ratios to average net assets/supplemental data: | ||||||||||||
Net assets, end of period (in 000’s)
|
$ 9,093 | $ 13,817 | $ 8,544 | $ 9,758 | $ 10,063 | $ 8,977 | ||||||
Ratio of total expenses to average net
assets
|
0.80% (b) | 0.80% | 0.80% | 0.80% | 0.80% | 0.80% | ||||||
Ratio of net investment income (loss) to average
net assets
|
2.75% (b) | 1.46% | 1.35% | 1.66% | 1.30% | 1.80% | ||||||
Portfolio turnover rate (c)
|
56% | 116% | 127% | 119% | 142% | 111% |
(a) | 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. |
(b) | Annualized. |
(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. |
Six Months Ended 6/30/2022 (Unaudited) |
Year Ended December 31, | |||||||||||
2021 | 2020 | 2019 | 2018 | 2017 | ||||||||
Net asset value, beginning of period
|
$ 40.29 | $ 41.24 | $ 39.28 | $ 32.44 | $ 43.02 | $ 30.42 | ||||||
Income from investment operations: | ||||||||||||
Net investment income (loss)
|
0.97 | 1.57 | 0.74 | 1.11 | 1.19 | 1.11 | ||||||
Net realized and unrealized gain (loss)
|
(5.69) | (0.01) | 2.41 | 7.46 | (10.26) | 12.96 | ||||||
Total from investment operations
|
(4.72) | 1.56 | 3.15 | 8.57 | (9.07) | 14.07 | ||||||
Distributions paid to shareholders from: | ||||||||||||
Net investment income
|
(0.93) | (2.51) | (1.19) | (1.73) | (1.44) | (1.26) | ||||||
Net realized gain
|
— | — | — | — | (0.07) | (0.21) | ||||||
Total distributions
|
(0.93) | (2.51) | (1.19) | (1.73) | (1.51) | (1.47) | ||||||
Net asset value, end of period
|
$34.64 | $40.29 | $41.24 | $39.28 | $32.44 | $43.02 | ||||||
Total return
(a)
|
(11.76)% | 3.68% | 8.73% | 26.90% | (21.42)% | 46.57% | ||||||
Ratios to average net assets/supplemental data: | ||||||||||||
Net assets, end of period (in 000’s)
|
$ 112,575 | $ 143,030 | $ 152,581 | $ 163,004 | $ 157,326 | $ 271,055 | ||||||
Ratio of total expenses to average net
assets
|
0.80% (b) | 0.80% | 0.80% | 0.80% | 0.80% | 0.80% | ||||||
Ratio of net investment income (loss) to average
net assets
|
4.87% (b) | 3.65% | 2.38% | 2.88% | 3.02% | 3.26% | ||||||
Portfolio turnover rate (c)
|
60% | 127% | 123% | 127% | 126% | 113% |
(a) | 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. |
(b) | Annualized. |
(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. |
Six Months Ended 6/30/2022 (Unaudited) |
Year Ended December 31, | |||||||||||
2021 | 2020 | 2019 | 2018 | 2017 | ||||||||
Net asset value, beginning of period
|
$ 46.36 | $ 42.10 | $ 40.88 | $ 34.43 | $ 43.81 | $ 32.64 | ||||||
Income from investment operations: | ||||||||||||
Net investment income (loss)
|
0.81 | 1.10 | 0.50 | 0.73 | 0.80 | 0.47 | ||||||
Net realized and unrealized gain (loss)
|
(12.35) | 4.32 | 1.34 | 6.51 | (9.34) | 11.26 | ||||||
Total from investment operations
|
(11.54) | 5.42 | 1.84 | 7.24 | (8.54) | 11.73 | ||||||
Distributions paid to shareholders from: | ||||||||||||
Net investment income
|
(0.97) | (1.16) | (0.62) | (0.79) | (0.84) | (0.56) | ||||||
Net asset value, end of period
|
$33.85 | $46.36 | $42.10 | $40.88 | $34.43 | $43.81 | ||||||
Total return
(a)
|
(24.89)% | 12.90% | 4.69% | 21.15% | (19.82)% | 36.19% | ||||||
Ratios to average net assets/supplemental data: | ||||||||||||
Net assets, end of period (in 000’s)
|
$ 23,697 | $ 81,135 | $ 27,363 | $ 53,145 | $ 49,925 | $ 39,425 | ||||||
Ratio of total expenses to average net
assets
|
0.80% (b) | 0.80% | 0.80% | 0.80% | 0.80% | 0.80% | ||||||
Ratio of net investment income (loss) to average
net assets
|
2.57% (b) | 2.27% | 1.26% | 1.96% | 2.10% | 0.96% | ||||||
Portfolio turnover rate (c)
|
28% | 59% | 93% | 87% | 90% | 77% |
(a) | 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. |
(b) | Annualized. |
(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. |
