Book 1
First Trust NASDAQ Technology Dividend Index Fund (TDIV)
Multi-Asset Diversified Income Index Fund (MDIV)
First Trust S&P International Dividend Aristocrats ETF (FID)
First Trust BuyWrite Income ETF (FTHI)
First Trust Hedged BuyWrite Income ETF (FTLB)
First Trust Rising Dividend Achievers ETF (RDVY)
First Trust Dorsey Wright Focus 5 ETF (FV)
First Trust RBA American Industrial Renaissance® ETF (AIRR)
First Trust Dorsey Wright Momentum & Dividend ETF (DDIV)
First Trust Dorsey Wright International Focus 5 ETF (IFV)
First Trust Dorsey Wright Dynamic Focus 5 ETF (FVC)
First Trust Indxx Innovative Transaction & Process ETF (LEGR)
First Trust Nasdaq Artificial Intelligence and Robotics ETF (ROBT)
First Trust International Developed Capital Strength ETF (FICS)
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3 |
Fund Performance Overview | |
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6 |
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11 |
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15 |
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31 |
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Portfolio of Investments | |
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43 |
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79 |
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82 |
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86 |
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90 |
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96 |
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110 |
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125 |
Performance | |||||||
Average Annual Total Returns | Cumulative Total Returns | ||||||
6
Months Ended 3/31/22 |
1
Year Ended 3/31/22 |
5
Years Ended 3/31/22 |
Inception (8/13/12) to 3/31/22 |
5
Years Ended 3/31/22 |
Inception (8/13/12) to 3/31/22 | ||
Fund Performance | |||||||
NAV | 5.43% | 11.32% | 15.88% | 14.71% | 108.93% | 274.94% | |
Market Price | 5.56% | 11.39% | 15.90% | 14.72% | 109.14% | 275.29% | |
Index Performance | |||||||
Nasdaq Technology Dividend IndexTM | 5.75% | 11.98% | 16.64% | 15.46% | 115.85% | 299.09% | |
S&P 500® Index | 5.92% | 15.65% | 15.99% | 15.18% | 109.94% | 289.98% | |
S&P 500® Information Technology Index | 6.94% | 20.90% | 26.81% | 21.71% | 227.86% | 563.32% |
Performance | |||||||
Average Annual Total Returns | Cumulative Total Returns | ||||||
6
Months Ended 3/31/22 |
1
Year Ended 3/31/22 |
5
Years Ended 3/31/22 |
Inception (8/13/12) to 3/31/22 |
5
Years Ended 3/31/22 |
Inception (8/13/12) to 3/31/22 | ||
Fund Performance | |||||||
NAV | 5.84% | 9.70% | 3.06% | 4.25% | 16.24% | 49.27% | |
Market Price | 5.83% | 9.70% | 3.04% | 4.25% | 16.13% | 49.27% | |
Index Performance | |||||||
Nasdaq US Multi-Asset Diversified Income IndexSM | 6.16% | 10.32% | 3.62% | 4.90% | 19.48% | 58.56% | |
S&P 500® Index | 5.92% | 15.65% | 15.99% | 15.18% | 109.94% | 289.98% | |
Dow Jones U.S. Select DividendTM Index* | 13.43% | 16.30% | 11.31% | 12.94% | 70.88% | 222.71% |
* | The Dow Jones U.S. Select DividendTM Index represents 100 of the United States’ leading stocks by dividend yield. |
Performance | |||||||
Average Annual Total Returns | Cumulative Total Returns | ||||||
6
Months Ended 3/31/22 |
1
Year Ended 3/31/22 |
5
Years Ended 3/31/22 |
Inception (8/22/13) to 3/31/22 |
5
Years Ended 3/31/22 |
Inception (8/22/13) to 3/31/22 | ||
Fund Performance | |||||||
NAV | 2.04% | 4.62% | 4.65% | 3.20% | 25.51% | 31.19% | |
Market Price | 2.50% | 4.08% | 4.83% | 3.23% | 26.58% | 31.47% | |
Index Performance | |||||||
S&P International Dividend Aristocrats Index(1) | 3.19% | 6.38% | N/A | N/A | N/A | N/A | |
Dow Jones EPAC Select DividendTM Index(2) | 6.86% | 6.97% | 6.13% | 4.56% | 34.63% | 46.75% | |
MSCI World ex USA Index | -1.82% | 3.04% | 7.14% | 5.55% | 41.15% | 59.16% |
(1) | On August 30, 2018, the Fund’s underlying index changed from the NASDAQ International Multi-Asset Diversified Income IndexSM to the S&P International Dividend Aristocrats Index (the “Index”). Therefore, the Fund’s performance and historical returns shown for the periods prior to August 30, 2018, are not necessarily indicative of the performance that the Fund, based on its current index, would have generated. Since the Index had an inception date of April 30, 2018, it was not in existence for all of the periods disclosed. The old index was terminated on November 23, 2018, so performance data does not exist for these time periods. |
(2) | The Dow Jones EPAC Select DividendTM Index measures the performance of a selected group of companies, from non-U.S. developed markets (Europe, Pacific Asia, and Canada), that have provided relatively high dividend yields on a consistent basis over time. |
Performance | |||||||
Average Annual Total Returns | Cumulative Total Returns | ||||||
6
Months Ended 3/31/22 |
1
Year Ended 3/31/22 |
5
Years Ended 3/31/22 |
Inception (1/6/14) to 3/31/22 |
5
Years Ended 3/31/22 |
Inception (1/6/14) to 3/31/22 | ||
Fund Performance | |||||||
NAV | 9.84% | 14.11% | 6.24% | 6.43% | 35.33% | 67.04% | |
Market Price | 9.87% | 14.14% | 6.25% | 6.44% | 35.43% | 67.18% | |
Index Performance | |||||||
CBOE S&P 500 BuyWrite Monthly Index(1) | 7.86% | 14.88% | 7.17% | 7.05% | 41.38% | 75.13% | |
S&P 500® Index | 5.92% | 15.65% | 15.99% | 13.84% | 109.94% | 190.69% |
(1) | The CBOE S&P 500 BuyWrite Monthly Index is a benchmark index designed to track the performance of a hypothetical buy-write strategy on the S&P 500® Index. |
Performance | |||||||
Average Annual Total Returns | Cumulative Total Returns | ||||||
6
Months Ended 3/31/22 |
1
Year Ended 3/31/22 |
5
Years Ended 3/31/22 |
Inception (1/6/14) to 3/31/22 |
5
Years Ended 3/31/22 |
Inception (1/6/14) to 3/31/22 | ||
Fund Performance | |||||||
NAV | 8.67% | 12.22% | 4.63% | 4.84% | 25.42% | 47.52% | |
Market Price | 8.71% | 12.32% | 4.65% | 4.85% | 25.53% | 47.68% | |
Index Performance | |||||||
CBOE S&P 500 95-110 Collar IndexSM(1) | -0.18% | 6.04% | 13.44% | 9.83% | 87.83% | 116.34% | |
S&P 500® Index | 5.92% | 15.65% | 15.99% | 13.84% | 109.94% | 190.69% | |
CBOE Nasdaq-100 Buywrite IndexSM(2) | 2.12% | 5.87% | 8.79% | 8.09% | 52.35% | 89.76% | |
Nasdaq-100® Index(3) | 1.37% | 14.14% | 23.41% | 20.35% | 186.21% | 359.22% |
(1) | The CBOE S&P 500 95-110 Collar IndexSM is designed to protect an investment in S&P 500® stocks against market declines. The passive collar strategy reflected by the index entails: holding the stocks in the S&P 500® Index; buying three-month S&P 500® put options to protect this S&P 500® portfolio from market decreases; and selling one-month S&P 500® call options to help finance the cost of the put options. |
(2) | The Cboe Nasdaq-100 BuyWrite IndexSM is a benchmark index designed to track the performance of a hypothetical buy-write strategy on the Nasdaq-100® Index. The index is a passive total return index based on (1) buying the Nasdaq-100® Index stock index portfolio, and (2) “writing” (or selling) the near-term Nasdaq-100® Index “covered” call option. |
(3) | On May 11, 2022, the Fund’s primary benchmark changed from the S&P 500® Index to the Nasdaq-100® Index, because the Advisor believes that the Nasdaq-100® Index better reflects the investment strategies of the Fund. |
Performance | |||||||
Average Annual Total Returns | Cumulative Total Returns | ||||||
6
Months Ended 3/31/22 |
1
Year Ended 3/31/22 |
5
Years Ended 3/31/22 |
Inception (1/6/14) to 3/31/22 |
5
Years Ended 3/31/22 |
Inception (1/6/14) to 3/31/22 | ||
Fund Performance | |||||||
NAV | 3.78% | 8.97% | 14.82% | 13.49% | 99.57% | 183.37% | |
Market Price | 3.85% | 8.96% | 14.82% | 13.50% | 99.58% | 183.47% | |
Index Performance | |||||||
Nasdaq US Rising Dividend AchieversTM Index | 4.06% | 9.56% | 15.45% | 14.11% | 105.11% | 196.27% | |
Dow Jones U.S. Select DividendTM Index* | 13.43% | 16.30% | 11.31% | 11.76% | 70.88% | 149.77% |
* | The Dow Jones U.S. Select DividendTM Index represents 100 of the United States’ leading stocks by dividend yield. |
Performance | |||||||
Average Annual Total Returns | Cumulative Total Returns | ||||||
6
Months Ended 3/31/22 |
1
Year Ended 3/31/22 |
5
Years Ended 3/31/22 |
Inception (3/5/14) to 3/31/22 |
5
Years Ended 3/31/22 |
Inception (3/5/14) to 3/31/22 | ||
Fund Performance | |||||||
NAV | 4.52% | 7.25% | 15.10% | 11.78% | 102.01% | 145.71% | |
Market Price | 4.52% | 7.24% | 15.08% | 11.77% | 101.80% | 145.56% | |
Index Performance | |||||||
Dorsey Wright Focus FiveTM Index | 4.77% | 7.68% | 15.43% | 12.17% | 104.89% | 152.67% | |
S&P 500® Index | 5.92% | 15.65% | 15.99% | 13.72% | 109.94% | 182.37% |
Performance | |||||||
Average Annual Total Returns | Cumulative Total Returns | ||||||
6
Months Ended 3/31/22 |
1
Year Ended 3/31/22 |
5
Years Ended 3/31/22 |
Inception (3/10/14) to 3/31/22 |
5
Years Ended 3/31/22 |
Inception (3/10/14) to 3/31/22 | ||
Fund Performance | |||||||
NAV | 3.54% | 4.47% | 12.33% | 10.02% | 78.83% | 115.85% | |
Market Price | 3.42% | 4.34% | 12.37% | 10.02% | 79.16% | 115.81% | |
Index Performance | |||||||
Richard Bernstein Advisors American Industrial Renaissance® Index | 3.93% | 5.27% | 13.14% | 10.86% | 85.36% | 129.46% | |
S&P 500® Index | 5.92% | 15.65% | 15.99% | 13.72% | 109.94% | 181.78% | |
S&P 500® Industrials Index | 6.08% | 6.14% | 11.27% | 10.62% | 70.54% | 125.53% | |
Russell 2500® Index | -2.22% | 0.34% | 11.57% | 9.77% | 72.90% | 111.86% |
Performance | |||||||
Average Annual Total Returns | Cumulative Total Returns | ||||||
6
Months Ended 3/31/22 |
1
Year Ended 3/31/22 |
5
Years Ended 3/31/22 |
Inception (3/10/14) to 3/31/22 |
5
Years Ended 3/31/22 |
Inception (3/10/14) to 3/31/22 | ||
Fund Performance | |||||||
NAV | 9.26% | 17.89% | 10.61% | 9.52% | 65.56% | 108.03% | |
Market Price | 9.33% | 17.88% | 10.63% | 9.52% | 65.69% | 108.12% | |
Index Performance | |||||||
Dorsey Wright Momentum Plus Dividend YieldTM Index(1) | 9.69% | 18.71% | N/A | N/A | N/A | N/A | |
Dow Jones U.S. Select DividendTM Index(2) | 13.43% | 16.30% | 11.31% | 11.66% | 70.88% | 143.12% | |
S&P 500® Index | 5.92% | 15.65% | 15.99% | 13.72% | 109.94% | 181.78% |
(1) | On September 6, 2018, the Fund’s underlying index changed from the Richard Bernstein Advisors Quality Income Index to the Dorsey Wright Momentum Plus Dividend YieldTM Index (the “Index”). Therefore, the Fund’s performance and historical returns shown for the periods prior to September 6, 2018, are not necessarily indicative of the performance that the Fund, based on its current index, would have generated. Since the Index had an inception date of July 2, 2018, it was not in existence for all of the periods disclosed. |
(2) | The Dow Jones U.S. Select DividendTM Index represents 100 of the United States’ leading stocks by dividend yield. |
Performance | |||||||
Average Annual Total Returns | Cumulative Total Returns | ||||||
6
Months Ended 3/31/22 |
1
Year Ended 3/31/22 |
5
Years Ended 3/31/22 |
Inception (7/22/14) to 3/31/22 |
5
Years Ended 3/31/22 |
Inception (7/22/14) to 3/31/22 | ||
Fund Performance | |||||||
NAV | -6.76% | -7.15% | 3.75% | 2.19% | 20.22% | 18.13% | |
Market Price | -6.50% | -7.01% | 3.82% | 2.22% | 20.63% | 18.42% | |
Index Performance | |||||||
Dorsey Wright International Focus FiveTM Index | -6.62% | -6.86% | 4.26% | 2.63% | 23.21% | 22.06% | |
MSCI ACWI ex USA Index | -3.72% | -1.48% | 6.76% | 3.87% | 38.71% | 33.93% |
Performance | |||||||
Average Annual Total Returns | Cumulative Total Returns | ||||||
6
Months Ended 3/31/22 |
1
Year Ended 3/31/22 |
5
Years Ended 3/31/22 |
Inception (3/17/16) to 3/31/22 |
5
Years Ended 3/31/22 |
Inception (3/17/16) to 3/31/22 | ||
Fund Performance | |||||||
NAV | 4.52% | 7.24% | 10.89% | 11.11% | 67.68% | 88.88% | |
Market Price | 4.52% | 7.24% | 10.86% | 11.10% | 67.48% | 88.83% | |
Index Performance | |||||||
Dorsey Wright Dynamic Focus FiveTM Index | 4.77% | 7.68% | 11.22% | 11.45% | 70.18% | 92.46% | |
S&P 500® Index | 5.92% | 15.65% | 15.99% | 16.26% | 109.94% | 148.42% |
Performance | ||||
Average
Annual Total Returns |
Cumulative Total Returns | |||
6
Months Ended 3/31/22 |
1
Year Ended 3/31/22 |
Inception
(1/24/18) to 3/31/22 |
Inception
(1/24/18) to 3/31/22 | |
Fund Performance | ||||
NAV | -3.57% | 2.60% | 8.93% | 43.02% |
Market Price | -3.75% | 2.37% | 8.95% | 43.13% |
Index Performance | ||||
Indxx Blockchain Index | -3.10% | 3.85% | 10.04% | 49.16% |
S&P 500® Index | 5.92% | 15.65% | 13.86% | 72.07% |
Performance | ||||
Average
Annual Total Returns |
Cumulative Total Returns | |||
6
Months Ended 3/31/22 |
1
Year Ended 3/31/22 |
Inception
(2/21/18) to 3/31/22 |
Inception
(2/21/18) to 3/31/22 | |
Fund Performance | ||||
NAV | -11.43% | -8.96% | 12.06% | 59.57% |
Market Price | -11.46% | -9.23% | 12.07% | 59.63% |
Index Performance | ||||
Nasdaq CTA Artificial Intelligence and Robotics IndexSM | -10.95% | -8.03% | 12.97% | 64.96% |
S&P 500® Index | 5.92% | 15.65% | 15.46% | 80.41% |
Performance | ||||
Average
Annual Total Returns |
Cumulative Total Returns | |||
6
Months Ended 3/31/22 |
1
Year Ended 3/31/22 |
Inception
(12/15/20) to 3/31/22 |
Inception
(12/15/20) to 3/31/22 | |
Fund Performance | ||||
NAV | -2.95% | 6.19% | 8.34% | 10.88% |
Market Price | -2.82% | 6.14% | 8.61% | 11.25% |
Index Performance | ||||
The International Developed Capital Strength IndexSM | -2.28% | 7.72% | 10.20% | 13.35% |
MSCI World ex USA Index | -1.82% | 3.04% | 7.11% | 9.27% |
Beginning Account Value October 1, 2021 |
Ending Account Value March 31, 2022 |
Annualized Expense Ratio Based on the Six-Month Period |
Expenses Paid During the Six-Month Period (a) | |
First Trust NASDAQ Technology Dividend Index Fund (TDIV) | ||||
Actual | $1,000.00 | $1,054.30 | 0.50% | $2.56 |
Hypothetical (5% return before expenses) | $1,000.00 | $1,022.44 | 0.50% | $2.52 |
Multi-Asset Diversified Income Index Fund (MDIV) (b) | ||||
Actual | $1,000.00 | $1,058.40 | 0.48% | $2.46 |
Hypothetical (5% return before expenses) | $1,000.00 | $1,022.54 | 0.48% | $2.42 |
First Trust S&P International Dividend Aristocrats ETF (FID) | ||||
Actual | $1,000.00 | $1,020.40 | 0.60% | $3.02 |
Hypothetical (5% return before expenses) | $1,000.00 | $1,021.94 | 0.60% | $3.02 |
First Trust BuyWrite Income ETF (FTHI) | ||||
Actual | $1,000.00 | $1,098.40 | 0.85% | $4.45 |
Hypothetical (5% return before expenses) | $1,000.00 | $1,020.69 | 0.85% | $4.28 |
First Trust Hedged BuyWrite Income ETF (FTLB) | ||||
Actual | $1,000.00 | $1,086.70 | 0.85% | $4.42 |
Hypothetical (5% return before expenses) | $1,000.00 | $1,020.69 | 0.85% | $4.28 |
Beginning Account Value October 1, 2021 |
Ending Account Value March 31, 2022 |
Annualized Expense Ratio Based on the Six-Month Period |
Expenses Paid During the Six-Month Period (a) | |
First Trust Rising Dividend Achievers ETF (RDVY) | ||||
Actual | $1,000.00 | $1,037.80 | 0.50% | $2.54 |
Hypothetical (5% return before expenses) | $1,000.00 | $1,022.44 | 0.50% | $2.52 |
First Trust Dorsey Wright Focus 5 ETF (FV) (b) | ||||
Actual | $1,000.00 | $1,045.20 | 0.30% | $1.53 |
Hypothetical (5% return before expenses) | $1,000.00 | $1,023.44 | 0.30% | $1.51 |
First Trust RBA American Industrial Renaissance® ETF (AIRR) | ||||
Actual | $1,000.00 | $1,035.40 | 0.70% | $3.55 |
Hypothetical (5% return before expenses) | $1,000.00 | $1,021.44 | 0.70% | $3.53 |
First Trust Dorsey Wright Momentum & Dividend ETF (DDIV) | ||||
Actual | $1,000.00 | $1,092.60 | 0.60% | $3.13 |
Hypothetical (5% return before expenses) | $1,000.00 | $1,021.94 | 0.60% | $3.02 |
First Trust Dorsey Wright International Focus 5 ETF (IFV) (b) | ||||
Actual | $1,000.00 | $932.40 | 0.30% | $1.45 |
Hypothetical (5% return before expenses) | $1,000.00 | $1,023.44 | 0.30% | $1.51 |
First Trust Dorsey Wright Dynamic Focus 5 ETF (FVC) (b) | ||||
Actual | $1,000.00 | $1,045.20 | 0.30% | $1.53 |
Hypothetical (5% return before expenses) | $1,000.00 | $1,023.44 | 0.30% | $1.51 |
First Trust Indxx Innovative Transaction & Process ETF (LEGR) | ||||
Actual | $1,000.00 | $964.30 | 0.65% | $3.18 |
Hypothetical (5% return before expenses) | $1,000.00 | $1,021.69 | 0.65% | $3.28 |
First Trust Nasdaq Artificial Intelligence and Robotics ETF (ROBT) | ||||
Actual | $1,000.00 | $885.70 | 0.65% | $3.06 |
Hypothetical (5% return before expenses) | $1,000.00 | $1,021.69 | 0.65% | $3.28 |
First Trust International Developed Capital Strength ETF (FICS) | ||||
Actual | $1,000.00 | $970.50 | 0.70% | $3.44 |
Hypothetical (5% return before expenses) | $1,000.00 | $1,021.44 | 0.70% | $3.53 |
(a) | Expenses are equal to the annualized expense ratios as indicated in the table multiplied by the average account value over the period (October 1, 2021 through March 31, 2022), multiplied by 182/365 (to reflect the six-month period). |
(b) | Annualized expense ratio and expenses paid during the six-month period do not include fees and expenses of the underlying funds in which the Fund invests. |
Shares/ Units |
Description | Value | ||
COMMON STOCKS – 20.2% | ||||
Banks – 0.8% | ||||
59,450 |
CVB Financial Corp.
|
$1,379,834 | ||
172,719 |
Northwest Bancshares, Inc.
|
2,333,434 | ||
3,713,268 | ||||
Biotechnology – 0.7% | ||||
11,260 |
AbbVie, Inc.
|
1,825,358 | ||
29,364 |
Gilead Sciences, Inc.
|
1,745,690 | ||
3,571,048 | ||||
Chemicals – 0.5% | ||||
34,104 |
Dow, Inc.
|
2,173,107 | ||
Containers & Packaging – 0.4% | ||||
39,824 |
International Paper Co.
|
1,837,878 | ||
Diversified Consumer Services – 0.4% | ||||
81,678 |
H&R Block, Inc.
|
2,126,895 | ||
Diversified Telecommunication Services – 1.1% | ||||
147,685 |
AT&T, Inc.
|
3,489,797 | ||
38,061 |
Verizon Communications, Inc.
|
1,938,827 | ||
5,428,624 | ||||
Electric Utilities – 3.8% | ||||
27,117 |
ALLETE, Inc.
|
1,816,297 | ||
15,912 |
American Electric Power Co., Inc.
|
1,587,540 | ||
15,939 |
Duke Energy Corp.
|
1,779,749 | ||
28,949 |
Edison International
|
2,029,325 | ||
14,298 |
Entergy Corp.
|
1,669,291 | ||
23,434 |
Evergy, Inc.
|
1,601,480 | ||
38,105 |
FirstEnergy Corp.
|
1,747,495 | ||
48,951 |
OGE Energy Corp.
|
1,996,222 | ||
29,230 |
Pinnacle West Capital Corp.
|
2,282,863 | ||
25,159 |
Southern (The) Co.
|
1,824,279 | ||
18,334,541 | ||||
Food & Staples Retailing – 0.3% | ||||
35,534 |
Walgreens Boots Alliance, Inc.
|
1,590,857 | ||
Food Products – 1.3% | ||||
31,995 |
Campbell Soup Co.
|
1,426,017 | ||
42,785 |
Conagra Brands, Inc.
|
1,436,292 | ||
24,703 |
Kellogg Co.
|
1,593,097 | ||
48,876 |
Kraft Heinz (The) Co.
|
1,925,226 | ||
6,380,632 | ||||
Gas Utilities – 0.4% | ||||
25,549 |
Spire, Inc.
|
1,833,396 | ||
Health Care Providers & Services – 0.4% | ||||
30,158 |
Cardinal Health, Inc.
|
1,709,959 | ||
Household Products – 0.3% | ||||
10,965 |
Kimberly-Clark Corp.
|
1,350,449 | ||
Industrial Conglomerates – 0.3% | ||||
10,306 |
3M Co.
|
1,534,357 |
Shares/ Units |
Description | Value | ||
COMMON STOCKS (Continued) | ||||
Insurance – 3.4% | ||||
72,371 |
CNA Financial Corp.
|
$3,518,678 | ||
33,645 |
Horace Mann Educators Corp.
|
1,407,370 | ||
36,132 |
Mercury General Corp.
|
1,987,260 | ||
151,790 |
Old Republic International Corp.
|
3,926,807 | ||
20,277 |
Principal Financial Group, Inc.
|
1,488,535 | ||
16,010 |
Prudential Financial, Inc.
|
1,891,902 | ||
22,477 |
Safety Insurance Group, Inc.
|
2,042,035 | ||
16,262,587 | ||||
IT Services – 0.9% | ||||
17,195 |
International Business Machines Corp.
|
2,235,694 | ||
117,279 |
Western Union (The) Co.
|
2,197,808 | ||
4,433,502 | ||||
Leisure Products – 0.2% | ||||
13,000 |
Hasbro, Inc.
|
1,064,960 | ||
Media – 0.3% | ||||
18,996 |
Omnicom Group, Inc.
|
1,612,381 | ||
Multi-Utilities – 1.1% | ||||
20,990 |
Black Hills Corp.
|
1,616,650 | ||
18,021 |
Consolidated Edison, Inc.
|
1,706,228 | ||
30,262 |
NorthWestern Corp.
|
1,830,549 | ||
5,153,427 | ||||
Oil, Gas & Consumable Fuels – 0.8% | ||||
12,339 |
Chevron Corp.
|
2,009,160 | ||
25,202 |
Exxon Mobil Corp.
|
2,081,433 | ||
4,090,593 | ||||
Thrifts & Mortgage Finance – 0.8% | ||||
216,762 |
New York Community Bancorp, Inc.
|
2,323,689 | ||
70,297 |
Provident Financial Services, Inc.
|
1,644,950 | ||
3,968,639 | ||||
Tobacco – 1.6% | ||||
57,855 |
Altria Group, Inc.
|
3,022,924 | ||
20,217 |
Philip Morris International, Inc.
|
1,899,185 | ||
45,292 |
Universal Corp.
|
2,630,106 | ||
7,552,215 | ||||
Trading Companies & Distributors – 0.4% | ||||
20,344 |
MSC Industrial Direct Co., Inc., Class A
|
1,733,512 | ||
Total Common Stocks
|
97,456,827 | |||
(Cost $91,911,440) | ||||
REAL ESTATE INVESTMENT TRUSTS – 20.2% | ||||
Health Care REITs – 2.1% | ||||
141,603 |
CareTrust REIT, Inc.
|
2,732,938 | ||
119,961 |
Medical Properties Trust, Inc.
|
2,535,975 | ||
149,849 |
Omega Healthcare Investors, Inc.
|
4,669,295 | ||
9,938,208 | ||||
Industrial REITs – 0.6% | ||||
127,598 |
Industrial Logistics Properties Trust
|
2,892,647 |
Shares/ Units |
Description | Value | ||
REAL ESTATE INVESTMENT TRUSTS (Continued) | ||||
Mortgage REITs – 13.7% | ||||
371,434 |
AGNC Investment Corp.
|
$4,865,786 | ||
793,573 |
Annaly Capital Management, Inc.
|
5,586,754 | ||
389,695 |
Apollo Commercial Real Estate Finance, Inc.
|
5,428,451 | ||
223,395 |
Arbor Realty Trust, Inc.
|
3,811,119 | ||
123,149 |
Blackstone Mortgage Trust, Inc., Class A
|
3,914,907 | ||
512,742 |
Broadmark Realty Capital, Inc.
|
4,435,218 | ||
274,767 |
Ellington Financial, Inc.
|
4,877,114 | ||
186,140 |
KKR Real Estate Finance Trust, Inc.
|
3,836,346 | ||
1,015,534 |
MFA Financial, Inc.
|
4,092,602 | ||
403,681 |
New Residential Investment Corp.
|
4,432,417 | ||
1,506,825 |
New York Mortgage Trust, Inc.
|
5,499,911 | ||
365,787 |
Ready Capital Corp.
|
5,508,752 | ||
301,897 |
Redwood Trust, Inc.
|
3,178,976 | ||
1,158,863 |
Two Harbors Investment Corp.
|
6,408,512 | ||
65,876,865 | ||||
Office REITs – 0.5% | ||||
52,220 |
Highwoods Properties, Inc.
|
2,388,543 | ||
Retail REITs – 1.1% | ||||
95,844 |
Getty Realty Corp.
|
2,743,055 | ||
55,326 |
National Retail Properties, Inc.
|
2,486,351 | ||
5,229,406 | ||||
Specialized REITs – 2.2% | ||||
89,224 |
Four Corners Property Trust, Inc.
|
2,412,617 | ||
70,089 |
Gaming and Leisure Properties, Inc.
|
3,289,277 | ||
190,199 |
Uniti Group, Inc.
|
2,617,138 | ||
85,508 |
VICI Properties, Inc.
|
2,433,557 | ||
10,752,589 | ||||
Total Real Estate Investment Trusts
|
97,078,258 | |||
(Cost $96,951,342) | ||||
MASTER LIMITED PARTNERSHIPS – 20.0% | ||||
Energy Equipment & Services – 1.3% | ||||
342,911 |
USA Compression Partners, L.P.
|
6,038,662 | ||
Industrial Conglomerates – 1.3% | ||||
121,231 |
Icahn Enterprises, L.P.
|
6,295,526 | ||
Oil, Gas & Consumable Fuels – 17.4% | ||||
310,390 |
Black Stone Minerals, L.P.
|
4,177,849 | ||
45,873 |
Cheniere Energy Partners, L.P.
|
2,585,402 | ||
133,297 |
Crestwood Equity Partners, L.P.
|
3,988,246 | ||
210,816 |
CrossAmerica Partners, L.P.
|
4,597,897 | ||
74,837 |
DCP Midstream, L.P.
|
2,511,530 | ||
89,835 |
Delek Logistics Partners, L.P.
|
3,951,842 | ||
165,092 |
Dorchester Minerals, L.P.
|
4,284,137 | ||
293,858 |
Energy Transfer, L.P.
|
3,288,271 | ||
141,746 |
Enterprise Products Partners, L.P.
|
3,658,464 | ||
145,822 |
Global Partners, L.P.
|
3,976,566 | ||
202,979 |
Holly Energy Partners, L.P.
|
3,590,699 | ||
264,568 |
Kimbell Royalty Partners, L.P.
|
4,301,876 | ||
78,525 |
Magellan Midstream Partners, L.P.
|
3,853,222 | ||
140,804 |
MPLX, L.P.
|
4,671,877 | ||
269,353 |
NuStar Energy, L.P.
|
3,884,070 |
Shares/ Units |
Description | Value | ||
MASTER LIMITED PARTNERSHIPS (Continued) | ||||
Oil, Gas & Consumable Fuels (Continued) | ||||
309,599 |
PBF Logistics, L.P.
|
$4,340,578 | ||
285,148 |
Plains All American Pipeline, L.P.
|
3,068,193 | ||
248,923 |
Plains GP Holdings, L.P., Class A (a)
|
2,875,061 | ||
251,124 |
Rattler Midstream, L.P.
|
3,508,202 | ||
344,555 |
Shell Midstream Partners, L.P.
|
4,899,572 | ||
76,786 |
Sunoco, L.P.
|
3,135,940 | ||
81,071 |
Viper Energy Partners, L.P. (a)
|
2,397,269 | ||
93,249 |
Western Midstream Partners, L.P.
|
2,351,740 | ||
83,898,503 | ||||
Total Master Limited Partnerships
|
96,232,691 | |||
(Cost $73,837,574) | ||||
EXCHANGE-TRADED FUNDS – 19.4% | ||||
Capital Markets – 19.4% | ||||
2,043,059 |
First Trust Tactical High Yield ETF (b)
|
93,490,380 | ||
(Cost $99,376,104) |
Shares | Description | Stated Rate |
Stated Maturity |
Value | ||||
$25 PAR PREFERRED SECURITIES – 19.6% | ||||||||
Banks – 8.7% | ||||||||
132,342 |
Bank of America Corp., Series GG
|
6.00% | (c) | 3,446,186 | ||||
128,898 |
Bank of America Corp., Series HH
|
5.88% | (c) | 3,290,766 | ||||
137,647 |
Bank of America Corp., Series K (d)
|
6.45% | 12/15/66 | 3,624,245 | ||||
139,644 |
Citigroup Capital XIII, 3 Mo. LIBOR + 6.37%
(e)
|
6.67% | 10/30/40 | 3,826,246 | ||||
147,227 |
Citigroup, Inc., Series J (d)
|
7.13% | (c) | 3,882,376 | ||||
144,038 |
Citigroup, Inc., Series K (d)
|
6.88% | (c) | 3,795,401 | ||||
125,429 |
JPMorgan Chase & Co., Series DD
|
5.75% | (c) | 3,222,271 | ||||
127,363 |
JPMorgan Chase & Co., Series EE
|
6.00% | (c) | 3,352,194 | ||||
118,252 |
JPMorgan Chase & Co., Series GG
|
4.75% | (c) | 2,713,883 | ||||
143,846 |
PNC Financial Services Group (The), Inc., Series
P (d)
|
6.13% | (c) | 3,642,181 | ||||
134,595 |
Wells Fargo & Co., Series R (d)
|
6.63% | (c) | 3,611,184 | ||||
130,599 |
Wells Fargo & Co., Series Y
|
5.63% | (c) | 3,313,297 | ||||
41,720,230 | ||||||||
Capital Markets – 2.3% | ||||||||
136,743 |
Charles Schwab (The) Corp., Series D
|
5.95% | (c) | 3,460,965 | ||||
145,922 |
Morgan Stanley, Series E (d)
|
7.13% | (c) | 3,891,740 | ||||
140,648 |
Morgan Stanley, Series F (d)
|
6.88% | (c) | 3,756,708 | ||||
11,109,413 | ||||||||
Diversified Financial Services – 0.8% | ||||||||
152,914 |
Apollo Asset Management, Inc., Class A
|
6.38% | (c) | 3,847,316 | ||||
Diversified Telecommunication Services – 2.3% | ||||||||
126,385 |
AT&T, Inc.
|
5.63% | 08/01/67 | 3,219,026 | ||||
159,062 |
Qwest Corp.
|
6.50% | 09/01/56 | 3,917,697 | ||||
160,439 |
Qwest Corp.
|
6.75% | 06/15/57 | 4,002,953 | ||||
11,139,676 | ||||||||
Food Products – 1.7% | ||||||||
124,194 |
CHS, Inc.
|
8.00% | (c) | 4,011,466 |
Shares | Description | Stated Rate |
Stated Maturity |
Value | ||||
$25 PAR PREFERRED SECURITIES (Continued) | ||||||||
Food Products (Continued) | ||||||||
157,250 |
CHS, Inc., Series 1
|
7.88% | (c) | $4,190,713 | ||||
8,202,179 | ||||||||
Insurance – 1.0% | ||||||||
182,987 |
Hartford Financial Services Group (The), Inc.
(d)
|
7.88% | 04/15/42 | 4,569,185 | ||||
Mortgage Real Estate Investment Trusts – 1.7% | ||||||||
171,699 |
AGNC Investment Corp., Series C (d)
|
7.00% | (c) | 4,263,286 | ||||
161,228 |
AGNC Investment Corp., Series E (d)
|
6.50% | (c) | 3,922,677 | ||||
8,185,963 | ||||||||
Multi-Utilities – 1.1% | ||||||||
209,376 |
CMS Energy Corp.
|
5.88% | 10/15/78 | 5,403,995 | ||||
Total $25 Par Preferred Securities
|
94,177,957 | |||||||
(Cost $98,781,062) |
Total Investments – 99.4%
|
478,436,113 | ||
(Cost $460,857,522) | |||
Net Other Assets and Liabilities – 0.6%
|
2,872,039 | ||
Net Assets – 100.0%
|
$481,308,152 |
(a) | This security is taxed as a “C” corporation for federal income tax purposes. |
(b) | Investment in an affiliated fund. |
(c) | Perpetual maturity. |
(d) | Fixed-to-floating or fixed-to-variable rate security. The interest rate shown reflects the fixed rate in effect at March 31, 2022. At a predetermined date, the fixed rate will change to a floating rate or a variable rate. |
(e) | Floating rate security. |
LIBOR | London Interbank Offered Rate |
Total Value at 3/31/2022 |
Level
1 Quoted Prices |
Level
2 Significant Observable Inputs |
Level
3 Significant Unobservable Inputs | |
Common Stocks*
|
$ 97,456,827 | $ 97,456,827 | $ — | $ — |
Real Estate Investment Trusts*
|
97,078,258 | 97,078,258 | — | — |
Master Limited Partnerships*
|
96,232,691 | 96,232,691 | — | — |
Exchange-Traded Funds*
|
93,490,380 | 93,490,380 | — | — |
$25 Par Preferred Securities*
|
94,177,957 | 94,177,957 | — | — |
Total Investments
|
$ 478,436,113 | $ 478,436,113 | $— | $— |
* | See Portfolio of Investments for industry breakout. |
Currency Exposure Diversification |
% of Total Investments |
Canadian Dollar | 25.5% |
Hong Kong Dollar | 18.1 |
Japanese Yen | 14.7 |
Euro | 14.5 |
Swiss Franc | 9.7 |
British Pound Sterling | 8.4 |
South Korean Won | 1.8 |
Australian Dollar | 1.6 |
Norwegian Krone | 1.6 |
Swedish Krona | 1.4 |
Mexican Peso | 1.4 |
Singapore Dollar | 1.3 |
Total | 100.0% |
Total Value at 3/31/2022 |
Level
1 Quoted Prices |
Level
2 Significant Observable Inputs |
Level
3 Significant Unobservable Inputs | |
Common Stocks: | ||||
Banks | $ 3,587,836 | $ 1,431,745 | $ 2,156,091 | $ — |
Beverages | 739,296 | 739,296 | — | — |
Capital Markets | 2,075,090 | 529,835 | 1,545,255 | — |
Diversified Telecommunication Services | 3,196,312 | 1,617,855 | 1,578,457 | — |
Electric Utilities | 4,012,505 | 1,618,637 | 2,393,868 | — |
Independent Power & Renewable Electricity Producers | 1,746,704 | 909,776 | 836,928 | — |
Insurance | 7,240,391 | 2,056,243 | 5,184,148 | — |
Media | 600,863 | 600,863 | — | — |
Multi-Utilities | 1,482,000 | 1,482,000 | — | — |
Oil, Gas & Consumable Fuels | 4,275,918 | 2,967,126 | 1,308,792 | — |
Other industry categories* | 20,942,375 | — | 20,942,375 | — |
Real Estate Investment Trusts* | 4,299,011 | 1,559,185 | 2,739,826 | — |
Total Investments | $ 54,198,301 | $ 15,512,561 | $ 38,685,740 | $— |
* | See Portfolio of Investments for industry breakout. |
Shares | Description | Value | ||
COMMON STOCKS – 94.9% | ||||
Aerospace & Defense – 1.0% | ||||
1,545 |
AAR Corp. (a)
|
$74,825 | ||
6,650 |
Maxar Technologies, Inc.
|
262,409 | ||
1,361 |
Raytheon Technologies Corp.
|
134,834 | ||
472,068 | ||||
Automobiles – 1.9% | ||||
834 |
Tesla, Inc. (a)
|
898,718 | ||
Banks – 12.4% | ||||
2,333 |
Ameris Bancorp
|
102,372 | ||
7,927 |
Associated Banc-Corp.
|
180,419 | ||
852 |
BOK Financial Corp.
|
80,045 | ||
5,888 |
Cadence Bank
|
172,283 | ||
2,032 |
First Financial Bancorp
|
46,838 | ||
4,377 |
FNB Corp.
|
54,494 | ||
2,550 |
Hilltop Holdings, Inc.
|
74,970 | ||
22,677 |
Huntington Bancshares, Inc. (b)
|
331,538 | ||
9,822 |
Investors Bancorp, Inc.
|
146,642 | ||
3,672 |
JPMorgan Chase & Co. (b)
|
500,567 | ||
863 |
Meta Financial Group, Inc.
|
47,396 | ||
698 |
NBT Bancorp, Inc.
|
25,219 | ||
1,971 |
PacWest Bancorp
|
85,009 | ||
5,696 |
PNC Financial Services Group (The), Inc.
(b)
|
1,050,627 | ||
2,086 |
Prosperity Bancshares, Inc. (b)
|
144,727 | ||
20,835 |
Regions Financial Corp. (b)
|
463,787 | ||
2,670 |
Synovus Financial Corp.
|
130,830 | ||
3,136 |
United Bankshares, Inc.
|
109,384 | ||
13,681 |
US Bancorp (b)
|
727,145 | ||
3,721 |
Webster Financial Corp.
|
208,822 | ||
23,101 |
Wells Fargo & Co. (b)
|
1,119,474 | ||
1,758 |
WesBanco, Inc.
|
60,405 | ||
5,862,993 | ||||
Beverages – 0.3% | ||||
2,031 |
Coca-Cola (The) Co.
|
125,922 | ||
Biotechnology – 2.2% | ||||
1,968 |
AbbVie, Inc. (b)
|
319,033 | ||
545 |
Amgen, Inc.
|
131,792 | ||
324 |
Biogen, Inc. (a)
|
68,234 | ||
1,499 |
Gilead Sciences, Inc.
|
89,116 | ||
1,516 |
Incyte Corp. (a)
|
120,401 | ||
244 |
Moderna, Inc. (a)
|
42,031 | ||
164 |
Regeneron Pharmaceuticals, Inc. (a)
|
114,541 | ||
587 |
Vertex Pharmaceuticals, Inc. (a)
|
153,189 | ||
1,038,337 | ||||
Chemicals – 4.3% | ||||
483 |
Albemarle Corp.
|
106,815 | ||
2,484 |
CF Industries Holdings, Inc.
|
256,001 | ||
3,546 |
Chemours (The) Co.
|
111,628 | ||
2,729 |
Corteva, Inc.
|
156,863 | ||
1,886 |
Dow, Inc.
|
120,176 | ||
1,451 |
DuPont de Nemours, Inc.
|
106,765 | ||
1,030 |
Eastman Chemical Co.
|
115,422 | ||
494 |
Ecolab, Inc.
|
87,221 | ||
2,536 |
Ecovyst, Inc.
|
29,316 |
Shares | Description | Value | ||
COMMON STOCKS (Continued) | ||||
Chemicals (Continued) | ||||
4,875 |
Element Solutions, Inc. (b)
|
$106,762 | ||
1,243 |
FMC Corp.
|
163,542 | ||
1,415 |
Ingevity Corp. (a)
|
90,659 | ||
1,145 |
LyondellBasell Industries N.V., Class A
|
117,729 | ||
691 |
PPG Industries, Inc.
|
90,569 | ||
1,318 |
RPM International, Inc.
|
107,338 | ||
3,722 |
Valvoline, Inc.
|
117,466 | ||
1,368 |
Westlake Corp.
|
168,811 | ||
2,053,083 | ||||
Commercial Services & Supplies – 0.3% | ||||
1,677 |
Interface, Inc.
|
22,757 | ||
1,786 |
Stericycle, Inc. (a)
|
105,231 | ||
127,988 | ||||
Construction & Engineering – 0.8% | ||||
4,884 |
AECOM
|
375,140 | ||
Consumer Finance – 1.1% | ||||
5,052 |
Ally Financial, Inc.
|
219,661 | ||
891 |
Capital One Financial Corp.
|
116,979 | ||
354 |
Nelnet, Inc., Class A
|
30,087 | ||
4,551 |
Synchrony Financial
|
158,420 | ||
525,147 | ||||
Containers & Packaging – 0.3% | ||||
9,437 |
O-I Glass, Inc. (a)
|
124,380 | ||
Diversified Consumer Services – 1.1% | ||||
11,629 |
H&R Block, Inc.
|
302,819 | ||
4,483 |
Terminix Global Holdings, Inc. (a)
|
204,559 | ||
507,378 | ||||
Diversified Financial Services – 1.7% | ||||
2,243 |
Berkshire Hathaway, Inc., Class B (a) (b)
|
791,577 | ||
Diversified Telecommunication Services – 0.2% | ||||
4,848 |
AT&T, Inc. (b)
|
114,558 | ||
Electrical Equipment – 0.2% | ||||
11,213 |
GrafTech International Ltd.