Fund | Index |
First Trust Asia Pacific ex-Japan AlphaDEX® Fund | Nasdaq AlphaDEX® Asia Pacific Ex-Japan Index |
First Trust Europe AlphaDEX® Fund | Nasdaq AlphaDEX® Europe Index |
First Trust Latin America AlphaDEX® Fund | Nasdaq AlphaDEX® Latin America Index |
First Trust Brazil AlphaDEX® Fund | Nasdaq AlphaDEX® Brazil Index |
First Trust China AlphaDEX® Fund | Nasdaq AlphaDEX® China Index |
First Trust Japan AlphaDEX® Fund | Nasdaq AlphaDEX® Japan Index |
First Trust Developed Markets ex-US AlphaDEX® Fund | Nasdaq AlphaDEX® Developed Markets Ex-US Index |
First Trust Emerging Markets AlphaDEX® Fund | Nasdaq AlphaDEX® Emerging Markets Index |
First Trust Germany AlphaDEX® Fund | Nasdaq AlphaDEX® Germany Index |
First Trust United Kingdom AlphaDEX® Fund | Nasdaq AlphaDEX® United Kingdom Index |
First Trust India NIFTY 50 Equal Weight ETF | NIFTY 50 Equal Weight Index |
First Trust Switzerland AlphaDEX® Fund | Nasdaq AlphaDEX® Switzerland Index |
First Trust Developed Markets ex-US Small Cap AlphaDEX® Fund | Nasdaq AlphaDEX® Developed Markets Ex-US Small Cap Index |
First Trust Emerging Markets Small Cap AlphaDEX® Fund | Nasdaq AlphaDEX® Emerging Markets Small Cap Index |
First Trust Eurozone AlphaDEX® ETF | Nasdaq AlphaDEX® Eurozone Index |
1) | the type of security; |
2) | the size of the holding; |
3) | the initial cost of the security; |
4) | transactions in comparable securities; |
5) | price quotes from dealers and/or third-party pricing services; |
6) | relationships among various securities; |
7) | information obtained by contacting the issuer, analysts, or the appropriate stock exchange; |
8) | an analysis of the issuer’s financial statements; and |
9) | the existence of merger proposals or tender offers that might affect the value of the security. |
1) | the value of similar foreign securities traded on other foreign markets; |
2) | ADR trading of similar securities; |
3) | closed-end fund or exchange-traded fund trading of similar securities; |
4) | foreign currency exchange activity; |
5) | the trading prices of financial products that are tied to baskets of foreign securities; |
6) | factors relating to the event that precipitated the pricing problem; |
7) | whether the event is likely to recur; and |
8) | whether the effects of the event are isolated or whether they affect entire markets, countries or regions. |
• | Level 1 – Level 1 inputs are quoted prices in active markets for identical investments. An active market is a market in which transactions for the investment occur with sufficient frequency and volume to provide pricing information on an ongoing basis. |
• | Level 2 – Level 2 inputs are observable inputs, either directly or indirectly, and include the following: |
o | Quoted prices for similar investments in active markets. |
o | Quoted prices for identical or similar investments in markets that are non-active. A non-active market is a market where there are few transactions for the investment, the prices are not current, or price quotations vary substantially either over time or among market makers, or in which little information is released publicly. |
o | Inputs other than quoted prices that are observable for the investment (for example, interest rates and yield curves observable at commonly quoted intervals, volatilities, prepayment speeds, loss severities, credit risks, and default rates). |
o | Inputs that are derived principally from or corroborated by observable market data by correlation or other means. |
• | Level 3 – Level 3 inputs are unobservable inputs. Unobservable inputs may reflect the reporting entity’s own assumptions about the assumptions that market participants would use in pricing the investment. |