|
107,869 | ||
Electronic Equipment, Instruments & Components – 0.2% | ||||
6,890 |
TTM Technologies, Inc. (a)
|
102,110 | ||
Energy Equipment & Services – 0.9% | ||||
55,707 |
TechnipFMC PLC (a)
|
431,729 | ||
Food & Staples Retailing – 0.8% | ||||
5,069 |
Albertsons Cos., Inc., Class A
|
168,544 | ||
5,052 |
United Natural Foods, Inc. (a)
|
208,900 | ||
377,444 | ||||
Food Products – 0.7% | ||||
1,980 |
Campbell Soup Co.
|
88,249 | ||
855 |
JM Smucker (The) Co.
|
115,775 | ||
5,179 |
Nomad Foods Ltd. (a)
|
116,942 | ||
320,966 |
Shares | Description | Value | ||
COMMON STOCKS (Continued) | ||||
Health Care Equipment & Supplies – 4.4% | ||||
1,433 |
Abbott Laboratories
|
$169,610 | ||
327 |
ABIOMED, Inc. (a)
|
108,315 | ||
162 |
Align Technology, Inc. (a)
|
70,632 | ||
1,467 |
Baxter International, Inc.
|
113,751 | ||
430 |
Becton Dickinson and Co.
|
114,380 | ||
2,615 |
Boston Scientific Corp. (a)
|
115,818 | ||
252 |
Cooper (The) Cos., Inc.
|
105,233 | ||
1,935 |
DENTSPLY SIRONA, Inc.
|
95,241 | ||
220 |
DexCom, Inc. (a)
|
112,552 | ||
952 |
Edwards Lifesciences Corp. (a)
|
112,069 | ||
1,413 |
Hologic, Inc. (a)
|
108,547 | ||
165 |
IDEXX Laboratories, Inc. (a)
|
90,265 | ||
334 |
Intuitive Surgical, Inc. (a)
|
100,761 | ||
1,149 |
Medtronic PLC
|
127,482 | ||
393 |
ResMed, Inc.
|
95,306 | ||
518 |
STERIS PLC
|
125,237 | ||
428 |
Stryker Corp.
|
114,426 | ||
303 |
Teleflex, Inc.
|
107,513 | ||
794 |
Zimmer Biomet Holdings, Inc.
|
101,553 | ||
79 |
Zimvie, Inc. (a)
|
1,804 | ||
2,090,495 | ||||
Health Care Providers & Services – 4.5% | ||||
961 |
AmerisourceBergen Corp.
|
148,676 | ||
2,187 |
Cardinal Health, Inc. (b)
|
124,003 | ||
552 |
Cigna Corp.
|
132,265 | ||
9,254 |
Community Health Systems, Inc. (a)
|
109,845 | ||
1,299 |
CVS Health Corp. (b)
|
131,472 | ||
829 |
DaVita, Inc. (a) (b)
|
93,768 | ||
446 |
HCA Healthcare, Inc.
|
111,777 | ||
1,521 |
Henry Schein, Inc. (a)
|
132,616 | ||
276 |
Humana, Inc.
|
120,107 | ||
378 |
Laboratory Corp of America Holdings (a)
|
99,663 | ||
548 |
McKesson Corp.
|
167,759 | ||
749 |
Quest Diagnostics, Inc.
|
102,508 | ||
1,099 |
UnitedHealth Group, Inc.
|
560,457 | ||
748 |
Universal Health Services, Inc., Class B
|
108,423 | ||
2,143,339 | ||||
Health Care Technology – 0.7% | ||||
10,021 |
Allscripts Healthcare Solutions, Inc. (a)
|
225,673 | ||
21,793 |
Multiplan Corp. (a)
|
101,991 | ||
327,664 | ||||
Hotels, Restaurants & Leisure – 0.3% | ||||
800 |
Expedia Group, Inc. (a)
|
156,536 | ||
Household Durables – 0.2% | ||||
4,127 |
Taylor Morrison Home Corp. (a)
|
112,337 | ||
Household Products – 0.3% | ||||
4,714 |
Energizer Holdings, Inc.
|
145,003 | ||
Independent Power & Renewable Electricity Producers – 0.5% | ||||
9,511 |
Vistra Energy Corp.
|
221,131 |
Shares | Description | Value | ||
COMMON STOCKS (Continued) | ||||
Insurance – 0.4% | ||||
2,520 |
Axis Capital Holdings Ltd.
|
$152,385 | ||
2,388 |
MBIA, Inc. (a)
|
36,751 | ||
189,136 | ||||
Interactive Media & Services – 5.4% | ||||
352 |
Alphabet, Inc., Class A (a)
|
979,035 | ||
352 |
Alphabet, Inc., Class C (a)
|
983,133 | ||
2,692 |
Meta Platforms, Inc., Class A (a) (b)
|
598,593 | ||
2,560,761 | ||||
Internet & Direct Marketing Retail – 3.2% | ||||
464 |
Amazon.com, Inc. (a) (b)
|
1,512,617 | ||
IT Services – 0.9% | ||||
1,941 |
DXC Technology Co. (a)
|
63,335 | ||
805 |
International Business Machines Corp.
|
104,666 | ||
1,190 |
Visa, Inc., Class A
|
263,906 | ||
431,907 | ||||
Leisure Products – 0.3% | ||||
9,931 |
Smith & Wesson Brands, Inc.
|
150,256 | ||
Life Sciences Tools & Services – 2.4% | ||||
650 |
Agilent Technologies, Inc.
|
86,014 | ||
145 |
Bio-Rad Laboratories, Inc., Class A (a)
|
81,668 | ||
269 |
Charles River Laboratories International, Inc.
(a)
|
76,388 | ||
486 |
Danaher Corp.
|
142,558 | ||
234 |
Illumina, Inc. (a)
|
81,760 | ||
433 |
IQVIA Holdings, Inc. (a)
|
100,114 | ||
71 |
Mettler-Toledo International, Inc. (a)
|
97,496 | ||
608 |
PerkinElmer, Inc.
|
106,072 | ||
307 |
Thermo Fisher Scientific, Inc. (b)
|
181,330 | ||
281 |
Waters Corp. (a)
|
87,220 | ||
247 |
West Pharmaceutical Services, Inc.
|
101,445 | ||
1,142,065 | ||||
Machinery – 0.2% | ||||
4,203 |
Kennametal, Inc.
|
120,248 | ||
Media – 1.2% | ||||
3,925 |
AMC Networks, Inc., Class A (a)
|
159,473 | ||
2,288 |
Nexstar Media Group, Inc., Class A (b)
|
431,242 | ||
590,715 | ||||
Metals & Mining – 5.8% | ||||
2,738 |
Alcoa Corp.
|
246,502 | ||
6,963 |
AngloGold Ashanti Ltd., ADR
|
164,954 | ||
5,736 |
Barrick Gold Corp.
|
140,704 | ||
18,356 |
Cia de Minas Buenaventura SAA, ADR (a)
|
184,845 | ||
13,446 |
Eldorado Gold Corp. (a)
|
150,730 | ||
9,277 |
First Majestic Silver Corp.
|
122,085 | ||
773 |
Franco-Nevada Corp.
|
123,309 | ||
3,364 |
Freeport-McMoRan, Inc.
|
167,325 | ||
19,712 |
Kinross Gold Corp. (b)
|
115,907 | ||
6,425 |
MAG Silver Corp. (a)
|
103,892 | ||
1,966 |
Newmont Corp.
|
156,199 | ||
908 |
Nucor Corp.
|
134,974 |
Shares | Description | Value | ||
COMMON STOCKS (Continued) | ||||
Metals & Mining (Continued) | ||||
4,467 |
Pan American Silver Corp.
|
$121,949 | ||
745 |
Reliance Steel & Aluminum Co.
|
136,596 | ||
1,009 |
Royal Gold, Inc.
|
142,552 | ||
18,018 |
Sandstorm Gold Ltd.
|
145,585 | ||
12,441 |
SilverCrest Metals, Inc. (a)
|
110,849 | ||
6,892 |
SSR Mining, Inc.
|
149,901 | ||
2,522 |
Wheaton Precious Metals Corp.
|
119,997 | ||
2,738,855 | ||||
Oil, Gas & Consumable Fuels – 12.6% | ||||
9,920 |
Antero Resources Corp. (a)
|
302,858 | ||
7,397 |
APA Corp.
|
305,718 | ||
1,700 |
Chevron Corp.
|
276,811 | ||
10,957 |
CNX Resources Corp. (a)
|
227,029 | ||
2,131 |
ConocoPhillips
|
213,100 | ||
10,180 |
CVR Energy, Inc.
|
259,997 | ||
8,679 |
Delek US Holdings, Inc. (a)
|
184,168 | ||
14,336 |
DHT Holdings, Inc.
|
83,149 | ||
1,639 |
Diamondback Energy, Inc.
|
224,674 | ||
1,789 |
EOG Resources, Inc.
|
213,302 | ||
3,018 |
Exxon Mobil Corp.
|
249,257 | ||
3,319 |
Green Plains, Inc. (a)
|
102,922 | ||
4,223 |
HF Sinclair Corp. (a)
|
168,287 | ||
8,519 |
Magnolia Oil & Gas Corp., Class A
|
201,474 | ||
10,681 |
Marathon Oil Corp.
|
268,200 | ||
2,070 |
Marathon Petroleum Corp.
|
176,985 | ||
5,871 |
Murphy Oil Corp.
|
237,130 | ||
5,307 |
Occidental Petroleum Corp. (b)
|
301,119 | ||
4,663 |
Ovintiv, Inc.
|
252,128 | ||
15,425 |
PBF Energy, Inc., Class A (a)
|
375,907 | ||
3,236 |
PDC Energy, Inc.
|
235,192 | ||
1,799 |
Phillips 66
|
155,416 | ||
793 |
Pioneer Natural Resources Co.
|
198,274 | ||
9,405 |
Range Resources Corp. (a)
|
285,724 | ||
9,070 |
Scorpio Tankers, Inc.
|
193,917 | ||
6,328 |
SFL Corp., Ltd.
|
64,419 | ||
2,025 |
Valero Energy Corp.
|
205,619 | ||
5,962,776 | ||||
Pharmaceuticals – 3.7% | ||||
2,002 |
Bristol-Myers Squibb Co.
|
146,206 | ||
920 |
Catalent, Inc. (a)
|
102,028 | ||
619 |
Eli Lilly & Co.
|
177,263 | ||
3,140 |
Johnson & Johnson (b)
|
556,502 | ||
2,122 |
Merck & Co., Inc.
|
174,110 | ||
2,820 |
Perrigo Co. PLC
|
108,373 | ||
5,595 |
Pfizer, Inc.
|
289,653 | ||
8,146 |
Viatris, Inc.
|
88,629 | ||
534 |
Zoetis, Inc.
|
100,707 | ||
1,743,471 | ||||
Road & Rail – 1.3% | ||||
1,171 |
Avis Budget Group, Inc. (a)
|
308,324 | ||
4,063 |
Ryder System, Inc.
|
322,318 | ||
630,642 |
Shares | Description | Value | ||
COMMON STOCKS (Continued) | ||||
Semiconductors & Semiconductor Equipment – 1.7% | ||||
604 |
Enphase Energy, Inc. (a)
|
$121,875 | ||
1,783 |
Magnachip Semiconductor Corp. (a)
|
30,151 | ||
2,469 |
NVIDIA Corp. (b)
|
673,691 | ||
825,717 | ||||
Software – 5.7% | ||||
8,451 |
Microsoft Corp. (b)
|
2,605,528 | ||
445 |
salesforce.com, Inc. (a)
|
94,482 | ||
2,700,010 | ||||
Specialty Retail – 2.0% | ||||
8,956 |
Academy Sports & Outdoors, Inc. (b)
|
352,866 | ||
72 |
AutoZone, Inc. (a)
|
147,210 | ||
3,923 |
Bed Bath & Beyond, Inc. (a)
|
88,385 | ||
2,094 |
Conn’s, Inc. (a)
|
32,269 | ||
1,298 |
Group 1 Automotive, Inc.
|
217,843 | ||
188 |
O’Reilly Automotive, Inc. (a)
|
128,773 | ||
967,346 | ||||
Technology Hardware, Storage & Peripherals – 6.6% | ||||
17,813 |
Apple, Inc. (b)
|
3,110,328 | ||
Thrifts & Mortgage Finance – 0.2% | ||||
2,683 |
Capitol Federal Financial, Inc.
|
29,191 | ||
1,930 |
Kearny Financial Corp.
|
24,858 | ||
892 |
Mr Cooper Group, Inc. (a)
|
40,738 | ||
94,787 | ||||
Total Common Stocks
|
45,025,549 | |||
(Cost $36,992,473) | ||||
REAL ESTATE INVESTMENT TRUSTS – 1.8% | ||||
Equity Real Estate Investment Trusts – 0.8% | ||||
3,149 |
SL Green Realty Corp.
|
255,636 | ||
3,289 |
Weyerhaeuser Co.
|
124,653 | ||
380,289 | ||||
Mortgage Real Estate Investment Trusts – 1.0% | ||||
3,548 |
BrightSpire Capital, Inc.
|
32,819 | ||
3,523 |
Ladder Capital Corp.
|
41,818 | ||
35,925 |
New Residential Investment Corp. (b)
|
394,456 | ||
469,093 | ||||
Total Real Estate Investment Trusts
|
849,382 | |||
(Cost $780,338) | ||||
Units | Description | Value | ||
MASTER LIMITED PARTNERSHIPS – 1.0% | ||||
Independent Power & Renewable Electricity Producers – 0.4% | ||||
2,143 |
NextEra Energy Partners, L.P. (c)
|
178,641 | ||
Oil, Gas & Consumable Fuels – 0.6% | ||||
11,593 |
Black Stone Minerals, L.P.
|
156,042 |
Units | Description | Value | ||
MASTER LIMITED PARTNERSHIPS (Continued) | ||||
Oil, Gas & Consumable Fuels (Continued) | ||||
3,035 |
Sunoco, L.P.
|
$123,949 | ||
279,991 | ||||
Total Master Limited Partnerships
|
458,632 | |||
(Cost $367,502) | ||||
Total Investments – 97.7%
|
46,333,563 | |||
(Cost $38,140,313) |
Number of Contracts | Description | Notional Amount | Exercise Price | Expiration Date | Value | |||||
CALL OPTIONS WRITTEN – (1.8)% | ||||||||||
(7) |
S&P 500®
Index
|
$(3,171,287) | $4,275.00 | 04/01/22 | (198,716) | |||||
(2) |
S&P 500®
Index
|
(906,082) | 4,400.00 | 04/01/22 | (31,220) | |||||
(13) |
S&P 500®
Index
|
(5,889,533) | 4,575.00 | 04/01/22 | (50,245) | |||||
(11) |
S&P 500®
Index
|
(4,983,451) | 4,650.00 | 04/01/22 | (15,290) | |||||
(9) |
S&P 500®
Index
|
(4,077,369) | 4,400.00 | 05/01/22 | (195,921) | |||||
(8) |
S&P 500®
Index
|
(3,624,328) | 4,450.00 | 05/01/22 | (146,320) | |||||
(15) |
S&P 500®
Index
|
(6,795,615) | 4,600.00 | 05/01/22 | (129,300) | |||||
(11) |
S&P 500®
Index
|
(4,983,451) | 4,650.00 | 06/01/22 | (101,387) | |||||
Total Call Options Written
|
(868,399) | |||||||||
(Premiums received $818,403) |
Net Other Assets and Liabilities – 4.1%
|
1,968,747 | ||
Net Assets – 100.0%
|
$47,433,911 |
(a) | Non-income producing security. |
(b) | All or a portion of this security is pledged to cover options written. |
(c) | This security is taxed as a “C” corporation for federal income tax purposes. |
ADR | American Depositary Receipt |
ASSETS TABLE | ||||
Total Value at 3/31/2022 |
Level
1 Quoted Prices |
Level
2 Significant Observable Inputs |
Level
3 Significant Unobservable Inputs | |
Common Stocks*
|
$ 45,025,549 | $ 45,025,549 | $ — | $ — |
Real Estate Investment Trusts*
|
849,382 | 849,382 | — | — |
Master Limited Partnerships*
|
458,632 | 458,632 | — | — |
Total Investments
|
$ 46,333,563 | $ 46,333,563 | $— | $— |
LIABILITIES TABLE | ||||
Total Value at 3/31/2022 |
Level
1 Quoted Prices |
Level
2 Significant Observable Inputs |
Level
3 Significant Unobservable Inputs | |
Call Options Written
|
$ (868,399) | $ (722,079) | $ (146,320) | $ — |
* | See Portfolio of Investments for industry breakout. |
Shares | Description | Value | ||
COMMON STOCKS – 94.1% | ||||
Aerospace & Defense – 1.0% | ||||
471 |
AAR Corp. (a)
|
$22,810 | ||
2,032 |
Maxar Technologies, Inc.
|
80,183 | ||
417 |
Raytheon Technologies Corp.
|
41,312 | ||
144,305 | ||||
Automobiles – 2.0% | ||||
271 |
Tesla, Inc. (a) (b)
|
292,030 | ||
Banks – 10.8% | ||||
713 |
Ameris Bancorp
|
31,286 | ||
2,428 |
Associated Banc-Corp.
|
55,261 | ||
261 |
BOK Financial Corp.
|
24,521 | ||
1,798 |
Cadence Bank
|
52,609 | ||
623 |
First Financial Bancorp
|
14,360 | ||
1,339 |
FNB Corp.
|
16,671 | ||
780 |
Hilltop Holdings, Inc.
|
22,932 | ||
7,024 |
Huntington Bancshares, Inc. (b)
|
102,691 | ||
3,006 |
Investors Bancorp, Inc.
|
44,880 | ||
1,193 |
JPMorgan Chase & Co. (b)
|
162,630 | ||
263 |
Meta Financial Group, Inc.
|
14,444 | ||
212 |
NBT Bancorp, Inc.
|
7,660 | ||
602 |
PacWest Bancorp
|
25,964 | ||
1,766 |
PNC Financial Services Group (The), Inc.
(b)
|
325,739 | ||
638 |
Prosperity Bancshares, Inc. (b)
|
44,264 | ||
6,451 |
Regions Financial Corp. (b)
|
143,599 | ||
817 |
Synovus Financial Corp.
|
40,033 | ||
961 |
United Bankshares, Inc.
|
33,520 | ||
1,136 |
Webster Financial Corp.
|
63,752 | ||
7,165 |
Wells Fargo & Co. (b)
|
347,216 | ||
536 |
WesBanco, Inc.
|
18,417 | ||
1,592,449 | ||||
Beverages – 0.3% | ||||
622 |
Coca-Cola (The) Co.
|
38,564 | ||
Biotechnology – 2.2% | ||||
633 |
AbbVie, Inc.
|
102,616 | ||
168 |
Amgen, Inc.
|
40,626 | ||
101 |
Biogen, Inc. (a)
|
21,271 | ||
458 |
Gilead Sciences, Inc.
|
27,228 | ||
466 |
Incyte Corp. (a)
|
37,010 | ||
75 |
Moderna, Inc. (a)
|
12,919 | ||
51 |
Regeneron Pharmaceuticals, Inc. (a)
|
35,619 | ||
180 |
Vertex Pharmaceuticals, Inc. (a)
|
46,974 | ||
324,263 | ||||
Chemicals – 4.3% | ||||
146 |
Albemarle Corp.
|
32,288 | ||
758 |
CF Industries Holdings, Inc.
|
78,120 | ||
1,082 |
Chemours (The) Co.
|
34,061 | ||
834 |
Corteva, Inc.
|
47,938 | ||
575 |
Dow, Inc.
|
36,639 | ||
443 |
DuPont de Nemours, Inc.
|
32,596 | ||
314 |
Eastman Chemical Co.
|
35,187 | ||
153 |
Ecolab, Inc.
|
27,014 | ||
777 |
Ecovyst, Inc.
|
8,982 | ||
1,493 |
Element Solutions, Inc.
|
32,697 |
Shares | Description | Value | ||
COMMON STOCKS (Continued) | ||||
Chemicals (Continued) | ||||
379 |
FMC Corp.
|
$49,865 | ||
432 |
Ingevity Corp. (a)
|
27,678 | ||
351 |
LyondellBasell Industries N.V., Class A
|
36,090 | ||
210 |
PPG Industries, Inc.
|
27,525 | ||
403 |
RPM International, Inc.
|
32,820 | ||
1,141 |
Valvoline, Inc.
|
36,010 | ||
418 |
Westlake Corp.
|
51,581 | ||
627,091 | ||||
Commercial Services & Supplies – 0.3% | ||||
511 |
Interface, Inc.
|
6,934 | ||
546 |
Stericycle, Inc. (a)
|
32,171 | ||
39,105 | ||||
Construction & Engineering – 0.8% | ||||
1,493 |
AECOM (b)
|
114,677 | ||
Consumer Finance – 1.1% | ||||
1,546 |
Ally Financial, Inc.
|
67,220 | ||
273 |
Capital One Financial Corp.
|
35,842 | ||
107 |
Nelnet, Inc., Class A
|
9,094 | ||
1,392 |
Synchrony Financial
|
48,456 | ||
160,612 | ||||
Containers & Packaging – 0.3% | ||||
2,885 |
O-I Glass, Inc. (a)
|
38,024 | ||
Diversified Consumer Services – 1.0% | ||||
3,561 |
H&R Block, Inc.
|
92,728 | ||
1,369 |
Terminix Global Holdings, Inc. (a)
|
62,468 | ||
155,196 | ||||
Diversified Financial Services – 1.7% | ||||
728 |
Berkshire Hathaway, Inc., Class B (a) (b)
|
256,918 | ||
Diversified Telecommunication Services – 0.2% | ||||
1,484 |
AT&T, Inc.
|
35,067 | ||
Electrical Equipment – 0.2% | ||||
3,421 |
GrafTech International Ltd.