Security | Acquisition Date |
Principal Value/Shares |
Current Price | Carrying Cost |
Value | %
of Net Assets |
YES Bank Ltd. Lock-In | 03/18/20 | 75,422 | $0.16 | $36,638 | $12,081 | 0.03 % |
Distributions paid from Ordinary Income |
Distributions paid from Capital Gains |
Distributions paid from Return of Capital | |||
First Trust Asia Pacific ex-Japan AlphaDEX®
Fund
|
$ 1,196,923 | $ — | $ — | ||
First Trust Europe AlphaDEX®
Fund
|
18,281,993 | — | — | ||
First Trust Latin America AlphaDEX®
Fund
|
400,317 | — | — | ||
First Trust Brazil AlphaDEX®
Fund
|
502,366 | — | — | ||
First Trust China AlphaDEX®
Fund
|
517,232 | — | — | ||
First Trust Japan AlphaDEX®
Fund
|
875,402 | — | — | ||
First Trust Developed Markets ex-US AlphaDEX®
Fund
|
15,144,146 | — | — | ||
First Trust Emerging Markets AlphaDEX®
Fund
|
19,810,512 | — | — | ||
First Trust Germany AlphaDEX®
Fund
|
1,500,281 | — | — | ||
First Trust United Kingdom AlphaDEX®
Fund
|
1,744,928 | — | — | ||
First Trust India NIFTY 50 Equal Weight ETF
|
824,801 | — | — | ||
First Trust Switzerland AlphaDEX®
Fund
|
1,875,162 | — | — | ||
First Trust Developed Markets ex-US Small Cap
AlphaDEX®
Fund
|
347,513 | — | — | ||
First Trust Emerging Markets Small Cap
AlphaDEX®
Fund
|
8,877,525 | — | — | ||
First Trust Eurozone AlphaDEX®
ETF
|
1,009,147 | — | — |
Undistributed Ordinary Income |
Accumulated Capital and Other Gain (Loss) |
Net Unrealized Appreciation (Depreciation) | |||
First Trust Asia Pacific ex-Japan AlphaDEX®
Fund
|
$ — | $ (13,350,617) | $ 1,090,445 | ||
First Trust Europe AlphaDEX®
Fund
|
369,361 | (167,272,385) | 42,925,572 | ||
First Trust Latin America AlphaDEX®
Fund
|
14,608 | (41,263,993) | 561,507 | ||
First Trust Brazil AlphaDEX®
Fund
|
152,930 | (26,534,866) | (957,348) | ||
First Trust China AlphaDEX®
Fund
|
— | (6,215,735) | (699,707) | ||
First Trust Japan AlphaDEX®
Fund
|
46,909 | (50,630,028) | (696,354) | ||
First Trust Developed Markets ex-US AlphaDEX®
Fund
|
— | (263,841,660) | 23,634,285 | ||
First Trust Emerging Markets AlphaDEX®
Fund
|
— | (165,112,502) | 22,425,391 | ||
First Trust Germany AlphaDEX®
Fund
|
262,330 | (25,100,818) | 3,633,026 | ||
First Trust United Kingdom AlphaDEX®
Fund
|
412,969 | (37,928,201) | 2,960,016 | ||
First Trust India NIFTY 50 Equal Weight ETF
|
1,508,243 | — | 8,198,337 | ||
First Trust Switzerland AlphaDEX®
Fund
|
— | (29,141,507) | 18,425,845 | ||
First Trust Developed Markets ex-US Small Cap
AlphaDEX®
Fund
|
— | (3,461,431) | 227,903 | ||
First Trust Emerging Markets Small Cap
AlphaDEX®
Fund
|
248,950 | (30,349,268) | (2,651,185) | ||
First Trust Eurozone AlphaDEX®
ETF
|
75,925 | (15,268,300) | (620,612) |
Non-Expiring Capital Loss Carryforward | |
First Trust Asia Pacific ex-Japan AlphaDEX®
Fund
|
$ 13,350,617 |
First Trust Europe AlphaDEX®
Fund
|
167,272,385 |
First Trust Latin America AlphaDEX®
Fund
|
41,263,993 |
First Trust Brazil AlphaDEX®
Fund
|
26,534,866 |
First Trust China AlphaDEX®
Fund
|
6,215,735 |
First Trust Japan AlphaDEX®
Fund
|
50,630,028 |
First Trust Developed Markets ex-US AlphaDEX®
Fund
|
263,841,660 |
First Trust Emerging Markets AlphaDEX®
Fund
|
165,112,502 |
First Trust Germany AlphaDEX®
Fund
|
25,100,818 |
First Trust United Kingdom AlphaDEX®
Fund
|
37,928,201 |
First Trust India NIFTY 50 Equal Weight ETF
|
— |
First Trust Switzerland AlphaDEX®
Fund
|
29,141,507 |
First Trust Developed Markets ex-US Small Cap
AlphaDEX®
Fund
|
3,461,431 |
First Trust Emerging Markets Small Cap
AlphaDEX®
Fund
|
30,349,268 |
First Trust Eurozone AlphaDEX®
ETF
|
15,268,300 |
Tax Cost | Gross Unrealized Appreciation |
Gross Unrealized (Depreciation) |
Net