|
32,910 | ||
Electronic Equipment, Instruments & Components – 0.2% | ||||
2,107 |
TTM Technologies, Inc. (a)
|
31,226 | ||
Energy Equipment & Services – 0.9% | ||||
17,028 |
TechnipFMC PLC (a) (b)
|
131,967 | ||
Food & Staples Retailing – 0.8% | ||||
1,551 |
Albertsons Cos., Inc., Class A
|
51,571 | ||
1,538 |
United Natural Foods, Inc. (a) (b)
|
63,596 | ||
115,167 | ||||
Food Products – 0.7% | ||||
608 |
Campbell Soup Co.
|
27,099 | ||
261 |
JM Smucker (The) Co.
|
35,342 | ||
1,588 |
Nomad Foods Ltd. (a)
|
35,857 | ||
98,298 |
Shares | Description | Value | ||
COMMON STOCKS (Continued) | ||||
Health Care Equipment & Supplies – 4.3% | ||||
440 |
Abbott Laboratories
|
$52,078 | ||
101 |
ABIOMED, Inc. (a)
|
33,455 | ||
50 |
Align Technology, Inc. (a)
|
21,800 | ||
446 |
Baxter International, Inc.
|
34,583 | ||
131 |
Becton Dickinson and Co.
|
34,846 | ||
797 |
Boston Scientific Corp. (a)
|
35,299 | ||
77 |
Cooper (The) Cos., Inc.
|
32,154 | ||
589 |
DENTSPLY SIRONA, Inc.
|
28,991 | ||
66 |
DexCom, Inc. (a)
|
33,766 | ||
290 |
Edwards Lifesciences Corp. (a)
|
34,139 | ||
431 |
Hologic, Inc. (a)
|
33,109 | ||
51 |
IDEXX Laboratories, Inc. (a)
|
27,900 | ||
103 |
Intuitive Surgical, Inc. (a)
|
31,073 | ||
352 |
Medtronic PLC
|
39,054 | ||
119 |
ResMed, Inc.
|
28,859 | ||
158 |
STERIS PLC
|
38,200 | ||
130 |
Stryker Corp.
|
34,756 | ||
92 |
Teleflex, Inc.
|
32,644 | ||
244 |
Zimmer Biomet Holdings, Inc.
|
31,208 | ||
24 |
Zimvie, Inc. (a)
|
548 | ||
638,462 | ||||
Health Care Providers & Services – 4.5% | ||||
296 |
AmerisourceBergen Corp.
|
45,794 | ||
667 |
Cardinal Health, Inc. (b)
|
37,819 | ||
169 |
Cigna Corp.
|
40,494 | ||
2,833 |
Community Health Systems, Inc. (a)
|
33,628 | ||
394 |
CVS Health Corp.
|
39,877 | ||
251 |
DaVita, Inc. (a)
|
28,391 | ||
134 |
HCA Healthcare, Inc.
|
33,583 | ||
467 |
Henry Schein, Inc. (a)
|
40,718 | ||
82 |
Humana, Inc.
|
35,684 | ||
116 |
Laboratory Corp of America Holdings (a)
|
30,584 | ||
168 |
McKesson Corp.
|
51,430 | ||
231 |
Quest Diagnostics, Inc.
|
31,615 | ||
360 |
UnitedHealth Group, Inc.
|
183,589 | ||
231 |
Universal Health Services, Inc., Class B
(b)
|
33,483 | ||
666,689 | ||||
Health Care Technology – 0.7% | ||||
3,066 |
Allscripts Healthcare Solutions, Inc. (a)
|
69,046 | ||
6,660 |
Multiplan Corp. (a)
|
31,169 | ||
100,215 | ||||
Hotels, Restaurants & Leisure – 0.3% | ||||
245 |
Expedia Group, Inc. (a)
|
47,939 | ||
Household Durables – 0.2% | ||||
1,262 |
Taylor Morrison Home Corp. (a)
|
34,352 | ||
Household Products – 0.3% | ||||
1,443 |
Energizer Holdings, Inc.
|
44,387 | ||
Independent Power & Renewable Electricity Producers – 0.5% | ||||
2,910 |
Vistra Corp.
|
67,657 |
Shares | Description | Value | ||
COMMON STOCKS (Continued) | ||||
Insurance – 0.4% | ||||
770 |
Axis Capital Holdings Ltd.
|
$46,562 | ||
729 |
MBIA, Inc. (a)
|
11,219 | ||
57,781 | ||||
Interactive Media & Services – 5.7% | ||||
115 |
Alphabet, Inc., Class A (a) (b)
|
319,855 | ||
115 |
Alphabet, Inc., Class C (a) (b)
|
321,194 | ||
874 |
Meta Platforms, Inc., Class A (a) (b)
|
194,343 | ||
835,392 | ||||
Internet & Direct Marketing Retail – 3.3% | ||||
148 |
Amazon.com, Inc. (a) (b)
|
482,473 | ||
IT Services – 0.9% | ||||
595 |
DXC Technology Co. (a)
|
19,415 | ||
247 |
International Business Machines Corp.
|
32,115 | ||
380 |
Visa, Inc., Class A (b)
|
84,272 | ||
135,802 | ||||
Leisure Products – 0.3% | ||||
3,044 |
Smith & Wesson Brands, Inc.
|
46,056 | ||
Life Sciences Tools & Services – 2.4% | ||||
198 |
Agilent Technologies, Inc.
|
26,201 | ||
42 |
Bio-Rad Laboratories, Inc., Class A (a)
|
23,656 | ||
81 |
Charles River Laboratories International, Inc.
(a)
|
23,002 | ||
147 |
Danaher Corp.
|
43,120 | ||
69 |
Illumina, Inc. (a)
|
24,109 | ||
132 |
IQVIA Holdings, Inc. (a)
|
30,520 | ||
23 |
Mettler-Toledo International, Inc. (a)
|
31,583 | ||
185 |
PerkinElmer, Inc.
|
32,275 | ||
93 |
Thermo Fisher Scientific, Inc.
|
54,930 | ||
88 |
Waters Corp. (a)
|
27,314 | ||
76 |
West Pharmaceutical Services, Inc.
|
31,214 | ||
347,924 | ||||
Machinery – 0.2% | ||||
1,286 |
Kennametal, Inc.
|
36,792 | ||
Media – 1.4% | ||||
1,549 |
Altice USA, Inc., Class A (a)
|
19,331 | ||
1,200 |
AMC Networks, Inc., Class A (a)
|
48,756 | ||
700 |
Nexstar Media Group, Inc., Class A (b)
|
131,936 | ||
200,023 | ||||
Metals & Mining – 5.7% | ||||
835 |
Alcoa Corp.
|
75,175 | ||
2,132 |
AngloGold Ashanti Ltd., ADR
|
50,507 | ||
1,755 |
Barrick Gold Corp.
|
43,050 | ||
5,618 |
Cia de Minas Buenaventura SAA, ADR (a)
|
56,573 | ||
4,112 |
Eldorado Gold Corp. (a)
|
46,096 | ||
2,838 |
First Majestic Silver Corp.
|
37,348 | ||
236 |
Franco-Nevada Corp.
|
37,647 | ||
1,028 |
Freeport-McMoRan, Inc.
|
51,133 | ||
6,023 |
Kinross Gold Corp.
|
35,415 | ||
1,964 |
MAG Silver Corp. (a)
|
31,758 | ||
601 |
Newmont Corp.
|
47,749 |
Shares | Description | Value | ||
COMMON STOCKS (Continued) | ||||
Metals & Mining (Continued) | ||||
276 |
Nucor Corp.
|
$41,027 | ||
1,366 |
Pan American Silver Corp.
|
37,292 | ||
225 |
Reliance Steel & Aluminum Co.
|
41,254 | ||
310 |
Royal Gold, Inc.
|
43,797 | ||
5,516 |
Sandstorm Gold Ltd.
|
44,569 | ||
3,809 |
SilverCrest Metals, Inc. (a)
|
33,938 | ||
2,109 |
SSR Mining, Inc.
|
45,871 | ||
770 |
Wheaton Precious Metals Corp.
|
36,637 | ||
836,836 | ||||
Oil, Gas & Consumable Fuels – 12.4% | ||||
3,033 |
Antero Resources Corp. (a)
|
92,598 | ||
2,265 |
APA Corp.
|
93,613 | ||
545 |
Chevron Corp.
|
88,742 | ||
3,357 |
CNX Resources Corp. (a)
|
69,557 | ||
652 |
ConocoPhillips
|
65,200 | ||
3,119 |
CVR Energy, Inc.
|
79,659 | ||
2,653 |
Delek US Holdings, Inc. (a)
|
56,297 | ||
4,391 |
DHT Holdings, Inc.
|
25,468 | ||
504 |
Diamondback Energy, Inc.
|
69,088 | ||
547 |
EOG Resources, Inc.
|
65,219 | ||
965 |
Exxon Mobil Corp.
|
79,699 | ||
1,016 |
Green Plains, Inc. (a)
|
31,506 | ||
1,291 |
HF Sinclair Corp. (a)
|
51,446 | ||
2,603 |
Magnolia Oil & Gas Corp., Class A
|
61,561 | ||
3,267 |
Marathon Oil Corp.
|
82,034 | ||
634 |
Marathon Petroleum Corp.
|
54,207 | ||
1,794 |
Murphy Oil Corp.
|
72,460 | ||
1,624 |
Occidental Petroleum Corp.
|
92,146 | ||
1,428 |
Ovintiv, Inc.
|
77,212 | ||
4,723 |
PBF Energy, Inc., Class A (a)
|
115,100 | ||
990 |
PDC Energy, Inc.
|
71,953 | ||
549 |
Phillips 66
|
47,428 | ||
244 |
Pioneer Natural Resources Co.
|
61,007 | ||
2,876 |
Range Resources Corp. (a)
|
87,373 | ||
2,779 |
Scorpio Tankers, Inc.
|
59,415 | ||
1,939 |
SFL Corp., Ltd.
|
19,739 | ||
621 |
Valero Energy Corp.
|
63,056 | ||
1,832,783 | ||||
Pharmaceuticals – 3.7% | ||||
612 |
Bristol-Myers Squibb Co.
|
44,694 | ||
283 |
Catalent, Inc. (a)
|
31,385 | ||
186 |
Eli Lilly & Co.
|
53,265 | ||
1,003 |
Johnson & Johnson (b)
|
177,762 | ||
650 |
Merck & Co., Inc.
|
53,332 | ||
862 |
Perrigo Co. PLC
|
33,127 | ||
1,795 |
Pfizer, Inc. (b)
|
92,927 | ||
2,495 |
Viatris, Inc.
|
27,146 | ||
160 |
Zoetis, Inc.
|
30,174 | ||
543,812 | ||||
Road & Rail – 1.3% | ||||
363 |
Avis Budget Group, Inc. (a)
|
95,578 |
Shares | Description | Value | ||
COMMON STOCKS (Continued) | ||||
Road & Rail (Continued) | ||||
1,245 |
Ryder System, Inc.
|
$98,766 | ||
194,344 | ||||
Semiconductors & Semiconductor Equipment – 1.8% | ||||
184 |
Enphase Energy, Inc. (a)
|
37,127 | ||
546 |
Magnachip Semiconductor Corp. (a)
|
9,233 | ||
803 |
NVIDIA Corp. (b)
|
219,107 | ||
265,467 | ||||
Software – 5.9% | ||||
2,746 |
Microsoft Corp. (b)
|
846,619 | ||
134 |
salesforce.com, Inc. (a)
|
28,451 | ||
875,070 | ||||
Specialty Retail – 2.0% | ||||
2,779 |
Academy Sports & Outdoors, Inc. (b)
|
109,493 | ||
23 |
AutoZone, Inc. (a)
|
47,025 | ||
1,199 |
Bed Bath & Beyond, Inc. (a)
|
27,013 | ||
639 |
Conn’s, Inc. (a)
|
9,847 | ||
393 |
Group 1 Automotive, Inc.
|
65,957 | ||
56 |
O’Reilly Automotive, Inc. (a)
|
38,358 | ||
297,693 | ||||
Technology Hardware, Storage & Peripherals – 6.9% | ||||
5,790 |
Apple, Inc. (b)
|
1,010,992 | ||
Thrifts & Mortgage Finance – 0.2% | ||||
820 |
Capitol Federal Financial, Inc.
|
8,922 | ||
589 |
Kearny Financial Corp.
|
7,586 | ||
273 |
Mr Cooper Group, Inc. (a)
|
12,468 | ||
28,976 | ||||
Total Common Stocks
|
13,855,786 | |||
(Cost $12,397,304) | ||||
REAL ESTATE INVESTMENT TRUSTS – 1.8% | ||||
Equity Real Estate Investment Trusts – 0.8% | ||||
960 |
SL Green Realty Corp.
|
77,933 | ||
1,004 |
Weyerhaeuser Co.
|
38,051 | ||
115,984 | ||||
Mortgage Real Estate Investment Trusts – 1.0% | ||||
1,083 |
BrightSpire Capital, Inc.
|
10,018 | ||
1,079 |
Ladder Capital Corp.
|
12,808 | ||
11,131 |
New Residential Investment Corp. (b)
|
122,218 | ||
145,044 | ||||
Total Real Estate Investment Trusts
|
261,028 | |||
(Cost $245,718) | ||||
Units | Description | Value | ||
MASTER LIMITED PARTNERSHIPS – 0.9% | ||||
Independent Power & Renewable Electricity Producers – 0.3% | ||||
653 |
NextEra Energy Partners, L.P. (c)
|
54,434 | ||
Oil, Gas & Consumable Fuels – 0.6% | ||||
3,549 |
Black Stone Minerals, L.P.
|
47,769 |
Units | Description | Value | ||
MASTER LIMITED PARTNERSHIPS (Continued) | ||||
Oil, Gas & Consumable Fuels (Continued) | ||||
927 |
Sunoco, L.P.
|
$37,859 | ||
85,628 | ||||
Total Master Limited Partnerships
|
140,062 | |||
(Cost $119,590) | ||||
Total Investments – 96.8%
|
14,256,876 | |||
(Cost $12,762,612) |
Number of Contracts | Description | Notional Amount | Exercise Price | Expiration Date | Value | |||||
PUT OPTIONS PURCHASED – 0.6% | ||||||||||
4 |
S&P 500®
Index
|
$1,812,164 | $3,900.00 | 06/01/22 | 14,440 | |||||
3 |
S&P 500®
Index
|
1,359,123 | 4,000.00 | 06/01/22 | 13,200 | |||||
4 |
S&P 500®
Index
|
1,812,164 | 4,000.00 | 09/01/22 | 43,560 | |||||
2 |
S&P 500®
Index
|
906,082 | 4,100.00 | 09/01/22 | 24,200 | |||||
Total Put Options Purchased
|
95,400 | |||||||||
(Cost $204,599) | ||||||||||
WRITTEN OPTIONS – (2.0)% | ||||||||||
CALL OPTIONS WRITTEN – (1.8)% | ||||||||||
(2) |
S&P 500®
Index
|
(906,082) | 4,275.00 | 04/01/22 | (56,776) | |||||
(1) |
S&P 500®
Index
|
(453,041) | 4,400.00 | 04/01/22 | (15,610) | |||||
(4) |
S&P 500®
Index
|
(1,812,164) | 4,575.00 | 04/01/22 | (15,460) | |||||
(1) |
S&P 500®
Index
|
(453,041) | 4,650.00 | 04/01/22 | (1,390) | |||||
(3) |
S&P 500®
Index
|
(1,359,123) | 4,400.00 | 05/01/22 | (65,307) | |||||
(4) |
S&P 500®
Index
|
(1,812,164) | 4,450.00 | 05/01/22 | (73,160) | |||||
(2) |
S&P 500®
Index
|
(906,082) | 4,600.00 | 05/01/22 | (17,240) | |||||
(3) |
S&P 500®
Index
|
(1,359,123) | 4,650.00 | 06/01/22 | (27,651) | |||||
Total Call Options Written
|
(272,594) | |||||||||
(Premiums received $190,544) | ||||||||||
PUT OPTIONS WRITTEN – (0.2)% | ||||||||||
(4) |
S&P 500®
Index
|
(1,812,164) | 3,500.00 | 06/01/22 | (6,180) | |||||
(4) |
S&P 500®
Index
|
(1,812,164) | 3,500.00 | 09/01/22 | (20,440) | |||||
Total Put Options Written
|
(26,620) | |||||||||
(Premiums received $56,784) | ||||||||||
Total Written Options
|
(299,214) | |||||||||
(Premiums received $247,328) |
Net Other Assets and Liabilities – 4.6%
|
669,988 | ||
Net Assets – 100.0%
|
$14,723,050 |
(a) | Non-income producing security. |
(b) | All or a portion of this security is pledged to cover options written. |
(c) | This security is taxed as a “C” corporation for federal income tax purposes. |
ADR | American Depositary Receipt |
ASSETS TABLE | ||||
Total Value at 3/31/2022 |
Level
1 Quoted Prices |
Level
2 Significant Observable Inputs |
Level
3 Significant Unobservable Inputs | |
Common Stocks*
|
$ 13,855,786 | $ 13,855,786 | $ — | $ — |
Real Estate Investment Trusts*
|
261,028 | 261,028 | — | — |
Master Limited Partnerships*
|
140,062 | 140,062 | — | — |
Total Investments
|
14,256,876 | 14,256,876 | — | — |
Put Options Purchased
|
95,400 | 95,400 | — | — |
Total
|
$ 14,352,276 | $ 14,352,276 | $— | $— |
LIABILITIES TABLE | ||||
Total Value at 3/31/2022 |
Level
1 Quoted Prices |
Level
2 Significant Observable Inputs |
Level
3 Significant Unobservable Inputs | |
Call Options Written
|
$ (272,594) | $ (199,434) | $ (73,160) | $ — |
Put Options Written
|
(26,620) | (26,620) | — | — |
Total
|
$ (299,214) | $ (226,054) | $ (73,160) | $— |
* | See Portfolio of Investments for industry breakout. |
Shares | Description | Value | ||
COMMON STOCKS (Continued) | ||||
Technology
Hardware, Storage & Peripherals – 2.2% |
||||
1,202,618 | Apple, Inc. | $209,989,129 | ||
Total Investments – 99.8% | 9,713,235,558 | |||
(Cost $9,417,876,555) | ||||
Net Other Assets and Liabilities – 0.2% | 22,709,114 | |||
Net Assets – 100.0% | $9,735,944,672 |
Total Value at 3/31/2022 |
Level
1 Quoted Prices |
Level
2 Significant Observable Inputs |
Level
3 Significant Unobservable Inputs | |
Common Stocks* | $ 9,713,235,558 | $ 9,713,235,558 | $ — | $ — |
* | See Portfolio of Investments for industry breakout. |
Total Value at 3/31/2022 |
Level
1 Quoted Prices |
Level
2 Significant Observable Inputs |
Level
3 Significant Unobservable Inputs | |
Common Stocks* | $ 45,595,004 | $ 45,595,004 | $ — | $ — |
Real Estate Investment Trusts* | 27,876,873 | 27,876,873 | — | — |
Total Investments | $ 73,471,877 | $ 73,471,877 | $— | $— |
* | See Portfolio of Investments for industry breakout. |
Currency Exposure Diversification |
% of Total Investments |
United States Dollar | 53.7% |
Euro | 18.4 |
Hong Kong Dollar | 8.1 |
Swiss Franc | 2.9 |
Indian Rupee | 2.8 |
Australian Dollar | 2.4 |
British Pound Sterling | 2.3 |
South Korean Won | 2.1 |
United Arab Emirates Dirham | 2.1 |
Swedish Krona | 1.3 |
Danish Krone | 1.2 |
Japanese Yen | 1.1 |
Singapore Dollar | 0.8 |
Canadian Dollar | 0.8 |
Total | 100.0% |
Total Value at 3/31/2022 |
Level
1 Quoted Prices |
Level
2 Significant Observable Inputs |
Level
3 Significant Unobservable Inputs | |
Common Stocks: | ||||
Aerospace & Defense
|
$ 3,574,677 | $ 2,334,808 | $ 1,239,869 | $ — |
Automobiles
|
5,071,091 | 2,622,489 | 2,448,602 | — |
Banks
|
36,174,467 | 10,112,491 | 26,060,588 | 1,388 |
Capital Markets
|
9,658,476 | 4,641,668 | 5,016,808 | — |
Communications Equipment
|
4,418,662 | 2,423,297 | 1,995,365 | — |
Diversified Telecommunication Services
|
8,745,555 | 2,959,428 | 5,786,127 | — |
Food & Staples Retailing
|
2,314,890 | 2,314,890 | — | — |
Household Durables
|
1,158,261 | 1,158,261 | — | — |
Industrial Conglomerates
|
3,098,982 | 1,945,411 | 1,153,571 | — |
Insurance
|
8,463,135 | 3,603,618 | 4,859,517 | — |
Interactive Media & Services
|
1,804,307 | 1,804,307 | — | — |
Internet & Direct Marketing Retail
|
6,236,578 | 6,236,578 | — | — |
IT Services
|
19,114,529 | 15,081,246 | 4,033,283 | — |
Metals & Mining
|
2,452,821 | 1,213,558 | 1,239,263 | — |
Oil, Gas & Consumable Fuels
|
1,236,299 | 1,200,550 | — | 35,749 |
Semiconductors & Semiconductor
Equipment
|
11,873,840 | 9,815,485 | 2,058,355 | — |
Software
|
10,851,475 | 8,959,971 | 1,891,504 | — |
Specialty Retail
|
1,063,519 | 1,063,519 | — | — |
Other industry categories*
|
11,021,387 | — | 11,021,387 | — |
Money Market Funds
|
2,496,306 | 2,496,306 | — | — |
Repurchase Agreements
|
278,434 | — | 278,434 | — |
Total Investments
|
$ 151,107,691 | $ 81,987,881 | $ 69,082,673 | $ 37,137 |
* | See Portfolio of Investments for industry breakout. |
Currency Exposure Diversification |
% of Total Investments |
United States Dollar | 62.1% |
Japanese Yen | 13.6 |
Euro | 8.7 |
British Pound Sterling | 4.1 |
Norwegian Krone | 2.1 |
Israeli Shekel | 2.0 |
Swedish Krona | 2.0 |
South Korean Won | 1.8 |
Swiss Franc | 1.2 |
New Taiwan Dollar | 0.7 |
Canadian Dollar | 0.6 |
Australian Dollar | 0.5 |
Danish Krone | 0.3 |
Hong Kong Dollar | 0.3 |
Total | 100.0% |
Total Value at 3/31/2022 |
Level
1 Quoted Prices |
Level
2 Significant Observable Inputs |
Level
3 Significant Unobservable Inputs | |
Common Stocks: | ||||
Aerospace & Defense
|
$ 17,016,809 | $ 7,150,274 | $ 9,866,535 | $ — |
Auto Components
|
16,818,680 | 11,386,970 | 5,431,710 | — |
Electrical Equipment
|
7,996,703 | 2,552,375 | 5,444,328 | — |
Electronic Equipment, Instruments &
Components
|
27,268,781 | 11,351,321 | 15,917,460 | — |
Entertainment
|
847,668 | — | 847,668 | — |
Food & Staples Retailing
|
708,664 | — | 708,664 | — |
Health Care Equipment & Supplies
|
6,457,743 | 4,902,323 | 1,555,420 | — |
Household Durables
|
5,692,176 | 4,838,308 | 853,868 | — |
Industrial Conglomerates
|
832,189 | — | 832,189 | — |
Interactive Media & Services
|
4,201,921 | 1,620,977 | 2,580,944 | — |
IT Services
|
10,778,324 | 2,704,285 | 8,074,039 | — |
Life Sciences Tools & Services
|
7,995,132 | 6,562,814 | 1,432,318 | — |
Machinery
|
25,273,761 | 5,569,170 | 19,704,591 | — |
Software
|
77,054,516 | 61,104,082 | 15,950,434 | — |
Technology Hardware, Storage &
Peripherals
|
3,126,258 | 1,470,592 | 1,655,666 | — |
Wireless Telecommunication Services
|
858,425 | — | 858,425 | — |
Other industry categories*
|
27,744,856 | 27,744,856 | — | — |
Real Estate Investment Trusts*
|
893,652 | 893,652 | — | — |
Money Market Funds
|
3,934,160 | 3,934,160 | — | — |
Repurchase Agreements
|
438,811 | — | 438,811 | — |
Total Investments
|
$ 245,939,229 | $ 153,786,159 | $ 92,153,070 | $— |
* | See Portfolio of Investments for industry breakout. |
Shares | Description | Value | ||
COMMON STOCKS (Continued) | ||||
Textiles,
Apparel & Luxury Goods (Continued) |
||||
6,491 | Puma SE (a) | $552,007 | ||
1,271,004 | ||||
Trading
Companies & Distributors – 4.3% |
||||
22,044 | Bunzl PLC (a) | 854,890 | ||
5,240 | Ferguson PLC (a) | 709,915 | ||
1,564,805 | ||||
Total Common Stocks | 35,215,607 | |||
(Cost $36,245,663) | ||||
REAL ESTATE INVESTMENT TRUSTS – 2.3% | ||||
Equity
Real Estate Investment Trusts – 2.3% |
||||
48,069 | Goodman Group (a) | 817,006 | ||
(Cost $804,566) | ||||
Total Investments – 99.7% | 36,032,613 | |||
(Cost $37,050,229) | ||||
Net Other Assets and Liabilities – 0.3% | 109,586 | |||
Net Assets – 100.0% | $36,142,199 |
(a) | This security is fair valued by the Advisor’s Pricing Committee in accordance with procedures adopted by the Trust’s Board of Trustees and in accordance with provisions of the Investment Company Act of 1940, as amended. At March 31, 2022, securities noted as such are valued at $29,711,577 or 82.2% of net assets. Certain of these securities are fair valued using a factor provided by a third-party pricing service due to the change in value between the foreign markets’ close and the New York Stock Exchange close exceeding a certain threshold. On days when this threshold is not exceeded, these securities are typically valued at the last sale price on the exchange on which they are principally traded. |
(b) | Non-income producing security. |
Currency Exposure Diversification |
% of Total Investments |
Euro | 26.8% |
Canadian Dollar | 17.5 |
British Pound Sterling | 14.8 |
Swiss Franc | 14.3 |
Australian Dollar | 10.1 |
Swedish Krona | 8.9 |
Danish Krone | 3.9 |
Japanese Yen | 3.7 |
Total | 100.0% |
Total Value at 3/31/2022 |
Level
1 Quoted Prices |
Level
2 Significant Observable Inputs |
Level
3 Significant Unobservable Inputs | |
Common Stocks: | ||||
Banks | $ 1,463,744 | $ 861,977 | $ 601,767 | $ — |
Food & Staples Retailing | 1,605,407 | 893,128 | 712,279 | — |
Insurance | 1,596,956 | 1,596,956 | — | — |
IT Services | 2,049,548 | 672,670 | 1,376,878 | — |
Professional Services | 2,912,209 | 712,008 | 2,200,201 | — |
Road & Rail | 835,582 | 835,582 | — | — |
Software | 1,326,905 | 748,715 | 578,190 | — |
Other industry categories* | 23,425,256 | — | 23,425,256 | — |
Real Estate Investment Trusts* | 817,006 | — | 817,006 | — |
Total Investments | $ 36,032,613 | $ 6,321,036 | $ 29,711,577 | $— |
* | See Portfolio of Investments for industry breakout. |
First
Trust NASDAQ Technology Dividend Index Fund (TDIV) |
Multi-Asset Diversified Income Index Fund (MDIV) |
First
Trust S&P International Dividend Aristocrats ETF (FID) |
First
Trust BuyWrite Income ETF (FTHI) | ||||
ASSETS: | |||||||
Investments, at value - Unaffiliated
|
$ 1,845,440,166 | $ 384,945,733 | $ 54,198,301 | $ 46,333,563 | |||
Investments, at value - Affiliated
|
— | 93,490,380 | — | — | |||
Total investments, at value
|
1,845,440,166 | 478,436,113 | 54,198,301 | 46,333,563 | |||
Cash
|
9,992,365 | 9,186,396 | 98,229 | 1,951,905 | |||
Cash held at broker
|
— | — | — | 10,194 | |||
Foreign currency
|
— | — | 22,322 | — | |||
Options purchased, at value
|
— | — | — | — | |||
Receivables: | |||||||
Dividends
|
2,321,056 | 2,155,572 | 343,800 | 40,245 | |||
Dividend reclaims
|
185,961 | — | 91,546 | 879 | |||
Investment securities sold
|
— | — | — | — | |||
Securities lending income
|
— | — | — | — | |||
Total Assets
|
1,857,939,548 | 489,778,081 | 54,754,198 | 48,336,786 | |||
LIABILITIES: | |||||||
Options written, at value
|
— | — | — | 868,399 | |||
Due to custodian foreign currency
|
— | — | — | — | |||
Due to custodian
|
— | — | — | — | |||
Payables: | |||||||
Investment securities purchased
|
8,902,009 | 8,276,600 | — | — | |||
Investment advisory fees
|
763,063 | 193,329 | 25,947 | 34,476 | |||
Deferred foreign capital gains tax
|
— | — | — | — | |||
Collateral for securities on loan
|
— | — | — | — | |||
Total Liabilities
|
9,665,072 | 8,469,929 | 25,947 | 902,875 | |||
NET ASSETS
|
$1,848,274,476 | $481,308,152 | $54,728,251 | $47,433,911 | |||
NET ASSETS consist of: | |||||||
Paid-in capital
|
$ 1,603,115,039 | $ 680,218,412 | $ 58,290,913 | $ 61,568,160 | |||
Par value
|
314,050 | 286,000 | 31,000 | 20,742 | |||
Accumulated distributable earnings (loss)
|
244,845,387 | (199,196,260) | (3,593,662) | (14,154,991) | |||
NET ASSETS
|
$1,848,274,476 | $481,308,152 | $54,728,251 | $47,433,911 | |||
NET ASSET VALUE, per share
|
$58.85 | $16.83 | $17.65 | $22.87 | |||
Number of shares outstanding (unlimited number of
shares authorized, par value $0.01 per share)
|
31,405,000 | 28,600,002 | 3,100,002 | 2,074,201 | |||
Investments, at cost - Unaffiliated
|
$1,574,415,132 | $361,481,418 | $52,631,504 | $38,140,313 | |||
Investments, at cost - Affiliated
|
$— | $99,376,104 | $— | $— | |||
Total investments, at cost
|
$1,574,415,132 | $460,857,522 | $52,631,504 | $38,140,313 | |||
Foreign currency, at cost (proceeds)
|
$— | $— | $22,358 | $— | |||
Securities on loan, at value
|
$— | $— | $— | $— | |||
Premiums paid on options purchased
|
$— | $— | $— | $— | |||
Premiums received on options written
|
$— | $— | $— | $818,403 |
First
Trust Hedged BuyWrite Income ETF (FTLB) |
First
Trust Rising Dividend Achievers ETF (RDVY) |
First
Trust Dorsey Wright Focus 5 ETF (FV) |
First
Trust RBA American Industrial Renaissance® ETF (AIRR) |
First
Trust Dorsey Wright Momentum & Dividend ETF (DDIV) | ||||
$ 14,256,876 | $ 9,713,235,558 | $— | $ 218,835,214 | $ 73,471,877 | ||||
— | — | 2,847,361,994 | — | — | ||||
14,256,876 | 9,713,235,558 | 2,847,361,994 | 218,835,214 | 73,471,877 | ||||
664,717 | 54,615,625 | 318,656 | — | 179,608 | ||||
4,616 | — | — | — | — | ||||
— | — | — | — | — | ||||
95,400 | — | — | — | — | ||||
8,586 | 11,504,752 | 2,585,512 | 41,026 | 131,111 | ||||
938 | — | — | — | 3,076 | ||||
— | — | — | 4,285,887 | — | ||||
— | — | — | 271 | — | ||||
15,031,133 | 9,779,355,935 | 2,850,266,162 | 223,162,398 | 73,785,672 | ||||
299,214 | — | — | — | — | ||||
— | — | — | — | — | ||||
— | — | — | 4,021,149 | — | ||||
— | 39,392,598 | — | — | — | ||||
8,869 | 4,018,665 | 716,189 | 137,831 | 36,412 | ||||
— | — | — | — | — | ||||
— | — | — | 1,292,775 | — | ||||
308,083 | 43,411,263 | 716,189 | 5,451,755 | 36,412 | ||||
$ 14,723,050 | $ 9,735,944,672 | $ 2,849,549,973 | $ 217,710,643 | $ 73,749,260 | ||||
$ 16,268,658 | $ 9,277,180,554 | $ 2,315,247,192 | $ 232,937,383 | $ 86,092,200 | ||||
6,500 | 1,989,000 | 597,000 | 51,500 | 22,000 | ||||
(1,552,108) | 456,775,118 | 533,705,781 | (15,278,240) | (12,364,940) | ||||
$ 14,723,050 | $ 9,735,944,672 | $ 2,849,549,973 | $ 217,710,643 | $ 73,749,260 | ||||
$22.65 | $48.95 | $47.73 | $42.27 | $33.52 | ||||
650,002 | 198,900,002 | 59,700,002 | 5,150,002 | 2,200,002 | ||||
$12,762,612 | $9,417,876,555 | $— | $215,748,913 | $69,601,266 | ||||
$— | $— | $2,495,058,572 | $— | $— | ||||
$12,762,612 | $9,417,876,555 | $2,495,058,572 | $215,748,913 | $69,601,266 | ||||
$— | $— | $— | $— | $— | ||||
$— | $— | $— | $1,247,783 | $— | ||||
$204,599 | $— | $— | $— | $— | ||||
$247,328 | $— | $— | $— | $— |
First
Trust Dorsey Wright International Focus 5 ETF (IFV) |
First
Trust Dorsey Wright Dynamic Focus 5 ETF (FVC) |
First
Trust Indxx Innovative Transaction & Process ETF (LEGR) |
First
Trust Nasdaq Artificial Intelligence and Robotics ETF (ROBT) |
First
Trust International Developed Capital Strength ETF (FICS) | |||||
ASSETS: | |||||||||
Investments, at value - Unaffiliated
|
$— | $— | $ 151,107,691 | $ 245,939,229 | $ 36,032,613 | ||||
Investments, at value - Affiliated
|
195,761,126 | 215,961,774 | — | — | — | ||||
Total investments, at value
|
195,761,126 | 215,961,774 | 151,107,691 | 245,939,229 | 36,032,613 | ||||
Cash
|
— | 73,788 | 34,118 | 6,718,341 | 1,570 | ||||
Cash held at broker
|
— | — | — | — | — | ||||
Foreign currency
|
— | — | 7,284 | — | 38,312 | ||||
Options purchased, at value
|
— | — | — | — | — | ||||
Receivables: | |||||||||
Dividends
|
1,405,683 | 196,595 | 352,506 | 270,421 | 61,502 | ||||
Dividend reclaims
|
— | — | 151,453 | 71,891 | 27,433 | ||||
Investment securities sold
|
— | — | — | 5,477,306 | — | ||||
Securities lending income
|
— | — | 592 | 16,738 | — | ||||
Total Assets
|
197,166,809 | 216,232,157 | 151,653,644 | 258,493,926 | 36,161,430 | ||||
LIABILITIES: | |||||||||
Options written, at value
|
— | — | — | — | — | ||||
Due to custodian foreign currency
|
— | — | — | 10,885,909 | — | ||||
Due to custodian
|
1,446,023 | — | — | — | — | ||||
Payables: | |||||||||
Investment securities purchased
|
— | — | — | — | — | ||||
Investment advisory fees
|
49,475 | 55,223 | 80,539 | 133,461 | 19,231 | ||||
Deferred foreign capital gains tax
|
— | — | 48,380 | — | — | ||||
Collateral for securities on loan
|
— | — | 2,774,740 | 4,372,971 | — | ||||
Total Liabilities
|
1,495,498 | 55,223 | 2,903,659 | 15,392,341 | 19,231 | ||||
NET ASSETS
|
$195,671,311 | $216,176,934 | $148,749,985 | $243,101,585 | $36,142,199 | ||||
NET ASSETS consist of: | |||||||||
Paid-in capital
|
$ 314,905,872 | $ 213,566,077 | $ 143,773,335 | $ 255,073,678 | $ 36,990,065 | ||||
Par value
|
93,500 | 59,000 | 37,000 | 51,500 | 11,000 | ||||
Accumulated distributable earnings (loss)
|
(119,328,061) | 2,551,857 | 4,939,650 | (12,023,593) | (858,866) | ||||
NET ASSETS
|
$195,671,311 | $216,176,934 | $148,749,985 | $243,101,585 | $36,142,199 | ||||
NET ASSET VALUE, per share
|
$20.93 | $36.64 | $40.20 | $47.20 | $32.86 | ||||
Number of shares outstanding (unlimited number of
shares authorized, par value $0.01 per share)
|
9,350,002 | 5,900,002 | 3,700,002 | 5,150,002 | 1,100,002 | ||||
Investments, at cost - Unaffiliated
|
$— | $— | $143,656,176 | $256,239,201 | $37,050,229 | ||||
Investments, at cost - Affiliated
|
$189,610,610 | $187,812,524 | $— | $— | $— | ||||
Total investments, at cost
|
$189,610,610 | $187,812,524 | $143,656,176 | $256,239,201 | $37,050,229 | ||||
Foreign currency, at cost (proceeds)
|
$— | $— | $7,297 | $(10,920,385) | $38,514 | ||||
Securities on loan, at value
|
$— | $— | $2,577,281 | $4,166,337 | $— | ||||
Premiums paid on options purchased
|
$— | $— | $— | $— | $— | ||||
Premiums received on options written
|
$— | $— | $— | $— | $— |
First
Trust NASDAQ Technology Dividend Index Fund (TDIV) |
Multi-Asset Diversified Income Index Fund (MDIV) |
First
Trust S&P International Dividend Aristocrats ETF (FID) |
First
Trust BuyWrite Income ETF (FTHI) | |||||
INVESTMENT INCOME: | ||||||||
Dividends - Unaffiliated
|
$ 23,428,552 | $ 10,700,382 | $ 936,111 | $ 447,793 | ||||
Dividends - Affiliated
|
— | 2,692,114 | — | — | ||||
Interest
|
1,005 | 520 | — | (19,637) | ||||
Securities lending income (net of fees)
|
— | — | — | — | ||||
Foreign withholding tax
|
(550,917) | — | (92,426) | (1,060) | ||||
Other
|
— | 60 | — | 146 | ||||
Total investment income
|
22,878,640 | 13,393,076 | 843,685 | 427,242 | ||||
EXPENSES: | ||||||||
Investment advisory fees
|
4,371,280 | 1,398,471 | 137,211 | 203,382 | ||||
Total expenses
|
4,371,280 | 1,398,471 | 137,211 | 203,382 | ||||
Fees waived by the investment advisor
|
— | (271,533) | — | — | ||||
Net expenses
|
4,371,280 | 1,126,938 | 137,211 | 203,382 | ||||
NET INVESTMENT INCOME (LOSS)
|
18,507,360 | 12,266,138 | 706,474 | 223,860 | ||||
NET REALIZED AND UNREALIZED GAIN (LOSS): | ||||||||
Net realized gain (loss) on: | ||||||||
Investments - Unaffiliated
|
(15,801,333) | 12,753,868 | 10,694 | (1,172,490) | ||||
Investments - Affiliated
|
— | (73,933) | — | — | ||||
In-kind redemptions - Unaffiliated
|
143,821,036 | 2,221,772 | — | 478,400 | ||||
In-kind redemptions - Affiliated
|
— | (37,109) | — | — | ||||
Purchased options contracts
|
— | — | — | — | ||||
Written options contracts
|
— | — | — | 846,139 | ||||
Foreign currency transactions
|
— | — | (17,129) | — | ||||
Foreign capital gains tax
|
— | — | — | — | ||||
Net realized gain (loss)
|
128,019,703 | 14,864,598 | (6,435) | 152,049 | ||||
Net increase from payment by the advisor
|
— | — | — | — | ||||
Net change in unrealized appreciation (depreciation) on: | ||||||||
Investments - Unaffiliated
|
(58,967,006) | 4,269,110 | 260,744 | 4,530,665 | ||||
Investments - Affiliated
|
— | (4,518,690) | — | — | ||||
Purchased options contracts
|
— | — | — | — | ||||
Written options contracts
|
— | — | — | (482,434) | ||||
Foreign currency translation
|
— | — | (5,266) | — | ||||
Deferred foreign capital gains tax
|
— | — | — | — | ||||
Net change in unrealized appreciation
(depreciation)
|
(58,967,006) | (249,580) | 255,478 | 4,048,231 | ||||
NET REALIZED AND UNREALIZED GAIN (LOSS)
|
69,052,697 | 14,615,018 | 249,043 | 4,200,280 | ||||
NET INCREASE (DECREASE) IN NET ASSETS RESULTING
FROM OPERATIONS
|
$ 87,560,057 | $ 26,881,156 | $ 955,517 | $ 4,424,140 |
First
Trust Hedged BuyWrite Income ETF (FTLB) |
First
Trust Rising Dividend Achievers ETF (RDVY) |
First
Trust Dorsey Wright Focus 5 ETF (FV) |
First
Trust RBA American Industrial Renaissance® ETF (AIRR) |
First
Trust Dorsey Wright Momentum & Dividend ETF (DDIV) |
First
Trust Dorsey Wright International Focus 5 ETF (IFV) |
First
Trust Dorsey Wright Dynamic Focus 5 ETF (FVC) | |||||||
$93,992 | $76,055,091 | $— | $928,635 | $1,056,638 | $— | $— | |||||||
— | — | 10,957,606 | — | — | 3,053,193 | 836,438 | |||||||
(4,725) | 2,265 | 267 | 14 | 17 | 2,085 | 10 | |||||||
— | — | — | 425 | — | — | — | |||||||
(319) | (223,787) | — | — | (372) | — | — | |||||||
176 | — | — | — | — | — | — | |||||||
89,124 | 75,833,569 | 10,957,873 | 929,074 | 1,056,283 | 3,055,278 | 836,448 | |||||||
43,806 | 19,823,174 | 4,272,204 | 851,956 | 171,203 | 348,098 | 330,863 | |||||||
43,806 | 19,823,174 | 4,272,204 | 851,956 | 171,203 | 348,098 | 330,863 | |||||||
— | — | — | — | — | — | — | |||||||
43,806 | 19,823,174 | 4,272,204 | 851,956 | 171,203 | 348,098 | 330,863 | |||||||
45,318 | 56,010,395 | 6,685,669 | 77,118 | 885,080 | 2,707,180 | 505,585 | |||||||
(248,371) | (75,196,789) | — | (3,574,009) | 62,225 | — | — | |||||||
— | — | (40,845,728) | — | — | 743,793 | (2,027,934) | |||||||
205,530 | 336,903,990 | — | 13,635,518 | 2,029,207 | — | — | |||||||
— | — | 751,611,659 | — | — | 5,125,603 | 40,099,882 | |||||||
(81,617) | — | — | — | — | — | — | |||||||
215,055 | — | — | — | — | — | — | |||||||
— | — | — | — | — | — | — | |||||||
— | — | — | — | — | — | — | |||||||
90,597 | 261,707,201 | 710,765,931 | 10,061,509 | 2,091,432 | 5,869,396 | 38,071,948 | |||||||
— | — | — | — | — | — | — | |||||||
1,062,038 | (189,867,407) | — | (4,346,357) | 1,745,949 | — | — | |||||||
— | — | (619,087,557) | — | — | (22,911,333) | (30,440,722) | |||||||
(87,473) | — | — | — | — | — | — | |||||||
(139,699) | — | — | — | — | — | — | |||||||
— | — | — | — | — | — | — | |||||||
— | — | — | — | — | — | — | |||||||
834,866 | (189,867,407) | (619,087,557) | (4,346,357) | 1,745,949 | (22,911,333) | (30,440,722) | |||||||
925,463 | 71,839,794 | 91,678,374 | 5,715,152 | 3,837,381 | (17,041,937) | 7,631,226 | |||||||
$970,781 | $127,850,189 | $98,364,043 | $5,792,270 | $4,722,461 | $(14,334,757) | $8,136,811 |
First
Trust Indxx Innovative Transaction & Process ETF (LEGR) |
First
Trust Nasdaq Artificial Intelligence and Robotics ETF (ROBT) |
First
Trust International Developed Capital Strength ETF (FICS) | ||||
INVESTMENT INCOME: | ||||||
Dividends - Unaffiliated
|
$ 2,177,446 | $ 840,629 | $ 276,476 | |||
Dividends - Affiliated
|
— | — | — | |||
Interest
|
15 | 77 | — | |||
Securities lending income (net of fees)
|
17,961 | 251,849 | — | |||
Foreign withholding tax
|
(127,797) | (71,126) | (29,866) | |||
Other
|
16 | 47 | — | |||
Total investment income
|
2,067,641 | 1,021,476 | 246,610 | |||
EXPENSES: | ||||||
Investment advisory fees
|
472,270 | 886,355 | 70,124 | |||
Total expenses
|
472,270 | 886,355 | 70,124 | |||
Fees waived by the investment advisor
|
— | — | — | |||
Net expenses
|
472,270 | 886,355 | 70,124 | |||
NET INVESTMENT INCOME (LOSS)
|
1,595,371 | 135,121 | 176,486 | |||
NET REALIZED AND UNREALIZED GAIN (LOSS): | ||||||
Net realized gain (loss) on: | ||||||
Investments - Unaffiliated
|
(43,547) | (8,856,778) | (190,452) | |||
Investments - Affiliated
|
— | — | — | |||
In-kind redemptions - Unaffiliated
|
— | 16,279,592 | 310,559 | |||
In-kind redemptions - Affiliated
|
— | — | — | |||
Purchased options contracts
|
— | — | — | |||
Written options contracts
|
— | — | — | |||
Foreign currency transactions
|
(297) | (127,220) | 187 | |||
Foreign capital gains tax
|
(2,132) | — | — | |||
Net realized gain (loss)
|
(45,976) | 7,295,594 | 120,294 | |||
Net increase from payment by the advisor
|
— | 1,987 | — | |||
Net change in unrealized appreciation (depreciation) on: | ||||||
Investments - Unaffiliated
|
(7,927,909) | (42,650,648) | (1,004,588) | |||
Investments - Affiliated
|
— | — | — | |||
Purchased options contracts
|
— | — | — | |||
Written options contracts
|
— | — | — | |||
Foreign currency translation
|
(2,827) | 59,052 | (259) | |||