Unrealized Appreciation (Depreciation) | ||||
First Trust Asia Pacific ex-Japan AlphaDEX®
Fund
|
$ 15,139,752 | $ 600,684 | $ (2,427,897) | $ (1,827,213) | |||
First Trust Europe AlphaDEX®
Fund
|
376,715,486 | 9,386,656 | (73,565,630) | (64,178,974) | |||
First Trust Latin America AlphaDEX®
Fund
|
48,463,853 | 446,511 | (7,742,526) | (7,296,015) | |||
First Trust Brazil AlphaDEX®
Fund
|
5,172,124 | 643,732 | (461,689) | 182,043 | |||
First Trust China AlphaDEX®
Fund
|
9,576,333 | 806,615 | (1,610,011) | (803,396) | |||
First Trust Japan AlphaDEX®
Fund
|
38,057,009 | 764,538 | (7,015,159) | (6,250,621) | |||
First Trust Developed Markets ex-US AlphaDEX®
Fund
|
459,859,015 | 20,726,471 | (68,423,593) | (47,697,122) | |||
First Trust Emerging Markets AlphaDEX®
Fund
|
384,492,325 | 23,256,191 | (82,417,164) | (59,160,973) | |||
First Trust Germany AlphaDEX®
Fund
|
28,841,075 | 50,515 | (10,305,517) | (10,255,002) | |||
First Trust United Kingdom AlphaDEX®
Fund
|
88,264,146 | 1,645,075 | (22,233,232) | (20,588,157) | |||
First Trust India NIFTY 50 Equal Weight ETF
|
46,854,745 | 3,422,842 | (3,121,686) | 301,156 | |||
First Trust Switzerland AlphaDEX®
Fund
|
46,544,300 | 473,389 | (8,532,576) | (8,059,187) | |||
First Trust Developed Markets ex-US Small Cap
AlphaDEX®
Fund
|
10,961,356 | 329,083 | (2,034,243) | (1,705,160) | |||
First Trust Emerging Markets Small Cap
AlphaDEX®
Fund
|
131,959,946 | 6,872,605 | (25,130,237) | (18,257,632) | |||
First Trust Eurozone AlphaDEX®
ETF
|
29,790,311 | 303,863 | (6,389,087) | (6,085,224) |
Purchases | Sales | ||
First Trust Asia Pacific ex-Japan AlphaDEX® Fund | $ 6,906,086 | $ 11,115,790 | |
First Trust Europe AlphaDEX® Fund | 220,220,224 | 220,994,687 | |
First Trust Latin America AlphaDEX® Fund | 50,019,258 | 23,769,207 | |
First Trust Brazil AlphaDEX® Fund | 7,552,764 | 14,308,962 | |
First Trust China AlphaDEX® Fund | 5,252,370 | 5,284,718 | |
First Trust Japan AlphaDEX® Fund | 15,101,485 | 15,122,876 | |
First Trust Developed Markets ex-US AlphaDEX® Fund | 229,820,704 | 216,602,471 | |
First Trust Emerging Markets AlphaDEX® Fund | 219,355,738 | 229,042,547 | |
First Trust Germany AlphaDEX® Fund | 45,593,907 | 45,799,337 | |
First Trust United Kingdom AlphaDEX® Fund | 35,292,131 | 35,504,733 | |
First Trust India NIFTY 50 Equal Weight ETF | 6,911,259 | 15,967,393 | |
First Trust Switzerland AlphaDEX® Fund | 28,852,089 | 29,296,049 | |
First Trust Developed Markets ex-US Small Cap AlphaDEX® Fund | 6,495,712 | 6,926,108 | |
First Trust Emerging Markets Small Cap AlphaDEX® Fund | 81,753,921 | 87,216,086 | |
First Trust Eurozone AlphaDEX® ETF | 13,799,406 | 13,999,981 | |
Purchases | Sales | ||
First Trust Asia Pacific ex-Japan AlphaDEX® Fund | $ — | $ 5,028,807 | |
First Trust Europe AlphaDEX® Fund | 12,346,168 | 132,926,676 | |
First Trust Latin America AlphaDEX® Fund | 16,026,881 | 602,086 | |
First Trust Brazil AlphaDEX® Fund | 18,879 | 19,156 | |
First Trust China AlphaDEX® Fund | — | — | |
First Trust Japan AlphaDEX® Fund | 2,155,303 | — | |
First Trust Developed Markets ex-US AlphaDEX® Fund | 72,836,329 | — | |
First Trust Emerging Markets AlphaDEX® Fund | 586,233 | 16,778,344 | |
First Trust Germany AlphaDEX® Fund | 2,229,794 | 61,829,964 | |
First Trust United Kingdom AlphaDEX® Fund | 4,137,739 | 8,567,944 | |
First Trust India NIFTY 50 Equal Weight ETF | — | — | |
First Trust Switzerland AlphaDEX® Fund | — | 33,819,132 | |
First Trust Developed Markets ex-US Small Cap AlphaDEX® Fund | — | 1,752,940 | |
First Trust Emerging Markets Small Cap AlphaDEX® Fund | — | 6,379,567 | |
First Trust Eurozone AlphaDEX® ETF | — | 43,407,765 |
NOT FDIC INSURED | NOT BANK GUARANTEED | MAY LOSE VALUE |