Deferred foreign capital gains tax
|
40,273 | — | — | |||
Net change in unrealized appreciation
(depreciation)
|
(7,890,463) | (42,591,596) | (1,004,847) | |||
NET REALIZED AND UNREALIZED GAIN (LOSS)
|
(7,936,439) | (35,294,015) | (884,553) | |||
NET INCREASE (DECREASE) IN NET ASSETS RESULTING
FROM OPERATIONS
|
$(6,341,068) | $(35,158,894) | $(708,067) |
First Trust NASDAQ Technology Dividend Index Fund (TDIV) |
Multi-Asset Diversified Income Index Fund (MDIV) | ||||||
Six
Months Ended 3/31/2022 (Unaudited) |
Year Ended 9/30/2021 |
Six
Months Ended 3/31/2022 (Unaudited) |
Year Ended 9/30/2021 | ||||
OPERATIONS: | |||||||
Net investment income (loss)
|
$ 18,507,360 | $ 30,828,737 | $ 12,266,138 | $ 14,299,976 | |||
Net realized gain (loss)
|
128,019,703 | 266,500,553 | 14,864,598 | 36,831,045 | |||
Net increase from payment by the advisor
|
— | — | — | — | |||
Net change in unrealized appreciation
(depreciation)
|
(58,967,006) | 71,094,267 | (249,580) | 60,843,085 | |||
Net increase (decrease) in net assets resulting
from operations
|
87,560,057 | 368,423,557 | 26,881,156 | 111,974,106 | |||
DISTRIBUTIONS TO SHAREHOLDERS FROM: | |||||||
Investment operations
|
(19,607,938) | (29,861,800) | (13,259,196) | (18,794,700) | |||
Return of capital
|
— | — | — | (6,052,472) | |||
Total distributions to shareholders
|
(19,607,938) | (29,861,800) | (13,259,196) | (24,847,172) | |||
SHAREHOLDER TRANSACTIONS: | |||||||
Proceeds from shares sold
|
439,808,673 | 784,387,981 | 20,807,729 | 9,259,907 | |||
Cost of shares redeemed
|
(273,253,445) | (754,460,022) | (23,324,967) | (66,909,068) | |||
Net increase (decrease) in net assets resulting
from shareholder transactions
|
166,555,228 | 29,927,959 | (2,517,238) | (57,649,161) | |||
Total increase (decrease) in net assets
|
234,507,347 | 368,489,716 | 11,104,722 | 29,477,773 | |||
NET ASSETS: | |||||||
Beginning of period
|
1,613,767,129 | 1,245,277,413 | 470,203,430 | 440,725,657 | |||
End of period
|
$1,848,274,476 | $1,613,767,129 | $481,308,152 | $470,203,430 | |||
CHANGES IN SHARES OUTSTANDING: | |||||||
Shares outstanding, beginning of period
|
28,605,000 | 28,405,000 | 28,750,002 | 32,600,002 | |||
Shares sold
|
7,400,000 | 14,150,000 | 1,250,000 | 550,000 | |||
Shares redeemed
|
(4,600,000) | (13,950,000) | (1,400,000) | (4,400,000) | |||
Shares outstanding, end of period
|
31,405,000 | 28,605,000 | 28,600,002 | 28,750,002 |
First Trust S&P International Dividend Aristocrats ETF (FID) |
First Trust BuyWrite Income ETF (FTHI) |
First Trust Hedged BuyWrite Income ETF (FTLB) | ||||||||
Six
Months Ended 3/31/2022 (Unaudited) |
Year Ended 9/30/2021 |
Six
Months Ended 3/31/2022 (Unaudited) |
Year Ended 9/30/2021 |
Six
Months Ended 3/31/2022 (Unaudited) |
Year Ended 9/30/2021 | |||||
$ 706,474 | $ 1,333,244 | $ 223,860 | $ 709,991 | $ 45,318 | $ 82,731 | |||||
(6,435) | 140,357 | 152,049 | 8,266,105 | 90,597 | 367,409 | |||||
— | — | — | — | — | — | |||||
255,478 | 4,299,027 | 4,048,231 | 250,450 | 834,866 | 267,151 | |||||
955,517 | 5,772,628 | 4,424,140 | 9,226,546 | 970,781 | 717,291 | |||||
(676,011) | (1,317,871) | (1,333,004) | (2,535,233) | (159,501) | (228,251) | |||||
— | — | — | — | — | — | |||||
(676,011) | (1,317,871) | (1,333,004) | (2,535,233) | (159,501) | (228,251) | |||||
12,309,419 | 19,294,526 | — | 18,094,504 | 5,499,004 | 7,205,917 | |||||
— | — | (2,232,301) | (37,943,500) | (1,114,168) | (2,974,588) | |||||
12,309,419 | 19,294,526 | (2,232,301) | (19,848,996) | 4,384,836 | 4,231,329 | |||||
12,588,925 | 23,749,283 | 858,835 | (13,157,683) | 5,196,116 | 4,720,369 | |||||
42,139,326 | 18,390,043 | 46,575,076 | 59,732,759 | 9,526,934 | 4,806,565 | |||||
$54,728,251 | $42,139,326 | $47,433,911 | $46,575,076 | $14,723,050 | $9,526,934 | |||||
2,400,002 | 1,300,002 | 2,174,201 | 3,124,201 | 450,002 | 250,002 | |||||
700,000 | 1,100,000 | — | 900,000 | 250,000 | 350,000 | |||||
— | — | (100,000) | (1,850,000) | (50,000) | (150,000) | |||||
3,100,002 | 2,400,002 | 2,074,201 | 2,174,201 | 650,002 | 450,002 |
First Trust Rising Dividend Achievers ETF (RDVY) |
First Trust Dorsey Wright Focus 5 ETF (FV) | ||||||
Six
Months Ended 3/31/2022 (Unaudited) |
Year Ended 9/30/2021 |
Six
Months Ended 3/31/2022 (Unaudited) |
Year Ended 9/30/2021 | ||||
OPERATIONS: | |||||||
Net investment income (loss)
|
$ 56,010,395 | $ 47,447,030 | $ 6,685,669 | $ 899,652 | |||
Net realized gain (loss)
|
261,707,201 | 284,110,410 | 710,765,931 | 406,561,570 | |||
Net increase from payment by the advisor
|
— | — | — | — | |||
Net change in unrealized appreciation
(depreciation)
|
(189,867,407) | 428,357,284 | (619,087,557) | 276,499,831 | |||
Net increase (decrease) in net assets resulting
from operations
|
127,850,189 | 759,914,724 | 98,364,043 | 683,961,053 | |||
DISTRIBUTIONS TO SHAREHOLDERS FROM: | |||||||
Investment operations
|
(56,222,591) | (44,959,526) | (7,035,520) | (1,159,345) | |||
Return of capital
|
— | — | — | — | |||
Total distributions to shareholders
|
(56,222,591) | (44,959,526) | (7,035,520) | (1,159,345) | |||
SHAREHOLDER TRANSACTIONS: | |||||||
Proceeds from shares sold
|
5,405,952,796 | 5,044,833,796 | 1,963,517,435 | 650,797,839 | |||
Cost of shares redeemed
|
(1,481,290,961) | (1,312,230,974) | (1,899,483,153) | (686,904,053) | |||
Net increase (decrease) in net assets resulting
from shareholder transactions
|
3,924,661,835 | 3,732,602,822 | 64,034,282 | (36,106,214) | |||
Total increase (decrease) in net assets
|
3,996,289,433 | 4,447,558,020 | 155,362,805 | 646,695,494 | |||
NET ASSETS: | |||||||
Beginning of period
|
5,739,655,239 | 1,292,097,219 | 2,694,187,168 | 2,047,491,674 | |||
End of period
|
$9,735,944,672 | $5,739,655,239 | $2,849,549,973 | $2,694,187,168 | |||
CHANGES IN SHARES OUTSTANDING: | |||||||
Shares outstanding, beginning of period
|
120,900,002 | 39,550,002 | 58,850,002 | 60,050,002 | |||
Shares sold
|
107,650,000 | 111,000,000 | 41,150,000 | 14,950,000 | |||
Shares redeemed
|
(29,650,000) | (29,650,000) | (40,300,000) | (16,150,000) | |||
Shares outstanding, end of period
|
198,900,002 | 120,900,002 | 59,700,002 | 58,850,002 |
First Trust RBA American Industrial Renaissance® ETF (AIRR) |
First Trust Dorsey Wright Momentum & Dividend ETF (DDIV) |
First Trust Dorsey Wright International Focus 5 ETF (IFV) | ||||||||
Six
Months Ended 3/31/2022 (Unaudited) |
Year Ended 9/30/2021 |
Six
Months Ended 3/31/2022 (Unaudited) |
Year Ended 9/30/2021 |
Six
Months Ended 3/31/2022 (Unaudited) |
Year Ended 9/30/2021 | |||||
$ 77,118 | $ 102,277 | $ 885,080 | $ 926,527 | $ 2,707,180 | $ 2,372,763 | |||||
10,061,509 | 22,206,086 | 2,091,432 | 12,028,581 | 5,869,396 | 39,219,683 | |||||
— | — | — | — | — | — | |||||
(4,346,357) | 9,760,455 | 1,745,949 | (91,117) | (22,911,333) | 6,817,205 | |||||
5,792,270 | 32,068,818 | 4,722,461 | 12,863,991 | (14,334,757) | 48,409,651 | |||||
(104,400) | (68,330) | (789,821) | (903,831) | (2,753,111) | (2,584,930) | |||||
— | — | — | — | — | — | |||||
(104,400) | (68,330) | (789,821) | (903,831) | (2,753,111) | (2,584,930) | |||||
48,110,195 | 204,119,512 | 44,488,738 | 58,983,424 | — | 29,789,512 | |||||
(56,636,704) | (63,084,042) | (13,535,543) | (61,564,516) | (52,210,711) | (29,096,455) | |||||
(8,526,509) | 141,035,470 | 30,953,195 | (2,581,092) | (52,210,711) | 693,057 | |||||
(2,838,639) | 173,035,958 | 34,885,835 | 9,379,068 | (69,298,579) | 46,517,778 | |||||
220,549,282 | 47,513,324 | 38,863,425 | 29,484,357 | 264,969,890 | 218,452,112 | |||||
$217,710,643 | $220,549,282 | $73,749,260 | $38,863,425 | $195,671,311 | $264,969,890 | |||||
5,400,002 | 1,850,002 | 1,250,002 | 1,400,002 | 11,650,002 | 11,600,002 | |||||
1,100,000 | 5,150,000 | 1,350,000 | 2,050,000 | — | 1,350,000 | |||||
(1,350,000) | (1,600,000) | (400,000) | (2,200,000) | (2,300,000) | (1,300,000) | |||||
5,150,002 | 5,400,002 | 2,200,002 | 1,250,002 | 9,350,002 | 11,650,002 |
First Trust Dorsey Wright Dynamic Focus 5 ETF (FVC) |
First Trust Indxx Innovative Transaction & Process ETF (LEGR) | ||||||
Six
Months Ended 3/31/2022 (Unaudited) |
Year Ended 9/30/2021 |
Six
Months Ended 3/31/2022 (Unaudited) |
Year Ended 9/30/2021 | ||||
OPERATIONS: | |||||||
Net investment income (loss)
|
$ 505,585 | $ 44,628 | $ 1,595,371 | $ 1,528,329 | |||
Net realized gain (loss)
|
38,071,948 | 33,942,853 | (45,976) | 2,447,567 | |||
Net increase from payment by the advisor
|
— | — | — | — | |||
Net change in unrealized appreciation
(depreciation)
|
(30,440,722) | 31,031,603 | (7,890,463) | 13,738,762 | |||
Net increase (decrease) in net assets resulting
from operations
|
8,136,811 | 65,019,084 | (6,341,068) | 17,714,658 | |||
DISTRIBUTIONS TO SHAREHOLDERS FROM: | |||||||
Investment operations
|
(534,005) | (67,710) | (1,324,016) | (1,414,166) | |||
Return of capital
|
— | — | — | — | |||
Total distributions to shareholders
|
(534,005) | (67,710) | (1,324,016) | (1,414,166) | |||
SHAREHOLDER TRANSACTIONS: | |||||||
Proceeds from shares sold
|
140,890,269 | 49,813,076 | 23,903,019 | 73,931,252 | |||
Cost of shares redeemed
|
(144,924,913) | (125,909,677) | — | — | |||
Net increase (decrease) in net assets resulting
from shareholder transactions
|
(4,034,644) | (76,096,601) | 23,903,019 | 73,931,252 | |||
Total increase (decrease) in net assets
|
3,568,162 | (11,145,227) | 16,237,935 | 90,231,744 | |||
NET ASSETS: | |||||||
Beginning of period
|
212,608,772 | 223,753,999 | 132,512,050 | 42,280,306 | |||
End of period
|
$216,176,934 | $212,608,772 | $148,749,985 | $132,512,050 | |||
CHANGES IN SHARES OUTSTANDING: | |||||||
Shares outstanding, beginning of period
|
6,050,002 | 8,550,002 | 3,150,002 | 1,350,002 | |||
Shares sold
|
3,850,000 | 1,500,000 | 550,000 | 1,800,000 | |||
Shares redeemed
|
(4,000,000) | (4,000,000) | — | — | |||
Shares outstanding, end of period
|
5,900,002 | 6,050,002 | 3,700,002 | 3,150,002 |
(a) | Inception date is December 15, 2020, which is consistent with the commencement of investment operations and is the date the initial creation units were established. |
First Trust Nasdaq Artificial Intelligence and Robotics ETF (ROBT) |
First Trust International Developed Capital Strength ETF (FICS) | |||||
Six
Months Ended 3/31/2022 (Unaudited) |
Year Ended 9/30/2021 |
Six
Months Ended 3/31/2022 (Unaudited) |
Period Ended 9/30/2021 (a) | |||
$ 135,121 | $ 225,235 | $ 176,486 | $ 43,782 | |||
7,295,594 | 33,190,276 | 120,294 | 177,073 | |||
1,987 | — | — | — | |||
(42,591,596) | 14,737,527 | (1,004,847) | (13,221) | |||
(35,158,894) | 48,153,038 | (708,067) | 207,634 | |||
(27,810) | (333,100) | (125,610) | (39,101) | |||
— | — | — | — | |||
(27,810) | (333,100) | (125,610) | (39,101) | |||
54,079,051 | 178,221,700 | 30,251,708 | 11,708,531 | |||
(42,282,783) | (80,098,259) | (3,488,855) | (1,664,041) | |||
11,796,268 | 98,123,441 | 26,762,853 | 10,044,490 | |||
(23,390,436) | 145,943,379 | 25,929,176 | 10,213,023 | |||
266,492,021 | 120,548,642 | 10,213,023 | — | |||
$243,101,585 | $ 266,492,021 | $ 36,142,199 | $ 10,213,023 | |||
5,000,002 | 3,100,002 | 300,002 | — | |||
1,000,000 | 3,400,000 | 900,000 | 350,002 | |||
(850,000) | (1,500,000) | (100,000) | (50,000) | |||
5,150,002 | 5,000,002 | 1,100,002 | 300,002 |
Six Months Ended 3/31/2022 (Unaudited) |
Year Ended September 30, | |||||||||||
2021 | 2020 | 2019 | 2018 | 2017 | ||||||||
Net asset value, beginning of period
|
$ 56.42 | $ 43.84 | $ 40.09 | $ 38.38 | $ 32.39 | $ 29.33 | ||||||
Income from investment operations: | ||||||||||||
Net investment income (loss)
|
0.62 | 1.10 | 0.93 | 0.97 | 0.96 | 0.80 | ||||||
Net realized and unrealized gain (loss)
|
2.47 | 12.55 | 3.77 | 1.71 | 5.90 | 3.01 | ||||||
Total from investment operations
|
3.09 | 13.65 | 4.70 | 2.68 | 6.86 | 3.81 | ||||||
Distributions paid to shareholders from: | ||||||||||||
Net investment income
|
(0.66) | (1.07) | (0.95) | (0.97) | (0.87) | (0.75) | ||||||
Net asset value, end of period
|
$58.85 | $56.42 | $43.84 | $40.09 | $38.38 | $32.39 | ||||||
Total return
(a)
|
5.43% | 31.29% | 11.91% | 7.21% | 21.37% | 13.10% | ||||||
Ratios to average net assets/supplemental data: | ||||||||||||
Net assets, end of period (in 000’s)
|
$ 1,848,274 | $ 1,613,767 | $ 1,245,277 | $ 1,010,557 | $ 948,172 | $ 717,616 | ||||||
Ratio of total expenses to average net
assets
|
0.50% (b) | 0.50% | 0.50% | 0.50% | 0.50% | 0.50% | ||||||
Ratio of net investment income (loss) to average
net assets
|
2.12% (b) | 2.08% | 2.28% | 2.59% | 2.70% | 2.64% | ||||||
Portfolio turnover rate (c)
|
14% | 38% | 49% | 37% | 27% | 26% |
(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 3/31/2022 (Unaudited) |
Year Ended September 30, | |||||||||||
2021 | 2020 | 2019 | 2018 | 2017 | ||||||||
Net asset value, beginning of period
|
$ 16.35 | $ 13.52 | $ 18.43 | $ 18.54 | $ 19.22 | $ 18.89 | ||||||
Income from investment operations: | ||||||||||||
Net investment income (loss)
|
0.44 | 0.49 | 0.57 | 0.83 | 0.87 | 0.81 | ||||||
Net realized and unrealized gain (loss)
|
0.51 | 3.18 | (4.52) | 0.18 | (0.36) | 0.59 | ||||||
Total from investment operations
|
0.95 | 3.67 | (3.95) | 1.01 | 0.51 | 1.40 | ||||||
Distributions paid to shareholders from: | ||||||||||||
Net investment income
|
(0.47) | (0.64) | (0.79) | (0.77) | (0.76) | (0.82) | ||||||
Return of capital
|
— | (0.20) | (0.17) | (0.35) | (0.43) | (0.25) | ||||||
Total distributions
|
(0.47) | (0.84) | (0.96) | (1.12) | (1.19) | (1.07) | ||||||
Net asset value, end of period
|
$16.83 | $16.35 | $13.52 | $18.43 | $18.54 | $19.22 | ||||||
Total return
(a)
|
5.84% | 27.50% | (21.89)% | 5.74% | 2.82% | 7.56% | ||||||
Ratios to average net assets/supplemental data: | ||||||||||||
Net assets, end of period (in 000’s)
|
$ 481,308 | $ 470,203 | $ 440,726 | $ 715,985 | $ 683,960 | $ 850,403 | ||||||
Ratio of total expenses to average net assets
(b)
|
0.60% (c) | 0.60% | 0.60% | 0.60% | 0.60% | 0.60% | ||||||
Ratio of net expenses to average net assets
|
0.48% (c) | 0.48% | 0.47% | 0.48% | 0.48% | 0.48% | ||||||
Ratio of net investment income (loss) to average
net assets (b)
|
5.26% (c) | 3.03% | 3.86% | 4.58% | 4.62% | 4.25% | ||||||
Portfolio turnover rate (d)
|
40% | 100% | 106% | 73% | 84% | 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) | The Fund indirectly bears its proportionate share of fees and expenses incurred by the underlying funds in which the Fund invests. This ratio does not include these indirect fees and expenses. |
(c) | Annualized. |
(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 3/31/2022 (Unaudited) |
Year Ended September 30, | |||||||||||
2021 | 2020 | 2019 | 2018 | 2017 | ||||||||
Net asset value, beginning of period
|
$ 17.56 | $ 14.15 | $ 17.11 | $ 17.19 | $ 18.52 | $ 17.28 | ||||||
Income from investment operations: | ||||||||||||
Net investment income (loss)
|
0.27 | 0.62 | 0.64 | 0.63 | 0.85 | 0.77 | ||||||
Net realized and unrealized gain (loss)
|
0.09 | 3.43 | (2.93) | (0.08) | (1.26) | 1.39 | ||||||
Total from investment operations
|
0.36 | 4.05 | (2.29) | 0.55 | (0.41) | 2.16 | ||||||
Distributions paid to shareholders from: | ||||||||||||
Net investment income
|
(0.27) | (0.64) | (0.67) | (0.63) | (0.92) | (0.92) | ||||||
Net asset value, end of period
|
$17.65 | $17.56 | $14.15 | $17.11 | $17.19 | $18.52 | ||||||
Total return
(a)
|
2.04% | 28.79% | (13.62)% | 3.38% | (2.35)% | 12.96% | ||||||
Ratios to average net assets/supplemental data: | ||||||||||||
Net assets, end of period (in 000’s)
|
$ 54,728 | $ 42,139 | $ 18,390 | $ 19,678 | $ 13,753 | $ 12,038 | ||||||
Ratio of total expenses to average net
assets
|
0.60% (b) | 0.60% | 0.60% | 0.60% | 0.69% (c) | 0.70% | ||||||
Ratio of net investment income (loss) to average
net assets
|
3.09% (b) | 4.10% | 4.03% | 4.01% | 4.70% | 4.36% | ||||||
Portfolio turnover rate (d)
|
40% | 57% | 81% | 44% | 196% (e) | 129% |
(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) | On August 30, 2018, the Fund reduced the annual management fee payable to First Trust, from 0.70% of the Fund’s average daily net assets to 0.60% of the Fund’s average daily net assets. |
(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. |
(e) | The variation in the portfolio turnover rate is due to the change in the Fund’s underlying index effective August 30, 2018, which resulted in a complete rebalance of the Fund’s portfolio. |
Six Months Ended 3/31/2022 (Unaudited) |
Year Ended September 30, | |||||||||||
2021 | 2020 | 2019 | 2018 | 2017 | ||||||||
Net asset value, beginning of period
|
$ 21.42 | $ 19.12 | $ 22.43 | $ 23.28 | $ 22.54 | $ 20.57 | ||||||
Income from investment operations: | ||||||||||||
Net investment income (loss)
|
0.08 | 0.12 | 0.23 | 0.40 | 0.35 | 0.30 | ||||||
Net realized and unrealized gain (loss)
|
1.99 | 3.14 | (2.58) | (0.29) | 1.35 | 2.60 | ||||||
Total from investment operations
|
2.07 | 3.26 | (2.35) | 0.11 | 1.70 | 2.90 | ||||||
Distributions paid to shareholders from: | ||||||||||||
Net investment income
|
(0.62) | (0.96) | (0.23) | (0.86) | (0.96) | (0.13) | ||||||
Return of capital
|
— | — | (0.73) | (0.10) | — | (0.80) | ||||||
Total distributions
|
(0.62) | (0.96) | (0.96) | (0.96) | (0.96) | (0.93) | ||||||
Net asset value, end of period
|
$22.87 | $21.42 | $19.12 | $22.43 | $23.28 | $22.54 | ||||||
Total return
(a)
|
9.84% | 17.31% | (10.63)% | 0.72% | 8.12% | 13.93% | ||||||
Ratios to average net assets/supplemental data: | ||||||||||||
Net assets, end of period (in 000’s)
|
$ 47,434 | $ 46,575 | $ 59,733 | $ 80,155 | $ 66,898 | $ 52,385 | ||||||
Ratio of total expenses to average net
assets
|
0.85% (b) | 0.85% | 0.85% | 0.85% | 0.85% | 0.87% (c) | ||||||
Ratio of net investment income (loss) to average
net assets
|
0.94% (b) | 1.29% | 1.10% | 1.43% | 1.34% | 1.43% | ||||||
Portfolio turnover rate (d)
|
19% | 199% | 210% | 209% | 239% | 315% (e) |
(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 reorganization fees. If this reorganization fee was not included, the expense ratio would have been 0.85%. |
(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. |
(e) | The variation in the portfolio turnover rate is due to the rebalance of the portfolio that occurred shortly after the reorganization of FTHI with the First Trust Dividend and Income Fund. |
Six Months Ended 3/31/2022 (Unaudited) |
Year Ended September 30, | |||||||||||
2021 | 2020 | 2019 | 2018 | 2017 | ||||||||
Net asset value, beginning of period
|
$ 21.17 | $ 19.23 | $ 22.30 | $ 22.92 | $ 22.27 | $ 20.38 | ||||||
Income from investment operations: | ||||||||||||
Net investment income (loss)
|
0.16 | 0.34 | 0.21 | 0.27 | 0.40 | 0.38 | ||||||
Net realized and unrealized gain (loss)
|
1.65 | 2.26 | (2.62) | (0.23) | 0.91 | 2.14 | ||||||
Total from investment operations
|
1.81 | 2.60 | (2.41) | 0.04 | 1.31 | 2.52 | ||||||
Distributions paid to shareholders from: | ||||||||||||
Net investment income
|
(0.33) | (0.66) | (0.21) | (0.58) | (0.66) | (0.63) | ||||||
Return of capital
|
— | — | (0.45) | (0.08) | — | — | ||||||
Total distributions
|
(0.33) | (0.66) | (0.66) | (0.66) | (0.66) | (0.63) | ||||||
Net asset value, end of period
|
$22.65 | $21.17 | $19.23 | $22.30 | $22.92 | $22.27 | ||||||
Total return
(a)
|
8.67% | 13.66% | (10.98)% | 0.29% | 5.95% | 12.57% | ||||||
Ratios to average net assets/supplemental data: | ||||||||||||
Net assets, end of period (in 000’s)
|
$ 14,723 | $ 9,527 | $ 4,807 | $ 8,919 | $ 13,751 | $ 7,794 | ||||||
Ratio of total expenses to average net
assets
|
0.85% (b) | 0.85% | 0.85% | 0.85% | 0.85% | 0.85% | ||||||
Ratio of net investment income (loss) to average
net assets
|
0.88% (b) | 1.16% | 0.96% | 1.40% | 1.32% | 1.45% | ||||||
Portfolio turnover rate (c)
|
20% | 182% | 207% | 205% | 219% | 184% |
(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 3/31/2022 (Unaudited) |
Year Ended September 30, | |||||||||||
2021 | 2020 | 2019 | 2018 | 2017 | ||||||||
Net asset value, beginning of period
|
$ 47.47 | $ 32.67 | $ 31.82 | $ 31.54 | $ 27.84 | $ 22.12 | ||||||
Income from investment operations: | ||||||||||||
Net investment income (loss)
|
0.32 | 0.59 | 0.58 | 0.54 | 0.41 | 0.34 | ||||||
Net realized and unrealized gain (loss)
|
1.49 | 14.79 | 0.86 | 0.27 | 3.68 | 5.73 | ||||||
Total from investment operations
|
1.81 | 15.38 | 1.44 | 0.81 | 4.09 | 6.07 | ||||||
Distributions paid to shareholders from: | ||||||||||||
Net investment income
|
(0.33) | (0.58) | (0.59) | (0.53) | (0.39) | (0.35) | ||||||
Net asset value, end of period
|
$48.95 | $47.47 | $32.67 | $31.82 | $31.54 | $27.84 | ||||||
Total return
(a)
|
3.78% | 47.21% | 4.61% | 2.72% | 14.78% | 27.53% | ||||||
Ratios to average net assets/supplemental data: | ||||||||||||
Net assets, end of period (in 000’s)
|
$ 9,735,945 | $ 5,739,655 | $ 1,292,097 | $ 832,156 | $ 690,709 | $ 271,405 | ||||||
Ratio of total expenses to average net
assets
|
0.50% (b) | 0.50% | 0.50% | 0.50% | 0.50% | 0.50% | ||||||
Ratio of net investment income (loss) to average
net assets
|
1.41% (b) | 1.43% | 1.89% | 1.85% | 1.50% | 1.60% | ||||||
Portfolio turnover rate (c)
|
53% | 45% | 62% | 63% | 40% | 46% |
(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 3/31/2022 (Unaudited) |
Year Ended September 30, | |||||||||||
2021 | 2020 | 2019 | 2018 | 2017 | ||||||||
Net asset value, beginning of period
|
$ 45.78 | $ 34.10 | $ 29.63 | $ 30.93 | $ 26.17 | $ 22.91 | ||||||
Income from investment operations: | ||||||||||||
Net investment income (loss)
|
0.11 | 0.02 | 0.09 | 0.11 | 0.09 | 0.21 | ||||||
Net realized and unrealized gain (loss)
|
1.96 | 11.68 | 4.49 | (1.31) | 4.83 | 3.25 | ||||||
Total from investment operations
|
2.07 | 11.70 | 4.58 | (1.20) | 4.92 | 3.46 | ||||||
Distributions paid to shareholders from: | ||||||||||||
Net investment income
|
(0.12) | (0.02) | (0.11) | (0.10) | (0.16) | (0.20) | ||||||
Net asset value, end of period
|
$47.73 | $45.78 | $34.10 | $29.63 | $30.93 | $26.17 | ||||||
Total return
(a)
|
4.52% | 34.31% | 15.50% | (3.92)% | 18.91% | 15.16% | ||||||
Ratios to average net assets/supplemental data: | ||||||||||||
Net assets, end of period (in 000’s)
|
$ 2,849,550 | $ 2,694,187 | $ 2,047,492 | $ 2,348,262 | $ 2,858,225 | $ 2,397,352 | ||||||
Ratio of total expenses to average net assets
(b)
|
0.30% (c) | 0.30% | 0.30% | 0.30% | 0.30% | 0.30% | ||||||
Ratio of net investment income (loss) to average
net assets
|
0.47% (c) | 0.04% | 0.30% | 0.34% | 0.30% | 0.74% | ||||||
Portfolio turnover rate (d)
|
60% | 20% | 72% | 65% | 44% | 66% |
(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) | The Fund indirectly bears its proportionate share of fees and expenses incurred by the underlying funds in which the Fund invests. This ratio does not include these indirect fees and expenses. |
(c) | Annualized. |
(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 3/31/2022 (Unaudited) |
Year Ended September 30, | |||||||||||
2021 | 2020 | 2019 | 2018 | 2017 | ||||||||
Net asset value, beginning of period
|
$ 40.84 | $ 25.68 | $ 26.76 | $ 27.93 | $ 26.04 | $ 20.49 | ||||||
Income from investment operations: | ||||||||||||
Net investment income (loss)
|
0.02 | 0.03 | (0.03) | 0.10 (a) | 0.09 | 0.08 (a) | ||||||
Net realized and unrealized gain (loss)
|
1.43 | 15.16 | (0.98) | (1.21) | 1.88 | 5.53 | ||||||
Total from investment operations
|
1.45 | 15.19 | (1.01) | (1.11) | 1.97 | 5.61 | ||||||
Distributions paid to shareholders from: | ||||||||||||
Net investment income
|
(0.02) | (0.03) | (0.07) | (0.06) | (0.08) | (0.06) | ||||||
Net asset value, end of period
|
$42.27 | $40.84 | $25.68 | $26.76 | $27.93 | $26.04 | ||||||
Total return
(b)
|
3.54% | 59.15% | (3.81)% | (3.95)% | 7.56% | 27.39% | ||||||
Ratios to average net assets/supplemental data: | ||||||||||||
Net assets, end of period (in 000’s)
|
$ 217,711 | $ 220,549 | $ 47,513 | $ 66,900 | $ 195,500 | $ 169,282 | ||||||
Ratio of total expenses to average net
assets
|
0.70% (c) | 0.70% | 0.70% | 0.70% | 0.70% | 0.70% | ||||||
Ratio of net investment income (loss) to average
net assets
|
0.06% (c) | 0.07% | (0.18)% | 0.40% | 0.32% | 0.33% | ||||||
Portfolio turnover rate (d)
|
18% | 35% | 45% | 58% | 35% | 52% |
(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) | Annualized. |
(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 3/31/2022 (Unaudited) |
Year Ended September 30, | |||||||||||
2021 | 2020 | 2019 | 2018 | 2017 | ||||||||
Net asset value, beginning of period
|
$ 31.09 | $ 21.06 | $ 26.07 | $ 25.15 | $ 24.54 | $ 22.11 | ||||||
Income from investment operations: | ||||||||||||
Net investment income (loss)
|
0.44 | 0.73 | 0.68 | 0.78 | 0.65 | 0.60 | ||||||
Net realized and unrealized gain (loss)
|
2.44 | 10.01 | (4.95) | 0.86 | 0.59 | 2.44 | ||||||
Total from investment operations
|
2.88 | 10.74 | (4.27) | 1.64 | 1.24 | 3.04 | ||||||
Distributions paid to shareholders from: | ||||||||||||
Net investment income
|
(0.45) | (0.71) | (0.74) | (0.72) | (0.63) | (0.61) | ||||||
Net asset value, end of period
|
$33.52 | $31.09 | $21.06 | $26.07 | $25.15 | $24.54 | ||||||
Total return
(a)
|
9.26% | 51.29% | (16.49)% | 6.87% | 5.10% | 13.93% | ||||||
Ratios to average net assets/supplemental data: | ||||||||||||
Net assets, end of period (in 000’s)
|
$ 73,749 | $ 38,863 | $ 29,484 | $ 44,313 | $ 37,727 | $ 28,221 | ||||||
Ratio of total expenses to average net
assets
|
0.60% (b) | 0.60% | 0.60% | 0.60% | 0.69% (c) | 0.70% | ||||||
Ratio of net investment income (loss) to average
net assets
|
3.10% (b) | 2.54% | 2.81% | 3.50% | 2.79% | 2.61% | ||||||
Portfolio turnover rate (d)
|
74% | 186% | 193% | 160% | 297% (e) | 150% |
(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) | On September 6, 2018, the Fund reduced the annual management fee payable to First Trust, from 0.70% of the Fund’s average daily net assets to 0.60% of the Fund’s average daily net assets. |
(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. |
(e) | The variation in the portfolio turnover rate is due to the change in the Fund’s underlying index effective September 6, 2018, which resulted in a complete rebalance of the Fund’s portfolio. |
Six Months Ended 3/31/2022 (Unaudited) |
Year Ended September 30, | |||||||||||
2021 | 2020 | 2019 | 2018 | 2017 | ||||||||
Net asset value, beginning of period
|
$ 22.74 | $ 18.83 | $ 19.07 | $ 20.33 | $ 21.35 | $ 17.55 | ||||||
Income from investment operations: | ||||||||||||
Net investment income (loss)
|
0.29 | 0.20 | 0.56 | 0.37 | 0.33 | 0.25 | ||||||
Net realized and unrealized gain (loss)
|
(1.81) | 3.93 | (0.23) | (1.26) | (0.93) | 3.73 | ||||||
Total from investment operations
|
(1.52) | 4.13 | 0.33 | (0.89) | (0.60) | 3.98 | ||||||
Distributions paid to shareholders from: | ||||||||||||
Net investment income
|
(0.29) | (0.22) | (0.57) | (0.35) | (0.42) | (0.18) | ||||||
Return of capital
|
— | — | — | (0.02) | — | — | ||||||
Total distributions
|
(0.29) | (0.22) | (0.57) | (0.37) | (0.42) | (0.18) | ||||||
Net asset value, end of period
|
$20.93 | $22.74 | $18.83 | $19.07 | $20.33 | $21.35 | ||||||
Total return
(a)
|
(6.76)% | 21.91% | 1.75% | (4.42)% | (2.91)% | 22.71% | ||||||
Ratios to average net assets/supplemental data: | ||||||||||||
Net assets, end of period (in 000’s)
|
$ 195,671 | $ 264,970 | $ 218,452 | $ 453,757 | $ 774,665 | $ 794,132 | ||||||
Ratio of total expenses to average net assets
(b)
|
0.30% (c) | 0.30% | 0.30% | 0.30% | 0.30% | 0.30% | ||||||
Ratio of net investment income (loss) to average
net assets
|
2.33% (c) | 0.87% | 3.19% | 1.89% | 1.57% | 1.59% | ||||||
Portfolio turnover rate (d)
|
61% | 66% | 29% | 42% | 0% | 49% |
(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) | The Fund indirectly bears its proportionate share of fees and expenses incurred by the underlying funds in which the Fund invests. This ratio does not include these indirect fees and expenses. |
(c) | Annualized. |
(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 3/31/2022 (Unaudited) |
Year Ended September 30, | |||||||||||
2021 | 2020 | 2019 | 2018 | 2017 | ||||||||
Net asset value, beginning of period
|
$ 35.14 | $ 26.17 | $ 26.45 | $ 28.80 | $ 24.36 | $ 21.32 | ||||||
Income from investment operations: | ||||||||||||
Net investment income (loss)
|
0.09 | 0.01 | 0.13 | 0.22 | 0.08 | 0.17 | ||||||
Net realized and unrealized gain (loss)
|
1.50 | 8.97 | (0.25) | (2.37) | 4.51 | 3.04 | ||||||
Total from investment operations
|
1.59 | 8.98 | (0.12) | (2.15) | 4.59 | 3.21 | ||||||
Distributions paid to shareholders from: | ||||||||||||
Net investment income
|
(0.09) | (0.01) | (0.16) | (0.20) | (0.15) | (0.16) | ||||||
Net realized gain
|
— | — | — | — | — | (0.01) | ||||||
Total distributions
|
(0.09) | (0.01) | (0.16) | (0.20) | (0.15) | (0.17) | ||||||
Net asset value, end of period
|
$36.64 | $35.14 | $26.17 | $26.45 | $28.80 | $24.36 | ||||||
Total return
(a)
|
4.52% | 34.32% | (0.46)% | (7.46)% | 18.91% | 15.13% | ||||||
Ratios to average net assets/supplemental data: | ||||||||||||
Net assets, end of period (in 000’s)
|
$ 216,177 | $ 212,609 | $ 223,754 | $ 468,253 | $ 620,537 | $ 328,881 | ||||||
Ratio of total expenses to average net assets
(b)
|
0.30% (c) | 0.30% | 0.30% | 0.30% | 0.30% | 0.30% | ||||||
Ratio of net investment income (loss) to average
net assets
|
0.46% (c) | 0.02% | 0.54% | 0.79% | 0.32% | 0.80% | ||||||
Portfolio turnover rate (d)
|
60% | 20% | 225% | 90% | 42% | 54% |
(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) | The Fund indirectly bears its proportionate share of fees and expenses incurred by the underlying funds in which the Fund invests. This ratio does not include these indirect fees and expenses. |
(c) | Annualized. |
(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 3/31/2022 (Unaudited) |
Year Ended September 30, | Period Ended 9/30/2018 (a) | ||||||||
2021 | 2020 | 2019 | ||||||||
Net asset value, beginning of period
|
$ 42.07 | $ 31.32 | $ 29.32 | $ 30.31 | $ 29.99 | |||||
Income from investment operations: | ||||||||||
Net investment income (loss)
|
0.45 | 0.61 | 0.35 | 0.59 | 0.26 | |||||
Net realized and unrealized gain (loss)
|
(1.94) | 10.70 | 2.02 | (0.93) | 0.29 | |||||
Total from investment operations
|
(1.49) | 11.31 | 2.37 | (0.34) | 0.55 | |||||
Distributions paid to shareholders from: | ||||||||||
Net investment income
|
(0.38) | (0.56) | (0.37) | (0.65) | (0.23) | |||||
Net asset value, end of period
|
$40.20 | $42.07 | $31.32 | $29.32 | $30.31 | |||||
Total return
(b)
|
(3.57)% | 36.13% | 8.13% | (1.08)% | 1.87% | |||||
Ratios to average net assets/supplemental data: | ||||||||||
Net assets, end of period (in 000’s)
|
$ 148,750 | $ 132,512 | $ 42,280 | $ 41,048 | $ 50,017 | |||||
Ratio of total expenses to average net
assets
|
0.65% (c) | 0.65% | 0.65% | 0.65% | 0.65% (c) | |||||
Ratio of net investment income (loss) to average
net assets
|
2.20% (c) | 1.84% | 1.12% | 1.95% | 1.63% (c) | |||||
Portfolio turnover rate (d)
|
13% | 46% | 25% | 35% | 53% |
(a) | Inception date is January 24, 2018, which is consistent with the commencement of investment operations and is the date the initial creation units were established. |
(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) | 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 3/31/2022 (Unaudited) |
Year Ended September 30, | Period Ended 9/30/2018 (a) | ||||||||
2021 | 2020 | 2019 | ||||||||
Net asset value, beginning of period
|
$ 53.30 | $ 38.89 | $ 31.51 | $ 32.23 | $ 29.91 | |||||
Income from investment operations: | ||||||||||
Net investment income (loss)
|
0.03 | 0.05 | 0.04 | 0.17 | 0.12 | |||||
Net realized and unrealized gain (loss)
|
(6.12) (b) | 14.44 | 7.39 | (0.75) | 2.31 | |||||
Total from investment operations
|
(6.09) | 14.49 | 7.43 | (0.58) | 2.43 | |||||
Distributions paid to shareholders from: | ||||||||||
Net investment income
|
(0.01) | (0.08) | (0.05) | (0.14) | (0.11) | |||||
Net asset value, end of period
|
$47.20 | $53.30 | $38.89 | $31.51 | $32.23 | |||||
Total return
(c)
|
(11.43)% (b) | 37.27% | 23.60% | (1.81)% | 8.15% | |||||
Ratios to average net assets/supplemental data: | ||||||||||
Net assets, end of period (in 000’s)
|
$ 243,102 | $ 266,492 | $ 120,549 | $ 61,443 | $ 32,226 | |||||
Ratio of total expenses to average net
assets
|
0.65% (d) | 0.65% | 0.65% | 0.65% | 0.65% (d) | |||||
Ratio of net investment income (loss) to average
net assets
|
0.10% (d) | 0.10% | 0.15% | 0.68% | 0.62% (d) | |||||
Portfolio turnover rate (e)
|
19% | 31% | 34% | 43% | 67% |
(a) | Inception date is February 21, 2018, which is consistent with the commencement of investment operations and is the date the initial creation units were established. |
(b) | The Fund received a reimbursement from the advisor in the amount of $1,987 in connection with a trade error, which represents less than $0.01 per share. Since the advisor reimbursed the Fund, there was no effect on the Fund’s total return. |
(c) | Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all distributions at net asset value during the period, and redemption at net asset value on the last day of the period. The returns presented do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Total return is calculated for the time period presented and is not annualized for periods of less than a year. |
(d) | 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. |
Six
Months Ended 3/31/2022 (Unaudited) |
Period Ended 9/30/2021 (a) | ||
Net asset value, beginning of period
|
$ 34.04 | $ 30.09 | |
Income from investment operations: | |||
Net investment income (loss)
|
0.21 | 0.36 | |
Net realized and unrealized gain (loss)
|
(1.20) | 3.93 | |
Total from investment operations
|
(0.99) | 4.29 | |
Distributions paid to shareholders from: | |||
Net investment income
|
(0.19) | (0.34) | |
Net asset value, end of period
|
$32.86 | $34.04 | |
Total return
(b)
|
(2.95)% | 14.25% | |
Ratios to average net assets/supplemental data: | |||
Net assets, end of period (in 000’s)
|
$ 36,142 | $ 10,213 | |
Ratio of total expenses to average net
assets
|
0.70% (c) | 0.70% (c) | |
Ratio of net investment income (loss) to average
net assets
|
1.76% (c) | 1.29% (c) | |
Portfolio turnover rate (d)
|
18% | 23% |
(a) | Inception date is December 15, 2020, which is consistent with the commencement of investment operations and is the date the initial creation units were established. |
(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) | 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 NASDAQ Technology Dividend Index Fund Multi-Asset Diversified Income Index Fund First Trust S&P International Dividend Aristocrats ETF First Trust Rising Dividend Achievers ETF First Trust Dorsey Wright Focus 5 ETF First Trust RBA American Industrial Renaissance® ETF First Trust Dorsey Wright Momentum & Dividend ETF First Trust Dorsey Wright International Focus 5 ETF First Trust Dorsey Wright Dynamic Focus 5 ETF First Trust Indxx Innovative Transaction & Process ETF First Trust Nasdaq Artificial Intelligence and Robotics ETF First Trust International Developed Capital Strength ETF |
Nasdaq
Technology Dividend IndexTM Nasdaq US Multi-Asset Diversified Income IndexSM S&P International Dividend Aristocrats Index Nasdaq US Rising Dividend AchieversTM Index Dorsey Wright Focus FiveTM Index Richard Bernstein Advisors American Industrial Renaissance® Index Dorsey Wright Momentum Plus Dividend YieldTM Index Dorsey Wright International Focus FiveTM Index Dorsey Wright Dynamic Focus FiveTM Index Indxx Blockchain Index Nasdaq CTA Artificial Intelligence and Robotics IndexSM The International Developed Capital Strength IndexSM |
1) | the credit conditions in the relevant market and changes thereto; |
2) | the liquidity conditions in the relevant market and changes thereto; |
3) | the interest rate conditions in the relevant market and changes thereto (such as significant changes in interest rates); |
4) | issuer-specific conditions (such as significant credit deterioration); and |
5) | any other market-based data the Advisor’s Pricing Committee considers relevant. In this regard, the Advisor’s Pricing Committee may use last-obtained market-based data to assist it when valuing portfolio securities using amortized cost. |
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 Name | Shares
at 3/31/2022 |
Value
at 9/30/2021 |
Purchases | Sales | Change
in Unrealized Appreciation (Depreciation) |
Realized Gain (Loss) |
Value
at 3/31/2022 |
Dividend Income |
First Trust Tactical High Yield ETF | 2,043,059 | $ 94,677,062 | $ 9,663,479 | $ (6,220,429) | $ (4,518,690) | $ (111,042) | $ 93,490,380 | $ 2,692,114 |
Security Name | Shares
at 3/31/2022 |
Value
at 9/30/2021 |
Purchases | Sales | Change
in Unrealized Appreciation (Depreciation) |
Realized Gain (Loss) |
Value
at 3/31/2022 |
Dividend Income | ||||||
First Trust Consumer Discretionary AlphaDEX® Fund | 10,293,179 | $ 552,125,467 | $ 370,557,443 | $ (316,197,043) | $ (47,594,186) | $ 1,880,711 | $ 560,772,392 | $ 2,332,656 | ||||||
First Trust Energy AlphaDEX® Fund | 35,173,944 | — | 551,071,586 | (6,024,294) | 15,694,162 | (420,526) | 560,320,928 | 1,680,599 | ||||||
First Trust Industrials/Producer Durables AlphaDEX® Fund | 10,025,432 | 552,378,296 | 382,496,065 | (360,217,780) | (8,090,793) | 71,629 | 566,637,417 | 1,997,646 | ||||||
First Trust Materials AlphaDEX® Fund | 8,439,993 | — | 576,893,050 | (6,596,504) | 34,405,900 | (145,748) | 604,556,698 | 783,789 | ||||||
First Trust Nasdaq Oil & Gas ETF | 20,954,117 | — | 948,714,128 | (554,716,420) | 126,690,292 | 34,386,559 | 555,074,559 | 2,880,655 | ||||||
First Trust Nasdaq Transportation ETF | — | 513,660,400 | 362,824,428 | (857,633,271) | (111,437,490) | 92,585,933 | — | 1,240,830 | ||||||
First Trust NASDAQ-100-Technology Sector Index Fund | — | 545,036,466 | 347,535,180 | (816,886,894) | (340,249,141) | 264,564,389 | — | 41,431 | ||||||
First Trust Technology AlphaDEX® Fund | — | 528,789,844 | 126,483,451 | (684,609,978) | (288,506,301) | 317,842,984 | — | — | ||||||
$2,691,990,473 | $3,666,575,331 | $(3,602,882,184) | $(619,087,557) | $710,765,931 | $2,847,361,994 | $10,957,606 |
Security Name | Shares
at 3/31/2022 |
Value
at 9/30/2021 |
Purchases | Sales | Change
in Unrealized Appreciation (Depreciation) |
Realized Gain (Loss) |
Value
at 3/31/2022 |
Dividend Income | ||||||
First Trust BICK Index Fund | — | $52,406,007 | $— | $ (54,637,984) | $ (6,305,717) | $8,537,694 | $— | $— | ||||||
First Trust Dow Jones Global Select Dividend Index Fund | 1,532,516 | — | 39,683,296 | (833,031) | (15,325) | (985) | 38,833,955 | 151,259 | ||||||
First Trust Eurozone AlphaDEX® ETF | — | — | 54,095,628 | (48,158,214) | — | (5,937,414) | — | 280,215 | ||||||
First Trust Germany AlphaDEX® Fund | — | 52,146,239 | 1,776,695 | (46,009,598) | (6,627,154) | (1,286,182) | — | 146,489 | ||||||
First Trust India NIFTY 50 Equal Weight ETF | 813,649 | 57,888,541 | — | (17,646,172) | (5,765,097) | 2,381,028 | 36,858,300 | 1,512,647 | ||||||
First Trust Latin America AlphaDEX® Fund | 2,059,119 | — | 41,751,001 | (878,258) | 1,853,207 | 769 | 42,726,719 | 31,505 | ||||||
First Trust Switzerland AlphaDEX® Fund | 613,006 | 50,668,510 | 1,607,980 | (12,594,094) | (3,202,281) | 2,838,090 | 39,318,205 | 240,132 | ||||||
First Trust United Kingdom AlphaDEX® Fund | 986,866 | 51,626,570 | 1,840,298 | (11,930,351) | (2,848,966) | (663,604) | 38,023,947 | 690,946 | ||||||
$264,735,867 | $140,754,898 | $(192,687,702) | $(22,911,333) | $5,869,396 | $195,761,126 | $3,053,193 |
Security Name | Shares
at 3/31/2022 |
Value
at 9/30/2021 |
Purchases | Sales | Change
in Unrealized Appreciation (Depreciation) |
Realized Gain (Loss) |
Value
at 3/31/2022 |
Dividend Income | ||||||
First Trust Consumer Discretionary AlphaDEX® Fund | 780,699 | $43,565,016 | $26,499,820 | $ (24,094,124) | $ (3,800,884) | $362,654 | $42,532,482 | $178,597 | ||||||
First Trust Energy AlphaDEX® Fund | 2,667,814 | — | 41,781,294 | (451,670) | 1,200,516 | (31,863) | 42,498,277 | 127,788 | ||||||
First Trust Industrials/Producer Durables AlphaDEX® Fund | 760,391 | 43,584,937 | 27,388,832 | (27,480,620) | (727,939) | 212,089 | 42,977,299 | 152,672 | ||||||
First Trust Materials AlphaDEX® Fund | 640,142 | — | 43,709,021 | (500,753) | 2,650,188 | (5,085) | 45,853,371 | 59,597 | ||||||
First Trust Nasdaq Oil & Gas ETF | 1,589,292 | — | 70,977,157 | (41,350,587) | 9,821,825 | 2,651,950 | 42,100,345 | 219,271 | ||||||
First Trust Nasdaq Transportation ETF | — | 40,529,967 | 26,751,967 | (65,960,213) | (9,206,661) | 7,884,940 | — | 95,330 | ||||||
First Trust NASDAQ-100-Technology Sector Index Fund | — | 43,005,865 | 25,610,474 | (62,900,116) | (14,879,858) | 9,163,635 | — | 3,183 | ||||||
First Trust Technology AlphaDEX® Fund | — | 41,724,071 | 9,483,888 | (53,543,678) | (15,497,909) | 17,833,628 | — | — | ||||||
$212,409,856 | $272,202,453 | $(276,281,761) | $(30,440,722) | $38,071,948 | $215,961,774 | $836,438 |
Distributions paid from Ordinary Income |
Distributions paid from Capital Gains |
Distributions paid from Return of Capital | |||
First Trust NASDAQ Technology Dividend Index
Fund
|
$ 29,861,800 | $ — | $ — | ||
Multi-Asset Diversified Income Index Fund
|
18,794,700 | — | 6,052,472 | ||
First Trust S&P International Dividend
Aristocrats ETF
|
1,317,871 | — | — | ||
First Trust BuyWrite Income ETF
|
2,535,233 | — | — | ||
First Trust Hedged BuyWrite Income ETF
|
228,251 | — | — | ||
First Trust Rising Dividend Achievers ETF
|
44,959,526 | — | — | ||
First Trust Dorsey Wright Focus 5 ETF
|
1,159,345 | — | — | ||
First Trust RBA American Industrial
Renaissance®
ETF
|
68,330 | — | — | ||
First Trust Dorsey Wright Momentum & Dividend
ETF
|
903,831 | — | — | ||
First Trust Dorsey Wright International Focus 5
ETF
|
2,584,930 | — | — | ||
First Trust Dorsey Wright Dynamic Focus 5
ETF
|
67,710 | — | — | ||
First Trust Indxx Innovative Transaction &
Process ETF
|
1,414,166 | — | — | ||
First Trust Nasdaq Artificial Intelligence and
Robotics ETF
|
333,100 | — | — | ||
First Trust International Developed Capital
Strength ETF
|
39,101 | — | — |
Undistributed Ordinary Income |
Accumulated Capital and Other Gain (Loss) |
Net Unrealized Appreciation (Depreciation) | |||
First Trust NASDAQ Technology Dividend Index
Fund
|
$ 2,360,618 | $ (134,991,212) | $ 309,523,862 | ||
Multi-Asset Diversified Income Index Fund
|
— | (230,726,724) | 17,908,504 | ||
First Trust S&P International Dividend
Aristocrats ETF
|
187,761 | (5,055,961) | 995,032 | ||
First Trust BuyWrite Income ETF
|
— | (20,790,887) | 3,544,760 | ||
First Trust Hedged BuyWrite Income ETF
|
— | (2,774,391) | 411,003 | ||
First Trust Rising Dividend Achievers ETF
|
3,245,996 | (70,491,824) | 452,393,348 | ||
First Trust Dorsey Wright Focus 5 ETF
|
— | (528,080,094) | 970,457,352 | ||
First Trust RBA American Industrial
Renaissance®
ETF
|
49,274 | (26,563,974) | 5,548,590 | ||
First Trust Dorsey Wright Momentum & Dividend
ETF
|
143,478 | (18,494,754) | 2,053,696 | ||
First Trust Dorsey Wright International Focus 5
ETF
|
21,648 | (131,209,193) | 28,947,352 | ||
First Trust Dorsey Wright Dynamic Focus 5
ETF
|
— | (63,640,921) | 58,589,972 | ||
First Trust Indxx Innovative Transaction &
Process ETF
|
105,039 | (1,444,987) | 13,944,682 | ||
First Trust Nasdaq Artificial Intelligence and
Robotics ETF
|
60,015 | (4,911,664) | 28,014,760 | ||
First Trust International Developed Capital
Strength ETF
|
12,421 | (2,885) | (34,725) |
Non-Expiring Capital Loss Carryforward | |
First Trust NASDAQ Technology Dividend Index
Fund
|
$ 134,991,212 |
Multi-Asset Diversified Income Index Fund
|
230,726,724 |
First Trust S&P International Dividend
Aristocrats ETF
|
5,055,961 |
First Trust BuyWrite Income ETF
|
20,790,887 |
First Trust Hedged BuyWrite Income ETF
|
2,774,391 |
First Trust Rising Dividend Achievers ETF
|
70,491,824 |
First Trust Dorsey Wright Focus 5 ETF
|
528,080,094 |
First Trust RBA American Industrial
Renaissance®
ETF
|
26,563,974 |
First Trust Dorsey Wright Momentum & Dividend
ETF
|
18,494,754 |
First Trust Dorsey Wright International Focus 5
ETF
|
131,209,193 |
First Trust Dorsey Wright Dynamic Focus 5
ETF
|
63,640,921 |
First Trust Indxx Innovative Transaction &
Process ETF
|
1,444,987 |
First Trust Nasdaq Artificial Intelligence and
Robotics ETF
|
4,911,664 |
First Trust International Developed Capital
Strength ETF
|
2,885 |
Tax Cost | Gross Unrealized Appreciation |
Gross Unrealized (Depreciation) |
Net
Unrealized Appreciation (Depreciation) | ||||
First Trust NASDAQ Technology Dividend Index
Fund
|
$ 1,574,415,132 | $ 330,215,031 | $ (59,189,997) | $ 271,025,034 | |||
Multi-Asset Diversified Income Index Fund
|
460,857,522 | 32,396,403 | (14,817,812) | 17,578,591 | |||
First Trust S&P International Dividend
Aristocrats ETF
|
52,631,504 | 3,722,936 | (2,156,139) | 1,566,797 | |||
First Trust BuyWrite Income ETF
|
37,321,910 | 9,622,838 | (1,479,584) | 8,143,254 | |||
First Trust Hedged BuyWrite Income ETF
|
12,719,883 | 1,846,826 | (513,647) | 1,333,179 | |||
First Trust Rising Dividend Achievers ETF
|
9,417,876,555 | 567,176,059 | (271,817,056) | 295,359,003 | |||
First Trust Dorsey Wright Focus 5 ETF
|
2,495,058,572 | 352,303,422 | — | 352,303,422 | |||
First Trust RBA American Industrial
Renaissance®
ETF
|
215,748,913 | 21,412,604 | (18,326,303) | 3,086,301 | |||
First Trust Dorsey Wright Momentum & Dividend
ETF
|
69,601,266 | 4,812,532 | (941,921) | 3,870,611 | |||
First Trust Dorsey Wright International Focus 5
ETF
|
189,610,610 | 12,039,668 | (5,889,152) | 6,150,516 | |||
First Trust Dorsey Wright Dynamic Focus 5
ETF
|
187,812,524 | 28,149,250 | — | 28,149,250 | |||
First Trust Indxx Innovative Transaction &
Process ETF
|
143,656,176 | 17,723,302 | (10,271,787) | 7,451,515 | |||
First Trust Nasdaq Artificial Intelligence and
Robotics ETF
|
256,239,201 | 18,790,105 | (29,090,077) | (10,299,972) | |||
First Trust International Developed Capital
Strength ETF
|
37,050,229 | 1,021,925 | (2,039,541) | (1,017,616) |
Fund | Licensor |
First Trust NASDAQ Technology Dividend Index Fund | Nasdaq, Inc. |
Multi-Asset Diversified Income Index Fund | Nasdaq, Inc. |
First Trust S&P International Dividend Aristocrats ETF | S&P Dow Jones Indices, LLC |
First Trust Rising Dividend Achievers ETF | Nasdaq, Inc. |
First Trust Dorsey Wright Focus 5 ETF | Dorsey, Wright & Associates, LLC |
First Trust RBA American Industrial Renaissance® ETF | Richard Bernstein Advisors LLC |
First Trust Dorsey Wright Momentum & Dividend ETF | Nasdaq, Inc. |
First Trust Dorsey Wright International Focus 5 ETF | Dorsey, Wright & Associates, LLC |
First Trust Dorsey Wright Dynamic Focus 5 ETF | Dorsey, Wright & Associates, LLC |
First Trust Indxx Innovative Transaction & Process ETF | Indxx, LLC |
First Trust Nasdaq Artificial Intelligence and Robotics ETF | Nasdaq, Inc. |
First Trust International Developed Capital Strength ETF | Nasdaq, Inc. |
Rate | |
First Trust NASDAQ Technology Dividend Index Fund | 0.50% |
Multi-Asset Diversified Income Index Fund | 0.60% |
First Trust S&P International Dividend Aristocrats ETF | 0.60% |
First Trust BuyWrite Income ETF | 0.85% |
First Trust Hedged BuyWrite Income ETF | 0.85% |
First Trust Rising Dividend Achievers ETF | 0.50% |
First Trust Dorsey Wright Focus 5 ETF | 0.30% |
First Trust RBA American Industrial Renaissance® ETF | 0.70% |
First Trust Dorsey Wright Momentum & Dividend ETF | 0.60% |
First Trust Dorsey Wright International Focus 5 ETF | 0.30% |
First Trust Dorsey Wright Dynamic Focus 5 ETF | 0.30% |
First Trust Indxx Innovative Transaction & Process ETF | 0.65% |
First Trust Nasdaq Artificial Intelligence and Robotics ETF | 0.65% |
First Trust International Developed Capital Strength ETF | 0.70% |
Purchases | Sales | ||
First Trust NASDAQ Technology Dividend Index Fund | $ 239,098,995 | $ 237,967,438 | |
Multi-Asset Diversified Income Index Fund | 187,936,413 | 190,977,352 | |
First Trust S&P International Dividend Aristocrats ETF | 19,140,424 | 18,327,810 | |
First Trust BuyWrite Income ETF | 9,179,856 | 10,782,846 | |
First Trust Hedged BuyWrite Income ETF | 2,111,485 | 2,406,103 | |
First Trust Rising Dividend Achievers ETF | 4,159,045,181 | 4,160,115,602 | |
First Trust Dorsey Wright Focus 5 ETF | 1,703,266,211 | 1,713,399,175 | |
First Trust RBA American Industrial Renaissance® ETF | 42,242,624 | 41,867,052 | |
First Trust Dorsey Wright Momentum & Dividend ETF | 41,486,809 | 41,419,514 | |
First Trust Dorsey Wright International Focus 5 ETF | 140,754,898 | 140,495,883 | |
First Trust Dorsey Wright Dynamic Focus 5 ETF | 131,345,319 | 132,049,311 | |
First Trust Indxx Innovative Transaction & Process ETF | 21,551,933 | 19,085,800 | |
First Trust Nasdaq Artificial Intelligence and Robotics ETF | 69,019,820 | 52,605,596 | |
First Trust International Developed Capital Strength ETF | 3,818,817 | 3,952,263 | |
Purchases | Sales | ||
First Trust NASDAQ Technology Dividend Index Fund | $ 438,332,450 | $ 274,461,319 | |
Multi-Asset Diversified Income Index Fund | 20,724,626 | 23,233,137 | |
First Trust S&P International Dividend Aristocrats ETF | 11,263,166 | — | |
First Trust BuyWrite Income ETF | — | 2,148,878 | |
First Trust Hedged BuyWrite Income ETF | 5,294,688 | 1,108,982 | |
First Trust Rising Dividend Achievers ETF | 5,388,113,086 | 1,480,117,617 | |
First Trust Dorsey Wright Focus 5 ETF | 1,963,309,120 | 1,889,483,009 | |
First Trust RBA American Industrial Renaissance® ETF | 48,052,697 | 56,788,647 | |
First Trust Dorsey Wright Momentum & Dividend ETF | 44,354,562 | 13,490,585 | |
First Trust Dorsey Wright International Focus 5 ETF | — | 52,191,819 | |
First Trust Dorsey Wright Dynamic Focus 5 ETF | 140,857,134 | 144,232,450 | |
First Trust Indxx Innovative Transaction & Process ETF | 21,472,250 | — | |
First Trust Nasdaq Artificial Intelligence and Robotics ETF | 37,051,950 | 41,411,310 | |
First Trust International Developed Capital Strength ETF | 30,337,482 | 3,504,860 |
Asset Derivatives | Liability Derivatives | |||||||||
Derivative Instrument |
Risk Exposure |
Statements
of Assets and Liabilities Location |
Value | Statements
of Assets and Liabilities Location |
Value | |||||
Options | Equity Risk | — | $ — | Options written, at value | $ 863,399 |
Asset Derivatives | Liability Derivatives | |||||||||
Derivative Instrument |
Risk Exposure |
Statements
of Assets and Liabilities Location |
Value | Statements
of Assets and Liabilities Location |
Value | |||||
Options | Equity Risk | Options purchased, at value | $ 95,400 | Options written, at value | $ 299,214 |
Equity Risk | ||
Statements of Operations Location | FTHI | FTLB |
Net realized gain (loss) on Purchased options contracts | $— | $(81,617) |
Net realized gain (loss) on Written options contracts | 846,139 | 215,055 |
Net change in unrealized gain (loss) on Purchased options contracts | — | (87,473) |
Net change in unrealized gain (loss) on Written options contracts | (482,434) | (139,699) |
NOT FDIC INSURED | NOT BANK GUARANTEED | MAY LOSE VALUE |